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Switch to old current value calculation

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This commit is contained in:
jahooma 2021-12-31 17:22:15 -06:00
parent 50e3dc5cd0
commit 4db7e03b92
1 changed files with 5 additions and 29 deletions
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34
web/lib/calculate.ts
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@ -61,37 +61,13 @@ export function resolvedPayout(contract: Contract, bet: Bet) {
}
export function currentValue(contract: Contract, bet: Bet) {
// const prob = getProbability(contract.pool)
// const yesPayout = calculatePayout(contract, bet, 'YES')
// const noPayout = calculatePayout(contract, bet, 'NO')
const prob = getProbability(contract.pool)
const yesPayout = calculatePayout(contract, bet, 'YES')
const noPayout = calculatePayout(contract, bet, 'NO')
// return prob * yesPayout + (1 - prob) * noPayout
const { shares, outcome } = bet
const { YES: yesPool, NO: noPool } = contract.pool
const [y, n, s] = [yesPool, noPool, shares]
const shareValue =
outcome === 'YES'
? // https://www.wolframalpha.com/input/?i=b+%2B+%28b+n%5E2%29%2F%28y+%28-b+%2B+y%29%29+%3D+c+solve+b
(n ** 2 +
s * y +
y ** 2 -
Math.sqrt(
n ** 4 + (s - y) ** 2 * y ** 2 + 2 * n ** 2 * y * (s + y)
)) /
(2 * y)
: (y ** 2 +
s * n +
n ** 2 -
Math.sqrt(
y ** 4 + (s - n) ** 2 * n ** 2 + 2 * y ** 2 * n * (s + n)
)) /
(2 * n)
return (1 - fees) * shareValue
return prob * yesPayout + (1 - prob) * noPayout
}
export function calculateSaleAmount(contract: Contract, bet: Bet) {
const { shares, outcome } = bet