changes

Cargo.lock

@@ -2,24 +2,6 @@
 # It is not intended for manual editing.
 version = 4
 
-[[package]]
-name = "ahash"
-version = "0.8.11"
-source = "registry+https://github.com/rust-lang/crates.io-index"
-checksum = "e89da841a80418a9b391ebaea17f5c112ffaaa96f621d2c285b5174da76b9011"
-dependencies = [
- "cfg-if",
- "once_cell",
- "version_check",
- "zerocopy",
-]
-
-[[package]]
-name = "allocator-api2"
-version = "0.2.21"
-source = "registry+https://github.com/rust-lang/crates.io-index"
-checksum = "683d7910e743518b0e34f1186f92494becacb047c7b6bf616c96772180fef923"
-
 [[package]]
 name = "byteorder"
 version = "1.5.0"
@@ -43,16 +25,6 @@ dependencies = [
  "wasi",
 ]
 
-[[package]]
-name = "hashbrown"
-version = "0.14.5"
-source = "registry+https://github.com/rust-lang/crates.io-index"
-checksum = "e5274423e17b7c9fc20b6e7e208532f9b19825d82dfd615708b70edd83df41f1"
-dependencies = [
- "ahash",
- "allocator-api2",
-]
-
 [[package]]
 name = "libc"
 version = "0.2.169"
@@ -63,16 +35,9 @@ checksum = "b5aba8db14291edd000dfcc4d620c7ebfb122c613afb886ca8803fa4e128a20a"
 name = "lzf1"
 version = "0.1.0"
 dependencies = [
- "hashbrown",
  "rand",
 ]
 
-[[package]]
-name = "once_cell"
-version = "1.20.2"
-source = "registry+https://github.com/rust-lang/crates.io-index"
-checksum = "1261fe7e33c73b354eab43b1273a57c8f967d0391e80353e51f764ac02cf6775"
-
 [[package]]
 name = "ppv-lite86"
 version = "0.2.20"
@@ -84,9 +49,9 @@ dependencies = [
 
 [[package]]
 name = "proc-macro2"
-version = "1.0.92"
+version = "1.0.93"
 source = "registry+https://github.com/rust-lang/crates.io-index"
-checksum = "37d3544b3f2748c54e147655edb5025752e2303145b5aefb3c3ea2c78b973bb0"
+checksum = "60946a68e5f9d28b0dc1c21bb8a97ee7d018a8b322fa57838ba31cc878e22d99"
 dependencies = [
  "unicode-ident",
 ]
@@ -132,9 +97,9 @@ dependencies = [
 
 [[package]]
 name = "syn"
-version = "2.0.93"
+version = "2.0.96"
 source = "registry+https://github.com/rust-lang/crates.io-index"
-checksum = "9c786062daee0d6db1132800e623df74274a0a87322d8e183338e01b3d98d058"
+checksum = "d5d0adab1ae378d7f53bdebc67a39f1f151407ef230f0ce2883572f5d8985c80"
 dependencies = [
  "proc-macro2",
  "quote",
@@ -147,12 +112,6 @@ version = "1.0.14"
 source = "registry+https://github.com/rust-lang/crates.io-index"
 checksum = "adb9e6ca4f869e1180728b7950e35922a7fc6397f7b641499e8f3ef06e50dc83"
 
-[[package]]
-name = "version_check"
-version = "0.9.5"
-source = "registry+https://github.com/rust-lang/crates.io-index"
-checksum = "0b928f33d975fc6ad9f86c8f283853ad26bdd5b10b7f1542aa2fa15e2289105a"
-
 [[package]]
 name = "wasi"
 version = "0.11.0+wasi-snapshot-preview1"

Cargo.toml

@@ -14,5 +14,4 @@ debug = true
 
 [dependencies]
 rand="0.8.5"
-hashbrown="0.14.5"
 

batchtrades.log

@@ -0,0 +1,13 @@
+AT Teppy
+AT Luni
+AT Hamza
+AA USD
+AA BTC
+AF 1 0 186A000000000
+AF 1 0 186A000000000
+AF 2 1 600000000
+OR 2 1 200000000 0 186A000000000
+OR 2 1 200000000 0 1D4C000000000
+OR 2 1 200000000 0 30D4000000000
+ORB 1 0 2F9B800000000 1 300000000
+EXE 0 2848800000000 1 300000000

demo.bak

@@ -0,0 +1,18 @@
+AT Teppy
+AT Luni
+AT Hamza
+AT UncleSam
+NOP Error: Could not find asset BTC
+NOP Error: Could not find asset ETH
+AA USD
+AA BTC
+AA ETH
+AA SOL
+AF 1 1 A00000000
+AF 2 2 3200000000
+AF 3 3 FA00000000
+AF 4 0 F424000000000
+OR 1 1 100000000 2 400000000
+OR 2 2 100000000 3 400000000
+OR 3 3 100000000 0 FA00000000
+OR 1 1 100000000 3 1900000000

