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Hard · architecture & logic · Quant Developer interview question · Queue, Hash Map, Low-Latency, C++
In high-frequency trading systems, a "drop copy" feed provides an independent stream of execution reports directly from the exchange to bypass the primary trading gateway. Reconciling the primary fill feed against this drop-copy feed in real-time is critical for risk management and detecting missing, duplicate, or mismatched fills. Deterministic, low-latency reconcilers are essential to instantly flag these discrepancies and prevent catastrophic positional errors. Task Implement a DropCopyRecon