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Medium · architecture & logic · Quant Developer interview question · trading-systems, state-machine, c++
Iceberg orders are crucial in quantitative finance and algorithmic trading for executing large trades without moving the market. They hide the true order quantity by exposing only a smaller "peak" size to the public order book, replenishing the visible part from a hidden reserve as trades execute. Task Implement an IcebergOrder class that maintains the visible and hidden quantities of an order. - IcebergOrder(double total_qty, double peak_size): Initializes the order. The initial visible quanti