Upstox Trade Test

NOTE:
The Initial approach to solve this problem was to load the json file and store it to a time-series database but due to lack of time and on discussion with the panel I was adviced that I can use the in-memory approach.

The Project has been developed using intellij as the IDE it would be great if you can run the same using that But Im sure the same can be run using other IDE's or even in linux environment.

Step-1)

I have kept the sample dataset trades.json in the resources folder(src/main/resources).The Idea is to split the dataset depending on the stock name first and then sort it. The data splitting and sorting logic is already written in the 'DataProcessor.java' file . You dont have to run the file externally ,you can simply type in this code while you do a maven build mvn -e clean install exec:java .You will see two new folders created

a.sorted

b.unsorted

both these files will be present in the resources folder.we will be using the json's inside the sorted folder for further computations.

Step-2)

I have created a Web-Socket between the Client and the Server . Start these java application in order TCPServer.java(src/main/java/WebSocket) once successfully started ,Start TCPClient.java (src/main/java/WebSocket) if both the java applications are successfully started that means the handshake has been established.

Now Provide an input or event on the client side (Paste the below input in the console of TCPClient)

{"event": "subscribe", "symbol": "XXBTZUSD", "interval": 15}

you should start seeing the output in the cosole.

-------------------------Underlying Logic--------------------------------

Any input provided in the TCPClient console is received by the TCPServer . TCPserver checks if the input provided is valid or no ,If invalid the Server throws an exception with a proper message stating Please Enter a Valid Event if the symbol entered is not a valid stock name you will get a message stating Please enter a valid stock name.

If the Event is valid, we convert the input to a Java object of class Subsciption.java(src/main/java/model) get the symbol name ,then append .json to get the filename

This filename along with a LinkedBlocking queue is passed to a thread named WorkerThread1.java(src/main/java/WorkerThreads) .WorkerThread1 reads data line by line from the derived file name converts the line to a Java object of class Trade.java and passes the trade object to the queue.

This same queue is also shared with the WorkerThread2.java which picks up the trade from the queue one by one and displays the chart.

I have put an initial sleep of 1000ms in the WorkerThread2.java at line number 35, You can increase or decrease the wait-time based on your convinience.

If it's the first trade we simply mark that trade as the first interval trade and display it

    if (intervalTrade == null) {
                 intervalTrade = queue.take();
                 drawFirstCandle(intervalTrade);
             }

post that we take the subsequent trades one by one and check if the trade lies in the specified interval and display that

            Trade trade = queue.take();
            long currentTradeTime = TimeUtil.getSeconds(trade.getTS2());
            long intervalTradeTime = TimeUtil.getSeconds(intervalTrade.getTS2());
            // if the trades lie within the interval display the chart else display empty event and keep looping incrementing with the interval
            if (TimeUtil.getTimeDifference(currentTradeTime, intervalTradeTime) < interval) {

                drawRunningCandle(trade);

            }

If the trade dosent lie in the interval, we compute the close of the trade and draw the close candle and the empty candle drawCandleWithClose(trade); drawEmptyCandle(trade);

We also iterate to check for any trade in the subsequent intervals ,if no trade is found we display the empty candle `

                 for (long i = (intervalTradeTime + interval); !(TimeUtil.getTimeDifference(i, currentTradeTime) < interval) && queue != null; i += interval) {
                     drawEmptyCandle(trade);
                 }                                 `

post the interval if we get any new trade which lies in the interval time-frame we mark that trade as the interval trade,display the candle and start the loop again.

                intervalTrade = trade;
                drawNextIntervalCandle(trade);

We are using two utility classes DrawChart.java and TimeUtil.java to draw the candles and calculate the time-difference respectively.

The DrawChart.java class has a stack which pushes each trade into it and then pop's in the methods createCloseChart ( ) ; createChartandDisplay ( );

The main purpose of the stack is to store the previous trade to evaluate the High,Low,and the Close with the current trade, the logic is written in the methods which I shared above.

Step-3)
I have written all the test-cases in the

a.DrawChartTest.java(src/test/java/utility)

b.TimeUtilTest.java(src/test/java/utility)

You can simply run them by going to the class and running them as java application

Please Note:

Due to lack of time I have not yet written the exception handling for invalid event so even if you enter invalid event in the input the programme will still execute.

I can be Reached on +919833648779 or abhishek90.Iyer@gmail.com

Thanks

Abhishek Ramkumar

abhishek-ramkumar90/tradeparser

tradeparser