uba.py

import random
import numpy

class EconomicsFucked(Exception): pass
class NotEnoughBitcoin(EconomicsFucked): pass
class NotEnoughDollars(EconomicsFucked): pass
class PriceTooHigh(EconomicsFucked): pass
class PriceTooLow(EconomicsFucked): pass


class UBA:

    def __init__(self, initialdollars, initialbitcoin, initialprice, commission):
         self.dollars = initialdollars
         self.bitcoin = initialbitcoin
         self.prices = [initialprice]
         self.commission = commission

    def check_price(self):
      return self.prices[-1]

    def is_price_higher_than(self, wantedprice):
      return self.prices[-1] > wantedprice

    def is_price_lower_than(self, wantedprice):
      return self.prices[-1] < wantedprice

    def accept_bitcoin_dispense_dollars(self, bitcoinamount):
      dollaramount = bitcoinamount * self.prices[-1]
      dollaramount = dollaramount * (1. - self.commission)
      if self.dollars < dollaramount:
        raise NotEnoughDollars()
      self.bitcoin = self.bitcoin + bitcoinamount
      self.dollars = self.dollars - dollaramount
      return dollaramount

    def accept_dollars_dispense_bitcoin(self, dollaramount):
      bitcoinamount = dollaramount / self.prices[-1]
      bitcoinamount = bitcoinamount * (1. - self.commission)
      if self.bitcoin < bitcoinamount:
        raise NotEnoughBitcoin()
      self.dollars = self.dollars + dollaramount
      self.bitcoin = self.bitcoin - bitcoinamount
      return bitcoinamount

    def report(self):
      print "------------------------"
      print "Dollars: %.2f" % self.dollars
      print "BTC: %.5f" % self.bitcoin
      print "Price: %.2f" % self.prices[-1]
      print "Net worth first price: %.2f" % (self.dollars + (self.bitcoin * self.prices[0]))
      print "Net worth last price: %.2f" % (self.dollars + (self.bitcoin * self.prices[-1]))


class BitcoinSellr:

    def __init__(self, target_bitcoin_price, bitcoinamount):
         self.bitcoinamount = bitcoinamount
         self.targetprice = target_bitcoin_price

    def behave(self, uba):
      if uba.is_price_lower_than(self.targetprice):
        raise PriceTooLow()
      uba.accept_bitcoin_dispense_dollars(self.bitcoinamount)


class BitcoinBuyer:

    def __init__(self, target_bitcoin_price, dollaramount):
         self.dollaramount = dollaramount
         self.targetprice = target_bitcoin_price

    def behave(self, uba):
      if uba.is_price_higher_than(self.targetprice):
        raise PriceTooHigh()
      uba.accept_dollars_dispense_bitcoin(self.dollaramount)


def puppeteer():
  initialprice = 650.
  uba = UBA(10000., 10, 650.0, 0.01)
  buyerprices = numpy.random.poisson(initialprice, 1000)
  buyeramounts = numpy.random.poisson(350, 1000)
  sellerprices = numpy.random.poisson(initialprice, 1000)
  selleramounts = numpy.random.poisson(50, 1000) * 0.01
  buyers = [BitcoinBuyer(price, amount) for price,amount in zip(buyerprices, buyeramounts)]
  sellers = [BitcoinSellr(price, amount) for price,amount in zip(sellerprices, selleramounts)]
  customers = buyers + sellers
  random.shuffle(customers)
  uba.report()
  for customer in customers:
    try:
      customer.behave(uba)
      if isinstance(customer,BitcoinBuyer):
        print "%s spent %.2f to get BTC at price %.2f" % (customer.__class__.__name__, customer.dollaramount, uba.check_price())
      elif isinstance(customer,BitcoinSellr):
        print "%s put up %.5f to get dollars at price %.2f" % (customer.__class__.__name__, customer.bitcoinamount, uba.check_price())
      else:
        assert 0, "not reached"
    except EconomicsFucked, e:
      if isinstance(e, PriceTooHigh):
        print "%s thought %.2f was too high, wanted at most %.2f" %(customer.__class__.__name__, uba.check_price(), customer.targetprice)
      elif isinstance(e, PriceTooLow):
        print "%s thought %.2f was too low, wanted at least %.2f" %(customer.__class__.__name__, uba.check_price(), customer.targetprice)
      elif isinstance(e, NotEnoughBitcoin):
        print "%s wanted %.2f dollars converted to BTC but UBA only has %.5f BTC" %(customer.__class__.__name__, customer.dollaramount, uba.bitcoin)
      elif isinstance(e, NotEnoughDollars):
        print "%s wanted %.5f BTC converted to dollars but UBA only has %.2f dollars" %(customer.__class__.__name__, customer.bitcoinamount, uba.dollars)
      else:
        assert 0, "not reached"
  uba.report()

def main():
  puppeteer()


if __name__ == '__main__':
  main()