diff --git a/src/#main.rs# b/src/#main.rs# deleted file mode 100644 index 156391e..0000000 --- a/src/#main.rs# +++ /dev/null @@ -1,453 +0,0 @@ -// -// 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::rc::Rc; -use std::cell::RefCell; -use rand::prelude::*; -use rand::rngs::StdRng; -use finum::FiNum; - -#[derive(Debug, Clone)] -struct Trader { - name: String, - id: usize, - balances: HashMap, // Maps Currency to Amount - } - -impl Trader { - fn new(name:&str,id:usize) -> Self { - Trader { - name: String::from(name), - id: id, - balances: HashMap::new() - } - } - 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:usize, delta:FiNum) { - self.balances.entry(cur).and_modify(|ent| *ent-=delta ); - } - fn get_balance(&self, cur:usize) -> FiNum { - *self.balances.get(&cur).map(|bal| bal).unwrap_or(&FiNum::new(0u64)) - } - } - -#[derive(Debug, Clone)] -struct Order { - sell_qty: FiNum, - sell_remain: FiNum, - buy_qty: FiNum, - owner: usize, - rt_loc: usize, // Location in the Royalty Tree - } - -struct RoyaltyTree { - tree: Vec, - } - -impl RoyaltyTree { - fn new() -> Self { - RoyaltyTree { tree:Vec::new() } - } - fn get_weight(&self, index:usize) -> FiNum { - println!("Get_weight {} self.tree.len() {} ",index,self.tree.len()); - if index=self.tree.len() { index=wt_left(index).unwrap() } - self.tree[index].weight - } - } - } - -struct Royalty { - weight: FiNum, // Here and below - acc: FiNum, // Here and Below - } - -impl Royalty { - fn new(weight: FiNum) -> Self { - Royalty { weight:weight, acc:FiNum::new(0u64) } - } - } - -impl RoyaltyTree { - fn insert(&mut self, weight: FiNum) -> usize { - let last=self.tree.len(); - let mut nweight=weight; - if let Some(left )=wt_left (last) { if left > { - fn dump(&self) { - } - } - - -impl Dumpable for Order { - fn dump(&self) { - println!("Giving {}/{} to get {}",self.sell_remain,self.sell_qty,self.buy_qty); - } - } - - - -struct Market { - asset_name2num: HashMap, - asset_num2name: HashMap, - asset_count:usize, - money_supply: HashMap, - traders: Vec, - trader_name2num: HashMap, - orders: HashMap<(usize,usize),PQueue>>>, - royalties: HashMap, // Active orders that are accepting asset X. They receive royalties when someone makes an order to sell X - } - -impl Market { - fn new() -> Self { - 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(), - 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..."); - for (cur,amt) in self.money_supply.iter() { - println!("Money Supply {}: {}",self.number_to_name(*cur),*amt); - let mut acc_orders=FiNum::new(0); - for (ac,pq) in &self.orders { if ac.0==*cur { - for off in &*pq.v { acc_orders+=off.borrow().sell_remain; } - } } - let mut acc_traders=FiNum::new(0); - for t in &self.traders { acc_traders+=t.get_balance(*cur); } - let acc=acc_orders+acc_traders; - println!(" {}: Orders {} Traders {} Total {} Should Be {}",self.number_to_name(*cur),acc_orders,acc_traders,acc,*amt); - } - } - 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: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: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) -> 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) -> usize { - *self.asset_name2num.get(name).unwrap() - } - fn number_to_name(&self, num:usize) -> &str { - &*self.asset_num2name.get(&num).unwrap() - } - fn dump(&self) { - println!("Dumping Market:"); - for t in &self.traders { - println!(" Trader {}: {}",t.id,t.name); - for (cur,bal) in t.balances.iter() { - println!(" {}: {}",self.number_to_name(*cur),*bal) - } - } - for (ap,pq) in &self.orders { - println!("Orders selling {} to buy {}:",self.number_to_name(ap.0),self.number_to_name(ap.1)); - 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(); - println!(" {} @ {} ({})", - off.sell_remain, // off.buy_qty*off.sell_remain/off.sell_qty, - off.buy_qty/off.sell_qty, - self.traders[off.owner as usize].name); - } - pq.dump(); - } - } - 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_balanceFiNum::new(0) && self.orders.contains_key(&ap) && self.orders.get(&ap).unwrap().v.len()>0 { - let mut elt=(*(self.orders.get(&ap).unwrap().v[0].borrow())).clone(); - if sell_qty_initial/buy_qty_initial>=elt.buy_qty/elt.sell_qty { // Transact at ask_rate - let qty=std::cmp::min(elt.sell_remain,buy_qty); - elt.sell_remain-=qty; - buy_qty-=qty; - let pay_qty=qty*elt.buy_qty/elt.sell_qty; // 1.8499*194623/2.9744 - self.traders[owner as usize].sub_balance(sell_type,pay_qty); - 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 { break; } - } - if buy_qty>0.into() { - let ap=(sell_type,buy_type); - if let None=self.orders.get_mut(&ap) { self.orders.insert(ap,PQueue::new()); } - 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 