349 lines
12 KiB
Rust
349 lines
12 KiB
Rust
#![allow(unsafe_code)]
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use std::env;
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use std::collections::HashMap;
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use std::cmp::Ordering;
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use std::cmp::min;
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use std::rc::Rc;
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use std::ops::DerefMut;
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use std::cell:RefCell;
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use rand::prelude::*;
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use rand::rngs::StdRng;
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use finum::FiNum;
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#[derive(Debug, Clone)]
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struct Trader {
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name: String,
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id: i32,
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balances: HashMap<i32,FiNum>, // Maps Currency to Amount
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}
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impl Trader {
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fn new(name:&str,id:i32) -> Self {
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Trader {
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name: String::from(name),
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id: id,
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balances: HashMap::new()
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}
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}
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fn add_balance(&mut self, cur:i32, delta:FiNum) {
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self.balances.entry(cur).and_modify(|ent| *ent+=delta ).or_insert_with(|| delta);
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}
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fn sub_balance(&mut self, cur:i32, delta:FiNum) {
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self.balances.entry(cur).and_modify(|ent| *ent-=delta );
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}
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fn get_balance(&self, cur:i32) -> FiNum {
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*self.balances.get(&cur).map(|bal| bal).unwrap_or(&FiNum::new(0u64))
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}
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}
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#[derive(Debug, Clone)]
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struct Order {
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sell_qty: FiNum,
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sell_remain: FiNum,
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buy_qty: FiNum,
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owner: i32,
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}
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trait Dumpable {
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fn dump(&self);
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}
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impl Dumpable for i32 {
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fn dump(&self) {
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println!("Dump Integer: {}",self);
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}
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}
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impl Dumpable for Rc<RefCell<Order>> {
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fn dump(&self) {
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}
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}
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impl Dumpable for Order {
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fn dump(&self) {
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println!("Giving {}/{} to get {}",self.sell_remain,self.sell_qty,self.buy_qty);
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}
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}
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struct Market {
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asset_name2num: HashMap<String,i32>,
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asset_num2name: HashMap<i32,String>,
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asset_count:i32,
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money_supply: HashMap<i32,FiNum>,
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orders: HashMap<(i32,i32),PQueue<Rc<RefCell<Order>>>>,
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traders: Vec<Trader>,
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trader_name2num: HashMap<String,i32>,
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}
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impl Market {
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fn new() -> Self {
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Market {
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asset_name2num: HashMap::new(),
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asset_num2name: HashMap::new(),
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asset_count:0,
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money_supply: HashMap::new(),
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orders: HashMap::new(),
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traders: Vec::new(),
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trader_name2num: HashMap::new(),
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}
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}
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fn sanity_check(&self) {
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println!("Sanity Checking Market...");
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for (cur,amt) in self.money_supply.iter() {
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println!("Money Supply {}: {}",self.number_to_name(*cur),*amt);
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let mut acc_orders=FiNum::new(0);
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for (ac,pq) in &self.orders { if ac.0==*cur {
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for off in &*pq.v { acc_orders+=off.sell_remain; }
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} }
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let mut acc_traders=FiNum::new(0);
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for t in &self.traders { acc_traders+=t.get_balance(*cur); }
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let acc=acc_orders+acc_traders;
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println!(" {}: Orders {} Traders {} Total {} Should Be {}",self.number_to_name(*cur),acc_orders,acc_traders,acc,*amt);
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}
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}
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fn register_trader(&mut self, name:&str) -> i32 { // Add error checking for inserting a trader twice
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let rval=self.traders.len() as i32;
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self.trader_name2num.insert(String::from(name),self.traders.len() as i32);
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self.traders.push(Trader::new(name,rval));
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rval
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}
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// These are the only ways to get money into or out of the market.
