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Order Existence with Bloom Filter

Medium · data_structures · Quant Developer interview question · hashing, data structures, probabilistic, c++

Bloom filters are space-efficient probabilistic data structures used in high-frequency trading to rapidly check set membership with minimal memory overhead. By allowing for false positives but no false negatives, they enable low-latency verification of processed order IDs in resource-constrained environments. Task Implement the OrderBloomFilter class to track processed Order IDs using a bit array of a specified size. The class must support an add method to insert an ID and an exists method to c