Quant Interview Practice Questions

A position netting engine aggregates a stream of individual trade executions into a consolidated view of net positions and average entry prices (AEP). Accurate and low-latency netting of these positions is essential for real-time risk management and precise Profit and Loss (PnL) calculations in quantitative trading systems. Task Implement a PositionNettingEngine class that processes a stream of trade executions (fills) and supports querying the current net position and average entry price for a