2024-05-21 17:55:05 -04:00
#![ allow(unsafe_code) ]
2024-05-26 08:19:55 -04:00
use std ::env ;
2024-05-09 09:52:52 -10:00
use std ::collections ::HashMap ;
use std ::cmp ::Ordering ;
use std ::cmp ::min ;
2024-05-26 08:19:55 -04:00
use std ::rc ::Rc ;
use std ::ops ::DerefMut ;
2024-05-26 20:37:08 -04:00
use std ::cell ::RefCell ;
2024-05-19 09:47:40 -04:00
use rand ::prelude ::* ;
use rand ::rngs ::StdRng ;
2024-05-18 14:28:12 -04:00
use finum ::FiNum ;
2024-05-09 09:52:52 -10:00
2024-05-15 06:59:09 -04:00
#[ derive(Debug, Clone) ]
struct Trader {
name : String ,
id : i32 ,
2024-05-18 14:28:12 -04:00
balances : HashMap < i32 , FiNum > , // Maps Currency to Amount
2024-05-15 06:59:09 -04:00
}
impl Trader {
fn new ( name :& str , id :i32 ) -> Self {
Trader {
2024-05-18 23:59:58 -04:00
name : String ::from ( name ) ,
id : id ,
balances : HashMap ::new ( )
}
2024-05-15 06:59:09 -04:00
}
2024-05-18 14:28:12 -04:00
fn add_balance ( & mut self , cur :i32 , delta :FiNum ) {
2024-05-18 23:59:58 -04:00
self . balances . entry ( cur ) . and_modify ( | ent | * ent + = delta ) . or_insert_with ( | | delta ) ;
}
2024-05-18 14:28:12 -04:00
fn sub_balance ( & mut self , cur :i32 , delta :FiNum ) {
2024-05-18 23:59:58 -04:00
self . balances . entry ( cur ) . and_modify ( | ent | * ent - = delta ) ;
}
2024-05-18 14:28:12 -04:00
fn get_balance ( & self , cur :i32 ) -> FiNum {
* self . balances . get ( & cur ) . map ( | bal | bal ) . unwrap_or ( & FiNum ::new ( 0 u64 ) )
2024-05-18 23:59:58 -04:00
}
2024-05-15 06:59:09 -04:00
}
2024-05-09 09:52:52 -10:00
#[ derive(Debug, Clone) ]
2024-05-26 08:19:55 -04:00
struct Order {
2024-05-18 14:28:12 -04:00
sell_qty : FiNum ,
sell_remain : FiNum ,
buy_qty : FiNum ,
2024-05-27 15:11:35 -04:00
royalty_acc : FiNum , // Buy type. In the royalty tree, for this node and those to the left
royalty_cap : FiNum , // In the royalty tree, just for this node.
2024-05-15 06:59:09 -04:00
owner : i32 ,
}
2024-05-09 09:52:52 -10:00
trait Dumpable {
fn dump ( & self ) ;
}
2024-05-20 11:00:45 -04:00
impl Dumpable for i32 {
fn dump ( & self ) {
println! ( " Dump Integer: {} " , self ) ;
}
}
2024-05-26 08:19:55 -04:00
impl Dumpable for Rc < RefCell < Order > > {
fn dump ( & self ) {
}
}
impl Dumpable for Order {
2024-05-09 09:52:52 -10:00
fn dump ( & self ) {
2024-05-18 14:28:12 -04:00
println! ( " Giving {} / {} to get {} " , self . sell_remain , self . sell_qty , self . buy_qty ) ;
2024-05-09 09:52:52 -10:00
}
}
2024-05-26 08:19:55 -04:00
2024-05-09 09:52:52 -10:00
struct Market {
2024-05-15 06:59:09 -04:00
asset_name2num : HashMap < String , i32 > ,
asset_num2name : HashMap < i32 , String > ,
asset_count :i32 ,
2024-05-18 14:28:12 -04:00
money_supply : HashMap < i32 , FiNum > ,
2024-05-15 06:59:09 -04:00
traders : Vec < Trader > ,
2024-05-16 15:50:37 -04:00
trader_name2num : HashMap < String , i32 > ,
2024-05-26 20:37:08 -04:00
orders : HashMap < ( i32 , i32 ) , PQueue < Rc < RefCell < Order > > > > ,
royalties : HashMap < i32 , Vec < Rc < RefCell < Order > > > > , // Active orders that are accepting asset X. They receive royalties when someone makes an order to sell X
2024-05-15 06:59:09 -04:00
}
2024-05-09 09:52:52 -10:00
impl Market {
fn new ( ) -> Self {
Market {
asset_name2num : HashMap ::new ( ) ,
asset_num2name : HashMap ::new ( ) ,
asset_count :0 ,
2024-05-16 17:11:09 -04:00
money_supply : HashMap ::new ( ) ,
2024-05-26 08:19:55 -04:00
orders : HashMap ::new ( ) ,
2024-05-26 20:37:08 -04:00
