Quanty

A web application for pricing cryptocurrency options and other financial derivatives. Built with Haskell and TypeScript (with Effect) for high-performance quantitative finance calculations with end-to-end type safety and robust error handling.

Overview

Quanty provides an intuitive interface for pricing crypto options using industry-standard models. Start with simple manual parameter input and basic Black-Scholes pricing, then expand to support multiple pricing models, exotic options, real-time market data, and advanced analytics.

• SPEC.md - Technical specification and architecture
• ROADMAP.md - Development roadmap
• AGENTS.md - AI development assistant instructions

See SPEC.md for architecture details and ROADMAP.md for the development plan.

Features

Black-Scholes Calculator

Price European options using the classic Black-Scholes model:

• Interactive calculator with real-time results
• Full Greeks calculation (Delta, Gamma, Vega, Theta, Rho)
• Quick presets for common scenarios (ATM Call, OTM Call, ITM Put)
• Input validation with helpful error messages
• Educational tooltips explaining each parameter and Greek
• Responsive design works on desktop and mobile

API Endpoint: POST /black-scholes

curl -X POST http://localhost:8080/black-scholes \
  -H "Content-Type: application/json" \
  -d '{
    "spot": 111000,
    "strike": 115000,
    "timeToExpiry": { "days": 30 },
    "volatility": 0.45,
    "riskFreeRate": 0.039,
    "kind": "Call"
  }'

Getting Started

Prerequisites

• Nix DeterminateSystems Nix (recommended)

Development Setup

1. Clone the repository:

   git clone [email protected]:0xgleb/quanty.git
   cd quanty
   

2. Enter development environment:

   direnv allow  # or: nix develop --impure
   

   This provides GHC, Stack, Node.js, pnpm, and all necessary tools.

3. Install dependencies:

   stack build --fast            # Backend dependencies
   cd frontend && pnpm install   # Frontend dependencies
   

4. Run the development servers:

   # Terminal 1: Backend API server
   stack run quanty-exe
   
   # Terminal 2: Frontend dev server
   cd frontend && pnpm dev
   

5. Access the application: Open http://localhost:5173 in your browser.

Development Commands

Backend (Haskell)

stack build --fast       # Build the project
stack test --fast        # Run tests
stack exec quanty-exe    # Start API server (after building)

fourmolu --mode inplace <file>.hs  # Format code
hlint <file>.hs          # Lint code

Tip: Use --fast flag during development for faster feedback:

• stack build --fast and stack test --fast skip optimizations
• Use optimized builds only for production

Testing: The project uses hspec with automatic test discovery via hspec-discover:

• Tests live in test/ directory
• Test files must end with Spec.hs and export a spec :: Spec binding
• API endpoint tests use hspec-wai for testing Servant applications
• Run tests with stack test --fast during development

Frontend (TypeScript/Svelte)

All frontend commands must be run from the frontend/ directory:

cd frontend

pnpm dev                 # Start dev server with HMR
pnpm build               # Build for production
pnpm preview             # Preview production build
pnpm test                # Run tests
pnpm lint                # Lint code
pnpm format              # Format code
pnpm generate-client     # Generate TypeScript API client from OpenAPI spec

API Client Generation

The frontend TypeScript API client is automatically generated from the Haskell backend's OpenAPI specification. This ensures type-safe end-to-end communication between frontend and backend.

When to regenerate the client:

• After changing API types in Haskell
• After adding or removing API endpoints
• After modifying request/response structures

Full regeneration workflow:

# 1. Generate OpenAPI spec from Haskell API
stack exec generate-openapi

# 2. Generate TypeScript client from OpenAPI spec
cd frontend && pnpm generate-client

What gets generated:

• frontend/src/lib/api/generated/types.gen.ts - TypeScript types for all API models
• frontend/src/lib/api/generated/sdk.gen.ts - Fully-typed API client functions
• frontend/src/lib/api/client.ts - Configured client wrapper (manual, not generated)

Usage in components:

import { getHealth, getPlaceholder } from "$lib/api/client";
import type { HealthResponse, PlaceholderResponse } from "$lib/api/client";

// Fully typed API calls
const health = await getHealth(); // health: HealthResponse
const data = await getPlaceholder(); // data: PlaceholderResponse

Code Quality

Pre-commit hooks (configured in flake.nix) automatically run on staged files:

• fourmolu: Haskell formatting
• hlint: Haskell linting
• prettier: Frontend formatting
• eslint: Frontend linting
• nixfmt: Nix file formatting

Manual usage:

pre-commit run -a           # Run all hooks on all files
pre-commit run fourmolu     # Run specific hook
pre-commit run --files src/Api.hs  # Run on specific file

Hooks run automatically on git commit. To bypass (not recommended):

git commit --no-verify