Single-Symbol Order Book Price Levels

Problem: Maintain Price Levels in a Single-Symbol Order Book Implement a simplified NASDAQ market data order book for one symbol, such as AAPL. The system receives the following callbacks: def OnOrderInsert(id, side, price, qty) def OnOrderModify(id, price, qty) def OnOrderCancel(id) It must also support this internal query API: def GetPriceLevel(side, level_index) -> (price, total_qty) Rules side is either BUY or SELL. Each order has a unique id, a side, a price, and a qty. OnOrderInsert(id, side, price, qty): inserts a new order. OnOrderModify(id, price, qty): modifies the price and quantity of an existing order. The side does not change. OnOrderCancel(id): removes an existing order. GetPriceLevel(side, level_index): returns the price and total quantity at the given price level on that side. Price Level Definition A price level is the aggregate quantity of all orders on the same side and at the same price. level_index is 0-based. For BUY, the best price is the highest price, so level 0 is the highest bid. For SELL, the best price is the lowest price, so level 0 is the lowest ask. If the requested level does not exist, return (-1, 0). Input / Output Format For testing, callbacks are represented as commands. The first line contains an integer Q, the number of operations. Each of the next Q lines is one of: INSERT id side price qty MODIFY id price qty CANCEL id GET side level_index For each GET, output one line: price total_qty Constraints 1 <= Q <= 2 * 10^5 1 <= price <= 10^9 1 <= qty <= 10^9 id is a non-empty string. INSERT ids are unique. MODIFY and CANCEL ids always exist. Example Input: 7 INSERT o1 BUY 100 10 INSERT o2 BUY 101 5 INSERT o3 SELL 105 7 GET BUY 0 GET BUY 1 GET SELL 0 GET SELL 1 Output: 101 5 100 10 105 7 -1 0 Example Input 7 INSERT o1 BUY 100 10 INSERT o2 BUY 101 5 INSERT o3 SELL 105 7 GET BUY 0 GET BUY 1 GET SELL 0 GET SELL 1 Output 101 5 100 10 105 7 -1 0