Quant Interview Practice Questions

In modern electronic trading, market data feeds broadcast via UDP often result in out-of-order or dropped packets. A robust trading system must reconstruct the limit order book by processing messages in their exact sequence and buffering out-of-order messages to maintain an accurate view of market liquidity. Task Implement a class OrderBookReconstructor that processes a stream of market data messages and responds to queries about the current state of the order book. The class must implement tw