Quote desk review: four defects in a merged pull request, and a bug behind the replay log

Context

Welcome to the market data team. A junior developer's pull request added quotes/, the desk's quote cache, and it was merged before anyone reviewed it. The rules it has to follow are in README.md.

You have 45 minutes, in two parts. The checks are graded one by one, so each defect you fix counts even if the rest is not done.

Part A: review the pull request (CR-1 to CR-4)

Read quotes/ as you would review a pull request from a junior developer. Look for real defects (wrong results, crashes, rules from the README that do not hold), not style. There are four, in different files; fix each one you find. Keep notes as you go, as you would write review comments; only the fixes are graded.

Part B: the replay log (CR-5)

logs/replay-2026-10-13.log is yesterday's replay of feeds/2026-10-13.feed. Run it again with python -m quotes.replay feeds/2026-10-13.feed. Some prices the desk shows are not the ones the feed sent. Find the root cause and fix it.

Acceptance criteria

• Every rule in the README holds.
• The replay shows the prices the feed sent.

Notes

• Run pytest tests/visible. One test fails on the current code. The visible tests cover only a few rules.
• The hidden checks are grouped CR-1 to CR-5, one group per defect.
• Practice task in the format candidates report for Bloomberg's code review round: review a merged pull request, then find a bug from the log it produced. Original StackYard code, not the actual question; not affiliated with Bloomberg.