Safe Haskell	Safe-Inferred
Language	Haskell2010

Haspara.FxQuote

Contents

FX Rate Quotation
FX Rate Quotation Database
Internal

Description

This module provides definitions for modeling and working with foreign exchange (FX) rate quotations.

Synopsis

data FxQuote (s :: Nat) = MkFxQuote {
- fxQuotePair :: !CurrencyPair
- fxQuoteDate :: !Day
- fxQuoteRate :: !(Refined Positive (Quantity s))
}
mkFxQuoteError :: MonadError Text m => KnownNat s => Currency -> Currency -> Day -> Scientific -> m (FxQuote s)
mkFxQuoteFail :: MonadFail m => KnownNat s => Currency -> Currency -> Day -> Scientific -> m (FxQuote s)
mkFxQuoteUnsafe :: KnownNat s => Currency -> Currency -> Day -> Scientific -> FxQuote s
type FxQuoteDatabase (n :: Nat) = Map CurrencyPair (FxQuotePairDatabase n)
data FxQuotePairDatabase (n :: Nat) = FxQuotePairDatabase {
- fxQuotePairDatabasePair :: !CurrencyPair
- fxQuotePairDatabaseTable :: !(Map Day (FxQuote n))
- fxQuotePairDatabaseSince :: !Day
- fxQuotePairDatabaseUntil :: !Day
}
findFxQuote :: KnownNat n => FxQuoteDatabase n -> CurrencyPair -> Day -> Maybe (FxQuote n)
findFxQuoteAux :: KnownNat n => Day -> FxQuotePairDatabase n -> Maybe (FxQuote n)
emptyFxQuoteDatabase :: KnownNat n => FxQuoteDatabase n
addFxQuotes :: KnownNat n => [FxQuote n] -> FxQuoteDatabase n -> FxQuoteDatabase n
addFxQuote :: KnownNat n => FxQuote n -> FxQuoteDatabase n -> FxQuoteDatabase n
initFxQuotePairDatabase :: KnownNat n => FxQuote n -> FxQuotePairDatabase n
updateFxQuotePairDatabase :: KnownNat n => FxQuote n -> FxQuotePairDatabase n -> FxQuotePairDatabase n

FX Rate Quotation

data FxQuote (s :: Nat) Source #

Type encoding for FX rate quotations with fixed precision.

An FX rate quotation is a 3-tuple of:

a currency pair the rate is quoted for, and
a date that the quotation is effective as of,
a (positive) rate as the value of the quotation.

Constructors

MkFxQuote
Fields fxQuotePair :: !CurrencyPair Currency pair of the FX rate. fxQuoteDate :: !Day Actual date of the FX rate. fxQuoteRate :: !(Refined Positive (Quantity s)) (Positive) rate value of the FX rate.

Instances

Instances details

KnownNat s => FromJSON (FxQuote s) Source #
Instance details Defined in Haspara.FxQuote Methods parseJSON :: Value -> Parser (FxQuote s) # parseJSONList :: Value -> Parser [FxQuote s] #
KnownNat s => ToJSON (FxQuote s) Source #
Instance details Defined in Haspara.FxQuote Methods toJSON :: FxQuote s -> Value # toEncoding :: FxQuote s -> Encoding # toJSONList :: [FxQuote s] -> Value # toEncodingList :: [FxQuote s] -> Encoding #
Generic (FxQuote s) Source #
Instance details Defined in Haspara.FxQuote Associated Types type Rep (FxQuote s) :: Type -> Type # Methods from :: FxQuote s -> Rep (FxQuote s) x # to :: Rep (FxQuote s) x -> FxQuote s #
KnownNat s => Show (FxQuote s) Source #
Instance details Defined in Haspara.FxQuote Methods showsPrec :: Int -> FxQuote s -> ShowS # show :: FxQuote s -> String # showList :: [FxQuote s] -> ShowS #
Eq (FxQuote s) Source #
Instance details Defined in Haspara.FxQuote Methods (==) :: FxQuote s -> FxQuote s -> Bool # (/=) :: FxQuote s -> FxQuote s -> Bool #
Ord (FxQuote s) Source #
Instance details Defined in Haspara.FxQuote Methods compare :: FxQuote s -> FxQuote s -> Ordering # (<) :: FxQuote s -> FxQuote s -> Bool # (<=) :: FxQuote s -> FxQuote s -> Bool # (>) :: FxQuote s -> FxQuote s -> Bool # (>=) :: FxQuote s -> FxQuote s -> Bool # max :: FxQuote s -> FxQuote s -> FxQuote s # min :: FxQuote s -> FxQuote s -> FxQuote s #
type Rep (FxQuote s) Source #
Instance details Defined in Haspara.FxQuote type Rep (FxQuote s) = D1 ('MetaData "FxQuote" "Haspara.FxQuote" "haspara-0.0.0.8-83lIPqySeX32MZXT98KoZ2" 'False) (C1 ('MetaCons "MkFxQuote" 'PrefixI 'True) (S1 ('MetaSel ('Just "fxQuotePair") 'NoSourceUnpackedness 'SourceStrict 'DecidedStrict) (Rec0 CurrencyPair) :: (S1 ('MetaSel ('Just "fxQuoteDate") 'NoSourceUnpackedness 'SourceStrict 'DecidedStrict) (Rec0 Day) :: S1 ('MetaSel ('Just "fxQuoteRate") 'NoSourceUnpackedness 'SourceStrict 'DecidedStrict) (Rec0 (Refined Positive (Quantity s))))))

