The original definition of the exercise remains unchanged below for quick reference.
To test current solution please run:
mvn clean verify
To execute the main class please run:
mvn clean compile exec:java
The description of components is provided in a form of comments and java docs right in the code to make it easier to follow.
Thank you very much for your time!
This exercise is designed to help us understand how you think and approach your work. While the code should work, we are mostly looking for testing, readability and code organization. Refer to the rubric for additional insights on the weight we’ll be assigning to each category. If you need to make an incomplete submission, we ask that you provide detailed descriptions of what you would have done given ample time.
The focus of this exercise is the Matching Engine and the Order Book. We value your time, a simple console application should do for us to see how you structure your code and organize your classes in reusable components.
Please fork this repository to your personal Github account and provide a link to your fork as your submission along with instructions on how to run the program and tests. If the repository is private, please invite: hoi
This exercise is to write a simple matching engine. The program should read from two input files that you can find in src/main/resources:
- symbols
- orders
A symbol may be halted, in which case, do not accept any orders for that symbol.
For symbols that are not halted, order must have all required fields for the order to be accepted.
An order can be one of two sides:
- buy
- sell
There are two types of orders:
- Limit orders will try to execute at or better than the price defined (lower is better for buyers and higher is better for sellers). All fields are required. If the order does not match, it will sit on the order book waiting to be matched.
- Market orders will execute at any price. All fields except price is required. If a price is set, please ignore it. If the order does not match, it will be rejected with the reason that there was no match.
For simplicity, assume all orders are for 1 share, which means, if there is a match, orders will match with exactly 1 other order of the same symbol and with the best price. Best price means lowest price for buyers and highest price for sellers on the order book at the time the order is received.
If an order matches with another order, a trade is made. A trade consists of: symbol, price, timestamp
Produce 3 output files:
- trades.txt - contains all trades that were made
- rejected.txt - contains all rejected orders and their rejected reasons
- orderbook.txt - contains all orders that were not traded by the end
| Criteria | Weight |
|---|---|
| Readability | 20% |
| Testing | 50% |
| Code Organization | 10% |
| OO-patterns, Data Structures and Algorithm | 15% |
| Completeness | 5% |
Feel free to reach out with any questions or clarifications, but particularly over the weekend or evening we may not be able to respond. If you do not hear from us, you can make any assumptions that seem reasonable and simply document them in the README.