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rename dpm calculations

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This commit is contained in:
mantikoros 2022-03-02 22:30:07 -05:00
parent e80926d201
commit 42577b20a9
21 changed files with 136 additions and 127 deletions
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4
common/antes.ts
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@ -1,5 +1,5 @@
import { Bet } from './bet' import { Bet } from './bet'
import { getProbability } from './calculate-dpm' import { getDpmProbability } from './calculate-dpm'
import { getCpmmProbability } from './calculate-cpmm' import { getCpmmProbability } from './calculate-cpmm'
import { Binary, CPMM, DPM, FreeResponse, FullContract } from './contract' import { Binary, CPMM, DPM, FreeResponse, FullContract } from './contract'
import { User } from './user' import { User } from './user'
@ -67,7 +67,7 @@ export function getAnteBets(
yesAnteId: string, yesAnteId: string,
noAnteId: string noAnteId: string
) { ) {
const p = getProbability(contract.totalShares) const p = getDpmProbability(contract.totalShares)
const ante = contract.totalBets.YES + contract.totalBets.NO const ante = contract.totalBets.YES + contract.totalBets.NO
const { createdTime } = contract const { createdTime } = contract

74
common/calculate-dpm.ts
View File

@ -3,12 +3,12 @@ import { Bet } from './bet'
import { Binary, DPM, FullContract } from './contract' import { Binary, DPM, FullContract } from './contract'
import { FEES } from './fees' import { FEES } from './fees'
export function getProbability(totalShares: { [outcome: string]: number }) { export function getDpmProbability(totalShares: { [outcome: string]: number }) {
// For binary contracts only. // For binary contracts only.
return getOutcomeProbability(totalShares, 'YES') return getDpmOutcomeProbability(totalShares, 'YES')
} }
export function getOutcomeProbability( export function getDpmOutcomeProbability(
totalShares: { totalShares: {
[outcome: string]: number [outcome: string]: number
}, },
@ -19,22 +19,22 @@ export function getOutcomeProbability(
return shares ** 2 / squareSum return shares ** 2 / squareSum
} }
export function getProbabilityAfterBet( export function getDpmProbabilityAfterBet(
totalShares: { totalShares: {
[outcome: string]: number [outcome: string]: number
}, },
outcome: string, outcome: string,
bet: number bet: number
) { ) {
const shares = calculateShares(totalShares, bet, outcome) const shares = calculateDpmShares(totalShares, bet, outcome)
const prevShares = totalShares[outcome] ?? 0 const prevShares = totalShares[outcome] ?? 0
const newTotalShares = { ...totalShares, [outcome]: prevShares + shares } const newTotalShares = { ...totalShares, [outcome]: prevShares + shares }
return getOutcomeProbability(newTotalShares, outcome) return getDpmOutcomeProbability(newTotalShares, outcome)
} }
export function getProbabilityAfterSale( export function getDpmProbabilityAfterSale(
totalShares: { totalShares: {
[outcome: string]: number [outcome: string]: number
}, },
@ -45,10 +45,10 @@ export function getProbabilityAfterSale(
const newTotalShares = { ...totalShares, [outcome]: prevShares - shares } const newTotalShares = { ...totalShares, [outcome]: prevShares - shares }
const predictionOutcome = outcome === 'NO' ? 'YES' : outcome const predictionOutcome = outcome === 'NO' ? 'YES' : outcome
return getOutcomeProbability(newTotalShares, predictionOutcome) return getDpmOutcomeProbability(newTotalShares, predictionOutcome)
} }
export function calculateShares( export function calculateDpmShares(
totalShares: { totalShares: {
[outcome: string]: number [outcome: string]: number
}, },
@ -63,7 +63,7 @@ export function calculateShares(
return Math.sqrt(bet ** 2 + shares ** 2 + c) - shares return Math.sqrt(bet ** 2 + shares ** 2 + c) - shares
} }
export function calculateRawShareValue( export function calculateDpmRawShareValue(
totalShares: { totalShares: {
[outcome: string]: number [outcome: string]: number
}, },
@ -85,7 +85,7 @@ export function calculateRawShareValue(
return currentValue - postSaleValue return currentValue - postSaleValue
} }
export function calculateMoneyRatio( export function calculateDpmMoneyRatio(
contract: FullContract<DPM, any>, contract: FullContract<DPM, any>,
bet: Bet, bet: Bet,
shareValue: number shareValue: number
@ -93,7 +93,7 @@ export function calculateMoneyRatio(
const { totalShares, totalBets, pool } = contract const { totalShares, totalBets, pool } = contract
const { outcome, amount } = bet const { outcome, amount } = bet
const p = getOutcomeProbability(totalShares, outcome) const p = getDpmOutcomeProbability(totalShares, outcome)
const actual = _.sum(Object.values(pool)) - shareValue const actual = _.sum(Object.values(pool)) - shareValue
@ -103,7 +103,7 @@ export function calculateMoneyRatio(
_.sumBy( _.sumBy(
Object.keys(totalBets), Object.keys(totalBets),
(outcome) => (outcome) =>
getOutcomeProbability(totalShares, outcome) * getDpmOutcomeProbability(totalShares, outcome) *
(totalBets as { [outcome: string]: number })[outcome] (totalBets as { [outcome: string]: number })[outcome]
) - betAmount ) - betAmount
@ -112,42 +112,42 @@ export function calculateMoneyRatio(
return actual / expected return actual / expected
} }
export function calculateShareValue( export function calculateDpmShareValue(
