Intrusive Linked List - Quant Developer Interview Question

Problem Description

Standard containers often incur unacceptable latency due to memory allocation overhead and poor cache locality. An intrusive linked list addresses this by embedding linkage pointers directly within business objects, enabling O(1) removal and manipulation without list traversal. This data structure is essential for building low-latency order books where rapid order entry, cancellation, and prioritization are critical. Task Implement an OrderBook class that manages a doubly linked intrusive list