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fn add_trader_balance(&mut self, who:i32, cur:i32, delta: FiNum) {
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self.traders[who as usize].add_balance(cur,delta);
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*self.money_supply.get_mut(&cur).unwrap()+=delta;
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}
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fn sub_trader_balance(&mut self, who:i32, cur:i32, delta: FiNum) {
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self.traders[who as usize].sub_balance(cur,delta);
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*self.money_supply.get_mut(&cur).unwrap()-=delta;
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}
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fn register_asset(&mut self, name:&str) -> i32 {
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self.asset_count+=1;
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self.asset_name2num.insert(String::from(name),self.asset_count);
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self.asset_num2name.insert(self.asset_count,String::from(name));
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self.money_supply.insert(self.asset_count,FiNum::new(0));
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self.asset_count
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}
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fn name_to_number(&self, name:&str) -> i32 {
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*self.asset_name2num.get(name).unwrap()
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}
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fn number_to_name(&self, num:i32) -> &str {
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&*self.asset_num2name.get(&num).unwrap()
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}
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fn dump(&self) {
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println!("Dumping Market:");
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for t in &self.traders {
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println!(" Trader {}: {}",t.id,t.name);
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for (cur,bal) in t.balances.iter() {
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println!(" {}: {}",self.number_to_name(*cur),*bal)
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}
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}
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for (ap,pq) in &self.orders {
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println!("Orders selling {} to buy {}:",self.number_to_name(ap.0),self.number_to_name(ap.1));
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let mut sorted=pq.v.clone();
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sorted.sort_by(|a,b| (a.sell_qty/a.buy_qty).cmp(&(b.sell_qty/b.buy_qty)));
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for off in sorted.iter() {
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println!(" {} @ {} ({})",
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off.sell_remain, // off.buy_qty*off.sell_remain/off.sell_qty,
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off.buy_qty/off.sell_qty,
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self.traders[off.owner as usize].name);
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}
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pq.dump();
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}
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}
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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
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{
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let initial_balance=self.traders[owner as usize].get_balance(sell_type);
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if initial_balance<sell_qty_initial { return false; }
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// println!("INITIAL_BALANCE {} Selling {} {} to buy {} {}",initial_balance,sell_qty_initial,self.number_to_name(sell_type),buy_qty_initial,self.number_to_name(buy_type));
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let mut buy_qty=buy_qty_initial;
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let ap=(buy_type,sell_type);
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while buy_qty>FiNum::new(0) && self.orders.contains_key(&ap) && self.orders.get(&ap).unwrap().v.len()>0 {
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let elt=&mut self.orders.get_mut(&ap).unwrap().v[0];
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if sell_qty_initial/buy_qty_initial>=elt.buy_qty/elt.sell_qty { // Transact at ask_rate
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let qty=std::cmp::min(elt.sell_remain,buy_qty);
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// println!("Transacting {} at {}/{}, not at {}/{}. Elt.sell_remain is {}",qty,elt.buy_qty,elt.sell_qty,sell_qty_initial,buy_qty_initial,elt.sell_remain);
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elt.sell_remain-=qty;
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buy_qty-=qty;
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let pay_qty=qty*elt.buy_qty/elt.sell_qty; // 1.8499*194623/2.9744
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// println!("qty {} * elt.buy_qty {} / elt.sell_qty {} = pay_qty {} ",qty,elt.buy_qty,elt.sell_qty,pay_qty);
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// println!("qty {} * elt.buy_qty {} = pay_qty {} ",qty,elt.buy_qty, qty*elt.buy_qty);
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// println!("Pay_qty is {}. Buy_qty is now {}. Balance is {}",pay_qty,buy_qty,self.traders[owner as usize].get_balance(sell_type));
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self.traders[owner as usize].sub_balance(sell_type,pay_qty);
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self.traders[owner as usize].add_balance(buy_type ,qty);
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self.traders[elt.owner as usize].add_balance(sell_type,pay_qty);
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if elt.sell_remain==0.into() { self.orders.get_mut(&ap).unwrap().pop(); }
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} else { break; }
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}
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if buy_qty>0.into() {
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let ap=(sell_type,buy_type);
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if let None=self.orders.get_mut(&ap) { self.orders.insert(ap,PQueue::new()); }
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let bids=self.orders.get_mut(&ap).unwrap();
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let sell_qty_remain=sell_qty_initial*buy_qty/buy_qty_initial;
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if sell_qty_remain>0.into() {
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bids.insert(Rc::new(RefCell::new(Order { owner:owner, sell_qty:sell_qty_remain, sell_remain:sell_qty_remain, buy_qty:buy_qty } )));
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self.traders[owner as usize].sub_balance(sell_type,sell_qty_remain);
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}
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}
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true
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}
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}
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impl PartialOrd for Order {
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fn partial_cmp(&self, other:&Self) -> Option<Ordering> {
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let ord0=self .sell_qty/self .buy_qty;
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let ord1=other.sell_qty/other.buy_qty;
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if ord0<ord1 { Some(Ordering::Less) }
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else if ord0>ord1 { Some(Ordering::Greater) }
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else { Some(Ordering::Equal) }
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}
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}
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impl PartialEq for Order {
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fn eq(&self, other:&Self) -> bool {
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let ord0=self .sell_qty/self .buy_qty;
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let ord1=other.sell_qty/other.buy_qty;
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ord0==ord1
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}
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}
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struct PQueue<T: Dumpable> {
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v: Vec<T>,
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}
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impl<T: Dumpable + std::cmp::PartialOrd + std::fmt::Debug> PQueue<T> {
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fn new()->Self {
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PQueue {
