From bdecba1a676a0441c08f01a4162dcdac008b1ec1 Mon Sep 17 00:00:00 2001 From: kyzooghost Date: Sat, 28 Sep 2024 20:15:27 +1000 Subject: [PATCH] refactor path struct out of graph.rs, add request_handler module --- Cargo.lock | 2750 ++--------------- Cargo.toml | 3 +- README.md | 22 +- app/src/main.rs | 9 +- arbitrage_engine/src/graph.rs | 155 +- arbitrage_engine/src/lib.rs | 3 +- arbitrage_engine/src/path.rs | 143 + petgraph-tute.md | 17 + request_handler/request_handler/Cargo.toml | 8 + .../request_handler/src/interface.rs | 23 + request_handler/request_handler/src/lib.rs | 14 + 11 files changed, 422 insertions(+), 2725 deletions(-) create mode 100644 arbitrage_engine/src/path.rs create mode 100644 petgraph-tute.md create mode 100644 request_handler/request_handler/Cargo.toml create mode 100644 request_handler/request_handler/src/interface.rs create mode 100644 request_handler/request_handler/src/lib.rs diff --git a/Cargo.lock b/Cargo.lock index a8f4baa..787a96b 100644 --- a/Cargo.lock +++ b/Cargo.lock @@ -2,2661 +2,336 @@ # It is not intended for manual editing. version = 3 -[[package]] -name = "Inflector" -version = "0.11.4" -source = "registry+https://github.com/rust-lang/crates.io-index" -checksum = "fe438c63458706e03479442743baae6c88256498e6431708f6dfc520a26515d3" -dependencies = [ - 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"adaptors", "app", "arbitrage_engine" -] \ No newline at end of file +, "request_handler/request_handler"] diff --git a/README.md b/README.md index 5a76364..61ead30 100644 --- a/README.md +++ b/README.md @@ -4,10 +4,28 @@ WIP. Modules - Core arbitrage engine -- Adaptors for each network and protocol +- (Deprecated) Adaptors for each network and protocol -Useful CLI commands +# Goal +Hold graph data structure in memory. Receive messages from another program to +i.) Update graph data structure +ii.) Run arbitrage-scan algorithm on in-memory data structure, return discovered arbitrages + +Can model as request-response endpoints + +API: +- add_node +- add_edge(T, T, f64) +- get_negative_cycle_quick + +# TODO + +Loop in main.rs that waits on messages from another process +Handler for external process messages +-> API for arbitrage_engine + +# CLI commands Run unit tests without silencing stdout diff --git a/app/src/main.rs b/app/src/main.rs index 48804a9..ef5d12c 100644 --- a/app/src/main.rs +++ b/app/src/main.rs @@ -6,9 +6,10 @@ use eyre::Result; #[tokio::main] async fn main() -> Result<()> { println!("Hello, world"); - // let mut a: Vec> = Vec::new(); - // a.push(Vec::new()); - // println!("{:?}", a[0]); - // println!("{:?}", a[1]); + + // TODO - Set up loop that listens for messages from external process + // external_request_handler component, with interface and specific implementation + // external_request_handler.listen + Ok(()) } \ No newline at end of file diff --git a/arbitrage_engine/src/graph.rs b/arbitrage_engine/src/graph.rs index eb0f522..a944e0d 100644 --- a/arbitrage_engine/src/graph.rs +++ b/arbitrage_engine/src/graph.rs @@ -11,170 +11,19 @@ mod graph_mod { }; use super::super::utils::logger::{logObject, logText}; - - #[test] - fn petgraph_basic_methods() { - let mut graph: Graph<&str, f64> = Graph::new(); - let origin = graph.add_node("Denver"); - let destination_1 = graph.add_node("San Diego"); - let destination_2 = graph.add_node("New York"); - let cost_1 = graph.add_edge(origin, destination_1, 250.0); - let cost_2 = graph.add_edge(origin, destination_2, 1099.0); - assert_eq!