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Trading-API

This project implements a simple trading API built using Flask and SQLAlchemy. The API allows clients to interact with products, place buy/sell orders, and track their portfolio and product balances over time. The API also supports transaction logging, fee calculations, and retrieving various metrics.

Features

• Client Management: Keep track of client data including orders and transactions.
• Product Management: Manage products available for trading.
• Order Management: Record buy and sell orders for products by clients.
• Portfolio Metrics: Calculate key portfolio metrics including life-to-date fee notional, outstanding fee notional, and weighted average yield.
• Transaction Tracking: Retrieve historical transactions for clients and products.
• Testing: Includes automated tests for various endpoints.

Endpoints

1. /balance/client/<client_id> [GET]

Retrieve the balance of a specific client, showing the quantity of products they currently hold.

Query Parameters:

• date (optional): Retrieve the balance as of a specific date.

Example Request:

GET /balance/client/C-1

Example Response:

[
    {"clientId": "C-1", "productId": "P-1", "quantity": 850},
    {"clientId": "C-1", "productId": "P-2", "quantity": 1}
]

2. /balance/product/<product_id> [GET]

Retrieve the balance of a specific product, showing the quantity of products held by each client.

Example Request:

GET /balance/product/P-1

Example Response:

[
    {"clientId": "C-1", "productId": "P-1", "quantity": 850}
]

3. /portfolio/client/<client_id> [GET]

Retrieve portfolio metrics for a specific client including life-to-date fee notional, outstanding fee notional, and other key statistics.

Query Parameters:

• date (optional): Retrieve the portfolio metrics as of a specific date.

Example Request:

GET /portfolio/client/C-1?date=2024-01-01

Example Response:

{
    "lifeToDateFeeNotional": 13339.69,
    "lifeToDateProductNotional": 659900,
    "outstandingFeeNotional": 154573.73,
    "outstandingProductNotional": 40751.18,
    "weightedAverageRealisedAnnualisedYield": 11416.76,
    "weightedAverageRealisedDuration": 327.30
}

4. /transactions/client/<client_id> [GET]

Retrieve all transactions for a specific client.

Example Request:

GET /transactions/client/C-1

Example Response:

[
    {
        "clientId": "C-1",
        "productId": "P-1",
        "orderType": "buy",
        "quantity": 1000,
        "price": 47.90,
        "timestamp": "2020-01-01T10:00:00Z"
    },
    ...
]

5. /transactions/product/<product_id> [GET]

Retrieve all transactions for a specific product.

Example Request:

GET /transactions/product/P-1

Example Response:

[
    {
        "clientId": "C-1",
        "productId": "P-1",
        "orderType": "buy",
        "quantity": 1000,
        "price": 47.90,
        "timestamp": "2020-01-01T10:00:00Z"
    },
    ...
]

Installation

1. Clone the Repository

   git clone https://github.com/godofecht/trading-api.git
   cd trading-api

2. Set Up Virtual Environment

   python3 -m venv venv
   source venv/bin/activate

3. Install Dependencies

   pip install -r requirements.txt

4. Initialize the Database

   flask db upgrade

5. Run the Application

   flask run

Testing

This project includes a test suite built using pytest that tests various API endpoints and the database models.

To run the tests, simply execute:

pytest

Logging

Logging is configured to provide detailed information during testing and debugging. To view logs, ensure the log level is set appropriately in your environment.

Project Structure

Trading-API/
│
├── app.py                # Main application entry point
├── models.py             # Database models for Client, Product, and Order
├── data_loader.py        # Utility to load initial data into the database
├── fee_calculator.py     # Logic for calculating fees
├── tests/
│   ├── test_models.py    # Tests for models
│   ├── test_api.py       # Tests for API endpoints
├── clients.json          # Sample data for clients
├── products.json         # Sample data for products
├── orders.json           # Sample data for orders
├── README.md             # Project documentation
├── requirements.txt      # Project dependencies
└── ...

Contributing

If you wish to contribute to this project, feel free to submit a pull request. Ensure that any changes are accompanied by corresponding test cases and that the full test suite passes.

Major thanks to Prerak Joshi for setting up the config for CircleCI!

License

This project is licensed under the MIT License. See the LICENSE file for more details.

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Happy Trading! 🎉