The Exchange Rate Path Problem

Crate	Documentation	Travis CI	CodeCov

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:

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 customers.

The idea is based on the challenge I received once as a part of an interview.

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).