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Excessive-Trade-Cancelling

Explanation

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 that are not properly formatted and continue to process the rest of the file.

Here are some example lines:

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 the cumulative quantity of orders is greater than 1/3 then the company is engaged in excessive canceling.

Consider the above lines:

  • During the period 08:00:14 to 08:01:13 Bank of Mars made 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,140 is just one event in any 60-second interval because nothing more happened at +-60 seconds. That means that at this interval Bank of Mars is not engaged in excessive cancelling.
  • Joe traders did not engage in excessive canceling.

Your Task

In the excessive-cancellations-checker.js you will find an ExcessiveCancellationsChecker class that must have 2 methods to be implemented:

  • companiesInvolvedInExcessiveCancellations: should return an array of companies, that are engaged in excessive canceling
  • totalNumberOfWellBehavedCompanies: should return a number of companies that are not engaged in excessive canceling

The ExcessiveCancellationsChecker class accepts the file path to CSV (example file is data/trades.csv), which you need to parse and calculate the result. You are free to add your methods to the class, but above mentioned a required to be there.

Tests

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.

Requirements

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.