Initial commit

LICENSE

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+Copyright Rune K. Svendsen (c) 2018
+
+All rights reserved.
+
+Redistribution and use in source and binary forms, with or without
+modification, are permitted provided that the following conditions are met:
+
+    * Redistributions of source code must retain the above copyright
+      notice, this list of conditions and the following disclaimer.
+
+    * Redistributions in binary form must reproduce the above
+      copyright notice, this list of conditions and the following
+      disclaimer in the documentation and/or other materials provided
+      with the distribution.
+
+    * Neither the name of Rune K. Svendsen nor the names of other
+      contributors may be used to endorse or promote products derived
+      from this software without specific prior written permission.
+
+THIS SOFTWARE IS PROVIDED BY THE COPYRIGHT HOLDERS AND CONTRIBUTORS
+"AS IS" AND ANY EXPRESS OR IMPLIED WARRANTIES, INCLUDING, BUT NOT
+LIMITED TO, THE IMPLIED WARRANTIES OF MERCHANTABILITY AND FITNESS FOR
+A PARTICULAR PURPOSE ARE DISCLAIMED. IN NO EVENT SHALL THE COPYRIGHT
+OWNER OR CONTRIBUTORS BE LIABLE FOR ANY DIRECT, INDIRECT, INCIDENTAL,
+SPECIAL, EXEMPLARY, OR CONSEQUENTIAL DAMAGES (INCLUDING, BUT NOT
+LIMITED TO, PROCUREMENT OF SUBSTITUTE GOODS OR SERVICES; LOSS OF USE,
+DATA, OR PROFITS; OR BUSINESS INTERRUPTION) HOWEVER CAUSED AND ON ANY
+THEORY OF LIABILITY, WHETHER IN CONTRACT, STRICT LIABILITY, OR TORT
+(INCLUDING NEGLIGENCE OR OTHERWISE) ARISING IN ANY WAY OUT OF THE USE
+OF THIS SOFTWARE, EVEN IF ADVISED OF THE POSSIBILITY OF SUCH DAMAGE.

README.md

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+# REST API for [`crypto-depth`](https://github.com/runeksvendsen/crypto-depth) backend

package.yaml

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+name: crypto-depth-backend-api
+version: '0.1.0.0'
+category: value
+author: Rune K. Svendsen
+maintainer: runesvend@gmail.com
+copyright: CC0
+license: BSD3
+github: runeksvendsen/crypto-depth-backend-api
+extra-source-files:
+- README.md
+library:
+  source-dirs: src
+  exposed-modules:
+  - CryptoDepth.Backend.Api
+  - CryptoDepth.Backend.Types
+  dependencies:
+  - base >=4.7 && <5
+  - servant
+  - aeson
+  - text

src/CryptoDepth/Backend/Api.hs

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+{-# LANGUAGE DataKinds       #-}
+{-# LANGUAGE TypeOperators   #-}
+module CryptoDepth.Backend.Api where
+
+import CryptoDepth.Backend.Types
+
+import Servant.API
+import qualified Data.Text      as T
+
+
+type Api = Numeraires :<|> SymSums :<|> SymPaths
+
+-- | Which currencies can we measure volume in?
+type Numeraires
+    = "numeraires"
+    :> Get '[JSON] [T.Text]
+
+-- | Base path for sums and paths
+type SymBase
+    =  -- Which currency to measure volume in? (e.g. USD, EUR, GBP)
+       Capture "numeraire"  T.Text
+       -- Slippage divisor (slippage_percent = 1/"slippage"). E.g. 100=1% slippage, 200=0.5%, 20=5% etc.
+    :> Capture "slippage"   Word
+       -- Symbol in question (e.g BTC, ETH, LTC)
+    :> Capture "symbol"     Sym
+
+-- | Symbol sums
+type SymSums
+    = SymBase
+    :> "sums"
+    :> Capture "page"       Word
+    :> Get '[JSON] [SymSum]
+
+-- | Symbol paths
+type SymPaths
+    = SymBase
+    :> "paths"
+    :> Get '[JSON] BuySellPaths

src/CryptoDepth/Backend/Types.hs

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+{-# LANGUAGE DeriveGeneric #-}
+module CryptoDepth.Backend.Types where
+
+import Data.Aeson
+import GHC.Generics             (Generic)
+import qualified Data.Text      as T
+import Data.Word                (Word64)
+import Data.List.NonEmpty       (NonEmpty)
+
+
+type Venue = T.Text
+type Sym   = T.Text
+
+-- |
+data SymSum = SymSum
+    { ssSymbol  :: Sym
+    , ssBuyQty  :: Word64
+    , ssSellQty :: Word64
+    } deriving (Show, Eq, Generic)
+
+instance ToJSON SymSum where
+  toJSON = genericToJSON
+    defaultOptions { fieldLabelModifier = drop 2 }
+
+instance FromJSON SymSum where
+  parseJSON = genericParseJSON
+    defaultOptions { fieldLabelModifier = drop 2 }
+
+-- |
+data SymPath = SymPath
+    { spPath :: NonEmpty (Sym, Venue, Sym)
+    , spQty  :: Word64
+    } deriving (Show, Eq, Generic)
+
+instance ToJSON SymPath where
+  toJSON = genericToJSON
+    defaultOptions { fieldLabelModifier = drop 2 }
+
+instance FromJSON SymPath where
+  parseJSON = genericParseJSON
+    defaultOptions { fieldLabelModifier = drop 2 }
+
+-- |
+data BuySellPaths = BuySellPaths
+    { bspBuy    :: [SymPath]
+    , bspSell   :: [SymPath]
+    } deriving (Show, Eq, Generic)
+
+instance ToJSON BuySellPaths where
+  toJSON = genericToJSON
+    defaultOptions { fieldLabelModifier = drop 3 }
+
+instance FromJSON BuySellPaths where
+  parseJSON = genericParseJSON
+    defaultOptions { fieldLabelModifier = drop 3 }

stack.yaml

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+resolver: lts-12.16
+
+packages:
+- .
+- location:
+    git: https://github.com/runeksvendsen/crypto-depth.git
+    commit: 3cb03d051423dc720c8a8522ef5019e80fac8e04
+  extra-dep: true