Files
lzf1/src/main.rs
2024-06-23 18:50:48 -04:00

663 lines
25 KiB
Rust

//
// When inserting a new Order into the royalties tree, we must make sure the existing
// royalties don't get shared with that new node. To do this, we must "shave" down
// the tree, pushing royalties from the root down to all nodes to the left of the
// new node.
//
// Case to think about:
// Selling 140000 USD to buy 2 BTC. Weight is ===140k USD
// Selling 50000 GBP to buy 1 BTC. Weight is === 50k GBP
//
#![allow(unsafe_code)]
#![allow(unused_variables)]
#![allow(dead_code)]
use std::io::{self, BufRead};
use std::env;
use std::collections::HashMap;
use std::cmp::Ordering;
use std::rc::Rc;
use std::cell::RefCell;
use rand::prelude::*;
use rand::rngs::StdRng;
use finum::FiNum;
#[derive(Debug, Clone)]
struct Trader {
name: String,
password: String, // hash(name..salt..password)
id: usize,
balances: HashMap<usize,FiNum>, // Maps Currency to Amount
}
#[derive(Clone)]
struct Asset {
name: String,
royalty0_rate: FiNum, // Traders get this when entered
royalty1_rate: FiNum, // Traders get this when executed
commission0_rate: FiNum, // House gets this when entered
commission1_rate: FiNum, // House gets this when executed
}
impl Asset {
fn new(name: &str) -> Self {
Asset {
name: String::from(name),
royalty0_rate:FiNum::zero(),
royalty1_rate:FiNum::zero(),
commission0_rate:FiNum::zero(),
commission1_rate:FiNum::zero(),
}
}
}
impl Trader {
fn new(name:&str,id:usize) -> Self {
Trader {
name: String::from(name),
password: String::from(""),
id: id,
balances: HashMap::new()
}
}
fn add_balance(&mut self, cur:usize, delta:FiNum) {
self.balances.entry(cur).and_modify(|ent| *ent+=delta ).or_insert_with(|| delta);
}
fn sub_balance(&mut self, cur:usize, delta:FiNum) {
self.balances.entry(cur).and_modify(|ent| *ent-=delta );
}
fn get_balance(&self, cur:usize) -> 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_remain: FiNum, // Based on royalty1
commission_remain: FiNum, // Based on commission1
owner: usize,
rt_loc: usize, // Location in the Royalty Tree
}
struct RoyaltyTree {
tree: Vec<Royalty>,
next_entry: usize,
spare_change: FiNum, // Waiting to be distributed
}
struct Royalty {
weight: FiNum, // Here and below
lazy: FiNum, // To be distributed to here and to below based on weights
acc: FiNum, // Accumulated here
}
impl Royalty {
fn new() -> Self {
Royalty { weight:FiNum::zero(), lazy:FiNum::zero(), acc:FiNum::zero() }
}
}
impl RoyaltyTree {
fn new() -> Self {
RoyaltyTree { tree:Vec::new(), next_entry:0, spare_change:FiNum::zero() }
}
fn weight_here_below(&self, index:usize) -> FiNum {
self.tree[index].weight
}
fn weight_below(&self, index: usize) -> FiNum {
if index&1==0 {
FiNum::zero()
} else {
let w0=self.weight_here_below(wt_left (index).unwrap());
let w1=self.weight_here_below(wt_right(index).unwrap());
w0+w1
}
}
fn weight_here(&self, index:usize) -> FiNum {
if index&1==0 {
self.weight_here_below(index)
} else {
let w0=self.weight_here_below(index);
let w1=self.weight_below(index);
w0-w1
}
}
fn expand_to(&mut self, index: usize) -> &mut Self {
for _ in self.tree.len()..=index { self.tree.push(Royalty::new()) }
self
}
fn capture0(&mut self, index: usize) -> &mut Self {
if index&1==0 {
let lazy=self.tree[index].lazy;
self.tree[index].acc+=lazy;
self.tree[index].lazy=FiNum::zero();
} else {
let lazy=self.tree[index].lazy;
let d1=if lazy>0.into() { lazy*self.weight_here(index)/self.weight_here_below(index) } else { FiNum::zero() };
let d02=lazy-d1;
let index_left =wt_left (index).unwrap();
let index_right=wt_right(index).unwrap();
let d0=if d02>0.into() { d02*self.weight_here_below(index_left)/self.weight_below(index) } else { FiNum::zero() };
let d2=d02-d0;