demo.log

@@ -1,15 +1,18 @@
-AT Teppy                                ; addtrader Teppy
-AT Luni                                 ; addtrader Luni
-AT Hamza                                ; addtrader Hamza
-AA USD                                  ; addasset USD
-AA BTC                                  ; addasset BTC
-SR 0 51EB851 28F5C28 7AE147A 28F5C28    ; setroyalty USD 0.02 0.01 0.03 0.01
-SR 1 51EB851 28F5C28 7AE147A 28F5C28    ; setroyalty BTC 0.02 0.01 0.03 0.01
-AF 1 1 500000000                        ; addfunds Teppy 5 BTC
-AF 2 0 186A000000000                    ; addfunds Luni 100000 USD
-AF 3 0 186A000000000                    ; addfunds Hamza 100000 USD
-OR 1 1 200000000 0 186A000000000        ; [login Teppy] order 2 BTC 100000 USD
-OR 2 0 753000000000 1 80000000          ; [login Luni] order 30000 USD 0.5 BTC
-OR 2 0 4E2000000000 1 80000000          ; [login Luni] order 20000 USD 0.5 BTC
-OR 2 0 55F000000000 1 80000000
-OR 2 1 40000000 0 35B600000000
+AT Teppy
+AT Luni
+AT Hamza
+AT UncleSam
+NOP Error: Could not find asset BTC
+NOP Error: Could not find asset ETH
+AA USD
+AA BTC
+AA ETH
+AA SOL
+AF 1 1 A00000000
+AF 2 2 3200000000
+AF 3 3 FA00000000
+AF 4 0 F424000000000
+OR 1 1 100000000 2 400000000
+OR 2 2 100000000 3 400000000
+OR 3 3 100000000 0 FA00000000
+OR 1 1 100000000 3 1900000000

demo.log~

@@ -0,0 +1,14 @@
+AT Teppy
+AT Luni
+AT Hamza
+AA USD
+AA BTC
+SR 1 51EB851 28F5C28 33333333 28F5C28
+AF 1 1 500000000
+AF 2 0 3D09000000000
+AF 3 0 3D09000000000
+SR 0 28F5C28 0 19999999 28F5C28
+OR 0 1 100000000 0 C35000000000
+OR 1 1 100000000 0 C35000000000
+OR 2 0 9C4000000000 1 100000000
+OR 3 0 753000000000 1 80000000

demo1.log

@@ -1,11 +1,7 @@
 AT Teppy
 AT Luni
-AT Hamza
 AA USD
 AA BTC
-SR 0 51EB851 0 0 0
-SR 1 51EB851 0 0 0
-AF 1 1 500000000
-AF 2 0 3D09000000000
-AF 3 0 3D09000000000
-OR 1 1 100000000 0 C35000000000
+NOP Error: Could not parse quantity USD
+AF 1 0 3E800000000
+AF 2 1 6400000000

demo1.log~

@@ -0,0 +1,11 @@
+AT Teppy
+AT Luni
+AT Hamza
+AA USD
+AA BTC
+SR 0 0 28F5C28 0 0
+SR 1 0 28F5C28 0 0
+AF 1 1 500000000
+AF 2 0 3D09000000000
+AF 3 0 3D09000000000
+OR 1 1 100000000 0 C35000000000

demo13.log~

@@ -0,0 +1,23 @@
+AT Teppy
+AT Luni
+AT Hamza
+AA USD
+AA BTC
+SR 0 51EB851 28F5C28 33333333 19999999
+SR 1 51EB851 28F5C28 33333333 19999999
+AF 1 1 500000000
+AF 2 0 3D09000000000
+AF 3 0 3D09000000000
+AF 2 1 14F0117759
+AF 1 1 1D1E0D15FF
+AF 2 1 70D4B3855
+OR 2 0 22E869AB9A 1 2327CD75D7
+AF 2 1 12F54589D1
+AF 1 0 16EC0573FE
+AF 3 1 1DBA3B2F64
+AF 1 0 22A45121F2
+AF 3 0 BDB8CCB60
+OR 2 0 21CDCD2B81 1 2407EB5978
+AF 3 1 24E1249869
+OR 3 0 231B497C77 1 7C6A3D844
+OR 1 1 161753A88E 0 21069FA53A

demo13x.log~

@@ -0,0 +1,10 @@
+AT Teppy
+AT Hamza
+AA USD
+AA BTC
+SR 0 0 0 0 33333333
+SR 1 0 0 0 33333333
+AF 1 1 2800000000
+AF 2 0 3D09000000000
+OR 2 0 1E00000000 1 100000000
+OR 1 1 100000000 0 1900000000

demo4.log~

@@ -0,0 +1,11 @@
+AT Teppy
+AT Luni
+AT Hamza
+AA USD
+AA BTC
+SR 0 51EB851 28F5C28 33333333 19999999
+SR 1 51EB851 28F5C28 33333333 19999999
+AF 1 1 500000000
+AF 2 0 3D09000000000
+AF 3 0 3D09000000000
+OR 1 1 100000000 0 C35000000000