royalties : HashMap ::new ( ) ,
2024-05-18 23:59:58 -04:00
traders : Vec ::new ( ) ,
2024-05-16 15:50:37 -04:00
trader_name2num : HashMap ::new ( ) ,
2024-05-09 09:52:52 -10:00
}
}
2024-05-26 20:37:08 -04:00
fn distribute_royalty ( & self , amount :FiNum ) {
}
2024-05-16 17:11:09 -04:00
fn sanity_check ( & self ) {
println! ( " Sanity Checking Market... " ) ;
for ( cur , amt ) in self . money_supply . iter ( ) {
2024-05-18 14:28:12 -04:00
println! ( " Money Supply {} : {} " , self . number_to_name ( * cur ) , * amt ) ;
2024-05-26 08:19:55 -04:00
let mut acc_orders = FiNum ::new ( 0 ) ;
for ( ac , pq ) in & self . orders { if ac . 0 = = * cur {
2024-05-26 20:37:08 -04:00
for off in & * pq . v { acc_orders + = off . borrow ( ) . sell_remain ; }
2024-05-16 17:11:09 -04:00
} }
2024-05-18 14:28:12 -04:00
let mut acc_traders = FiNum ::new ( 0 ) ;
2024-05-16 17:11:09 -04:00
for t in & self . traders { acc_traders + = t . get_balance ( * cur ) ; }
2024-05-26 08:19:55 -04:00
let acc = acc_orders + acc_traders ;
println! ( " {} : Orders {} Traders {} Total {} Should Be {} " , self . number_to_name ( * cur ) , acc_orders , acc_traders , acc , * amt ) ;
2024-05-16 17:11:09 -04:00
}
}
2024-05-16 15:50:37 -04:00
fn register_trader ( & mut self , name :& str ) -> i32 { // Add error checking for inserting a trader twice
2024-05-16 10:30:09 -04:00
let rval = self . traders . len ( ) as i32 ;
2024-05-16 15:50:37 -04:00
self . trader_name2num . insert ( String ::from ( name ) , self . traders . len ( ) as i32 ) ;
2024-05-18 23:59:58 -04:00
self . traders . push ( Trader ::new ( name , rval ) ) ;
2024-05-16 17:11:09 -04:00
rval
2024-05-18 23:59:58 -04:00
}
2024-05-16 17:11:09 -04:00
// These are the only ways to get money into or out of the market.
2024-05-18 14:28:12 -04:00
fn add_trader_balance ( & mut self , who :i32 , cur :i32 , delta : FiNum ) {
2024-05-16 15:50:37 -04:00
self . traders [ who as usize ] . add_balance ( cur , delta ) ;
2024-05-16 17:11:09 -04:00
* self . money_supply . get_mut ( & cur ) . unwrap ( ) + = delta ;
2024-05-16 15:50:37 -04:00
}
2024-05-18 14:28:12 -04:00
fn sub_trader_balance ( & mut self , who :i32 , cur :i32 , delta : FiNum ) {
2024-05-16 15:50:37 -04:00
self . traders [ who as usize ] . sub_balance ( cur , delta ) ;
2024-05-16 17:11:09 -04:00
* self . money_supply . get_mut ( & cur ) . unwrap ( ) - = delta ;
2024-05-16 15:50:37 -04:00
}
2024-05-09 09:52:52 -10:00
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 ) ) ;
2024-05-18 14:28:12 -04:00
self . money_supply . insert ( self . asset_count , FiNum ::new ( 0 ) ) ;
2024-05-09 09:52:52 -10:00
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: " ) ;
2024-05-16 15:50:37 -04:00
for t in & self . traders {
println! ( " Trader {} : {} " , t . id , t . name ) ;
for ( cur , bal ) in t . balances . iter ( ) {
2024-05-18 14:28:12 -04:00
println! ( " {} : {} " , self . number_to_name ( * cur ) , * bal )
2024-05-16 15:50:37 -04:00
}
}
2024-05-26 08:19:55 -04:00
for ( ap , pq ) in & self . orders {
println! ( " Orders selling {} to buy {} : " , self . number_to_name ( ap . 0 ) , self . number_to_name ( ap . 1 ) ) ;
2024-05-19 09:47:40 -04:00
let mut sorted = pq . v . clone ( ) ;
2024-05-26 20:37:08 -04:00
sorted . sort_by ( | a , b | { let a = a . borrow ( ) ; let b = b . borrow ( ) ; ( a . sell_qty / a . buy_qty ) . cmp ( & ( b . sell_qty / b . buy_qty ) ) } ) ;
2024-05-19 09:47:40 -04:00
for off in sorted . iter ( ) {
2024-05-26 20:37:08 -04:00
let off = off . borrow ( ) ;
