Refactor tricky bet calculations to one function
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1b9a38ff66
commit
5dcd43f5b2
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@ -1,3 +1,4 @@
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import _ from 'lodash'
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import { Bet } from './bet'
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import {
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calculateCpmmSale,
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@ -110,3 +111,62 @@ export function resolvedPayout(contract: Contract, bet: Bet) {
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? calculateFixedPayout(contract, bet, outcome)
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: calculateDpmPayout(contract, bet, outcome)
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}
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export function getContractBetMetrics(contract: Contract, yourBets: Bet[]) {
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const { resolution } = contract
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let invested = 0
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let salesInvested = 0
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let payout = 0
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let loan = 0
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let sellProfit = 0
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let redeemed = 0
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for (const bet of yourBets) {
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const { isSold, sale, amount, loanAmount, isRedemption } = bet
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if (isSold) {
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sellProfit -= amount
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salesInvested += amount
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} else if (sale) {
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sellProfit += sale.amount
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} else {
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if (isRedemption) {
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redeemed += -1 * amount
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} else if (amount > 0) {
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invested += amount
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}
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loan += loanAmount ?? 0
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payout += resolution
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? calculatePayout(contract, bet, resolution)
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: calculatePayout(contract, bet, 'MKT')
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}
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}
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const investedIncludingSales = invested + salesInvested
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const totalValue = payout + sellProfit + redeemed
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const profit = totalValue - invested
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const profitPercent = (profit / investedIncludingSales) * 100
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const netInvestment = payout - loan
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return {
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invested,
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payout,
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totalValue,
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profit,
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profitPercent,
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netInvestment,
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}
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}
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export function getContractBetNullMetrics() {
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return {
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invested: 0,
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payout: 0,
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totalValue: 0,
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profit: 0,
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profitPercent: 0,
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netInvestment: 0,
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}
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}
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@ -34,7 +34,9 @@ import {
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getOutcomeProbability,
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getProbability,
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getProbabilityAfterSale,
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getContractBetMetrics,
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resolvedPayout,
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getContractBetNullMetrics,
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} from '../../common/calculate'
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type BetSort = 'newest' | 'profit' | 'resolutionTime' | 'value' | 'closeTime'
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@ -76,34 +78,10 @@ export function BetsList(props: { user: User }) {
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const contractBets = _.groupBy(bets, 'contractId')
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const contractsById = _.fromPairs(contracts.map((c) => [c.id, c]))
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const contractsCurrentValue = _.mapValues(
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contractBets,
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(bets, contractId) => {
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return _.sumBy(bets, (bet) => {
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const contract = contractsById[contractId]
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if (!contract) return 0
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if (bet.isSold || bet.sale) return 0
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return contract.resolution
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? calculatePayout(contract, bet, contract.resolution)
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: calculatePayout(contract, bet, 'MKT')
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})
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}
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)
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const contractsInvestment = _.mapValues(contractBets, (bets) => {
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return _.sumBy(bets, (bet) => {
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if (bet.isSold || bet.sale || bet.isRedemption) return 0
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return bet.amount
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})
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})
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const contractsSaleOrRedemption = _.mapValues(contractBets, (bets) => {
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return _.sumBy(bets, (bet) => {
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if (bet.isSold) return -1 * bet.amount
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if (bet.sale) return bet.sale.amount
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if (bet.isRedemption) return -1 * bet.amount
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return 0
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})
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const contractsMetrics = _.mapValues(contractBets, (bets, contractId) => {
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const contract = contractsById[contractId]
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if (!contract) return getContractBetNullMetrics()
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return getContractBetMetrics(contract, bets)
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})
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const FILTERS: Record<BetFilter, (c: Contract) => boolean> = {
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@ -115,11 +93,8 @@ export function BetsList(props: { user: User }) {
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// Pepe notes: most users want "settled", to see when their bets or sold; or "realized profit"
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}
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const SORTS: Record<BetSort, (c: Contract) => number> = {
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profit: (c) =>
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contractsCurrentValue[c.id] -
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contractsInvestment[c.id] +
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contractsSaleOrRedemption[c.id],
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value: (c) => contractsCurrentValue[c.id] + contractsSaleOrRedemption[c.id],
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profit: (c) => contractsMetrics[c.id].profit,
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value: (c) => contractsMetrics[c.id].totalValue,
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newest: (c) =>
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Math.max(...contractBets[c.id].map((bet) => bet.createdTime)),
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resolutionTime: (c) => -(c.resolutionTime ?? c.closeTime ?? Infinity),
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@ -131,32 +106,28 @@ export function BetsList(props: { user: User }) {
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const [settled, unsettled] = _.partition(
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contracts,
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(c) => c.isResolved || contractsInvestment[c.id] === 0
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(c) => c.isResolved || contractsMetrics[c.id].invested === 0
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)
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const currentInvestment = _.sumBy(unsettled, (c) => contractsInvestment[c.id])
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const currentInvested = _.sumBy(
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unsettled,
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(c) => contractsMetrics[c.id].invested
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)
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const currentBetsValue = _.sumBy(
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unsettled,
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(c) => contractsCurrentValue[c.id]
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(c) => contractsMetrics[c.id].payout
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)
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const currentBetsValueMinusLoans = _.sumBy(
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const currentNetInvestment = _.sumBy(
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unsettled,
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(c) =>
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contractsCurrentValue[c.id] -
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// Subtract loans you haven't paid.
