How would you implement a trade matching engine? The API for it should support:
* adding Buy/Sell orders (these methods should return a Trade if an existing order matches the new one),
* deleting pending orders
* getting market depth/demand (i.e. range of buy/sell prices and total volume of pending orders at each price).

Question

How would you implement a trade matching engine? The API for it should support:
 * adding Buy/Sell orders (these methods should return a Trade if an existing order matches the new one),
 * deleting pending orders
  * getting market depth/demand (i.e. range of buy/sell prices and total volume of pending orders at each price).

IMC Trading

IMC Trading Interview Question

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