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This commit is contained in:
Teppy
2024-05-15 06:59:09 -04:00
parent 1f0a51e3b9
commit 533b39b4ab
1 changed files with 53 additions and 20 deletions
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73
src/main.rs
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@@ -3,12 +3,30 @@ 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()
}
}
}
#[derive(Debug, Clone)]
struct Offer {
sell_qty: u64,
sell_remain: u64,
buy_qty: u64,
}
sell_qty: u64,
sell_remain: u64,
buy_qty: u64,
owner: i32,
}
trait Dumpable {
fn dump(&self);
@@ -28,11 +46,12 @@ impl Offer {
}
struct Market {
asset_name2num: HashMap<String,i32>,
asset_num2name: HashMap<i32,String>,
asset_count:i32,
offers: HashMap<(i32,i32),PQueue<Offer>>,
}
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 {
@@ -40,9 +59,11 @@ impl Market {
asset_name2num: HashMap::new(),
asset_num2name: HashMap::new(),
asset_count:0,
offers: HashMap::new()
offers: HashMap::new(),
traders: Vec::new()
}
}
fn register_asset(&mut self, name:&str) -> i32 {
self.asset_count+=1;
self.asset_name2num.insert(String::from(name),self.asset_count);
@@ -62,7 +83,7 @@ impl Market {
value.dump();
}
}
fn make_offer(&mut self, sell_type:i32, buy_type:i32, sell_qty_initial:u64, buy_qty_initial:u64) // Dollars, Bitcoin, 64000, 1
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
@@ -75,13 +96,25 @@ impl Market {
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
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-=transact;
if elt.sell_remain==0 { println!("Popping asks"); asks.pop(); }
} else { break; }
// 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;
@@ -91,7 +124,7 @@ impl Market {
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 { sell_qty:sell_qty, sell_remain:sell_qty, buy_qty:buy_qty } );
bids.insert(Offer { owner:owner, sell_qty:sell_qty, sell_remain:sell_qty, buy_qty:buy_qty } );
}
}
}
@@ -208,8 +241,8 @@ fn main() {
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(btc,usd,fxp_from_int(1),fxp_from_int(60000));
m.make_offer(0,btc,usd,fxp_from_int(1),fxp_from_int(60000));
m.dump();
m.make_offer(usd,btc,fxp_from_int(128000),fxp_from_int(2)); // Buy 1 BTC for 64000 USD
m.make_offer(1,usd,btc,fxp_from_int(128000),fxp_from_int(2)); // Buy 1 BTC for 64000 USD
m.dump();
}