diff --git a/src/#main.rs# b/src/#main.rs# new file mode 100644 index 0000000..dbc1438 --- /dev/null +++ b/src/#main.rs# @@ -0,0 +1,259 @@ +use std::collections::HashMap; +use std::cmp::Ordering; +use std::cmp::min; +use finum::FiNum; + +#[derive(Debug, Clone)] +struct Trader { + name: String, + id: i32, + balances: HashMap, // Maps Currency to Amount + } + +impl Trader { + fn new(name:&str,id:i32) -> Self { + Trader { + name: String::from(name), + id: id, + balances: HashMap::new() + } + } + fn add_balance(&mut self, cur:i32, delta:FiNum) { + self.balances.entry(cur).and_modify(|ent| *ent+=delta ).or_insert_with(|| delta); + } + fn sub_balance(&mut self, cur:i32, delta:FiNum) { + self.balances.entry(cur).and_modify(|ent| *ent-=delta ); + } + fn get_balance(&self, cur:i32) -> FiNum { + *self.balances.get(&cur).map(|bal| bal).unwrap_or(&FiNum::new(0u64)) + } + } + +#[derive(Debug, Clone)] +struct Offer { + sell_qty: FiNum, + sell_remain: FiNum, + buy_qty: FiNum, + owner: i32, + } + +trait Dumpable { + fn dump(&self); + } + +impl Dumpable for Offer { + fn dump(&self) { + println!("Giving {}/{} to get {}",self.sell_remain,self.sell_qty,self.buy_qty); + } + } + + +impl Offer { + fn dump(self) { + println!("Remaining: {} Price: {}",self.sell_remain,self.buy_qty/self.sell_qty); + } + } + +struct Market { + asset_name2num: HashMap, + asset_num2name: HashMap, + asset_count:i32, + money_supply: HashMap, + offers: HashMap<(i32,i32),PQueue>, + traders: Vec, + trader_name2num: HashMap, + } + +impl Market { + fn new() -> Self { + Market { + asset_name2num: HashMap::new(), + asset_num2name: HashMap::new(), + asset_count:0, + money_supply: HashMap::new(), + offers: HashMap::new(), + traders: Vec::new(), + trader_name2num: HashMap::new(), + } + } + 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_offers=FiNum::new(0); + for (ac,pq) in &self.offers { if ac.0==*cur { + for off in &*pq.v { acc_offers+=off.sell_remain; } + } } + let mut acc_traders=FiNum::new(0); + for t in &self.traders { acc_traders+=t.get_balance(*cur); } + let acc=acc_offers+acc_traders; + 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 + let rval=self.traders.len() as i32; + self.trader_name2num.insert(String::from(name),self.traders.len() as i32); + 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) { + 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) { + 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 { + 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 { + *self.asset_name2num.get(name).unwrap() + } + fn number_to_name(&self, num:i32) -> &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 (key,value) in &self.offers { + println!("Offers selling {} to buy {}:",self.number_to_name(key.0),self.number_to_name(key.1)); + value.dump(); + } + } + fn make_offer(&mut self, owner:i32, sell_type:i32, buy_type:i32, sell_qty_initial:FiNum, buy_qty_initial:FiNum) -> bool // Dollars, Bitcoin, 64000, 1 + { + if self.traders[owner as usize].get_balance(sell_type)FiNum::new(0) && self.offers.contains_key(&ap) && self.offers.get(&ap).unwrap().v.len()>0 { + let elt=&mut self.offers.get_mut(&ap).unwrap().v[0]; + 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; + 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.offers.get_mut(&ap).unwrap().pop(); } + } + } + if buy_qty>0.into() { + let ap=(sell_type,buy_type); + if let None=self.offers.get_mut(&ap) { self.offers.insert(ap,PQueue::new()); } + let bids=self.offers.get_mut(&ap).unwrap(); + let sell_qty_remain=sell_qty_initial*buy_qty/buy_qty_initial; + bids.insert(Offer { owner:owner, sell_qty:sell_qty_remain, sell_remain:sell_qty_remain, buy_qty:buy_qty } ); + self.traders[owner as usize].sub_balance(sell_type,sell_qty_remain); + } + true + } + } + +impl PartialOrd for Offer { + fn partial_cmp(&self, other:&Self) -> Option { + let ord0=self .sell_qty/self .buy_qty; + let ord1=other.buy_qty /other.sell_qty; + if ord0ord1 { Some(Ordering::Greater) } + else { Some(Ordering::Equal) } + } + } + +impl PartialEq for Offer { + 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(); + } + } + } + + + +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 teppy=m.register_trader("Teppy"); + let luni =m.register_trader("Luni"); + let usd =m.register_asset("USD"); + let btc =m.register_asset("BTC"); + m.add_trader_balance(teppy,btc,5.into()); + m.add_trader_balance(luni ,usd,300000.into()); + m.make_offer(teppy,btc,usd,1.into(),60000.into()); + m.make_offer(luni ,usd,btc,128000.into(),2.into()); // Buy 1 BTC for 64000 USD + m.dump(); + m.sanity_check(); +} diff --git a/src/.#main.rs b/src/.#main.rs new file mode 120000 index 0000000..a3babb2 --- /dev/null +++ b/src/.