#![allow(unsafe_code)] use std::env; use std::collections::HashMap; use std::cmp::Ordering; use std::cmp::min; use std::rc::Rc; use std::ops::DerefMut; use std::cell::RefCell; 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 Order { sell_qty: FiNum, sell_remain: FiNum, buy_qty: FiNum, royalty_acc: FiNum, // Buy type. In the royalty tree, for this node and those to the left royalty_cap: FiNum, // In the royalty tree, just for this node. owner: i32, } trait Dumpable { fn dump(&self); } impl Dumpable for i32 { fn dump(&self) { println!("Dump Integer: {}",self); } } impl Dumpable for Rc> { fn dump(&self) { } } impl Dumpable for Order { 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, traders: Vec, trader_name2num: HashMap, orders: HashMap<(i32,i32),PQueue>>>, royalties: HashMap>>>, // Active orders that are accepting asset X. They receive royalties when someone makes an order to sell X } impl Market { fn new() -> Self { Market { asset_name2num: HashMap::new(), asset_num2name: HashMap::new(), asset_count:0, money_supply: HashMap::new(), orders: HashMap::new(), royalties: HashMap::new(), traders: Vec::new(), trader_name2num: HashMap::new(), } } fn distribute_royalty(&self, amount:FiNum) { } 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_orders=FiNum::new(0); for (ac,pq) in &self.orders { if ac.0==*cur { for off in &*pq.v { acc_orders+=off.borrow().sell_remain; } } } let mut acc_traders=FiNum::new(0); for t in &self.traders { acc_traders+=t.get_balance(*cur); } let acc=acc_orders+acc_traders; println!(" {}: Orders {} Traders {} Total {} Should Be {}",self.number_to_name(*cur),acc_orders,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.orders { println!("Orders 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| { let a=a.borrow(); let b=b.borrow(); (a.sell_qty/a.buy_qty).cmp(&(b.sell_qty/b.buy_qty)) }); for off in sorted.iter() { let off=off.borrow(); 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_order(&mut self, owner:i32, sell_type:i32, buy_type:i32, sell_qty_initial:FiNum, buy_qty_initial:FiNum) -> bool // Dollars, Bitcoin, 64000, 1 { let initial_balance=self.traders[owner as usize].get_balance(sell_type); if initial_balanceFiNum::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(); if sell_qty_initial/buy_qty_initial>=elt.buy_qty/elt.sell_qty { // Transact at ask_rate 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; // 1.8499*194623/2.9744 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.orders.get_mut(&ap).unwrap().pop(); } else { self.orders.get(&ap).unwrap().v[0].borrow_mut().sell_remain-=qty; } } else { break; } } if buy_qty>0.into() { let ap=(sell_type,buy_type); if let None=self.orders.get_mut(&ap) { self.orders.insert(ap,PQueue::new()); } let bids=self.orders.get_mut(&ap).unwrap(); let sell_qty_remain=sell_qty_initial*buy_qty/buy_qty_initial; if sell_qty_remain>0.into() { let neworder=Rc::new(RefCell::new(Order { owner:owner, sell_qty:sell_qty_remain, sell_remain:sell_qty_remain, buy_qty:buy_qty } )); bids.insert(neworder); self.traders[owner as usize].sub_balance(sell_type,sell_qty_remain); } } true } } impl PartialOrd for Order { 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 Order { 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(); } } } impl Market { fn exercise(&mut self) { let mut rng: StdRng=StdRng::seed_from_u64(13u64); let teppy=self.register_trader("Teppy"); let luni =self.register_trader("Luni"); let usd =self.register_asset("USD"); let btc =self.register_asset("BTC"); self.add_trader_balance(teppy,btc,100000.into()); self.add_trader_balance(luni ,usd,650000000.into()); let mut count=0; let mut tries=0; for _i in 1..=10000000 { 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=rng.gen_range(1..=5).into(); buy_qty=sell_qty*rng.gen_range(60..=70).into(); } else { sell_type=usd; buy_type=btc; buy_qty=rng.gen_range(1..=5).into(); sell_qty=buy_qty*rng.gen_range(60..=70).into(); } let mut _success=false; if self.make_order(seller,sell_type,buy_type,sell_qty,buy_qty) { count+=1; _success=true; }; if count>=1000000 { break; } tries+=1; } println!("Tries: {} Trades: {}",tries,count); self.sanity_check(); } } fn wt_level(index:u64) -> u32 { (index^(index+1)).trailing_ones()-1 } fn wt_left(index:u64) -> Option { let level=wt_level(index); if level>0 { Some(index-(1<<(wt_level(index)-1))) } else { None } } fn wt_right(index:u64) -> Option { let level=wt_level(index); if level>0 { Some(index+(1<<(wt_level(index)-1))) } else { None } } fn wt_parent(index:u64) -> u64 { let lev=wt_level(index); let first_in_row=index%(1<>1; first_in_parent_row+nth_in_parent_row*skip_in_parent_row } fn wt_forefather(max_index:u64) -> u64 { let mut rval=max_index; rval=rval|(rval>>1); rval=rval|(rval>>2); rval=rval|(rval>>4); rval=rval|(rval>>8); rval=rval|(rval>>16); rval=rval|(rval>>32); if rval>max_index { wt_left(rval).unwrap() } else { rval } } fn tree_stuff() { for i in (0..=60).step_by(1) { println!("Index {} Forefather {} Parent {}",i,wt_forefather(i),wt_parent(i)); } } fn main() { let args: Vec = env::args().collect(); let mode=if args.len()<=1 { "--exercise" } else { args[1].as_str() }; let mut m=Market::new(); // USD type is 1, EUR type is 2, BTC type is 10, ETH type is 11, zKN6FBdD SOL type is 12 match mode { "--exercise" => m.exercise(), "--treestuff" => tree_stuff(), _ => println!("Unknown mode: {}",mode), } }