Database System Concepts
7th Edition
ISBN: 9780078022159
Author: Abraham Silberschatz Professor, Henry F. Korth, S. Sudarshan
Publisher: McGraw-Hill Education
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PROBLEM IN IN PYTHON 3. THIS IS A CODING PROBLEM. NOT A MULTIPLE CHOICE PROBLEM. ANSWER SHOULD BE IN PYTHON. IF YOU DO NOT KNOW HOW TO SOLVE AND THINK IT IS A MULTIPLE CHOICE PROBLEM, DO NOT ANSWER.
class Solution:
"""
RAW_TRADE_HEADER = ["trade_id", "trade_date", "time_of_trade", "portfolio", "exchange", "product", "product_type", "expiry_dt", "qty", "strike_price", "side"]
"""
def process_raw_trade(self, raw_trade: List):
def run(self) -> List[Tuple[str, str]]:
![Note: The incoming trades from CBOE do not have a side field, instead the quantity
represents the side. A positive qty represents a buy and negative represents a sell.
Example:
Trade1: (date= '2022-03-15', time-9:01:00, type=Broker, qty=-500, strike-1500, expiry=¹2022-
04-28', kind=P, exchange-CBOE, trade-id=737acm, product-ABC)
Trade2: (date='2022-03-15', time-9:00:24, type=Electronic, qty=-200, strike-1500,
expiry='2022-04-28', kind-P, exchange=CBOE, trade-id=w6c229, product=ABC)
Trade3: (date = '2022-03-15', time-9:03:45, type=Electronic, qty=-100, strike-1500,
expiry='2022-04-28', kind-P, exchange=CBOE, trade-id=tssrin, product-ABC) [Fails condition
(b)]
Trade4: (date='2022-03-15', time-9:00:53, type=Electronic, qty=-500, strike-1500,
expiry='2022-04-28', Kind-P, exchange-CBOE, trade-id = Ik451a, product=XYZ) [Fails
condition (c)]
Trade5: (date='2022-03-15', time-9:00:05, type=Electronic, qty=-350, strike-1500,
expiry='2022-04-28', Kind=C, exchange-CBOE, trade-id=9numpr, product-ABC) [Fails
condition (d)]
Trade6: (date = '2022-03-15', time-9:00:35, type=Electronic, qty=200, strike-1500,
expiry='2022-04-28', Kind-P, exchange=CBOE, trade-id=922v3g, product-ABC) [Fails
condition (e)]
Trade7: (date = '2022-03-15', time-9:00:47, type=Electronic, qty=-150, strike-1500,
expiry=¹2022-04-21', Kind-P, exchange=CBOE, trade-id=bg54nm, product=ABC) [Fails
condition (f)]
Trade8: (date = '2022-03-15', time-9:02:23, type=Electronic, qty=-200, strike-1550,
expiry='2022-04-28', Kind-P, exchange=CBOE, trade-id=6y7fhm, product=ABC) [Fails
condition (g)]
Output:
[('737acm', 'w6c229')]
6 days ago](https://content.bartleby.com/qna-images/question/6d1ae07f-bdb5-47a8-9afa-ea5a04bdf9c8/fdf13bc6-25e0-4326-857d-ebc922e77d84/vihaw8_processed.jpeg)
Transcribed Image Text:Note: The incoming trades from CBOE do not have a side field, instead the quantity
represents the side. A positive qty represents a buy and negative represents a sell.
Example:
Trade1: (date= '2022-03-15', time-9:01:00, type=Broker, qty=-500, strike-1500, expiry=¹2022-
04-28', kind=P, exchange-CBOE, trade-id=737acm, product-ABC)
Trade2: (date='2022-03-15', time-9:00:24, type=Electronic, qty=-200, strike-1500,
expiry='2022-04-28', kind-P, exchange=CBOE, trade-id=w6c229, product=ABC)
Trade3: (date = '2022-03-15', time-9:03:45, type=Electronic, qty=-100, strike-1500,
expiry='2022-04-28', kind-P, exchange=CBOE, trade-id=tssrin, product-ABC) [Fails condition
(b)]
Trade4: (date='2022-03-15', time-9:00:53, type=Electronic, qty=-500, strike-1500,
expiry='2022-04-28', Kind-P, exchange-CBOE, trade-id = Ik451a, product=XYZ) [Fails
condition (c)]
Trade5: (date='2022-03-15', time-9:00:05, type=Electronic, qty=-350, strike-1500,
expiry='2022-04-28', Kind=C, exchange-CBOE, trade-id=9numpr, product-ABC) [Fails
condition (d)]
Trade6: (date = '2022-03-15', time-9:00:35, type=Electronic, qty=200, strike-1500,
expiry='2022-04-28', Kind-P, exchange=CBOE, trade-id=922v3g, product-ABC) [Fails
condition (e)]
Trade7: (date = '2022-03-15', time-9:00:47, type=Electronic, qty=-150, strike-1500,
expiry=¹2022-04-21', Kind-P, exchange=CBOE, trade-id=bg54nm, product=ABC) [Fails
condition (f)]
Trade8: (date = '2022-03-15', time-9:02:23, type=Electronic, qty=-200, strike-1550,
expiry='2022-04-28', Kind-P, exchange=CBOE, trade-id=6y7fhm, product=ABC) [Fails
condition (g)]
Output:
[('737acm', 'w6c229')]
6 days ago
Transcribed Image Text:1. Front-Running Detector
Front-running is defined as trading a stock or another financial asset by a broker who has
inside knowledge of a future transaction that is about to affect its price substantially. It is
illegal and unethical.
Here's an example of front-running: Say a trader gets an order from a broker to buy 50,000
shares of Tesla. Such a huge purchase is bound to drive up the price of the stock
immediately, at least in the short term. The trader sets aside the broker request for a minute
and first buys some Tesla stock for their own portfolio. Then the broker's order is executed.
The trader could then immediately sell the Tesla shares and collect a profit. The trader has
made a profit based on information that was not public knowledge.
Your task is to create a Front-Running Detector that will process option trade data from
different exchanges and determine if front-running has occurred. Your solution should be
able to handle data from multiple exchanges, with the expectation that additional
exchanges will need to be supported in the future. Your implementation should follow good
OOP design practices. Given a trade feed, output a list of all (broker_trade_id,
electronic_trade_id) pairs. Trade pairs should be ordered by the electronic trade time.
A trade pair is considered front-running if all of the following conditions are met:
a. One trade is of type "Broker" and the second trade is of type "Electronic".
b. The Electronic trade occurs 1 minute or less before the Broker trade.
c. Both trades are for the same product.
d. Both trades are of the same type (Call/Put).
e. Both trades have the same side (Buy/Sell).
f. Both trades have the same expiry date.
g. Both trades have the same strike price.
6 days ago
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