Financial exchange bis

Bitfinex.hs

module Bitfinex where

import Lib

type BitfinexExchange = Exchange
type LevelCount = Int

data BitfinexBookMessage = BitfinexBookMessage { getTime :: Time
                                               , getExchange :: BitfinexExchange
                                               , getBookMessage :: BookMessage
                                               , getLevelCount :: LevelCount
                                               } deriving (Show, Eq)

Lib.hs

module Lib where

data Side = Buy | Sell deriving (Eq, Show)

newtype Price     = Price     Rational  deriving (Eq, Show)
newtype Amount    = Amount    Rational  deriving (Eq, Show)
newtype Currency  = Currency  String    deriving (Eq, Show)
newtype Time      = Time      Integer   deriving (Eq, Show)

type ExchangeName = String

data Exchange = Exchange { getName  :: ExchangeName
                         , getBase  :: Currency
                         , getQuote :: Currency
                         } deriving (Show, Eq)

newtype Message = Message { getTime :: Time } 
                  deriving (Show, Eq)

data BookMessage = BookMessage { getPrice  :: Price
                               , getSide   :: Side
                               , getAmount :: Maybe Amount
                               } deriving (Show, Eq)