Flatten Nested Portfolio JSON

MediumPython

Problem

Goldman Sachs Asset & Wealth Management systems may represent complex portfolio holdings as nested JSON containing account metadata, security details, and arrays of positions. Write a function that flattens this structure into a dictionary whose keys are dot-delimited paths to leaf values.

Formal Specification

Implement flatten_holdings(holdings), where holdings is a JSON-compatible Python dictionary. Traverse nested dictionaries and lists recursively:

Dictionary keys become path components.
List positions become zero-based numeric path components.
Scalar values, including strings, numbers, booleans, and None, become output values.
An empty dictionary or list is treated as a leaf and retained in the output.
Input object keys do not contain . characters, so dots can safely separate path components.

Return a dictionary mapping each leaf path string to its original value. The root input is always a dictionary. An empty root dictionary returns an empty result.

Constraints

1 <= total number of JSON nodes <= 10^5
Maximum nesting depth is 1,000
Values are valid JSON types
Keys are non-empty strings without '.' characters
Each flattened path is unique

Function Signature

def flatten_holdings(holdings):

Formal Specification

Implement flatten_holdings(holdings), where holdings is a JSON-compatible Python dictionary. Traverse nested dictionaries and lists recursively:

Dictionary keys become path components.
List positions become zero-based numeric path components.
Scalar values, including strings, numbers, booleans, and None, become output values.
An empty dictionary or list is treated as a leaf and retained in the output.
Input object keys do not contain . characters, so dots can safely separate path components.

Return a dictionary mapping each leaf path string to its original value. The root input is always a dictionary. An empty root dictionary returns an empty result.