Quant Interview Practice Questions

Iceberg orders are crucial in quantitative finance and algorithmic trading for executing large trades without moving the market. They hide the true order quantity by exposing only a smaller "peak" size to the public order book, replenishing the visible part from a hidden reserve as trades execute. Task Implement an IcebergOrder class that maintains the visible and hidden quantities of an order.

• IcebergOrder(double total_qty, double peak_size): Initializes the order. The initial visible quanti