Created
August 13, 2017 14:48
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Kleisli vs Methods vs Functions
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/** | |
* Methods vs Functions vs Kleisli | |
*/ | |
trait TradingMethods[Account, Market, Order, ClientOrder, Execution, Trade] { | |
def clientOrders(order: ClientOrder): List[Order] | |
def execute(order: Order, m: Market, a: Account): List[Execution] | |
def allocate(execution: Execution, as: List[Account]): List[Trade] | |
def tradeGeneration(clientOrder: ClientOrder, | |
market: Market, | |
broker: Account, | |
clientAccounts: List[Account]): List[Trade] = | |
for { | |
orders <- clientOrders(clientOrder) | |
executions <- execute(orders, market, broker) | |
trades <- allocate(executions, clientAccounts) | |
} yield trades | |
} | |
trait TradingFunctions[Account, Market, Order, ClientOrder, Execution, Trade] { | |
def clientOrders: ClientOrder => List[Order] | |
def execute(m: Market, a: Account): Order => List[Execution] | |
def allocate(as: List[Account]): Execution => List[Trade] | |
def tradeGeneration(market: Market, | |
broker: Account, | |
clientAccounts: List[Account]): (ClientOrder) => List[Trade] = | |
clientOrders.andThen( | |
_.flatMap(execute(market, broker).andThen(_.flatMap(allocate(clientAccounts))))) | |
} | |
trait TradingKleisli[Account, Market, Order, ClientOrder, Execution, Trade] { | |
def clientOrders: Kleisli[List, ClientOrder, Order] | |
def execute(m: Market, a: Account): Kleisli[List, Order, Execution] | |
def allocate(as: List[Account]): Kleisli[List, Execution, Trade] | |
def tradeGeneration(market: Market, | |
broker: Account, | |
clientAccounts: List[Account]): Kleisli[List, ClientOrder, Trade] = | |
clientOrders andThen execute(market, broker) andThen allocate(clientAccounts) | |
} |
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