diff --git a/src/main.rs b/src/main.rs index 9c2d91f..2c41935 100644 --- a/src/main.rs +++ b/src/main.rs @@ -16,7 +16,7 @@ trait Dumpable { impl Dumpable for Offer { fn dump(&self) { - println!("Giving {} to get {}",fxp_to_fp(self.sell_qty),fxp_to_fp(self.buy_qty)); + println!("Giving {}/{} to get {}",fxp_to_fp(self.sell_remain),fxp_to_fp(self.sell_qty),fxp_to_fp(self.buy_qty)); } } @@ -67,41 +67,34 @@ impl Market { 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(buy_qty,sell_qty); + let sell_rate=fxp_div(sell_qty,buy_qty); let ap=(buy_type,sell_type); - while sell_qty>0 { + 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 ask_rate=fxp_div(elt.buy_qty,elt.sell_qty); if sell_rate>=ask_rate { // Transact at ask_rate -/* let ask_transact =fxp_mult(elt.sell_remain,fxp_div(elt.sell_price,elt.sell_qty)); // 48000 USD - let sell_transact=sell_qty; - let transact=std::cmp::min(ask_transact,sell_transact); // 48000 USD - println!("Before: elt.sell_remain={} sell_qty={} transact={}",fxp_to_fp(elt.sell_remain),fxp_to_fp(sell_qty),fxp_to_fp(transact)); - elt.sell_remain-=transact; - sell_qty-=transact; - println!("After: elt.sell_remain={} sell_qty={}",elt.sell_remain,sell_qty); - if elt.sell_remain==0 { - println!("Popping asks"); - asks.pop(); - } + 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); + sell_qty-=transact; + if elt.sell_remain==0 { println!("Popping asks"); asks.pop(); } } else { break; } - */ - } - else { break; } - } 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(); -// let sell_price=fxp_div(fxp_mult(sell_price,sell_qty),sell_qty_initial); -// bids.insert(Offer { sell_qty:sell_qty, sell_remain:sell_qty, sell_price:sell_price } ); - } - } - } -} + println!("Inserting new offer with sell_qty {}, buy_qty {}",fxp_to_fp(sell_qty),fxp_to_fp(buy_qty)); + bids.insert(Offer { sell_qty:sell_qty, sell_remain:sell_qty, buy_qty:buy_qty } ); + } + } + } impl PartialOrd for Offer { fn partial_cmp(&self, other:&Self) -> Option { @@ -115,8 +108,8 @@ impl PartialOrd for Offer { impl PartialEq for Offer { fn eq(&self, other:&Self) -> bool { - let ord0=self .sell_price/self .sell_qty; - let ord1=other.sell_price/other.sell_qty; + let ord0=self .sell_qty/self .buy_qty; + let ord1=other.sell_qty/other.buy_qty; ord0==ord1 } } @@ -180,21 +173,43 @@ impl PQueue { } } -fn fxp_mult(n0:u64, n1:u64) ->u64 { (n0>>32)*(n1>>32)+(n0>>32)*(n1&0xFFFFFFFF)+(n0&0xFFFFFFFF)*(n1>>32)+(n0&0xFFFFFFFF)*(n1&0xFFFFFFFF) } +//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 usd=m.register_asset("USD"); let btc=m.register_asset("BTC"); let n=64000u64<<32; - println!("Testing recip: {} {} {}",fxp_to_fp(n),fxp_recip(n),fxp_to_fp(fxp_recip(fxp_recip(n)))); - m.make_offer(btc,usd,fxp_from_int(1),fxp_from_int(1)); + println!("This should be 64000: {} or in raw form {}",fxp_to_fp(n),n); + println!("This should be 1/64000: {} or in raw form {}",fxp_to_fp(fxp_recip(n)),fxp_recip(n)); + println!("This should be 64000: {} or in raw form {}",fxp_to_fp(fxp_recip(fxp_recip(n))),fxp_recip(fxp_recip(n))); + println!("This should be 1: {} or in raw form ",fxp_to_fp(fxp_mult(fxp_recip(fxp_from_int(64000)),fxp_from_int(64000)))); + println!("{}*{}={}",fxp_to_fp(fxp_from_int(3)),fxp_to_fp(fxp_from_int(5)),fxp_to_fp(fxp_mult(fxp_from_int(3),fxp_from_int(5)))); + m.make_offer(btc,usd,fxp_from_int(1),fxp_from_int(60000)); m.dump(); - m.make_offer(usd,btc,fxp_from_int(64000),fxp_from_int(64000)); // Buy 1 BTC for 64000 USD + m.make_offer(usd,btc,fxp_from_int(128000),fxp_from_int(2)); // Buy 1 BTC for 64000 USD m.dump(); }