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Crossing Opportunity Analyzer
Presented By:TDP 2007 India Batch
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Agenda
Introduction to COINSInitial StagesPhase 1 : Requirement Analysis
Phase 2 : DesignPhase 3 : CodingPhase 4 : IntegrationPhase 5 : Quality Assurance
Demo of the SystemLearningConclusionAcknowledgements
Q&A
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Order Flow
OMS A
OMS B
OMS C
ExchangeOES
O r d e r s & E x e c u t i o n
Orders & Execution
O r d e r s
& E x e c
u t i o nOrders
Orders D a
t a
Data
D a t a
Orders & ExecutionServices
Order ManagementSystem
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Introduction to COINS(Crossing Opportunity Identification &
Notification System)
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Role of COINS
OMS A
OMS B
OMS C
ExchangeOES
O r d e r s & E x e c u t i o n
Orders & Execution
O r d e r s
& E x e c
u t i o nOrders
Orders D a
t a
Data
D a t a
COINS
Data of Orders
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Initial Stages
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REQUIREMENTS:Business and System requirements gathered and consolidated
DESIGN:Overall system designed for allowing maximum extensibilityand guaranteed performance
CODING:Individual modules coded
INTEGRATION:Intra module and inter module code integration
QUALITY ASSURANCE:System stability and reliance assured
DESIGN:Overall system designed for allowing maximum extensibilityand guaranteed performance
CODING:Individual modules coded
INTEGRATION:Intra module and inter module code integration
QUALITY ASSURANCE:System stability and reliance assured
LEARNINGS:Personal experiences and opinions
LEARNINGS:Personal experiences and opinions
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Requirements Analysis
Scope Identifying Opportunities, not Actual Crossing
Alerts & End of Day report
Polling Frequency
Parent Orders
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Requirements Analysis
Server Module
Matching Orders
Sending Alerts
Storing in Database
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Requirements Analysis
Database Module
Two Tables
Day Table Archive Table
Structure of the Tables
Mail Format
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Requirements Analysis
GUI Module
Alerts table
Functionalities
Consistency
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Requirements Analysis
Additional Requirements MyContent
Possible Changes
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REQUIREMENTS:Business and System requirements gathered and consolidated
DESIGN:
Overall system designed for allowing maximum extensibilityand guaranteed performance
CODING:Individual modules coded
INTEGRATION:Intra module and inter module code integration
QUALITY ASSURANCE:
System stability and reliance assured
REQUIREMENTS:Business and System requirements gathered and consolidated
CODING:Individual modules coded
INTEGRATION:Intra module and inter module code integration
QUALITY ASSURANCE:System stability and reliance assured
LEARNINGS:
Personal experiences and opinions
LEARNINGS:Personal experiences and opinions
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Design Considerations
Laying a Firm Foundation
Tradeoff between Accuracy & Performance
Effective Use of Existing Technology
Allow the System to be Configurable & Flexible
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System Design
COINSServer
StorageDatabase
GUI
User Group
CrossingOpportunity
CrossingOpportunity
InputDatabase
Input Orders
OES
AlertManager
OpportunityEngine
Listener
Client GUI
ArchiveTable
DayTable
Database Manager
Details
Storage
D e t a i l
s
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REQUIREMENTS:Business and System requirements gathered and consolidated
DESIGN:Overall system designed for allowing maximum extensibilityand guaranteed performance
CODING:Individual modules code
INTEGRATION:Intra module and inter module code integration
QUALITY ASSURANCE:
System stability and reliance assured
REQUIREMENTS:Business and System requirements gathered and consolidated
DESIGN:Overall system designed for allowing maximum extensibilityand guaranteed performance
INTEGRATION:Intra module and inter module code integration
QUALITY ASSURANCE:System stability and reliance assured
LEARNINGS:Personal Experiences and opinions
LEARNINGS:Personal experiences and opinions
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Tools and Processes
JavaDatabase UDB-DB2
Tools: Eclipse 3.2 Unix
Putty
Lehman Tools TAC MyContent
JIRA
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Coding : Server Module
Lehman Framework DataBase Connectivity Framework (DBCF)
The Algorithm Sorting Strategy 2 way Filtering Matching Criterion
Price
Quantity
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Coding: Database Module
Poor Obfuscation Implementation (POI) Reading and Writing to an Excel sheet
Database Querying tool DB Artisan
Scheduling Tool
Autosys
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Change Management
What was the Change?
