Changes
This commit is contained in:
163
src/main.rs
163
src/main.rs
@@ -1,10 +1,20 @@
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//
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// When inserting a new Order into the royalties tree, we must make sure the existing
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// royalties don't get shared with that new node. To do this, we must "shave" down
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// the tree, pushing royalties from the root down to all nodes to the left of the
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// new node.
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//
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// Case to think about:
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// Selling 140000 USD to buy 2 BTC. Weight is ===140k USD
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// Selling 50000 GBP to buy 1 BTC. Weight is === 50k GBP
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//
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#![allow(unsafe_code)]
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#![allow(unused_variables)]
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#![allow(dead_code)]
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use std::env;
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use std::collections::HashMap;
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use std::cmp::Ordering;
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use std::cmp::min;
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use std::rc::Rc;
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use std::ops::DerefMut;
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use std::cell::RefCell;
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use rand::prelude::*;
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use rand::rngs::StdRng;
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@@ -13,25 +23,25 @@ use finum::FiNum;
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#[derive(Debug, Clone)]
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struct Trader {
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name: String,
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id: i32,
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balances: HashMap<i32,FiNum>, // Maps Currency to Amount
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id: usize,
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balances: HashMap<usize,FiNum>, // Maps Currency to Amount
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}
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impl Trader {
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fn new(name:&str,id:i32) -> Self {
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fn new(name:&str,id:usize) -> Self {
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Trader {
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name: String::from(name),
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id: id,
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balances: HashMap::new()
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}
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}
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fn add_balance(&mut self, cur:i32, delta:FiNum) {
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fn add_balance(&mut self, cur:usize, delta:FiNum) {
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self.balances.entry(cur).and_modify(|ent| *ent+=delta ).or_insert_with(|| delta);
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}
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fn sub_balance(&mut self, cur:i32, delta:FiNum) {
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fn sub_balance(&mut self, cur:usize, delta:FiNum) {
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self.balances.entry(cur).and_modify(|ent| *ent-=delta );
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}
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fn get_balance(&self, cur:i32) -> FiNum {
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fn get_balance(&self, cur:usize) -> FiNum {
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*self.balances.get(&cur).map(|bal| bal).unwrap_or(&FiNum::new(0u64))
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}
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}
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@@ -41,14 +51,56 @@ struct Order {
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sell_qty: FiNum,
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sell_remain: FiNum,
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buy_qty: FiNum,
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owner: i32,
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owner: usize,
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rt_loc: usize, // Location in the Royalty Tree
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}
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struct RoyaltyTree {
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tree: Vec<Royalty>,
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}
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impl RoyaltyTree {
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fn new() -> Self {
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RoyaltyTree { tree:Vec::new() }
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}
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}
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struct Royalty {
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weight: FiNum, // Here and below
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acc: FiNum, // Here and Below
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}
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impl Royalty {
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fn new(weight: FiNum) -> Self {
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Royalty { weight:weight, acc:FiNum::new(0u64) }
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}
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}
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impl RoyaltyTree {
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fn insert(&mut self, weight: FiNum) -> usize {
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self.tree.push(Royalty::new(weight));
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let last=self.tree.len()-1;
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let forefather=wt_forefather(last);
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let mut pivot=last;
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while pivot!=forefather {
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pivot=wt_parent(pivot);
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for i in self.tree.len()-1..=pivot {
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self.tree.push(Royalty::new(0.into()));
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self.tree[i].weight=if let Some(v)=wt_left (i) { self.tree[v].weight } else { FiNum::zero() }
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+if let Some(v)=wt_right(i) { self.tree[v].weight } else { FiNum::zero() };
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}
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}
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self.tree[last].weight+=weight;
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last
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}
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}
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trait Dumpable {
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fn dump(&self);
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}
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impl Dumpable for i32 {
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impl Dumpable for usize {
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fn dump(&self) {
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println!("Dump Integer: {}",self);
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}
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@@ -70,30 +122,33 @@ impl Dumpable for Order {
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struct Market {
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asset_name2num: HashMap<String,i32>,
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asset_num2name: HashMap<i32,String>,
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asset_count:i32,
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money_supply: HashMap<i32,FiNum>,
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asset_name2num: HashMap<String,usize>,
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asset_num2name: HashMap<usize,String>,
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asset_count:usize,
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money_supply: HashMap<usize,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>>>>,
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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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trader_name2num: HashMap<String,usize>,
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orders: HashMap<(usize,usize),PQueue<Rc<RefCell<Order>>>>,
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royalties: HashMap<usize,RoyaltyTree>, // 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 {
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fn new() -> Self {
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Market {
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let mut rval=Market {
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asset_name2num: HashMap::new(),
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asset_num2name: HashMap::new(),
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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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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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};
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rval.register_trader("*NONE*");
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rval
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}
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fn distribute_royalty(&self, amount:FiNum) {
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}
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fn sanity_check(&self) {
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println!("Sanity Checking Market...");
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@@ -109,32 +164,32 @@ impl Market {
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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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}
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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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fn register_trader(&mut self, name:&str) -> usize { // Add error checking for inserting a trader twice
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let rval=self.traders.len();
