regularely auto resolve markets
This commit is contained in:
Milli
parent
841b35ecda
commit
18f43d304e
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@ -2,7 +2,7 @@ import * as functions from 'firebase-functions'
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import * as admin from 'firebase-admin'
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import { difference, uniq, mapValues, groupBy, sumBy } from 'lodash'
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import { Contract, resolution, RESOLUTIONS } from '../../common/contract'
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import { Contract, resolution } from '../../common/contract'
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import { User } from '../../common/user'
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import { Bet } from '../../common/bet'
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import { getUser, isProd, payUser } from './utils'
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@ -15,6 +15,9 @@ import {
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} from '../../common/payouts'
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import { removeUndefinedProps } from '../../common/util/object'
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import { LiquidityProvision } from '../../common/liquidity-provision'
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import { getValues } from './utils'
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import { batchedWaitAll } from '../../common/util/promise'
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import { getProbability } from 'common/calculate'
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export const resolveMarket = functions
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.runWith({ minInstances: 1 })
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@ -31,140 +34,180 @@ export const resolveMarket = functions
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) => {
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const userId = context?.auth?.uid
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if (!userId) return { status: 'error', message: 'Not authorized' }
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const { outcome, contractId, probabilityInt, resolutions, value } = data
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const contractDoc = firestore.doc(`contracts/${contractId}`)
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const contractDoc = firestore.doc(`contracts/${data.contractId}`)
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const contractSnap = await contractDoc.get()
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if (!contractSnap.exists)
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return { status: 'error', message: 'Invalid contract' }
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const contract = contractSnap.data() as Contract
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const { creatorId, outcomeType, closeTime } = contract
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if (outcomeType === 'BINARY') {
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if (!RESOLUTIONS.includes(outcome))
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return { status: 'error', message: 'Invalid outcome' }
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} else if (outcomeType === 'FREE_RESPONSE') {
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if (
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isNaN(+outcome) &&
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!(outcome === 'MKT' && resolutions) &&
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outcome !== 'CANCEL'
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)
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return { status: 'error', message: 'Invalid outcome' }
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} else if (outcomeType === 'NUMERIC') {
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if (isNaN(+outcome) && outcome !== 'CANCEL')
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return { status: 'error', message: 'Invalid outcome' }
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} else {
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return { status: 'error', message: 'Invalid contract outcomeType' }
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}
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if (value !== undefined && !isFinite(value))
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return { status: 'error', message: 'Invalid value' }
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if (
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outcomeType === 'BINARY' &&
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probabilityInt !== undefined &&
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(probabilityInt < 0 ||
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probabilityInt > 100 ||
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!isFinite(probabilityInt))
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)
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return { status: 'error', message: 'Invalid probability' }
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if (creatorId !== userId)
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if (contract.creatorId !== userId)
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return { status: 'error', message: 'User not creator of contract' }
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if (contract.resolution)
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return { status: 'error', message: 'Contract already resolved' }
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const creator = await getUser(creatorId)
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if (!creator) return { status: 'error', message: 'Creator not found' }
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const resolutionProbability =
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probabilityInt !== undefined ? probabilityInt / 100 : undefined
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const resolutionTime = Date.now()
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const newCloseTime = closeTime
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? Math.min(closeTime, resolutionTime)
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: closeTime
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const betsSnap = await firestore
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.collection(`contracts/${contractId}/bets`)
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.get()
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const bets = betsSnap.docs.map((doc) => doc.data() as Bet)
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const liquiditiesSnap = await firestore
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.collection(`contracts/${contractId}/liquidity`)
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.get()
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const liquidities = liquiditiesSnap.docs.map(
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(doc) => doc.data() as LiquidityProvision
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)
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const { payouts, creatorPayout, liquidityPayouts, collectedFees } =
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getPayouts(
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outcome,
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resolutions ?? {},
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contract,
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bets,
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liquidities,
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resolutionProbability
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)
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await contractDoc.update(
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removeUndefinedProps({
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isResolved: true,
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resolution: outcome,
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resolutionValue: value,
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resolutionTime,
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closeTime: newCloseTime,
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resolutionProbability,
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resolutions,
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collectedFees,
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})
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)
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console.log('contract ', contractId, 'resolved to:', outcome)
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const openBets = bets.filter((b) => !b.isSold && !b.sale)
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const loanPayouts = getLoanPayouts(openBets)
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if (!isProd)
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console.log(
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'payouts:',
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payouts,
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'creator payout:',
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creatorPayout,
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'liquidity payout:'
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)
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if (creatorPayout)
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await processPayouts(
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[{ userId: creatorId, payout: creatorPayout }],
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true
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)
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await processPayouts(liquidityPayouts, true)
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const result = await processPayouts([...payouts, ...loanPayouts])
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const userPayoutsWithoutLoans = groupPayoutsByUser(payouts)
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await sendResolutionEmails(
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openBets,
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userPayoutsWithoutLoans,
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creator,
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creatorPayout,
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contract,
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outcome,
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resolutionProbability,
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resolutions
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)
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return result
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return resolveContract(contract, data, contractDoc)
