A simple daily trade reporting engine for incoming instructions. Its input is a set of instructions and its output is a (daily) report printed in console.
The instruction is a model which describes an instruction to buy or sell given from various clients to the bank. It includes information such as:
- Entity: A financial entity whose shares are to be bought or sold
- Trade Action: Buy (Outgoing) or Sell (Incoming)
- Agreed FX: The foreign exchange rate with respect to USD that was agreed
- Currency: The currency in which instruction is traded
- Instruction Date: Date on which the instruction was sent to JP Morgan by various clients
- Settlement Date: The date on which the client wished for the instruction to be settled with respect to Instruction Date
- USD Amount: Price per unit * Units * Agreed Fx (It is calculated during the object construction)
Depending on the currency of each instruction the settlement date may be change. More specifically, Arabian has different working days than the rest of the world. Therefore, a work week starts Monday and ends Friday, unless the currency of the trade is AED or SAR, where the work week starts Sunday and ends Thursday. No other holidays to be taken into account.
This is represented in this code by the Strategy pattern described in the Workingdays abstract class. There are 2 different subclasses of this class:
- Arabia Working Days: A strategy for Arabia in which work week starts Sunday and ends Thursday.
- Default Working Days: A strategy for the rest of the world for which a work week starts Monday and ends Friday.
The InstructionSettlementDateCalculator static class uses the proper strategy based on the given currency of an instruction.
The InstructionSettlementStatsCalculator class is responsible of generating statistics based on a set of given instructions.
First, the Outgoing Daily Amount is calculated by grouping the instruction with BUY action by settlement date and then sum up all the USD trade amount for each date.
Second, the Incoming Daily Amount is calculated by grouping the instruction with SELL action by settlement date and then sum up all the USD trade amount for each date.
Third, the Outgoing Daily Ranking is calculated by first grouping the instruction with BUY action by settlement date then sort by the USD trade amount and create a Rank object for each element.
Finally, the Incoming Daily Ranking is calculated by first grouping the instruction with SELL action by settlement date then sort by the USD trade amount and create a Rank object for each element.
The Rank class represents the ranking, entity and date of a record.
The ReportGenerator class is responsible of generating reports, using a StringBuilder, for the aforementioned statistics.
In order to show its usage there is a FakeInstructionsGenerator class that generates a set of dummy instructions.