OCO Order Management - Quant Developer Interview Question
Difficulty: Medium
Category: architecture & logic
Asked at: Tower Research, Optiver, Akuna, IMC, HRT
Topics: hash map, state machine, logic, c++
Problem Description
One Cancels Other (OCO) orders are a critical component of algorithmic trading systems, allowing traders to simultaneously place profit-taking and stop-loss orders while eliminating the risk of double execution. This mechanism ensures that when one order in a pair is executed, its counterpart is immediately cancelled, maintaining strict control over position exposure.
Task
Implement an OCOOrderSystem that processes a stream of order operations including creation, execution, cancellation, and st
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