assert!(lazy==d0+d1+d2,"Distributing amounts that don't add up.");
self.tree[index_left ].lazy+=d0;
self.tree[index_right].lazy+=d2;
self.tree[index].acc+=d1;
self.tree[index].lazy=FiNum::zero();
}
self
}
fn get_royalty(&mut self, index: usize) -> FiNum {
let mut f=self.forefather();
while f!=index {
self.capture0(f);
f=if f>index { wt_left(f).unwrap() } else { wt_right(f).unwrap() }
}
self.capture0(f);
self.tree[index].acc
}
fn add_royalty(&mut self, amount: FiNum) {
if self.next_entry==0 { self.spare_change+=amount }
else {
let ff=self.forefather();
if self.weight_here_below(ff).is_zero() { self.spare_change+=amount } else { self.tree[ff].lazy+=amount };
}
}
fn add_weight(&mut self, index: usize, weight: FiNum) {
if self.tree.len()>0 {
let mut ff0=self.forefather();
let ff1=wt_forefather(index);
let w=self.tree[ff0].weight;
self.expand_to(ff1*2);
while ff0<ff1 {
ff0=wt_parent(ff0);
self.tree[ff0].weight=w;
}
}
else { self.expand_to(wt_forefather(index)*2); }
self.get_royalty(index); // Just for the side effect of capturing everything to this point
let mut index=index;
let ff=self.forefather();
while index!=ff {
self.tree[index].weight+=weight;
index=wt_parent(index);
}
self.tree[index].weight+=weight;
}
fn forefather(&self) -> usize {
wt_forefather(self.tree.len()-1)
}
fn dump(&mut self) {
for index in 0..self.tree.len() {
let roy=self.get_royalty(index);
println!("Index {} Weight {} Lazy {} Acc {} Royalty {}",index,self.tree[index].weight,self.tree[index].lazy,self.tree[index].acc,roy);
}
}
}
trait Dumpable {
fn dump(&self);
}
impl Dumpable for usize {
fn dump(&self) {
println!("Dump Integer: {}",self);
}
}
impl Dumpable for Rc<RefCell<Order>> {
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<String,usize>,
assets: Vec<Asset>,
money_supply: HashMap<usize,FiNum>,
traders: Vec<Trader>,
trader_name2num: HashMap<String,usize>,
orders: HashMap<(usize,usize),PQueue<Rc<RefCell<Order>>>>,
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>,
}
impl Market {
fn new() -> Self {
let mut rval=Market {
asset_name2num: HashMap::new(),
assets: Vec::new(),
money_supply: HashMap::new(),
traders: Vec::new(),
trader_name2num: HashMap::new(),
orders: HashMap::new(),
royalties: HashMap::new(),
royalty_rate: HashMap::new(),
};
rval.register_trader("*HOUSE*");
rval
}
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) -> usize { // Add error checking for inserting a trader twice
let rval=self.traders.len();
self.trader_name2num.insert(String::from(name),self.traders.len());
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:usize, cur:usize, 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:usize, cur:usize, 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) -> Option<usize> {
if self.asset_name2num.contains_key(name) { return None }
self.assets.push(Asset::new(name));
self.asset_name2num.insert(String::from(name),self.assets.len()-1);
self.money_supply.insert(self.assets.len()-1,FiNum::new(0));
let rval=self.assets.len()-1;
Some(rval)
}
fn number_to_asset(&self, n: usize) -> Asset {
self.assets[n].clone()
}
fn number_to_name(&self, n: usize) -> String {
self.assets[n].name.clone()
}
fn name_to_number(&self, name:&str) -> Option<&usize> {
self.asset_name2num.get(name)
}
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:usize, sell_type:usize, buy_type:usize, sell_qty_initial:FiNum, buy_qty_initial:FiNum) -> bool // Dollars, Bitcoin, 64000, 1
{
let initial_balance=self.traders[owner].get_balance(sell_type);
let asset=self.number_to_asset(sell_type);
let mut royalty0_qty=asset.royalty0_rate*sell_qty_initial;
let mut royalty1_qty=asset.royalty1_rate*sell_qty_initial;
let mut commission0_qty=asset.commission0_rate*sell_qty_initial;
let mut commission1_qty=asset.commission1_rate*sell_qty_initial;
