59 lines
1.6 KiB
TypeScript
59 lines
1.6 KiB
TypeScript
import { partition, sumBy } from 'lodash'
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import { Bet } from './bet'
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import { getProbability } from './calculate'
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import { CPMMContract } from './contract'
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import { noFees } from './fees'
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import { CandidateBet } from './new-bet'
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type RedeemableBet = Pick<Bet, 'outcome' | 'shares' | 'loanAmount'>
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export const getRedeemableAmount = (bets: RedeemableBet[]) => {
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const [yesBets, noBets] = partition(bets, (b) => b.outcome === 'YES')
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const yesShares = sumBy(yesBets, (b) => b.shares)
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const noShares = sumBy(noBets, (b) => b.shares)
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const shares = Math.max(Math.min(yesShares, noShares), 0)
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const soldFrac =
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shares > 0
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? Math.min(yesShares, noShares) / Math.max(yesShares, noShares)
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: 0
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const loanAmount = sumBy(bets, (bet) => bet.loanAmount ?? 0)
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const loanPayment = loanAmount * soldFrac
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const netAmount = shares - loanPayment
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return { shares, loanPayment, netAmount }
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}
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export const getRedemptionBets = (
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shares: number,
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loanPayment: number,
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contract: CPMMContract
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) => {
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const p = getProbability(contract)
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const createdTime = Date.now()
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const yesBet: CandidateBet = {
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contractId: contract.id,
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amount: p * -shares,
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shares: -shares,
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loanAmount: loanPayment ? -loanPayment / 2 : 0,
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outcome: 'YES',
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probBefore: p,
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probAfter: p,
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createdTime,
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isRedemption: true,
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fees: noFees,
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}
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const noBet: CandidateBet = {
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contractId: contract.id,
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amount: (1 - p) * -shares,
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shares: -shares,
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loanAmount: loanPayment ? -loanPayment / 2 : 0,
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outcome: 'NO',
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probBefore: p,
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probAfter: p,
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createdTime,
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isRedemption: true,
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fees: noFees,
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}
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return [yesBet, noBet]
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}
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