manifold/common/util/math.ts
James Grugett 80ae551ca9
🧾 Limit orders! (#495)
* Simple limit order UI

* Update bet schema

* Restrict bet panel / bet row to only CPMMBinaryContracts (all binary DPM are resolved)

* Limit orders partway implemented

* Update follow leaderboard copy

* Change cpmm code to take some state instead of whole contract

* Write more of matching algorithm

* Fill in more of placebet

* Use client side contract search for emulator

* More correct matching

* Merge branch 'main' into limit-orders

* Some cleanup

* Listen for unfilled bets in bet panel. Calculate how the probability moves based on open limit orders.

* Simpler switching between bet & limit bet.

* Render your open bets (unfilled limit orders)

* Cancel bet endpoint.

* Fix build error

* Rename open bets to limit bets. Tweak payout calculation

* Limit probability selector to 1-99

* Deduct user balance only on each fill. Store orderAmount of bet. Timestamp of fills.

* Use floating equal to check if have shares

* Add limit order switcher to mobile bet dialog

* Support limit orders on numeric markets

* Allow CORS exception for Vercel deployments

* Remove console.logs

* Update user balance by new bet amount

* Tweak vercel cors

* Try another regexp for vercel cors

* Test another vercel regex

* Slight notifications refactor

* Fix docs edit link (#624)

* Fix docs edit link

* Update github links

* Small groups UX changes

* Groups UX on mobile

* Leaderboards => Rankings on groups

* Unused vars

* create: remove automatic setting of log scale

* Use react-query to cache notifications (#625)

* Use react-query to cache notifications

* Fix imports

* Cleanup

* Limit unseen notifs query

* Catch the bounced query

* Don't use interval

* Unused var

* Avoid flash of page nav

* Give notification question priority & 2 lines

* Right justify timestamps

* Rewording

* Margin

* Simplify error msg

* Be explicit about limit for unseen notifs

* Pass limit > 0

* Remove category filters

* Remove category selector references

* Track notification clicks

* Analyze tab usage

* Bold more on new group chats

* Add API route for listing a bets by user (#567)

* Add API route for getting a user's bets

* Refactor bets API to use /bets

* Update /markets to use zod validation

* Update docs

* Clone missing indexes from firestore

* Minor notif spacing adjustments

* Enable tipping on group chats w/ notif (#629)

* Tweak cors regex for vercel

* Your limit bets

* Implement selling shares

* Merge branch 'main' into limit-orders

* Fix lint

* Move binary search to util file

* Add note that there might be closed form

* Add tooltip to explain limit probability

* Tweak

* Cancel your limit orders if you run out of money

* Don't show amount error in probability input

* Require limit prob to be >= .1% and <= 99.9%

* Fix focus input bug

* Simplify mobile betting dialog

* Move mobile limit bets list into bet dialog.

* Small fixes to existing sell shares client

* Lint

* Refactor useSaveShares to actually read from localStorage, use less bug-prone interface.

* Fix NaN error

* Remove TODO

* Simple bet fill notification

* Tweak wording

* Sort limit bets by limit prob

* Padding on limit bets

* Match header size

Co-authored-by: Ian Philips <iansphilips@gmail.com>
Co-authored-by: ahalekelly <ahalekelly@gmail.com>
Co-authored-by: mantikoros <sgrugett@gmail.com>
Co-authored-by: Ben Congdon <ben@congdon.dev>
Co-authored-by: Austin Chen <akrolsmir@gmail.com>
2022-07-10 13:05:44 -05:00

51 lines
1.2 KiB
TypeScript

import { sortBy, sum } from 'lodash'
export const logInterpolation = (min: number, max: number, value: number) => {
if (value <= min) return 0
if (value >= max) return 1
return Math.log(value - min + 1) / Math.log(max - min + 1)
}
export function normpdf(x: number, mean = 0, variance = 1) {
if (variance === 0) {
return x === mean ? Infinity : 0
}
return (
Math.exp((-0.5 * Math.pow(x - mean, 2)) / variance) /
Math.sqrt(TAU * variance)
)
}
export const TAU = Math.PI * 2
export function median(xs: number[]) {
if (xs.length === 0) return NaN
const sorted = sortBy(xs, (x) => x)
const mid = Math.floor(sorted.length / 2)
if (sorted.length % 2 === 0) {
return (sorted[mid - 1] + sorted[mid]) / 2
}
return sorted[mid]
}
export function average(xs: number[]) {
return sum(xs) / xs.length
}
const EPSILON = 0.00000001
export function floatingEqual(a: number, b: number, epsilon = EPSILON) {
return Math.abs(a - b) < epsilon
}
export function floatingGreaterEqual(a: number, b: number, epsilon = EPSILON) {
return a + epsilon >= b
}
export function floatingLesserEqual(a: number, b: number, epsilon = EPSILON) {
return a - epsilon <= b
}