contract: FullContract<DPM, any>, contract: FullContract<DPM, any>,
bet: Bet bet: Bet
) { ) {
const { pool, totalShares } = contract const { pool, totalShares } = contract
const { shares, outcome } = bet const { shares, outcome } = bet
const shareValue = calculateRawShareValue(totalShares, shares, outcome) const shareValue = calculateDpmRawShareValue(totalShares, shares, outcome)
const f = calculateMoneyRatio(contract, bet, shareValue) const f = calculateDpmMoneyRatio(contract, bet, shareValue)
const myPool = pool[outcome] const myPool = pool[outcome]
const adjShareValue = Math.min(Math.min(1, f) * shareValue, myPool) const adjShareValue = Math.min(Math.min(1, f) * shareValue, myPool)
return adjShareValue return adjShareValue
} }
export function calculateSaleAmount( export function calculateDpmSaleAmount(
contract: FullContract<DPM, any>, contract: FullContract<DPM, any>,
bet: Bet bet: Bet
) { ) {
const { amount } = bet const { amount } = bet
const winnings = calculateShareValue(contract, bet) const winnings = calculateDpmShareValue(contract, bet)
return deductFees(amount, winnings) return deductDpmFees(amount, winnings)
} }
export function calculatePayout( export function calculateDpmPayout(
contract: FullContract<DPM, any>, contract: FullContract<DPM, any>,
bet: Bet, bet: Bet,
outcome: string outcome: string
) { ) {
if (outcome === 'CANCEL') return calculateCancelPayout(contract, bet) if (outcome === 'CANCEL') return calculateDpmCancelPayout(contract, bet)
if (outcome === 'MKT') return calculateMktPayout(contract, bet) if (outcome === 'MKT') return calculateMktDpmPayout(contract, bet)
return calculateStandardPayout(contract, bet, outcome) return calculateStandardDpmPayout(contract, bet, outcome)
} }
export function calculateCancelPayout( export function calculateDpmCancelPayout(
contract: FullContract<DPM, any>, contract: FullContract<DPM, any>,
bet: Bet bet: Bet
) { ) {
@ -158,7 +158,7 @@ export function calculateCancelPayout(
return (bet.amount / betTotal) * poolTotal return (bet.amount / betTotal) * poolTotal
} }
export function calculateStandardPayout( export function calculateStandardDpmPayout(
contract: FullContract<DPM, any>, contract: FullContract<DPM, any>,
bet: Bet, bet: Bet,
outcome: string outcome: string
@ -179,7 +179,7 @@ export function calculateStandardPayout(
return amount + (1 - FEES) * Math.max(0, winnings - amount) return amount + (1 - FEES) * Math.max(0, winnings - amount)
} }
export function calculatePayoutAfterCorrectBet( export function calculateDpmPayoutAfterCorrectBet(
contract: FullContract<DPM, any>, contract: FullContract<DPM, any>,
bet: Bet bet: Bet
) { ) {
@ -206,12 +206,12 @@ export function calculatePayoutAfterCorrectBet(
}, },
} }
return calculateStandardPayout(newContract, bet, outcome) return calculateStandardDpmPayout(newContract, bet, outcome)
} }
function calculateMktPayout(contract: FullContract<DPM, any>, bet: Bet) { function calculateMktDpmPayout(contract: FullContract<DPM, any>, bet: Bet) {
if (contract.outcomeType === 'BINARY') if (contract.outcomeType === 'BINARY')
return calculateBinaryMktPayout(contract, bet) return calculateBinaryMktDpmPayout(contract, bet)
const { totalShares, pool } = contract const { totalShares, pool } = contract
@ -230,13 +230,13 @@ function calculateMktPayout(contract: FullContract<DPM, any>, bet: Bet) {
const { outcome, amount, shares } = bet const { outcome, amount, shares } = bet
const betP = getOutcomeProbability(totalShares, outcome) const betP = getDpmOutcomeProbability(totalShares, outcome)
const winnings = ((betP * shares) / weightedShareTotal) * totalPool const winnings = ((betP * shares) / weightedShareTotal) * totalPool
return deductFees(amount, winnings) return deductDpmFees(amount, winnings)
} }
function calculateBinaryMktPayout( function calculateBinaryMktDpmPayout(
contract: FullContract<DPM, Binary>, contract: FullContract<DPM, Binary>,
bet: Bet bet: Bet
) { ) {
@ -244,7 +244,7 @@ function calculateBinaryMktPayout(
const p = const p =
resolutionProbability !== undefined resolutionProbability !== undefined
? resolutionProbability ? resolutionProbability
: getProbability(totalShares) : getDpmProbability(totalShares)
const pool = contract.pool.YES + contract.pool.NO const pool = contract.pool.YES + contract.pool.NO
@ -257,16 +257,16 @@ function calculateBinaryMktPayout(
const betP = outcome === 'YES' ? p : 1 - p const betP = outcome === 'YES' ? p : 1 - p
const winnings = ((betP * shares) / weightedShareTotal) * pool const winnings = ((betP * shares) / weightedShareTotal) * pool
return deductFees(amount, winnings) return deductDpmFees(amount, winnings)
} }
export function resolvedPayout(contract: FullContract<DPM, any>, bet: Bet) { export function resolvedDpmPayout(contract: FullContract<DPM, any>, bet: Bet) {
if (contract.resolution) if (contract.resolution)
return calculatePayout(contract, bet, contract.resolution) return calculateDpmPayout(contract, bet, contract.resolution)
throw new Error('Contract was not resolved') throw new Error('Contract was not resolved')
} }
export const deductFees = (betAmount: number, winnings: number) => { export const deductDpmFees = (betAmount: number, winnings: number) => {
return winnings > betAmount return winnings > betAmount
? betAmount + (1 - FEES) * (winnings - betAmount) ? betAmount + (1 - FEES) * (winnings - betAmount)
: winnings : winnings

