use std::collections::HashMap; use std::cmp::Ordering; use std::cmp::min; use rand::prelude::*; use rand::rngs::StdRng; use finum::FiNum; #[derive(Debug, Clone)] struct Trader { name: String, id: i32, balances: HashMap, // 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 i32 { fn dump(&self) { println!("Dump Integer: {}",self); } } impl Dumpable for Offer { fn dump(&self) { println!("Giving {}/{} to get {}",self.sell_remain,self.sell_qty,self.buy_qty); } } struct Market { asset_name2num: HashMap, asset_num2name: HashMap, asset_count:i32, money_supply: HashMap, offers: HashMap<(i32,i32),PQueue>, traders: Vec, trader_name2num: HashMap, } 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 (ap,pq) in &self.offers { println!("Offers selling {} to buy {}:",self.number_to_name(ap.0),self.number_to_name(ap.1)); let mut sorted=pq.v.clone(); sorted.sort_by(|a,b| (a.sell_qty/a.buy_qty).cmp(&(b.sell_qty/b.buy_qty))); for off in sorted.iter() { println!(" {} @ {} ({})", off.sell_remain, // off.buy_qty*off.sell_remain/off.sell_qty, off.buy_qty/off.sell_qty, self.traders[off.owner as usize].name); } pq.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)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 println!("Transacting at {}/{}, not at {}/{}",elt.buy_qty,elt.sell_qty,sell_qty_initial,buy_qty_initial); 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(); } } else { break; } } 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; if sell_qty_remain>0.into() { 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 { let ord0=self .sell_qty/self .buy_qty; let ord1=other.sell_qty/other.buy_qty; if ord0ord1 { 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 { 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 main() { let mut rng: StdRng=StdRng::seed_from_u64(10u64); let debug_index=1000000; 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,100.into()); m.add_trader_balance(luni ,usd,1000000.into()); for i in 1..=1000 { let seller=if rng.gen_bool(0.5) { teppy } else { luni }; let (buy_type,sell_type,buy_qty,sell_qty):(i32,i32,FiNum,FiNum); if rng.gen_bool(0.5) { sell_type=btc; buy_type=usd; sell_qty=1.into(); //rng.gen_range(2..=5).into(); buy_qty=sell_qty*rng.gen_range(60000..=70000).into(); } else { sell_type=usd; buy_type=btc; buy_qty=1.into(); //rng.gen_range(2..=5).into(); sell_qty=buy_qty*rng.gen_range(60000..=70000).into(); } println!("Index {} Sell {} {} to buy {} {} ({})",i,sell_qty,m.number_to_name(sell_type),buy_qty,m.number_to_name(buy_type),m.traders[seller as usize].name); if i==debug_index { println!("Fifty-two!"); m.dump(); } m.make_offer(seller,sell_type,buy_type,sell_qty,buy_qty); if i==debug_index { println!("Fifty-two!"); m.dump(); } } m.dump(); m.sanity_check(); }