let sell_qty_plus=sell_qty_initial+royalty0_qty+royalty1_qty+commission0_qty+commission1_qty; // This is the maximum amount we are going to sell
let sell_qty=sell_qty_initial;
if initial_balance<sell_qty_plus { return false; }
let mut buy_qty=buy_qty_initial;
let ap=(buy_type,sell_type);
let mut royalty_acc=FiNum::zero();
let mut commission_acc=FiNum::zero();
while 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();
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);
elt.sell_remain-=qty;
buy_qty-=qty;
let pay_qty=qty*elt.buy_qty/elt.sell_qty;
self.traders[owner ].sub_balance(sell_type,pay_qty);
self.traders[owner ].add_balance(buy_type ,qty);
self.traders[elt.owner].add_balance(sell_type,pay_qty);
let rq0=royalty0_qty *pay_qty/sell_qty_initial;
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;
let rq2=elt.royalty_remain*qty/elt.sell_remain;
let cq2=elt.commission_remain*qty/elt.sell_remain;
royalty_acc+=rq0+rq1;
commission_acc+=cq0+cq1;
royalty0_qty-=rq0;
royalty1_qty-=rq1;
commission0_qty-=cq0;
commission1_qty-=cq1;
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.orders.get(&ap).unwrap().v[0].borrow_mut().royalty_remain-=rq2;
self.orders.get(&ap).unwrap().v[0].borrow_mut().commission_remain-=cq2;
self.traders[0].add_balance(buy_type,cq2);
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
self.traders[0].add_balance(buy_type,self.orders.get(&ap).unwrap().v[0].borrow_mut().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.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*buy_qty/buy_qty_initial;
if sell_qty_remain>0.into() {
self.royalties.entry(sell_type).or_insert(RoyaltyTree::new()).add_royalty(royalty0_qty);
let rt=self.royalties.entry(buy_type).or_insert(RoyaltyTree::new());
rt.add_weight(rt.next_entry,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(
Order { owner:owner, sell_qty:sell_qty_remain, sell_remain:sell_qty_remain, buy_qty:buy_qty, rt_loc: rt.next_entry, royalty_remain:royalty1_qty, commission_remain:commission1_qty } ));
rt.next_entry+=1;
bids.insert(neworder);
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,commission_acc);
self.traders[owner].sub_balance(sell_type,royalty_acc+commission_acc);
true
}
}
impl PartialOrd for Order {
fn partial_cmp(&self, other:&Self) -> Option<Ordering> {
let ord0=self .sell_qty/self .buy_qty;
let ord1=other.sell_qty/other.buy_qty;
if ord0<ord1 { Some(Ordering::Less) }
else if ord0>ord1 { 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<T: Dumpable> {
v: Vec<T>,
}
impl<T: Dumpable + std::cmp::PartialOrd + std::fmt::Debug> PQueue<T> {
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]<self.v[pos] {
self.v.swap(parent,pos);
self.bubble_up(parent);
}
}
}
fn trickle_down(&mut self, pos: usize) {
let mut pivot=pos;
let child0=pos*2+1;
let child1=pos*2+2;
if child0<self.v.len() {
if self.v[pos]<self.v[child0] { pivot=child0; }
if child1<self.v.len() {
if self.v[pivot]<self.v[child1] { pivot=child1; }
}
if pivot!=pos {
self.v.swap(pivot,pos);
self.trickle_down(pivot);
}
}
}
fn insert(&mut self, item: T) {
self.v.push(item);
self.bubble_up(self.v.len()-1);
}
fn pop(&mut self) -> Option<T> {
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").unwrap();
let btc =self.register_asset("BTC").unwrap();
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..=1000000 {
let seller=if rng.gen_bool(0.5) { teppy } else { luni };
let (buy_type,sell_type,buy_qty,sell_qty):(usize,usize,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:usize) -> usize {
(index^(index+1)).trailing_ones() as usize-1
}
fn wt_leaf(index:usize) -> bool {
index&1==0
}
fn wt_left(index:usize) -> Option<usize> {
let level=wt_level(index);
if level>0 { Some(index-(1<<(wt_level(index)-1))) } else { None }
