# Duplicate-Trade Resolver

`D01-F02-A05` · Market Data Engineering → Cleaning and Validation · archetype `row-classify` · difficulty 3/5 · verification **contract**

Full page: https://docs.thefintechbuilder.com/market-data-engineering/cleaning-and-validation/duplicate-trade-resolver/
Agent skill: `npx skills add IslamBaraka90/Fintech-Algorithms-Library` — https://docs.thefintechbuilder.com/guides/agent-skill/

## Install and import

```bash
npm install fintech-algorithms
```

```ts
import { resolveTrades } from "fintech-algorithms/market-data-engineering/cleaning-and-validation/duplicate-trade-resolver";
```

## Signature

```ts
resolveTrades(input)
```

Reconciles a stream of new, corrected and cancelled trade messages into one authoritative set. Replays of the same message must be idempotent, and a cancellation must survive a later redelivery of the trade it cancelled.

## Parameters

| Name | Type | Required | Notes |
| --- | --- | --- | --- |
| `input` | `TradeMessage[]` | yes | Messages carrying `source_id`, `session_id`, `instrument_id`, `event_id`, `trade_id` and an `action` of new, correct or cancel. |

## Returns

`{ policy_version, active, states, tombstones, pending, versions, raw_history, audit }`

The resolved set (`active`), cancelled trades kept as `tombstones` so a redelivery cannot resurrect them, messages awaiting a predecessor (`pending`), and a full `audit` of how each decision was reached.

## Errors

- When a message is missing an identifier required to place it — recorded in the audit rather than thrown

## Complexity

Time `O(n)`, space `O(n)`.

## Worked example

Captured by running this function on the input its own test provides. Real output of real code — but not asserted against a published figure.

### Input

`input`:

```json
[
  {
    "source_id": "SIP-X",
    "session_id": "2026-07-20",
    "instrument_id": "XYZ",
    "event_id": "E2",
    "trade_id": "T1",
    "action": "CORRECT",
    "ref_event_id": "E1",
    "receive_ts": "2026-07-20T13:30:00.003Z",
    "sequence": 2,
    "price": 101,
    "size": 12
  },
  {
    "source_id": "SIP-X",
    "session_id": "2026-07-20",
    "instrument_id": "XYZ",
    "event_id": "E1",
    "trade_id": "T1",
    "action": "NEW",
    "receive_ts": "2026-07-20T13:30:00.004Z",
    "sequence": 1,
    "price": 100,
    "size": 10
  },
  {
    "source_id": "SIP-X",
    "session_id": "2026-07-20",
    "instrument_id": "XYZ",
    "event_id": "E1",
    "trade_id": "T1",
    "action": "NEW",
    "receive_ts": "2026-07-20T13:30:00.004Z",
    "sequence": 1,
    "price": 100,
    "size": 10
  }
]
```

Showing 3 of 24 elements.