demox.log

@@ -1,11 +1,10 @@
-AT Teppy
-AT Luni
-AT Hamza
-AA USD
-AA BTC
-SR 0 51EB851 28F5C28 33333333 19999999
-SR 1 51EB851 28F5C28 33333333 19999999
-AF 1 1 500000000
-AF 2 0 3D09000000000
-AF 3 0 3D09000000000
-OR 1 1 100000000 0 C35000000000
+AT Teppy                                ; addtrader Teppy
+AT Luni                                 ; addtrader Luni
+AT Hamza                                ; addtrader Hamza
+AA USD                                  ; addasset USD
+AA BTC                                  ; addasset BTC
+SR 0 51EB851 28F5C28 7AE147A 28F5C28    ; setroyalty USD 0.02 0.01 0.03 0.01
+SR 1 51EB851 28F5C28 7AE147A 28F5C28    ; setroyalty BTC 0.02 0.01 0.03 0.01
+AF 1 1 500000000                        ; addfunds Teppy 5 BTC
+AF 2 0 186A000000000                    ; addfunds Luni 100000 USD
+AF 3 0 186A000000000                    ; addfunds Hamza 100000 USD

demox.log~

@@ -0,0 +1,13 @@
+AT Teppy
+AT Luni
+AT Hamza
+AA USD
+AA BTC
+SR 1 51EB851 28F5C28 33333333 28F5C28
+AF 1 1 500000000
+AF 2 0 3D09000000000
+AF 3 0 3D09000000000
+SR 0 28F5C28 0 19999999 28F5C28
+OR 1 1 100000000 0 C35000000000
+OR 2 0 9C4000000000 1 100000000
+OR 3 0 753000000000 1 80000000

demoy.log~

@@ -0,0 +1,11 @@
+AT Teppy
+AT Luni
+AT Hamza
+AA USD
+AA BTC
+SR 0 51EB851 28F5C28 33333333 19999999
+SR 1 51EB851 28F5C28 33333333 19999999
+AF 1 1 500000000
+AF 2 0 3D09000000000
+AF 3 0 3D09000000000
+OR 1 1 100000000 0 C35000000000

demoz.log~

@@ -0,0 +1,11 @@
+AT Teppy
+AT Luni
+AT Hamza
+AA USD
+AA BTC
+SR 0 51EB851 28F5C28 33333333 19999999
+SR 1 51EB851 28F5C28 33333333 19999999
+AF 1 1 500000000
+AF 2 0 3D09000000000
+AF 3 0 3D09000000000
+

logs/demo.log

@@ -0,0 +1,18 @@
+AT Teppy
+AT Luni
+AT Hamza
+AT UncleSam
+NOP Error: Could not find asset BTC
+NOP Error: Could not find asset ETH
+AA USD
+AA BTC
+AA ETH
+AA SOL
+AF 1 1 A00000000
+AF 2 2 3200000000
+AF 3 3 FA00000000
+AF 4 0 F424000000000
+OR 1 1 100000000 2 400000000
+OR 2 2 100000000 3 400000000
+OR 3 3 100000000 0 FA00000000
+OR 1 1 100000000 3 1900000000

royalty0.log~

@@ -0,0 +1,12 @@
+NOP Error: adduser
+AT Teppy
+AT Luni
+AT Hamza
+AA USD
+AA BTC
+SR 0 19999999 0 0 0
+AF 2 1 300000000
+AF 1 0 186A000000000
+OR 2 1 100000000 0 C35000000000
+OR 2 1 100000000 0 EA6000000000
+OR 1 0 1117000000000 1 80000000

src/finum.rs

@@ -24,6 +24,9 @@ impl FiNum {
     pub fn one() -> Self {
         FiNum(1u64<<32)
         }
+    pub fn infinity() -> Self {
+        FiNum(u64::MAX)
+        }
     pub fn is_tiny(self) -> bool {
         self.0>0u64 && self.0<=1u64
 	}

src/main.rs

@@ -36,6 +36,13 @@
 //     
 
 
+//
+// Thoughts on cheapest-path algorithm:
+//     Create a square matrix of costs from each asset to each asset. Some of the entries will be infinity. The goal is to lower the entries.
+//     In each cell, store not just the cost, but the path and path capacity.
+//     Starting with the source asset, see if visiting each other asset lowers the cost to get there. If it does, replace that asset's cost with the new cost and path.
+//
+
 
