The best Exchange Rate path search for a given set of Exchanges, Currencies, Exchange Rates and Exchange Rate Requests.
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.
cargo build --release
cargo run < data/exchange-rate-path-input.txt
cargo run --release < data/exchange-rate-path-input.txt
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.
<timestamp> <exchange> <source_currency> <destination_currency> <forward_factor> <backward_factor>
2019-08-01T08:42:22+00:00 BITFINEX BTC USD 1000.0 0.0009
Exchange Rate Request
EXCHANGE_RATE_REQUEST <source_exchange> <source_currency> <destination_exchange> <destination_currency>
EXCHANGE_RATE_REQUEST BITFINEX ETH BINANCE BTC
The implementation consist from three main parts and a gel connecting them together.
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
Reading and parsing input from stdin to
Request instance holding instances of
Processing: Constructing a graph, running a customized version of Floyd-Warshall algorithm and forming a Response.
Writing the Response holding instances of
BestRatePath struct to stdout.