viscory/bofa_ctc22

FICC Coding Challenge - Code To Connect 2022

The challenge was to create a portfolio tracker. Please check the powerpoint deck to get a better idea of what I created. Ranked 2nd for the challenge.

Run Locally

To deploy this project, you must setup the backend and frontend

For the frontend.

    cd frontend
    npm install --force
    npm start

The frontend does not use any environment variables, and there is nothing to configure

For the backend, first, please view the .env file in the root directory and make the necessary adjustments for your usescase. Used Python 3.10 for development Then, please set up the environment using pipenv.

    pipenv install
    pipenv run

There are start, stop, reset scripts in the root directory. Namely, start.sh, stop.sh, reset.sh Please only use start.sh when trying to start the backend. The PIDs of the spawned processes are stored in a pidfile, and stop.sh uses them to kill the relevant processes

Finally run this command to start the simulation. or simply send a get request at this endpoint

	curl 127.0.0.1:5001/start_simulation

This produces the generic files mentioned in the coding challenge curl -XPOST -H "Content-type: application/json" -d '{"Aggregates": "general", "Categories": "general", "Measures": "general", "EventID": 551}' '127.0.0.1:5001/track'

Environment Variables

To run this project, you will need to add the following environment variables to your .env file

Default API host

FLASK_HOST='127.0.0.1'

Port variables

EVENT_GENERATOR_PORT = 5001

TRADE_DATA_PRODUCER_PORT = 5011

MARKET_DATA_PRODUCER_PORT=5021

PORTFOLIO_ENGINE_PORT=5121

CASH_ADJUSTER_PORT=5221

REPORT_GENERATOR_PORT=5002

Data Directories

EVENTS_DIR=backend/data/events.json

INITIAL_DESK_DATA=backend/data/initial_cash.csv

INITIAL_BOND_DATA=backend/data/bond_details.csv

INITIAL_FX_DATA=backend/data/initial_fx.csv

Delay between events

EVENT_PRODUCTION_DELAY=2500

Support

For support, don't.