This commit is contained in:
2024-06-13 17:47:00 -04:00

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@@ -1,10 +1,20 @@
//
// When inserting a new Order into the royalties tree, we must make sure the existing
// royalties don't get shared with that new node. To do this, we must "shave" down
// the tree, pushing royalties from the root down to all nodes to the left of the
// new node.
//
// Case to think about:
// Selling 140000 USD to buy 2 BTC. Weight is ===140k USD
// Selling 50000 GBP to buy 1 BTC. Weight is === 50k GBP
//
#![allow(unsafe_code)]
#![allow(unused_variables)]
#![allow(dead_code)]
use std::env;
use std::collections::HashMap;
use std::cmp::Ordering;
use std::cmp::min;
use std::rc::Rc;
use std::ops::DerefMut;
use std::cell::RefCell;
use rand::prelude::*;
use rand::rngs::StdRng;
@@ -13,25 +23,25 @@ use finum::FiNum;
#[derive(Debug, Clone)]
struct Trader {
name: String,
id: i32,
balances: HashMap<i32,FiNum>, // Maps Currency to Amount
id: usize,
balances: HashMap<usize,FiNum>, // Maps Currency to Amount
}
impl Trader {
fn new(name:&str,id:i32) -> Self {
fn new(name:&str,id:usize) -> Self {
Trader {
name: String::from(name),
id: id,
balances: HashMap::new()
}
}
fn add_balance(&mut self, cur:i32, delta:FiNum) {
fn add_balance(&mut self, cur:usize, delta:FiNum) {
self.balances.entry(cur).and_modify(|ent| *ent+=delta ).or_insert_with(|| delta);
}
fn sub_balance(&mut self, cur:i32, delta:FiNum) {
fn sub_balance(&mut self, cur:usize, delta:FiNum) {
self.balances.entry(cur).and_modify(|ent| *ent-=delta );
}
fn get_balance(&self, cur:i32) -> FiNum {
fn get_balance(&self, cur:usize) -> FiNum {
*self.balances.get(&cur).map(|bal| bal).unwrap_or(&FiNum::new(0u64))
}
}
@@ -41,16 +51,132 @@ struct Order {
sell_qty: FiNum,
sell_remain: FiNum,
buy_qty: FiNum,
royalty_acc: FiNum, // Buy type. In the royalty tree, for this node and those to the left
royalty_cap: FiNum, // In the royalty tree, just for this node.
owner: i32,
owner: usize,
rt_loc: usize, // Location in the Royalty Tree
}
struct RoyaltyTree {
tree: Vec<Royalty>,
next_entry: usize,
}
struct Royalty {
weight: FiNum, // Here and below
lazy: FiNum, // To be distributed to here and to below based on weights
acc: FiNum, // Accumulated here
}
impl Royalty {
fn new() -> Self {
Royalty { weight:FiNum::zero(), lazy:FiNum::zero(), acc:FiNum::zero() }
}
}
impl RoyaltyTree {
fn new() -> Self {
RoyaltyTree { tree:Vec::new(), next_entry:0 }
}
fn weight_here_below(&self, index:usize) -> FiNum {
self.tree[index].weight
}
fn weight_below(&self, index: usize) -> FiNum {
if index&1==0 {
FiNum::zero()
} else {
let w0=self.weight_here_below(wt_left (index).unwrap());
let w1=self.weight_here_below(wt_right(index).unwrap());
w0+w1
}
}
fn weight_here(&self, index:usize) -> FiNum {
if index&1==0 {
self.weight_here_below(index)
} else {
let w0=self.weight_here_below(index);
let w1=self.weight_below(index);
println!("Weight_here at {}, weight_here_below {}, weight_below {}",index,w0,w1);
w0-w1
}
}
fn expand_to(&mut self, index: usize) -> &mut Self {
println!("Expand_to {} ",index);
for _ in self.tree.len()..=index { println!(" Push!"); self.tree.push(Royalty::new()) }
self
}
fn capture0(&mut self, index: usize) -> &mut Self {
if index&1==0 {
let lazy=self.tree[index].lazy;
self.tree[index].acc+=lazy;
self.tree[index].lazy=FiNum::zero();
} else {
let lazy=self.tree[index].lazy;
let d1=lazy*self.weight_here(index)/self.weight_here_below(index);
let d02=lazy-d1;
let index_left =wt_left (index).unwrap();
let index_right=wt_right(index).unwrap();
