TradeParser

Problem Statement:

1. Reading CSV file in following format ,,, Field definitions:
   • TimeStamp is value indicating the microseconds since midnight.
   • Symbol is the 3 character unique identifier for a financial instrument (Stock, future etc.)
   • Quantity is the amount traded
   • Price is the price of the trade for that financial instrument.
2. Generating stats as per follwing per instrument
   • Maximum time gap (time gap = Amount of time that passes between consecutive trades of a symbol) if only 1 trade is in the file then the gap is 0.
   • Total Volume traded (Sum of the quantity for all trades in a symbol).
   • Max Trade Price.
   • Weighted Average Price. Average price per unit traded not per trade. Result should be truncated to whole numbers.
3. Output in csv in following format ,,,,

Assumptions:

• TimeStamp is always for the same day and won't roll over midnight.
• TimeStamp is increasing or same as previous tick (time gap will never be < 0).
• Price - our currency is an integer based currency. No decimal points.
• Price - Price is always > 0.

Design and Construction: CSVReader: Read line by line push tokens into vector and then convert them into Trade tuple as per fields type. TradeStore: Class to store stats per instrument and processing trade tuple Statistics: Create pointers to bind functions as per requirements in 2), and store these operations into store. Once Trade tuple is being passed apply all operations on trade tuple. CSVWriter Write resulting statistics into csv file as per 3)

I have incorporated various compile tools within this project using CMake

1. clang-format For beautification of source code. Command for changeing source code format as per standard is "make clangformat"
2. cppcheck Tool for static code analysis make cppcheck
3. clang-tidy Tool for static code analysis. This tools follow most of the guidelines mentioned at https://github.com/isocpp/CppCoreGuidelines/blob/master/CppCoreGuidelines.md make clang-tidy
4. gtest TDD tool for writing test cases make test ctest
5. gbenchamrk For testing performance of particular operation in C++
6. valgrind memcheck For detecting memory leak within source code ctest -T memcheck
7. package creation Once project is at delivery stage, there is make package and make package_source creates corresponding packages of the project make package make package_source
8. doxygen documentation make doc