18
common/new-bet.ts
View File

@ -1,9 +1,9 @@
import * as _ from 'lodash' import * as _ from 'lodash'
import { Bet, MAX_LOAN_PER_CONTRACT } from './bet' import { Bet, MAX_LOAN_PER_CONTRACT } from './bet'
import { import {
calculateShares, calculateDpmShares,
getProbability, getDpmProbability,
getOutcomeProbability, getDpmOutcomeProbability,
} from './calculate-dpm' } from './calculate-dpm'
import { calculateCpmmShares, getCpmmProbability } from './calculate-cpmm' import { calculateCpmmShares, getCpmmProbability } from './calculate-cpmm'
import { import {
@ -71,7 +71,7 @@ export const getNewBinaryDpmBetInfo = (
? { YES: yesPool + amount, NO: noPool } ? { YES: yesPool + amount, NO: noPool }
: { YES: yesPool, NO: noPool + amount } : { YES: yesPool, NO: noPool + amount }
const shares = calculateShares(contract.totalShares, amount, outcome) const shares = calculateDpmShares(contract.totalShares, amount, outcome)
const { YES: yesShares, NO: noShares } = contract.totalShares const { YES: yesShares, NO: noShares } = contract.totalShares
@ -87,8 +87,8 @@ export const getNewBinaryDpmBetInfo = (
? { YES: yesBets + amount, NO: noBets } ? { YES: yesBets + amount, NO: noBets }
: { YES: yesBets, NO: noBets + amount } : { YES: yesBets, NO: noBets + amount }
const probBefore = getProbability(contract.totalShares) const probBefore = getDpmProbability(contract.totalShares)
const probAfter = getProbability(newTotalShares) const probAfter = getDpmProbability(newTotalShares)
const newBet: Bet = { const newBet: Bet = {
id: newBetId, id: newBetId,
@ -121,7 +121,7 @@ export const getNewMultiBetInfo = (
const prevOutcomePool = pool[outcome] ?? 0 const prevOutcomePool = pool[outcome] ?? 0
const newPool = { ...pool, [outcome]: prevOutcomePool + amount } const newPool = { ...pool, [outcome]: prevOutcomePool + amount }
const shares = calculateShares(contract.totalShares, amount, outcome) const shares = calculateDpmShares(contract.totalShares, amount, outcome)
const prevShares = totalShares[outcome] ?? 0 const prevShares = totalShares[outcome] ?? 0
const newTotalShares = { ...totalShares, [outcome]: prevShares + shares } const newTotalShares = { ...totalShares, [outcome]: prevShares + shares }
@ -129,8 +129,8 @@ export const getNewMultiBetInfo = (
const prevTotalBets = totalBets[outcome] ?? 0 const prevTotalBets = totalBets[outcome] ?? 0
const newTotalBets = { ...totalBets, [outcome]: prevTotalBets + amount } const newTotalBets = { ...totalBets, [outcome]: prevTotalBets + amount }
const probBefore = getOutcomeProbability(totalShares, outcome) const probBefore = getDpmOutcomeProbability(totalShares, outcome)
const probAfter = getOutcomeProbability(newTotalShares, outcome) const probAfter = getDpmOutcomeProbability(newTotalShares, outcome)
const newBet: Bet = { const newBet: Bet = {
id: newBetId, id: newBetId,

10
common/payouts.ts
View File

@ -1,7 +1,7 @@
import * as _ from 'lodash' import * as _ from 'lodash'
import { Bet } from './bet' import { Bet } from './bet'
import { deductFees, getProbability } from './calculate-dpm' import { deductDpmFees, getDpmProbability } from './calculate-dpm'
import { import {
Binary, Binary,
Contract, Contract,
@ -124,7 +124,7 @@ export const getMktPayouts = (
) => { ) => {
const p = const p =
resolutionProbability === undefined resolutionProbability === undefined
? getProbability(contract.totalShares) ? getDpmProbability(contract.totalShares)
: resolutionProbability : resolutionProbability
const weightedShareTotal = _.sumBy(bets, (b) => const weightedShareTotal = _.sumBy(bets, (b) =>
@ -137,7 +137,7 @@ export const getMktPayouts = (
const betP = outcome === 'YES' ? p : 1 - p const betP = outcome === 'YES' ? p : 1 - p
const winnings = ((betP * shares) / weightedShareTotal) * pool const winnings = ((betP * shares) / weightedShareTotal) * pool
const profit = winnings - amount const profit = winnings - amount
const payout = deductFees(amount, winnings) const payout = deductDpmFees(amount, winnings)
return { userId, profit, payout } return { userId, profit, payout }
}) })
@ -167,14 +167,14 @@ export const getMktFixedPayouts = (
) => { ) => {
const p = const p =
resolutionProbability === undefined resolutionProbability === undefined
? getProbability(contract.pool) ? getDpmProbability(contract.pool)
: resolutionProbability : resolutionProbability
const payouts = bets.map(({ userId, outcome, amount, shares }) => { const payouts = bets.map(({ userId, outcome, amount, shares }) => {
const betP = outcome === 'YES' ? p : 1 - p const betP = outcome === 'YES' ? p : 1 - p
const winnings = betP * shares const winnings = betP * shares
const profit = winnings - amount const profit = winnings - amount
const payout = deductFees(amount, winnings) const payout = deductDpmFees(amount, winnings)
return { userId, profit, payout } return { userId, profit, payout }
}) })

