Store each user's contract bet metrics (#1017)

* Implement most of caching metrics per user per contract

* Small group updates refactor

* Write contract-metrics subcollection

* Fix type error

common/calculate-metrics.ts

@@ -1,7 +1,12 @@
-import { last, sortBy, sum, sumBy, uniq } from 'lodash'
-import { calculatePayout } from './calculate'
+import { Dictionary, groupBy, last, sortBy, sum, sumBy, uniq } from 'lodash'
+import { calculatePayout, getContractBetMetrics } from './calculate'
 import { Bet, LimitBet } from './bet'
-import { Contract, CPMMContract, DPMContract } from './contract'
+import {
+  Contract,
+  CPMMBinaryContract,
+  CPMMContract,
+  DPMContract,
+} from './contract'
 import { PortfolioMetrics, User } from './user'
 import { DAY_MS } from './util/time'
 import { getBinaryCpmmBetInfo, getNewMultiBetInfo } from './new-bet'
@@ -35,8 +40,7 @@ export const computeInvestmentValueCustomProb = (
 
     const betP = outcome === 'YES' ? p : 1 - p
 
-    const payout = betP * shares
-    const value = payout - (bet.loanAmount ?? 0)
+    const value = betP * shares
     if (isNaN(value)) return 0
     return value
   })
@@ -246,3 +250,71 @@ export const calculateNewProfit = (
 
   return newProfit
 }
+
+export const calculateMetricsByContract = (
+  bets: Bet[],
+  contractsById: Dictionary<Contract>
+) => {
+  const betsByContract = groupBy(bets, (bet) => bet.contractId)
+  const unresolvedContracts = Object.keys(betsByContract)
+    .map((cid) => contractsById[cid])
+    .filter((c) => c && !c.isResolved)
+
+  return unresolvedContracts.map((c) => {
+    const bets = betsByContract[c.id] ?? []
+    const current = getContractBetMetrics(c, bets)
+
+    let periodMetrics
+    if (c.mechanism === 'cpmm-1' && c.outcomeType === 'BINARY') {
+      const periods = ['day', 'week', 'month'] as const
+      periodMetrics = Object.fromEntries(
+        periods.map((period) => [
+          period,
+          calculatePeriodProfit(c, bets, period),
+        ])
+      )
+    }
+
+    return {
+      contractId: c.id,
+      ...current,
+      from: periodMetrics,
+    }
+  })
+}
+
+const calculatePeriodProfit = (
+  contract: CPMMBinaryContract,
+  bets: Bet[],
+  period: 'day' | 'week' | 'month'
+) => {
+  const days = period === 'day' ? 1 : period === 'week' ? 7 : 30
+  const fromTime = Date.now() - days * DAY_MS
+  const previousBets = bets.filter((b) => b.createdTime < fromTime)
+
+  const prevProb = contract.prob - contract.probChanges[period]
+  const prob = contract.resolutionProbability
+    ? contract.resolutionProbability
+    : contract.prob
+
+  const previousBetsValue = computeInvestmentValueCustomProb(
+    previousBets,
+    contract,
+    prevProb
+  )
+  const currentBetsValue = computeInvestmentValueCustomProb(
+    previousBets,
+    contract,
+    prob
+  )
+  const profit = currentBetsValue - previousBetsValue
+  const profitPercent =
+    previousBetsValue === 0 ? 0 : 100 * (profit / previousBetsValue)
+
+  return {
+    profit,
+    profitPercent,
+    prevValue: previousBetsValue,
+    value: currentBetsValue,
+  }
+}

functions/src/update-metrics.ts

@@ -1,6 +1,6 @@
 import * as functions from 'firebase-functions'
 import * as admin from 'firebase-admin'
-import { groupBy, isEmpty, keyBy, last, sortBy } from 'lodash'
+import { groupBy, keyBy, last, sortBy } from 'lodash'
 import fetch from 'node-fetch'
 
 import { getValues, log, logMemory, writeAsync } from './utils'
@@ -15,6 +15,7 @@ import {
   calculateNewPortfolioMetrics,
   calculateNewProfit,
   calculateProbChanges,
+  calculateMetricsByContract,
   computeElasticity,
   computeVolume,
 } from '../../common/calculate-metrics'
@@ -23,6 +24,7 @@ import { Group } from '../../common/group'
 import { batchedWaitAll } from '../../common/util/promise'
 import { newEndpointNoAuth } from './api'
 import { getFunctionUrl } from '../../common/api'
+import { filterDefined } from '../../common/util/array'
 
