Working, but without royalties for execute_batch

This commit is contained in:
2024-08-02 12:50:25 -04:00
parent 79e00955dc
commit aa755b5d93

View File

@@ -261,7 +261,12 @@ impl Dumpable for Order {
} }
} }
struct OrderFinder {
asset0: usize,
asset1: usize,
pq_loc: usize,
rt_loc: usize,
}
struct Market { struct Market {
asset_name2num: HashMap<String,usize>, asset_name2num: HashMap<String,usize>,
@@ -269,9 +274,10 @@ struct Market {
money_supply: HashMap<usize,FiNum>, money_supply: HashMap<usize,FiNum>,
traders: Vec<Trader>, traders: Vec<Trader>,
trader_name2num: HashMap<String,usize>, trader_name2num: HashMap<String,usize>,
orders: HashMap<(usize,usize),PQueue<Rc<RefCell<Order>>>>, orders: HashMap<(usize,usize),OrderQueue>,
royalties: HashMap<usize,RoyaltyTree>, // Active orders that are accepting asset X. They receive royalties when someone makes an order to sell X royalties: HashMap<usize,RoyaltyTree>, // Active orders that are accepting asset X. They receive royalties when someone makes an order to sell X
royalty_rate: HashMap<usize,FiNum>, royalty_rate: HashMap<usize,FiNum>,
order_finder: HashMap<usize,(usize,usize,usize)>, // To find an order, look in Orders.get(usize,usize) at position usize
next_order_id: usize, next_order_id: usize,
} }
@@ -286,6 +292,7 @@ impl Market {
orders: HashMap::new(), orders: HashMap::new(),
royalties: HashMap::new(), royalties: HashMap::new(),
royalty_rate: HashMap::new(), royalty_rate: HashMap::new(),
order_finder: HashMap::new(),
next_order_id: 1, next_order_id: 1,
}; };
rval.register_trader("*HOUSE*"); rval.register_trader("*HOUSE*");
@@ -297,7 +304,7 @@ impl Market {
println!("Money Supply {}: {}",self.number_to_name(*cur),*amt); println!("Money Supply {}: {}",self.number_to_name(*cur),*amt);
let mut acc_orders=FiNum::new(0); let mut acc_orders=FiNum::new(0);
for (ac,pq) in &self.orders { if ac.0==*cur { for (ac,pq) in &self.orders { if ac.0==*cur {
for off in &*pq.v { acc_orders+=off.borrow().sell_remain; } for off in &*pq.v { acc_orders+=off.sell_remain; }
} } } }
let mut acc_traders=FiNum::new(0); let mut acc_traders=FiNum::new(0);
for t in &self.traders { acc_traders+=t.get_balance(*cur); } for t in &self.traders { acc_traders+=t.get_balance(*cur); }
@@ -348,18 +355,15 @@ impl Market {
} }
fn dump(&mut self) { fn dump(&mut self) {
println!("Dumping Market:"); println!("Dumping Market:");
for t in &self.traders { println!("Money Supply:");
println!(" Trader {}: {}",t.id,t.name); for index in 0..self.assets.len() {
for (cur,bal) in t.balances.iter() { println!(" {}: {}",self.number_to_asset(index).name,self.money_supply[&index]);
println!(" {}: {}",self.number_to_name(*cur),*bal)
}
} }
for (ap,pq) in &self.orders { for (ap,pq) in &self.orders {
println!("Orders selling {} to buy {}:",self.number_to_name(ap.0),self.number_to_name(ap.1)); println!("Orders selling {} to buy {}:",self.number_to_name(ap.0),self.number_to_name(ap.1));
let mut sorted=pq.v.clone(); 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)) }); sorted.sort_by(|a,b| { (a.sell_qty/a.buy_qty).cmp(&(b.sell_qty/b.buy_qty)) });
for off in sorted.iter() { for off in sorted.iter() {
let off=off.borrow();
println!(" {} @ {} ({}) OrderID: {} PQLoc: {} RTLoc: {} Royalties: {}", println!(" {} @ {} ({}) OrderID: {} PQLoc: {} RTLoc: {} Royalties: {}",
off.sell_remain, // off.buy_qty*off.sell_remain/off.sell_qty, off.sell_remain, // off.buy_qty*off.sell_remain/off.sell_qty,