let d0=d02*self.weight_here_below(index_left)/self.weight_below(index);
let d2=d02-d0;
assert!(lazy==d0+d1+d2,"Distributing amounts that don't add up.");
self.tree[index_left ].lazy+=d0;
self.tree[index_right].lazy+=d2;
self.tree[index].acc+=d1;
self.tree[index].lazy=FiNum::zero();
}
self
}
fn get_royalty(&mut self, index: usize) -> FiNum {
let mut f=self.forefather();
while f!=index {
self.capture0(f);
f=if f>index { wt_left(f).unwrap() } else { wt_right(f).unwrap() }
}
self.capture0(f);
self.tree[index].acc
}
fn add_royalty(&mut self, amount: FiNum) {
let ff=self.forefather();
self.tree[ff].lazy+=amount;
println!("Add royalty amount {}, storing at node {}, lazy amount there is now {}",amount,ff,self.tree[ff].lazy);
}
fn add_weight(&mut self, index: usize, weight: FiNum) {
println!("Add_weight at {}",index);
if self.tree.len()>0 {
let mut ff0=self.forefather();
self.expand_to(wt_forefather(index)*2);
let ff=self.forefather();
while ff0!=ff {
let w=self.tree[ff0].weight;
ff0=wt_parent(ff0);
self.tree[ff0].weight=w;
}
}
let ff=self.forefather();
self.get_royalty(index); // Just for the side effect of capturing everything to this point
let mut index=index;
println!("Ascending from {} to {}",index,ff);
while index!=ff {
self.tree[index].weight+=weight;
index=wt_parent(index);
}
self.tree[index].weight+=weight;
}
fn forefather(&self) -> usize {
wt_forefather(self.tree.len()-1)
}
fn dump(&mut self) {
for index in 0..self.tree.len() {
let roy=self.get_royalty(index);
println!("Index {} Weight {} Lazy {} Acc {} Royalty {}",index,self.tree[index].weight,self.tree[index].lazy,self.tree[index].acc,roy);
}
}
}
trait Dumpable {
fn dump(&self);
}
impl Dumpable for i32 {
impl Dumpable for usize {
fn dump(&self) {
println!("Dump Integer: {}",self);
}
@@ -72,30 +198,33 @@ impl Dumpable for Order {
struct Market {
asset_name2num: HashMap<String,i32>,
asset_num2name: HashMap<i32,String>,
asset_count:i32,
money_supply: HashMap<i32,FiNum>,
asset_name2num: HashMap<String,usize>,
asset_num2name: HashMap<usize,String>,
asset_count:usize,
money_supply: HashMap<usize,FiNum>,
traders: Vec<Trader>,
trader_name2num: HashMap<String,i32>,
orders: HashMap<(i32,i32),PQueue<Rc<RefCell<Order>>>>,
royalties: HashMap<i32,Vec<Rc<RefCell<Order>>>>, // Active orders that are accepting asset X. They receive royalties when someone makes an order to sell X
trader_name2num: HashMap<String,usize>,
orders: HashMap<(usize,usize),PQueue<Rc<RefCell<Order>>>>,
royalties: HashMap<usize,RoyaltyTree>, // Active orders that are accepting asset X. They receive royalties when someone makes an order to sell X
}
impl Market {
fn new() -> Self {
Market {
let mut rval=Market {
asset_name2num: HashMap::new(),
asset_num2name: HashMap::new(),
asset_count:0,
money_supply: HashMap::new(),
orders: HashMap::new(),
royalties: HashMap::new(),
royalties: HashMap::new(),
traders: Vec::new(),
trader_name2num: HashMap::new(),
}
};
rval.register_trader("*NONE*");
rval
}
fn distribute_royalty(&self, amount:FiNum) {
}
fn sanity_check(&self) {
println!("Sanity Checking Market...");
@@ -111,32 +240,32 @@ impl Market {
println!(" {}: Orders {} Traders {} Total {} Should Be {}",self.number_to_name(*cur),acc_orders,acc_traders,acc,*amt);
}
}
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);
fn register_trader(&mut self, name:&str) -> usize { // Add error checking for inserting a trader twice
let rval=self.traders.len();
self.trader_name2num.insert(String::from(name),self.traders.len());
self.traders.push(Trader::new(name,rval));
rval
}
// These are the only ways to get money into or out of the market.
