Path Finding and arbitrage detection works. Need to print out when detecting arbitrage.

demo.log

@@ -1,15 +1,18 @@
-AT Teppy                                ; addtrader Teppy
+AT Teppy
-AT Luni                                 ; addtrader Luni
+AT Luni
-AT Hamza                                ; addtrader Hamza
+AT Hamza
-AA USD                                  ; addasset USD
+AT UncleSam
-AA BTC                                  ; addasset BTC
+NOP Error: Could not find asset BTC
-SR 0 51EB851 28F5C28 7AE147A 28F5C28    ; setroyalty USD 0.02 0.01 0.03 0.01
+NOP Error: Could not find asset ETH
-SR 1 51EB851 28F5C28 7AE147A 28F5C28    ; setroyalty BTC 0.02 0.01 0.03 0.01
+AA USD
-AF 1 1 500000000                        ; addfunds Teppy 5 BTC
+AA BTC
-AF 2 0 186A000000000                    ; addfunds Luni 100000 USD
+AA ETH
-AF 3 0 186A000000000                    ; addfunds Hamza 100000 USD
+AA SOL
-OR 1 1 200000000 0 186A000000000        ; [login Teppy] order 2 BTC 100000 USD
+AF 1 1 A00000000
-NOP OR 2 0 753000000000 1 80000000          ; [login Luni] order 30000 USD 0.5 BTC
+AF 2 2 3200000000
-NOP OR 2 0 4E2000000000 1 80000000          ; [login Luni] order 20000 USD 0.5 BTC
+AF 3 3 FA00000000
-NOP OR 2 0 55F000000000 1 80000000          ; [login Luni] order 22000 USD 0.5 BTC
+AF 4 0 F424000000000
-NOP OR 2 1 40000000 0 35B600000000          ; [login Luni] order 0.25 BTC 13750 USD
+OR 1 1 100000000 2 400000000
+OR 2 2 100000000 3 400000000
+OR 3 3 100000000 0 FA00000000
+OR 1 1 100000000 3 1900000000

src/finum.rs

@@ -24,6 +24,9 @@ impl FiNum {
     pub fn one() -> Self {
         FiNum(1u64<<32)
         }
+    pub fn infinity() -> Self {
+        FiNum(u64::MAX)
+        }
     pub fn is_tiny(self) -> bool {
         self.0>0u64 && self.0<=1u64
 	}

src/main.rs

@@ -36,6 +36,13 @@
 //     
 
 
+//
+// Thoughts on cheapest-path algorithm:
+//     Create a square matrix of costs from each asset to each asset. Some of the entries will be infinity. The goal is to lower the entries.
+//     In each cell, store not just the cost, but the path and path capacity.
+//     Starting with the source asset, see if visiting each other asset lowers the cost to get there. If it does, replace that asset's cost with the new cost and path.
+//
+
 
 #![allow(unsafe_code)]
 #![allow(unused_variables)]
@@ -48,6 +55,7 @@ use std::io::{self, BufRead, Write};
 use std::env;
 use std::collections::HashMap;
 use std::cmp::Ordering;
+use std::cmp::min;
 use rand::prelude::*;
 use rand::rngs::StdRng;
 use std::time::Instant;
@@ -728,7 +736,68 @@ impl Market {
 	                                                                         commission_acc,self.number_to_name(sell_type),self.traders[owner].name));
         Result::PlacedOrder(id,log)
         }
+    fn path_cost(&self, src: usize, dest: usize, depth_left: usize) -> TradePath {
+        let mut cheapest=vec![TradePath::new();self.assets.len()];
+        cheapest[src].cost=FiNum::new_i32(1);
+        cheapest[src].path[0]=src;
+        cheapest[src].len=1;
+        for i in 0..6 {
+            let mut progress=false;
+            for ass0 in 0..self.assets.len() {
+                for ass1 in 0..self.assets.len() {
+                    if true || ass0!=ass1 {
+                        if let Some(topq)=self.orders.get(&(ass1,ass0)) {
+                            if let Some(top)=topq.peekn() {
+                                println!("There is a direct path from {} to {} with a cost of {} {}",
+                                         self.number_to_name(ass0),self.number_to_name(ass1),top.buy_qty/top.sell_qty,self.number_to_name(ass1));
+                                let candidate=cheapest[ass0].cost*top.buy_qty/top.sell_qty;
+                                if candidate<cheapest[ass1].cost {
+                                    // Extend cheapest[ass1]
+                                    println!("Extending Length {} {} because {} < {}",cheapest[ass0].len,self.number_to_name(ass1),candidate,cheapest[ass1].cost);
+                                    cheapest[ass1]=cheapest[ass0];
+                                    let ext=&mut cheapest[ass1];
+                                    let arbitrage=ext.path.contains(&ass1);
+                                    ext.path[ext.len]=ass1;
+                                    ext.len+=1;
+                                    ext.cost=candidate;
+                                    ext.cap=min(ext.cap,ext.cost*top.sell_remain);
+                                    progress=true;
+                                    if arbitrage {
+                                        
+                                        return ext.clone();
+                                        }
+                                    }
+                                }
+                            }
+                        }
+                    }
+                }
+            if !progress { println!("Definitely found the cheapest path."); break; }
+            }
+        for ass in 0..self.assets.len() { println!("Cheapest path from {} to {} is {}",self.number_to_name(src),self.number_to_name(ass),cheapest[ass].cost); }
+        cheapest[dest].clone()
     }
+}
+
+#[derive(Copy,Clone)]
+struct TradePath {
+    cost: FiNum,
+    path: [ usize; 600],
+    len: usize,
+    cap: FiNum,
+    arbitrage: bool,
+    }
+
+impl TradePath {
+    fn new() -> Self { TradePath {
+        cost: FiNum::infinity(),
+        path: [0; 600],
+        len: 0,
+        cap: FiNum::infinity(),
+        arbitrage: false,
+        } }
+    }
+
 
 impl PartialOrd for Order {  
     fn partial_cmp(&self, other:&Self) -> Option<Ordering> {
@@ -764,6 +833,9 @@ impl OrderQueue {
     fn peek(&mut self) -> &mut Order {
         self.v.first_mut().unwrap()
         }
+    fn peekn(&self) -> Option<&Order> {
+        self.v.first()
+        }
     fn empty(&self) -> bool {
         self.v.len()==0
         }
@@ -1252,6 +1324,16 @@ fn interactive(m: &mut Market, mut out: Option<File>) {
                 let cmd:Command=match tokens.as_slice() {
                     ["dump"] => { m.dump(); Command::None },
                     ["sanity"] => { m.sanity_check(); Command::None },
+                    ["path",src,dest] => {
+                        let cur0=*m.name_to_number(src).unwrap();
+                        let cur1=*m.name_to_number(dest).unwrap();
+                        let path=m.path_cost(cur0,cur1,6);
+                        let mut str=format!("Cost: {} Cap: {}",path.cost,path.cap);
+                        if path.len>0 { str=format!("{} {}",str,m.number_to_name(path.path[0])) }
+                        for i in 1..path.len { str=format!("{}->{}",str,m.number_to_name(path.path[i])) }
+                        println!("{}",str);
+                        Command::None
+                        },
                     ["randomorder"] => { println!("Random OrderID: {:?}",m.random_order_id()); Command::None }
                     ["login", username] => {
                         if let Some(t)=m.trader_name2num.get_mut(*username) { trader=*t; println!("Logged in as {}",m.traders[trader].name) } else { println!("Trader {} not found.",username) }