#main.rs @@ -0,0 +1 @@ +teppy@teppy-VirtualBox.1978:1716054237 \ No newline at end of file diff --git a/src/main.rs b/src/main.rs index e975240..f7ca02a 100644 --- a/src/main.rs +++ b/src/main.rs @@ -13,20 +13,20 @@ struct Trader { impl Trader { fn new(name:&str,id:i32) -> Self { Trader { - name: String::from(name), - id: id, - balances: HashMap::new() - } + name: String::from(name), + id: id, + balances: HashMap::new() + } } 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: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) -> FiNum { *self.balances.get(&cur).map(|bal| bal).unwrap_or(&FiNum::new(0u64)) - } + } } #[derive(Debug, Clone)] @@ -72,7 +72,7 @@ impl Market { asset_count:0, money_supply: HashMap::new(), offers: HashMap::new(), - traders: Vec::new(), + traders: Vec::new(), trader_name2num: HashMap::new(), } } @@ -93,9 +93,9 @@ impl Market { 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); - self.traders.push(Trader::new(name,rval)); + 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) { self.traders[who as usize].add_balance(cur,delta); @@ -131,63 +131,33 @@ impl Market { value.dump(); } } - 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. - let mut t0=&mut self.traders[owner as usize]; - t0.sub_balance(sell_type,sell_qty_initial); - println!("Subtracting {} currency type {}",sell_qty_initial,sell_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 buy_qty=buy_qty_initial; // 1 Bitcoin - let sell_rate=sell_qty/buy_qty; + fn make_offer(&mut self, owner:i32, sell_type:i32, buy_type:i32, sell_qty_initial:FiNum, buy_qty_initial:FiNum) -> bool // Dollars, Bitcoin, 64000, 1 + { + if self.traders[owner as usize].get_balance(sell_type)0.into() && lc>0 { - if let Some(asks)=self.offers.get_mut(&ap) { - if asks.v.len()>0 { - let elt=&mut asks.v[0]; - let t1=&mut self.traders[elt.owner as usize]; - let ask_rate=elt.buy_qty/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 - // Can we eat the entire ask? - if buy_qty>=elt.sell_remain { - let d=elt.sell_remain/buy_qty_initial; - let m=sell_qty*d; - let nsq=sell_qty-m; - sell_qty-=sell_qty*elt.sell_remain/buy_qty_initial; - buy_qty-=elt.sell_remain; - println!("Adding {} {}",elt_buy_remain,sell_type); - t1.add_balance(sell_type,elt_buy_remain); - asks.pop(); - } else if elt_buy_remain>=sell_qty { // Can we eat the rest of the offer? - elt.sell_remain-=buy_qty; - println!("Adding {} {}",sell_qty,sell_type); - t1.add_balance(sell_type,sell_qty); - sell_qty=0.into(); - buy_qty=0.into(); - } else { - let transact=std::cmp::min(sell_qty,elt.buy_qty*elt.sell_remain/elt.sell_qty); - elt.sell_remain-=transact/ask_rate; - buy_qty-=transact/ask_rate; - let mut sell_delta=transact*sell_rate/ask_rate; - println!("Adding {} {}",sell_delta,sell_type); - t1.add_balance(sell_type,sell_delta); - sell_qty-=sell_delta; - if elt.sell_remain==0.into() { println!("Popping asks"); asks.pop(); } - } - } else { break; } - } else { break; } - } else { break; } - lc-=1; - } - if sell_qty>0.into() { + while buy_qty>FiNum::new(0) && self.offers.contains_key(&ap) && self.offers.get(&ap).unwrap().v.len()>0 { + let elt=&mut self.offers.get_mut(&ap).unwrap().v[0]; + 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; + 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.offers.get_mut(&ap).unwrap().pop(); } + } + } + if buy_qty>0.into() { let ap=(sell_type,buy_type); 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 {}",sell_qty,buy_qty); - bids.insert(Offer { owner:owner, sell_qty:sell_qty, sell_remain:sell_qty, buy_qty:buy_qty } ); - } + let bids=self.offers.get_mut(&ap).unwrap(); + let sell_qty_remain=sell_qty_initial*buy_qty/buy_qty_initial; + bids.insert(Offer { owner:owner, sell_qty:sell_qty_remain, sell_remain:sell_qty_remain, buy_qty:buy_qty } ); + self.traders[owner as usize].sub_balance(sell_type,sell_qty_remain); + } + true } } @@ -268,30 +238,7 @@ impl PQueue { } } -//fn fxp_mult(n0:u64, n1:u64) ->u64 { (((n0>>32)*(n1>>32))<<64)+(((n0>>32)*(n1&0xFFFFFFFF))<<32)+(((n0&0xFFFFFFFF)*(n1>>32))<<32)+(n0&0xFFFFFFFF)*(n1&0xFFFFFFFF) } -fn fxp_div(n0:u64, n1:u64) -> u64 { fxp_mult(n0,fxp_recip(n1)) } -fn fxp_from_int(n:u32) -> u64 { (n as u64)<<32 } -fn fxp_recip(n:u64) -> u64 { 0xFFFFFFFFFFFFFFFFu64/n } -fn fxp_to_fp(n:u64) -> f64 { (n as f64)/(1u64<<32) as f64 } -fn fxp_mult(a: u64, b: u64) -> u64 { - let a_high = a >> 32; - let a_low = a & 0xFFFFFFFF; - let b_high = b >> 32; - let b_low = b & 0xFFFFFFFF; - let high_high = a_high * b_high; - let high_low = a_high * b_low; - let low_high = a_low * b_high; - let low_low = a_low * b_low; - - let mid_term = high_low + low_high; - let carry = mid_term >> 32; - - let result_high = high_high + carry; - let result_low = (mid_term << 32) + low_low; - - (result_high << 32) | (result_low >> 32) -} fn main() { let a=FiNum::new_i32(2); @@ -305,9 +252,7 @@ fn main() { let btc =m.register_asset("BTC"); m.add_trader_balance(teppy,btc,5.into()); m.add_trader_balance(luni ,usd,300000.into()); - m.dump(); 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();