Optiver SWE Internship

Optiver runs a system that keeps track of all currently active orders for a given financial instrument. The orders must be maintained in sorted order by price. As new orders arrive and existing orders are removed, the system needs to support efficient insertion and deletion. To simplify the problem, assume that every order has a distinct price. There may be several thousand distinct price levels for each instrument, and prices can be treated as integers. Because this system is sensitive to latency, the current implementation is being replaced due to performance problems and difficulty debugging. Design and implement a straightforward sorted data structure that can efficiently support search, insertion, and deletion. The solution was to implement a skip list.