haspara-0.0.0.10: A library providing definitions to work with monetary values.
Safe HaskellSafe-Inferred
LanguageHaskell2010

Haspara.FxQuote

Description

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

Synopsis

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:

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

Constructors

MkFxQuote 

Fields

Instances

Instances details
KnownNat s => FromJSON (FxQuote s) Source # 
Instance details

Defined in Haspara.FxQuote

KnownNat s => ToJSON (FxQuote s) Source # 
Instance details

Defined in Haspara.FxQuote

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-0.0.0.10-LGg0czPpaCuGVkbC64W22n" '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.

Instances

Instances details
KnownNat n => Show (FxQuotePairDatabase n) Source # 
Instance details

Defined in Haspara.FxQuote

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.