lehman coa

8/14/2019 Lehman COA

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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





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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Server Module

Matching Orders

Sending Alerts

Storing in Database


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Database Module

Two Tables

Day Table Archive Table

Structure of the Tables

Mail Format


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GUI Module

Alerts table

Functionalities

Consistency


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Additional Requirements MyContent

Possible Changes


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DESIGN:

Overall system designed for allowing maximum extensibilityand guaranteed performance



QUALITY ASSURANCE:

System stability and reliance assured





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

Email

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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CODING:Individual modules code


QUALITY ASSURANCE:

System stability and reliance assured





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




DESIGN:Overall system designed for allowing maximumextensibility and guaranteed performance



LEARNING:Personal experiences and opinions

LEARNING:



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Code Integration

Naming Consistency

Synchronization

Communication

Standardization


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LEARNINGS:




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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









LEARNING



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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

Mail

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

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