Stock Exchange
Design a stock trading exchange that matches buy/sell orders in real time with low-millisecond matching latency.
These requirements and scale numbers are for reference. The AI reviewer will evaluate your design based on the functional requirements and assumptions you define.
🎯 Key Requirements
- •Match buy/sell limit and market orders by price-time priority
- •Maintain a real-time order book with bid/ask spread
- •Stream market-data updates to subscribers
- •Persist a complete audit trail of every order and trade
📐 Scale Expectations
- •10K orders per second at peak (interview-sized exchange)
- •Matching latency under 10ms p99
- •No data loss; deterministic ordering
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