So the database table headers are:
Date | buyPrice | sellPrice | buyVolume | sellVolume | exchange
I'm trying to:
From what I'm reading I can use rows or was there a better solution?
(Using postgresql)
Edit: If we assume we have 3 exchanges with the following data:
|Date | buyPrice | sellPrice | buyVolume | sellVolume | exchange |
|1-1-2017 | 1 | 1 | 1 | 1 | exchangeA |
|1-1-2017 | 2 | 1 | 2 | 1 | exchangeB |
|1-1-2017 | 3 | 1 | 3 | 1 | exchangeC |
The solution output should be
| Date | buyPrice | buyVolume | buyExchange | sellPrice | sellVolume | sellExchange |
| 1-1-2017 | 1 | 1 | exchangeA | 3 | 1 | exchangeC
Ok so I managed to get it thanks to some other questions..
SELECT t1.createdAt, t1.sellPrice, t1.exchangeId AS sellExchange, t2.buyPrice, t2.exchangeId AS buyExchange, t1.sellPrice - t2.buyPrice AS spread,
CASE
WHEN t1.sellVolume < t2.buyVolume THEN t1.sellVolume
ELSE t2.buyVolume
END AS minVolume
FROM
(SELECT a.createdAt, a.sellPrice, a.sellVolume, a.exchangeid, a.quoteId
FROM quotes a
INNER JOIN (
SELECT createdAt, max(sellPrice) AS sellPrice
FROM quotes
GROUP BY createdAt
) b ON a.createdAt = b.createdAt AND a.sellPrice = b.sellPrice)
t1 INNER JOIN
(SELECT a.createdAt, a.buyPrice, a.buyvolume, a.exchangeid, a.quoteId
FROM quotes a
INNER JOIN (
SELECT createdAt, min(buyPrice) AS buyPrice
FROM quotes
GROUP BY createdAt
) b ON a.createdAt = b.createdAt AND a.buyPrice = b.buyPrice)
t2 ON t1.createdAt = t2.createdAt
Will return
createdAt | sellPrice | sellExchange | buyPrice | buyExchange | volume| spread