16
common/sell-bet.ts
View File

@ -1,8 +1,8 @@
import { Bet } from './bet' import { Bet } from './bet'
import { import {
calculateShareValue, getDpmProbability,
deductFees, calculateDpmShareValue,
getProbability, deductDpmFees,
} from './calculate-dpm' } from './calculate-dpm'
import { import {
calculateCpmmSale, calculateCpmmSale,
@ -22,7 +22,7 @@ export const getSellBetInfo = (
const { pool, totalShares, totalBets } = contract const { pool, totalShares, totalBets } = contract
const { id: betId, amount, shares, outcome, loanAmount } = bet const { id: betId, amount, shares, outcome, loanAmount } = bet
const adjShareValue = calculateShareValue(contract, bet) const adjShareValue = calculateDpmShareValue(contract, bet)
const newPool = { ...pool, [outcome]: pool[outcome] - adjShareValue } const newPool = { ...pool, [outcome]: pool[outcome] - adjShareValue }
@ -33,12 +33,12 @@ export const getSellBetInfo = (
const newTotalBets = { ...totalBets, [outcome]: totalBets[outcome] - amount } const newTotalBets = { ...totalBets, [outcome]: totalBets[outcome] - amount }
const probBefore = getProbability(totalShares) const probBefore = getDpmProbability(totalShares)
const probAfter = getProbability(newTotalShares) const probAfter = getDpmProbability(newTotalShares)
const profit = adjShareValue - amount const profit = adjShareValue - amount
const creatorFee = CREATOR_FEE * Math.max(0, profit) const creatorFee = CREATOR_FEE * Math.max(0, profit)
const saleAmount = deductFees(amount, adjShareValue) const saleAmount = deductDpmFees(amount, adjShareValue)
console.log( console.log(
'SELL M$', 'SELL M$',
@ -94,7 +94,7 @@ export const getCpmmSellBetInfo = (
const profit = saleValue - amount const profit = saleValue - amount
const creatorFee = CREATOR_FEE * Math.max(0, profit) const creatorFee = CREATOR_FEE * Math.max(0, profit)
const saleAmount = deductFees(amount, profit) const saleAmount = deductDpmFees(amount, profit)
console.log( console.log(
'SELL M$', 'SELL M$',

4
functions/src/emails.ts
View File

@ -1,7 +1,7 @@
import _ = require('lodash') import _ = require('lodash')
import { Answer } from '../../common/answer' import { Answer } from '../../common/answer'
import { Bet } from '../../common/bet' import { Bet } from '../../common/bet'
import { getProbability } from '../../common/calculate-dpm' import { getDpmProbability } from '../../common/calculate-dpm'
import { Comment } from '../../common/comment' import { Comment } from '../../common/comment'
import { Contract } from '../../common/contract' import { Contract } from '../../common/contract'
import { CREATOR_FEE } from '../../common/fees' import { CREATOR_FEE } from '../../common/fees'
@ -59,7 +59,7 @@ export const sendMarketResolutionEmail = async (
const user = await getUser(userId) const user = await getUser(userId)
if (!user) return if (!user) return
const prob = resolutionProbability ?? getProbability(contract.totalShares) const prob = resolutionProbability ?? getDpmProbability(contract.totalShares)
const outcome = toDisplayResolution(resolution, prob, resolutions) const outcome = toDisplayResolution(resolution, prob, resolutions)

4
functions/src/markets.ts
View File

@ -4,7 +4,7 @@ import * as _ from 'lodash'
import { getValues } from './utils' import { getValues } from './utils'
import { Contract } from '../../common/contract' import { Contract } from '../../common/contract'
import { getProbability } from '../../common/calculate-dpm' import { getDpmProbability } from '../../common/calculate-dpm'
const cache = { lastUpdated: 0, data: '' } const cache = { lastUpdated: 0, data: '' }
@ -50,7 +50,7 @@ const getContractInfo = ({
description, description,
url: `https://manifold.markets/${creatorUsername}/${slug}`, url: `https://manifold.markets/${creatorUsername}/${slug}`,
pool: pool.YES + pool.NO, pool: pool.YES + pool.NO,
probability: getProbability(totalShares), probability: getDpmProbability(totalShares),
volume7Days, volume7Days,
volume24Hours, volume24Hours,
isResolved, isResolved,

4
functions/src/scripts/correct-bet-probability.ts
View File

@ -5,7 +5,7 @@ import { initAdmin } from './script-init'
initAdmin('stephen') initAdmin('stephen')
import { Bet } from '../../../common/bet' import { Bet } from '../../../common/bet'
import { getProbability } from '../../../common/calculate-dpm' import { getDpmProbability } from '../../../common/calculate-dpm'
import { Contract } from '../../../common/contract' import { Contract } from '../../../common/contract'
type DocRef = admin.firestore.DocumentReference type DocRef = admin.firestore.DocumentReference
@ -19,7 +19,7 @@ async function migrateContract(contractRef: DocRef, contract: Contract) {
const lastBet = _.sortBy(bets, (bet) => -bet.createdTime)[0] const lastBet = _.sortBy(bets, (bet) => -bet.createdTime)[0]
if (lastBet) { if (lastBet) {
const probAfter = getProbability(contract.totalShares) const probAfter = getDpmProbability(contract.totalShares)
await firestore await firestore
.doc(`contracts/${contract.id}/bets/${lastBet.id}`) .doc(`contracts/${contract.id}/bets/${lastBet.id}`)

