tuananhk13bk / demo-matching-engine

• The code is written in Typescript
• Data structure used to store buy orders: Max Heap
• Data structure used to store sell orders: Min Heap
• Time complexity of operations in average case:

• Insertion: O(log(n))
• Deletion: O(log(n))
• Retrieving the max/min value: O(1)
• Searching: O(n)

• For simplicity's sake, let's assume that expired orders still sit in queues till they are popped out but won't be treated as matched orders
• Unit tests covered insertBuyOrder and insertSellOrder functions
• Run unit test npm run test
• Whenever an order is added to buyQueue or sellQueue, match() function will be triggered. If this function return null, no matching happens. Otherwise it will return an object like this

{
  buyPrice: number
  sellPrice: number
}

*** Due to time limitation, the code is duplicate somewhere and not clean :((((