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Easy · architecture & logic · Quant Developer interview question · risk, c++, logic
Pre-trade risk checks serve as critical safeguards in algorithmic trading systems, preventing erroneous "fat finger" orders from reaching exchanges. By validating order parameters against predefined limits, these mechanisms mitigate the risk of significant financial loss caused by human or software errors. Task Implement a RiskCheck class designed to enforce a maximum notional value limit on outgoing orders. The class must initialize with a limit threshold and provide a validate_order method th