76f27d1a93
* Numeric contract type * Create market numeric type * Add numeric graph (coded without testing) * Outline of numeric bet panel * Update bet panel logic * create numeric contracts * remove batching for antes for numeric markets * Remove focus * numeric market range [1, 100] * Zoom graph * Hide bet panels * getNumericBets * Add numeric resolution panel * Use getNumericBets in bet panel calc * Switch bucket count to 100 * Parallelize ante creation * placeBet for numeric markets * halve std of numeric bets * Update resolveMarket with numeric type * Set min and max for contract * lower std for numeric bets * calculateNumericDpmShares: use sorted order * Use min and max to map the input * Fix probability calc * normpdf variance mislabeled * range input * merge * change numeric graph color * fix getNewContract params * bet panel labels * validation * number input * fix bucketing * bucket input, numeric resolution panel * outcome label * merge * numeric bet panel on mobile * Make text underneath filled green answer bar selectable * Default to 'all' feed category when loading page. * fix numeric resolution panel * fix numeric bet panel calculations * display numeric resolution * don't render NumericBetPanel for non numeric markets * numeric bets: store shares, bet amounts across buckets in each bet object * restore your bets for numeric markets * numeric pnl calculations * remove hasUserHitManaLimit * contrain contract type * handle undefined allOutcomeShares * numeric ante bet amount * use correct amount for numeric dpm payouts * change numeric graph/outcome color * numeric constants * hack to show correct numeric payout in calculateDpmPayoutAfterCorrectBet * remove comment * fix ante display in bet list * halve bucket count * cast to NumericContract * fix merge imports * OUTCOME_TYPES * typo * lower bucket count to 200 * store raw numeric value with bet * store raw numeric resolution value * number input max length * create page: min, max to undefined if not numeric market * numeric resolution formatting * expected value for numeric markets * expected value for numeric markets * rearrange lines for readability * move normalpdf to util/math * show bets tab * check if outcomeMode is undefined * remove extraneous auto-merge cruft * hide comment status for numeric markets * import Co-authored-by: mantikoros <sgrugett@gmail.com>
220 lines
5.5 KiB
TypeScript
220 lines
5.5 KiB
TypeScript
import * as _ from 'lodash'
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import { Bet, MAX_LOAN_PER_CONTRACT, NumericBet } from './bet'
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import {
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calculateDpmShares,
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getDpmProbability,
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getDpmOutcomeProbability,
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getNumericBets,
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calculateNumericDpmShares,
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} from './calculate-dpm'
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import { calculateCpmmPurchase, getCpmmProbability } from './calculate-cpmm'
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import {
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Binary,
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CPMM,
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DPM,
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FreeResponse,
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FullContract,
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Multi,
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NumericContract,
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} from './contract'
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import { User } from './user'
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import { noFees } from './fees'
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import { addObjects } from './util/object'
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import { NUMERIC_FIXED_VAR } from './numeric-constants'
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export const getNewBinaryCpmmBetInfo = (
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user: User,
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outcome: 'YES' | 'NO',
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amount: number,
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contract: FullContract<CPMM, Binary>,
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loanAmount: number,
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newBetId: string
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) => {
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const { shares, newPool, newP, fees } = calculateCpmmPurchase(
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contract,
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amount,
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outcome
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)
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const newBalance = user.balance - (amount - loanAmount)
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const { pool, p, totalLiquidity } = contract
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const probBefore = getCpmmProbability(pool, p)
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const probAfter = getCpmmProbability(newPool, newP)
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const newBet: Bet = {
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id: newBetId,
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userId: user.id,
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contractId: contract.id,
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amount,
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shares,
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outcome,
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fees,
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loanAmount,
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probBefore,
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probAfter,
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createdTime: Date.now(),
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}
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const { liquidityFee } = fees
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const newTotalLiquidity = (totalLiquidity ?? 0) + liquidityFee
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return { newBet, newPool, newP, newBalance, newTotalLiquidity, fees }
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}
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export const getNewBinaryDpmBetInfo = (
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user: User,
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outcome: 'YES' | 'NO',
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amount: number,
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contract: FullContract<DPM, Binary>,
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loanAmount: number,
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newBetId: string
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) => {
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const { YES: yesPool, NO: noPool } = contract.pool
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const newPool =
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outcome === 'YES'
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? { YES: yesPool + amount, NO: noPool }
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: { YES: yesPool, NO: noPool + amount }
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const shares = calculateDpmShares(contract.totalShares, amount, outcome)
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const { YES: yesShares, NO: noShares } = contract.totalShares
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const newTotalShares =
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outcome === 'YES'
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? { YES: yesShares + shares, NO: noShares }
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: { YES: yesShares, NO: noShares + shares }
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const { YES: yesBets, NO: noBets } = contract.totalBets
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const newTotalBets =
