manifold/common/calculate.ts

import * as _ from 'lodash'
import { Bet } from './bet'
import {
  calculateCpmmSale,
  getCpmmProbability,
  getCpmmOutcomeProbabilityAfterBet,
  getCpmmProbabilityAfterSale,
  calculateCpmmSharesAfterFee,
} from './calculate-cpmm'
import {
  calculateDpmPayout,
  calculateDpmPayoutAfterCorrectBet,
  calculateDpmSaleAmount,
  calculateDpmShares,
  getDpmOutcomeProbability,
  getDpmProbability,
  getDpmOutcomeProbabilityAfterBet,
  getDpmProbabilityAfterSale,
} from './calculate-dpm'
import { calculateFixedPayout } from './calculate-fixed-payouts'
import { Binary, Contract, CPMM, DPM, FullContract } from './contract'

export function getProbability(contract: FullContract<DPM | CPMM, Binary>) {
  return contract.mechanism === 'cpmm-1'
    ? getCpmmProbability(contract.pool, contract.p)
    : getDpmProbability(contract.totalShares)
}

export function getInitialProbability(
  contract: FullContract<DPM | CPMM, Binary>
) {
  return (
    contract.initialProbability ??
    (contract.mechanism === 'cpmm-1'
      ? getCpmmProbability(contract.pool, contract.p)
      : getDpmProbability(contract.phantomShares ?? contract.totalShares))
  )
}

export function getOutcomeProbability(contract: Contract, outcome: string) {
  return contract.mechanism === 'cpmm-1'
    ? getCpmmProbability(contract.pool, contract.p)
    : getDpmOutcomeProbability(contract.totalShares, outcome)
}

export function getOutcomeProbabilityAfterBet(
  contract: Contract,
  outcome: string,
  bet: number
) {
  return contract.mechanism === 'cpmm-1'
    ? getCpmmOutcomeProbabilityAfterBet(
        contract as FullContract<CPMM, Binary>,
        outcome,
        bet
      )
    : getDpmOutcomeProbabilityAfterBet(contract.totalShares, outcome, bet)
}

export function calculateShares(
  contract: Contract,
  bet: number,
  betChoice: string
) {
  return contract.mechanism === 'cpmm-1'
    ? calculateCpmmSharesAfterFee(
        contract as FullContract<CPMM, Binary>,
        bet,
        betChoice
      )
    : calculateDpmShares(contract.totalShares, bet, betChoice)
}

export function calculateSaleAmount(contract: Contract, bet: Bet) {
  return contract.mechanism === 'cpmm-1' && contract.outcomeType === 'BINARY'
    ? calculateCpmmSale(contract, Math.abs(bet.shares), bet.outcome).saleValue
    : calculateDpmSaleAmount(contract, bet)
}

export function calculatePayoutAfterCorrectBet(contract: Contract, bet: Bet) {
  return contract.mechanism === 'cpmm-1'
    ? bet.shares
    : calculateDpmPayoutAfterCorrectBet(contract, bet)
}

export function getProbabilityAfterSale(
  contract: Contract,
  outcome: string,
  shares: number
) {
  return contract.mechanism === 'cpmm-1'
    ? getCpmmProbabilityAfterSale(
        contract as FullContract<CPMM, Binary>,
        shares,
        outcome as 'YES' | 'NO'
      )
    : getDpmProbabilityAfterSale(contract.totalShares, outcome, shares)
}

export function calculatePayout(contract: Contract, bet: Bet, outcome: string) {
  return contract.mechanism === 'cpmm-1' && contract.outcomeType === 'BINARY'
    ? calculateFixedPayout(contract, bet, outcome)
    : calculateDpmPayout(contract, bet, outcome)
}

export function resolvedPayout(contract: Contract, bet: Bet) {
  const outcome = contract.resolution
  if (!outcome) throw new Error('Contract not resolved')

  return contract.mechanism === 'cpmm-1' && contract.outcomeType === 'BINARY'
    ? calculateFixedPayout(contract, bet, outcome)
    : calculateDpmPayout(contract, bet, outcome)
}

export function getContractBetMetrics(contract: Contract, yourBets: Bet[]) {
  const { resolution } = contract

  let invested = 0
  let salesInvested = 0
  let payout = 0
  let loan = 0
  let sellProfit = 0
  let redeemed = 0

  for (const bet of yourBets) {
    const { isSold, sale, amount, loanAmount, isRedemption } = bet
    if (isSold) {
      sellProfit -= amount
      salesInvested += amount
    } else if (sale) {
      sellProfit += sale.amount
    } else {
      if (isRedemption) {
        redeemed += -1 * amount
      } else if (amount > 0) {
        invested += amount
      }

      loan += loanAmount ?? 0
      payout += resolution
        ? calculatePayout(contract, bet, resolution)
        : calculatePayout(contract, bet, 'MKT')
    }
  }

  const investedIncludingSales = invested + salesInvested

  const totalValue = payout + sellProfit + redeemed
  const profit = totalValue - invested
  const profitPercent = (profit / investedIncludingSales) * 100
  const netInvestment = payout - loan

  return {
    invested,
    payout,
    totalValue,
    profit,
    profitPercent,
    netInvestment,
  }
}

export function getContractBetNullMetrics() {
  return {
    invested: 0,
    payout: 0,
    totalValue: 0,
    profit: 0,
    profitPercent: 0,
    netInvestment: 0,
  }
}