From 413ef23cda74c5b171a11af8a531e987d551150e Mon Sep 17 00:00:00 2001 From: Teppy Date: Thu, 16 May 2024 15:50:37 -0400 Subject: [PATCH] changes --- src/#main.rs# | 266 -------------------------------------------------- src/main.rs | 52 ++++++---- 2 files changed, 34 insertions(+), 284 deletions(-) delete mode 100644 src/#main.rs# diff --git a/src/#main.rs# b/src/#main.rs# deleted file mode 100644 index e334664..0000000 --- a/src/#main.rs# +++ /dev/null @@ -1,266 +0,0 @@ -use std::collections::HashMap; -use std::cmp::Ordering; -use std::cmp::min; -use fixed::types::U32F32; - -#[derive(Debug, Clone)] -struct Trader { - name: String, - id: i32, - balances: HashMap, // Maps Currency to Amount - } - -impl Trader { - fn new(name:&str,id:i32) -> Self { - Trader { - name: String::from(name), - id: id, - balances: HashMap::new() - } - } - fn add_balance(&mut self, cur:i32, delta:u64) { - self.balances.entry(cur).and_modify(|ent| *ent+=delta ).or_insert_with(|| delta); - } - fn sub_balance(&mut self, cur:i32, delta:u64) { - self.balances.entry(cur).and_modify(|ent| *ent-=delta ); - } - fn get_balance(&self, cur:i32) -> u64 { - *self.balances.get(&cur).map(|bal| bal).unwrap_or(&0u64) - } - } - -#[derive(Debug, Clone)] -struct Offer { - sell_qty: u64, - sell_remain: u64, - buy_qty: u64, - owner: i32, - } - -trait Dumpable { - fn dump(&self); - } - -impl Dumpable for Offer { - fn dump(&self) { - println!("Giving {}/{} to get {}",fxp_to_fp(self.sell_remain),fxp_to_fp(self.sell_qty),fxp_to_fp(self.buy_qty)); - } - } - - -impl Offer { - fn dump(self) { - println!("Remaining: {} Price: {}",self.sell_remain,fxp_to_fp(fxp_div(self.buy_qty,self.sell_qty))); - } - } - -struct Market { - asset_name2num: HashMap, - asset_num2name: HashMap, - asset_count:i32, - offers: HashMap<(i32,i32),PQueue>, - traders: Vec, - } - -impl Market { - fn new() -> Self { - Market { - asset_name2num: HashMap::new(), - asset_num2name: HashMap::new(), - asset_count:0, - offers: HashMap::new(), - traders: Vec::new() - } - } - fn register_trader(&mut self, name:&str) -> i32 { - let rval=traders.length(); - self.traders.insert(String::from(name)); - rval - } - 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)); - 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:"); - for (key,value) in &self.offers { - println!("Offers selling {} to buy {}:",self.number_to_name(key.0),self.number_to_name(key.1)); - value.dump(); - } - } - fn make_offer(&mut self, owner:i32, sell_type:i32, buy_type:i32, sell_qty_initial:u64, buy_qty_initial:u64) // Dollars, Bitcoin, 64000, 1 - { // Comments assume someone is already selling 1 Bitcoin for 48000 USD (Bitcoin, Dollars, 1, 48000). Then someone comes along and bids $64000 for 1 Bitcoin (sells 64000 USD to buy 1 Bitcoin. - 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(sell_qty,buy_qty); - let ap=(buy_type,sell_type); - 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); - let elt_buy_remain=fxp_mult(elt.buy_qty,fxp_div(elt.sell_remain,elt.sell_qty)); - if sell_rate>=ask_rate { // Transact at ask_rate - // Can we eat the entire ask? - if buy_qty>=elt.sell_remain { - sell_qty-=fxp_mult(sell_qty,fxp_div(elt.sell_remain,buy_qty_initial)); - buy_qty-=elt.sell_remain; - asks.pop(); - } else if elt_buy_remain>=sell_qty { // Can we eat the rest of the offer? - elt.sell_remain-=buy_qty; - sell_qty=0; - buy_qty=0; - } else { - 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-=fxp_mult(transact,fxp_div(sell_rate,ask_rate)); - if elt.sell_remain==0 { println!("Popping asks"); asks.pop(); } - } - } 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(); - println!("Inserting new offer with sell_qty {}, buy_qty {}",fxp_to_fp(sell_qty),fxp_to_fp(buy_qty)); - bids.insert(Offer { owner:owner, sell_qty:sell_qty, sell_remain:sell_qty, buy_qty:buy_qty } ); - } - } - } - -impl PartialOrd for Offer { - fn partial_cmp(&self, other:&Self) -> Option { - let ord0=self .sell_qty/self .buy_qty; - let ord1=other.buy_qty /other.sell_qty; - if ord0ord1 { Some(Ordering::Greater) } - else { Some(Ordering::Equal) } - } - } - -impl PartialEq for Offer { - fn eq(&self, other:&Self) -> bool { - let ord0=self .sell_qty/self .buy_qty; - let ord1=other.sell_qty/other.buy_qty; - ord0==ord1 - } - } - - -struct PQueue { - v: Vec, - } - -impl PQueue { - 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; - if self.v[parent] Option { - 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(); - } - } - } - -//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 t1=Trader::new("Teppy",1); - t1.add_balance(1,100); - t1.add_balance(2,150); - t1.sub_balance(1, 25); - println!