1 unstable release
Uses new Rust 2024
new 0.1.5 | Apr 28, 2025 |
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#1620 in Database interfaces
Used in ftdemo
74KB
2K
SLoC
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 |
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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 |
Dependencies
~55MB
~1M SLoC