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Fix free response mkt payout to default to last probabilities if resolutions not specified

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This commit is contained in:
James Grugett 2022-03-18 14:59:06 -05:00
parent d13170f455
commit 2937c0d891
1 changed files with 18 additions and 11 deletions
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29
common/calculate-dpm.ts
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@ -218,23 +218,30 @@ function calculateMktDpmPayout(contract: FullContract<DPM, any>, bet: Bet) {
FreeResponse
>
if (!resolutions)
throw new Error(
'resolutions required for MKT payout of free response market'
let probs: { [outcome: string]: number }
if (resolutions) {
const probTotal = _.sum(Object.values(resolutions))
probs = _.mapValues(
totalShares,
(_, outcome) => (resolutions[outcome] ?? 0) / probTotal
)
} else {
const squareSum = _.sum(
Object.values(totalShares).map((shares) => shares ** 2)
)
probs = _.mapValues(totalShares, (shares) => shares ** 2 / squareSum)
}
const totalPool = _.sum(Object.values(pool))
const probTotal = _.sum(Object.values(resolutions))
const weightedShareTotal = _.sumBy(Object.keys(resolutions), (outcome) => {
const prob = resolutions[outcome] / probTotal
return prob * totalShares[outcome]
const weightedShareTotal = _.sumBy(Object.keys(totalShares), (outcome) => {
return probs[outcome] * totalShares[outcome]
})
const { outcome, amount, shares } = bet
const betP = (resolutions[outcome] ?? 0) / probTotal
const winnings = ((betP * shares) / weightedShareTotal) * totalPool
const totalPool = _.sum(Object.values(pool))
const poolFrac = (probs[outcome] * shares) / weightedShareTotal
const winnings = poolFrac * totalPool
return deductDpmFees(amount, winnings)
}