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Run binary search until max precision

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James Grugett 2022-04-05 16:00:26 -05:00
parent feb276ccfa
commit 619644d6dd
1 changed files with 4 additions and 2 deletions
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6
common/calculate-cpmm.ts
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@ -141,16 +141,18 @@ function calculateCpmmShareValue(
const k = computeK(pool.YES, pool.NO, p) const k = computeK(pool.YES, pool.NO, p)
const otherPool = outcome === 'YES' ? pool.NO : pool.YES const otherPool = outcome === 'YES' ? pool.NO : pool.YES
let lowAmount = 0
// Constrain the max sale value to the lessor of 1. shares and 2. the other pool. // Constrain the max sale value to the lessor of 1. shares and 2. the other pool.
// This is because 1. the max value per share is M$ 1, // This is because 1. the max value per share is M$ 1,
// and 2. The other pool cannot go negative and the sale value is subtracted from it. // and 2. The other pool cannot go negative and the sale value is subtracted from it.
// (Without this, there are multiple solutions for the same k.) // (Without this, there are multiple solutions for the same k.)
let highAmount = Math.min(shares, otherPool) let highAmount = Math.min(shares, otherPool)
let lowAmount = 0
let mid = 0 let mid = 0
let kGuess = 0 let kGuess = 0
while (Math.abs(k - kGuess) > 0.00000000001) { while (true) {
mid = lowAmount + (highAmount - lowAmount) / 2 mid = lowAmount + (highAmount - lowAmount) / 2
// Break once we've reached max precision.
if (mid === lowAmount || mid === highAmount) break if (mid === lowAmount || mid === highAmount) break
kGuess = sellSharesK(pool.YES, pool.NO, p, shares, outcome, mid) kGuess = sellSharesK(pool.YES, pool.NO, p, shares, outcome, mid)