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_.sumBy(contractBets[c.id], (bet) => {
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if (bet.isSold || bet.sale) return 0
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return bet.loanAmount ?? 0
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})
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(c) => contractsMetrics[c.id].netInvestment
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)
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const totalPortfolio = currentBetsValueMinusLoans + user.balance
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const totalPortfolio = currentNetInvestment + user.balance
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const totalPnl = totalPortfolio - user.totalDeposits
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const totalProfitPercent = (totalPnl / user.totalDeposits) * 100
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const investedProfitPercent =
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((currentBetsValue - currentInvestment) / currentInvestment) * 100
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((currentBetsValue - currentInvested) / currentInvested) * 100
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return (
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<Col className="mt-6 gap-4 sm:gap-6">
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@ -165,7 +136,7 @@ export function BetsList(props: { user: User }) {
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<Col>
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<div className="text-sm text-gray-500">Investment value</div>
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<div className="text-lg">
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{formatMoney(currentBetsValueMinusLoans)}{' '}
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{formatMoney(currentNetInvestment)}{' '}
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<ProfitBadge profitPercent={investedProfitPercent} />
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</div>
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</Col>
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@ -244,6 +215,11 @@ function MyContractBets(props: {
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const isBinary = outcomeType === 'BINARY'
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const probPercent = getBinaryProbPercent(contract)
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const { totalValue, profit, profitPercent } = getContractBetMetrics(
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contract,
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bets
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)
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return (
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<div
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tabIndex={0}
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@ -292,12 +268,16 @@ function MyContractBets(props: {
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</Row>
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</Col>
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<MyBetsSummary
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className="mr-5 justify-end sm:mr-8"
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contract={contract}
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bets={bets}
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onlyMetric={metric}
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/>
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<Row className="mr-5 justify-end sm:mr-8">
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<Col>
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<div className="whitespace-nowrap text-right text-lg">
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{formatMoney(metric === 'profit' ? profit : totalValue)}
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</div>
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<div className="text-right">
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<ProfitBadge profitPercent={profitPercent} />
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</div>
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</Col>
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</Row>
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</Row>
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<div
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@ -323,134 +303,83 @@ function MyContractBets(props: {
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export function MyBetsSummary(props: {
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contract: Contract
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bets: Bet[]
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onlyMetric?: 'value' | 'profit'
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className?: string
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}) {
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const { bets, contract, onlyMetric, className } = props
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const { bets, contract, className } = props
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const { resolution, outcomeType } = contract
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const isBinary = outcomeType === 'BINARY'
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const excludeSales = bets.filter((b) => !b.isSold && !b.sale)
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const excludeRedemptions = bets.filter((b) => !b.isRedemption)
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const excludeSalesAndRedemptions = excludeSales.filter((b) => !b.isRedemption)
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const betsTotal = _.sumBy(excludeSalesAndRedemptions, (bet) => bet.amount)
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const invested = _.sumBy(excludeSalesAndRedemptions, (bet) =>
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bet.amount > 0 ? bet.amount : 0
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)
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const investedIncludingSales = _.sumBy(excludeRedemptions, (bet) =>
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bet.amount > 0 ? bet.amount : 0
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)
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const redemptionValue = _.sumBy(bets, (bet) =>
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bet.isRedemption ? -bet.amount : 0
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)
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const betsPayout = resolution
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? _.sumBy(excludeSales, (bet) => resolvedPayout(contract, bet))
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: 0
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const yesWinnings = _.sumBy(excludeSales, (bet) =>
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calculatePayout(contract, bet, 'YES')
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)
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const noWinnings = _.sumBy(excludeSales, (bet) =>
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calculatePayout(contract, bet, 'NO')
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)
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const marketWinnings = _.sumBy(excludeSales, (bet) =>
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calculatePayout(contract, bet, 'MKT')
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)
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const salesWinnings = _.sumBy(bets, (bet) =>
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bet.isSold ? -bet.amount : bet.sale ? bet.sale.amount : 0
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const { invested, profitPercent, payout } = getContractBetMetrics(
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contract,
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bets
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)
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const currentValue = resolution ? betsPayout : marketWinnings
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const totalValue = currentValue + redemptionValue + salesWinnings
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const pnl = totalValue - betsTotal
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const profit = (pnl / investedIncludingSales) * 100
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console.log(getContractBetMetrics(contract, bets))
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return (
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<Row
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className={clsx(
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'gap-4 sm:gap-6',
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!onlyMetric && 'flex-wrap sm:flex-nowrap',
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className
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)}
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>
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{onlyMetric ? (
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<Row className="gap-4 sm:gap-6">
