manifold/web/lib/calculation/contract.ts

68 lines
1.8 KiB
TypeScript
Raw Normal View History

import { Bet } from '../firebase/bets'
import { Contract } from '../firebase/contracts'
2021-12-15 23:27:02 +00:00
const fees = 0.02
export function getProbability(pot: { YES: number; NO: number }) {
const [yesPot, noPot] = [pot.YES, pot.NO]
const numerator = Math.pow(yesPot, 2)
const denominator = Math.pow(yesPot, 2) + Math.pow(noPot, 2)
return numerator / denominator
}
export function getProbabilityAfterBet(
pot: { YES: number; NO: number },
outcome: 'YES' | 'NO',
bet: number
) {
const [YES, NO] = [
pot.YES + (outcome === 'YES' ? bet : 0),
pot.NO + (outcome === 'NO' ? bet : 0),
]
return getProbability({ YES, NO })
}
export function getDpmWeight(
pot: { YES: number; NO: number },
bet: number,
betChoice: 'YES' | 'NO'
) {
const [yesPot, noPot] = [pot.YES, pot.NO]
return betChoice === 'YES'
? (bet * Math.pow(noPot, 2)) / (Math.pow(yesPot, 2) + bet * yesPot)
: (bet * Math.pow(yesPot, 2)) / (Math.pow(noPot, 2) + bet * noPot)
}
export function calculateWinnings(
contract: Contract,
bet: Bet,
outcome: 'YES' | 'NO' | 'CANCEL'
) {
const { amount, outcome: betOutcome, dpmWeight } = bet
if (outcome === 'CANCEL') return amount
2021-12-15 23:27:02 +00:00
if (betOutcome !== outcome) return 0
let { dpmWeights, pot, seedAmounts } = contract
// Fake data if not set.
if (!dpmWeights) dpmWeights = { YES: 100, NO: 100 }
// Fake data if not set.
if (!pot) pot = { YES: 100, NO: 100 }
2021-12-15 23:27:02 +00:00
const otherOutcome = outcome === 'YES' ? 'NO' : 'YES'
const potSize = pot[otherOutcome] - seedAmounts[otherOutcome]
return (1 - fees) * (dpmWeight / dpmWeights[outcome]) * potSize + amount
}
export function currentValue(contract: Contract, bet: Bet) {
const prob = getProbability(contract.pot)
const yesWinnings = calculateWinnings(contract, bet, 'YES')
const noWinnings = calculateWinnings(contract, bet, 'NO')
return prob * yesWinnings + (1 - prob) * noWinnings
}