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outcome === 'YES'
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? { YES: yesBets + amount, NO: noBets }
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: { YES: yesBets, NO: noBets + amount }
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const probBefore = getDpmProbability(contract.totalShares)
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const probAfter = getDpmProbability(newTotalShares)
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const newBet: Bet = {
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id: newBetId,
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userId: user.id,
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contractId: contract.id,
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amount,
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loanAmount,
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shares,
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outcome,
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probBefore,
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probAfter,
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createdTime: Date.now(),
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fees: noFees,
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}
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const newBalance = user.balance - (amount - loanAmount)
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return { newBet, newPool, newTotalShares, newTotalBets, newBalance }
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}
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export const getNewMultiBetInfo = (
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user: User,
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outcome: string,
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amount: number,
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contract: FullContract<DPM, Multi | FreeResponse>,
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loanAmount: number,
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newBetId: string
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) => {
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const { pool, totalShares, totalBets } = contract
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const prevOutcomePool = pool[outcome] ?? 0
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const newPool = { ...pool, [outcome]: prevOutcomePool + amount }
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const shares = calculateDpmShares(contract.totalShares, amount, outcome)
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const prevShares = totalShares[outcome] ?? 0
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const newTotalShares = { ...totalShares, [outcome]: prevShares + shares }
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const prevTotalBets = totalBets[outcome] ?? 0
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const newTotalBets = { ...totalBets, [outcome]: prevTotalBets + amount }
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const probBefore = getDpmOutcomeProbability(totalShares, outcome)
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const probAfter = getDpmOutcomeProbability(newTotalShares, outcome)
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const newBet: Bet = {
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id: newBetId,
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userId: user.id,
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contractId: contract.id,
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amount,
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loanAmount,
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shares,
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outcome,
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probBefore,
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probAfter,
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createdTime: Date.now(),
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fees: noFees,
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}
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const newBalance = user.balance - (amount - loanAmount)
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return { newBet, newPool, newTotalShares, newTotalBets, newBalance }
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}
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export const getNumericBetsInfo = (
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user: User,
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value: number,
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outcome: string,
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amount: number,
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contract: NumericContract,
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newBetId: string
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) => {
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const { pool, totalShares, totalBets } = contract
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const bets = getNumericBets(contract, outcome, amount, NUMERIC_FIXED_VAR)
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const allBetAmounts = Object.fromEntries(bets)
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const newTotalBets = addObjects(totalBets, allBetAmounts)
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const newPool = addObjects(pool, allBetAmounts)
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const { shares, totalShares: newTotalShares } = calculateNumericDpmShares(
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contract.totalShares,
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bets
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)
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const allOutcomeShares = Object.fromEntries(
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bets.map(([outcome], i) => [outcome, shares[i]])
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)
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const probBefore = getDpmOutcomeProbability(totalShares, outcome)
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const probAfter = getDpmOutcomeProbability(newTotalShares, outcome)
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const newBet: NumericBet = {
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id: newBetId,
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userId: user.id,
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contractId: contract.id,
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value,
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amount,
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allBetAmounts,
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shares: shares.find((s, i) => bets[i][0] === outcome) ?? 0,
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allOutcomeShares,
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outcome,
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probBefore,
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probAfter,
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createdTime: Date.now(),
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fees: noFees,
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}
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const newBalance = user.balance - amount
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return { newBet, newPool, newTotalShares, newTotalBets, newBalance }
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}
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export const getLoanAmount = (yourBets: Bet[], newBetAmount: number) => {
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const openBets = yourBets.filter((bet) => !bet.isSold && !bet.sale)
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const prevLoanAmount = _.sumBy(openBets, (bet) => bet.loanAmount ?? 0)
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const loanAmount = Math.min(
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newBetAmount,
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MAX_LOAN_PER_CONTRACT - prevLoanAmount
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)
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return loanAmount
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}
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