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<Row className={clsx('flex-wrap gap-4 sm:flex-nowrap sm:gap-6', className)}>
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<Row className="gap-4 sm:gap-6">
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<Col>
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<div className="whitespace-nowrap text-sm text-gray-500">
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Invested
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</div>
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<div className="whitespace-nowrap">{formatMoney(invested)}</div>
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</Col>
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{resolution ? (
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<Col>
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<div className="whitespace-nowrap text-right text-lg">
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{formatMoney(onlyMetric === 'profit' ? pnl : totalValue)}
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</div>
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<div className="text-right">
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<ProfitBadge profitPercent={profit} />
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<div className="text-sm text-gray-500">Payout</div>
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<div className="whitespace-nowrap">
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{formatMoney(payout)}{' '}
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<ProfitBadge profitPercent={profitPercent} />
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</div>
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</Col>
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</Row>
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) : (
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<Row className="gap-4 sm:gap-6">
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<Col>
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<div className="whitespace-nowrap text-sm text-gray-500">
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Invested
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</div>
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<div className="whitespace-nowrap">{formatMoney(invested)}</div>
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</Col>
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{resolution ? (
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) : (
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<>
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{isBinary && (
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<>
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<Col>
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<div className="whitespace-nowrap text-sm text-gray-500">
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Payout if <YesLabel />
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</div>
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<div className="whitespace-nowrap">
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{formatMoney(yesWinnings)}
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</div>
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</Col>
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<Col>
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<div className="whitespace-nowrap text-sm text-gray-500">
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Payout if <NoLabel />
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</div>
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<div className="whitespace-nowrap">
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{formatMoney(noWinnings)}
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</div>
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</Col>
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</>
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)}
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<Col>
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<div className="text-sm text-gray-500">Payout</div>
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<div className="whitespace-nowrap">
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{formatMoney(betsPayout)} <ProfitBadge profitPercent={profit} />
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<div className="whitespace-nowrap text-sm text-gray-500">
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{isBinary ? (
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<>
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Payout at{' '}
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<span className="text-blue-400">
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{formatPercent(getProbability(contract))}
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</span>
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</>
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) : (
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<>Current payout</>
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)}
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</div>
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<div className="whitespace-nowrap">{formatMoney(payout)}</div>
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</Col>
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) : (
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<>
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{/* <Col>
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<div className="whitespace-nowrap text-sm text-gray-500">
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Expectation
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</div>
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<div className="whitespace-nowrap">
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{formatMoney(expectation)}
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</div>
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</Col> */}
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{isBinary && (
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<>
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<Col>
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<div className="whitespace-nowrap text-sm text-gray-500">
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Payout if <YesLabel />
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</div>
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<div className="whitespace-nowrap">
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{formatMoney(yesWinnings)}
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</div>
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</Col>
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<Col>
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<div className="whitespace-nowrap text-sm text-gray-500">
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Payout if <NoLabel />
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</div>
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<div className="whitespace-nowrap">
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{formatMoney(noWinnings)}
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</div>
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</Col>
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</>
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)}
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<Col>
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<div className="whitespace-nowrap text-sm text-gray-500">
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{isBinary ? (
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<>
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Payout at{' '}
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<span className="text-blue-400">
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{formatPercent(getProbability(contract))}
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</span>
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</>
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) : (
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<>Current payout</>
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)}
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</div>
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<div className="whitespace-nowrap">
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{formatMoney(marketWinnings)}
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</div>
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</Col>
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</>
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)}
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</Row>
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)}
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</>
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)}
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</Row>
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</Row>
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)
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}
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Block a user