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lzf1/src/main.rs

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Rust
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#![allow(unsafe_code)]
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use std::env;
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use std::collections::HashMap;
use std::cmp::Ordering;
use std::cmp::min;
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use std::rc::Rc;
use std::ops::DerefMut;
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use std::cell::RefCell;
use rand::prelude::*;
use rand::rngs::StdRng;
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use finum::FiNum;
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#[derive(Debug, Clone)]
struct Trader {
name: String,
id: i32,
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balances: HashMap<i32,FiNum>, // Maps Currency to Amount
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}
impl Trader {
fn new(name:&str,id:i32) -> Self {
Trader {
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name: String::from(name),
id: id,
balances: HashMap::new()
}
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}
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fn add_balance(&mut self, cur:i32, delta:FiNum) {
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self.balances.entry(cur).and_modify(|ent| *ent+=delta ).or_insert_with(|| delta);
}
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fn sub_balance(&mut self, cur:i32, delta:FiNum) {
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self.balances.entry(cur).and_modify(|ent| *ent-=delta );
}
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fn get_balance(&self, cur:i32) -> FiNum {
*self.balances.get(&cur).map(|bal| bal).unwrap_or(&FiNum::new(0u64))
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}
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}
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#[derive(Debug, Clone)]
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struct Order {
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sell_qty: FiNum,
sell_remain: FiNum,
buy_qty: FiNum,
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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.
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owner: i32,
}
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trait Dumpable {
fn dump(&self);
}
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impl Dumpable for i32 {
fn dump(&self) {
println!("Dump Integer: {}",self);
}
}
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impl Dumpable for Rc<RefCell<Order>> {
fn dump(&self) {
}
}
impl Dumpable for Order {
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fn dump(&self) {
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println!("Giving {}/{} to get {}",self.sell_remain,self.sell_qty,self.buy_qty);
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}
}
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struct Market {
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asset_name2num: HashMap<String,i32>,
asset_num2name: HashMap<i32,String>,
asset_count:i32,
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money_supply: HashMap<i32,FiNum>,
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traders: Vec<Trader>,
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trader_name2num: HashMap<String,i32>,
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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
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}
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impl Market {
fn new() -> Self {
Market {
asset_name2num: HashMap::new(),
asset_num2name: HashMap::new(),
asset_count:0,
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money_supply: HashMap::new(),
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orders: HashMap::new(),
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royalties: HashMap::new(),
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traders: Vec::new(),
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trader_name2num: HashMap::new(),
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}
}
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fn distribute_royalty(&self, amount:FiNum) {
}
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fn sanity_check(&self) {
println!("Sanity Checking Market...");
for (cur,amt) in self.money_supply.iter() {
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println!("Money Supply {}: {}",self.number_to_name(*cur),*amt);
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let mut acc_orders=FiNum::new(0);
for (ac,pq) in &self.orders { if ac.0==*cur {
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for off in &*pq.v { acc_orders+=off.borrow().sell_remain; }
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} }
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let mut acc_traders=FiNum::new(0);
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for t in &self.traders { acc_traders+=t.get_balance(*cur); }
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let acc=acc_orders+acc_traders;
println!(" {}: Orders {} Traders {} Total {} Should Be {}",self.number_to_name(*cur),acc_orders,acc_traders,acc,*amt);
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}
}
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fn register_trader(&mut self, name:&str) -> i32 { // Add error checking for inserting a trader twice
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let rval=self.traders.len() as i32;
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self.trader_name2num.insert(String::from(name),self.traders.len() as i32);
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self.traders.push(Trader::new(name,rval));
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rval
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}
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// These are the only ways to get money into or out of the market.
