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Uses FiNum type instead of u64

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This commit is contained in:
Teppy
2024-05-18 14:28:12 -04:00
parent 85bacb97d1
commit 9081338f5d
1 changed files with 52 additions and 48 deletions
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100
src/main.rs
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@@ -1,13 +1,13 @@
use std::collections::HashMap; use std::collections::HashMap;
use std::cmp::Ordering; use std::cmp::Ordering;
use std::cmp::min; use std::cmp::min;
use fixed::types::U32F32; use finum::FiNum;
#[derive(Debug, Clone)] #[derive(Debug, Clone)]
struct Trader { struct Trader {
name: String, name: String,
id: i32, id: i32,
balances: HashMap<i32,u64>, // Maps Currency to Amount balances: HashMap<i32,FiNum>, // Maps Currency to Amount
} }
impl Trader { impl Trader {
@@ -18,22 +18,22 @@ impl Trader {
balances: HashMap::new() balances: HashMap::new()
} }
} }
fn add_balance(&mut self, cur:i32, delta:u64) { fn add_balance(&mut self, cur:i32, delta:FiNum) {
self.balances.entry(cur).and_modify(|ent| *ent+=delta ).or_insert_with(|| delta); self.balances.entry(cur).and_modify(|ent| *ent+=delta ).or_insert_with(|| delta);
} }
fn sub_balance(&mut self, cur:i32, delta:u64) { fn sub_balance(&mut self, cur:i32, delta:FiNum) {
self.balances.entry(cur).and_modify(|ent| *ent-=delta ); self.balances.entry(cur).and_modify(|ent| *ent-=delta );
} }
fn get_balance(&self, cur:i32) -> u64 { fn get_balance(&self, cur:i32) -> FiNum {
*self.balances.get(&cur).map(|bal| bal).unwrap_or(&0u64) *self.balances.get(&cur).map(|bal| bal).unwrap_or(&FiNum::new(0u64))
} }
} }
#[derive(Debug, Clone)] #[derive(Debug, Clone)]
struct Offer { struct Offer {
sell_qty: u64, sell_qty: FiNum,
sell_remain: u64, sell_remain: FiNum,
buy_qty: u64, buy_qty: FiNum,
owner: i32, owner: i32,
} }
@@ -43,14 +43,14 @@ trait Dumpable {
impl Dumpable for Offer { impl Dumpable for Offer {
fn dump(&self) { 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)); println!("Giving {}/{} to get {}",self.sell_remain,self.sell_qty,self.buy_qty);
} }
} }
impl Offer { impl Offer {
fn dump(self) { fn dump(self) {
println!("Remaining: {} Price: {}",self.sell_remain,fxp_to_fp(fxp_div(self.buy_qty,self.sell_qty))); println!("Remaining: {} Price: {}",self.sell_remain,self.buy_qty/self.sell_qty);
} }
} }
@@ -58,7 +58,7 @@ 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,
money_supply: HashMap<i32,u64>, money_supply: HashMap<i32,FiNum>,
offers: HashMap<(i32,i32),PQueue<Offer>>, offers: HashMap<(i32,i32),PQueue<Offer>>,
traders: Vec<Trader>, traders: Vec<Trader>,
trader_name2num: HashMap<String,i32>, trader_name2num: HashMap<String,i32>,
@@ -79,15 +79,15 @@ impl Market {
fn sanity_check(&self) { fn sanity_check(&self) {
println!("Sanity Checking Market..."); println!("Sanity Checking Market...");
for (cur,amt) in self.money_supply.iter() { for (cur,amt) in self.money_supply.iter() {
println!("Money Supply {}: {}",self.number_to_name(*cur),fxp_to_fp(*amt)); println!("Money Supply {}: {}",self.number_to_name(*cur),*amt);
let mut acc_offers=0u64; let mut acc_offers=FiNum::new(0);
for (ac,pq) in &self.offers { if ac.0==*cur { for (ac,pq) in &self.offers { if ac.0==*cur {
for off in &*pq.v { acc_offers+=off.sell_remain; } for off in &*pq.v { acc_offers+=off.sell_remain; }
} } } }
let mut acc_traders=0u64; let mut acc_traders=FiNum::new(0);
for t in &self.traders { acc_traders+=t.get_balance(*cur); } for t in &self.traders { acc_traders+=t.get_balance(*cur); }
let acc=acc_offers+acc_traders; let acc=acc_offers+acc_traders;
println!(" {}: Offers {} Traders {} Total {} Should Be {}",self.number_to_name(*cur),fxp_to_fp(acc_offers),fxp_to_fp(acc_traders),fxp_to_fp(acc),fxp_to_fp(*amt)); println!(" {}: Offers {} Traders {} Total {} Should Be {}",self.number_to_name(*cur),acc_offers,acc_traders,acc,*amt);
