book.hs

module Book where

import Control.Applicative (liftA2)

maximumMaybe :: Ord a => [a] -> Maybe a
maximumMaybe [] = Nothing
maximumMaybe xs = Just (maximum xs)

minimumMaybe :: Ord a => [a] -> Maybe a
minimumMaybe [] = Nothing
minimumMaybe xs = Just (minimum xs)

type Price = Float
type Quantity = Integer
type PriceDelta = Float
data Book = Book [(Price, Quantity)] [(Price, Quantity)] deriving (Eq, Show)

bids :: Book -> [(Price, Quantity)]
bids (Book xs ys) = xs

asks :: Book -> [(Price, Quantity)]
asks (Book xs ys) = ys

bestBid :: Book -> Maybe Price
bestBid book = maximumMaybe $ map fst $ bids $ book

bestAsk :: Book -> Maybe Price
bestAsk book = maximumMaybe $ map fst $ asks $ book

bba :: Book -> (Maybe Price, Maybe Price)
bba book = (bestBid book, bestAsk book)

spread :: Book -> Maybe PriceDelta
spread book = liftA2 (-) (bestAsk book) (bestBid book)