2024-05-19 09:47:40 -04:00
println! ( " {} @ {} ( {} ) " ,
2024-05-20 11:00:45 -04:00
off . sell_remain , // off.buy_qty*off.sell_remain/off.sell_qty,
off . buy_qty / off . sell_qty ,
2024-05-19 09:47:40 -04:00
self . traders [ off . owner as usize ] . name ) ;
}
2024-05-20 11:00:45 -04:00
pq . dump ( ) ;
2024-05-09 09:52:52 -10:00
}
}
2024-05-26 08:19:55 -04:00
fn make_order ( & mut self , owner :i32 , sell_type :i32 , buy_type :i32 , sell_qty_initial :FiNum , buy_qty_initial :FiNum ) -> bool // Dollars, Bitcoin, 64000, 1
2024-05-18 23:59:58 -04:00
{
2024-05-21 17:55:05 -04:00
let initial_balance = self . traders [ owner as usize ] . get_balance ( sell_type ) ;
if initial_balance < sell_qty_initial { return false ; }
2024-05-18 23:59:58 -04:00
let mut buy_qty = buy_qty_initial ;
2024-05-09 09:52:52 -10:00
let ap = ( buy_type , sell_type ) ;
2024-05-26 08:19:55 -04:00
while buy_qty > FiNum ::new ( 0 ) & & self . orders . contains_key ( & ap ) & & self . orders . get ( & ap ) . unwrap ( ) . v . len ( ) > 0 {
2024-05-26 20:37:08 -04:00
let mut elt = ( * ( self . orders . get ( & ap ) . unwrap ( ) . v [ 0 ] . borrow ( ) ) ) . clone ( ) ;
2024-05-18 23:59:58 -04:00
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 ) ;
elt . sell_remain - = qty ;
buy_qty - = qty ;
2024-05-21 17:55:05 -04:00
let pay_qty = qty * elt . buy_qty / elt . sell_qty ; // 1.8499*194623/2.9744
2024-05-18 23:59:58 -04:00
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 ) ;
2024-05-26 08:19:55 -04:00
if elt . sell_remain = = 0. into ( ) { self . orders . get_mut ( & ap ) . unwrap ( ) . pop ( ) ; }
2024-05-26 20:37:08 -04:00
else { self . orders . get ( & ap ) . unwrap ( ) . v [ 0 ] . borrow_mut ( ) . sell_remain - = qty ; }
2024-05-19 11:24:59 -04:00
} else { break ; }
2024-05-18 23:59:58 -04:00
}
if buy_qty > 0. into ( ) {
2024-05-09 09:52:52 -10:00
let ap = ( sell_type , buy_type ) ;
2024-05-26 08:19:55 -04:00
if let None = self . orders . get_mut ( & ap ) { self . orders . insert ( ap , PQueue ::new ( ) ) ; }
let bids = self . orders . get_mut ( & ap ) . unwrap ( ) ;
2024-05-18 23:59:58 -04:00
let sell_qty_remain = sell_qty_initial * buy_qty / buy_qty_initial ;
2024-05-19 11:24:59 -04:00
if sell_qty_remain > 0. into ( ) {
2024-05-26 20:37:08 -04:00
let neworder = Rc ::new ( RefCell ::new ( Order { owner :owner , sell_qty :sell_qty_remain , sell_remain :sell_qty_remain , buy_qty :buy_qty } ) ) ;
bids . insert ( neworder ) ;
2024-05-19 11:24:59 -04:00
self . traders [ owner as usize ] . sub_balance ( sell_type , sell_qty_remain ) ;
}
2024-05-18 23:59:58 -04:00
}
true
2024-05-13 12:03:03 -04:00
}
}
2024-05-09 09:52:52 -10:00
2024-05-26 08:19:55 -04:00
impl PartialOrd for Order {
2024-05-09 09:52:52 -10:00
fn partial_cmp ( & self , other :& Self ) -> Option < Ordering > {
2024-05-09 12:08:26 -10:00
let ord0 = self . sell_qty / self . buy_qty ;
2024-05-20 11:00:45 -04:00
let ord1 = other . sell_qty / other . buy_qty ;
2024-05-09 09:52:52 -10:00
if ord0 < ord1 { Some ( Ordering ::Less ) }
else if ord0 > ord1 { Some ( Ordering ::Greater ) }
else { Some ( Ordering ::Equal ) }
}
}
2024-05-26 08:19:55 -04:00
impl PartialEq for Order {
2024-05-09 09:52:52 -10:00
fn eq ( & self , other :& Self ) -> bool {
2024-05-13 12:03:03 -04:00
let ord0 = self . sell_qty / self . buy_qty ;
let ord1 = other . sell_qty / other . buy_qty ;
2024-05-09 09:52:52 -10:00
ord0 = = ord1
}
}
2024-05-09 12:08:26 -10:00
2024-05-09 09:52:52 -10:00