} }
} }
fn register_trader(&mut self, name:&str) -> i32 { // Add error checking for inserting a trader twice fn register_trader(&mut self, name:&str) -> i32 { // Add error checking for inserting a trader twice
@@ -97,11 +97,11 @@ impl Market {
rval rval
} }
// These are the only ways to get money into or out of the market. // 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: u64) { fn add_trader_balance(&mut self, who:i32, cur:i32, delta: FiNum) {
self.traders[who as usize].add_balance(cur,delta); self.traders[who as usize].add_balance(cur,delta);
*self.money_supply.get_mut(&cur).unwrap()+=delta; *self.money_supply.get_mut(&cur).unwrap()+=delta;
} }
fn sub_trader_balance(&mut self, who:i32, cur:i32, delta: u64) { fn sub_trader_balance(&mut self, who:i32, cur:i32, delta: FiNum) {
self.traders[who as usize].sub_balance(cur,delta); self.traders[who as usize].sub_balance(cur,delta);
*self.money_supply.get_mut(&cur).unwrap()-=delta; *self.money_supply.get_mut(&cur).unwrap()-=delta;
} }
@@ -109,7 +109,7 @@ impl Market {
self.asset_count+=1; self.asset_count+=1;
self.asset_name2num.insert(String::from(name),self.asset_count); self.asset_name2num.insert(String::from(name),self.asset_count);
self.asset_num2name.insert(self.asset_count,String::from(name)); self.asset_num2name.insert(self.asset_count,String::from(name));
self.money_supply.insert(self.asset_count,0); self.money_supply.insert(self.asset_count,FiNum::new(0));
self.asset_count self.asset_count
} }
fn name_to_number(&self, name:&str) -> i32 { fn name_to_number(&self, name:&str) -> i32 {
@@ -123,7 +123,7 @@ impl Market {
for t in &self.traders { for t in &self.traders {
println!(" Trader {}: {}",t.id,t.name); println!(" Trader {}: {}",t.id,t.name);
for (cur,bal) in t.balances.iter() { for (cur,bal) in t.balances.iter() {
println!(" {}: {}",self.number_to_name(*cur),fxp_to_fp(*bal)) println!(" {}: {}",self.number_to_name(*cur),*bal)
} }
} }
for (key,value) in &self.offers { for (key,value) in &self.offers {
@@ -131,61 +131,61 @@ impl Market {
value.dump(); 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 fn make_offer(&mut self, owner:i32, sell_type:i32, buy_type:i32, sell_qty_initial:FiNum, buy_qty_initial:FiNum) // 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. { // 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]; let mut t0=&mut self.traders[owner as usize];
t0.sub_balance(sell_type,sell_qty_initial); t0.sub_balance(sell_type,sell_qty_initial);
println!("Subtracting {} currency type {}",fxp_to_fp(sell_qty_initial),sell_type); println!("Subtracting {} currency type {}",sell_qty_initial,sell_type);
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)); println!("Making offer to sell {} {} and get {} {}",sell_qty_initial,self.number_to_name(sell_type),buy_qty_initial,self.number_to_name(buy_type));
let mut sell_qty=sell_qty_initial; // 64000 Dollars let mut sell_qty=sell_qty_initial; // 64000 Dollars
let mut buy_qty=buy_qty_initial; // 1 Bitcoin let mut buy_qty=buy_qty_initial; // 1 Bitcoin
let sell_rate=fxp_div(sell_qty,buy_qty); let sell_rate=sell_qty/buy_qty;
let ap=(buy_type,sell_type); let ap=(buy_type,sell_type);
let mut lc=3; let mut lc=3;
while sell_qty>0 && lc>0 { while sell_qty>0.into() && lc>0 {
if let Some(asks)=self.offers.get_mut(&ap) { if let Some(asks)=self.offers.get_mut(&ap) {
if asks.v.len()>0 { if asks.v.len()>0 {
let elt=&mut asks.v[0]; let elt=&mut asks.v[0];
let t1=&mut self.traders[elt.owner as usize]; let t1=&mut self.traders[elt.owner as usize];
let ask_rate=fxp_div(elt.buy_qty,elt.sell_qty); let ask_rate=elt.buy_qty/elt.sell_qty;
let elt_buy_remain=fxp_mult(elt.buy_qty,fxp_div(elt.sell_remain,elt.sell_qty)); let elt_buy_remain=elt.buy_qty*elt.sell_remain/elt.sell_qty;
if sell_rate>=ask_rate { // Transact at ask_rate if sell_rate>=ask_rate { // Transact at ask_rate
// Can we eat the entire ask? // Can we eat the entire ask?
