data/trades.csv is a large CSV file that contains a list of trade messages, one per line in the following format:
Time of trade message, CompanyName, Order Type - New order (D) or Cancel (F), Quantity
The lines are time ordered although two or more lines may have the same time. Company names will not contain any commas. Ignore any lines which are not properly formatted and continue to process the rest of the file.
| Time | Company name | Order Type | Quantity |
|---|---|---|---|
| 2015-02-28 07:58:14 | Bank of Mars | D | 140 |
| 2015-02-28 08:00:13 | Bank of Mars | D | 500 |
| 2015-02-28 08:00:14 | Bank of Mars | D | 200 |
| 2015-02-28 08:01:13 | Bank of Mars | F | 200 |
| 2015-02-28 08:04:29 | Joe traders | D | 110 |
| 2015-02-28 08:05:22 | Joe traders | F | 11 |
| 2015-02-28 08:05:25 | Joe traders | D | 70 |
If, in any given 60 second period and for a given company, the ratio of the cumulative quantity of cancels to cumulative quantity of orders is greater than 1/3 then the company is engaged in excessive cancelling.
- During the period 08:00:14 to 08:01:13
Bank of Marsmade 400 new orders and cancels, of which 200 were cancels. This is 50% and is excessive cancelling. - First line
2015-02-28 07:58:14,Bank of Mars,D,140is just one event in any 60 seconds interval, because nothing more happend at +-60 seconds. That means that at this intervalBank of Marsis not engaged in excessive cancelling. Joe tradersdid not engage in excessive cancelling.
In the excessive-cancellations-checker.js you will find a ExcessiveCancellationsChecker class that must have 2 methods to be implemented:
- companiesInvolvedInExcessiveCancellations: should return array of companies, that are engaged in excessive cancelling
- totalNumberOfWellBehavedCompanies: should return a number of companies that are not engaged in excessive cancelling
The ExcessiveCancellationsChecker class accepts filepath to csv (example file is data/trades.csv), which you need to parse and calculate the result. You are free to add your own methods to the class, but above mentioned a required to be there.
Run npm install to install all dependencies and then run npm run test to run the unit tests. These should all pass if your solution has been implemented correctly.
The unit tests in the tests/excessive-cancellations-checker.spec.js class should pass if the functions in excessive-cancellations-checker.js are implemented correctly. You are welcome to add more tests.
The data/trades.csv file and the tests/excessive-cancellations-checker.spec.js file should not be modified. If you would like
to add your own unit tests you can add these in a separate file in the tests folder.
The package.json file should only be modified in order to add any third-party dependencies required for your solution. The jest and babel versions should not be changed.
Your solution must use/be compatible with Node.js version 18.
Good luck!