diff --git a/Cargo.lock b/Cargo.lock new file mode 100644 index 0000000..464b89e --- /dev/null +++ b/Cargo.lock @@ -0,0 +1,62 @@ +# This file is automatically @generated by Cargo. +# It is not intended for manual editing. +version = 3 + +[[package]] +name = "az" +version = "1.2.1" +source = "registry+https://github.com/rust-lang/crates.io-index" +checksum = "7b7e4c2464d97fe331d41de9d5db0def0a96f4d823b8b32a2efd503578988973" + +[[package]] +name = "bytemuck" +version = "1.15.0" +source = "registry+https://github.com/rust-lang/crates.io-index" +checksum = "5d6d68c57235a3a081186990eca2867354726650f42f7516ca50c28d6281fd15" + +[[package]] +name = "cfg-if" +version = "1.0.0" +source = "registry+https://github.com/rust-lang/crates.io-index" +checksum = "baf1de4339761588bc0619e3cbc0120ee582ebb74b53b4efbf79117bd2da40fd" + +[[package]] +name = "crunchy" +version = "0.2.2" +source = "registry+https://github.com/rust-lang/crates.io-index" +checksum = "7a81dae078cea95a014a339291cec439d2f232ebe854a9d672b796c6afafa9b7" + +[[package]] +name = "fixed" +version = "1.27.0" +source = "registry+https://github.com/rust-lang/crates.io-index" +checksum = "2fc715d38bea7b5bf487fcd79bcf8c209f0b58014f3018a7a19c2b855f472048" +dependencies = [ + "az", + "bytemuck", + "half", + "typenum", +] + +[[package]] +name = "half" +version = "2.4.1" +source = "registry+https://github.com/rust-lang/crates.io-index" +checksum = "6dd08c532ae367adf81c312a4580bc67f1d0fe8bc9c460520283f4c0ff277888" +dependencies = [ + "cfg-if", + "crunchy", +] + +[[package]] +name = "lzf1" +version = "0.1.0" +dependencies = [ + "fixed", +] + +[[package]] +name = "typenum" +version = "1.17.0" +source = "registry+https://github.com/rust-lang/crates.io-index" +checksum = "42ff0bf0c66b8238c6f3b578df37d0b7848e55df8577b3f74f92a69acceeb825" diff --git a/Cargo.toml b/Cargo.toml new file mode 100644 index 0000000..2dd1c96 --- /dev/null +++ b/Cargo.toml @@ -0,0 +1,9 @@ +[package] +name = "lzf1" +version = "0.1.0" +edition = "2021" +debug = true +# See more keys and their definitions at https://doc.rust-lang.org/cargo/reference/manifest.html + +[dependencies] +fixed="1.27.0" diff --git a/src/main.rs b/src/main.rs new file mode 100644 index 0000000..ae8ae5b --- /dev/null +++ b/src/main.rs @@ -0,0 +1,196 @@ +use std::collections::HashMap; +use std::cmp::Ordering; +use std::cmp::min; +use fixed::types::U32F32; + +#[derive(Debug, Clone)] +struct Offer { + sell_qty: u64, + sell_remain: u64, + buy_qty: u64, + } + +trait Dumpable { + fn dump(&self); + } + +impl Dumpable for Offer { + fn dump(&self) { + println!("Giving {} to get {}",fxp_to_fp(self.sell_qty),fxp_to_fp(self.buy_qty)); + } + } + + +impl Offer { + fn dump(self) { + println!("Remaining: {} Price: {}",self.sell_remain,fxp_to_fp(fxp_div(self.buy_qty,self.sell_qty))); + } + } + +struct Market { + asset_name2num: HashMap, + asset_num2name: HashMap, + asset_count:i32, + offers: HashMap<(i32,i32),PQueue>, + } + +impl Market { + fn new() -> Self { + Market { + asset_name2num: HashMap::new(), + asset_num2name: HashMap::new(), + asset_count:0, + offers: HashMap::new() + } + } + 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.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 (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, sell_type:i32, buy_type:i32, sell_qty_initial:u64, buy_qty_initial:u64) // Dollars, Bitcoin, 64000, 1 + { // Comments assume someone is asking 48000 USD for 1 Bitcoin. Then someone comes along and bids $64000 for 1 Bitcoin (sells 64000 USD to buy 1 Bitcoin. + 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)); + let mut sell_qty=sell_qty_initial; // 64000 Dollars + let mut buy_qty=buy_qty_initial; // 1 Bitcoin + let sell_rate=fxp_div(buy_qty,sell_qty); + let ap=(buy_type,sell_type); + while sell_qty>0 { + if let Some(asks)=self.offers.get_mut(&ap) { + if asks.v.len()>0 { + let elt=&mut asks.v[0]; + let ask_rate=fxp_div(elt.buy_qty,elt.sell_qty); + if sell_rate>=ask_rate { // Transact at ask_rate + let ask_transact =fxp_mult(elt.sell_remain,fxp_div(elt.sell_price,elt.sell_qty)); // 48000 USD + let sell_transact=sell_qty; + let transact=std::cmp::min(ask_transact,sell_transact); // 48000 USD + println!