Changed tick representation

src/ATrade/Price.hs

@@ -4,7 +4,8 @@ module ATrade.Price (
   Price(..),
   fromDouble,
   toDouble,
-  decompose
+  decompose,
+  compose
 ) where
 
 import Data.Int
@@ -43,3 +44,6 @@ fromDouble d = Price { priceQuants = truncate (d * fromIntegral mega) }
 decompose :: Price -> (Int64, Int32)
 decompose Price{priceQuants = p} = (p `div` mega, (fromInteger . toInteger) $ p `mod` mega)
 
+compose :: (Int64, Int32) -> Price
+compose (int, frac) = Price { priceQuants = int * mega + (fromInteger . toInteger) frac }
+

src/ATrade/Types.hs

@@ -93,7 +93,7 @@ data Tick = Tick {
   security :: !T.Text,
   datatype :: !DataType,
   timestamp :: !UTCTime,
-  value :: !Decimal,
+  value :: !Price,
   volume :: !Integer
 } deriving (Show, Eq, Generic)
 
@@ -106,8 +106,8 @@ serializeTickBody tick = toLazyByteString $ mconcat [
       putWord64le $ fromIntegral . toSeconds' . timestamp $ tick,
       putWord32le $ fromIntegral . fracSeconds . timestamp $ tick,
       putWord32le $ fromIntegral . fromEnum . datatype $ tick,
-      putWord64le $ truncate . value $ tick,
+      putWord64le $ fromInteger . toInteger . fst . decompose . value $ tick,
-      putWord32le $ truncate . (*. 1000000000) . fractionalPart $ value tick,
+      putWord32le $ (* 1000) . fromInteger . toInteger . snd . decompose . value $ tick,
       putWord32le $ fromIntegral $ volume tick ]
   where
     fractionalPart :: (RealFrac a) => a -> a
@@ -132,7 +132,7 @@ parseTick = do
   return Tick { security = "",
     datatype = dt,
     timestamp = makeTimestamp tsec tusec,
-    value = makeValue intpart nanopart,
+    value = compose (intpart, nanopart `div` 1000),
     volume = volume }
   where
     makeTimestamp :: Word64 -> Word32 -> UTCTime

test/ArbitraryInstances.hs

@@ -20,14 +20,14 @@ import Data.Scientific
 import Data.Time.Clock
 import Data.Time.Calendar
 
-notTooBig x = abs x < 1000000000000
+notTooBig x = abs x < 100000000
 
 instance Arbitrary Tick where
   arbitrary = Tick <$>
     arbitrary <*>
     arbitrary <*>
     arbitraryTimestamp <*>
-    (roundTo 9 <$> (arbitrary `suchThat` notTooBig)) <*>
+    arbitrary <*>
     arbitrary
     where
       arbitraryTimestamp = do