if buy_qty>=elt.sell_remain { if buy_qty>=elt.sell_remain {
let d=fxp_div(elt.sell_remain,buy_qty_initial); let d=elt.sell_remain/buy_qty_initial;
let m=fxp_mult(sell_qty,d); let m=sell_qty*d;
let nsq=sell_qty-m; let nsq=sell_qty-m;
sell_qty-=fxp_mult(sell_qty,fxp_div(elt.sell_remain,buy_qty_initial)); sell_qty-=sell_qty*elt.sell_remain/buy_qty_initial;
buy_qty-=elt.sell_remain; buy_qty-=elt.sell_remain;
println!("Adding {} {}",fxp_to_fp(elt_buy_remain),sell_type); println!("Adding {} {}",elt_buy_remain,sell_type);
t1.add_balance(sell_type,elt_buy_remain); t1.add_balance(sell_type,elt_buy_remain);
asks.pop(); asks.pop();
} else if elt_buy_remain>=sell_qty { // Can we eat the rest of the offer? } else if elt_buy_remain>=sell_qty { // Can we eat the rest of the offer?
elt.sell_remain-=buy_qty; elt.sell_remain-=buy_qty;
println!("Adding {} {}",fxp_to_fp(sell_qty),sell_type); println!("Adding {} {}",sell_qty,sell_type);
t1.add_balance(sell_type,sell_qty); t1.add_balance(sell_type,sell_qty);
sell_qty=0; sell_qty=0.into();
buy_qty=0; buy_qty=0.into();
} else { } else {
let transact=std::cmp::min(sell_qty,fxp_mult(elt.buy_qty,fxp_div(elt.sell_remain,elt.sell_qty))); let transact=std::cmp::min(sell_qty,elt.buy_qty*elt.sell_remain/elt.sell_qty);
elt.sell_remain-=fxp_div(transact,ask_rate); elt.sell_remain-=transact/ask_rate;
buy_qty-=fxp_div(transact,ask_rate); buy_qty-=transact/ask_rate;
let mut sell_delta=fxp_mult(transact,fxp_div(sell_rate,ask_rate)); let mut sell_delta=transact*sell_rate/ask_rate;
println!("Adding {} {}",fxp_to_fp(sell_delta),sell_type); println!("Adding {} {}",sell_delta,sell_type);
t1.add_balance(sell_type,sell_delta); t1.add_balance(sell_type,sell_delta);
sell_qty-=sell_delta; sell_qty-=sell_delta;
if elt.sell_remain==0 { println!("Popping asks"); asks.pop(); } if elt.sell_remain==0.into() { println!("Popping asks"); asks.pop(); }
} }
} else { break; } } else { break; }
} else { break; } } else { break; }
} else { break; } } else { break; }
lc-=1; lc-=1;
} }
if sell_qty>0 { if sell_qty>0.into() {
let ap=(sell_type,buy_type); let ap=(sell_type,buy_type);
if let None=self.offers.get_mut(&ap) { self.offers.insert(ap,PQueue::new()); } if let None=self.offers.get_mut(&ap) { self.offers.insert(ap,PQueue::new()); }
let mut bids=self.offers.get_mut(&ap).unwrap(); 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)); println!("Inserting new offer with sell_qty {}, buy_qty {}",sell_qty,buy_qty);
bids.insert(Offer { owner:owner, 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 } );
} }
} }
@@ -294,18 +294,22 @@ fn fxp_mult(a: u64, b: u64) -> u64 {
} }
fn main() { fn main() {
let a=FiNum::new_i32(2);
let b=FiNum::new_i32(3);
let c=b+a;
println!("C is {}, C.value() is {}",c,c.value());
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 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 teppy=m.register_trader("Teppy");
let luni =m.register_trader("Luni"); let luni =m.register_trader("Luni");
let usd =m.register_asset("USD"); let usd =m.register_asset("USD");
let btc =m.register_asset("BTC"); let btc =m.register_asset("BTC");
m.add_trader_balance(teppy,btc,fxp_from_int(5)); m.add_trader_balance(teppy,btc,5.into());
m.add_trader_balance(luni ,usd,fxp_from_int(300000)); m.add_trader_balance(luni ,usd,300000.into());
m.dump(); m.dump();
m.make_offer(teppy,btc,usd,fxp_from_int(1),fxp_from_int(60000)); m.make_offer(teppy,btc,usd,1.into(),60000.into());
m.dump();
m.sanity_check();
m.make_offer(luni ,usd,btc,128000.into(),2.into()); // Buy 1 BTC for 64000 USD
m.dump(); m.dump();
m.sanity_check(); m.sanity_check();
// m.make_offer(luni ,usd,btc,fxp_from_int(128000),fxp_from_int(2)); // Buy 1 BTC for 64000 USD
// m.dump();
// m.sanity_check();
} }