Build the exchange

"""Build the exchange.

NSE runs a continuous limit order book with price-time priority. You'll build
one. This is the single best way to understand bid, ask, spread, depth,
market orders, slippage and why "the price" is really two prices.

Rules:
  * A BUY limit at price p matches resting SELL orders priced <= p,
    best (lowest) price first; at equal prices, earliest order first.
  * A SELL limit at p matches resting BUY orders priced >= p, highest first.
  * Trades execute at the RESTING (maker) order's price.
  * Any unfilled remainder of a limit order rests in the book.
  * A market order matches like a limit with an infinitely aggressive price;
    any unfilled remainder is discarded (NSE converts/rejects; we discard).
  * Order ids are unique strings.

Data structures are your call. A dict of price -> deque per side, with
sorted price lists (bisect) or heaps, is plenty.

Read notes.md §1.4 first. Check:
    cd exercises && .venv/bin/python -m pytest modules/M01-market-structure/tests
"""

from dataclasses import dataclass


@dataclass(frozen=True)
class Fill:
    maker_id: str
    taker_id: str
    price: float
    qty: int


class OrderBook:
    def __init__(self) -> None:
        raise NotImplementedError

    def add_limit(self, order_id: str, side: str, price: float, qty: int) -> list[Fill]:
        """side is 'buy' or 'sell'. Returns fills in execution order."""
        raise NotImplementedError

    def add_market(self, order_id: str, side: str, qty: int) -> list[Fill]:
        raise NotImplementedError

    def cancel(self, order_id: str) -> bool:
        """Remove a resting order. True if it was resting, else False."""
        raise NotImplementedError

    def best_bid(self) -> float | None:
        raise NotImplementedError

    def best_ask(self) -> float | None:
        raise NotImplementedError

    def spread(self) -> float | None:
        raise NotImplementedError

    def mid(self) -> float | None:
        raise NotImplementedError

    def depth(self, side: str, levels: int = 5) -> list[tuple[float, int]]:
        """Aggregated [(price, total_qty), ...] best first, for 'buy' (bids) or 'sell' (asks)."""
        raise NotImplementedError