 #![allow(unsafe_code)]
 #![allow(unused_variables)]
@@ -47,7 +54,9 @@ use std::path::Path;
 use std::io::{self, BufRead, Write};
 use std::env;
 use std::collections::HashMap;
+use std::collections::HashSet;
 use std::cmp::Ordering;
+use std::cmp::min;
 use rand::prelude::*;
 use rand::rngs::StdRng;
 use std::time::Instant;
@@ -248,11 +257,16 @@ impl RoyaltyTree {
             }
         }
     // We really need two methods: remove an order and redistribute, remove some and return captured amount
-    fn remove_order_id(&mut self, id: usize) { // And zero out in the tree
+    fn remove_order_id(&mut self, id: usize) -> FiNum { // And zero out in the tree
         if let Some(pos)=self.order_finder.remove(&id) {
+          self.capture0(pos);
           let weight=self.weight_here(pos);
           self.sub_weight(pos,weight);
+          let rval=self.tree[pos].acc;
+          self.tree[pos].acc=FiNum::zero();
+          rval
           }
+        else { FiNum::zero() }
         }
     fn random_order_id(&self, rng: &mut rand::rngs::StdRng) -> Option<usize> {
         if self.tree.len()==0 { return None }
@@ -270,16 +284,25 @@ impl RoyaltyTree {
 	    }
 	None
         }
-    fn capture_partial(&mut self, id: usize, weight: FiNum) -> FiNum {
-        FiNum::zero()
+    fn capture_by_order_id(&mut self, order_id: usize) -> FiNum {
+        if let Some(&index)=self.order_finder.get(&order_id) {
+            self.capture0(index);
+            let rval=self.tree[index].acc;
+            self.tree[index].acc=FiNum::zero();
+            rval
+            } else { FiNum::zero() }
         }
     fn sub_weight(&mut self, index: usize, mut weight: FiNum) {
         self.get_royalty(index);
 	let delta_count;
 	let wh=self.weight_here(index);
-	let redist=if weight>=wh { delta_count=if wh>FiNum::zero() { 1 } else { 0 }; weight=wh; self.tree[index].acc }
-        else { delta_count=0; self.tree[index].acc*weight/wh };
-        self.tree[index].acc-=redist;
+        if weight>=wh {
+            delta_count=if wh>FiNum::zero() { 1 } else { 0 };
+            weight=wh;
+            }
+        else {
+            delta_count=0;
+            }
         let mut index=index;
         let ff=self.forefather();
         loop {
@@ -288,7 +311,6 @@ impl RoyaltyTree {
 	    if index==ff { break; }
 	    index=wt_parent(index);
 	    }
-        self.add_royalty(redist);
         }
     fn set_location(&mut self, id: usize, index: usize) {
         self.tree[index].order_id=id;
@@ -349,7 +371,7 @@ impl Dumpable for usize {
 
 impl Dumpable for Order {
     fn dump(&self) {
-        println!("Giving {}/{} to get {}",self.sell_remain,self.sell_qty,self.buy_qty);
+        println!("Giving {}/{} ({} each) to get {}",self.sell_remain,self.sell_qty,self.buy_qty/self.sell_qty,self.buy_qty);
         }
     }
 