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fn add_trader_balance(&mut self, who:i32, cur:i32, delta: FiNum) {
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self.traders[who as usize].add_balance(cur,delta);
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*self.money_supply.get_mut(&cur).unwrap()+=delta;
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}
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fn sub_trader_balance(&mut self, who:i32, cur:i32, delta: FiNum) {
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self.traders[who as usize].sub_balance(cur,delta);
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*self.money_supply.get_mut(&cur).unwrap()-=delta;
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}
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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));
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self.money_supply.insert(self.asset_count,FiNum::new(0));
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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:");
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for t in &self.traders {
println!(" Trader {}: {}",t.id,t.name);
for (cur,bal) in t.balances.iter() {
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println!(" {}: {}",self.number_to_name(*cur),*bal)
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}
}
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for (ap,pq) in &self.orders {
println!("Orders selling {} to buy {}:",self.number_to_name(ap.0),self.number_to_name(ap.1));
let mut sorted=pq.v.clone();
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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)) });
for off in sorted.iter() {
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let off=off.borrow();
println!(" {} @ {} ({})",
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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);
}
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pq.dump();
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}
}
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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
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{
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let initial_balance=self.traders[owner as usize].get_balance(sell_type);
if initial_balance<sell_qty_initial { return false; }
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let mut buy_qty=buy_qty_initial;
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let ap=(buy_type,sell_type);
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while buy_qty>FiNum::new(0) && self.orders.contains_key(&ap) && self.orders.get(&ap).unwrap().v.len()>0 {
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let mut elt=(*(self.orders.get(&ap).unwrap().v[0].borrow())).clone();
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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;
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let pay_qty=qty*elt.buy_qty/elt.sell_qty; // 1.8499*194623/2.9744
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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);
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if elt.sell_remain==0.into() { self.orders.get_mut(&ap).unwrap().pop(); }
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else { self.orders.get(&ap).unwrap().v[0].borrow_mut().sell_remain-=qty; }
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} else { break; }
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}
if buy_qty>0.into() {
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let ap=(sell_type,buy_type);
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if let None=self.orders.get_mut(&ap) { self.orders.insert(ap,PQueue::new()); }
let bids=self.orders.get_mut(&ap).unwrap();
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let sell_qty_remain=sell_qty_initial*buy_qty/buy_qty_initial;
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if sell_qty_remain>0.into() {
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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);
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self.traders[owner as usize].sub_balance(sell_type,sell_qty_remain);
}
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}
true
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}
}
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impl PartialOrd for Order {
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fn partial_cmp(&self, other:&Self) -> Option<Ordering> {
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let ord0=self .sell_qty/self .buy_qty;
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let ord1=other.sell_qty/other.buy_qty;
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if ord0<ord1 { Some(Ordering::Less) }
else if ord0>ord1 { Some(Ordering::Greater) }
else { Some(Ordering::Equal) }
}
}
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impl PartialEq for Order {
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fn eq(&self, other:&Self) -> bool {
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let ord0=self .sell_qty/self .buy_qty;
let ord1=other.sell_qty/other.buy_qty;
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ord0==ord1
}
}
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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;
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if self.v[parent]<self.v[pos] {
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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() {
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if self.v[pos]<self.v[child0] { pivot=child0; }
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if child1<self.v.len() {
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if self.v[pivot]<self.v[child1] { pivot=child1; }
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}
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();
}
}
}
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impl Market {
fn exercise(&mut self) {
let mut rng: StdRng=StdRng::seed_from_u64(13u64);
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;
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for _i in 1..=10000000 {
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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();
}
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let mut _success=false;
if self.make_order(seller,sell_type,buy_type,sell_qty,buy_qty) { count+=1; _success=true; };
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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
}
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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 }
}
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fn tree_stuff() {
for i in (0..=60).step_by(1) {
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println!("Index {} Forefather {} Parent {}",i,wt_forefather(i),wt_parent(i));
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}
}
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fn main() {
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let args: Vec<String> = env::args().collect();
let mode=if args.len()<=1 { "--exercise" } else { args[1].as_str() };
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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
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match mode {
"--exercise" => m.exercise(),
"--treestuff" => tree_stuff(),
_ => println!("Unknown mode: {}",mode),
}
}