ftauction

This crate is a light wrapper around fts-solver, providing a binary that can read flow trading-based auctions from a standardized JSON input format and writes their solution to stdout or a file. This binary also makes available other useful operations, such as exporting the intermediate quadratic program to a standardized output format for analysis in other tools.

The JSON format is very simple. Given the following type definitions:

type ProductId = string;
type PortfolioId = string;

type Portfolio = Record<ProductId, number> | Array<ProductId> | ProductId;
type Group = Record<PortfolioId, number> | Array<PortfolioId> | PortfolioId;
// The canonical types in Portfolio and Group are Records, but we implicitly
// transform arrays and values for convenience according to:
//   X => { X: 1.0 },
//   [X, Y, ...] => { X: 1.0, Y: 1.0, ...}

interface Point {
    quantity: number,
    price: number,
}

interface DemandCurve {
    // If omitted, `domain` is computed from `points`.
    // If provided, the curve will be interpolated or extrapolated accordingly.
    // Use `null` as a stand-in for ±∞
    domain?: [number | null, number | null];

    group: Group,
    points: Array<Point>,
}

interface Submission {
    portfolios: Record<PortfolioId, Portfolio>,
    demand_curves: Array<DemandCurve>,
}

The JSON input format is simply anything that deserializes as Record<BidderId, Submission>. Examples can be found in the fts-solver test suite.

Installation

To install, simply run cargo install ftauction. To build from source, cargo build --release --bin ftauction.

Usage

All options are documented in ftauction --help and ftauction [SUBCOMMAND] --help.

Some examples:

# Solve an auction given a file
ftauction solve -o solution.json input.json

# Solve an auction over stdin
curl http://some.remote/file.json | ftauction solve -o solution.json -

# Read an auction over stdin, export to stdout
cat input.json | ftauction export - --format mps

The ordering between the input (a path, or "-") and the flags ("--format", for example) is not important.