 const firestore = admin.firestore()
 export const scheduleUpdateMetrics = functions.pubsub
@@ -159,6 +161,12 @@ export async function updateMetricsCore() {
       lastPortfolio.investmentValue !== newPortfolio.investmentValue
 
     const newProfit = calculateNewProfit(portfolioHistory, newPortfolio)
+
+    const metricsByContract = calculateMetricsByContract(
+      currentBets,
+      contractsById
+    )
+
     const contractRatios = userContracts
       .map((contract) => {
         if (
@@ -189,6 +197,7 @@ export async function updateMetricsCore() {
       newProfit,
       didPortfolioChange,
       newFractionResolvedCorrectly,
+      metricsByContract,
     }
   })
 
@@ -204,63 +213,61 @@ export async function updateMetricsCore() {
   const nextLoanByUser = keyBy(userPayouts, (payout) => payout.user.id)
 
   const userUpdates = userMetrics.map(
-    ({
-      user,
-      newCreatorVolume,
-      newPortfolio,
-      newProfit,
-      didPortfolioChange,
-      newFractionResolvedCorrectly,
-    }) => {
+    ({ user, newCreatorVolume, newProfit, newFractionResolvedCorrectly }) => {
       const nextLoanCached = nextLoanByUser[user.id]?.payout ?? 0
       return {
-        fieldUpdates: {
-          doc: firestore.collection('users').doc(user.id),
-          fields: {
-            creatorVolumeCached: newCreatorVolume,
-            profitCached: newProfit,
-            nextLoanCached,
-            fractionResolvedCorrectly: newFractionResolvedCorrectly,
-          },
-        },
-
-        subcollectionUpdates: {
-          doc: firestore
-            .collection('users')
-            .doc(user.id)
-            .collection('portfolioHistory')
-            .doc(),
-          fields: didPortfolioChange ? newPortfolio : {},
+        doc: firestore.collection('users').doc(user.id),
+        fields: {
+          creatorVolumeCached: newCreatorVolume,
+          profitCached: newProfit,
+          nextLoanCached,
+          fractionResolvedCorrectly: newFractionResolvedCorrectly,
         },
       }
     }
   )
-  await writeAsync(
-    firestore,
-    userUpdates.map((u) => u.fieldUpdates)
+  await writeAsync(firestore, userUpdates)
+
+  const portfolioHistoryUpdates = filterDefined(
+    userMetrics.map(({ user, newPortfolio, didPortfolioChange }) => {
+      return didPortfolioChange
+        ? {
+            doc: firestore
+              .collection('users')
+              .doc(user.id)
+              .collection('portfolioHistory')
+              .doc(),
+            fields: newPortfolio,
+          }
+        : null
+    })
   )
-  await writeAsync(
-    firestore,
-    userUpdates
-      .filter((u) => !isEmpty(u.subcollectionUpdates.fields))
-      .map((u) => u.subcollectionUpdates),
-    'set'
+  await writeAsync(firestore, portfolioHistoryUpdates, 'set')
+
+  const contractMetricsUpdates = userMetrics.flatMap(
+    ({ user, metricsByContract }) => {
+      const collection = firestore
+        .collection('users')
+        .doc(user.id)
+        .collection('contract-metrics')
+      return metricsByContract.map((metrics) => ({
+        doc: collection.doc(metrics.contractId),
+        fields: metrics,
+      }))
+    }
   )
+
+  await writeAsync(firestore, contractMetricsUpdates, 'set')
+
   log(`Updated metrics for ${users.length} users.`)
 
   try {
     const groupUpdates = groups.map((group, index) => {
       const groupContractIds = contractsByGroup[index] as GroupContractDoc[]
-      const groupContracts = groupContractIds
-        .map((e) => contractsById[e.contractId])
-        .filter((e) => e !== undefined) as Contract[]
-      const bets = groupContracts.map((e) => {
-        if (e != null && e.id in betsByContract) {
-          return betsByContract[e.id] ?? []
-        } else {
-          return []
-        }
-      })
+      const groupContracts = filterDefined(
+        groupContractIds.map((e) => contractsById[e.contractId])
+      )
+      const bets = groupContracts.map((e) => betsByContract[e.id] ?? [])
 
       const creatorScores = scoreCreators(groupContracts)
       const traderScores = scoreTraders(groupContracts, bets)