9
functions/src/scripts/migrate-to-dpm-2.ts
View File

@ -6,7 +6,10 @@ initAdmin('stephenDev')
import { Contract } from '../../../common/contract' import { Contract } from '../../../common/contract'
import { Bet } from '../../../common/bet' import { Bet } from '../../../common/bet'
import { calculateShares, getProbability } from '../../../common/calculate-dpm' import {
calculateDpmShares,
getDpmProbability,
} from '../../../common/calculate-dpm'
import { getSellBetInfo } from '../../../common/sell-bet' import { getSellBetInfo } from '../../../common/sell-bet'
import { User } from '../../../common/user' import { User } from '../../../common/user'
@ -126,7 +129,7 @@ async function recalculateContract(
continue continue
} }
const shares = calculateShares(totalShares, bet.amount, bet.outcome) const shares = calculateDpmShares(totalShares, bet.amount, bet.outcome)
const probBefore = p const probBefore = p
const ind = bet.outcome === 'YES' ? 1 : 0 const ind = bet.outcome === 'YES' ? 1 : 0
@ -145,7 +148,7 @@ async function recalculateContract(
NO: totalBets.NO + (1 - ind) * bet.amount, NO: totalBets.NO + (1 - ind) * bet.amount,
} }
p = getProbability(totalShares) p = getDpmProbability(totalShares)
const probAfter = p const probAfter = p

4
functions/src/update-user-metrics.ts
View File

@ -6,7 +6,7 @@ import { getValues } from './utils'
import { Contract } from '../../common/contract' import { Contract } from '../../common/contract'
import { Bet } from '../../common/bet' import { Bet } from '../../common/bet'
import { User } from '../../common/user' import { User } from '../../common/user'
import { calculatePayout } from '../../common/calculate-dpm' import { calculateDpmPayout } from '../../common/calculate-dpm'
const firestore = admin.firestore() const firestore = admin.firestore()
@ -52,7 +52,7 @@ const computeInvestmentValue = async (
if (!contract || contract.isResolved) return 0 if (!contract || contract.isResolved) return 0
if (bet.sale || bet.isSold) return 0 if (bet.sale || bet.isSold) return 0
const payout = calculatePayout(contract, bet, 'MKT') const payout = calculateDpmPayout(contract, bet, 'MKT')
return payout - (bet.loanAmount ?? 0) return payout - (bet.loanAmount ?? 0)
}) })
} }

20
web/components/answers/answer-bet-panel.tsx
View File

@ -18,10 +18,10 @@ import {
import { InfoTooltip } from '../info-tooltip' import { InfoTooltip } from '../info-tooltip'
import { useUser } from '../../hooks/use-user' import { useUser } from '../../hooks/use-user'
import { import {
getProbabilityAfterBet, getDpmProbabilityAfterBet,
getOutcomeProbability, getDpmOutcomeProbability,
calculateShares, calculateDpmShares,
calculatePayoutAfterCorrectBet, calculateDpmPayoutAfterCorrectBet,
} from '../../../common/calculate-dpm' } from '../../../common/calculate-dpm'
import { firebaseLogin } from '../../lib/firebase/users' import { firebaseLogin } from '../../lib/firebase/users'
import { Bet } from '../../../common/bet' import { Bet } from '../../../common/bet'
@ -76,18 +76,22 @@ export function AnswerBetPanel(props: {
const betDisabled = isSubmitting || !betAmount || error const betDisabled = isSubmitting || !betAmount || error
const initialProb = getOutcomeProbability(contract.totalShares, answer.id) const initialProb = getDpmOutcomeProbability(contract.totalShares, answer.id)
const resultProb = getProbabilityAfterBet( const resultProb = getDpmProbabilityAfterBet(
contract.totalShares, contract.totalShares,
answerId, answerId,
betAmount ?? 0 betAmount ?? 0
) )
const shares = calculateShares(contract.totalShares, betAmount ?? 0, answerId) const shares = calculateDpmShares(
contract.totalShares,
betAmount ?? 0,
answerId
)
const currentPayout = betAmount const currentPayout = betAmount
? calculatePayoutAfterCorrectBet(contract, { ? calculateDpmPayoutAfterCorrectBet(contract, {
outcome: answerId, outcome: answerId,
amount: betAmount, amount: betAmount,
shares, shares,

4
web/components/answers/answer-item.tsx
View File

@ -10,7 +10,7 @@ import { Avatar } from '../avatar'
import { SiteLink } from '../site-link' import { SiteLink } from '../site-link'
import { BuyButton } from '../yes-no-selector' import { BuyButton } from '../yes-no-selector'
import { formatPercent } from '../../../common/util/format' import { formatPercent } from '../../../common/util/format'
import { getOutcomeProbability } from '../../../common/calculate-dpm' import { getDpmOutcomeProbability } from '../../../common/calculate-dpm'
import { tradingAllowed } from '../../lib/firebase/contracts' import { tradingAllowed } from '../../lib/firebase/contracts'
import { AnswerBetPanel } from './answer-bet-panel' import { AnswerBetPanel } from './answer-bet-panel'
import { ContractFeed } from '../contract-feed' import { ContractFeed } from '../contract-feed'
@ -38,7 +38,7 @@ export function AnswerItem(props: {
const { username, avatarUrl, name, number, text } = answer const { username, avatarUrl, name, number, text } = answer
const isChosen = chosenProb !== undefined const isChosen = chosenProb !== undefined
const prob = getOutcomeProbability(totalShares, answer.id) const prob = getDpmOutcomeProbability(totalShares, answer.id)
const roundedProb = Math.round(prob * 100) const roundedProb = Math.round(prob * 100)
const probPercent = formatPercent(prob) const probPercent = formatPercent(prob)
const wasResolvedTo = const wasResolvedTo =