(graph.node_weight(origin).unwrap(), &"Denver"); - assert_eq!(graph[destination_1], "San Diego"); - assert_eq!(graph.edge_weight(cost_1).unwrap(), &250.0); - assert_eq!(graph.edge_weight(cost_2).unwrap(), &1099.0); - *graph.edge_weight_mut(cost_1).unwrap() = 249.0; - assert_eq!(graph.edge_weight(cost_1).unwrap(), &249.0); - } - - pub mod path { - use super::{EdgeIndex, Graph, NodeIndex}; - use std::{ - marker::PhantomData, - cmp::Ordering - }; - - // Choosing to store vector of indexes, rather than using a recursive type as we did in Java. Should be ok if the vectors don't grow too large. - #[derive(Debug)] - pub struct Path { - weight: f64, - edges: Vec, - nodes: Vec, - node_type: PhantomData, - } - - impl Path { - pub fn new(source_node: NodeIndex) -> Self { - Path { - weight: 0.0_f64, - edges: Vec::new(), - nodes: vec![source_node], - node_type: PhantomData, - } - } - - pub fn add_to_path(&mut self, graph: &Graph, edge: EdgeIndex) { - assert_eq!( - &graph.edge_endpoints(edge).unwrap().0, - self.nodes.last().unwrap(), - "Edge does not extend from existing path" - ); - self.weight += graph.edge_weight(edge).unwrap(); - self.edges.push(edge); - self.nodes.push(graph.edge_endpoints(edge).unwrap().1); - } - - pub fn weight(&self) -> f64 { - self.weight - } - - pub fn edges(&self) -> Vec { - let mut vec: Vec = Vec::new(); - for edge in self.edges.iter() { - vec.push(*edge); - } - vec - } - - pub fn nodes(&self) -> Vec { - let mut vec: Vec = Vec::new(); - for node in self.nodes.iter() { - vec.push(*node); - } - vec - } - - pub fn length(&self) -> usize { - self.nodes.len() - } - } - - impl PartialEq for Path { - fn eq(&self, other: &Self) -> bool { - self.weight.to_bits() == other.weight.to_bits() - } - } - - impl Eq for Path {} - - impl PartialOrd for Path { - fn partial_cmp(&self, other: &Self) -> Option { - Some(self.cmp(other)) - } - } - - impl Ord for Path { - fn cmp(&self, other: &Self) -> Ordering { - if self.weight < other.weight { - Ordering::Less - } else if self.weight > other.weight { - Ordering::Greater - } else { - Ordering::Equal - } - } - } - - #[test] - fn path_basic_methods() { - // Build graph - let mut graph: Graph<&str, f64> = Graph::new(); - let origin = graph.add_node("Denver"); - let destination_1 = graph.add_node("San Diego"); - let destination_2 = graph.add_node("New York"); - let cost_1 = graph.add_edge(origin, destination_1, 250.0); - let cost_2 = graph.add_edge(origin, destination_2, 1099.0); - - // Create path - let mut path: Path<&str> = Path::new(origin); - assert_eq!(path.weight(), 0.0); - assert_eq!(path.length(), 1); - assert_eq!(path.edges().len(), 0); - assert_eq!(path.nodes().len(), 1); - assert_eq!(path.nodes()[0], origin); - - // Add to path - path.add_to_path(&graph, cost_1); - assert_eq!(path.weight(), 250.0); - assert_eq!(path.length(), 2); - assert_eq!(path.edges().len(), 1); - assert_eq!(path.nodes().len(), 2); - assert_eq!(path.nodes()[0], origin); - assert_eq!(path.nodes()[1], destination_1); - assert_eq!(path.edges()[0], cost_1); - - // Create another path - let mut path1: Path<&str> = Path::new(origin); - assert_eq!(path1.weight(), 0.0); - assert_eq!(path1.length(), 1); - assert_eq!(path1.edges().len(), 0); - assert_eq!(path1.nodes().len(), 1); - assert_eq!(path1.nodes()[0], origin); - - // Add to another path - path1.add_to_path(&graph, cost_2); - assert_eq!(path1.weight(), 1099.0); - assert_eq!(path1.length(), 2); - assert_eq!(path1.edges().len(), 1); - assert_eq!