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Medium · architecture & logic · Quant Developer interview question · architecture, data-structures, c++, trading-systems
Cryptocurrency and traditional exchanges utilize tiered fee structures to incentivize liquidity provision and high-volume trading. Accurately modeling these fees based on a participant's rolling historical volume is essential for precise backtesting and live execution cost analysis. Task Implement an ExchangeFeeModel class to calculate maker and taker fees for trades based on a participant's trailing trading volume. The class should support the following operations: - ExchangeFeeModel(double wi