6
web/components/answers/answers-panel.tsx
View File

@ -6,7 +6,7 @@ import { DPM, FreeResponse, FullContract } from '../../../common/contract'
import { Col } from '../layout/col' import { Col } from '../layout/col'
import { formatPercent } from '../../../common/util/format' import { formatPercent } from '../../../common/util/format'
import { useUser } from '../../hooks/use-user' import { useUser } from '../../hooks/use-user'
import { getOutcomeProbability } from '../../../common/calculate-dpm' import { getDpmOutcomeProbability } from '../../../common/calculate-dpm'
import { useAnswers } from '../../hooks/use-answers' import { useAnswers } from '../../hooks/use-answers'
import { tradingAllowed } from '../../lib/firebase/contracts' import { tradingAllowed } from '../../lib/firebase/contracts'
import { AnswerItem } from './answer-item' import { AnswerItem } from './answer-item'
@ -34,7 +34,7 @@ export function AnswersPanel(props: {
), ),
..._.sortBy( ..._.sortBy(
otherAnswers, otherAnswers,
(answer) => -1 * getOutcomeProbability(contract.totalShares, answer.id) (answer) => -1 * getDpmOutcomeProbability(contract.totalShares, answer.id)
), ),
] ]
@ -102,7 +102,7 @@ export function AnswersPanel(props: {
) : ( ) : (
<div className="text-gray-500 self-end p-4"> <div className="text-gray-500 self-end p-4">
None of the above:{' '} None of the above:{' '}
{formatPercent(getOutcomeProbability(contract.totalShares, '0'))} {formatPercent(getDpmOutcomeProbability(contract.totalShares, '0'))}
</div> </div>
)} )}

12
web/components/answers/create-answer-panel.tsx
View File

@ -21,9 +21,9 @@ import {
import { InfoTooltip } from '../info-tooltip' import { InfoTooltip } from '../info-tooltip'
import { useUser } from '../../hooks/use-user' import { useUser } from '../../hooks/use-user'
import { import {
getProbabilityAfterBet, getDpmProbabilityAfterBet,
calculateShares, calculateDpmShares,
calculatePayoutAfterCorrectBet, calculateDpmPayoutAfterCorrectBet,
} from '../../../common/calculate-dpm' } from '../../../common/calculate-dpm'
import { firebaseLogin } from '../../lib/firebase/users' import { firebaseLogin } from '../../lib/firebase/users'
import { Bet } from '../../../common/bet' import { Bet } from '../../../common/bet'
@ -59,16 +59,16 @@ export function CreateAnswerPanel(props: {
} }
} }
const resultProb = getProbabilityAfterBet( const resultProb = getDpmProbabilityAfterBet(
contract.totalShares, contract.totalShares,
'new', 'new',
betAmount ?? 0 betAmount ?? 0
) )
const shares = calculateShares(contract.totalShares, betAmount ?? 0, 'new') const shares = calculateDpmShares(contract.totalShares, betAmount ?? 0, 'new')
const currentPayout = betAmount const currentPayout = betAmount
? calculatePayoutAfterCorrectBet(contract, { ? calculateDpmPayoutAfterCorrectBet(contract, {
outcome: 'new', outcome: 'new',
amount: betAmount, amount: betAmount,
shares, shares,

16
web/components/bet-panel.tsx
View File

@ -14,10 +14,10 @@ import {
} from '../../common/util/format' } from '../../common/util/format'
import { Title } from './title' import { Title } from './title'
import { import {
getProbability, getDpmProbability,
calculateShares, calculateDpmShares,
getProbabilityAfterBet, getDpmProbabilityAfterBet,
calculatePayoutAfterCorrectBet, calculateDpmPayoutAfterCorrectBet,
} from '../../common/calculate-dpm' } from '../../common/calculate-dpm'
import { firebaseLogin } from '../lib/firebase/users' import { firebaseLogin } from '../lib/firebase/users'
import { Bet } from '../../common/bet' import { Bet } from '../../common/bet'
@ -107,23 +107,23 @@ export function BetPanel(props: {
const betDisabled = isSubmitting || !betAmount || error const betDisabled = isSubmitting || !betAmount || error
const initialProb = getProbability(contract.totalShares) const initialProb = getDpmProbability(contract.totalShares)
const outcomeProb = getProbabilityAfterBet( const outcomeProb = getDpmProbabilityAfterBet(
contract.totalShares, contract.totalShares,
betChoice || 'YES', betChoice || 'YES',
betAmount ?? 0 betAmount ?? 0
) )
const resultProb = betChoice === 'NO' ? 1 - outcomeProb : outcomeProb const resultProb = betChoice === 'NO' ? 1 - outcomeProb : outcomeProb
const shares = calculateShares( const shares = calculateDpmShares(
contract.totalShares, contract.totalShares,
betAmount ?? 0, betAmount ?? 0,
betChoice || 'YES' betChoice || 'YES'
) )
const currentPayout = betAmount const currentPayout = betAmount
? calculatePayoutAfterCorrectBet(contract, { ? calculateDpmPayoutAfterCorrectBet(contract, {
outcome: betChoice, outcome: betChoice,
amount: betAmount, amount: betAmount,
shares, shares,

