GoQuant-Assignment

C++ Backend Developer Intern at GoQuant

Stipend: ₹20,000 to ₹35,000 per month

📅 Timeline:

• Application to view: ~1 week
• Assignment received: ~3 week after application
• Assignment deadline: 1 week to complete
• Response and interview scheduling: Took ~3 weeks

---

🧠 Interview Process:

🔹 Round 1 – Technical + Resume-Based Interview (30 minutes)

• Interviewer 1 (Finance-oriented):

  • What is Deribit?
  • What is a dividend?
  • Other finance-related concepts
  • Questions related to my resume

• Interviewer 2 (General/Behavioral):

  • What is the most difficult course you encountered in your college curriculum, and how did you handle it?
  • If you had unlimited resources and time, what would you build?

• Interviewer 3 (Technical – DS & Assignment Focused):

  1. For an order book, which data structure would you prefer: unordered_map or a sorted array? Why?
  2. What is the time complexity of unordered_map? How and why can it increase from O(1) to O(n)?
  3. What was the most difficult part of the assignment?
  4. What was the most bug-prone part of the assignment?
  5. What are the drawbacks of the chrono library you used?

• Outcome: ❌ Rejected after this round

  • However, they encouraged me to consider joining their bootcamp.
  • They sent a recorded video of the google meet interview using Spinach ai after the interview ended.

---

---

High-Performance Order Execution and Management System

Objective

Develop a high-performance order execution and management system in C++ to trade on Deribit Testnet.

---

Initial Setup

1. Create a new Deribit Test account.
2. Generate API Keys for authentication.

---

Core Requirements

Order Management Functions

• Place Order
• Cancel Order
• Modify Order
• Get Orderbook
• View Current Positions

Real-Time Market Data Streaming

• Implement a WebSocket server:
  • Manage connections
  • Handle client subscriptions to symbols
  • Stream continuous orderbook updates for subscribed symbols

Market Coverage

• Instruments: Spot, Futures, and Options
• Scope: All supported symbols on Deribit Testnet

---

Technical Requirements

• Full implementation in C++
• Demonstrate low-latency performance
• Proper error handling and logging
• WebSocket server features:
  • Connection management
  • Subscription handling
  • Efficient message broadcasting

---

Bonus Section (Recommended)

Performance Analysis and Optimization

Latency Benchmarking

Measure and document:

• Order Placement Latency
• Market Data Processing Latency
• WebSocket Message Propagation Delay
• End-to-End Trading Loop Latency

Optimization Areas

Apply and justify optimization techniques for:

• Memory Management
• Network Communication
• Data Structure Selection
• Thread Management
• CPU Optimization

Documentation Requirements for Bonus Section

• Detailed analysis of bottlenecks
• Benchmarking methodology explanation
• Before/After performance metrics
• Justification for optimization choices
• Discussion on potential further improvements

---

Deliverables

• Complete source code with documentation
• Video recording demonstrating:
  • System functionality
  • Code review
  • Implementation explanation
• If bonus section completed:
  • Performance analysis report
  • Benchmarking results
  • Optimization documentation

---

References

• Deribit API Documentation

---