manifold/common/antes.ts
Marshall Polaris 7c4ec2a8e3
Refactor contract typing to be more concise and more correct (#355)
* Refactor contract types slightly

* Refactor contract types greatly

* Kill dead binary DPM contract creation code

* Use BinaryContract, DPMContract, etc. type aliases
2022-05-31 19:42:35 -07:00

154 lines
3.1 KiB
TypeScript

import { range } from 'lodash'
import { Bet, NumericBet } from './bet'
import { getDpmProbability, getValueFromBucket } from './calculate-dpm'
import {
CPMMBinaryContract,
DPMBinaryContract,
FreeResponseContract,
NumericContract,
} from './contract'
import { User } from './user'
import { LiquidityProvision } from './liquidity-provision'
import { noFees } from './fees'
export const FIXED_ANTE = 100
// deprecated
export const PHANTOM_ANTE = 0.001
export const MINIMUM_ANTE = 50
export const HOUSE_LIQUIDITY_PROVIDER_ID = 'IPTOzEqrpkWmEzh6hwvAyY9PqFb2' // @ManifoldMarkets' id
export function getCpmmInitialLiquidity(
providerId: string,
contract: CPMMBinaryContract,
anteId: string,
amount: number
) {
const { createdTime, p } = contract
const lp: LiquidityProvision = {
id: anteId,
userId: providerId,
contractId: contract.id,
createdTime,
isAnte: true,
amount: amount,
liquidity: amount,
p: p,
pool: { YES: 0, NO: 0 },
}
return lp
}
export function getAnteBets(
creator: User,
contract: DPMBinaryContract,
yesAnteId: string,
noAnteId: string
) {
const p = getDpmProbability(contract.totalShares)
const ante = contract.totalBets.YES + contract.totalBets.NO
const { createdTime } = contract
const yesBet: Bet = {
id: yesAnteId,
userId: creator.id,
contractId: contract.id,
amount: p * ante,
shares: Math.sqrt(p) * ante,
outcome: 'YES',
probBefore: p,
probAfter: p,
createdTime,
isAnte: true,
fees: noFees,
}
const noBet: Bet = {
id: noAnteId,
userId: creator.id,
contractId: contract.id,
amount: (1 - p) * ante,
shares: Math.sqrt(1 - p) * ante,
outcome: 'NO',
probBefore: p,
probAfter: p,
createdTime,
isAnte: true,
fees: noFees,
}
return { yesBet, noBet }
}
export function getFreeAnswerAnte(
anteBettorId: string,
contract: FreeResponseContract,
anteBetId: string
) {
const { totalBets, totalShares } = contract
const amount = totalBets['0']
const shares = totalShares['0']
const { createdTime } = contract
const anteBet: Bet = {
id: anteBetId,
userId: anteBettorId,
contractId: contract.id,
amount,
shares,
outcome: '0',
probBefore: 0,
probAfter: 1,
createdTime,
isAnte: true,
fees: noFees,
}
return anteBet
}
export function getNumericAnte(
anteBettorId: string,
contract: NumericContract,
ante: number,
newBetId: string
) {
const { bucketCount, createdTime } = contract
const betAnte = ante / bucketCount
const betShares = Math.sqrt(ante ** 2 / bucketCount)
const allOutcomeShares = Object.fromEntries(
range(0, bucketCount).map((_, i) => [i, betShares])
)
const allBetAmounts = Object.fromEntries(
range(0, bucketCount).map((_, i) => [i, betAnte])
)
const anteBet: NumericBet = {
id: newBetId,
userId: anteBettorId,
contractId: contract.id,
amount: ante,
allBetAmounts,
outcome: '0',
value: getValueFromBucket('0', contract),
shares: betShares,
allOutcomeShares,
probBefore: 0,
probAfter: 1 / bucketCount,
createdTime,
isAnte: true,
fees: noFees,
}
return anteBet
}