Fat Finger Risk Check - Quant Developer Interview Question
Difficulty: Easy
Category: architecture & logic
Asked at: Tower Research, Optiver, Akuna, Citadel Securities, IMC
Topics: risk, c++, logic
Problem Description
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
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