vtse/vtse-server/src/market/generator.rs

use rand::{distributions::Uniform, prelude::Distribution};
use rand::{rngs::StdRng, SeedableRng};
use rust_decimal::Decimal;

#[derive(Copy, Clone, PartialEq, PartialOrd, Debug)]
pub(super) struct MarketModifier(Decimal);

impl MarketModifier {
    pub(super) fn modifier(&self) -> Decimal {
        self.0
    }
}

#[derive(Clone, Debug)]
pub(super) struct MarketMultiplier {
    rng: StdRng,
    sample_range: Uniform<i64>,
    volatility: Decimal,
    old_price: MarketModifier,
    buffer: Vec<MarketModifier>,
}

impl MarketMultiplier {
    pub(super) fn new(volatility: Decimal, initial_value: Decimal) -> Self {
        Self {
            rng: StdRng::from_entropy(),
            sample_range: Uniform::new_inclusive(-50, 50),
            volatility,
            old_price: MarketModifier(initial_value),
            buffer: vec![],
        }
    }
}

impl Iterator for MarketMultiplier {
    type Item = MarketModifier;

    fn next(&mut self) -> Option<Self::Item> {
        // Algorithm from https://stackoverflow.com/a/8597889
        let rng_multiplier = self.sample_range.sample(&mut self.rng);
        let delta = Decimal::new(2, 0) * self.volatility * Decimal::new(rng_multiplier, 2);
        self.old_price.0 += self.old_price.0 * delta;
        Some(self.old_price)
    }
}

impl MarketMultiplier {
    pub(super) fn next_n(&mut self, n: usize) -> Vec<MarketModifier> {
        self.ensure_buffer_capacity(n);
        let mut ret = self.buffer.split_off(n);
        std::mem::swap(&mut ret, &mut self.buffer);
        ret
    }

    pub(super) fn peek_n(&mut self, n: usize) -> &[MarketModifier] {
        self.ensure_buffer_capacity(n);
        &self.buffer[..n]
    }

    fn ensure_buffer_capacity(&mut self, n: usize) {
        for _ in 0..(n - self.buffer.len()) {
            let next_val = self.next().unwrap();
            self.buffer.push(next_val);
        }
    }
}