### Call

```ts
resolveTrades(input)
```

### Returns

object with 8 fields: policy_version, active, states, tombstones, pending, versions, raw_history, audit

```json
{
  "policy_version": "synthetic-lifecycle-v2",
  "active": [
    {
      "trade_key": "SIP-X|2026-07-20|XYZ|T5",
      "source_id": "SIP-X",
      "session_id": "2026-07-20",
      "instrument_id": "XYZ",
      "trade_id": "T5",
      "status": "ACTIVE",
      "head_event_id": "E13",
      "head_event_key": "SIP-X|2026-07-20|E13",
      "price": 80.5,
      "size": 32,
      "chain": ["E12", "E13"]
    }
  ],
  "states": {
    "SIP-X|2026-07-20|XYZ|T1": {
      "trade_key": "SIP-X|2026-07-20|XYZ|T1",
      "source_id": "SIP-X",
      "session_id": "2026-07-20",
      "instrument_id": "XYZ",
      "trade_id": "T1",
      "status": "CANCELED",
      "head_event_id": "E3",
      "head_event_key": "SIP-X|2026-07-20|E3",
      "price": 101,
      "size": 12,
      "chain": ["E1", "E2", "E3"],
      "tombstone": {
        "action": "CANCEL",
        "event_id": "E3",
        "ref_event_id": "E2"
      }
    },
    "SIP-X|2026-07-20|XYZ|T3": {
      "trade_key": "SIP-X|2026-07-20|XYZ|T3",
      "source_id": "SIP-X",
      "session_id": "2026-07-20",
      "instrument_id": "XYZ",
      "trade_id": "T3",
      "status": "ERRORED",
      "head_event_id": "E8",
      "head_event_key": "SIP-X|2026-07-20|E8",
      "price": 75,
      "size": 20,
      "chain": ["E7", "E8"],
      "tombstone": {
        "action": "ERROR",
        "event_id": "E8",
        "ref_event_id": "E7"
      }
    },
    "SIP-X|2026-07-20|XYZ|T4": {
      "trade_key": "SIP-X|2026-07-20|XYZ|T4",
      "source_id": "SIP-X",
      "session_id": "2026-07-20",
      "instrument_id": "XYZ",
      "trade_id": "T4",
      "status": "CANCELED",
      "head_event_id": "E18",
      "head_event_key": "SIP-X|2026-07-20|E18",
      "price": 60,
      "size": 8,
      "chain": ["E9", "E18"],
      "tombstone": {
        "action": "CANCEL",
        "event_id": "E18",
        "ref_event_id": "E9"
      }
    },
    "SIP-X|2026-07-20|XYZ|T5": {
      "trade_key": "SIP-X|2026-07-20|XYZ|T5",
      "source_id": "SIP-X",
      "session_id": "2026-07-20",
      "instrument_id": "XYZ",
      "trade_id": "T5",
      "status": "ACTIVE",
      "head_event_id": "E13",
      "head_event_key": "SIP-X|2026-07-20|E13",
      "price": 80.5,
      "size": 32,
      "chain": ["E12", "E13"]
    },
    "SIP-X|2026-07-21|XYZ|T1": {
      "trade_key": "SIP-X|2026-07-21|XYZ|T1",
      "source_id": "SIP-X",
      "session_id": "2026-07-21",
      "instrument_id": "XYZ",
      "trade_id": "T1",
      "status": "ERRORED",
      "head_event_id": "E2",
      "head_event_key": "SIP-X|2026-07-21|E2",
      "price": 103,
      "size": 11,
      "chain": ["E1", "E2"],
      "tombstone": {
        "action": "ERROR",
        "event_id": "E2",
        "ref_event_id": "E1"
      }
    }
  },
  "tombstones": [
    {
      "trade_key": "SIP-X|2026-07-20|XYZ|T1",
      "source_id": "SIP-X",
      "session_id": "2026-07-20",
      "instrument_id": "XYZ",
      "trade_id": "T1",
      "status": "CANCELED",
      "head_event_id": "E3",
      "head_event_key": "SIP-X|2026-07-20|E3",
      "price": 101,
      "size": 12,
      "chain": ["E1", "E2", "E3"],
      "tombstone": {
        "action": "CANCEL",
        "event_id": "E3",
        "ref_event_id": "E2"
      }
    },
    {
      "trade_key": "SIP-X|2026-07-20|XYZ|T3",
      "source_id": "SIP-X",
      "session_id": "2026-07-20",
      "instrument_id": "XYZ",
      "trade_id": "T3",
      "status": "ERRORED",
      "head_event_id": "E8",
      "head_event_key": "SIP-X|2026-07-20|E8",
      "price": 75,
      "size": 20,
      "chain": ["E7", "E8"],
      "tombstone": {
        "action": "ERROR",
        "event_id": "E8",
        "ref_event_id": "E7"
      }
    },
    {
      "trade_key": "SIP-X|2026-07-20|XYZ|T4",
      "source_id": "SIP-X",
      "session_id": "2026-07-20",
      "instrument_id": "XYZ",
      "trade_id": "T4",
      "status": "CANCELED",
      "head_event_id": "E18",
      "head_event_key": "SIP-X|2026-07-20|E18",
      "price": 60,
      "size": 8,
      "chain": ["E9", "E18"],
      "tombstone": {
