This commit is contained in:
2024-05-30 22:22:02 -04:00
parent d7e25a5ed3
commit 2c953e4416

View File

@@ -1,10 +1,20 @@
//
// When inserting a new Order into the royalties tree, we must make sure the existing
// royalties don't get shared with that new node. To do this, we must "shave" down
// the tree, pushing royalties from the root down to all nodes to the left of the
// new node.
//
// Case to think about:
// Selling 140000 USD to buy 2 BTC. Weight is ===140k USD
// Selling 50000 GBP to buy 1 BTC. Weight is === 50k GBP
//
#![allow(unsafe_code)] #![allow(unsafe_code)]
#![allow(unused_variables)]
#![allow(dead_code)]
use std::env; use std::env;
use std::collections::HashMap; use std::collections::HashMap;
use std::cmp::Ordering; use std::cmp::Ordering;
use std::cmp::min;
use std::rc::Rc; use std::rc::Rc;
use std::ops::DerefMut;
use std::cell::RefCell; use std::cell::RefCell;
use rand::prelude::*; use rand::prelude::*;
use rand::rngs::StdRng; use rand::rngs::StdRng;
@@ -13,25 +23,25 @@ use finum::FiNum;
#[derive(Debug, Clone)] #[derive(Debug, Clone)]
struct Trader { struct Trader {
name: String, name: String,
id: i32, id: usize,
balances: HashMap<i32,FiNum>, // Maps Currency to Amount balances: HashMap<usize,FiNum>, // Maps Currency to Amount
} }
impl Trader { impl Trader {
fn new(name:&str,id:i32) -> Self { fn new(name:&str,id:usize) -> Self {
Trader { Trader {
name: String::from(name), name: String::from(name),
id: id, id: id,
balances: HashMap::new() balances: HashMap::new()
} }
} }
fn add_balance(&mut self, cur:i32, delta:FiNum) { fn add_balance(&mut self, cur:usize, delta:FiNum) {
self.balances.entry(cur).and_modify(|ent| *ent+=delta ).or_insert_with(|| delta); self.balances.entry(cur).and_modify(|ent| *ent+=delta ).or_insert_with(|| delta);
} }
fn sub_balance(&mut self, cur:i32, delta:FiNum) { fn sub_balance(&mut self, cur:usize, delta:FiNum) {
self.balances.entry(cur).and_modify(|ent| *ent-=delta ); self.balances.entry(cur).and_modify(|ent| *ent-=delta );
} }
fn get_balance(&self, cur:i32) -> FiNum { fn get_balance(&self, cur:usize) -> FiNum {
*self.balances.get(&cur).map(|bal| bal).unwrap_or(&FiNum::new(0u64)) *self.balances.get(&cur).map(|bal| bal).unwrap_or(&FiNum::new(0u64))
} }
} }
@@ -41,14 +51,56 @@ struct Order {
sell_qty: FiNum, sell_qty: FiNum,
sell_remain: FiNum, sell_remain: FiNum,
buy_qty: FiNum, buy_qty: FiNum,
owner: i32, owner: usize,
rt_loc: usize, // Location in the Royalty Tree
} }
struct RoyaltyTree {
tree: Vec<Royalty>,
}
impl RoyaltyTree {
fn new() -> Self {
RoyaltyTree { tree:Vec::new() }
}
}
struct Royalty {
weight: FiNum, // Here and below
acc: FiNum, // Here and Below
}
impl Royalty {
fn new(weight: FiNum) -> Self {
Royalty { weight:weight, acc:FiNum::new(0u64) }
}
}
impl RoyaltyTree {
fn insert(&mut self, weight: FiNum) -> usize {
self.tree.push(Royalty::new(weight));
let last=self.tree.len()-1;
let forefather=wt_forefather(last);
let mut pivot=last;
while pivot!=forefather {
pivot=wt_parent(pivot);
for i in self.tree.len()-1..=pivot {
self.tree.push(Royalty::new(0.into()));
self.tree[i].weight=if let Some(v)=wt_left (i) { self.tree[v].weight } else { FiNum::zero() }
+if let Some(v)=wt_right(i) { self.tree[v].weight } else { FiNum::zero() };
}
}
self.tree[last].weight+=weight;
last
}
}
trait Dumpable { trait Dumpable {
fn dump(&self); fn dump(&self);
} }
impl Dumpable for i32 { impl Dumpable for usize {
fn dump(&self) { fn dump(&self) {
println!("Dump Integer: {}",self); println!("Dump Integer: {}",self);
} }