off.buy_qty/off.sell_qty, off.buy_qty/off.sell_qty,
@@ -368,11 +372,18 @@ impl Market {
self.royalties.get_mut(&ap.1).unwrap().get_royalty(off.rt_loc)); self.royalties.get_mut(&ap.1).unwrap().get_royalty(off.rt_loc));
//,self.royalties.get(&ap.1).unwrap().tree[off.rt_loc].acc); //,self.royalties.get(&ap.1).unwrap().tree[off.rt_loc].acc);
} }
pq.dump();
} }
println!("Royalties accumulated but not captured:");
for index in 0..self.assets.len() { for index in 0..self.assets.len() {
let tot=self.royalties.get(&index).unwrap().acc_total(); let tot=self.royalties.get(&index).unwrap().acc_total();
println!("Accumulated Royalties for {}: {}",self.number_to_asset(index).name,tot); println!(" For {}: {}",self.number_to_asset(index).name,tot);
}
println!("Trader Balances:");
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)
}
} }
} }
fn replay_file(&mut self, fname:&str) { fn replay_file(&mut self, fname:&str) {
@@ -399,18 +410,18 @@ impl Market {
let ap1=(asset_type1,asset_type0); let ap1=(asset_type1,asset_type0);
let [bids0,bids1]=self.orders.get_many_mut([&ap0, &ap1]).unwrap(); let [bids0,bids1]=self.orders.get_many_mut([&ap0, &ap1]).unwrap();
while !bids0.empty() && !bids1.empty() while !bids0.empty() && !bids1.empty()
&& bids0.peek().borrow().sell_qty/bids0.peek().borrow().buy_qty>=strike0/strike1 && bids0.peek().sell_qty/bids0.peek().buy_qty>=strike0/strike1
&& bids1.peek().borrow().sell_qty/bids1.peek().borrow().buy_qty>=strike1/strike0 { && bids1.peek().sell_qty/bids1.peek().buy_qty>=strike1/strike0 {
let asset0_paying =std::cmp::min(bids0.peek().borrow().sell_remain,strike0*bids1.peek().borrow().sell_remain/bids1.peek().borrow().sell_qty); let asset0_paying =std::cmp::min(bids0.peek().sell_remain,strike0*bids1.peek().sell_remain/bids1.peek().sell_qty);
let asset1_paying =std::cmp::min(bids1.peek().borrow().sell_remain,strike1*bids0.peek().borrow().sell_remain/bids0.peek().borrow().sell_qty); let asset1_paying =std::cmp::min(bids1.peek().sell_remain,strike1*bids0.peek().sell_remain/bids0.peek().sell_qty);
bids0.peek().borrow_mut().sell_remain-=asset0_paying; bids0.peek().sell_remain-=asset0_paying;
bids1.peek().borrow_mut().sell_remain-=asset1_paying; bids1.peek().sell_remain-=asset1_paying;
self.traders[bids0.peek().borrow().owner].add_balance(asset_type1,asset1_paying); self.traders[bids0.peek().owner].add_balance(asset_type1,asset1_paying);
self.traders[bids1.peek().borrow().owner].add_balance(asset_type0,asset0_paying); self.traders[bids1.peek().owner].add_balance(asset_type0,asset0_paying);
log.push(format!(" {} got {} {}, {} got {} {}",self.traders[bids0.peek().borrow().owner].name,asset1_paying,asset1.name, log.push(format!(" {} got {} {}, {} got {} {}",self.traders[bids0.peek().owner].name,asset1_paying,asset1.name,
self.traders[bids1.peek().borrow().owner].name,asset0_paying,asset0.name)); self.traders[bids1.peek().owner].name,asset0_paying,asset0.name));
if bids0.peek().borrow().sell_remain==FiNum::zero() { bids0.pop(); } if bids0.peek().sell_remain==FiNum::zero() { bids0.pop(); }
if bids1.peek().borrow().sell_remain==FiNum::zero() { bids1.pop(); } if bids1.peek().sell_remain==FiNum::zero() { bids1.pop(); }
} }
Result::ExecutedBatch(log) Result::ExecutedBatch(log)
} }
@@ -431,7 +442,7 @@ impl Market {
let mut commission_acc=FiNum::zero(); let mut commission_acc=FiNum::zero();
