fts_solver/
types.rs

1use std::hash::Hash;
2
3mod submission;
4pub use submission::*;
5
6mod demand;
7pub use demand::*;
8
9mod outcome;
10pub use outcome::*;
11
12/// The Solver trait defines the interface for market-clearing solvers.
13///
14/// A Solver takes market participant submissions (bids/offers) and computes
15/// the optimal trades and market-clearing prices that maximize total welfare.
16///
17/// Implementations may use different optimization algorithms with varying
18/// performance and precision characteristics.
19pub trait Solver {
20    /// The configuration type for this solver
21    type Settings;
22
23    /// Create a new instance with the provided settings
24    fn new(settings: Self::Settings) -> Self;
25
26    /// Solve the market clearing problem for the given auction submissions
27    ///
28    /// # Parameters
29    /// * `auction` - A slice of Submission objects representing all bids and offers
30    ///
31    /// # Returns
32    /// * `AuctionOutcome` - Contains the clearing prices and trades for each product and authorization
33    fn solve<
34        T,
35        BidderId: Eq + Hash + Clone + Ord,
36        PortfolioId: Eq + Hash + Clone + Ord,
37        ProductId: Eq + Hash + Clone + Ord,
38    >(
39        &self,
40        auction: &T,
41        // TODO: warm-starts with the prices
42    ) -> AuctionOutcome<BidderId, PortfolioId, ProductId>
43    where
44        for<'t> &'t T: IntoIterator<Item = (&'t BidderId, &'t Submission<PortfolioId, ProductId>)>;
45}
fts_solver/types.rs

fts_solver/
types.rs
