lzf1/src/main.rs

#![allow(unsafe_code)]

use std::collections::HashMap;
use std::cmp::Ordering;
use std::cmp::min;
use rand::prelude::*;
use rand::rngs::StdRng;
use finum::FiNum;

#[derive(Debug, Clone)]
struct Trader {
    name: String,
    id: i32,    
    balances: HashMap<i32,FiNum>, // 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:FiNum) {
        self.balances.entry(cur).and_modify(|ent| *ent+=delta ).or_insert_with(|| delta);
        }
    fn sub_balance(&mut self, cur:i32, delta:FiNum) {
        self.balances.entry(cur).and_modify(|ent| *ent-=delta );
        }
    fn get_balance(&self, cur:i32) -> FiNum {
        *self.balances.get(&cur).map(|bal| bal).unwrap_or(&FiNum::new(0u64))
        }
    }

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

trait Dumpable {
    fn dump(&self);
    }

impl Dumpable for i32 {
    fn dump(&self) {
        println!("Dump Integer: {}",self);
        }
    }

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

struct Market {
    asset_name2num: HashMap<String,i32>,
    asset_num2name: HashMap<i32,String>,
    asset_count:i32,
    money_supply: HashMap<i32,FiNum>,
    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,
            money_supply: HashMap::new(),
            offers: HashMap::new(),
            traders: Vec::new(),
            trader_name2num: HashMap::new(),
            }
        }
    fn sanity_check(&self) {
        println!("Sanity Checking Market...");
        for (cur,amt) in self.money_supply.iter() {
            println!("Money Supply {}: {}",self.number_to_name(*cur),*amt);
            let mut acc_offers=FiNum::new(0);
            for (ac,pq) in &self.offers { if ac.0==*cur {
                for off in &*pq.v { acc_offers+=off.sell_remain; }
                } }
            let mut acc_traders=FiNum::new(0);
            for t in &self.traders { acc_traders+=t.get_balance(*cur); }
            let acc=acc_offers+acc_traders;
            println!("    {}: Offers {} Traders {} Total {} Should Be {}",self.number_to_name(*cur),acc_offers,acc_traders,acc,*amt);
            }
        }
    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
        }
    // These are the only ways to get money into or out of the market.
    fn add_trader_balance(&mut self, who:i32, cur:i32, delta: FiNum) {
        self.traders[who as usize].add_balance(cur,delta);
        *self.money_supply.get_mut(&cur).unwrap()+=delta;
        }
    fn sub_trader_balance(&mut self, who:i32, cur:i32, delta: FiNum) {
        self.traders[who as usize].sub_balance(cur,delta);
        *self.money_supply.get_mut(&cur).unwrap()-=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.money_supply.insert(self.asset_count,FiNum::new(0));
        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),*bal)
                }
            }
        for (ap,pq) in &self.offers {
            println!("Offers selling {} to buy {}:",self.number_to_name(ap.0),self.number_to_name(ap.1));
            let mut sorted=pq.v.clone();
            sorted.sort_by(|a,b| (a.sell_qty/a.buy_qty).cmp(&(b.sell_qty/b.buy_qty)));
            for off in sorted.iter() {
                println!("    {} @ {} ({})",
                         off.sell_remain,              // off.buy_qty*off.sell_remain/off.sell_qty,
                         off.buy_qty/off.sell_qty,
                         self.traders[off.owner as usize].name);
                }
            pq.dump();
            }
        }
    fn make_offer(&mut self, owner:i32, sell_type:i32, buy_type:i32, sell_qty_initial:FiNum, buy_qty_initial:FiNum) -> bool // Dollars, Bitcoin, 64000, 1
        {
        let initial_balance=self.traders[owner as usize].get_balance(sell_type);
        if initial_balance<sell_qty_initial { return false; }
//        println!("INITIAL_BALANCE {} Selling {} {} to buy {} {}",initial_balance,sell_qty_initial,self.number_to_name(sell_type),buy_qty_initial,self.number_to_name(buy_type));
        let mut buy_qty=buy_qty_initial;
        let ap=(buy_type,sell_type);
        while buy_qty>FiNum::new(0) && self.offers.contains_key(&ap) && self.offers.get(&ap).unwrap().v.len()>0 {
            let elt=&mut self.offers.get_mut(&ap).unwrap().v[0];
            if sell_qty_initial/buy_qty_initial>=elt.buy_qty/elt.sell_qty { // Transact at ask_rate
                let qty=std::cmp::min(elt.sell_remain,buy_qty);
//                println!("Transacting {} at {}/{}, not at {}/{}. Elt.sell_remain is {}",qty,elt.buy_qty,elt.sell_qty,sell_qty_initial,buy_qty_initial,elt.sell_remain);
                elt.sell_remain-=qty;
                buy_qty-=qty;
                let pay_qty=qty*elt.buy_qty/elt.sell_qty; // 1.8499*194623/2.9744
//                println!("qty {} * elt.buy_qty {} / elt.sell_qty {} = pay_qty {} ",qty,elt.buy_qty,elt.sell_qty,pay_qty);
//                println!("qty {} * elt.buy_qty {}                   = pay_qty {} ",qty,elt.buy_qty,             qty*elt.buy_qty);
//                println!("Pay_qty is {}. Buy_qty is now {}. Balance is {}",pay_qty,buy_qty,self.traders[owner as usize].get_balance(sell_type));
                self.traders[owner     as usize].sub_balance(sell_type,pay_qty);
                self.traders[owner     as usize].add_balance(buy_type ,qty); 
                self.traders[elt.owner as usize].add_balance(sell_type,pay_qty);
                if elt.sell_remain==0.into() { self.offers.get_mut(&ap).unwrap().pop(); }
            } else { break; }
            }
        if buy_qty>0.into() {
            let ap=(sell_type,buy_type);
            if let None=self.offers.get_mut(&ap) { self.offers.insert(ap,PQueue::new()); }
            let bids=self.offers.get_mut(&ap).unwrap();
            let sell_qty_remain=sell_qty_initial*buy_qty/buy_qty_initial;
            if sell_qty_remain>0.into() {
                bids.insert(Offer { owner:owner, sell_qty:sell_qty_remain, sell_remain:sell_qty_remain, buy_qty:buy_qty } );
                self.traders[owner as usize].sub_balance(sell_type,sell_qty_remain);
                }
            }
        true
        }
    }

