Crate fts_sqlite

Flow Trading Service (FTS)

This crate is part of a collection of crates that together implement flow trading as proposed by Budish, Cramton, et al, in which trade occurs continuously over time via regularly-scheduled batch auctions.

The different crates in this workspace are as follows:

• fts_core: Defines a set of data primitives and operations but defers the implementations of these operations, consistent with a so-called “hexagonal architecture” approach to separating responsibilities.
• fts_solver: Provides a reference solver for the flow trading quadratic program.
• fts_server: A REST API HTTP server for interacting with the solver and persisting state across auctions.
• fts_sqlite: An implementation of the core data operations using SQLite, suitable for exploration of flow trading-based marketplaces such as a forward market.

FTS Demo

This crate provides implementations of the data operations defined in fts-core. Products are assumed to correspond to a forward market and are defined by three quantities:

Property	Description
kind	A field to distinguish a product variant, such as “FORWARD” or “OPTION”
from	The time at which the product is to be delivered
thru	The time at which the delivery will be complete

Modules

db

Database operations and connection management

Structs

DateTime

This type acts as a bridge between fts-core’s use of OffsetDateTime and how SQLite stores timestamps. Whenever we read or store a timestamp, it should go through this wrapper to ensure consistency.