@@ -361,6 +383,7 @@ struct Market {
     traders: Vec<Trader>,
     trader_name2num: HashMap<String,usize>,
     orders: HashMap<(usize,usize),OrderQueue>,
+    shadows: HashSet<(usize,usize)>,
     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>,
     order_finder: HashMap<usize,(usize,usize)>, // Maps Order ID to an asset pair (in other systems, a "market.") From there you can look in self.orders.get((usize,usize)) which is an OrderQueue, and OrderQueues have a mapping from ID to position in the OrderQueue
@@ -378,6 +401,7 @@ impl Market {
             traders: Vec::new(),
             trader_name2num: HashMap::new(),
             orders: HashMap::new(),
+            shadows: HashSet::new(),
             royalties: HashMap::new(),
 	    royalty_rate: HashMap::new(),
 	    order_finder: HashMap::new(),
@@ -552,6 +576,8 @@ impl Market {
         let ap0=(asset_type0,asset_type1);
         let ap1=(asset_type1,asset_type0);
 	let [bids0,bids1]=self.orders.get_many_mut([&ap0, &ap1]).unwrap(); // There's a workaround for this where you remove and reinsert the keys.
+        let bids0p=bids0.peek();
+        let bids1p=bids1.peek();
         while !bids0.empty() && !bids1.empty()
 	        && bids0.peek().sell_qty/bids0.peek().buy_qty>=strike0/strike1
 		&& bids1.peek().sell_qty/bids1.peek().buy_qty>=strike1/strike0 {
@@ -574,6 +600,7 @@ impl Market {
     fn retract_order(&mut self, order_id:usize) -> Result { // Still need to credit back funds!
         let pair=self.order_finder.get(&order_id).unwrap();
         let sell_type=pair.0;
+        let buy_type=pair.1;
         let queue=self.orders.get_mut(pair).unwrap();
         let queue_index=*queue.order_finder.get(&order_id).unwrap();
         let order=&queue.v[queue_index];
@@ -582,7 +609,8 @@ impl Market {
         println!("Order owner is {}",order.owner);
         // Remove from royalties
         let rt=self.royalties.get_mut(&pair.0).unwrap();
-        rt.remove_order_id(order_id);
+        let dist=rt.remove_order_id(order_id);
+        self.traders[order.owner].add_balance(buy_type,dist);
         // Remove from order_finder
         self.order_finder.remove(&order_id);
         // Remove from orders
@@ -621,10 +649,21 @@ impl Market {
                 let cq0=commission0_qty*pay_qty/sell_qty_initial;
                 let rq1=royalty1_qty   *pay_qty/sell_qty_initial;
                 let cq1=commission1_qty*pay_qty/sell_qty_initial;
-	        //println!("Transact at ask rate. Qty={} elt.sell_remain={} elt.royalty_remain={} elt.commission_remain={}",qty,elt.sell_remain,elt.royalty_remain,elt.commission_remain);
                 let rq2=if !elt.sell_remain.is_zero() { elt.royalty_remain   *qty/elt.sell_remain } else { FiNum::zero() };
                 let cq2=if !elt.sell_remain.is_zero() { elt.commission_remain*qty/elt.sell_remain } else { FiNum::zero() };
-                //elt.sell_remain-=qty;
+                self.royalties.entry(sell_type).or_insert(RoyaltyTree::new());
+                self.royalties.entry(buy_type) .or_insert(RoyaltyTree::new());
+                let rtb=self.royalties.entry(buy_type) .or_insert(RoyaltyTree::new());
+                let rts=self.royalties.entry(sell_type).or_insert(RoyaltyTree::new());
+                if let Some(&cap_index)=rts.order_finder.get(&elt.order_id) {
+                  let wh0=rts.weight_here(cap_index);
+                  let acc0=rts.tree[cap_index].acc;
+                  let cap=rts.capture_by_order_id(elt.owner);
+                  rts.sub_weight(cap_index,pay_qty);
+                  let wh1=rts.weight_here(cap_index);
+                  let acc1=rts.tree[cap_index].acc;
+                  self.traders[elt.owner].add_balance(sell_type,cap);
+                  }
                 royalty_acc+=rq0+rq1;
                 commission_acc+=cq0+cq1;
                 royalty0_qty-=rq0;
@@ -634,17 +673,15 @@ impl Market {
                 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);
 		let top_order=self.orders.get_mut(&ap).unwrap().peek();
-                //println!("top_order.commission_remain={} cq2={} elt.commission_remain={} qty={} elt.sell_remain={}",top_order.commission_remain,cq2,elt.commission_remain,qty,elt.sell_remain);
                 top_order.royalty_remain-=rq2;
                 top_order.commission_remain-=cq2;
-                //println!("Crediting {} commissions to house {}+{}+{}",sell_type,cq0,cq1,cq2); 
                 self.traders[0].add_balance(sell_type,cq0+cq1);
                 self.traders[0].add_balance(buy_type,cq2);
                 if elt.sell_remain==qty { // deal with pennies stored in royalty_remain and commission_remain
-                    //if !top_order.commission_remain.is_zero() { println!("Little commission? {} ",top_order.commission_remain); }
                     let rq3=top_order.royalty_remain;
                     let cq3=top_order.commission_remain;
-                    self.royalties.get_mut(&buy_type).unwrap().remove_order_id(top_order.order_id);
+                    let dist=self.royalties.get_mut(&buy_type).unwrap().remove_order_id(top_order.order_id);
+                    self.traders[elt.owner].add_balance(sell_type,dist);
                     self.order_finder.remove(&top_order.order_id);
                     self.traders[top_order.owner].order_finder.remove(&top_order.order_id);
                     self.orders.get_mut(&ap).unwrap().pop(); // This removes id (which is stored as part of the Order) from self.order's finder
@@ -697,7 +734,68 @@ impl Market {
 	                                                                         commission_acc,self.number_to_name(sell_type),self.traders[owner].name));
         Result::PlacedOrder(id,log)
         }
+    fn path_cost(&self, src: usize, dest: usize, depth_left: usize) -> TradePath {
+        let mut cheapest=vec![TradePath::new();self.assets.len()];
+        cheapest[src].cost=FiNum::new_i32(1);
+        cheapest[src].path[0]=src;
+        cheapest[src].len=1;
+        for i in 0..6 {
+            let mut progress=false;
+            for ass0 in 0..self.assets.len() {
+                for ass1 in 0..self.assets.len() {
+                    if true || ass0!=ass1 {
+                        if let Some(topq)=self.orders.get(&(ass1,ass0)) {
+                            let top=topq.peek_nomut(); if true  {
+                                println!("There is a direct path from {} to {} with a cost of {} {}",
+                                         self.number_to_name(ass0),self.number_to_name(ass1),top.buy_qty/top.sell_qty,self.number_to_name(ass1));
+                                let candidate=cheapest[ass0].cost*top.buy_qty/top.sell_qty;
+                                if candidate<cheapest[ass1].cost {
+                                    // Extend cheapest[ass1]
+                                    println!("Extending Length {} {} because {} < {}",cheapest[ass0].len,self.number_to_name(ass1),candidate,cheapest[ass1].cost);
+                                    cheapest[ass1]=cheapest[ass0];
+                                    let ext=&mut cheapest[ass1];
+                                    let arbitrage=ext.path.contains(&ass1);
+                                    ext.path[ext.len]=ass1;
+                                    ext.len+=1;
+                                    ext.cost=candidate;
+                                    ext.cap=min(ext.cap,ext.cost*top.sell_remain);
+                                    progress=true;
+                                    if arbitrage {
+                                        ext.arbitrage=true;
+                                        return ext.clone();
+                                        }
+                                    }
+                                }
+                            }
+                        }
+                    }
+                }
+            if !progress { println!("Definitely found the cheapest path."); break; }
+            }
+        for ass in 0..self.assets.len() { println!("Cheapest path from {} to {} is {}",self.number_to_name(src),self.number_to_name(ass),cheapest[ass].cost); }
+        cheapest[dest].clone()
     }
+}
+
+#[derive(Copy,Clone)]
+struct TradePath {
+    cost: FiNum,
+    path: [ usize; 600],
+    len: usize,
+    cap: FiNum,
+    arbitrage: bool,
+    }
+
+impl TradePath {
+    fn new() -> Self { TradePath {
+        cost: FiNum::infinity(),
+        path: [0; 600],
+        len: 0,
+        cap: FiNum::infinity(),
+        arbitrage: false,
+        } }
+    }
+
 
 impl PartialOrd for Order {  
     fn partial_cmp(&self, other:&Self) -> Option<Ordering> {
@@ -717,25 +815,88 @@ impl PartialEq for Order {
         }
     }
 
