From 9060abde8ec41a6cd37faf71c7b9328928b94558 Mon Sep 17 00:00:00 2001
From: James Grugett <jahooma@gmail.com>
Date: Sat, 3 Sep 2022 15:06:41 -0500
Subject: [PATCH] Cache prob and prob changes on cpmm contracts

---
 common/calculate-metrics.ts     | 29 ++++++++++++++++++++++++++++-
 common/contract.ts              |  6 ++++++
 common/new-contract.ts          |  2 ++
 functions/src/update-metrics.ts | 24 ++++++++++++++++++++++--
 4 files changed, 58 insertions(+), 3 deletions(-)

diff --git a/common/calculate-metrics.ts b/common/calculate-metrics.ts
index e3b8ea39..3aad1a9c 100644
--- a/common/calculate-metrics.ts
+++ b/common/calculate-metrics.ts
@@ -1,4 +1,4 @@
-import { sortBy, sum, sumBy } from 'lodash'
+import { last, sortBy, sum, sumBy } from 'lodash'
 import { calculatePayout } from './calculate'
 import { Bet } from './bet'
 import { Contract } from './contract'
@@ -36,6 +36,33 @@ export const computeVolume = (contractBets: Bet[], since: number) => {
   )
 }
 
+const calculateProbChangeSince = (descendingBets: Bet[], since: number) => {
+  const newestBet = descendingBets[0]
+  if (!newestBet) return 0
+
+  const betBeforeSince = descendingBets.find((b) => b.createdTime < since)
+
+  if (!betBeforeSince) {
+    const oldestBet = last(descendingBets) ?? newestBet
+    return newestBet.probAfter - oldestBet.probBefore
+  }
+
+  return newestBet.probAfter - betBeforeSince.probAfter
+}
+
+export const calculateProbChanges = (descendingBets: Bet[]) => {
+  const now = Date.now()
+  const yesterday = now - DAY_MS
+  const weekAgo = now - 7 * DAY_MS
+  const monthAgo = now - 30 * DAY_MS
+
+  return {
+    day: calculateProbChangeSince(descendingBets, yesterday),
+    week: calculateProbChangeSince(descendingBets, weekAgo),
+    month: calculateProbChangeSince(descendingBets, monthAgo),
+  }
+}
+
 export const calculateCreatorVolume = (userContracts: Contract[]) => {
   const allTimeCreatorVolume = computeTotalPool(userContracts, 0)
   const monthlyCreatorVolume = computeTotalPool(
diff --git a/common/contract.ts b/common/contract.ts
index 5dc4b696..0d2a38ca 100644
--- a/common/contract.ts
+++ b/common/contract.ts
@@ -87,6 +87,12 @@ export type CPMM = {
   pool: { [outcome: string]: number }
   p: number // probability constant in y^p * n^(1-p) = k
   totalLiquidity: number // in M$
+  prob: number
+  probChanges: {
+    day: number
+    week: number
+    month: number
+  }
 }
 
 export type Binary = {
diff --git a/common/new-contract.ts b/common/new-contract.ts
index 17b872ab..431f435e 100644
--- a/common/new-contract.ts
+++ b/common/new-contract.ts
@@ -123,6 +123,8 @@ const getBinaryCpmmProps = (initialProb: number, ante: number) => {
     initialProbability: p,
     p,
     pool: pool,
+    prob: initialProb,
+    probChanges: { day: 0, week: 0, month: 0 },
   }
 
   return system
diff --git a/functions/src/update-metrics.ts b/functions/src/update-metrics.ts
index c6673969..430f3d33 100644
--- a/functions/src/update-metrics.ts
+++ b/functions/src/update-metrics.ts
@@ -1,9 +1,9 @@
 import * as functions from 'firebase-functions'
 import * as admin from 'firebase-admin'
-import { groupBy, isEmpty, keyBy, last } from 'lodash'
+import { groupBy, isEmpty, keyBy, last, sortBy } from 'lodash'
 import { getValues, log, logMemory, writeAsync } from './utils'
 import { Bet } from '../../common/bet'
-import { Contract } from '../../common/contract'
+import { Contract, CPMM } from '../../common/contract'
 import { PortfolioMetrics, User } from '../../common/user'
 import { DAY_MS } from '../../common/util/time'
 import { getLoanUpdates } from '../../common/loans'
@@ -11,8 +11,10 @@ import {
   calculateCreatorVolume,
   calculateNewPortfolioMetrics,
   calculateNewProfit,
+  calculateProbChanges,
   computeVolume,
 } from '../../common/calculate-metrics'
+import { getProbability } from '../../common/calculate'
 
 const firestore = admin.firestore()
 
@@ -43,11 +45,29 @@ export async function updateMetricsCore() {
     .filter((contract) => contract.id)
     .map((contract) => {
       const contractBets = betsByContract[contract.id] ?? []
+      const descendingBets = sortBy(
+        contractBets,
+        (bet) => bet.createdTime
+      ).reverse()
+
+      let cpmmFields: Partial<CPMM> = {}
+      if (contract.mechanism === 'cpmm-1') {
+        const prob = descendingBets[0]
+          ? descendingBets[0].probAfter
+          : getProbability(contract)
+
+        cpmmFields = {
+          prob,
+          probChanges: calculateProbChanges(descendingBets),
+        }
+      }
+
       return {
         doc: firestore.collection('contracts').doc(contract.id),
         fields: {
           volume24Hours: computeVolume(contractBets, now - DAY_MS),
           volume7Days: computeVolume(contractBets, now - DAY_MS * 7),
+          ...cpmmFields,
         },
       }
     })