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Seems to work! No sanity errors.

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Teppy
2024-05-18 23:59:58 -04:00
parent 9081338f5d
commit 9ac396795c
3 changed files with 296 additions and 91 deletions
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259
src/#main.rs# Normal file
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@@ -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<i32,FiNum>, // 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<String,i32>,
asset_num2name: HashMap<i32,String>,
asset_count:i32,
money_supply: HashMap<i32,FiNum>,
offers: HashMap<(i32,i32),PQueue<Offer>>,
traders: Vec<Trader>,
trader_name2num: HashMap<String,i32>,
}
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)<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.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<Ordering> {
let ord0=self .sell_qty/self .buy_qty;
let ord1=other.buy_qty /other.sell_qty;
if ord0<ord1 { Some(Ordering::Less) }
else if ord0>ord1 { 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<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();
}
}
}
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();
}

1
src/.#main.rs Symbolic link
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teppy@teppy-VirtualBox.1978:1716054237

97
src/main.rs
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@@ -131,63 +131,33 @@ impl Market {
value.dump(); 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 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
{ // 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]; if self.traders[owner as usize].get_balance(sell_type)<sell_qty_initial { return false; }
t0.sub_balance(sell_type,sell_qty_initial); let mut buy_qty=buy_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;
let ap=(buy_type,sell_type); let ap=(buy_type,sell_type);
let mut lc=3; while buy_qty>FiNum::new(0) && self.offers.contains_key(&ap) && self.offers.get(&ap).unwrap().v.len()>0 {
while sell_qty>0.into() && lc>0 { let elt=&mut self.offers.get_mut(&ap).unwrap().v[0];
if let Some(asks)=self.offers.get_mut(&ap) { if sell_qty_initial/buy_qty_initial>=elt.buy_qty/elt.sell_qty { // Transact at ask_rate
if asks.v.len()>0 { let qty=std::cmp::min(elt.sell_remain,buy_qty);
let elt=&mut asks.v[0]; elt.sell_remain-=qty;
let t1=&mut self.traders[elt.owner as usize]; buy_qty-=qty;
let ask_rate=elt.buy_qty/elt.sell_qty; let pay_qty=qty*elt.buy_qty/elt.sell_qty;
let elt_buy_remain=elt.buy_qty*elt.sell_remain/elt.sell_qty; self.traders[owner as usize].sub_balance(sell_type,pay_qty);
if sell_rate>=ask_rate { // Transact at ask_rate self.traders[owner as usize].add_balance(buy_type ,qty);
// Can we eat the entire ask? self.traders[elt.owner as usize].add_balance(sell_type,pay_qty);
if buy_qty>=elt.sell_remain { if elt.sell_remain==0.into() { self.offers.get_mut(&ap).unwrap().pop(); }
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() { if buy_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 bids=self.offers.get_mut(&ap).unwrap();
println!("Inserting new offer with sell_qty {}, buy_qty {}",sell_qty,buy_qty); let sell_qty_remain=sell_qty_initial*buy_qty/buy_qty_initial;
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_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<T: Dumpable + std::cmp::PartialOrd + std::fmt::Debug> PQueue<T> {
} }
} }
//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() { fn main() {
let a=FiNum::new_i32(2); let a=FiNum::new_i32(2);
@@ -305,9 +252,7 @@ fn main() {
let btc =m.register_asset("BTC"); let btc =m.register_asset("BTC");
m.add_trader_balance(teppy,btc,5.into()); m.add_trader_balance(teppy,btc,5.into());
m.add_trader_balance(luni ,usd,300000.into()); m.add_trader_balance(luni ,usd,300000.into());
m.dump();
m.make_offer(teppy,btc,usd,1.into(),60000.into()); m.make_offer(teppy,btc,usd,1.into(),60000.into());
m.dump();
m.sanity_check(); m.sanity_check();
m.make_offer(luni ,usd,btc,128000.into(),2.into()); // Buy 1 BTC for 64000 USD m.make_offer(luni ,usd,btc,128000.into(),2.into()); // Buy 1 BTC for 64000 USD
m.dump(); m.dump();