(path1.nodes().len(), 2); - assert_eq!(path1.nodes()[0], origin); - assert_eq!(path1.nodes()[1], destination_2); - assert_eq!(path1.edges()[0], cost_2); - } - } + use super::super::path::path::Path; pub mod cycle { use super::{ logObject, logText, - path::Path, EdgeIndex, EdgeRef, EdgeReference, Graph, NodeIndex, Outgoing, + Path }; use std::{ diff --git a/arbitrage_engine/src/lib.rs b/arbitrage_engine/src/lib.rs index 0fe24b5..abec6e6 100644 --- a/arbitrage_engine/src/lib.rs +++ b/arbitrage_engine/src/lib.rs @@ -1,2 +1,3 @@ pub mod graph; -pub mod utils; \ No newline at end of file +pub mod utils; +pub mod path; \ No newline at end of file diff --git a/arbitrage_engine/src/path.rs b/arbitrage_engine/src/path.rs new file mode 100644 index 0000000..cdb1916 --- /dev/null +++ b/arbitrage_engine/src/path.rs @@ -0,0 +1,143 @@ +pub use path_mod::*; + +mod path_mod { + pub mod path { + use petgraph::{ + graph::Graph, + prelude::{EdgeIndex, NodeIndex}, + }; + + use std::{ + marker::PhantomData, + cmp::Ordering + }; + + // Choosing to store vector of indexes, rather than using a recursive type as we did in Java. Should be ok if the vectors don't grow too large. + #[derive(Debug)] + pub struct Path { + weight: f64, + edges: Vec, + nodes: Vec, + node_type: PhantomData, + } + + impl Path { + pub fn new(source_node: NodeIndex) -> Self { + Path { + weight: 0.0_f64, + edges: Vec::new(), + nodes: vec![source_node], + node_type: PhantomData, + } + } + + pub fn add_to_path(&mut self, graph: &Graph, edge: EdgeIndex) { + assert_eq!( + &graph.edge_endpoints(edge).unwrap().0, + self.nodes.last().unwrap(), + "Edge does not extend from existing path" + ); + self.weight += graph.edge_weight(edge).unwrap(); + self.edges.push(edge); + self.nodes.push(graph.edge_endpoints(edge).unwrap().1); + } + + pub fn weight(&self) -> f64 { + self.weight + } + + pub fn edges(&self) -> Vec { + let mut vec: Vec = Vec::new(); + for edge in self.edges.iter() { + vec.push(*edge); + } + vec + } + + pub fn nodes(&self) -> Vec { + let mut vec: Vec = Vec::new(); + for node in self.nodes.iter() { + vec.push(*node); + } + vec + } + + pub fn length(&self) -> usize { + self.nodes.len() + } + } + + impl PartialEq for Path { + fn eq(&self, other: &Self) -> bool { + self.weight.to_bits() == other.weight.to_bits() + } + } + + impl Eq for Path {} + + impl PartialOrd for Path { + fn partial_cmp(&self, other: &Self) -> Option { + Some(self.cmp(other)) + } + } + + impl Ord for Path { + fn cmp(&self, other: &Self) -> Ordering { + if self.weight < other.weight { + Ordering::Less + } else if self.weight > other.weight { + Ordering::Greater + } else { + Ordering::Equal + } + } + } + + #[test] + fn path_basic_methods() { + // Build graph + let mut graph: Graph<&str, f64> = Graph::new(); + let origin = graph.add_node("Denver"); + let destination_1 = graph.add_node("San Diego"); + let destination_2 = graph.add_node("New York"); + let cost_1 = graph.add_edge(origin, destination_1, 250.0); + let cost_2 = graph.add_edge(origin, destination_2, 1099.0); + + // Create path + let mut path: Path<&str> = Path::new(origin); + assert_eq!(path.weight(), 0.0); + assert_eq!(path.length(), 1); + assert_eq!(path.edges().len(), 0); + assert_eq!(path.nodes().len(), 1); + assert_eq!(path.nodes()[0], origin); + + // Add to path + path.add_to_path(&graph, cost_1); + assert_eq!(path.weight(), 250.0); + assert_eq!(path.length(), 2); + assert_eq!(path.edges().len(), 1); + assert_eq!