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Teppy
2024-05-09 09:52:52 -10:00
parent 2460a7dbeb
commit a396c43e71
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62
Cargo.lock generated Normal file
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9
Cargo.toml Normal file
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[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"

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src/main.rs Normal file
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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<String,i32>,
asset_num2name: HashMap<i32,String>,
asset_count:i32,
offers: HashMap<(i32,i32),PQueue<Offer>>,
}
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<Ordering> {
let ord0=self .sell_price/self .sell_qty;
let ord1=other.sell_price/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_price/self .sell_qty;
let ord1=other.sell_price/other.sell_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 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();
}

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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<Offer>>,
}
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<sell_per_buy
// {
// let topask=asks.peek();
// let transact=min(sell_qty,topask.sell_remain);
// topask.sell_remain-=transact;
// sell_qty-=transact;
// }
}
}
impl PartialOrd for Offer {
fn partial_cmp(&self, other:&Self) -> Option<Ordering> {
if self.sell_per_buy<other.sell_per_buy { Some(Ordering::Less) }
else if self.sell_per_buy>other.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<T> {
v: Vec<T>,
}
impl<T: 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) {
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<Offer>=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());
}