System Design · Bloomberg · Hard
VWAP Analytics Engine Hard · System Design, Streaming, Aggregation, Financial Market Data · Bloomberg · Hints: Per-symbol stateful aggregation with running sums; shard by symbol hash; periodic snapshots + changelog replay for fault recovery; pub/sub fan-out to push and pull consumers. Design a real-time VWAP (Volume-Weighted Average Price) computation service. The service ingests normalized trade ticks from many exchanges and must make updated VWAP values available for every…
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