readme.md

Solution

• Author: [Patryk Migaj]
• This is a solution for the task described in the Interview tasks section
• The solution is located in the src directory, and the main file is main.ts
• The solution is written in TypeScript

How to run

• All paramaters are configurable can be shown in --help command
• The solution can be run by the following command

npm install
npm start (on default config file)
node dist/main.js (if you want to run with parameters -mco)

Example Config file

{
    "items": [
        {
            "activities": [
                {
                    "active_us": [
                        {
                            "spread": 0.2,
                            "condition_spread": "<=",
                            "sessions": [
                                "New York",
                                "London"
                            ]
                        },
                        {
                            "spread": 0.1,
                            "condition_spread": "<=",
                            "sessions": [
                                "Sydney"
                            ]
                        }
                    ],
                    "active_jp": [
                        {
                            "spread": 0.3,
                            "condition_spread": "<=",
                            "sessions": [
                                "Tokyo"
                            ]
                        }
                    ]
                }
            ],

            "activities_connections":{
            "active_us_jp": {
                "active_status": [
                    "active_us",
                    "active_jp"
                ]
            }},
            "standby": {
                "deafultStatus": "true"
            },
            "paused_global": {
                "paused_days": [
                    "Sunday",
                    "Saturday"
                ]
            }
        }
    ],
    "marketdata_path": "./market_data_sample.json",
    "output_path": "./output.json"
}

• marketdata_path.json is the input market data file path.

• output_path is the output file path. In other words, you have to specify the output file path.

• items is the list of the activities that you want to implement. Inside items there are activities and activities_connections.

  • activities is the list of the activities that you want to implement (with single or multiple conditions). For example, active_us has two conditions:

    • spread <= 0.2 and session is New York or London
    • spread <= 0.1 and session is Sydney

  • activities_connections is the list of the activities that you want to combine with each other. For example, active_us_jp is the combination of active_us and active_jp (both active_us and active_jp can be specified in the active_status).

• standby is the default status (but if you want to change the default status you can add defaultStatus with a true value somewhere).

• paused_global is the status that should override all other statuses (for example, if it's weekend (Saturday and Sunday), the status should be paused_global).

Example of the input file

[{
  "datetime": "2024-07-30T22:00:00Z",
  "spread": 0.22,
  "sessions": [
    "New York"
  ],
  "volume": 32687,
  "average_price": 21261.57,
  "price_change": 0.35
},
{
  "datetime": "2024-09-25T09:00:00Z",
  "spread": 0.15,
  "sessions": [
    "New York",
    "Sydney"
  ],
  "volume": 47020,
  "average_price": 995.42,
  "price_change": 0.54
},
{
  "datetime": "2024-09-25T09:00:00Z",
  "spread": 0.25,
  "sessions": [
    "New York",
    "Tokyo"
  ],
  "volume": 47020,
  "average_price": 995.42,
  "price_change": 0.54
}]

Interview tasks

This is an example of the day-to-day tasks our team receives. The task is intentionally written in an informal manner to mimic how our clients might request assistance. The description may be missing some crucial details necessary for the task's proper execution. Candidates should analyze the task and obtain any missing information from the recruiter.

1. Configurable file processing

Use Node.js/TypeScript or PHP.

You have been employed as a developer for a company that creates its own proprietary trading software. Your task is to simulate the trading bot activity status based on market data.

Market data is provided in a file named market_data.json (this file can store a large amount of data, so please use streams). Your solution should process this data according to specific criteria and produce a new JSON file called bot_status.json.

Each object in the output should contain data from the input file along with the generated bot status. The use of Bash and CMD shells is prohibited; your solution should only be written in PHP or Node.js/TypeScript.

Below outlined current list of statuses and their triggers:

bot status	market data trigger
active_us	spread <= 0.2, session is New York or London
active_jp	spread <= 0.3, session is Tokyo
active_us_jp	both active_us and active_jp
standby	none of the other (default)
paused_global	it's weekend(Saturday Sunday)
active_us	spread <= 0.1 and session is Sydney

The analytics team predicts that constraints may change after the bot goes live. Your solution should allow for editing statuses and their triggers without the need to modify PHP/TypeScript files.

Notes

• paused_global should override all other statuses