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Teppy
2024-06-03 19:57:07 -04:00
parent 9c11e7a1bf
commit 99d45b53c4
3 changed files with 17 additions and 457 deletions
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453
src/#main.rs#
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@@ -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<usize,FiNum>, // 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<Royalty>,
}
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() { self.tree[index].weight }
else {
let ff=wt_forefather(index);
let mut index=index;
while index!=ff {
if index<self.tree.len() { return self.tree[index].weight }
else { index=wt_parent(index) }
}
while 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 <self.tree.len() { nweight+=self.tree[left ].weight } }
if let Some(right)=wt_right(last) { if right<self.tree.len() { nweight+=self.tree[right].weight } }
self.tree.push(Royalty::new(nweight));
let forefather=wt_forefather(last);
let mut pivot=last;
while pivot!=forefather {
pivot=wt_parent(pivot);
if pivot<self.tree.len() { self.tree[pivot].weight+=weight }
}
last
}
fn add(&mut self, index:usize, weight: FiNum) {
let ff=wt_forefather(index);
fn dump(&self) {
for index in 0..self.tree.len() {
println!("Index {} Weight {}",index,self.tree[index].weight);
}
}
}
trait Dumpable {
fn dump(&self);
}
impl Dumpable for usize {
fn dump(&self) {
println!("Dump Integer: {}",self);
}
}
impl Dumpable for Rc<RefCell<Order>> {
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<String,usize>,
asset_num2name: HashMap<usize,String>,
asset_count:usize,
money_supply: HashMap<usize,FiNum>,
traders: Vec<Trader>,
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 {
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_balance<sell_qty_initial { return false; }
let mut buy_qty=buy_qty_initial;
let ap=(buy_type,sell_type);
while buy_qty>FiNum::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<Ordering> {
let ord0=self .sell_qty/self .buy_qty;
let ord1=other.sell_qty/other.buy_qty;
if ord0<ord1 { Some(Ordering::Less) }
else if ord0>ord1 { 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<T: Dumpable> {
v: Vec<T>,
}
impl<T: Dumpable + std::cmp::PartialOrd + std::fmt::Debug> PQueue<T> {
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]<self.v[pos] {
self.v.swap(parent,pos);
self.bubble_up(parent);
}
}
}
fn trickle_down(&mut self, pos: usize) {
let mut pivot=pos;
let child0=pos*2+1;
let child1=pos*2+2;
if child0<self.v.len() {
if self.v[pos]<self.v[child0] { pivot=child0; }
if child1<self.v.len() {
if self.v[pivot]<self.v[child1] { pivot=child1; }
}
if pivot!=pos {
self.v.swap(pivot,pos);
self.trickle_down(pivot);
}
}
}
fn insert(&mut self, item: T) {
self.v.push(item);
self.bubble_up(self.v.len()-1);
}
fn pop(&mut self) -> Option<T> {
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<usize> {
let level=wt_level(index);
if level>0 { Some(index-(1<<(wt_level(index)-1))) } 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:usize) -> usize {
let lev=wt_level(index);
let first_in_row=index%(1<<lev);
let skip=2<<lev;
let nth_in_row=(index-first_in_row)/skip;
let first_in_parent_row=(2<<lev)-1;
let skip_in_parent_row=4<<lev;
let nth_in_parent_row=nth_in_row>>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<String> = 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),
}
}