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 ;
2024-05-20 11:00:45 -04:00
if self . v [ parent ] < self . v [ pos ] {
2024-05-09 09:52:52 -10:00
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 ( ) {
2024-05-20 11:00:45 -04:00
if self . v [ pos ] < self . v [ child0 ] { pivot = child0 ; }
2024-05-09 09:52:52 -10:00
if child1 < self . v . len ( ) {
2024-05-20 11:00:45 -04:00
if self . v [ pivot ] < self . v [ child1 ] { pivot = child1 ; }
2024-05-09 09:52:52 -10:00
}
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 ( ) ;
}
}
}
2024-05-26 08:19:55 -04:00
impl Market {
fn exercise ( & mut self ) {
let mut rng : StdRng = StdRng ::seed_from_u64 ( 13 u64 ) ;
let teppy = self . register_trader ( " Teppy " ) ;
let luni = self . register_trader ( " Luni " ) ;
let usd = self . register_asset ( " USD " ) ;
let btc = self . register_asset ( " BTC " ) ;
self . add_trader_balance ( teppy , btc , 100000. into ( ) ) ;
self . add_trader_balance ( luni , usd , 650000000. into ( ) ) ;
let mut count = 0 ;
let mut tries = 0 ;
2024-05-26 20:37:08 -04:00
for _i in 1 ..= 10000000 {
2024-05-26 08:19:55 -04:00
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 ( ) ;
}
2024-05-26 20:37:08 -04:00
let mut _success = false ;
if self . make_order ( seller , sell_type , buy_type , sell_qty , buy_qty ) { count + = 1 ; _success = true ; } ;
2024-05-26 08:19:55 -04:00
if count > = 1000000 { break ; }
tries + = 1 ;
}
println! ( " Tries: {} Trades: {} " , tries , count ) ;
self . sanity_check ( ) ;
}
}
fn wt_level ( index :u64 ) -> u32 {
( index ^ ( index + 1 ) ) . trailing_ones ( ) - 1
}
fn wt_left ( index :u64 ) -> Option < u64 > {
let level = wt_level ( index ) ;
if level > 0 { Some ( index - ( 1 < < ( wt_level ( index ) - 1 ) ) ) } else { None }
}
fn wt_right ( index :u64 ) -> Option < u64 > {
let level = wt_level ( index ) ;
if level > 0 { Some ( index + ( 1 < < ( wt_level ( index ) - 1 ) ) ) } else { None }
}
fn wt_parent ( index :u64 ) -> u64 {
let lev = wt_level ( index ) ;
let first_in_row = index % ( 1 < < lev ) ;
let skip = 2 < < lev ;
let nth_in_row = ( index - first_in_row ) / skip ;
let first_in_parent_row = ( 2 < < lev ) - 1 ;
let skip_in_parent_row = 4 < < lev ;
let nth_in_parent_row = nth_in_row > > 1 ;
first_in_parent_row + nth_in_parent_row * skip_in_parent_row
}
2024-05-13 12:03:03 -04:00
2024-05-26 20:37:08 -04:00
fn wt_forefather ( max_index :u64 ) -> u64 {
let mut rval = max_index ;
rval = rval | ( rval > > 1 ) ;
rval = rval | ( rval > > 2 ) ;
rval = rval | ( rval > > 4 ) ;
rval = rval | ( rval > > 8 ) ;
rval = rval | ( rval > > 16 ) ;
rval = rval | ( rval > > 32 ) ;
if rval > max_index { wt_left ( rval ) . unwrap ( ) } else { rval }
}
2024-05-26 08:19:55 -04:00
fn tree_stuff ( ) {
for i in ( 0 ..= 60 ) . step_by ( 1 ) {
2024-05-26 20:37:08 -04:00
println! ( " Index {} Forefather {} Parent {} " , i , wt_forefather ( i ) , wt_parent ( i ) ) ;
2024-05-26 08:19:55 -04:00
}
}
2024-05-13 12:03:03 -04:00
2024-05-09 09:52:52 -10:00
fn main ( ) {
2024-05-26 08:19:55 -04:00
let args : Vec < String > = env ::args ( ) . collect ( ) ;
let mode = if args . len ( ) < = 1 { " --exercise " } else { args [ 1 ] . as_str ( ) } ;
2024-05-26 20:37:08 -04:00
let mut m = Market ::new ( ) ; // USD type is 1, EUR type is 2, BTC type is 10, ETH type is 11, zKN6FBdD SOL type is 12
2024-05-26 08:19:55 -04:00
match mode {
" --exercise " = > m . exercise ( ) ,
" --treestuff " = > tree_stuff ( ) ,
_ = > println! ( " Unknown mode: {} " , mode ) ,
}
}