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QuantlabChallenge

To build use make build To run use ./TradeProcessor To clean use make clean

Time Spent: 2hrs

Some things I would have done if I had more time:

  • Flesh out TradeProcessor into a class (extendable)
  • Write robust makefile (gdb, optimizations, etc.)
  • Write unit tests and behavior driven tests

Some things I think would be implemented for production:

  • Get data from multiple sources (make a thread per exchange, would require locks)
  • Remember history of ticker by storing versions of ticker data
  • Flesh out Trade class to include more information
  • Make Trades an abstract class (also for different exchanges)
  • Currency Conversions
  • Add ticker information to ticker (like float, market cap, etc.)

I didn't open the email until the evening it was due so I didn't have much time to brush up on c++ idioms or carefully design everything with templates. But I had a lot of fun with this project and I'm looking forward to hearing back from y'all :)

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