Implement an in-memory order book for one instrument in C++, with add, cancel by order id, quantity at a level and depth from the best price.
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Implement an in-memory order book for one instrument in C++: orders arrive with id, side, price and quantity; keep orders at each price in arrival order; maintain aggregate resting quantity per level; support add, level_quantity, depth (best price first) and cancel by order id without disturbing other orders.
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