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v: Vec::new()
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}
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}
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fn peek(&self) -> &T {
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&self.v[0]
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}
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fn bubble_up(&mut self, pos: usize) {
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if pos>0 {
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let parent=(pos-1)/2;
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if self.v[parent]<self.v[pos] {
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self.v.swap(parent,pos);
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self.bubble_up(parent);
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}
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}
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}
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fn trickle_down(&mut self, pos: usize) {
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let mut pivot=pos;
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let child0=pos*2+1;
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let child1=pos*2+2;
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if child0<self.v.len() {
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if self.v[pos]<self.v[child0] { pivot=child0; }
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if child1<self.v.len() {
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if self.v[pivot]<self.v[child1] { pivot=child1; }
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}
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if pivot!=pos {
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self.v.swap(pivot,pos);
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self.trickle_down(pivot);
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}
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}
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}
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fn insert(&mut self, item: T) {
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self.v.push(item);
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self.bubble_up(self.v.len()-1);
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}
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fn pop(&mut self) -> Option<T> {
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if self.v.len()==0 { None }
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else {
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let end=self.v.len()-1;
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self.v.swap(0,end);
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let rval=self.v.pop();
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self.trickle_down(0);
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rval
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}
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}
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fn dump(&self) {
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for index in 0..self.v.len() {
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self.v[index].dump();
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}
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}
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}
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impl Market {
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fn exercise(&mut self) {
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let mut rng: StdRng=StdRng::seed_from_u64(13u64);
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let debug_index=100000000;
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let teppy=self.register_trader("Teppy");
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let luni =self.register_trader("Luni");
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let usd =self.register_asset("USD");
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let btc =self.register_asset("BTC");
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self.add_trader_balance(teppy,btc,100000.into());
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self.add_trader_balance(luni ,usd,650000000.into());
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let mut count=0;
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let mut tries=0;
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for i in 1..=10000000 {
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let seller=if rng.gen_bool(0.5) { teppy } else { luni };
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let (buy_type,sell_type,buy_qty,sell_qty):(i32,i32,FiNum,FiNum);
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if rng.gen_bool(0.5) {
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sell_type=btc;
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buy_type=usd;
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sell_qty=rng.gen_range(1..=5).into();
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buy_qty=sell_qty*rng.gen_range(60..=70).into();
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} else {
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sell_type=usd;
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buy_type=btc;
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buy_qty=rng.gen_range(1..=5).into();
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sell_qty=buy_qty*rng.gen_range(60..=70).into();
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}
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let mut success=false;
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if self.make_order(seller,sell_type,buy_type,sell_qty,buy_qty) { count+=1; success=true; };
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if count>=1000000 { break; }
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tries+=1;
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}
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println!("Tries: {} Trades: {}",tries,count);
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self.sanity_check();
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}
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}
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fn wt_level(index:u64) -> u32 {
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(index^(index+1)).trailing_ones()-1
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}
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fn wt_left(index:u64) -> Option<u64> {
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let level=wt_level(index);
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if level>0 { Some(index-(1<<(wt_level(index)-1))) } else { None }
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}
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fn wt_right(index:u64) -> Option<u64> {
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let level=wt_level(index);
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if level>0 { Some(index+(1<<(wt_level(index)-1))) } else { None }
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}
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fn wt_parent(index:u64) -> u64 {
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let lev=wt_level(index);
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let first_in_row=index%(1<<lev);
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let skip=2<<lev;
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let nth_in_row=(index-first_in_row)/skip;
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let first_in_parent_row=(2<<lev)-1;
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let skip_in_parent_row=4<<lev;
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let nth_in_parent_row=nth_in_row>>1;
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first_in_parent_row+nth_in_parent_row*skip_in_parent_row
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}
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fn tree_stuff() {
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for i in (0..=60).step_by(1) {
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println!("Index {} Parent {}",i,wt_parent(i));
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}
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}
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fn main() {
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let args: Vec<String> = env::args().collect();
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let mode=if args.len()<=1 { "--exercise" } else { args[1].as_str() };
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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
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match mode {
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"--exercise" => m.exercise(),
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"--treestuff" => tree_stuff(),
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_ => println!("Unknown mode: {}",mode),
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}
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}
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