Quant Interview Practice Questions

Cryptocurrency and traditional exchanges utilize tiered fee structures to incentivize liquidity provision and high-volume trading. Accurately modeling these fees based on a participant's rolling historical volume is essential for precise backtesting and live execution cost analysis. Task Implement an ExchangeFeeModel class to calculate maker and taker fees for trades based on a participant's trailing trading volume. The class should support the following operations:

• ExchangeFeeModel(double wi