Cfmm migration (#80)

* cfmm migration script

* save dpm shares, pool

* formatMoney: use floor instead of round

* migrate cfmm: use sale amount as shares for sold bets

* migration: make up fake share qty for sold shares

* migration: also convert resolved markets

* migration: don't migrate resolved markets after all

* migration: error checking

common/util/format.ts

@@ -8,14 +8,14 @@ const formatter = new Intl.NumberFormat('en-US', {
 })
 
 export function formatMoney(amount: number) {
-  const newAmount = Math.round(amount) === 0 ? 0 : amount // handle -0 case
+  const newAmount = Math.round(amount) === 0 ? 0 : Math.floor(amount) // handle -0 case
   return (
     ENV_CONFIG.moneyMoniker + ' ' + formatter.format(newAmount).replace('$', '')
   )
 }
 
 export function formatWithCommas(amount: number) {
-  return formatter.format(amount).replace('$', '')
+  return formatter.format(Math.floor(amount)).replace('$', '')
 }
 
 export function formatPercent(zeroToOne: number) {

functions/src/scripts/migrate-to-cfmm.ts

@@ -0,0 +1,154 @@
+import * as admin from 'firebase-admin'
+import * as _ from 'lodash'
+
+import { initAdmin } from './script-init'
+initAdmin('stephenDev')
+
+import {
+  Binary,
+  Contract,
+  CPMM,
+  DPM,
+  FullContract,
+} from '../../../common/contract'
+import { Bet } from '../../../common/bet'
+import {
+  calculateDpmPayout,
+  getDpmProbability,
+} from '../../../common/calculate-dpm'
+import { User } from '../../../common/user'
+import { getCpmmInitialLiquidity } from '../../../common/antes'
+import { noFees } from '../../../common/fees'
+import { addObjects } from '../../../common/util/object'
+
+type DocRef = admin.firestore.DocumentReference
+
+const firestore = admin.firestore()
+
+async function recalculateContract(contractRef: DocRef, isCommit = false) {
+  await firestore.runTransaction(async (transaction) => {
+    const contractDoc = await transaction.get(contractRef)
+    const contract = contractDoc.data() as FullContract<DPM, Binary>
+
+    if (!contract?.slug) {
+      console.log('missing slug; id=', contractRef.id)
+      return
+    }
+
+    console.log('recalculating', contract.slug)
+
+    if (
+      contract.mechanism !== 'dpm-2' ||
+      contract.outcomeType !== 'BINARY' ||
+      contract.resolution
+    ) {
+      console.log('invalid candidate to port to cfmm')
+      return
+    }
+
+    const betsRef = contractRef.collection('bets')
+    const betDocs = await transaction.get(betsRef)
+    const bets = _.sortBy(
+      betDocs.docs.map((d) => d.data() as Bet),
+      (b) => b.createdTime
+    )
+
+    const getSoldBetPayout = (bet: Bet) => {
+      const soldBet = bets.find((b) => bet.sale?.betId === b.id)
+      return soldBet
+        ? -soldBet.amount / Math.sqrt(soldBet.probBefore * soldBet.probAfter)
+        : 0
+    }
+
+    for (let bet of bets) {
+      const shares = bet.sale
+        ? getSoldBetPayout(bet)
+        : bet.isSold
+        ? bet.amount / Math.sqrt(bet.probBefore * bet.probAfter) // make up fake share qty
+        : calculateDpmPayout(contract, bet, contract.resolution ?? bet.outcome)
+
+      console.log(
+        'converting',
+        bet.shares,
+        bet.outcome,
+        bet.isSold ? '(sold)' : '',
+        'shares to',
+        shares
+      )
+
+      if (isCommit)
+        transaction.update(betsRef.doc(bet.id), {
+          shares,
+          dpmShares: bet.shares,
+        })
+    }
+
+    const prob =
+      contract.resolutionProbability ?? getDpmProbability(contract.totalShares)
+
+    const ante = 100
+    const newPool = { YES: ante, NO: ante }
+    console.log('creating liquidity pool at p=', prob, 'for M$', ante)
+
+    const contractUpdate: Partial<Contract> = {
+      pool: newPool,
+      p: prob,
+      mechanism: 'cpmm-1',
+      totalLiquidity: ante,
+      collectedFees: addObjects(contract.collectedFees ?? noFees, noFees),
+    }
+
+    const additionalInfo = {
+      cfmmConversionTime: Date.now(),
+      dpmPool: contract.pool,
+    }
+
+    const liquidityDocRef = contractRef.collection('liquidity').doc()
+
+    const lp = getCpmmInitialLiquidity(
+      { id: 'IPTOzEqrpkWmEzh6hwvAyY9PqFb2' } as User, // use @ManifoldMarkets' id
+      {
+        ...contract,
+        ...contractUpdate,
+      } as FullContract<CPMM, Binary>,
+      liquidityDocRef.id,
+      ante
+    )
+
+    if (isCommit) {
+      transaction.update(contractRef, {
+        ...contractUpdate,
+        ...additionalInfo,
+      })
+      transaction.set(liquidityDocRef, lp)
+
+      console.log('updated', contract.slug)
+    }
+  })
+}
+
+async function main() {
+  const slug = process.argv[2]
+  const isCommit = process.argv[3] === 'commit'
+
+  const contractRefs =
+    slug === 'all'
+      ? await firestore.collection('contracts').listDocuments()
+      : await firestore
+          .collection('contracts')
+          .where('slug', '==', slug)
+          .get()
+          .then((snap) =>
+            !snap.empty ? [firestore.doc(`contracts/${snap.docs[0].id}`)] : []
+          )
+
+  for (let contractRef of contractRefs) {
+    await recalculateContract(contractRef, isCommit).catch((e) =>
+      console.log('error: ', e, 'id=', contractRef.id)
+    )
+    console.log()
+    console.log()
+  }
+}
+
+if (require.main === module) main().then(() => process.exit())

web/components/bets-list.tsx

@@ -397,7 +397,10 @@ export function ContractBetsTable(props: {
     sales.map((sale) => [sale.sale?.betId ?? '', sale])
   )
 
-  const [redemptions, normalBets] = _.partition(buys, (b) => b.isRedemption)
+  const [redemptions, normalBets] = _.partition(
+    contract.mechanism === 'cpmm-1' ? bets : buys,
+    (b) => b.isRedemption
+  )
   const amountRedeemed = Math.floor(
     -0.5 * _.sumBy(redemptions, (b) => b.shares)
   )