manifold/common/payouts.ts
mantikoros c183e00d47
Cfmm (#64)
* cpmm initial commit: common logic, cloud functions

* remove unnecessary property

* contract type

* rename 'calculate.ts' => 'calculate-dpm.ts'

* rename dpm calculations

* use focus hook

* mechanism-agnostic calculations

* bet panel: use new calculations

* use new calculations

* delete markets cloud function

* use correct contract type in scripts / functions

* calculate fixed payouts; bets list calculations

* new bet: use calculateCpmmPurchase

* getOutcomeProbabilityAfterBet

* use deductFixedFees

* fix auto-refactor

* fix antes

* separate logic to payouts-dpm, payouts-fixed

* liquidity provision tracking

* remove comment

* liquidity label

* create liquidity provision even if no ante bet

* liquidity fee

* use all bets for getFixedCancelPayouts

* updateUserBalance: allow negative balances

* store initialProbability in contracts

* turn on liquidity fee; turn off creator fee

* Include time param in tweet url, so image preview is re-fetched

* share redemption

* cpmm ContractBetsTable display

* formatMoney: handle minus zero

* filter out redemption bets

* track fees on contract and bets; change fee schedule for cpmm markets; only pay out creator fees at resolution

* small fixes

* small fixes

* Redeem shares pays back loans first

* Fix initial point on graph

* calculateCpmmPurchase: deduct creator fee

* Filter out redemption bets from feed

* set env to dev for user-testing purposes

* creator fees messaging

* new cfmm: k = y^(1-p) * n^p

* addCpmmLiquidity

* correct price function

* enable fees

* handle overflow

* liquidity provision tracking

* raise fees

* Fix merge error

* fix dpm free response payout for single outcome

* Fix DPM payout calculation

* Remove hardcoding as dev

Co-authored-by: James Grugett <jahooma@gmail.com>
2022-03-15 17:27:51 -05:00

136 lines
3.1 KiB
TypeScript

import * as _ from 'lodash'
import { Bet } 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,
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 getPayouts = (
outcome: string,
resolutions: {
[outcome: string]: number
},
contract: Contract,
bets: Bet[],
liquidities: LiquidityProvision[],
resolutionProbability?: number
): [Payout[], Fees] => {
if (contract.mechanism === 'cpmm-1' && contract.outcomeType === 'BINARY') {
const payouts = getFixedPayouts(
outcome,
contract,
bets,
liquidities,
resolutionProbability
)
return [payouts, contract.collectedFees]
}
return getDpmPayouts(
outcome,
resolutions,
contract,
bets,
resolutionProbability
)
}
export const getFixedPayouts = (
outcome: string,
contract: FullContract<FixedPayouts, Binary>,
bets: Bet[],
liquidities: LiquidityProvision[],
resolutionProbability?: number
): Payout[] => {
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
) => {
const openBets = bets.filter((b) => !b.isSold && !b.sale)
switch (outcome) {
case 'YES':
case 'NO':
return getDpmStandardPayouts(outcome, contract, openBets) as [
Payout[],
Fees
]
case 'MKT':
return contract.outcomeType === 'FREE_RESPONSE'
? (getPayoutsMultiOutcome(
resolutions,
contract as FullContract<DPM, Multi | FreeResponse>,
openBets
) as [Payout[], Fees])
: (getDpmMktPayouts(contract, openBets, resolutionProbability) as [
Payout[],
Fees
])
case 'CANCEL':
return getDpmCancelPayouts(contract, openBets) as [Payout[], Fees]
default:
// Outcome is a free response answer id.
return getDpmStandardPayouts(outcome, contract, openBets) as [
Payout[],
Fees
]
}
}