lzf1/src/main.rs

use std::collections::HashMap;
use std::cmp::Ordering;
use std::cmp::min;
use fixed::types::U32F32;

#[derive(Debug, Clone)]
struct Trader {
    name: String,
    id: i32,    
    balances: HashMap<i32,u64>, // Maps Currency to Amount
    }

impl Trader {
    fn new(name:&str,id:i32) -> Self {
        Trader {
  	    name: String::from(name),
	    id: id,
	    balances: HashMap::new()
	    }
        }
    fn add_balance(&mut self, cur:i32, delta:u64) {
	self.balances.entry(cur).and_modify(|ent| *ent+=delta ).or_insert_with(|| delta);
	}
    fn sub_balance(&mut self, cur:i32, delta:u64) {
	self.balances.entry(cur).and_modify(|ent| *ent-=delta );
	}
    fn get_balance(&self, cur:i32) -> u64 {
        *self.balances.get(&cur).map(|bal| bal).unwrap_or(&0u64)
	}
    }

#[derive(Debug, Clone)]
struct Offer {
    sell_qty: u64,
    sell_remain: u64,
    buy_qty: u64,
    owner: i32,
    }

trait Dumpable {
    fn dump(&self);
    }

impl Dumpable for Offer {
    fn dump(&self) {
        println!("Giving {}/{} to get {}",fxp_to_fp(self.sell_remain),fxp_to_fp(self.sell_qty),fxp_to_fp(self.buy_qty));
        }
    }
  

impl Offer {
    fn dump(self) {
        println!("Remaining: {} Price: {}",self.sell_remain,fxp_to_fp(fxp_div(self.buy_qty,self.sell_qty)));
        }
    }

struct Market {
    asset_name2num: HashMap<String,i32>,
    asset_num2name: HashMap<i32,String>,
    asset_count:i32,
    offers: HashMap<(i32,i32),PQueue<Offer>>,
    traders: Vec<Trader>,
    trader_name2num: HashMap<String,i32>,
    }