("Balances are {} and {}",t1.get_balance(1),t1.get_balance(2)); - 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!("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(0,btc,usd,fxp_from_int(1),fxp_from_int(60000)); - m.dump(); - m.make_offer(1,usd,btc,fxp_from_int(128000),fxp_from_int(2)); // Buy 1 BTC for 64000 USD - m.dump(); -} diff --git a/src/main.rs b/src/main.rs index 320e7f6..b021024 100644 --- a/src/main.rs +++ b/src/main.rs @@ -60,6 +60,7 @@ struct Market { asset_count:i32, offers: HashMap<(i32,i32),PQueue>, traders: Vec, + trader_name2num: HashMap, } impl Market { @@ -69,14 +70,22 @@ impl Market { asset_num2name: HashMap::new(), asset_count:0, offers: HashMap::new(), - traders: Vec::new() + traders: Vec::new(), + trader_name2num: HashMap::new(), } } - fn register_trader(&mut self, name:&str) -> i32 { + fn register_trader(&mut self, name:&str) -> i32 { // Add error checking for inserting a trader twice let rval=self.traders.len() as i32; + self.trader_name2num.insert(String::from(name),self.traders.len() as i32); self.traders.push(Trader::new(name,rval)); rval } + fn add_trader_balance(&mut self, who:i32, cur:i32, delta: u64) { + self.traders[who as usize].add_balance(cur,delta); + } + fn sub_trader_balance(&mut self, who:i32, cur:i32, delta: u64) { + self.traders[who as usize].sub_balance(cur,delta); + } fn register_asset(&mut self, name:&str) -> i32 { self.asset_count+=1; self.asset_name2num.insert(String::from(name),self.asset_count); @@ -91,6 +100,12 @@ impl Market { } fn dump(&self) { println!("Dumping Market:"); + for t in &self.traders { + println!(" Trader {}: {}",t.id,t.name); + for (cur,bal) in t.balances.iter() { + println!(" {}: {}",self.number_to_name(*cur),fxp_to_fp(*bal)) + } + } for (key,value) in &self.offers { println!("Offers selling {} to buy {}:",self.number_to_name(key.0),self.number_to_name(key.1)); value.dump(); @@ -98,6 +113,8 @@ impl Market { } fn make_offer(&mut self, owner:i32, sell_type:i32, buy_type:i32, sell_qty_initial:u64, buy_qty_initial:u64) // Dollars, Bitcoin, 64000, 1 { // Comments assume someone is already selling 1 Bitcoin for 48000 USD (Bitcoin, Dollars, 1, 48000). Then someone comes along and bids $64000 for 1 Bitcoin (sells 64000 USD to buy 1 Bitcoin. + let mut t0=&mut self.traders[owner as usize]; + t0.sub_balance(sell_type,sell_qty_initial); 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 @@ -108,6 +125,7 @@ impl Market { if let Some(asks)=self.offers.get_mut(&ap) { if asks.v.len()>0 { let elt=&mut asks.v[0]; + let t1=&mut self.traders[elt.owner as usize]; let ask_rate=fxp_div(elt.buy_qty,elt.sell_qty); let elt_buy_remain=fxp_mult(elt.buy_qty,fxp_div(elt.sell_remain,elt.sell_qty)); if sell_rate>=ask_rate { // Transact at ask_rate @@ -115,16 +133,20 @@ impl Market { if buy_qty>=elt.sell_remain { sell_qty-=fxp_mult(sell_qty,fxp_div(elt.sell_remain,buy_qty_initial)); buy_qty-=elt.sell_remain; + t1.add_balance(sell_type,elt_buy_remain); asks.pop(); } else if elt_buy_remain>=sell_qty { // Can we eat the rest of the offer? elt.sell_remain-=buy_qty; + t1.add_balance(sell_type,sell_qty); sell_qty=0; buy_qty=0; } else { 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-=fxp_mult(transact,fxp_div(sell_rate,ask_rate)); + let mut sell_delta=fxp_mult(transact,fxp_div(sell_rate,ask_rate)); + t1.add_balance(sell_type,sell_delta); + sell_qty-=sell_delta; if elt.sell_remain==0 { println!("Popping asks"); asks.pop(); } } } else { break; } @@ -245,22 +267,16 @@ fn fxp_mult(a: u64, b: u64) -> u64 { } fn main() { - let mut t1=Trader::new("Teppy",1); - t1.add_balance(1,100); - t1.add_balance(2,150); - t1.sub_balance(1, 25); - println!("Balances are {} and {}",t1.get_balance(1),t1.get_balance(2)); 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!("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(0,btc,usd,fxp_from_int(1),fxp_from_int(60000)); + let teppy=m.register_trader("Teppy"); + let luni =m.register_trader("Luni"); + let usd =m.register_asset("USD"); + let btc =m.register_asset("BTC"); + m.add_trader_balance(teppy,btc,fxp_from_int(5)); + m.add_trader_balance(luni ,usd,fxp_from_int(300000)); m.dump(); - m.make_offer(1,usd,btc,fxp_from_int(128000),fxp_from_int(2)); // Buy 1 BTC for 64000 USD + m.make_offer(teppy,btc,usd,fxp_from_int(1),fxp_from_int(60000)); + m.dump(); + m.make_offer(luni ,usd,btc,fxp_from_int(128000),fxp_from_int(2)); // Buy 1 BTC for 64000 USD m.dump(); }