}
fn wt_right_edge(index: usize, edge: usize) -> Option<usize> { // Less than edge
if index&1==0 { None }
else {
let mut r=wt_right(index).unwrap();
if r<edge { Some(r) }
else {
while r&1==1 {
if r<edge { return Some(r); }
else { r=wt_left(r).unwrap(); }
}
if r<edge { Some(r) } else { None }
}
}
}
fn wt_right(index:usize) -> Option<usize> {
let level=wt_level(index);
if level>0 { Some(index+(1<<(wt_level(index)-1))) } else { None }
}
fn wt_parent(index:usize) -> usize {
let lev=wt_level(index);
let first_in_row=index%(1<<lev);
let skip=2<<lev;
let nth_in_row=(index-first_in_row)/skip;
let first_in_parent_row=(2<<lev)-1;
let skip_in_parent_row=4<<lev;
let nth_in_parent_row=nth_in_row>>1;
first_in_parent_row+nth_in_parent_row*skip_in_parent_row
}
fn wt_forefather(max_index:usize) -> usize {
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 royalty_stuff() {
let mut rt=RoyaltyTree::new();
for index in 0..10 {
rt.add_weight(index,FiNum::new_i32(10));
rt.add_royalty(FiNum::new_i32(24))
}
for index in 0..rt.tree.len() {
println!("Index: {} Weight_here {} Weight_below {} Weight_here_below {}",index,rt.weight_here(index),rt.weight_below(index),rt.weight_here_below(index));
}
}
fn process_file(fname: &str) {
println!("Processing file: {}",fname)
}
fn interactive(m: &mut Market) {
println!("Trading interactively in Tuesday Markets (demo)");
let stdin = io::stdin();
let mut trader:usize=0;
for line in stdin.lock().lines() {
match line {
Ok(input) => {
let tokens: Vec<&str> = input.split_whitespace().collect();
match tokens.as_slice() {
["dump"] => m.dump(),
["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) },
["whoami" ] => { println!("Logged in as {}, id {}",m.traders[trader].name,trader ); }
["addtrader", username] => { let id=m.register_trader(username); println!("Added user {} as id {}",username,id); },
["balances"] => {
println!("Balances for trader {}",m.traders[trader].name);
for (key,value) in &m.traders[trader].balances { println!(" {} {}",m.number_to_name(*key),value); }
}
["addasset", assetname] => {
if let Some(cur)=m.register_asset(assetname) { println!("Added asset {} ",m.number_to_name(cur)) }
else { println!("Asset {} already exists.",assetname) }
}
["addfunds", username, qty0, cur0 ] => {
let id=m.trader_name2num.get(*username);
let qty=FiNum::new_str(qty0);
let cur=m.name_to_number(cur0);
if id.is_none() { println!("Could not find trader {}",username); }
else if qty.is_zero() { println!("Could not parse quantity {}",qty0) }
else if cur.is_none() { println!("Could not find asset {}",cur0) }
else {
let id=*id.unwrap();
let cur=*cur.unwrap();
m.add_trader_balance(id,cur,qty);
println!("Added {} {} to {}",qty,m.number_to_asset(cur).name,m.traders[id].name)
}
}
["order", qty0, cur0, qty1, cur1 ] => {
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);
if !qty0.is_zero() && cur0.is_some() && !qty1.is_zero() && cur1.is_some() {
m.make_order(trader,*cur0.unwrap(),*cur1.unwrap(),qty0,qty1);
}
}
["quit"] => {
break;
}
_ => println!("Invalid command. Please try again."),
}
}
Err(error) => println!("Error reading input: {}", error),
}
}
}
fn erase(filename: &str) {
// Stub function for erasing a file
println!("Erasing file: {}", filename);
}
fn copy(source: &str, destination: &str) {
// Stub function for copying a file
println!("Copying file from {} to {}", source, destination);
}
fn main() {
let args: Vec<String> = env::args().collect();
let mode=if args.len()<=1 { "--interactive" } 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 {
"--interactive" => interactive(&mut m),
"--exercise" => m.exercise(),
"--treestuff" => tree_stuff(),
"--royaltystuff" => royalty_stuff(),
_ => println!("Unknown mode: {}",mode),
}
}