(path.nodes().len(), 2); + assert_eq!(path.nodes()[0], origin); + assert_eq!(path.nodes()[1], destination_1); + assert_eq!(path.edges()[0], cost_1); + + // Create another path + let mut path1: Path<&str> = Path::new(origin); + assert_eq!(path1.weight(), 0.0); + assert_eq!(path1.length(), 1); + assert_eq!(path1.edges().len(), 0); + assert_eq!(path1.nodes().len(), 1); + assert_eq!(path1.nodes()[0], origin); + + // Add to another path + path1.add_to_path(&graph, cost_2); + assert_eq!(path1.weight(), 1099.0); + assert_eq!(path1.length(), 2); + assert_eq!(path1.edges().len(), 1); + assert_eq!(path1.nodes().len(), 2); + assert_eq!(path1.nodes()[0], origin); + assert_eq!(path1.nodes()[1], destination_2); + assert_eq!(path1.edges()[0], cost_2); + } + } +} diff --git a/petgraph-tute.md b/petgraph-tute.md new file mode 100644 index 0000000..ea2fad3 --- /dev/null +++ b/petgraph-tute.md @@ -0,0 +1,17 @@ +```rust +#[test] +fn petgraph_basic_methods() { + let mut graph: Graph<&str, f64> = Graph::new(); + let origin = graph.add_node("Denver"); + let destination_1 = graph.add_node("San Diego"); + let destination_2 = graph.add_node("New York"); + let cost_1 = graph.add_edge(origin, destination_1, 250.0); + let cost_2 = graph.add_edge(origin, destination_2, 1099.0); + assert_eq!(graph.node_weight(origin).unwrap(), &"Denver"); + assert_eq!(graph[destination_1], "San Diego"); + assert_eq!(graph.edge_weight(cost_1).unwrap(), &250.0); + assert_eq!(graph.edge_weight(cost_2).unwrap(), &1099.0); + *graph.edge_weight_mut(cost_1).unwrap() = 249.0; + assert_eq!(graph.edge_weight(cost_1).unwrap(), &249.0); +} +``` \ No newline at end of file diff --git a/request_handler/request_handler/Cargo.toml b/request_handler/request_handler/Cargo.toml new file mode 100644 index 0000000..595257a --- /dev/null +++ b/request_handler/request_handler/Cargo.toml @@ -0,0 +1,8 @@ +[package] +name = "request_handler" +version = "0.1.0" +edition = "2021" + +# See more keys and their definitions at https://doc.rust-lang.org/cargo/reference/manifest.html + +[dependencies] diff --git a/request_handler/request_handler/src/interface.rs b/request_handler/request_handler/src/interface.rs new file mode 100644 index 0000000..d3ff9e3 --- /dev/null +++ b/request_handler/request_handler/src/interface.rs @@ -0,0 +1,23 @@ +// TODO - How to serialize and deserialize message to find appropriate message handler? + +// TODO - Need to add metadata to the path, not just exchange rate but protocol + blockchain +struct ArbitrageResult { + + // time + // array of results + // +} + +trait RequestHandler { + // Start server to listen for messages from external processes + fn listen_and_serve(&self); + + // Update graph data structure + // Up to the client to provide unique string ID for nodes + // add_node if not present + // Will add bidrectional edge between n0 and n1 + // True if graph updated, False if not (not more 'extreme' than existing edges) + fn upsert_path(&self, n0: &str, n1: &str, n0_to_n1_rate: f64) -> bool; + + // fn scan_arbitrages(&self) +} \ No newline at end of file diff --git a/request_handler/request_handler/src/lib.rs b/request_handler/request_handler/src/lib.rs new file mode 100644 index 0000000..7d12d9a --- /dev/null +++ b/request_handler/request_handler/src/lib.rs @@ -0,0 +1,14 @@ +pub fn add(left: usize, right: usize) -> usize { + left + right +} + +#[cfg(test)] +mod tests { + use super::*; + + #[test] + fn it_works() { + let result = add(2, 2); + assert_eq!(result, 4); + } +}