Normalized Market Data - Quant Developer Interview Question
Difficulty: Medium
Category: architecture & logic
Asked at: Jump Trading, Optiver, Akuna, DRW, IMC
Topics: parsing, string-manipulation, finance, system-design
Problem Description
Market data normalization is a critical component of low-latency trading systems, ensuring disparate exchange formats are converted into a unified internal structure for the strategy engine. This process requires efficient parsing logic to handle high-throughput feeds like JSON or binary protocols with minimal overhead and memory allocation.
Task
Implement the normalize method within the MarketDataNormalizer class to parse raw market data strings from different exchanges into a standardized Boo
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