impl PartialOrd for Offer {  
    fn partial_cmp(&self, other:&Self) -> Option<Ordering> {
        let ord0=self .sell_qty/self .buy_qty;
        let ord1=other.sell_qty/other.buy_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 main() {
  let mut rng: StdRng=StdRng::seed_from_u64(13u64);
  let debug_index=100000000;
  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,100000.into());
  m.add_trader_balance(luni ,usd,650000000.into());
  let mut count=0;
  let mut tries=0;
  for i in 1..=10000000 {
      let seller=if rng.gen_bool(0.5) { teppy } else { luni };
      let (buy_type,sell_type,buy_qty,sell_qty):(i32,i32,FiNum,FiNum);
      if rng.gen_bool(0.5) {
          sell_type=btc;
          buy_type=usd;
          sell_qty=rng.gen_range(1..=5).into();
          buy_qty=sell_qty*rng.gen_range(60..=70).into();
      } else {
          sell_type=usd;
          buy_type=btc;
          buy_qty=rng.gen_range(1..=5).into();
          sell_qty=buy_qty*rng.gen_range(60..=70).into();
          }
      let mut success=false;
      if m.make_offer(seller,sell_type,buy_type,sell_qty,buy_qty) { count+=1; success=true; };
//      println!("{} selling {} {} to buy {} {}, {}",seller,sell_qty,m.number_to_name(sell_type),buy_qty,m.number_to_name(buy_type),if success { "success" } else { "failure" });
      if count>=1000000 { break; }
      tries+=1;
      }
  println!("Tries: {} Trades: {}",tries,count);
//  m.dump();
  m.sanity_check();
}