-
+//
+// If Some(shadow) then peek should return a reference to shadow, and pop should replace shadow with v[next[0]]
+//
 struct OrderQueue {
   v: Vec<Order>,
+  shadowing: bool,
+  shadow: Option<Order>,
+  next: Vec<usize>, // A priority queue
   order_finder: HashMap<usize,usize>, // Maps OrderIDs to locations in v
   }
 
+
 impl OrderQueue {
     fn new()->Self {
         OrderQueue {
             v: Vec::new(),
+            shadowing: false,
+            shadow: None,
+            next: Vec::new(),
             order_finder:HashMap::new(),
             }
         }
+    fn assure_shadowing(&mut self) {
+        if !self.shadowing {
+            assert!(self.next.len()==0);
+            self.shadowing=true;
+            if self.v.len()>0 { self.shadow=Some(self.v[0].clone()); }
+            else              { self.shadow=None; }
+            self.queue_shadow(0);
+            }
+        }
+    fn stop_shadowing(&mut self) {
+        if self.shadowing {
+            self.next.clear();
+            self.shadowing=false;
+            self.shadow=None;
+            self.next=Vec::new();
+            }
+        }
+    fn queue_shadow(&mut self, parent: usize) {
+        if parent*2+1<self.v.len() { self.next.push(parent*2+1); self.bubble_up_next(self.next.len()-1); }
+        if parent*2+2<self.v.len() { self.next.push(parent*2+2); self.bubble_up_next(self.next.len()-1); }
+        }
     fn peek(&mut self) -> &mut Order {
-        self.v.first_mut().unwrap()
+        if !self.shadowing { self.v.first_mut().unwrap() }
+        else { self.shadow.as_mut().expect("Shadowing mismatch") }
+        }
+    fn peek_nomut(&self) -> &Order {
+        if !self.shadowing { self.v.first().unwrap() }
+        else { self.shadow.as_ref().expect("Shadowing mismatch") }
+        }
+    fn peekn(&self) -> Option<&Order> {
+        match &self.shadow {
+            Some(order) => Some(order),
+            None => { self.v.first() }
+            }
         }
     fn empty(&self) -> bool {
         self.v.len()==0
         }
+    fn pop(&mut self) -> Option<Order> {
+        if !self.shadowing { return self.remove(0); }
+        let rval=self.shadow.clone();
+        if self.next.len()==0 { self.shadow=None; }
+        else {
+            self.shadow=Some(self.v[self.next[0]].clone());
+            self.queue_shadow(self.next[0]);
+            if self.next.len()>1 { self.next[0]=self.next.pop().unwrap(); }
+            else { self.next.pop(); }
+            self.trickle_down_next(0);
+            }
+        rval
+        }
+    fn bubble_up_next(&mut self, pos: usize) {
+        if pos>0 {
+            let parent=(pos-1)/2;
+            if self.v[self.next[parent]]<self.v[self.next[pos]] {
+                self.next.swap(parent,pos);
+                self.bubble_up_next(parent);
+                }
+            }
+        }
     fn bubble_up(&mut self, pos: usize) {
         if pos>0 {
             let parent=(pos-1)/2;
@@ -765,16 +926,30 @@ impl OrderQueue {
                 }
             }
         }
+    fn trickle_down_next(&mut self, pos: usize) {
+        let mut pivot=pos;
+        let child0=pos*2+1;
+        let child1=pos*2+2;
+        if child0<self.next.len() {
+            if self.v[self.next[pos]]<self.v[self.next[child0]] { pivot=child0; }
+            if child1<self.next.len() {
+                if self.v[self.next[pivot]]<self.v[self.next[child1]] { pivot=child1; }
+                }
+            if pivot!=pos {
+                self.next.swap(pivot,pos);
+                self.trickle_down_next(pivot);
+                }
+            }
+        }
     fn insert(&mut self, item: Order) {
+        assert!(!self.shadowing);
         let id=item.order_id;
         self.v.push(item);
         self.order_finder.insert(id,self.v.len()-1);
         self.bubble_up(self.v.len()-1);
         }
-    fn pop(&mut self) -> Option<Order> {
-        self.remove(0)
-        }
     fn remove(&mut self, pos: usize) -> Option<Order> {
+        assert!(!self.shadowing);
         if self.v.len()<=pos { None }
         else {
             let end=self.v.len()-1;
@@ -789,6 +964,7 @@ impl OrderQueue {
         for index in 0..self.v.len() {
             self.v[index].dump();
             }
+        if self.shadowing { for index in 0..self.next.len() { println!("    Shadow {}",self.next[index]); } }
         }
     }
 