impl Market {
    fn new() -> Self {
        Market {
            asset_name2num: HashMap::new(),
            asset_num2name: HashMap::new(),
            asset_count:0,
            offers: HashMap::new(),
	    traders: Vec::new(),
            trader_name2num: HashMap::new(),
            }
        }
    fn register_trader(&mut self, name:&str) -> i32 { // Add error checking for inserting a trader twice
        let rval=self.traders.len() as i32;
        self.trader_name2num.insert(String::from(name),self.traders.len() as i32);
	self.traders.push(Trader::new(name,rval));
	rval
	}
    fn add_trader_balance(&mut self, who:i32, cur:i32, delta: u64) {
        self.traders[who as usize].add_balance(cur,delta);
        }
    fn sub_trader_balance(&mut self, who:i32, cur:i32, delta: u64) {
        self.traders[who as usize].sub_balance(cur,delta);
        }
    fn register_asset(&mut self, name:&str) -> i32 {
        self.asset_count+=1;
        self.asset_name2num.insert(String::from(name),self.asset_count);
        self.asset_num2name.insert(self.asset_count,String::from(name));
        self.asset_count
        }
    fn name_to_number(&self, name:&str) -> i32 {
        *self.asset_name2num.get(name).unwrap()
        }
    fn number_to_name(&self, num:i32) -> &str {
        &*self.asset_num2name.get(&num).unwrap()
        }
    fn dump(&self) {
        println!("Dumping Market:");
        for t in &self.traders {
            println!("    Trader {}: {}",t.id,t.name);
            for (cur,bal) in t.balances.iter() {
                println!("        {}: {}",self.number_to_name(*cur),fxp_to_fp(*bal))
                }
            }
        for (key,value) in &self.offers {
            println!("Offers selling {} to buy {}:",self.number_to_name(key.0),self.number_to_name(key.1));
            value.dump();
            }
        }
    fn make_offer(&mut self, owner:i32, sell_type:i32, buy_type:i32, sell_qty_initial:u64, buy_qty_initial:u64) // Dollars, Bitcoin, 64000, 1
        {  // Comments assume someone is already selling 1 Bitcoin for 48000 USD (Bitcoin, Dollars, 1, 48000). Then someone comes along and bids $64000 for 1 Bitcoin (sells 64000 USD to buy 1 Bitcoin.
        let mut t0=&mut self.traders[owner as usize];
        t0.sub_balance(sell_type,sell_qty_initial);
        println!("Making offer to sell {} {} and get {} {}",fxp_to_fp(sell_qty_initial),self.number_to_name(sell_type),fxp_to_fp(buy_qty_initial),self.number_to_name(buy_type));
        let mut sell_qty=sell_qty_initial;      // 64000 Dollars
        let mut buy_qty=buy_qty_initial;        //     1 Bitcoin
        let sell_rate=fxp_div(sell_qty,buy_qty);
        let ap=(buy_type,sell_type);
	let mut lc=3;
        while sell_qty>0 && lc>0 {
            if let Some(asks)=self.offers.get_mut(&ap) {
                if asks.v.len()>0 {
                    let elt=&mut asks.v[0];
                    let t1=&mut self.traders[elt.owner as usize];
                    let ask_rate=fxp_div(elt.buy_qty,elt.sell_qty);
		    let elt_buy_remain=fxp_mult(elt.buy_qty,fxp_div(elt.sell_remain,elt.sell_qty));
                    if sell_rate>=ask_rate { // Transact at ask_rate
			// Can we eat the entire ask?
			if buy_qty>=elt.sell_remain {
			    sell_qty-=fxp_mult(sell_qty,fxp_div(elt.sell_remain,buy_qty_initial));
			    buy_qty-=elt.sell_remain;
                            t1.add_balance(sell_type,elt_buy_remain);
			    asks.pop();
			} else if elt_buy_remain>=sell_qty { // Can we eat the rest of the offer?
			    elt.sell_remain-=buy_qty;
                            t1.add_balance(sell_type,sell_qty);
			    sell_qty=0;
			    buy_qty=0;
			} else {
			    let transact=std::cmp::min(sell_qty,fxp_mult(elt.buy_qty,fxp_div(elt.sell_remain,elt.sell_qty)));
			    elt.sell_remain-=fxp_div(transact,ask_rate);
			    buy_qty-=fxp_div(transact,ask_rate);
                            let mut sell_delta=fxp_mult(transact,fxp_div(sell_rate,ask_rate));
                            t1.add_balance(sell_type,sell_delta);
			    sell_qty-=sell_delta;
			    if elt.sell_remain==0 { println!("Popping asks"); asks.pop(); }
		            } 
		        } else { break; }
		    } else { break; }
	        } else { break; }
	    lc-=1;
	    }
        if sell_qty>0 {
            let ap=(sell_type,buy_type);
            if let None=self.offers.get_mut(&ap) { self.offers.insert(ap,PQueue::new()); }
            let mut bids=self.offers.get_mut(&ap).unwrap();
	    println!("Inserting new offer with sell_qty {}, buy_qty {}",fxp_to_fp(sell_qty),fxp_to_fp(buy_qty));
            bids.insert(Offer { owner:owner, sell_qty:sell_qty, sell_remain:sell_qty, buy_qty:buy_qty } );
	    }
        }
    }

impl PartialOrd for Offer {  
    fn partial_cmp(&self, other:&Self) -> Option<Ordering> {
        let ord0=self .sell_qty/self .buy_qty;
        let ord1=other.buy_qty /other.sell_qty;
        if      ord0<ord1 { Some(Ordering::Less) }
        else if ord0>ord1 { Some(Ordering::Greater) }
        else              { Some(Ordering::Equal) }
        }
    }