let new_order_id:usize; let new_order_id:usize;
while execute_if_possible && buy_qty>FiNum::new(0) && self.orders.contains_key(&ap) && self.orders.get(&ap).unwrap().v.len()>0 { while execute_if_possible && 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(); let mut elt=self.orders.get(&ap).unwrap().v[0].clone();
if sell_qty/buy_qty_initial>=elt.buy_qty/elt.sell_qty { // Transact at ask_rate if sell_qty/buy_qty_initial>=elt.buy_qty/elt.sell_qty { // Transact at ask_rate
let qty=std::cmp::min(elt.sell_remain,buy_qty); let qty=std::cmp::min(elt.sell_remain,buy_qty);
elt.sell_remain-=qty; elt.sell_remain-=qty;
@@ -457,22 +468,23 @@ impl Market {
commission1_qty-=cq1; commission1_qty-=cq1;
self.royalties.entry(sell_type).or_insert(RoyaltyTree::new()).add_royalty(rq0+rq1); self.royalties.entry(sell_type).or_insert(RoyaltyTree::new()).add_royalty(rq0+rq1);
self.royalties.entry(buy_type) .or_insert(RoyaltyTree::new()).add_royalty(rq2); self.royalties.entry(buy_type) .or_insert(RoyaltyTree::new()).add_royalty(rq2);
self.orders.get(&ap).unwrap().v[0].borrow_mut().royalty_remain-=rq2; let top_order=self.orders.get_mut(&ap).unwrap().peek();
self.orders.get(&ap).unwrap().v[0].borrow_mut().commission_remain-=cq2; top_order.royalty_remain-=rq2;
top_order.commission_remain-=cq2;
self.traders[0].add_balance(buy_type,cq2); self.traders[0].add_balance(buy_type,cq2);
self.royalties.entry(buy_type).or_insert(RoyaltyTree::new()).add_royalty(rq2); self.royalties.entry(buy_type).or_insert(RoyaltyTree::new()).add_royalty(rq2);
if elt.sell_remain==0.into() { // deal with pennies stored in royalty_remain and commission_remain if elt.sell_remain==0.into() { // deal with pennies stored in royalty_remain and commission_remain
self.traders[0].add_balance(buy_type,self.orders.get(&ap).unwrap().v[0].borrow_mut().commission_remain); self.traders[0].add_balance(buy_type,top_order.commission_remain);
self.royalties.entry(buy_type).or_insert(RoyaltyTree::new()).add_royalty(self.orders.get(&ap).unwrap().v[0].borrow_mut().royalty_remain); self.royalties.entry(buy_type).or_insert(RoyaltyTree::new()).add_royalty(top_order.royalty_remain);
self.orders.get_mut(&ap).unwrap().pop(); self.orders.get_mut(&ap).unwrap().pop();
} else { } else {
self.orders.get(&ap).unwrap().v[0].borrow_mut().sell_remain-=qty; top_order.sell_remain-=qty;
} }
} else { break; } } else { break; }
} }
if buy_qty>0.into() { if buy_qty>0.into() {
let ap=(sell_type,buy_type); let ap=(sell_type,buy_type);
if let None=self.orders.get_mut(&ap) { self.orders.insert(ap,PQueue::new()); } if let None=self.orders.get_mut(&ap) { self.orders.insert(ap,OrderQueue::new()); }
let bids=self.orders.get_mut(&ap).unwrap(); let bids=self.orders.get_mut(&ap).unwrap();
let sell_qty_remain=sell_qty*buy_qty/buy_qty_initial; let sell_qty_remain=sell_qty*buy_qty/buy_qty_initial;
if sell_qty_remain>0.into() { if sell_qty_remain>0.into() {
@@ -480,14 +492,13 @@ impl Market {
let rt=self.royalties.entry(buy_type).or_insert(RoyaltyTree::new()); let rt=self.royalties.entry(buy_type).or_insert(RoyaltyTree::new());
let rt_loc=rt.next_entry; let rt_loc=rt.next_entry;
rt.add_weight(rt_loc,buy_qty); // Weight should really be the quantity you would be able to immediately transact rather than how much you wish for. rt.add_weight(rt_loc,buy_qty); // Weight should really be the quantity you would be able to immediately transact rather than how much you wish for.
