Track Best Bid/Ask with Cancellations

Process buy, sell, and cancel operations and maintain the highest buy price and the best sell price, each with its aggregated demand/quantity. Buy and sell sides are tracked independently with no crossing or fills. A max-heap (or ordered map) per side with cancellation support gives the current best. Requirements Maintain a trading record system that processes three kinds of operations: Buy order (price, quantity). Sell order (price, quantity). Cancel a buy or sell order. Track the current highest buy price and the corresponding best sell price, along with the aggregated demand/quantity at those prices. The buy and sell sides are maintained as two separate structures — there is no offsetting, crossing, or matching between them. Notes This is deliberately simpler than a full matching engine: nothing fills, so each side is an independent best-price-with-quantity tracker. A max-heap keyed by price (with lazy deletion for cancels) or an ordered map keyed by price both work; aggregate quantity per price level so the "demand" at the best price is available in O(1). On a cancel, reduce the quantity at that price and drop the level when it reaches zero, then the new best is the next non-empty level. The community reports give the operation set and the no-matching rule but not a full input/output transcript, so confirm the exact output format (whether you print after every operation or only the final best) before coding. Preparation Implement one side as a price-keyed ordered map with per-level quantity, then mirror it for the other side. Test cancelling the current best (best must fall back), cancelling a non-best level, and repeated prices accumulating quantity.