Move metrics calculation to common
This commit is contained in:
James Grugett
parent
af68fa6c42
commit
2f53cef36f
131
common/calculate-metrics.ts
Normal file
131
common/calculate-metrics.ts
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@ -0,0 +1,131 @@
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import { sortBy, sum, sumBy } from 'lodash'
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import { calculatePayout } from './calculate'
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import { Bet } from './bet'
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import { Contract } from './contract'
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import { PortfolioMetrics, User } from './user'
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import { DAY_MS } from './util/time'
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const computeInvestmentValue = (
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bets: Bet[],
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contractsDict: { [k: string]: Contract }
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) => {
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return sumBy(bets, (bet) => {
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const contract = contractsDict[bet.contractId]
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if (!contract || contract.isResolved) return 0
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if (bet.sale || bet.isSold) return 0
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const payout = calculatePayout(contract, bet, 'MKT')
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const value = payout - (bet.loanAmount ?? 0)
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if (isNaN(value)) return 0
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return value
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})
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}
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const computeTotalPool = (userContracts: Contract[], startTime = 0) => {
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const periodFilteredContracts = userContracts.filter(
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(contract) => contract.createdTime >= startTime
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)
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return sum(
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periodFilteredContracts.map((contract) => sum(Object.values(contract.pool)))
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)
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}
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export const computeVolume = (contractBets: Bet[], since: number) => {
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return sumBy(contractBets, (b) =>
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b.createdTime > since && !b.isRedemption ? Math.abs(b.amount) : 0
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)
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}
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export const calculateCreatorVolume = (userContracts: Contract[]) => {
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const allTimeCreatorVolume = computeTotalPool(userContracts, 0)
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const monthlyCreatorVolume = computeTotalPool(
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userContracts,
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Date.now() - 30 * DAY_MS
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)
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const weeklyCreatorVolume = computeTotalPool(
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userContracts,
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Date.now() - 7 * DAY_MS
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)
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const dailyCreatorVolume = computeTotalPool(
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userContracts,
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Date.now() - 1 * DAY_MS
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)
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return {
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daily: dailyCreatorVolume,
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weekly: weeklyCreatorVolume,
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monthly: monthlyCreatorVolume,
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allTime: allTimeCreatorVolume,
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}
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}
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export const calculateNewPortfolioMetrics = (
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user: User,
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contractsById: { [k: string]: Contract },
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currentBets: Bet[]
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) => {
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const investmentValue = computeInvestmentValue(currentBets, contractsById)
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const newPortfolio = {
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investmentValue: investmentValue,
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balance: user.balance,
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totalDeposits: user.totalDeposits,
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timestamp: Date.now(),
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userId: user.id,
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}
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return newPortfolio
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}
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const calculateProfitForPeriod = (
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startTime: number,
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descendingPortfolio: PortfolioMetrics[],
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currentProfit: number
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) => {
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const startingPortfolio = descendingPortfolio.find(
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(p) => p.timestamp < startTime
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)
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if (startingPortfolio === undefined) {
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return currentProfit
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}
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const startingProfit = calculateTotalProfit(startingPortfolio)
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return currentProfit - startingProfit
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}
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const calculateTotalProfit = (portfolio: PortfolioMetrics) => {
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return portfolio.investmentValue + portfolio.balance - portfolio.totalDeposits
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}
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export const calculateNewProfit = (
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portfolioHistory: PortfolioMetrics[],
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newPortfolio: PortfolioMetrics
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) => {
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const allTimeProfit = calculateTotalProfit(newPortfolio)
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const descendingPortfolio = sortBy(
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portfolioHistory,
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(p) => p.timestamp
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).reverse()
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const newProfit = {
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daily: calculateProfitForPeriod(
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Date.now() - 1 * DAY_MS,
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descendingPortfolio,
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allTimeProfit
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),
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weekly: calculateProfitForPeriod(
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Date.now() - 7 * DAY_MS,
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descendingPortfolio,
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allTimeProfit
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),
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monthly: calculateProfitForPeriod(
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Date.now() - 30 * DAY_MS,
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descendingPortfolio,
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allTimeProfit
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),
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allTime: allTimeProfit,
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}
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return newProfit
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}
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@ -1,42 +1,27 @@
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import * as functions from 'firebase-functions'
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import * as functions from 'firebase-functions'
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import * as admin from 'firebase-admin'
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import * as admin from 'firebase-admin'
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import { groupBy, isEmpty, keyBy, last, sortBy, sum, sumBy } from 'lodash'
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import { groupBy, isEmpty, keyBy, last } from 'lodash'
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import { getValues, log, logMemory, writeAsync } from './utils'
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import { getValues, log, logMemory, writeAsync } from './utils'
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import { Bet } from '../../common/bet'
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import { Bet } from '../../common/bet'
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import { Contract } from '../../common/contract'
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import { Contract } from '../../common/contract'
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import { PortfolioMetrics, User } from '../../common/user'
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import { PortfolioMetrics, User } from '../../common/user'
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import { calculatePayout } from '../../common/calculate'
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import { DAY_MS } from '../../common/util/time'
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import { DAY_MS } from '../../common/util/time'
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import { getLoanUpdates } from '../../common/loans'
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import { getLoanUpdates } from '../../common/loans'
