3 releases
0.1.3 | Feb 11, 2019 |
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0.1.1 | Feb 3, 2019 |
0.1.0 | Feb 3, 2019 |
#30 in #rate
59KB
1K
SLoC
Exchange Rate
The best Exchange Rate path search for a given set of Exchanges, Currencies, Exchange Rates and Exchange Rate Requests.
Crate | Documentation | Travis CI | CodeCov |
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Overview
In order to provide customers a product that lets them spend cryptocurrencies to buy goods from merchants who only accept fiat currency, we need to solve two problems:
- Determine a sequence of trades and transfers across exchanges to convert the cryptocurrency to fiat currency with a suitable exchange rate.
- Provide the best possible exchange rate to customers.
The idea is based on the challenge I received once as a part of an interview.
Build and Run the code
As a standard Rust project, building it and running it is what you would expect.
Build
cargo build
or
cargo build --release
Run
cargo run < data/exchange-rate-path-input.txt
or
cargo run --release < data/exchange-rate-path-input.txt
Input format
Input is formed by two types of lines: "Price Update" and "Exchange Rate Request". Example of the expected input format can be found in data/exchange-rate-input.txt.
Price Update
- Format:
<timestamp> <exchange> <source_currency> <destination_currency> <forward_factor> <backward_factor>
- Example:
2019-08-01T08:42:22+00:00 BITFINEX BTC USD 1000.0 0.0009
Exchange Rate Request
- Format:
EXCHANGE_RATE_REQUEST <source_exchange> <source_currency> <destination_exchange> <destination_currency>
- Example:
EXCHANGE_RATE_REQUEST BITFINEX ETH BINANCE BTC
Design
The implementation consist from three main parts and a gel connecting them together.
1.) Graph
I decided not to use Petgraph create (petgraph) directly, but ruther to extract and refactor GraphMap
into my own crate called Safe Graph
(safe-graph). My reasing for that is explained there.
2.) Floyd-Warshall algorithm
A generic solution for Floyd-Warshall algorithm supporting customization is provided by my own crate Floyd Warshall algorithm
(floyd-warshall-alg). Available customization is described there.
3.) IO - reading Request, processing it and writing Response
Input:
Reading and parsing input from stdin to Request
instance holding instances of PriceUpdate
and ExchangeRateRequest
structs.
Processing: Constructing a graph, running a customized version of Floyd-Warshall algorithm and forming a Response.
Output:
Writing the Response holding instances of BestRatePath
struct to stdout.
License
Licensed under the General Public License (GPL), version 3 (LICENSE http://www.gnu.org/licenses/gpl-3.0.en.html).
Dependencies
~2.5MB
~35K SLoC