Order Book Pair Coding

Requirements Create and build an order book for one trading symbol. The commonly requested interface across interview variations includes: add_order(side, price, quantity, order_id) — add a limit order that remains on the book. This is described as the standard entry method. cancel_order(order_id) — delete an existing resting order using its identifier. best_bid() / best_ask() — inspect the leading price on either side of the book. top_of_book_volume() — return the total…