147 lines
4.0 KiB
TypeScript
147 lines
4.0 KiB
TypeScript
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import * as _ from 'lodash'
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import { Bet } from './bet'
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import { deductDpmFees, getDpmProbability } from './calculate-dpm'
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import { DPM, FreeResponse, FullContract, Multi } from './contract'
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import { CREATOR_FEE, FEES } from './fees'
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export const getDpmCancelPayouts = (
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contract: FullContract<DPM, any>,
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bets: Bet[]
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) => {
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const { pool } = contract
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const poolTotal = _.sum(Object.values(pool))
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console.log('resolved N/A, pool M$', poolTotal)
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const betSum = _.sumBy(bets, (b) => b.amount)
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return bets.map((bet) => ({
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userId: bet.userId,
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payout: (bet.amount / betSum) * poolTotal,
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}))
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}
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export const getDpmStandardPayouts = (
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outcome: string,
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contract: FullContract<DPM, any>,
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bets: Bet[]
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) => {
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const winningBets = bets.filter((bet) => bet.outcome === outcome)
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const poolTotal = _.sum(Object.values(contract.pool))
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const totalShares = _.sumBy(winningBets, (b) => b.shares)
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const payouts = winningBets.map(({ userId, amount, shares }) => {
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const winnings = (shares / totalShares) * poolTotal
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const profit = winnings - amount
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// profit can be negative if using phantom shares
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const payout = amount + (1 - FEES) * Math.max(0, profit)
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return { userId, profit, payout }
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})
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const profits = _.sumBy(payouts, (po) => Math.max(0, po.profit))
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const creatorPayout = CREATOR_FEE * profits
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console.log(
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'resolved',
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outcome,
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'pool',
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poolTotal,
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'profits',
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profits,
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'creator fee',
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creatorPayout
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)
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return payouts
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.map(({ userId, payout }) => ({ userId, payout }))
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.concat([{ userId: contract.creatorId, payout: creatorPayout }]) // add creator fee
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}
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export const getDpmMktPayouts = (
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contract: FullContract<DPM, any>,
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bets: Bet[],
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resolutionProbability?: number
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) => {
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const p =
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resolutionProbability === undefined
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? getDpmProbability(contract.totalShares)
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: resolutionProbability
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const weightedShareTotal = _.sumBy(bets, (b) =>
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b.outcome === 'YES' ? p * b.shares : (1 - p) * b.shares
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)
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const pool = contract.pool.YES + contract.pool.NO
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const payouts = bets.map(({ userId, outcome, amount, shares }) => {
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const betP = outcome === 'YES' ? p : 1 - p
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const winnings = ((betP * shares) / weightedShareTotal) * pool
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const profit = winnings - amount
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const payout = deductDpmFees(amount, winnings)
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return { userId, profit, payout }
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})
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const profits = _.sumBy(payouts, (po) => Math.max(0, po.profit))
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const creatorPayout = CREATOR_FEE * profits
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console.log(
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'resolved MKT',
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p,
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'pool',
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pool,
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'profits',
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profits,
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'creator fee',
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creatorPayout
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)
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return payouts
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.map(({ userId, payout }) => ({ userId, payout }))
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.concat([{ userId: contract.creatorId, payout: creatorPayout }]) // add creator fee
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}
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export const getPayoutsMultiOutcome = (
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resolutions: { [outcome: string]: number },
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contract: FullContract<DPM, Multi | FreeResponse>,
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bets: Bet[]
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) => {
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const poolTotal = _.sum(Object.values(contract.pool))
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const winningBets = bets.filter((bet) => resolutions[bet.outcome])
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const betsByOutcome = _.groupBy(winningBets, (bet) => bet.outcome)
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const sharesByOutcome = _.mapValues(betsByOutcome, (bets) =>
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_.sumBy(bets, (bet) => bet.shares)
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)
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const probTotal = _.sum(Object.values(resolutions))
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const payouts = winningBets.map(({ userId, outcome, amount, shares }) => {
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const prob = resolutions[outcome] / probTotal
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const winnings = (shares / sharesByOutcome[outcome]) * prob * poolTotal
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const profit = winnings - amount
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const payout = amount + (1 - FEES) * Math.max(0, profit)
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return { userId, profit, payout }
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})
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const profits = _.sumBy(payouts, (po) => po.profit)
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const creatorPayout = CREATOR_FEE * profits
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console.log(
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'resolved',
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resolutions,
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'pool',
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poolTotal,
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'profits',
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profits,
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'creator fee',
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creatorPayout
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)
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return payouts
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.map(({ userId, payout }) => ({ userId, payout }))
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.concat([{ userId: contract.creatorId, payout: creatorPayout }]) // add creator fee
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}
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