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}
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)
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export const autoResolveMarkets = functions.pubsub
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.schedule('every 1 hours')
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.onRun(async () => {
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const contracts = await getValues<Contract>(
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firestore.collection('contracts')
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)
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const contractsToResolve = contracts
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.filter((c) => !c.isResolved)
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.filter((c) => c.autoResolutionTime < Date.now())
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await batchedWaitAll(
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contractsToResolve.map((contract) => async () => {
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const result = await resolve(contract)
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console.log(
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'resolved',
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contract.slug,
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contract.autoResolution,
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'result:',
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result
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)
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})
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)
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})
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const resolve = async (contract: Contract) => {
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const data = {
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outcome: contract.autoResolution,
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value: undefined, // numeric
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probabilityInt:
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contract.outcomeType == 'BINARY'
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? getProbability(contract) * 100
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: undefined,
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resolutions: undefined, // free response
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}
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const contractDoc = firestore.doc(`contracts/${contract.id}`)
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return await resolveContract(contract, data, contractDoc)
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}
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const resolveContract = async (
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contract: Contract,
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data: {
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outcome: resolution
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value?: number
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probabilityInt?: number
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resolutions?: { [outcome: string]: number }
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},
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contractDoc: admin.firestore.DocumentReference<admin.firestore.DocumentData>
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) => {
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const { creatorId, id, outcomeType, closeTime } = contract
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const { outcome, probabilityInt, resolutions, value } = data
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switch (outcomeType) {
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case 'FREE_RESPONSE':
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if (
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isNaN(+outcome) &&
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!(outcome === 'MKT' && resolutions) &&
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outcome !== 'CANCEL'
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)
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return { status: 'error', message: 'Invalid outcome' }
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break
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case 'NUMERIC':
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if (isNaN(+outcome) && outcome !== 'CANCEL')
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return { status: 'error', message: 'Invalid outcome' }
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}
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if (value !== undefined && !isFinite(value))
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return { status: 'error', message: 'Invalid value' }
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if (
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outcomeType === 'BINARY' &&
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probabilityInt !== undefined &&
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(probabilityInt < 0 || probabilityInt > 100 || !isFinite(probabilityInt))
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)
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return { status: 'error', message: 'Invalid probability' }
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if (contract.resolution)
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return { status: 'error', message: 'Contract already resolved' }
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const creator = await getUser(creatorId)
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if (!creator) return { status: 'error', message: 'Creator not found' }
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const resolutionProbability =
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probabilityInt !== undefined ? probabilityInt / 100 : undefined
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const resolutionTime = Date.now()
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const newCloseTime = closeTime
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? Math.min(closeTime, resolutionTime)
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: closeTime
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const betsSnap = await firestore.collection(`contracts/${id}/bets`).get()
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const bets = betsSnap.docs.map((doc) => doc.data() as Bet)
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const liquiditiesSnap = await firestore
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.collection(`contracts/${id}/liquidity`)
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.get()
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const liquidities = liquiditiesSnap.docs.map(
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(doc) => doc.data() as LiquidityProvision
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)
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const { payouts, creatorPayout, liquidityPayouts, collectedFees } =
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getPayouts(
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outcome,
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resolutions ?? {},
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contract,
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bets,
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liquidities,
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resolutionProbability
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)
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await contractDoc.update(
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removeUndefinedProps({
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isResolved: true,
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resolution: outcome,
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resolutionValue: value,
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resolutionTime,
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closeTime: newCloseTime,
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resolutionProbability,
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resolutions,
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collectedFees,
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})
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)
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console.log('contract ', id, 'resolved to:', outcome)
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const openBets = bets.filter((b) => !b.isSold && !b.sale)
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const loanPayouts = getLoanPayouts(openBets)
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if (!isProd)
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console.log(
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'payouts:',
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payouts,
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'creator payout:',
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creatorPayout,
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'liquidity payout:'
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)
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if (creatorPayout)
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await processPayouts([{ userId: creatorId, payout: creatorPayout }], true)
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await processPayouts(liquidityPayouts, true)
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const result = await processPayouts([...payouts, ...loanPayouts])
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const userPayoutsWithoutLoans = groupPayoutsByUser(payouts)
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await sendResolutionEmails(
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openBets,
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userPayoutsWithoutLoans,
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creator,
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creatorPayout,
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contract,
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outcome,
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resolutionProbability,
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resolutions
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)
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return result
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}
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const processPayouts = async (payouts: Payout[], isDeposit = false) => {
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const userPayouts = groupPayoutsByUser(payouts)
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