Cross-Margin Liquidation Engine

Simulate a cross-margin derivatives engine: process trades, track account equity, and liquidate undercollateralized accounts as fast as possible.

Accounts are funded with a USD deposit and trade instruments whose prices change over time. When a price update causes an account’s equity to fall below 1% of its total position notional, the account must be liquidated.

Definitions

• Account equity = balance + Σ(size_i * price_i) - Σ(total_paid_i)
• Total position notional = Σ(|size_i| * price_i)
• Total paid for instrument i = signed sum of trade_size * price_at_trade_time across all trades
• Margin rule: liquidate if equity < total_notional / 100 after any price update

Input

One command per line on STDIN:

• a <balance> – create account with USD balance (IDs start at 0, incrementing)
• p <instrument_idx> <price> – set/update instrument price (0-indexed)
• t <account_idx> <instrument_idx> <size> – trade size (signed) at current price
• Final line: <account_idx> – query this account and terminate

Output

On each price update, liquidate all accounts violating the margin rule. For each liquidation, print:

liquidate <account_id> <equity> <position_notional>

Liquidation order: largest total position notional first, then account ID descending as tie-breaker. Liquidated accounts have their balance and positions cleared.

For the final query, print <equity> <notional> for the requested account.

Constraints

• Accounts: <= 100,000
• Instruments: <= 1,000
• Price range: 100 to 1,000,000
• Trade size range: 1 to 10,000

Example

a 100
p 0 100
t 0 0 10
p 0 90
0

Output:

liquidate 0 0 900
0 0