TRC-ROOM(Trades Risk Control Room)
Description:
TRC-ROOM( Trades Risk Control Room) is a real-time trades' risk control system for Barclays Risk Team. The purpose of this system is to help Risk Team define new models for different trade types(Rule Models) and monitor the trades which violate these rules.
Rule Model: given by the business team.
Responsibilities:
implement:
1: back-end part: The risk model is based on the pre-set rules such as high-frequency, high-volumes, high-profits and in-house trading activity, and is implemented by Java batch applications. And using rule-base key words to search the trading transaction log files and generate potential risk reports in pdf and excel format. The risk reports will be sent to the interval security groups for further risk evaluation and investigation.
2: front-end part: The real-time monitor tool is implemented by using AngularJS, Spring and Hibernate to display real-time trading transaction activities, including volume, frequency, net profits per user. The web application displays bar charts, line charts of various risk-criteria, properties risk trading activities.
The monitoring tool is also generically warning and alert and sending emails to the security groups for any risk trading activities.
Trade_Volume_HR = 10000000(shares) one million
Trade_Frequency_HR =200
Trade_Volume_Day = 5000000(shares)
Trade_Profit_HR = 1000000
trade_Profit_DAY = 5000000
java batch process read the propertity file & log file. lookup each trade
read log file and update to database
get trades info from the log file, after rules apply get the result to store in DB by using hibernate
difference batch process to implement the rules
today's trade is look up from the database
Spring Rest API to transform the data.
e.g. top 10 volume trade chart last 24 hour.
rule-base model from business team stored in property file
2. read log file real time
org.apache.commons.io.input
Class Tailer
org.apache.commons.io.input.Tailer
All Implemented Interfaces: Runnable
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