fn add_trader_balance(&mut self, who:i32, cur:i32, delta: FiNum) {
fn add_trader_balance(&mut self, who:usize, cur:usize, delta: FiNum) {
self.traders[who as usize].add_balance(cur,delta);
*self.money_supply.get_mut(&cur).unwrap()+=delta;
}
fn sub_trader_balance(&mut self, who:i32, cur:i32, delta: FiNum) {
fn sub_trader_balance(&mut self, who:usize, cur:usize, delta: FiNum) {
self.traders[who as usize].sub_balance(cur,delta);
*self.money_supply.get_mut(&cur).unwrap()-=delta;
}
fn register_asset(&mut self, name:&str) -> i32 {
fn register_asset(&mut self, name:&str) -> usize {
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.money_supply.insert(self.asset_count,FiNum::new(0));
self.asset_count
}
fn name_to_number(&self, name:&str) -> i32 {
fn name_to_number(&self, name:&str) -> usize {
*self.asset_name2num.get(name).unwrap()
}
fn number_to_name(&self, num:i32) -> &str {
fn number_to_name(&self, num:usize) -> &str {
&*self.asset_num2name.get(&num).unwrap()
}
fn dump(&self) {
@@ -152,7 +281,7 @@ impl Market {
let mut sorted=pq.v.clone();
sorted.sort_by(|a,b| { let a=a.borrow(); let b=b.borrow(); (a.sell_qty/a.buy_qty).cmp(&(b.sell_qty/b.buy_qty)) });
for off in sorted.iter() {
let off=off.borrow();
let off=off.borrow();
println!(" {} @ {} ({})",
off.sell_remain, // off.buy_qty*off.sell_remain/off.sell_qty,
off.buy_qty/off.sell_qty,
@@ -161,7 +290,7 @@ impl Market {
pq.dump();
}
}
fn make_order(&mut self, owner:i32, sell_type:i32, buy_type:i32, sell_qty_initial:FiNum, buy_qty_initial:FiNum) -> bool // Dollars, Bitcoin, 64000, 1
fn make_order(&mut self, owner:usize, sell_type:usize, buy_type:usize, sell_qty_initial:FiNum, buy_qty_initial:FiNum) -> bool // Dollars, Bitcoin, 64000, 1
{
let initial_balance=self.traders[owner as usize].get_balance(sell_type);
if initial_balance<sell_qty_initial { return false; }
@@ -178,7 +307,7 @@ impl Market {
self.traders[owner as usize].add_balance(buy_type ,qty);
self.traders[elt.owner as usize].add_balance(sell_type,pay_qty);
if elt.sell_remain==0.into() { self.orders.get_mut(&ap).unwrap().pop(); }
else { self.orders.get(&ap).unwrap().v[0].borrow_mut().sell_remain-=qty; }
else { self.orders.get(&ap).unwrap().v[0].borrow_mut().sell_remain-=qty; }
} else { break; }
}
if buy_qty>0.into() {
@@ -187,7 +316,10 @@ impl Market {
let bids=self.orders.get_mut(&ap).unwrap();
let sell_qty_remain=sell_qty_initial*buy_qty/buy_qty_initial;
if sell_qty_remain>0.into() {
let neworder=Rc::new(RefCell::new(Order { owner:owner, sell_qty:sell_qty_remain, sell_remain:sell_qty_remain, buy_qty:buy_qty } ));
// self.royalties.entry(sell_type).or_insert(RoyaltyTree::new()).insert(sell_qty_remain);
// let rt_loc=self.royalties.get(&sell_type).unwrap().tree.len();
let neworder=Rc::new(RefCell::new(
Order { owner:owner, sell_qty:sell_qty_remain, sell_remain:sell_qty_remain, buy_qty:buy_qty, rt_loc: 0 } ));
bids.insert(neworder);
self.traders[owner as usize].sub_balance(sell_type,sell_qty_remain);
}
@@ -276,17 +408,17 @@ impl<T: Dumpable + std::cmp::PartialOrd + std::fmt::Debug> PQueue<T> {
impl Market {
fn exercise(&mut self) {
let mut rng: StdRng=StdRng::seed_from_u64(13u64);
let teppy=self.register_trader("Teppy");
let luni =self.register_trader("Luni");
let usd =self.register_asset("USD");
