prices = [(42, 0.5), (50, 1), (55, 0.2)]
agg = foldl accum []
where accum [] (price, volume) = [(price * volume, volume)]
accum xs (price, volume) =
let total = last xs
total_price = fst total
total_volume = snd total
cost = price * volume in
xs ++ [(total_price + cost, total_volume + volume)]
main = print $ agg prices
Awesome haskellers,
I am coding up a little function that aggregates "ask orders" in a currency exchange.
Another way to look at it, is that the function takes as input a histogram or fdf (in list format) and outputs the cumulative distribution cdf (also in list format). So we are kind of "integrating" the input list.
When given a list of asks in order of increasing price, the function returns a list of points in the graph of the total supply curve.
Here's an example:
asks: returned list:
[ (Price 42, Volume 0.5), [ (Price 21, Volume 0.5),
(Price 50, Volume 1 ), (Price 21+50=71, Volume 1.5),
(Price 55, Volume 0.2)] (Price 21+50+11=82,Volume 1.7)]
the returned list gives us the total supply curve (price = y-axis, quantity/volume = x-axis, so the order is flipped)
Summarizing
* We're adding up the volumes. The last volume on the list is the total volume available for sale.
* We calculate the total amount to be paid to buy the current volume (for each item in the list).
I have written up a simple function to do this:
aggregate :: Num a => [(a,a)] -> [(a,a)]
aggregate xs = aggregate' 0 0 xs
aggregate' :: Num a => a -> a -> [(a,a)] -> [(a,a)]
aggregate' _ _ [] = []
aggregate' accX accY ((x,y):ls) = let accX' = accX + x * y
accY' = accY + y
in (accX',accY') : aggregate' accX' accY' ls
main = print $ aggregate [(42,0.5),(50,1),(55,0.2)]
However, this does not look very good to me and it feels like I'm reinventing the wheel.
Question: Is there a better Haskell way to do this? I'm really anal about making it easy to read.
Thanks!
Dimitri
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