("Before: elt.sell_remain={} sell_qty={} transact={}",fxp_to_fp(elt.sell_remain),fxp_to_fp(sell_qty),fxp_to_fp(transact)); + elt.sell_remain-=transact; + sell_qty-=transact; + println!("After: elt.sell_remain={} sell_qty={}",elt.sell_remain,sell_qty); + if elt.sell_remain==0 { + println!("Popping asks"); + asks.pop(); + } + } else { break; } + } else { break; } + } else { break; } + } + if sell_qty>0 { + 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(); + let sell_price=fxp_div(fxp_mult(sell_price,sell_qty),sell_qty_initial); + bids.insert(Offer { sell_qty:sell_qty, sell_remain:sell_qty, sell_price:sell_price } ); + } + } + } + +impl PartialOrd for Offer { + fn partial_cmp(&self, other:&Self) -> Option { + let ord0=self .sell_price/self .sell_qty; + let ord1=other.sell_price/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_price/self .sell_qty; + let ord1=other.sell_price/other.sell_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 fxp_mult(n0:u64, n1:u64) ->u64 { (n0>>32)*(n1>>32)+(n0>>32)*(n1&0xFFFFFFFF)+(n0&0xFFFFFFFF)*(n1>>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 main() { + 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 usd=m.register_asset("USD"); + let btc=m.register_asset("BTC"); + let n=64000u64<<32; + println!("Testing recip: {} {} {}",fxp_to_fp(n),fxp_recip(n),fxp_to_fp(fxp_recip(fxp_recip(n)))); + m.make_offer(btc,usd,fxp_from_int(1),fxp_from_int(1)); + m.dump(); + m.make_offer(usd,btc,fxp_from_int(64000),fxp_from_int(64000)); // Buy 1 BTC for 64000 USD + m.dump(); +} diff --git a/src/main.rs~ b/src/main.rs~ new file mode 100644 index 0000000..bfa7c94 --- /dev/null +++ b/src/main.rs~ @@ -0,0 +1,130 @@ +use std::collections::HashMap; +use std::cmp::Ordering; +use std::cmp::min; + +#[derive(Debug)] +struct Offer { + sell_qty: u64, + sell_remain: u64, + sell_per_buy: u64, // Order heaps on this, decreasing order (highest on top) + buy_royalty_acc: u64, + buy_royalty_cap: u64, + } + +struct Market { + offers: HashMap<(String,String),PQueue>, + } + +impl Market { + fn new() -> Self { + Market { + offers: HashMap::new() + } + } + fn MakeOffer(&mut self, sell_type:String, buy_type:String, sell_qty:u64, sell_per_buy:u64) + { + let mut sell_qty=sell_qty; +// let bp=(sell_type.clone(),buy_type.clone()); + let ap=(buy_type,sell_type); +// let bids=&self.offers[&bp]; + let asks=&self.offers[&ap]; +// let mut topask=asks.peek(); +// while asks.peek().sell_per_buy Option { + if self.sell_per_buyother.sell_per_buy { Some(Ordering::Greater) } + else { Some(Ordering::Equal) } + } + } + +impl PartialEq for Offer { + fn eq(&self, other:&Self) -> bool { + self.sell_per_buy==other.sell_per_buy + } + } + +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) { + println!("PQueue length {}:",self.v.len()); + for index in 0..self.v.len() { println!("{:?}",self.v[index]); } + } + } + + + + +fn main() { + let mut m=Market::new(); + let mut pq:PQueue=PQueue::new(); + pq.dump(); + println!("{:?}",pq.pop()); + println!("{:?}",pq.pop()); + println!("{:?}",pq.pop()); + println!("{:?}",pq.pop()); + println!("{:?}",pq.pop()); + println!("{:?}",pq.pop()); + println!("{:?}",pq.pop()); + println!("{:?}",pq.pop()); + println!("{:?}",pq.pop()); +}