@@ -70,19 +122,19 @@ impl Dumpable for Order {
struct Market { struct Market {
asset_name2num: HashMap<String,i32>, asset_name2num: HashMap<String,usize>,
asset_num2name: HashMap<i32,String>, asset_num2name: HashMap<usize,String>,
asset_count:i32, asset_count:usize,
money_supply: HashMap<i32,FiNum>, money_supply: HashMap<usize,FiNum>,
traders: Vec<Trader>, traders: Vec<Trader>,
trader_name2num: HashMap<String,i32>, trader_name2num: HashMap<String,usize>,
orders: HashMap<(i32,i32),PQueue<Rc<RefCell<Order>>>>, orders: HashMap<(usize,usize),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 royalties: HashMap<usize,RoyaltyTree>, // Active orders that are accepting asset X. They receive royalties when someone makes an order to sell X
} }
impl Market { impl Market {
fn new() -> Self { fn new() -> Self {
Market { let mut rval=Market {
asset_name2num: HashMap::new(), asset_name2num: HashMap::new(),
asset_num2name: HashMap::new(), asset_num2name: HashMap::new(),
asset_count:0, asset_count:0,
@@ -91,9 +143,12 @@ impl Market {
royalties: HashMap::new(), royalties: HashMap::new(),
traders: Vec::new(), traders: Vec::new(),
trader_name2num: HashMap::new(), trader_name2num: HashMap::new(),
} };
rval.register_trader("*NONE*");
rval
} }
fn distribute_royalty(&self, amount:FiNum) { fn distribute_royalty(&self, amount:FiNum) {
} }
fn sanity_check(&self) { fn sanity_check(&self) {
println!("Sanity Checking Market..."); println!("Sanity Checking Market...");
@@ -109,32 +164,32 @@ impl Market {
println!(" {}: Orders {} Traders {} Total {} Should Be {}",self.number_to_name(*cur),acc_orders,acc_traders,acc,*amt); println!(" {}: Orders {} Traders {} Total {} Should Be {}",self.number_to_name(*cur),acc_orders,acc_traders,acc,*amt);
} }
} }
fn register_trader(&mut self, name:&str) -> i32 { // Add error checking for inserting a trader twice fn register_trader(&mut self, name:&str) -> usize { // Add error checking for inserting a trader twice
let rval=self.traders.len() as i32; let rval=self.traders.len();
self.trader_name2num.insert(String::from(name),self.traders.len() as i32); self.trader_name2num.insert(String::from(name),self.traders.len());
self.traders.push(Trader::new(name,rval)); self.traders.push(Trader::new(name,rval));
rval rval
} }
// These are the only ways to get money into or out of the market. // 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) { fn add_trader_balance(&mut self, who:usize, cur:usize, delta: FiNum) {
self.traders[who as usize].add_balance(cur,delta); self.traders[who as usize].add_balance(cur,delta);
*self.money_supply.get_mut(&cur).unwrap()+=delta; *self.money_supply.get_mut(&cur).unwrap()+=delta;
} }
fn sub_trader_balance(&mut self, who:i32, cur:i32, delta: FiNum) { fn sub_trader_balance(&mut self, who:usize, cur:usize, delta: FiNum) {
self.traders[who as usize].sub_balance(cur,delta); self.traders[who as usize].sub_balance(cur,delta);
*self.money_supply.get_mut(&cur).unwrap()-=delta; *self.money_supply.get_mut(&cur).unwrap()-=delta;
} }
fn register_asset(&mut self, name:&str) -> i32 { fn register_asset(&mut self, name:&str) -> usize {
self.asset_count+=1; self.asset_count+=1;
self.asset_name2num.insert(String::from(name),self.asset_count); self.asset_name2num.insert(String::from(name),self.asset_count);
self.asset_num2name.insert(self.asset_count,String::from(name)); self.asset_num2name.insert(self.asset_count,String::from(name));
self.money_supply.insert(self.asset_count,FiNum::new(0)); self.money_supply.insert(self.asset_count,FiNum::new(0));
self.asset_count self.asset_count