36
web/components/bets-list.tsx
View File

@ -23,12 +23,12 @@ import {
import { Row } from './layout/row' import { Row } from './layout/row'
import { UserLink } from './user-page' import { UserLink } from './user-page'
import { import {
calculatePayout, calculateDpmPayout,
calculateSaleAmount, calculateDpmSaleAmount,
getOutcomeProbability, getDpmOutcomeProbability,
getProbability, getDpmProbability,
getProbabilityAfterSale, getDpmProbabilityAfterSale,
resolvedPayout, resolvedDpmPayout,
} from '../../common/calculate-dpm' } from '../../common/calculate-dpm'
import { sellBet } from '../lib/firebase/api-call' import { sellBet } from '../lib/firebase/api-call'
import { ConfirmationButton } from './confirmation-button' import { ConfirmationButton } from './confirmation-button'
@ -82,7 +82,7 @@ export function BetsList(props: { user: User }) {
if (bet.isSold || bet.sale) return 0 if (bet.isSold || bet.sale) return 0
const contract = contracts.find((c) => c.id === contractId) const contract = contracts.find((c) => c.id === contractId)
const payout = contract ? calculatePayout(contract, bet, 'MKT') : 0 const payout = contract ? calculateDpmPayout(contract, bet, 'MKT') : 0
return payout - (bet.loanAmount ?? 0) return payout - (bet.loanAmount ?? 0)
}) })
} }
@ -288,21 +288,21 @@ export function MyBetsSummary(props: {
const betsTotal = _.sumBy(excludeSales, (bet) => bet.amount) const betsTotal = _.sumBy(excludeSales, (bet) => bet.amount)
const betsPayout = resolution const betsPayout = resolution
? _.sumBy(excludeSales, (bet) => resolvedPayout(contract, bet)) ? _.sumBy(excludeSales, (bet) => resolvedDpmPayout(contract, bet))
: 0 : 0
const yesWinnings = _.sumBy(excludeSales, (bet) => const yesWinnings = _.sumBy(excludeSales, (bet) =>
calculatePayout(contract, bet, 'YES') calculateDpmPayout(contract, bet, 'YES')
) )
const noWinnings = _.sumBy(excludeSales, (bet) => const noWinnings = _.sumBy(excludeSales, (bet) =>
calculatePayout(contract, bet, 'NO') calculateDpmPayout(contract, bet, 'NO')
) )
// const p = getProbability(contract.totalShares) // const p = getProbability(contract.totalShares)
// const expectation = p * yesWinnings + (1 - p) * noWinnings // const expectation = p * yesWinnings + (1 - p) * noWinnings
const marketWinnings = _.sumBy(excludeSales, (bet) => const marketWinnings = _.sumBy(excludeSales, (bet) =>
calculatePayout(contract, bet, 'MKT') calculateDpmPayout(contract, bet, 'MKT')
) )
const currentValue = resolution ? betsPayout : marketWinnings const currentValue = resolution ? betsPayout : marketWinnings
@ -385,7 +385,7 @@ export function MyBetsSummary(props: {
<> <>
Payout at{' '} Payout at{' '}
<span className="text-blue-400"> <span className="text-blue-400">
{formatPercent(getProbability(contract.totalShares))} {formatPercent(getDpmProbability(contract.totalShares))}
</span> </span>
</> </>
) : ( ) : (
@ -473,15 +473,15 @@ function BetRow(props: { bet: Bet; contract: Contract; saleBet?: Bet }) {
) : ( ) : (
formatMoney( formatMoney(
isResolved isResolved
? resolvedPayout(contract, bet) ? resolvedDpmPayout(contract, bet)
: calculateSaleAmount(contract, bet) : calculateDpmSaleAmount(contract, bet)
) )
) )
const payoutIfChosenDisplay = const payoutIfChosenDisplay =
bet.outcome === '0' && bet.isAnte bet.outcome === '0' && bet.isAnte
? 'N/A' ? 'N/A'
: formatMoney(calculatePayout(contract, bet, bet.outcome)) : formatMoney(calculateDpmPayout(contract, bet, bet.outcome))
return ( return (
<tr> <tr>
@ -519,18 +519,18 @@ function SellButton(props: { contract: Contract; bet: Bet }) {
const [isSubmitting, setIsSubmitting] = useState(false) const [isSubmitting, setIsSubmitting] = useState(false)
const initialProb = getOutcomeProbability( const initialProb = getDpmOutcomeProbability(
contract.totalShares, contract.totalShares,
outcome === 'NO' ? 'YES' : outcome outcome === 'NO' ? 'YES' : outcome
) )
const outcomeProb = getProbabilityAfterSale( const outcomeProb = getDpmProbabilityAfterSale(
contract.totalShares, contract.totalShares,
outcome, outcome,
shares shares
) )
const saleAmount = calculateSaleAmount(contract, bet) const saleAmount = calculateDpmSaleAmount(contract, bet)
return ( return (
<ConfirmationButton <ConfirmationButton

