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Optiver Interview Question

OptiverSenior Software Developer Interview

12.30 – 14.30 Technical Interview, Coding Test Interviewer: A2 “This interview will take the form of a problem-solving exercise. When you arrive at the interview room, the engineer/s interviewing will present you with a question; You will then have time to read through, ask clarifying questions and to work through the problem designing the solution before beginning any exercises. The exercises will involve whiteboarding tasks which will be followed by questions from the engineers about the answers/solutions you have used, these questions will cover everything from architectural choices to the specific implementation (requiring you to write code) on how the pieces of functionality work. Fundamentally the aim of this interview is to assess your technical abilities especially your ability to implement your solutions, and adjust those solutions based on what you discover or if requirements change.” So yes, 2 more hours... you have 5 minutes to read the question (2 pages), 20 minutes to devise a solution, you are asked questions and then expand your answers into code on the whiteboard. below. The problem itself was as follows: there is an exchange feed that gives some server up to 5 rows of depth info each second sorted by price , say 5 price points and 5 quantities for these, for both sides of the book (buy/sell) for a specific stock. The server currently sends the information to the clients via a feed that sends them everything it gets and we want a more efficient solution, so that if some price point did not change in quantity we do not need to bother the clients.

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