@@ -920,7 +1096,7 @@ fn royalty_stuff() {
         let node=rng.gen_range(0..10);
         match rng.gen_range(0..10) {
             0 => rt.add_weight(node,FiNum::new_i32(rng.gen_range(0..101))),
-	    1 => rt.sub_weight(node,FiNum::new_i32(rng.gen_range(0..101))),
+	    1 => { rt.sub_weight(node,FiNum::new_i32(rng.gen_range(0..101))); },
             2 => rt.add_royalty(FiNum::new_i32(rng.gen_range(0..10))),
             // 3 => println!("Random Order ID: {:?}",rt.random_order_id(&mut rng)),
             _ => (),
@@ -948,6 +1124,7 @@ enum Command {
     AddFunds { user_id: usize, asset_id: usize, amt: FiNum },
     SubFunds { user_id: usize, asset_id: usize, amt: FiNum },
     Order { user_id: usize, sell_type: usize, sell_qty: FiNum, buy_type: usize, buy_qty: FiNum },
+    SmartOrder { user_id: usize, sell_type: usize, sell_qty: FiNum, buy_type: usize, buy_qty: FiNum, max0: FiNum, max1: FiNum },
     OrderBatch { user_id: usize, sell_type: usize, sell_qty: FiNum, buy_type: usize, buy_qty: FiNum },
     ExecuteBatch  { asset_type0: usize, strike0: FiNum, asset_type1: usize, strike1: FiNum },
     RetractOrder { order_id: usize },
@@ -1089,6 +1266,9 @@ impl Market {
 	    Command::Order { user_id, sell_type, sell_qty, buy_type, buy_qty } => {
                 self.make_order(*user_id,*sell_type,*buy_type,*sell_qty,*buy_qty,true)
 		}
+	    Command::SmartOrder { user_id, sell_type, sell_qty, buy_type, buy_qty, max0, max1 } => {
+                self.make_smart_order(*user_id,*sell_type,*buy_type,*sell_qty,*buy_qty,*max0,*max1,true)
+		}
 	    Command::OrderBatch { user_id, sell_type, sell_qty, buy_type, buy_qty } => {
                 self.make_order(*user_id,*sell_type,*buy_type,*sell_qty,*buy_qty,false)
 		}
@@ -1182,6 +1362,22 @@ fn tokens_to_command(m: &Market, logged_in: usize, tokens: Vec<&str>,line: &str)
             else if qty1.is_zero() { Command::Error("Qty1 is must be > 0".to_string()) }
             else { Command::Order { user_id: logged_in, sell_type: *cur0.unwrap(), sell_qty: qty0, buy_type: *cur1.unwrap(), buy_qty: qty1 } }
             }
+        // Sell up to qty0 cur0 to buy up to qty1 cur1 where no suborder exceeds maxsub (expressed as a fraction)
+        ["smart", qty0, cur0, qty1, cur1, max0, "/", max1 ] => { 
+            let qty0=FiNum::new_str(qty0);
+            let cur0=m.name_to_number(cur0);
+            let qty1=FiNum::new_str(qty1);
+            let cur1=m.name_to_number(cur1);
+            let max0=FiNum::new_str(max0);
+            let max1=FiNum::new_str(max1);
+            if !cur0.is_some() { Command::Error("Count not find currency".to_string()) }
+            else if !cur1.is_some() { Command::Error("Count not find currency".to_string()) }
+            else if qty0.is_zero() { Command::Error("Qty0 is must be > 0".to_string()) }
+            else if qty1.is_zero() { Command::Error("Qty1 is must be > 0".to_string()) }
+            else if max0.is_zero() { Command::Error("Max0 is must be > 0".to_string()) }
+            else if max1.is_zero() { Command::Error("Max1 is must be > 0".to_string()) }
+            else { Command::SmartOrder { user_id: logged_in, sell_type: *cur0.unwrap(), sell_qty: qty0, buy_type: *cur1.unwrap(), buy_qty: qty1, max0: max0, max1: max1 } }
+            }
         ["orderbatch", qty0, cur0, qty1, cur1 ] => {
             let qty0=FiNum::new_str(qty0);
             let cur0=m.name_to_number(cur0);
@@ -1221,6 +1417,16 @@ fn interactive(m: &mut Market, mut out: Option<File>) {
                 let cmd:Command=match tokens.as_slice() {
                     ["dump"] => { m.dump(); Command::None },
                     ["sanity"] => { m.sanity_check(); Command::None },
+                    ["path",src,dest] => {
+                        let cur0=*m.name_to_number(src).unwrap();
+                        let cur1=*m.name_to_number(dest).unwrap();
+                        let path=m.path_cost(cur0,cur1,6);
+                        let mut str=format!("Cost: {} Cap: {}",path.cost,path.cap);
+                        if path.len>0 { str=format!("{} {}",str,m.number_to_name(path.path[0])) }
+                        for i in 1..path.len { str=format!("{}->{}",str,m.number_to_name(path.path[i])) }
+                        println!("{}",str);
+                        Command::None
+                        },
                     ["randomorder"] => { println!("Random OrderID: {:?}",m.random_order_id()); Command::None }
                     ["login", username] => {
                         if let Some(t)=m.trader_name2num.get_mut(*username) { trader=*t; println!("Logged in as {}",m.traders[trader].name) } else { println!("Trader {} not found.",username) }
@@ -1249,13 +1455,31 @@ fn interactive(m: &mut Market, mut out: Option<File>) {
 			} else { println!("Could not find trader {}",username); }
 			Command::None
                         },
-                    ["seedrandom", seed] => {
+                    ["seedrandom"|"sr", seed] => {
                         let seed=seed.parse().unwrap();
                         m.seed_random(seed);
                         println!("Seeded RNG with {}",seed);
                         Command::None
                         }
-                    ["randomcommands", qty] => {
+                    ["testshadow",src,dst] => {
+                        if let Some(cur0)=m.name_to_number(src) {
+                            if let Some(cur1)=m.name_to_number(dst) {
+                                println!("Currencies are {} and {}",cur0,cur1);
+                                if let Some(q)=m.orders.get_mut(&(*cur0,*cur1)) {
+                                    println!("Dumping queue");
+                                    q.dump();
+                                    println!("Dumping shadow");
+                                    q.assure_shadowing();
+                                    while let Some(ord)=q.pop() {
+                                        ord.dump();
+                                        }
+                                    q.stop_shadowing();
+                                    }
+                                }
+                            }
+                        Command::None
+                        }
+                    ["randomcommands"|"rc", qty] => {
                         let qty:u32=qty.parse().unwrap();
                         let start = Instant::now();
                         for i in 0..qty {

