draft DSL

dsl-example.clj

; indicate that there will be someting called a future                                                                               
;                                                                                                                                            
; can use to prepare space in some global structure for all known                                                                            
; entity tupes and things like that.                                                                                                         
; 
; also use it to create default constructor and convenience
; type methods
;                                                                                                                                           
; also makes it possible to stick in a documentation string as well                                                                          
(def-entity future                                                                                                                           
  "a documentation string for the future")                                                                                                   
                                                                                                                                             
(def-property contract-month
  "optional description"    
  [fut]                                                                                                                 
  tk/time ;optional explicit time dependency                                                                                                 
  (time/local-now)) ;after which follows an optional initializer body                                                                        
                                                                                                                                             
(def-property expiration-date [fut] ; no docstring                                                                                                                             
  tk/time                                                                                                                                    
  (time/local-now))                                                                                                                          
                                                                                                                                             
(def-has-one contract-spec [fut]) ;no docstring, default time dep and no initializer                                                               
                                                                                                                                             
(def-has-one futures-mark     ;doc, marks time initializer
  "the mark for this future"
  [fut]
  tk/marks-time
  (get-futures-mark (cps (contract-spec fut)) (contract-month fut)))                                                                                                        
                                                                                                                                             
(def-has-one price-ccy                                                                                                                       
  "the ccy of the price for this future"
  [fut]) ;only doctstring, default time and no initializer      

(def-calc price                                                                                                                        
  "optional description.."                                                                                                                   
  [fut]
  ;bindings to be used for dependencies                                                                                                      
  ;operations involving getting other node values outside these bindings will fail
  ;at runtime
  [[mark (futures-mark fut)]                                                                                                                 
   [v (value mark)]]                                                                                                                         
  v)                                                                                                                                         
                                                                                                                                             
(def-calc dollar-cross [fut]                                                                                                                  
  [[usd (get-ccy "USD")]                                                                                                                     
   [ccy (price-ccy fut)]]                                                                                                                    
  (get-fx-cross ccy usd))                       

(def-calc dollar-price [fut]                                                                                                                  
  [[price (price fut)]                                                                                                                       
   [fx-rate (price (dollar-cross fut))]]                                                                                                     
  (* price fx-rate))