InMobi Interview Question for Developer Program Engineers
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I was asked to design a trading system, where there will be no of buyers and sellers will transact. The system need to have low latency, the buyers will quote no of shares, company name, price they want to buy, the sellers will quote the price they want to sell for given company, and no of shares. The system has to match the buyers and sellers and transact. This is more of design question.- softwaregeek June 09, 2014 in India
I was thinking in terms of a hashmap kind a structure where the key will hash to the given company, and then there will be buckets for no of shares for buyers, with different buckets for prices, the idea is to look up in memory sellers, if a match is found then make the transaction. If the in memory data exceeds a limit implement a caching, and push the older data to the persistent store. The guy was'nt convinced this was a good design. Can someone suggest how is real time trading systems implemented, do they go for low latency queues.
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InMobi Developer Program Engineer Computer Architecture & Low Level
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