safer payUser

This commit is contained in:
mantikoros 2022-01-10 16:48:48 -06:00
parent 129d66c10f
commit 8266fb995c
3 changed files with 45 additions and 123 deletions

View File

@ -5,9 +5,13 @@ import * as _ from 'lodash'
import { Contract } from '../../common/contract' import { Contract } from '../../common/contract'
import { User } from '../../common/user' import { User } from '../../common/user'
import { Bet } from '../../common/bet' import { Bet } from '../../common/bet'
import { CREATOR_FEE, PLATFORM_FEE } from '../../common/fees' import { getUser, payUser } from './utils'
import { getUser } from './utils'
import { sendMarketResolutionEmail } from './emails' import { sendMarketResolutionEmail } from './emails'
import {
getCancelPayouts,
getMktPayouts,
getStandardPayouts,
} from '../../common/payouts'
export const resolveMarket = functions export const resolveMarket = functions
.runWith({ minInstances: 1 }) .runWith({ minInstances: 1 })
@ -74,7 +78,9 @@ export const resolveMarket = functions
_.sumBy(group, (g) => g.payout) _.sumBy(group, (g) => g.payout)
) )
const payoutPromises = Object.entries(userPayouts).map(payUser) const payoutPromises = Object.entries(userPayouts).map(
([userId, payout]) => payUser(userId, payout)
)
const result = await Promise.all(payoutPromises) const result = await Promise.all(payoutPromises)
.catch((e) => ({ status: 'error', message: e })) .catch((e) => ({ status: 'error', message: e }))
@ -115,121 +121,3 @@ const sendResolutionEmails = async (
} }
const firestore = admin.firestore() const firestore = admin.firestore()
const getCancelPayouts = (truePool: number, bets: Bet[]) => {
console.log('resolved N/A, pool M$', truePool)
const betSum = _.sumBy(bets, (b) => b.amount)
return bets.map((bet) => ({
userId: bet.userId,
payout: (bet.amount / betSum) * truePool,
}))
}
const getStandardPayouts = (
outcome: string,
truePool: number,
contract: Contract,
bets: Bet[]
) => {
const [yesBets, noBets] = _.partition(bets, (bet) => bet.outcome === 'YES')
const winningBets = outcome === 'YES' ? yesBets : noBets
const betSum = _.sumBy(winningBets, (b) => b.amount)
if (betSum >= truePool) return getCancelPayouts(truePool, winningBets)
const creatorPayout = CREATOR_FEE * truePool
console.log(
'resolved',
outcome,
'pool: M$',
truePool,
'creator fee: M$',
creatorPayout
)
const shareDifferenceSum = _.sumBy(winningBets, (b) => b.shares - b.amount)
const winningsPool = truePool - betSum
const winnerPayouts = winningBets.map((bet) => ({
userId: bet.userId,
payout:
(1 - fees) *
(bet.amount +
((bet.shares - bet.amount) / shareDifferenceSum) * winningsPool),
}))
return winnerPayouts.concat([
{ userId: contract.creatorId, payout: creatorPayout },
]) // add creator fee
}
const getMktPayouts = (truePool: number, contract: Contract, bets: Bet[]) => {
const p =
contract.pool.YES ** 2 / (contract.pool.YES ** 2 + contract.pool.NO ** 2)
console.log('Resolved MKT at p=', p, 'pool: $M', truePool)
const [yesBets, noBets] = _.partition(bets, (bet) => bet.outcome === 'YES')
const weightedBetTotal =
p * _.sumBy(yesBets, (b) => b.amount) +
(1 - p) * _.sumBy(noBets, (b) => b.amount)
if (weightedBetTotal >= truePool) {
return bets.map((bet) => ({
userId: bet.userId,
payout:
(((bet.outcome === 'YES' ? p : 1 - p) * bet.amount) /
weightedBetTotal) *
truePool,
}))
}
const winningsPool = truePool - weightedBetTotal
const weightedShareTotal =
p * _.sumBy(yesBets, (b) => b.shares - b.amount) +
(1 - p) * _.sumBy(noBets, (b) => b.shares - b.amount)
const yesPayouts = yesBets.map((bet) => ({
userId: bet.userId,
payout:
(1 - fees) *
(p * bet.amount +
((p * (bet.shares - bet.amount)) / weightedShareTotal) * winningsPool),
}))
const noPayouts = noBets.map((bet) => ({
userId: bet.userId,
payout:
(1 - fees) *
((1 - p) * bet.amount +
(((1 - p) * (bet.shares - bet.amount)) / weightedShareTotal) *
winningsPool),
}))
const creatorPayout = CREATOR_FEE * truePool
return [
...yesPayouts,
...noPayouts,
{ userId: contract.creatorId, payout: creatorPayout },
]
}
export const payUser = ([userId, payout]: [string, number]) => {
return firestore.runTransaction(async (transaction) => {
const userDoc = firestore.doc(`users/${userId}`)
const userSnap = await transaction.get(userDoc)
if (!userSnap.exists) return
const user = userSnap.data() as User
const newUserBalance = user.balance + payout
transaction.update(userDoc, { balance: newUserBalance })
})
}
const fees = PLATFORM_FEE + CREATOR_FEE

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@ -2,7 +2,7 @@ import * as functions from 'firebase-functions'
import * as admin from 'firebase-admin' import * as admin from 'firebase-admin'
import Stripe from 'stripe' import Stripe from 'stripe'
import { payUser } from './resolve-market' import { payUser } from './utils'
const stripe = new Stripe(functions.config().stripe.apikey, { const stripe = new Stripe(functions.config().stripe.apikey, {
apiVersion: '2020-08-27', apiVersion: '2020-08-27',
@ -118,7 +118,7 @@ const issueMoneys = async (session: any) => {
session, session,
}) })
await payUser([userId, payout]) await payUser(userId, payout)
console.log('user', userId, 'paid M$', payout) console.log('user', userId, 'paid M$', payout)
} }

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@ -21,3 +21,37 @@ export const getContract = (contractId: string) => {
export const getUser = (userId: string) => { export const getUser = (userId: string) => {
return getValue<User>('users', userId) return getValue<User>('users', userId)
} }
const firestore = admin.firestore()
const updateUserBalance = (userId: string, delta: number) => {
return firestore.runTransaction(async (transaction) => {
const userDoc = firestore.doc(`users/${userId}`)
const userSnap = await transaction.get(userDoc)
if (!userSnap.exists) return
const user = userSnap.data() as User
const newUserBalance = user.balance + delta
if (newUserBalance < 0)
throw new Error(
`User (${userId}) balance cannot be negative: ${newUserBalance}`
)
transaction.update(userDoc, { balance: newUserBalance })
})
}
export const payUser = (userId: string, payout: number) => {
if (!isFinite(payout) || payout <= 0)
throw new Error('Payout is not positive: ' + payout)
return updateUserBalance(userId, payout)
}
export const chargeUser = (userId: string, charge: number) => {
if (!isFinite(charge) || charge <= 0)
throw new Error('User charge is not positive: ' + charge)
return updateUserBalance(userId, -charge)
}