Find the min + max value and associated column

Question

So the database table headers are:

Date | buyPrice | sellPrice | buyVolume | sellVolume | exchange

I'm trying to:

1. List item
2. Group by date
3. For each group, find the minimum buy price and the exchange associated to it
4. Find the maximum sellPrice and the exchange associated with it
5. Find the diff between max(sellPrice) - min(buyPrice)

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

Answer 1

I tried a different approach using CTE:

WITH MinMaxPrice AS (
    SELECT 
        createdAt, MIN(buyPrice) AS MinBuyPrice, MAX(sellPrice) AS MaxSellPrice
    FROM quotes
    GROUP BY createdAt
)
SELECT
    MinMaxPrice.createdAt,
    MinMaxPrice.MinBuyPrice,
    qBuy.buyVolume,
    qBuy.exchange AS buyExchange,
    MinMaxPrice.MaxSellPrice,
    qSell.sellVolume,
    qSell.exchange AS sellExchange,
    MinMaxPrice.MinBuyPrice - MinMaxPrice.MaxSellPrice AS spread
FROM MinMaxPrice
INNER JOIN quotes qBuy  ON MinMaxPrice.createdAt = q.createdAt AND MinMaxPrice.MinBuyPrice  = q.buyPrice
INNER JOIN quotes qSell ON MinMaxPrice.createdAt = q.createdAt AND MinMaxPrice.MaxSellPrice = q.sellPrice
;

I don't have PostgreSQL here so I couldn't test it, but I believe it works.

If you encounter any problem, let me know and I will fix it.

Answer 2

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 createdAt | sellPrice | sellExchange | buyPrice | buyExchange | volume| spread