Order Books & Simulations

Some Jane Street coding rounds start from an empty file and a paragraph of rules. You write the data model, the operations and the bookkeeping that connects them, and then the interviewer adds a rule your first version has to take on. In these problems the state carries money or a game position, so a mistake rarely crashes anything. It shows up as a wrong number two calls later.

Two of the problems come from the trading floor. In one, orders rest and match by price and then by arrival time. In the other, a store of listings gets cleared by buyers who each name the most they'll pay. The third is a falling-block game, picked for the same reason board games keep turning up in these interviews. It starts small, and every rule added later lands on the board you chose, so a board modeled only for the first version has to be torn up in front of the interviewer.

Each problem is a class driven by a list of calls and scored on every return value. The loop over the collection is the easy part. What matters is the structure beside it, so pick it before the first method and say what each operation costs. At a trading firm a wrong fill is a real loss, so raise the boring edge cases, like a cancel for an order that already filled, before the interviewer does.

Jane StreetPremium lesson · Coding round

The 3 Jane Street problems are below.

1. 1A Premium questionCoding · Hard
2. 2A Premium questionCoding · Medium
3. 3A Premium questionCoding · Hard

Each with hints, the follow-up and a tested solution.

Get the Jane Street questions

$49 a year · all 100 companies · cancel anytime

From 20,000+ candidate reports, forum threads behind logins and write-ups in Chinese.

Read a free Jane Street lesson firstAlready a member? Sign in