target/.rustc_info.json

@@ -0,0 +1 @@
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target/CACHEDIR.TAG

@@ -0,0 +1,3 @@
+Signature: 8a477f597d28d172789f06886806bc55
+# This file is a cache directory tag created by cargo.
+# For information about cache directory tags see https://bford.info/cachedir/

target/debug/.fingerprint/ahash-504617b552ae60e6/invoked.timestamp

@@ -0,0 +1 @@
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target/debug/.fingerprint/ahash-504617b552ae60e6/lib-ahash

@@ -0,0 +1 @@
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target/debug/.fingerprint/ahash-504617b552ae60e6/lib-ahash.json

@@ -0,0 +1 @@
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target/debug/.fingerprint/ahash-5e0db2a2193f2a50/run-build-script-build-script-build

@@ -0,0 +1 @@
+78bd98406f7911c7

target/debug/.fingerprint/ahash-5e0db2a2193f2a50/run-build-script-build-script-build.json

@@ -0,0 +1 @@
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target/debug/.fingerprint/ahash-f26514e0e1cc5812/build-script-build-script-build

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target/debug/.fingerprint/ahash-f26514e0e1cc5812/build-script-build-script-build.json

@@ -0,0 +1 @@
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target/debug/.fingerprint/ahash-f26514e0e1cc5812/invoked.timestamp

@@ -0,0 +1 @@
+This file has an mtime of when this was started.

target/debug/.fingerprint/allocator-api2-88d7b7890afadc02/invoked.timestamp

@@ -0,0 +1 @@
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target/debug/.fingerprint/allocator-api2-88d7b7890afadc02/lib-allocator_api2

@@ -0,0 +1 @@
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target/debug/.fingerprint/allocator-api2-88d7b7890afadc02/lib-allocator_api2.json

@@ -0,0 +1 @@
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target/debug/.fingerprint/byteorder-2664cbc6c1fc8866/invoked.timestamp

@@ -0,0 +1 @@
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target/debug/.fingerprint/byteorder-2664cbc6c1fc8866/lib-byteorder

@@ -0,0 +1 @@
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target/debug/.fingerprint/byteorder-2664cbc6c1fc8866/lib-byteorder.json

@@ -0,0 +1 @@
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target/debug/.fingerprint/byteorder-d36d73da0d12e75b/invoked.timestamp

@@ -0,0 +1 @@
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target/debug/.fingerprint/byteorder-d36d73da0d12e75b/lib-byteorder

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target/debug/.fingerprint/byteorder-d36d73da0d12e75b/lib-byteorder.json

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target/debug/.fingerprint/cfg-if-8217498f8667ada9/invoked.timestamp

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target/debug/.fingerprint/cfg-if-8217498f8667ada9/lib-cfg_if

@@ -0,0 +1 @@
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target/debug/.fingerprint/cfg-if-8217498f8667ada9/lib-cfg_if.json

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target/debug/.fingerprint/cfg-if-cc9cb5b64779c561/invoked.timestamp

@@ -0,0 +1 @@
+This file has an mtime of when this was started.

target/debug/.fingerprint/cfg-if-cc9cb5b64779c561/lib-cfg-if

@@ -0,0 +1 @@
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target/debug/.fingerprint/cfg-if-cc9cb5b64779c561/lib-cfg-if.json

@@ -0,0 +1 @@
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target/debug/.fingerprint/getrandom-0ec5f3132051ed62/invoked.timestamp

@@ -0,0 +1 @@
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target/debug/.fingerprint/getrandom-0ec5f3132051ed62/lib-getrandom

@@ -0,0 +1 @@
+248a326b01c758d8

target/debug/.fingerprint/getrandom-0ec5f3132051ed62/lib-getrandom.json

@@ -0,0 +1 @@
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target/debug/.fingerprint/getrandom-3eaa2c90033669a2/invoked.timestamp

@@ -0,0 +1 @@
+This file has an mtime of when this was started.

target/debug/.fingerprint/getrandom-3eaa2c90033669a2/lib-getrandom

@@ -0,0 +1 @@
+7470adbd5fe41576

target/debug/.fingerprint/getrandom-3eaa2c90033669a2/lib-getrandom.json

@@ -0,0 +1 @@
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target/debug/.fingerprint/hashbrown-cfbf150afb2f415b/invoked.timestamp

@@ -0,0 +1 @@
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target/debug/.fingerprint/hashbrown-cfbf150afb2f415b/lib-hashbrown

@@ -0,0 +1 @@
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