This commit is contained in:
mantikoros 2022-01-11 12:40:57 -06:00
parent 10296679b5
commit b2f50a438e
5 changed files with 20 additions and 12 deletions

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@ -10,5 +10,8 @@ export const calcStartPool = (initialProbInt: number, ante = 0) => {
const poolYes = p * ante
const poolNo = (1 - p) * ante
return { sharesYes, sharesNo, poolYes, poolNo }
const startYes = Math.sqrt(p) * PHANTOM_ANTE
const startNo = Math.sqrt(1 - p) * PHANTOM_ANTE
return { sharesYes, sharesNo, poolYes, poolNo, startYes, startNo }
}

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@ -104,7 +104,7 @@ export function calculateStandardPayout(
const { amount, outcome: betOutcome, shares } = bet
if (betOutcome !== outcome) return 0
const { totalShares, totalBets } = contract
const { totalShares, totalBets, startPool } = contract
if (totalShares[outcome] === 0) return 0
const truePool = contract.pool.YES + contract.pool.NO
@ -112,7 +112,8 @@ export function calculateStandardPayout(
if (totalBets[outcome] >= truePool)
return (amount / totalBets[outcome]) * truePool
const total = totalShares[outcome] - totalBets[outcome]
const startShares = startPool.YES + startPool.NO
const total = totalShares[outcome] - startShares - totalBets[outcome]
const winningsPool = truePool - totalBets[outcome]
return (1 - FEES) * (amount + ((shares - amount) / total) * winningsPool)
@ -139,8 +140,12 @@ function calculateMktPayout(contract: Contract, bet: Bet) {
const winningsPool = truePool - weightedTotal
const weightedShareTotal =
p * (contract.totalShares.YES - contract.totalBets.YES) +
(1 - p) * (contract.totalShares.NO - contract.totalBets.NO)
p *
(contract.totalShares.YES -
contract.startPool.YES -
contract.totalBets.YES) +
(1 - p) *
(contract.totalShares.NO - contract.startPool.NO - contract.totalBets.NO)
return (
(1 - FEES) *

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@ -11,6 +11,7 @@ export type Contract = {
outcomeType: 'BINARY' // | 'MULTI' | 'interval' | 'date'
// outcomes: ['YES', 'NO']
mechanism: 'dpm-2'
startPool: { YES: number; NO: number }
pool: { YES: number; NO: number }
totalShares: { YES: number; NO: number }

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@ -12,10 +12,8 @@ export function getNewContract(
ante?: number,
closeTime?: number
) {
const { sharesYes, sharesNo, poolYes, poolNo } = calcStartPool(
initialProb,
ante
)
const { sharesYes, sharesNo, poolYes, poolNo, startYes, startNo } =
calcStartPool(initialProb, ante)
const contract: Contract = {
id,
@ -29,7 +27,8 @@ export function getNewContract(
question: question.trim(),
description: description.trim(),
startPool: { YES: poolYes, NO: poolNo },
mechanism: 'dpm-2',
startPool: { YES: startYes, NO: startNo },
pool: { YES: poolYes, NO: poolNo },
totalShares: { YES: sharesYes, NO: sharesNo },
totalBets: { YES: poolYes, NO: poolNo },

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@ -1,6 +1,7 @@
import { DatumValue } from '@nivo/core'
import { ResponsiveLine } from '@nivo/line'
import dayjs from 'dayjs'
import { getProbability } from '../../common/calculate'
import { useBets } from '../hooks/use-bets'
import { useWindowSize } from '../hooks/use-window-size'
import { Contract } from '../lib/firebase/contracts'
@ -12,8 +13,7 @@ export function ContractProbGraph(props: { contract: Contract }) {
let bets = useBets(id)
if (bets === 'loading') bets = []
const startProb =
startPool.YES ** 2 / (startPool.YES ** 2 + startPool.NO ** 2)
const startProb = getProbability(startPool)
const times = [
contract.createdTime,