Stockfighter level 6

Evidence

Number of trades per account around price changes.

(2 2 2 2 2 ...) is suspicious.

(["MAC11396996" (2)]
 ["WMG74660049" (2)]
 ["KIB82586665" (2)]
 ["JAL12920359" (2)]
 ["KLB21545517" (2)]
 ["HRH56719296" (2)]
 ["EFS39387087" (2)]
 ["BB43557789" (2)]
 ["FAH9638463" (2)]
 ["RAM70564801" (2)]
 ["AAK3754248" (2)]
 ["SLB50898886" (2)]
 ["BMB36069700" (2)]
 ["YSS48157799" (2)]
 ["HAJ31600290" (2)]
 ["PAL7032406" (2)]
 ["SIB7142327" (2)]
 ["LOS1987946" (2)]
 ["SSB44522957" (2)]
 ["MOB39111528" (2)]
 ["RFB64041960" (2)]
 ["MMB56879888" (2)]
 ["SP33355048" (2)]
 ["IWB44627288" (2)]
 ["HAA19026428" (2)]
 ["HB91424930" (3 3)]
 ["RAH18180565" (2 2)]
 ["KAB87709098" (2 2)]
 ["BSS68487262" (2 2)]
 ["MAH8740384" (2 2)]
 ["EAK98684762" (2 2)]
 ["PSB66828450" (2 3)]
 ["BK19988820" (2 2 2)]
 ["FHF26101978" (2 2 3)]
 ["PFB94148026" (2 2 2)]
 ["MHM31303741" (2 2 2 2)]
 ["SAS59105431" (2 2 2 2)]
 ["SIE81039881" (2 2 2 3)]
 ["ORB5249515" (2 2 2 2)]
 ["JSR22949483" (2 2 2 2)]
 ["WHB30588484" (2 2 2 2 2)]
 ["BB74623270" (2 2 2 2 2)]
 ["PAL25284053" (2 2 2 2 2)]
 ["FTB28481887" (2 2 2 2 2)]
 ["BAJ92626341" (2 2 2 2 3)]
 ["SAK26277795" (2 2 2 2 2)]
 ["HAT36202890" (2 2 2 2 2)]
 ["SOB36782192" (2 2 2 2 2 2)]
 ["FAP86324033" (2 2 2 2 2 2 2)]
 ["CAP53493616" (2 2 2 2 2 2 2 2)]
 ["ICY79235001" (3 3 3 3 3 3 2 4)]
 ["TTB53750083" (4 3 4 4 3 3 3 4 4)])

Strategy

1. Find price changes
2. Identify traders around price changes
  - Regular orders to map order id to timestamp
  - find price inversions via ticker
  - use cancel-order left and right of price inversion, over range mapped for lastest and earliest orders around price inversion timestamp.
  - classify accounts to a strategy. Exactly two trades around inversion suggests prior knowledge (ignoring bad trades)
3. Find traders around changes that often have exactly two trades.