Throughout this problem, you are a broker interfacing with the Berkeley Exchange. Your program will read events from stdin and emit output to stdout.

Part $1$

In part $1,$ you are tasked with tracking market activity on the Exchange. Your program will read printed trades as they come in and $,$ when requested, print market activity data for a particular security. More details below.

Input

the input is composed of a stream of data coming from the Berkeley Exchange, with two data types:

print $($a record of a trade on the exchange$)$

volume$-$check $($a computation request for your program$)$

Each trade print is on a separate line. Each line contains the following space$-$delimited fields:

$1.$ the string "print"

$2.$ timestamp $($int$)$: the time at which the volume$-$check command was issued, denoted as seconds since market open

$3.$ security $($string$)$: the name of the security for which to calculate

example input

print $12$ SILVER $10012$

print $29$ PEARL $2599$

volume$-$check $49$ SILVER

print $61$ PEARL $25100$

input is guaranteed to be valid, note that

input is guaranteed to be non$-$decreasing $,$ i$.$e$.$ each timestamp will be greater than or equal to the previous one.

string values are unquoted

all numerical values fit in standard $32-$bit primitive types

TASK

Your first goal is to calculate the running volume of trades on the market $,$ with per$-$minute granularity.

Each time that a "volume$-$check $"$ is received, print the volume and previous trade price of this security traded within the trailing $60$ seconds $.$

you may use the following definitions:

if a volume$-$check arrives at time T$,$ include all trades both printed before the volume$-$check and with timestamp greater than T$-60$

volume is the sum of all relevant trade quantities

previous trade price is the price of the most recent print for this security

if no trades have been executed in the past minute for a particular security $,$ the volume is $0$ and the price is $"$NA$"$

implementations should be efficient for many volume checks,i$.$e$.$ still efficient if O$($volume checks $)=$O$($trade prints$)$