let btc =self.register_asset("BTC");
self.add_trader_balance(teppy,btc,100000.into());
self.add_trader_balance(luni ,usd,650000000.into());
let mut count=0;
let mut tries=0;
for _i in 1..=10000000 {
let teppy=self.register_trader("Teppy");
let luni =self.register_trader("Luni");
let usd =self.register_asset("USD");
let btc =self.register_asset("BTC");
self.add_trader_balance(teppy,btc,100000.into());
self.add_trader_balance(luni ,usd,650000000.into());
let mut count=0;
let mut tries=0;
for _i in 1..=1000000 {
let seller=if rng.gen_bool(0.5) { teppy } else { luni };
let (buy_type,sell_type,buy_qty,sell_qty):(i32,i32,FiNum,FiNum);
let (buy_type,sell_type,buy_qty,sell_qty):(usize,usize,FiNum,FiNum);
if rng.gen_bool(0.5) {
sell_type=btc;
buy_type=usd;
@@ -300,7 +432,7 @@ impl Market {
}
let mut _success=false;
if self.make_order(seller,sell_type,buy_type,sell_qty,buy_qty) { count+=1; _success=true; };
if count>=1000000 { break; }
if count>=1000000 { break; }
tries+=1;
}
println!("Tries: {} Trades: {}",tries,count);
@@ -308,21 +440,40 @@ impl Market {
}
}
fn wt_level(index:u64) -> u32 {
(index^(index+1)).trailing_ones()-1
fn wt_level(index:usize) -> usize {
(index^(index+1)).trailing_ones() as usize-1
}
fn wt_left(index:u64) -> Option<u64> {
fn wt_leaf(index:usize) -> bool {
index&1==0
}
fn wt_left(index:usize) -> Option<usize> {
let level=wt_level(index);
if level>0 { Some(index-(1<<(wt_level(index)-1))) } else { None }
}
fn wt_right(index:u64) -> Option<u64> {
fn wt_right_edge(index: usize, edge: usize) -> Option<usize> { // Less than edge
if index&1==0 { None }
else {
let mut r=wt_right(index).unwrap();
if r<edge { Some(r) }
else {
while r&1==1 {
if r<edge { return Some(r); }
else { r=wt_left(r).unwrap(); }
}
if r<edge { Some(r) } else { None }
}
}
}
fn wt_right(index:usize) -> Option<usize> {
let level=wt_level(index);
if level>0 { Some(index+(1<<(wt_level(index)-1))) } else { None }
}
fn wt_parent(index:u64) -> u64 {
fn wt_parent(index:usize) -> usize {
let lev=wt_level(index);
let first_in_row=index%(1<<lev);
let skip=2<<lev;
@@ -333,7 +484,7 @@ fn wt_parent(index:u64) -> u64 {
first_in_parent_row+nth_in_parent_row*skip_in_parent_row
}
fn wt_forefather(max_index:u64) -> u64 {
fn wt_forefather(max_index:usize) -> usize {
let mut rval=max_index;
rval=rval|(rval>>1);
rval=rval|(rval>>2);
@@ -347,7 +498,18 @@ fn wt_forefather(max_index:u64) -> u64 {
fn tree_stuff() {
for i in (0..=60).step_by(1) {
println!("Index {} Forefather {} Parent {}",i,wt_forefather(i),wt_parent(i));
}
}
}
fn royalty_stuff() {
let mut rt=RoyaltyTree::new();
for index in 0..20 {
rt.add_weight(index,FiNum::new_i32(10));
rt.add_royalty(FiNum::new_i32(24))
}
for index in 0..rt.tree.len() {
println!("Index: {} Weight_here {} Weight_below {} Weight_here_below {}",index,rt.weight_here(index),rt.weight_below(index),rt.weight_here_below(index));
}
}
@@ -357,7 +519,8 @@ fn main() {
let mut m=Market::new(); // USD type is 1, EUR type is 2, BTC type is 10, ETH type is 11, zKN6FBdD SOL type is 12
match mode {
"--exercise" => m.exercise(),
"--treestuff" => tree_stuff(),
_ => println!("Unknown mode: {}",mode),
}
"--treestuff" => tree_stuff(),
"--royaltystuff" => royalty_stuff(),
_ => println!("Unknown mode: {}",mode),
}
}