changes

src/main.rs

@@ -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_qty: u64,
-  sell_remain: u64,
+    sell_remain: u64,
-  buy_qty: 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_name2num: HashMap<String,i32>,
-  asset_num2name: HashMap<i32,String>,
+    asset_num2name: HashMap<i32,String>,
-  asset_count:i32,
+    asset_count:i32,
-  offers: HashMap<(i32,i32),PQueue<Offer>>,
+    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)));
+			// Can we eat the entire ask?
-			elt.sell_remain-=fxp_div(transact,ask_rate);
+			if buy_qty>=elt.sell_remain {
-			buy_qty-=fxp_div(transact,ask_rate);
+			    sell_qty-=fxp_mult(sell_qty,fxp_div(elt.sell_remain,buy_qty_initial));
-			sell_qty-=transact;
+			    buy_qty-=elt.sell_remain;
-                        if elt.sell_remain==0 { println!("Popping asks"); asks.pop(); }
+			    asks.pop();
-                        } else { break; }
+			} 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();
 }