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STOCK EXCHANGE SYSTEM DESIGN | AMAZON INTERVIEW QUESTION DESIGN STOCK EXCHANGE
2 years ago
1
Skip list would be good for the matching engine
This way you can insert order using o(logn) assuming used power law probability for adding levels which can make search easier
You get the dynamism of Linkedlist which can make insertions and deletions faster also implement fairness. With array you might have to resize the arrays when the orderbook is growing.
Always play around with the head of orders (like heap).
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