Quant Interview Practice Questions

In high-frequency trading systems, a "drop copy" feed provides an independent stream of execution reports directly from the exchange to bypass the primary trading gateway. Reconciling the primary fill feed against this drop-copy feed in real-time is critical for risk management and detecting missing, duplicate, or mismatched fills. Deterministic, low-latency reconcilers are essential to instantly flag these discrepancies and prevent catastrophic positional errors. Task Implement a DropCopyRecon