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self.trader_name2num.insert(String::from(name),self.traders.len());
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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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fn add_trader_balance(&mut self, who:usize, cur:usize, 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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fn sub_trader_balance(&mut self, who:usize, cur:usize, 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 {
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fn register_asset(&mut self, name:&str) -> usize {
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self.asset_count+=1;
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self.asset_name2num.insert(String::from(name),self.asset_count);
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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
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}
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fn name_to_number(&self, name:&str) -> i32 {
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fn name_to_number(&self, name:&str) -> usize {
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*self.asset_name2num.get(name).unwrap()
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}
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fn number_to_name(&self, num:i32) -> &str {
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fn number_to_name(&self, num:usize) -> &str {
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&*self.asset_num2name.get(&num).unwrap()
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}
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fn dump(&self) {
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@@ -150,7 +205,7 @@ impl Market {
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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)) });
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for off in sorted.iter() {
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let off=off.borrow();
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let off=off.borrow();
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println!(" {} @ {} ({})",
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off.sell_remain, // off.buy_qty*off.sell_remain/off.sell_qty,
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off.buy_qty/off.sell_qty,
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@@ -159,7 +214,7 @@ impl Market {
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pq.dump();
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}
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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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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
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{
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let initial_balance=self.traders[owner as usize].get_balance(sell_type);
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if initial_balance<sell_qty_initial { return false; }
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@@ -176,7 +231,7 @@ impl Market {
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self.traders[owner as usize].add_balance(buy_type ,qty);
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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 { self.orders.get(&ap).unwrap().v[0].borrow_mut().sell_remain-=qty; }
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} else { break; }
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}
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if buy_qty>0.into() {
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@@ -185,7 +240,9 @@ impl Market {
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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 } ));
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let rt_loc=self.royalties.entry(sell_type).or_insert(RoyaltyTree::new()).insert(sell_qty_remain);
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let neworder=Rc::new(RefCell::new(
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Order { owner:owner, sell_qty:sell_qty_remain, sell_remain:sell_qty_remain, buy_qty:buy_qty, rt_loc: rt_loc } ));
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bids.insert(neworder);
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self.traders[owner as usize].sub_balance(sell_type,sell_qty_remain);
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}
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@@ -274,17 +331,17 @@ impl<T: Dumpable + std::cmp::PartialOrd + std::fmt::Debug> PQueue<T> {
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impl Market {
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fn exercise(&mut self) {
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let mut rng: StdRng=StdRng::seed_from_u64(13u64);
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let teppy=self.register_trader("Teppy");
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let luni =self.register_trader("Luni");
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let usd =self.register_asset("USD");
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let btc =self.register_asset("BTC");
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self.add_trader_balance(teppy,btc,100000.into());
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self.add_trader_balance(luni ,usd,650000000.into());
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let mut count=0;
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let mut tries=0;
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for _i in 1..=10000000 {
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let teppy=self.register_trader("Teppy");
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let luni =self.register_trader("Luni");
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let usd =self.register_asset("USD");
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let btc =self.register_asset("BTC");
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self.add_trader_balance(teppy,btc,100000.into());
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self.add_trader_balance(luni ,usd,650000000.into());
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let mut count=0;
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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 };
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let (buy_type,sell_type,buy_qty,sell_qty):(i32,i32,FiNum,FiNum);
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let (buy_type,sell_type,buy_qty,sell_qty):(usize,usize,FiNum,FiNum);
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if rng.gen_bool(0.5) {
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sell_type=btc;
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buy_type=usd;
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@@ -298,7 +355,7 @@ impl Market {
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}
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let mut _success=false;
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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; }
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if count>=1000000 { break; }
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tries+=1;
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}
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println!("Tries: {} Trades: {}",tries,count);
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@@ -306,21 +363,21 @@ impl Market {
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}
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}
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fn wt_level(index:u64) -> u32 {
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(index^(index+1)).trailing_ones()-1
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fn wt_level(index:usize) -> usize {
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(index^(index+1)).trailing_ones() as usize-1
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}
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fn wt_left(index:u64) -> Option<u64> {
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fn wt_left(index:usize) -> Option<usize> {
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let level=wt_level(index);
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if level>0 { Some(index-(1<<(wt_level(index)-1))) } else { None }
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}
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fn wt_right(index:u64) -> Option<u64> {
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fn wt_right(index:usize) -> Option<usize> {
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let level=wt_level(index);
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if level>0 { Some(index+(1<<(wt_level(index)-1))) } else { None }
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}
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fn wt_parent(index:u64) -> u64 {
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fn wt_parent(index:usize) -> usize {
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let lev=wt_level(index);
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let first_in_row=index%(1<<lev);
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let skip=2<<lev;
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@@ -331,7 +388,7 @@ fn wt_parent(index:u64) -> u64 {
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first_in_parent_row+nth_in_parent_row*skip_in_parent_row
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}
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fn wt_forefather(max_index:u64) -> u64 {
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fn wt_forefather(max_index:usize) -> usize {
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let mut rval=max_index;
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rval=rval|(rval>>1);
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rval=rval|(rval>>2);
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@@ -345,7 +402,7 @@ fn wt_forefather(max_index:u64) -> u64 {
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fn tree_stuff() {
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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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}
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}
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@@ -355,7 +412,7 @@ fn main() {
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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 {
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"--exercise" => m.exercise(),
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"--treestuff" => tree_stuff(),
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_ => println!("Unknown mode: {}",mode),
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}
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"--treestuff" => tree_stuff(),
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_ => println!("Unknown mode: {}",mode),
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}
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}
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Reference in New Issue
Block a user