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Stock Trades Matching

Hard

A brokerage reconciliation system compares two lists of trade confirmations: one from the in-house system (house) and one from the street-side counterparty (street). Each trade is a comma-separated string with the format "SYMBOL,SIDE,QTY,ID".

A trade in house is considered an exact match with a trade in street if all four fields are identical (including any leading or trailing spaces in the symbol). Each trade string can match at most one trade from the opposite list. When a match is found, both trades are removed from their respective lists. ...