4
web/components/contract-prob-graph.tsx
View File

@ -2,7 +2,7 @@ import { DatumValue } from '@nivo/core'
import { ResponsiveLine } from '@nivo/line' import { ResponsiveLine } from '@nivo/line'
import dayjs from 'dayjs' import dayjs from 'dayjs'
import { Bet } from '../../common/bet' import { Bet } from '../../common/bet'
import { getProbability } from '../../common/calculate-dpm' import { getDpmProbability } from '../../common/calculate-dpm'
import { useBetsWithoutAntes } from '../hooks/use-bets' import { useBetsWithoutAntes } from '../hooks/use-bets'
import { useWindowSize } from '../hooks/use-window-size' import { useWindowSize } from '../hooks/use-window-size'
import { Contract } from '../lib/firebase/contracts' import { Contract } from '../lib/firebase/contracts'
@ -13,7 +13,7 @@ export function ContractProbGraph(props: { contract: Contract; bets: Bet[] }) {
const bets = useBetsWithoutAntes(contract, props.bets) const bets = useBetsWithoutAntes(contract, props.bets)
const startProb = getProbability( const startProb = getDpmProbability(
phantomShares as { [outcome: string]: number } phantomShares as { [outcome: string]: number }
) )

6
web/components/resolution-panel.tsx
View File

@ -10,7 +10,7 @@ import { Spacer } from './layout/spacer'
import { ResolveConfirmationButton } from './confirmation-button' import { ResolveConfirmationButton } from './confirmation-button'
import { resolveMarket } from '../lib/firebase/api-call' import { resolveMarket } from '../lib/firebase/api-call'
import { ProbabilitySelector } from './probability-selector' import { ProbabilitySelector } from './probability-selector'
import { getProbability } from '../../common/calculate-dpm' import { getDpmProbability } from '../../common/calculate-dpm'
import { CREATOR_FEE } from '../../common/fees' import { CREATOR_FEE } from '../../common/fees'
export function ResolutionPanel(props: { export function ResolutionPanel(props: {
@ -29,7 +29,9 @@ export function ResolutionPanel(props: {
'YES' | 'NO' | 'MKT' | 'CANCEL' | undefined 'YES' | 'NO' | 'MKT' | 'CANCEL' | undefined
>() >()
const [prob, setProb] = useState(getProbability(contract.totalShares) * 100) const [prob, setProb] = useState(
getDpmProbability(contract.totalShares) * 100
)
const [isSubmitting, setIsSubmitting] = useState(false) const [isSubmitting, setIsSubmitting] = useState(false)
const [error, setError] = useState<string | undefined>(undefined) const [error, setError] = useState<string | undefined>(undefined)

4
web/lib/firebase/contracts.ts
View File

@ -18,7 +18,7 @@ import _ from 'lodash'
import { app } from './init' import { app } from './init'
import { getValues, listenForValue, listenForValues } from './utils' import { getValues, listenForValue, listenForValues } from './utils'
import { Binary, Contract, FullContract } from '../../../common/contract' import { Binary, Contract, FullContract } from '../../../common/contract'
import { getProbability } from '../../../common/calculate-dpm' import { getDpmProbability } from '../../../common/calculate-dpm'
import { createRNG, shuffle } from '../../../common/util/random' import { createRNG, shuffle } from '../../../common/util/random'
import { getCpmmProbability } from '../../../common/calculate-cpmm' import { getCpmmProbability } from '../../../common/calculate-cpmm'
export type { Contract } export type { Contract }
@ -47,7 +47,7 @@ export function getBinaryProbPercent(contract: FullContract<any, Binary>) {
const prob = const prob =
resolutionProbability ?? mechanism === 'cpmm-1' resolutionProbability ?? mechanism === 'cpmm-1'
? getCpmmProbability(pool) ? getCpmmProbability(pool)
: getProbability(totalShares) : getDpmProbability(totalShares)
const probPercent = Math.round(prob * 100) + '%' const probPercent = Math.round(prob * 100) + '%'
return probPercent return probPercent

4
web/pages/api/v0/_types.ts
View File

@ -1,5 +1,5 @@
import { Bet } from '../../../../common/bet' import { Bet } from '../../../../common/bet'
import { getProbability } from '../../../../common/calculate-dpm' import { getDpmProbability } from '../../../../common/calculate-dpm'
import { Comment } from '../../../../common/comment' import { Comment } from '../../../../common/comment'
import { Contract } from '../../../../common/contract' import { Contract } from '../../../../common/contract'
@ -72,7 +72,7 @@ export function toLiteMarket({
tags, tags,
url: `https://manifold.markets/${creatorUsername}/${slug}`, url: `https://manifold.markets/${creatorUsername}/${slug}`,
pool: pool.YES + pool.NO, pool: pool.YES + pool.NO,
probability: getProbability(totalShares), probability: getDpmProbability(totalShares),
volume7Days, volume7Days,
volume24Hours, volume24Hours,
isResolved, isResolved,

4
web/pages/make-predictions.tsx
View File

@ -3,7 +3,7 @@ import dayjs from 'dayjs'
import Link from 'next/link' import Link from 'next/link'
import { useState } from 'react' import { useState } from 'react'
import Textarea from 'react-expanding-textarea' import Textarea from 'react-expanding-textarea'
import { getProbability } from '../../common/calculate-dpm' import { getDpmProbability } from '../../common/calculate-dpm'
import { parseWordsAsTags } from '../../common/util/parse' import { parseWordsAsTags } from '../../common/util/parse'
import { AmountInput } from '../components/amount-input' import { AmountInput } from '../components/amount-input'
import { InfoTooltip } from '../components/info-tooltip' import { InfoTooltip } from '../components/info-tooltip'
@ -26,7 +26,7 @@ type Prediction = {
} }
function toPrediction(contract: Contract): Prediction { function toPrediction(contract: Contract): Prediction {
const startProb = getProbability(contract.totalShares) const startProb = getDpmProbability(contract.totalShares)
return { return {
question: contract.question, question: contract.question,
description: contract.description, description: contract.description,