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4
Build a Real-Time Price Feed Aggregator
CodingmediumCommon
price-feedaggregationreal-timevwap
Reported
8 times
Last seen
2026-03-20
First seen
2025-06-25
Active in
2025, 2026
Description
Implement a system that aggregates prices from multiple exchanges, handles stale data, and computes VWAP.
Approach Tips
Implement staleness detection with timeouts per source. Weight prices by volume for VWAP and discuss outlier detection for flash crashes.
Related LeetCode Problem
LC #295 - Find Median from Data Stream
Sources
Blind·SDE-2·2026-03-20
Glassdoor·SDE-3·2025-12-05
CB
Coinbase
Crypto/Fintech
Typically appears in: Phone Screen
60 min — Algorithmic coding problem. Focus on data structures and problem-solving.