rt_loc=self.royalties.entry(sell_type).or_insert(RoyaltyTree::new()).insert(sell_qty_remain); - 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: rt_loc } )); - bids.insert(neworder); - self.traders[owner as usize].sub_balance(sell_type,sell_qty_remain); - } - } - true - } - } - -impl PartialOrd for Order { - fn partial_cmp(&self, other:&Self) -> Option { - let ord0=self .sell_qty/self .buy_qty; - let ord1=other.sell_qty/other.buy_qty; - if ord0ord1 { Some(Ordering::Greater) } - else { Some(Ordering::Equal) } - } - } - -impl PartialEq for Order { - fn eq(&self, other:&Self) -> bool { - let ord0=self .sell_qty/self .buy_qty; - let ord1=other.sell_qty/other.buy_qty; - ord0==ord1 - } - } - - -struct PQueue { - v: Vec, - } - -impl PQueue { - fn new()->Self { - PQueue { - v: Vec::new() - } - } - fn peek(&self) -> &T { - &self.v[0] - } - fn bubble_up(&mut self, pos: usize) { - if pos>0 { - let parent=(pos-1)/2; - if self.v[parent] Option { - if self.v.len()==0 { None } - else { - let end=self.v.len()-1; - self.v.swap(0,end); - let rval=self.v.pop(); - self.trickle_down(0); - rval - } - } - fn dump(&self) { - for index in 0..self.v.len() { - self.v[index].dump(); - } - } - } - -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..=1000000 { - let seller=if rng.gen_bool(0.5) { teppy } else { luni }; - 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; - sell_qty=rng.gen_range(1..=5).into(); - buy_qty=sell_qty*rng.gen_range(60..=70).into(); - } else { - sell_type=usd; - buy_type=btc; - buy_qty=rng.gen_range(1..=5).into(); - sell_qty=buy_qty*rng.gen_range(60..=70).into(); - } - 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; } - tries+=1; - } - println!("Tries: {} Trades: {}",tries,count); - self.sanity_check(); - } - } - -fn wt_level(index:usize) -> usize { - (index^(index+1)).trailing_ones() as usize-1 - } - -fn wt_leaf(index:usize) -> bool { - index&1==0 - } - -fn wt_left(index:usize) -> Option { - let level=wt_level(index); - if level>0 { Some(index-(1<<(wt_level(index)-1))) } else { None } - } - -fn wt_right(index:usize) -> Option { - let level=wt_level(index); - if level>0 { Some(index+(1<<(wt_level(index)-1))) } else { None } - } - -fn wt_parent(index:usize) -> usize { - let lev=wt_level(index); - let first_in_row=index%(1<>1; - first_in_parent_row+nth_in_parent_row*skip_in_parent_row - } - -fn wt_forefather(max_index:usize) -> usize { - let mut rval=max_index; - rval=rval|(rval>>1); - rval=rval|(rval>>2); - rval=rval|(rval>>4); - rval=rval|(rval>>8); - rval=rval|(rval>>16); - rval=rval|(rval>>32); - if rval>max_index { wt_left(rval).unwrap() } else { rval } - } - -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 _ in 0..20 { - rt.insert(FiNum::new_i32(10)); - } - for index in 0..rt.tree.len() { - println!("Index: {} Royalty: {}",index,rt.tree[index].weight); - } - } - - -fn main() { - let args: Vec = env::args().collect(); - let mode=if args.len()<=1 { "--exercise" } else { args[1].as_str() }; - 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(), - "--royaltystuff" => royalty_stuff(), - _ => println!("Unknown mode: {}",mode), - } - } diff --git a/src/.#main.rs b/src/.#main.rs deleted file mode 100644 index 07129e7..0000000 --- a/src/.#main.rs +++ /dev/null @@ -1 +0,0 @@ -teppy@HAWAII.19788:1716742567 \ No newline at end of file diff --git a/src/main.rs b/src/main.rs index 5ca9494..c891449 100644 --- a/src/main.rs +++ b/src/main.rs @@ -91,7 +91,7 @@ impl Royalty { } impl RoyaltyTree { - fn insert(&mut self, weight: FiNum) -> usize { + fn insert(&mut self, weight: FiNum, royalty:FiNum) -> usize { let last=self.tree.len(); let mut nweight=weight; if let Some(left )=wt_left (last) { if left FiNum { + let ff=wt_forefather(index); + let mut index=index; + let mut rval=FiNum::zero(); + loop { + let cap=self.tree[index].acc*weight/self.tree[index].weight; + self.tree[index].weight-=weight; + self.tree[index].acc-=cap; + rval+=cap; + if index!=ff { index=wt_parent(index); } else { break; } + } + rval + } fn dump(&self) { for index in 0..self.tree.len() { println!("Index {} Weight {}",index,self.tree[index].weight); @@ -257,7 +271,7 @@ 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 rt_loc=self.royalties.entry(sell_type).or_insert(RoyaltyTree::new()).insert(sell_qty_remain); + let rt_loc=self.royalties.entry(sell_type).or_insert(RoyaltyTree::new()).insert(sell_qty_remain,FiNum::zero()); 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: rt_loc } )); bids.insert(neworder); @@ -429,7 +443,7 @@ fn tree_stuff() { fn royalty_stuff() { let mut rt=RoyaltyTree::new(); for _ in 0..20 { - rt.insert(FiNum::new_i32(10)); + rt.insert(FiNum::new_i32(10),FiNum::zero()); } for index in 0..rt.tree.len() { println!("Index: {} Royalty: {}",index,rt.tree[index].weight);