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Order Books and Class Design

Alex Chen60 min readUpdated

IMC decides most software hires in the working session, where two senior engineers sit with you on an approximation of the firm's trading system. The closest public match is an order book you design and then code, and candidates in Amsterdam and Mumbai describe a final round spent on it.

The other three are smaller class builds. One came as an open design task with no tests, so the grade came from the classes and the API. Another was set in a C++ test in Zug, and a Java developer was asked for the third along with the cost of each call.

Expect a cost question on every method. IMC writes its own low-latency trading code, so state the price of a call before anyone asks. Before you write a class, also settle what a method returns on a bad call, like an unknown id or a read from an empty container.

IMC TradingPremium lesson · Coding round

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