Akuna CapitalOA #7
Limit Order Display Rule
估计中等评测数据准备中,可先阅读题面
Maintain a limit-order book against a market-maker reference. The displayable best bid/ask is computed from non-MM orders that (1) have a quantity divisible by lot_size, and (2) either improve the MM price or match it with quantity strictly greater than 5% of MM size. Support add(orderId, ts, isBid, price, qty) and cancel(orderId, ts), each returning the current displayed (best_bid, best_ask), clamped to MM as fallback.