Object-Oriented Programming · Citadel · Medium
Requirements You receive orders in the following form: Each order_type is either bid or ask. Design a class that provides these two methods: get_exchange_bbo(exchange_id) -> (best_bid, best_ask) — return the highest currently resting bid and the lowest currently resting ask for the specified exchange. get_nbbo() -> (best_bid, best_ask) — return the highest bid and lowest ask available across all exchanges that have appeared in the data. The interviewer may ask about a system…
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