mkFxQuoteError Source #

Arguments

:: MonadError Text m
=> KnownNat s
=> Currency	Base currency (from) of the FX quotation.
-> Currency	Quote currency (to) of the FX quotation.
-> Day	Date of the FX quotation.
-> Scientific	FX quotation rate, expected to be positive.
-> m (FxQuote s)

Smart constructor for FxQuote values within MonadError Text context.

The rate is expected to be a positive value. If it is not, the function will throw an error.

>>> :set -XTypeApplications
>>> mkFxQuoteError @(Either _) @2 "EUR" "USD" (read "2021-12-31") 1.16
Right (MkFxQuote {fxQuotePair = EUR/USD, fxQuoteDate = 2021-12-31, fxQuoteRate = Refined 1.16})
>>> mkFxQuoteError @(Either _) @2 "EUR" "USD" (read "2021-12-31") (-1.16)
Left "Can not create FX Rate. Error was:   The predicate (GreaterThan 0) failed with the message: Value is not greater than 0\n"

mkFxQuoteFail Source #

Arguments

:: MonadFail m
=> KnownNat s
=> Currency	Base currency (from) of the FX quotation.
-> Currency	Quote currency (to) of the FX quotation.
-> Day	Date of the FX quotation.
-> Scientific	FX quotation rate, expected to be positive.
-> m (FxQuote s)

Smart constructor for FxQuote values within MonadFail context.

The rate is expected to be a positive value. If it is not, the function will fail.

>>> :set -XTypeApplications
>>> mkFxQuoteFail @Maybe @2 "EUR" "USD" (read "2021-12-31") 1.16
Just (MkFxQuote {fxQuotePair = EUR/USD, fxQuoteDate = 2021-12-31, fxQuoteRate = Refined 1.16})
>>> mkFxQuoteFail @Maybe @2 "EUR" "USD" (read "2021-12-31") (-1.16)
Nothing

mkFxQuoteUnsafe Source #

Arguments

:: KnownNat s
=> Currency	Base currency (from) of the FX quotation.
-> Currency	Quote currency (to) of the FX quotation.
-> Day	Date of the FX quotation.
-> Scientific	FX quotation rate, expected to be positive.
-> FxQuote s

Unsafe FxQuote constructor that errors if it fails.

>>> :set -XTypeApplications
>>> mkFxQuoteUnsafe @2 "EUR" "USD" (read "2021-12-31") 1.16
MkFxQuote {fxQuotePair = EUR/USD, fxQuoteDate = 2021-12-31, fxQuoteRate = Refined 1.16}
>>> mkFxQuoteUnsafe @2 "EUR" "USD" (read "2021-12-31") (-1.16)
...
...Can not create FX Rate. Error was:   The predicate (GreaterThan 0) failed with the message: Value is not greater than 0
...

FX Rate Quotation Database

>>> :set -XTypeApplications
>>> let database = addFxQuotes [mkFxQuoteUnsafe @8 "EUR" "USD" (read "2021-12-31") 1.13, mkFxQuoteUnsafe @8 "EUR" "TRY" (read "2021-12-31") 15.14] emptyFxQuoteDatabase
>>> findFxQuote database (CurrencyPair "EUR" "USD") (read "2021-12-31")
Just (MkFxQuote {fxQuotePair = EUR/USD, fxQuoteDate = 2021-12-31, fxQuoteRate = Refined 1.13000000})
>>> findFxQuote database (CurrencyPair "EUR" "TRY") (read "2021-12-31")
Just (MkFxQuote {fxQuotePair = EUR/TRY, fxQuoteDate = 2021-12-31, fxQuoteRate = Refined 15.14000000})
>>> findFxQuote database (CurrencyPair "EUR" "TRY") (read "2021-12-30")
Nothing
>>> findFxQuote database (CurrencyPair "EUR" "TRY") (read "2022-01-01")
Just (MkFxQuote {fxQuotePair = EUR/TRY, fxQuoteDate = 2021-12-31, fxQuoteRate = Refined 15.14000000})

type FxQuoteDatabase (n :: Nat) = Map CurrencyPair (FxQuotePairDatabase n) Source #

Type encoding for a dictionary-based FX rate quotation database for various CurrencyPair values.

data FxQuotePairDatabase (n :: Nat) Source #

Type encoding for FX rate quotation database for a CurrencyPair.

