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Teppy
2024-05-16 15:50:37 -04:00
parent 35f1d053fd
commit 413ef23cda
2 changed files with 34 additions and 284 deletions
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266
src/#main.rs#
View File

@@ -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<i32,u64>, // 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<String,i32>,
asset_num2name: HashMap<i32,String>,
asset_count:i32,
offers: HashMap<(i32,i32),PQueue<Offer>>,
traders: Vec<Trader>,
}
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<Ordering> {
let ord0=self .sell_qty/self .buy_qty;
let ord1=other.buy_qty /other.sell_qty;
if ord0<ord1 { Some(Ordering::Less) }
else if ord0>ord1 { 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<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;
if self.v[parent]<self.v[pos] {
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() {
if self.v[pos]<self.v[child0] { pivot=child0; }
if child1<self.v.len() {
if self.v[pivot]<self.v[child1] { pivot=child1; }
}
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();
}
}
}
//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();
}

48
src/main.rs
View File

@@ -60,6 +60,7 @@ struct Market {
asset_count:i32,
offers: HashMap<(i32,i32),PQueue<Offer>>,
traders: Vec<Trader>,
trader_name2num: HashMap<String,i32>,
}
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 teppy=m.register_trader("Teppy");
let luni =m.register_trader("Luni");
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.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();
}