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import {
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calculateCreatorVolume,
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calculateNewPortfolioMetrics,
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calculateNewProfit,
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computeVolume,
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} from '../../common/calculate-metrics'
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const firestore = admin.firestore()
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const firestore = admin.firestore()
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const computeInvestmentValue = (
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export const updateMetrics = functions
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bets: Bet[],
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.runWith({ memory: '2GB', timeoutSeconds: 540 })
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contractsDict: { [k: string]: Contract }
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.pubsub.schedule('every 15 minutes')
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) => {
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.onRun(updateMetricsCore)
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return sumBy(bets, (bet) => {
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const contract = contractsDict[bet.contractId]
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if (!contract || contract.isResolved) return 0
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if (bet.sale || bet.isSold) return 0
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const payout = calculatePayout(contract, bet, 'MKT')
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export async function updateMetricsCore() {
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const value = payout - (bet.loanAmount ?? 0)
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if (isNaN(value)) return 0
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return value
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})
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}
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const computeTotalPool = (userContracts: Contract[], startTime = 0) => {
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const periodFilteredContracts = userContracts.filter(
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(contract) => contract.createdTime >= startTime
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)
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return sum(
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periodFilteredContracts.map((contract) => sum(Object.values(contract.pool)))
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)
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}
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export const updateMetricsCore = async () => {
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const [users, contracts, bets, allPortfolioHistories] = await Promise.all([
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const [users, contracts, bets, allPortfolioHistories] = await Promise.all([
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getValues<User>(firestore.collection('users')),
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getValues<User>(firestore.collection('users')),
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getValues<Contract>(firestore.collection('contracts')),
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getValues<Contract>(firestore.collection('contracts')),
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@ -158,108 +143,3 @@ export const updateMetricsCore = async () => {
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)
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)
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log(`Updated metrics for ${users.length} users.`)
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log(`Updated metrics for ${users.length} users.`)
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}
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}
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const computeVolume = (contractBets: Bet[], since: number) => {
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return sumBy(contractBets, (b) =>
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b.createdTime > since && !b.isRedemption ? Math.abs(b.amount) : 0
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)
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}
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const calculateProfitForPeriod = (
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startTime: number,
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descendingPortfolio: PortfolioMetrics[],
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currentProfit: number
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) => {
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const startingPortfolio = descendingPortfolio.find(
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(p) => p.timestamp < startTime
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)
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if (startingPortfolio === undefined) {
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return currentProfit
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}
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const startingProfit = calculateTotalProfit(startingPortfolio)
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return currentProfit - startingProfit
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}
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const calculateTotalProfit = (portfolio: PortfolioMetrics) => {
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return portfolio.investmentValue + portfolio.balance - portfolio.totalDeposits
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}
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const calculateCreatorVolume = (userContracts: Contract[]) => {
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const allTimeCreatorVolume = computeTotalPool(userContracts, 0)
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const monthlyCreatorVolume = computeTotalPool(
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userContracts,
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Date.now() - 30 * DAY_MS
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)
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const weeklyCreatorVolume = computeTotalPool(
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userContracts,
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Date.now() - 7 * DAY_MS
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)
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const dailyCreatorVolume = computeTotalPool(
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userContracts,
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Date.now() - 1 * DAY_MS
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)
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return {
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daily: dailyCreatorVolume,
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weekly: weeklyCreatorVolume,
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monthly: monthlyCreatorVolume,
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allTime: allTimeCreatorVolume,
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}
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}
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const calculateNewPortfolioMetrics = (
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user: User,
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contractsById: { [k: string]: Contract },
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currentBets: Bet[]
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) => {
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const investmentValue = computeInvestmentValue(currentBets, contractsById)
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const newPortfolio = {
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investmentValue: investmentValue,
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balance: user.balance,
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totalDeposits: user.totalDeposits,
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timestamp: Date.now(),
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userId: user.id,
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}
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return newPortfolio
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}
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const calculateNewProfit = (
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portfolioHistory: PortfolioMetrics[],
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newPortfolio: PortfolioMetrics
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) => {
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const allTimeProfit = calculateTotalProfit(newPortfolio)
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const descendingPortfolio = sortBy(
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portfolioHistory,
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(p) => p.timestamp
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).reverse()
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const newProfit = {
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daily: calculateProfitForPeriod(
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Date.now() - 1 * DAY_MS,
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descendingPortfolio,
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allTimeProfit
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),
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weekly: calculateProfitForPeriod(
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Date.now() - 7 * DAY_MS,
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descendingPortfolio,
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allTimeProfit
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),
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monthly: calculateProfitForPeriod(
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Date.now() - 30 * DAY_MS,
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descendingPortfolio,
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allTimeProfit
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),
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allTime: allTimeProfit,
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}
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return newProfit
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}
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export const updateMetrics = functions
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.runWith({ memory: '2GB', timeoutSeconds: 540 })
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.pubsub.schedule('every 15 minutes')
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.onRun(updateMetricsCore)
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