Constructors

FxQuotePairDatabase
Fields fxQuotePairDatabasePair :: !CurrencyPair fxQuotePairDatabaseTable :: !(Map Day (FxQuote n)) fxQuotePairDatabaseSince :: !Day fxQuotePairDatabaseUntil :: !Day

Instances

Instances details

KnownNat n => Show (FxQuotePairDatabase n) Source #
Instance details Defined in Haspara.FxQuote Methods showsPrec :: Int -> FxQuotePairDatabase n -> ShowS # show :: FxQuotePairDatabase n -> String # showList :: [FxQuotePairDatabase n] -> ShowS #

findFxQuote Source #

Arguments

:: KnownNat n
=> FxQuoteDatabase n	FX quotation database to perform the lookup on.
-> CurrencyPair	Currency pair we are looking for the quotation for.
-> Day	Date the quotation we look for is valid as of.
-> Maybe (FxQuote n)

Attempts to find and return the FX quotation for a given CurrencyPair as of a give Day in a given FxQuoteDatabase.

findFxQuoteAux :: KnownNat n => Day -> FxQuotePairDatabase n -> Maybe (FxQuote n) Source #

Attempts to find and return the FX quotation as of a give Day in a given FxQuotePairDatabase.

emptyFxQuoteDatabase :: KnownNat n => FxQuoteDatabase n Source #

Returns empty FX rate quotation database.

>>> :set -XTypeApplications
>>> emptyFxQuoteDatabase @8
fromList []

addFxQuotes :: KnownNat n => [FxQuote n] -> FxQuoteDatabase n -> FxQuoteDatabase n Source #

Adds a list of FX rate quotations to the given database.

>>> :set -XTypeApplications
>>> let database = emptyFxQuoteDatabase @8
>>> addFxQuotes [] database
fromList []
>>> addFxQuotes [mkFxQuoteUnsafe @8 "EUR" "USD" (read "2021-01-31") 1.13] database
fromList [(EUR/USD,FxQuotePairDatabase {fxQuotePairDatabasePair = EUR/USD, fxQuotePairDatabaseTable = fromList [(2021-01-31,MkFxQuote {fxQuotePair = EUR/USD, fxQuoteDate = 2021-01-31, fxQuoteRate = Refined 1.13000000})], fxQuotePairDatabaseSince = 2021-01-31, fxQuotePairDatabaseUntil = 2021-01-31})]
>>> addFxQuotes [mkFxQuoteUnsafe @8 "EUR" "USD" (read "2021-01-31") 1.13, mkFxQuoteUnsafe @8 "USD" "EUR" (read "2021-01-31") 0.884956] database
fromList [(EUR/USD,FxQuotePairDatabase {fxQuotePairDatabasePair = EUR/USD, fxQuotePairDatabaseTable = fromList [(2021-01-31,MkFxQuote {fxQuotePair = EUR/USD, fxQuoteDate = 2021-01-31, fxQuoteRate = Refined 1.13000000})], fxQuotePairDatabaseSince = 2021-01-31, fxQuotePairDatabaseUntil = 2021-01-31}),(USD/EUR,FxQuotePairDatabase {fxQuotePairDatabasePair = USD/EUR, fxQuotePairDatabaseTable = fromList [(2021-01-31,MkFxQuote {fxQuotePair = USD/EUR, fxQuoteDate = 2021-01-31, fxQuoteRate = Refined 0.88495600})], fxQuotePairDatabaseSince = 2021-01-31, fxQuotePairDatabaseUntil = 2021-01-31})]

addFxQuote :: KnownNat n => FxQuote n -> FxQuoteDatabase n -> FxQuoteDatabase n Source #

Adds an FX rate quotation to the given database.

Internal

initFxQuotePairDatabase :: KnownNat n => FxQuote n -> FxQuotePairDatabase n Source #

Initializes FX quote pair database with the given FX quote.

updateFxQuotePairDatabase :: KnownNat n => FxQuote n -> FxQuotePairDatabase n -> FxQuotePairDatabase n Source #

Updates an existing FX quote pair database with the given FX quote.