        "action": "CANCEL",
        "event_id": "E18",
        "ref_event_id": "E9"
      }
    }
  ],
  "pending": [
    {
      "event_key": "SIP-X|2026-07-20|E10",
      "trade_key": "SIP-X|2026-07-20|XYZ|T4",
      "ref_event_id": "MISSING",
      "action": "CORRECT"
    }
  ],
  "versions": [
    {
      "event_key": "SIP-X|2026-07-20|E1",
      "trade_key": "SIP-X|2026-07-20|XYZ|T1",
      "event_id": "E1",
      "action": "NEW",
      "sequence": 1,
      "price": 100,
      "size": 10,
      "decision": "APPLY_NEW",
      "head_before": null,
      "head_after": "E1"
    },
    {
      "event_key": "SIP-X|2026-07-20|E2",
      "trade_key": "SIP-X|2026-07-20|XYZ|T1",
      "event_id": "E2",
      "action": "CORRECT",
      "ref_event_id": "E1",
      "sequence": 2,
      "price": 101,
      "size": 12,
      "decision": "APPLY_CORRECTION",
      "head_before": "E1",
      "head_after": "E2"
    },
    {
      "event_key": "SIP-X|2026-07-20|E3",
      "trade_key": "SIP-X|2026-07-20|XYZ|T1",
      "event_id": "E3",
      "action": "CANCEL",
      "ref_event_id": "E2",
      "sequence": 3,
      "decision": "APPLY_CANCEL",
      "head_before": "E2",
      "head_after": "E3"
    }
  ],
  "raw_history": [
    {
      "arrival_index": 0,
      "event": {
        "source_id": "SIP-X",
        "session_id": "2026-07-20",
        "instrument_id": "XYZ",
        "event_id": "E2",
        "trade_id": "T1",
        "action": "CORRECT",
        "ref_event_id": "E1",
        "receive_ts": "2026-07-20T13:30:00.003Z",
        "sequence": 2,
        "price": 101,
        "size": 12
      },
      "validation_errors": []
    },
    {
      "arrival_index": 1,
      "event": {
        "source_id": "SIP-X",
        "session_id": "2026-07-20",
        "instrument_id": "XYZ",
        "event_id": "E1",
        "trade_id": "T1",
        "action": "NEW",
        "receive_ts": "2026-07-20T13:30:00.004Z",
        "sequence": 1,
        "price": 100,
        "size": 10
      },
      "validation_errors": []
    },
    {
      "arrival_index": 2,
      "event": {
        "source_id": "SIP-X",
        "session_id": "2026-07-20",
        "instrument_id": "XYZ",
        "event_id": "E1",
        "trade_id": "T1",
        "action": "NEW",
        "receive_ts": "2026-07-20T13:30:00.004Z",
        "sequence": 1,
        "price": 100,
        "size": 10
      },
      "validation_errors": []
    }
  ],
  "audit": [
    {
      "arrival_index": 0,
      "event_id": "E2",
      "trade_id": "T1",
      "decision": "APPLY_CORRECTION",
      "reason": "correction references the current active version"
    },
    {
      "arrival_index": 1,
      "event_id": "E1",
      "trade_id": "T1",
      "decision": "APPLY_NEW",
      "reason": "first valid NEW for this scoped trade key"
    },
    {
      "arrival_index": 2,
      "event_id": "E1",
      "trade_id": "T1",
      "decision": "DROP_REPLAY",
      "reason": "byte-equivalent normalized event_id already retained"
    }
  ]
}
```

## Verification and provenance

Tier: **contract**.

The module loads, the entry point is callable and its declared signature matches the compiled code. The example below is real captured output, but no independently published figure asserts the numbers.

Both tiers guarantee the signature. Full explanation: https://docs.thefintechbuilder.com/guides/verification/

Generated from the docs.json payload shipped inside fintech-algorithms@0.13.1.
The signature and parameter list are checked against the compiled implementation at build time,
so a description that contradicts the code fails the build rather than reaching this file.

## Links

- Article (how it works, step by step): https://thefintechbuilder.com/market-data-engineering/cleaning-and-validation/duplicate-trade-resolver/
- Implementation source: https://github.com/IslamBaraka90/Fintech-Algorithms-Library/blob/main/src/market-data-engineering/cleaning-and-validation/duplicate-trade-resolver/impl.ts
- Standalone repository: https://github.com/IslamBaraka90/Fintech-Duplicate-Trade-Resolver-Data-Quality-algorithm
- Package on npm: https://www.npmjs.com/package/fintech-algorithms
- Domain index for agents: https://docs.thefintechbuilder.com/market-data-engineering/llms.txt