Home » Code » RGM Advisors Programming Test

RGM Advisors Programming Test

RGM Advisors, Order Book Programming Problem, here. Nice focus.

Problem

Your task is to write a program, Pricer, that analyzes such a log file. Pricer takes one command-line argument: target-sizePricer then reads a market data log on standard input. As the book is modified, Pricer prints (on standard output) the total expense you would incur if you bought target-size shares (by taking as many asks as necessary, lowest first), and the total income you would receive if you sold target-size shares (by hitting as many bids as necessary, highest first). Each time the income or expense changes, it prints the changed value.

Advertisements

Leave a Reply

Fill in your details below or click an icon to log in:

WordPress.com Logo

You are commenting using your WordPress.com account. Log Out / Change )

Twitter picture

You are commenting using your Twitter account. Log Out / Change )

Facebook photo

You are commenting using your Facebook account. Log Out / Change )

Google+ photo

You are commenting using your Google+ account. Log Out / Change )

Connecting to %s

%d bloggers like this: