return liquidity pool after resolution according to true pool weight

common/calculate-cpmm.ts

@@ -2,6 +2,8 @@ import * as _ from 'lodash'
 
 import { Binary, CPMM, FullContract } from './contract'
 import { CREATOR_FEE, Fees, LIQUIDITY_FEE, noFees, PLATFORM_FEE } from './fees'
+import { LiquidityProvision } from './liquidity-provision'
+import { addObjects } from './util/object'
 
 export function getCpmmProbability(
   pool: { [outcome: string]: number },
@@ -258,6 +260,36 @@ export function addCpmmLiquidity(
   return { newPool, liquidity, newP }
 }
 
+export function getCpmmLiquidityPoolWeights(
+  contract: FullContract<CPMM, Binary>,
+  liquidities: LiquidityProvision[]
+) {
+  const { p } = contract
+
+  const liquidityShares = liquidities.map((l) => {
+    const oldLiquidity = getCpmmLiquidity(l.pool, p)
+
+    const newPool = addObjects(l.pool, { YES: l.amount, NO: l.amount })
+    const newLiquidity = getCpmmLiquidity(newPool, p)
+
+    const liquidity = newLiquidity - oldLiquidity
+    return liquidity
+  })
+
+  const shareSum = _.sum(liquidityShares)
+
+  const weights = liquidityShares.map((s, i) => ({
+    weight: s / shareSum,
+    providerId: liquidities[i].userId,
+  }))
+
+  const userWeights = _.groupBy(weights, (w) => w.providerId)
+  const totalUserWeights = _.mapValues(userWeights, (userWeight) =>
+    _.sumBy(userWeight, (w) => w.weight)
+  )
+  return totalUserWeights
+}
+
 // export function removeCpmmLiquidity(
 //   contract: FullContract<CPMM, Binary>,
 //   liquidity: number

common/payouts-fixed.ts

@@ -2,6 +2,7 @@ import * as _ from 'lodash'
 
 import { Bet } from './bet'
 import { getProbability } from './calculate'
+import { getCpmmLiquidityPoolWeights } from './calculate-cpmm'
 import { Binary, CPMM, FixedPayouts, FullContract } from './contract'
 import { LiquidityProvision } from './liquidity-provision'
 
@@ -60,14 +61,14 @@ export const getLiquidityPoolPayouts = (
   outcome: string,
   liquidities: LiquidityProvision[]
 ) => {
-  const providedLiquidity = _.sumBy(liquidities, (lp) => lp.liquidity)
-
   const { pool } = contract
   const finalPool = pool[outcome]
 
-  return liquidities.map((lp) => ({
-    userId: lp.userId,
-    payout: (lp.liquidity / providedLiquidity) * finalPool,
+  const weights = getCpmmLiquidityPoolWeights(contract, liquidities)
+
+  return Object.entries(weights).map(([providerId, weight]) => ({
+    userId: providerId,
+    payout: weight * finalPool,
   }))
 }
 
@@ -111,13 +112,13 @@ export const getLiquidityPoolProbPayouts = (
   p: number,
   liquidities: LiquidityProvision[]
 ) => {
-  const providedLiquidity = _.sumBy(liquidities, (lp) => lp.liquidity)
-
   const { pool } = contract
   const finalPool = p * pool.YES + (1 - p) * pool.NO
 
-  return liquidities.map((lp) => ({
-    userId: lp.userId,
-    payout: (lp.liquidity / providedLiquidity) * finalPool,
+  const weights = getCpmmLiquidityPoolWeights(contract, liquidities)
+
+  return Object.entries(weights).map(([providerId, weight]) => ({
+    userId: providerId,
+    payout: weight * finalPool,
   }))
 }