Order Book: Exchange BBO and NBBO

Phone ScreenCitadelLast reported September 2026Low Frequency
Reported
2× across candidate reports
First seen
January 2026
Last reported
September 2026
Reported outcome
unknown

Problem Overview

Design an order book that holds order records, each with an exchange, a price, a quantity and a side (bid or ask), and answers two queries: - get_exchange_bbo(exchange) returns (best_bid, best_ask) for one exchange: its highest bid price and its lowest ask price (the Best Bid and Offer). - get_nbbo()…

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  • Approach and trade-offs — what passing candidates did, and the mistakes that sink people
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