manifold/common/payouts.ts
James Grugett 76f27d1a93
Numeric range markets!! (#146)
* 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>
2022-05-19 12:42:03 -05:00

142 lines
3.3 KiB
TypeScript

import * as _ from 'lodash'
import { Bet, NumericBet } from './bet'
import {
Binary,
Contract,
DPM,
FixedPayouts,
FreeResponse,
FullContract,
Multi,
} from './contract'
import { Fees } from './fees'
import { LiquidityProvision } from './liquidity-provision'
import {
getDpmCancelPayouts,
getDpmMktPayouts,
getDpmStandardPayouts,
getNumericDpmPayouts,
getPayoutsMultiOutcome,
} from './payouts-dpm'
import {
getFixedCancelPayouts,
getMktFixedPayouts,
getStandardFixedPayouts,
} from './payouts-fixed'
export type Payout = {
userId: string
payout: number
}
export const getLoanPayouts = (bets: Bet[]): Payout[] => {
const betsWithLoans = bets.filter((bet) => bet.loanAmount)
const betsByUser = _.groupBy(betsWithLoans, (bet) => bet.userId)
const loansByUser = _.mapValues(betsByUser, (bets) =>
_.sumBy(bets, (bet) => -(bet.loanAmount ?? 0))
)
return _.toPairs(loansByUser).map(([userId, payout]) => ({ userId, payout }))
}
export const groupPayoutsByUser = (payouts: Payout[]) => {
const groups = _.groupBy(payouts, (payout) => payout.userId)
return _.mapValues(groups, (group) => _.sumBy(group, (g) => g.payout))
}
export type PayoutInfo = {
payouts: Payout[]
creatorPayout: number
liquidityPayouts: Payout[]
collectedFees: Fees
}
export const getPayouts = (
outcome: string,
resolutions: {
[outcome: string]: number
},
contract: Contract,
bets: Bet[],
liquidities: LiquidityProvision[],
resolutionProbability?: number
): PayoutInfo => {
if (contract.mechanism === 'cpmm-1' && contract.outcomeType === 'BINARY') {
return getFixedPayouts(
outcome,
contract,
bets,
liquidities,
resolutionProbability
)
}
return getDpmPayouts(
outcome,
resolutions,
contract,
bets,
resolutionProbability
)
}
export const getFixedPayouts = (
outcome: string,
contract: FullContract<FixedPayouts, Binary>,
bets: Bet[],
liquidities: LiquidityProvision[],
resolutionProbability?: number
) => {
switch (outcome) {
case 'YES':
case 'NO':
return getStandardFixedPayouts(outcome, contract, bets, liquidities)
case 'MKT':
return getMktFixedPayouts(
contract,
bets,
liquidities,
resolutionProbability
)
default:
case 'CANCEL':
return getFixedCancelPayouts(bets, liquidities)
}
}
export const getDpmPayouts = (
outcome: string,
resolutions: {
[outcome: string]: number
},
contract: Contract,
bets: Bet[],
resolutionProbability?: number
): PayoutInfo => {
const openBets = bets.filter((b) => !b.isSold && !b.sale)
switch (outcome) {
case 'YES':
case 'NO':
return getDpmStandardPayouts(outcome, contract, openBets)
case 'MKT':
return contract.outcomeType === 'FREE_RESPONSE'
? getPayoutsMultiOutcome(
resolutions,
contract as FullContract<DPM, Multi | FreeResponse>,
openBets
)
: getDpmMktPayouts(contract, openBets, resolutionProbability)
case 'CANCEL':
return getDpmCancelPayouts(contract, openBets)
default:
if (contract.outcomeType === 'NUMERIC')
return getNumericDpmPayouts(outcome, contract, openBets as NumericBet[])
// Outcome is a free response answer id.
return getDpmStandardPayouts(outcome, contract, openBets)
}
}