let neworder=Rc::new(RefCell::new( let neworder=Order { owner:owner, sell_qty:sell_qty_remain, sell_remain:sell_qty_remain, buy_qty:buy_qty, rt_loc: rt_loc, pq_loc:0, royalty_remain:royalty1_qty, commission_remain:commission1_qty, id:self.next_order_id };
Order { owner:owner, sell_qty:sell_qty_remain, sell_remain:sell_qty_remain, buy_qty:buy_qty, rt_loc: rt_loc, pq_loc:0, royalty_remain:royalty1_qty, commission_remain:commission1_qty, id:self.next_order_id } ));
new_order_id=self.next_order_id; new_order_id=self.next_order_id;
self.next_order_id+=1; self.next_order_id+=1;
rt.next_entry+=1; rt.next_entry+=1;
let pq_loc=bids.insert(neworder); let pq_loc=bids.insert(neworder);
bids.v[pq_loc].borrow_mut().pq_loc=pq_loc; bids.v[pq_loc].pq_loc=pq_loc;
bids.v[pq_loc].borrow_mut().rt_loc=rt_loc; bids.v[pq_loc].rt_loc=rt_loc;
self.traders[owner].sub_balance(sell_type,sell_qty_remain); self.traders[owner].sub_balance(sell_type,sell_qty_remain);
self.traders[0].add_balance(sell_type,commission0_qty); self.traders[0].add_balance(sell_type,commission0_qty);
log.push(format!("Moved {} {} ({}) to market",sell_qty_remain,self.number_to_name(sell_type),self.traders[owner].name)); log.push(format!("Moved {} {} ({}) to market",sell_qty_remain,self.number_to_name(sell_type),self.traders[owner].name));
@@ -520,18 +531,18 @@ impl PartialEq for Order {
} }
struct PQueue<T: Dumpable> { struct OrderQueue {
v: Vec<T>, v: Vec<Order>,
} }
impl<T: Dumpable + std::cmp::PartialOrd + std::fmt::Debug> PQueue<T> { impl OrderQueue {
fn new()->Self { fn new()->Self {
PQueue { OrderQueue {
v: Vec::new() v: Vec::new()
} }
} }
fn peek(&self) -> &T { fn peek(&mut self) -> &mut Order {
&self.v[0] self.v.first_mut().unwrap()
} }
fn empty(&self) -> bool { fn empty(&self) -> bool {
self.v.len()==0 self.v.len()==0
@@ -540,6 +551,8 @@ impl<T: Dumpable + std::cmp::PartialOrd + std::fmt::Debug> PQueue<T> {
if pos>0 { if pos>0 {
let parent=(pos-1)/2; let parent=(pos-1)/2;
if self.v[parent]<self.v[pos] { if self.v[parent]<self.v[pos] {
self.v[parent].pq_loc=pos;
self.v[pos].pq_loc=parent;
self.v.swap(parent,pos); self.v.swap(parent,pos);
self.bubble_up(parent) self.bubble_up(parent)
} }
@@ -557,16 +570,19 @@ impl<T: Dumpable + std::cmp::PartialOrd + std::fmt::Debug> PQueue<T> {
if self.v[pivot]<self.v[child1] { pivot=child1; } if self.v[pivot]<self.v[child1] { pivot=child1; }
} }
if pivot!=pos { if pivot!=pos {
self.v[pivot].pq_loc=pos;
self.v[pos].pq_loc=pivot;
self.v.swap(pivot,pos); self.v.swap(pivot,pos);
self.trickle_down(pivot); self.trickle_down(pivot);
} }
} }
} }
fn insert(&mut self, item: T) -> usize { fn insert(&mut self, mut item: Order) -> usize {
item.pq_loc=self.v.len();
self.v.push(item); self.v.push(item);
self.bubble_up(self.v.len()-1) self.bubble_up(self.v.len()-1)
} }
fn pop(&mut self) -> Option<T> { fn pop(&mut self) -> Option<Order> {
if self.v.len()==0 { None } if self.v.len()==0 { None }
else { else {
let end=self.v.len()-1; let end=self.v.len()-1;