} }
fn name_to_number(&self, name:&str) -> i32 { fn name_to_number(&self, name:&str) -> usize {
*self.asset_name2num.get(name).unwrap() *self.asset_name2num.get(name).unwrap()
} }
fn number_to_name(&self, num:i32) -> &str { fn number_to_name(&self, num:usize) -> &str {
&*self.asset_num2name.get(&num).unwrap() &*self.asset_num2name.get(&num).unwrap()
} }
fn dump(&self) { fn dump(&self) {
@@ -159,7 +214,7 @@ impl Market {
pq.dump(); pq.dump();
} }
} }
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 fn make_order(&mut self, owner:usize, sell_type:usize, buy_type:usize, 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); let initial_balance=self.traders[owner as usize].get_balance(sell_type);
if initial_balance<sell_qty_initial { return false; } if initial_balance<sell_qty_initial { return false; }
@@ -185,7 +240,9 @@ impl Market {
let bids=self.orders.get_mut(&ap).unwrap(); let bids=self.orders.get_mut(&ap).unwrap();
let sell_qty_remain=sell_qty_initial*buy_qty/buy_qty_initial; let sell_qty_remain=sell_qty_initial*buy_qty/buy_qty_initial;
if sell_qty_remain>0.into() { if sell_qty_remain>0.into() {
let neworder=Rc::new(RefCell::new(Order { owner:owner, sell_qty:sell_qty_remain, sell_remain:sell_qty_remain, buy_qty:buy_qty } )); let rt_loc=self.royalties.entry(sell_type).or_insert(RoyaltyTree::new()).insert(sell_qty_remain);
let neworder=Rc::new(RefCell::new(
Order { owner:owner, sell_qty:sell_qty_remain, sell_remain:sell_qty_remain, buy_qty:buy_qty, rt_loc: rt_loc } ));
bids.insert(neworder); bids.insert(neworder);
self.traders[owner as usize].sub_balance(sell_type,sell_qty_remain); self.traders[owner as usize].sub_balance(sell_type,sell_qty_remain);
} }
@@ -284,7 +341,7 @@ impl Market {
let mut tries=0; let mut tries=0;
for _i in 1..=10000000 { for _i in 1..=10000000 {
let seller=if rng.gen_bool(0.5) { teppy } else { luni }; let seller=if rng.gen_bool(0.5) { teppy } else { luni };
let (buy_type,sell_type,buy_qty,sell_qty):(i32,i32,FiNum,FiNum); let (buy_type,sell_type,buy_qty,sell_qty):(usize,usize,FiNum,FiNum);
if rng.gen_bool(0.5) { if rng.gen_bool(0.5) {
sell_type=btc; sell_type=btc;
buy_type=usd; buy_type=usd;
@@ -306,21 +363,21 @@ impl Market {
} }
} }
fn wt_level(index:u64) -> u32 { fn wt_level(index:usize) -> usize {
(index^(index+1)).trailing_ones()-1 (index^(index+1)).trailing_ones() as usize-1
} }
fn wt_left(index:u64) -> Option<u64> { fn wt_left(index:usize) -> Option<usize> {
let level=wt_level(index); let level=wt_level(index);
if level>0 { Some(index-(1<<(wt_level(index)-1))) } else { None } if level>0 { Some(index-(1<<(wt_level(index)-1))) } else { None }
} }
fn wt_right(index:u64) -> Option<u64> { fn wt_right(index:usize) -> Option<usize> {
let level=wt_level(index); let level=wt_level(index);
if level>0 { Some(index+(1<<(wt_level(index)-1))) } else { None } if level>0 { Some(index+(1<<(wt_level(index)-1))) } else { None }
} }
fn wt_parent(index:u64) -> u64 { fn wt_parent(index:usize) -> usize {
let lev=wt_level(index); let lev=wt_level(index);
let first_in_row=index%(1<<lev); let first_in_row=index%(1<<lev);
let skip=2<<lev; let skip=2<<lev;
@@ -331,7 +388,7 @@ fn wt_parent(index:u64) -> u64 {
first_in_parent_row+nth_in_parent_row*skip_in_parent_row first_in_parent_row+nth_in_parent_row*skip_in_parent_row
} }
fn wt_forefather(max_index:u64) -> u64 { fn wt_forefather(max_index:usize) -> usize {
let mut rval=max_index; let mut rval=max_index;
rval=rval|(rval>>1); rval=rval|(rval>>1);
rval=rval|(rval>>2); rval=rval|(rval>>2);