SQL Problem asked in FinTech – Trade & Stock

Question:
Write a SQL to find trade couples satisfying the following conditions for each stock:
The trades should be within 10 seconds of window
The prices difference between the trades should be more than 10%

Insert Statement:

CREATE TABLE Trade_tbl (
    "TRADE_ID" varchar(20),
    "Trade_Timestamp" time,
    "Trade_Stock" varchar(20),
    "Quantity" int,
    "Price" Float
);

INSERT INTO Trade_tbl VALUES ('TRADE1', '10:01:05', 'ITJunction4All', 100, 20);
INSERT INTO Trade_tbl VALUES ('TRADE2', '10:01:06', 'ITJunction4All', 20, 15);
INSERT INTO Trade_tbl VALUES ('TRADE3', '10:01:08', 'ITJunction4All', 150, 30);
INSERT INTO Trade_tbl VALUES ('TRADE4', '10:01:09', 'ITJunction4All', 300, 32);
INSERT INTO Trade_tbl VALUES ('TRADE5', '10:10:00', 'ITJunction4All', -100, 19);
INSERT INTO Trade_tbl VALUES ('TRADE6', '10:10:01', 'ITJunction4All', -300, 19);

Solution

SELECT 
    t1.trade_id AS "TRADE_ID_1", 
    t2.trade_id AS "TRADE_ID_2",
    ABS((t1.price - t2.price) / t1.price * 100) AS percent_difference
FROM 
    public.trade_tbl AS t1
    INNER JOIN public.trade_tbl AS t2 ON 1 = 1
WHERE 
    t1.trade_id != t2.trade_id  
    AND t1.trade_timestamp < t2.trade_timestamp  
    AND EXTRACT(EPOCH FROM (t2.trade_timestamp - t1.trade_timestamp)) < 10  
    AND ABS((t1.price - t2.price) / t1.price * 100) > 10
ORDER BY 
    t1.trade_id;
Postgres Query

I extracted this exercise from Ankit Bansal’s Linkedin Post, and developed solution on my machine.

Follow him for more SQL contents –
https://www.linkedin.com/in/ankitbansal6/

References:

https://www.linkedin.com/posts/ankitbansal6_startup-sql-fintech-activity-7156490924280225792-uvDq?utm_source=share&utm_medium=member_desktop


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