impl PartialEq for Offer {
    fn eq(&self, other:&Self) -> bool {
        let ord0=self .sell_qty/self .buy_qty;
        let ord1=other.sell_qty/other.buy_qty;
        ord0==ord1
        }
    }


struct PQueue<T: Dumpable> {
  v: Vec<T>,
  }

impl<T: Dumpable + std::cmp::PartialOrd + std::fmt::Debug> PQueue<T> {
    fn new()->Self {
        PQueue {
            v: Vec::new()
            }
        }
    fn peek(&self) -> &T {
        &self.v[0]
        }
    fn bubble_up(&mut self, pos: usize) {
        if pos>0 {
            let parent=(pos-1)/2;
            if self.v[parent]<self.v[pos] {
                self.v.swap(parent,pos);
                self.bubble_up(parent);
                }
            }
        }
    fn trickle_down(&mut self, pos: usize) {
        let mut pivot=pos;
        let child0=pos*2+1;
        let child1=pos*2+2;
        if child0<self.v.len() {
            if self.v[pos]<self.v[child0] { pivot=child0; }
            if child1<self.v.len() {
                if self.v[pivot]<self.v[child1] { pivot=child1; }
                }
            if pivot!=pos {
                self.v.swap(pivot,pos);
                self.trickle_down(pivot);
                }
            }
        }
    fn insert(&mut self, item: T) {
        self.v.push(item);
        self.bubble_up(self.v.len()-1);
        }
    fn pop(&mut self) -> Option<T> {
        if self.v.len()==0 { None }
        else {
            let end=self.v.len()-1;
            self.v.swap(0,end);
            let rval=self.v.pop();
            self.trickle_down(0);
            rval
            }
        }
    fn dump(&self) {
        for index in 0..self.v.len() {
            self.v[index].dump();
            }
        }
    }

//fn fxp_mult(n0:u64, n1:u64) ->u64 { (((n0>>32)*(n1>>32))<<64)+(((n0>>32)*(n1&0xFFFFFFFF))<<32)+(((n0&0xFFFFFFFF)*(n1>>32))<<32)+(n0&0xFFFFFFFF)*(n1&0xFFFFFFFF) }
fn fxp_div(n0:u64, n1:u64) -> u64 { fxp_mult(n0,fxp_recip(n1)) }
fn fxp_from_int(n:u32) -> u64 { (n as u64)<<32 }
fn fxp_recip(n:u64) -> u64 { 0xFFFFFFFFFFFFFFFFu64/n }
fn fxp_to_fp(n:u64) -> f64 { (n as f64)/(1u64<<32) as f64 }
fn fxp_mult(a: u64, b: u64) -> u64 {
    let a_high = a >> 32;
    let a_low = a & 0xFFFFFFFF;
    let b_high = b >> 32;
    let b_low = b & 0xFFFFFFFF;

    let high_high = a_high * b_high;
    let high_low = a_high * b_low;
    let low_high = a_low * b_high;
    let low_low = a_low * b_low;

    let mid_term = high_low + low_high;
    let carry = mid_term >> 32;

    let result_high = high_high + carry;
    let result_low = (mid_term << 32) + low_low;

    (result_high << 32) | (result_low >> 32)
}

fn main() {
  let mut m=Market::new(); // USD type is 1, EUR type is 2, BTC type is 10, ETH type is 11, SOL type is 12
  let teppy=m.register_trader("Teppy");  
  let luni =m.register_trader("Luni");
  let usd  =m.register_asset("USD");
  let btc  =m.register_asset("BTC");
  m.add_trader_balance(teppy,btc,fxp_from_int(5));
  m.add_trader_balance(luni ,usd,fxp_from_int(300000));
  m.dump();
  m.make_offer(teppy,btc,usd,fxp_from_int(1),fxp_from_int(60000));
  m.dump();
  m.make_offer(luni ,usd,btc,fxp_from_int(128000),fxp_from_int(2)); // Buy 1 BTC for 64000 USD
  m.dump();
}