How did the Change affect the Modules?
Version Control Concurrent Versioning System (CVS)
Application Change Management (ACM)
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REQUIREMENTS:Business and System requirements gathered andconsolidated
DESIGN:Overall system designed for allowing maximumextensibility and guaranteed performance
CODING:Individual modules coded and integrated with other modules
INTEGRATION:Intra module and inter module code integration
QUALITY ASSURANCE:System stability and reliance assured
REQUIREMENTS:Business and System requirements gathered andconsolidated
DESIGN:Overall system designed for allowing maximumextensibility and guaranteed performance
CODING:Individual modules coded and integrated with other modules
QUALITY ASSURANCE:System stability and reliance assured
LEARNING:Personal experiences and opinions
LEARNING:
Personal experiences and opinions
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Code Integration
Naming Consistency
Synchronization
Communication
Standardization
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REQUIREMENTS:Business and System requirements gathered andconsolidated
DESIGN:Overall system designed for allowing maximum extensibilityand guaranteed performance
CODING:Individual modules coded and integrated with other modules
INTEGRATION:Intra module and inter module code integration
QUALITY ASSURANCE:System stability and reliance assured
REQUIREMENTS:Business and System requirements gathered andconsolidated
DESIGN:Overall system designed for allowing maximum extensibilityand guaranteed performance
CODING:Individual modules coded
LEARNINGS:Personal experiences and opinions
LEARNINGS:
Personal experiences and opinions
INTEGRATION:Intra module and inter module code integration
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Quality Assurance Goals
Providing a powerful and customizable GUI to the end user Filters Statistics
Providing detailed data about Alerts, on demand to the End User
Test for Connectivity
Delivery of the Report & Archiving
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Demonstration
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REQUIREMENTS:Business and System requirements gatheredand consolidated
DESIGN:Overall system designed for allowing maximum extensibilityand guaranteed performance
CODING:Individual modules coded and integrated with other modules
INTEGRATION:Intra module and inter module code integration
QUALITY ASSURANCE:System stability and reliance assured
REQUIREMENTS:Business and System requirements gathered andconsolidated
DESIGN:Overall system designed for allowing maximum extensibilityand guaranteed performance
CODING:Individual modules coded and integrated with other modules
INTEGRATION:Intra module and inter module code integration
LEARNING
QUALITY ASSURANCE:System stability and reliance assured
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Taking back to the desk
(COA) > (Module 1+Module2+Module3)
Striking the proper balance between Business and Technicalrequirements
Right Application of Knowledge
Team Work
Time Management
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Taking back to the desk
Execution of Orders
Different Types of Trades in Financial Markets
Use of Lehman Components
Leveraging Lehmans Resources
Compliance to Lehman Standards
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Training
Induction
Capital Markets
Technology
Philanthropy
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AcknowledgementsGeneral guidance
Deepali Singh Srimouli Nalluri Shabbir Badshah
DBCF Jubin Kuriakose
OES-Asia Unnati Mistry
MyContent Naresh Udasi
GUI Jimmy Joseph
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Questions?
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Thank You
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System Design - Level 2
InputManager
Order Wrapper Engine
AlertManager
Strategy
DataStructure
DB Manager
Report
Listener
Queue
Manager
Client
OES Database
D B C F
D B C F
UsersArchiveTable
DayTable
J D B C
GUI
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All Access to the production area must be secured and loggedRelease10
Release approval process is documented and recorded. Signoff must include all parties users, the application group, all involved tech groups, as appropriate for the application. Thedeployment notification must be given to all appropriate groups with dependencies
Release9
Executables promoted to production must match the executables tested in the stagingrelease
Release8
Change requests included in a release must be tested in the staging environment and besigned off to show acceptance.
Testing7
The application build used for final testing must be built by combining existing productionlibraries, modules and subsystems that have not changed with the new versions of modulesStaging Build
6
The release build must incorporate all the modules that are necessary for implementing therelease and builds must be managed by standard supported build management tools.Application Build
5
Staging & production code must be checked in with versions which are reference points for testing and production release
Application Development4
Code must be managed via source code control tools like CVSApplication Development3
Code must be stored in an approved central source code repository.Application Development2All requests for changes must be documentedChange Request1
ACM 10 directives
R l f COA
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Role of COA
Msg
DBCF
Msg Msg
Msg
DBCF
Alerts
Alerts
TIBCO