/exchange-rate

Primary LanguageRust

Exchange Rate Problem

In order to provide our customers a product that lets them spend cryptocurrencies to buy goods from merchants who only accept fiat currency, we need to solve two problems:

  1. Determine a sequence of trades and transfers across exchanges to convert the cryptocurrency to fiat currency with a suitable exchange rate
  2. Provide the best possible exchange rate to our customers

Language

  • Rust (Stable V 1.33.0)

Usage

All necessary functionalities required to easily get started have been abstracted into the prelude modules.

All price updates are fed into the rate graph, and subsequently, exchange rate request can be passed into the full_path to get the (sequence_of_trades, best_exchange_rate).

use exchange_rate::prelude::*;

fn main() {
    let price_updates = vec![
        PriceUpdate::new(
            NaiveDate::from_ymd(2015, 9, 5).and_hms(23, 56, 4),
            ExchangeType::KRAKEN,
            Currency::BTC,
            Currency::USD,
            Decimal::from_str("1.0").unwrap(),
            Decimal::from_str("0.0000009").unwrap(),
        ),
        PriceUpdate::new(
            NaiveDate::from_ymd(2019, 2, 19).and_hms(16, 26, 34),
            ExchangeType::GDAX,
            Currency::BTC,
            Currency::USD,
            Decimal::from_str("1001.0").unwrap(),
            Decimal::from_str("0.0008").unwrap(),
        ),
    ];

    let result = ExchangeRateRequest::new(
        ExchangeType::KRAKEN,
        Currency::USD,
        ExchangeType::GDAX,
        Currency::BTC,
    );

    let rate_graph = RateGraph::from(price_updates);
    let (full_path, cost) = rate_graph.full_path(&rqst).unwrap();
    println!(format!("{}", output(&full_path, cost)));
}

Tests

Tests can be located in the tests folder, and currently has been setup to use Travis CI via .travis.yml.