Object-Oriented Programming · Citadel · Hard
You are building a trade reconciliation engine for a trading system. The system provides you with two separate lists of trade records: buy trades and sell trades. Each record is a string containing comma‑separated fields. Your task is to parse these records, detect and isolate malformed data, and then run a matching algorithm that respects a timestamp tolerance and supports partial fills. The engine must report all trades (or portions of trades) that remain unmatched. A…
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