152 lines
4.0 KiB
TypeScript
152 lines
4.0 KiB
TypeScript
import * as admin from 'firebase-admin'
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import { sortBy } from 'lodash'
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import { initAdmin } from './script-init'
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initAdmin()
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import {
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Contract,
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DPMBinaryContract,
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CPMMBinaryContract,
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} from '../../../common/contract'
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import { Bet } from '../../../common/bet'
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import {
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calculateDpmPayout,
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getDpmProbability,
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} from '../../../common/calculate-dpm'
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import { getCpmmInitialLiquidity } from '../../../common/antes'
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import { noFees } from '../../../common/fees'
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import { addObjects } from '../../../common/util/object'
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type DocRef = admin.firestore.DocumentReference
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const firestore = admin.firestore()
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async function recalculateContract(contractRef: DocRef, isCommit = false) {
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await firestore.runTransaction(async (transaction) => {
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const contractDoc = await transaction.get(contractRef)
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const contract = contractDoc.data() as DPMBinaryContract
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if (!contract?.slug) {
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console.log('missing slug; id=', contractRef.id)
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return
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}
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console.log('recalculating', contract.slug)
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if (
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contract.mechanism !== 'dpm-2' ||
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contract.outcomeType !== 'BINARY' ||
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contract.resolution
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) {
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console.log('invalid candidate to port to cfmm')
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return
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}
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const betsRef = contractRef.collection('bets')
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const betDocs = await transaction.get(betsRef)
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const bets = sortBy(
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betDocs.docs.map((d) => d.data() as Bet),
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(b) => b.createdTime
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)
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const getSoldBetPayout = (bet: Bet) => {
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const soldBet = bets.find((b) => bet.sale?.betId === b.id)
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return soldBet
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? -soldBet.amount / Math.sqrt(soldBet.probBefore * soldBet.probAfter)
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: 0
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}
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for (const bet of bets) {
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const shares = bet.sale
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? getSoldBetPayout(bet)
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: bet.isSold
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? bet.amount / Math.sqrt(bet.probBefore * bet.probAfter) // make up fake share qty
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: calculateDpmPayout(contract, bet, contract.resolution ?? bet.outcome)
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console.log(
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'converting',
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bet.shares,
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bet.outcome,
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bet.isSold ? '(sold)' : '',
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'shares to',
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shares
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)
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if (isCommit)
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transaction.update(betsRef.doc(bet.id), {
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shares,
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dpmShares: bet.shares,
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})
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}
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const prob =
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contract.resolutionProbability ?? getDpmProbability(contract.totalShares)
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const ante = 100
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const newPool = { YES: ante, NO: ante }
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console.log('creating liquidity pool at p=', prob, 'for M$', ante)
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const contractUpdate: Partial<Contract> = {
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pool: newPool,
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p: prob,
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mechanism: 'cpmm-1',
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totalLiquidity: ante,
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collectedFees: addObjects(contract.collectedFees ?? noFees, noFees),
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}
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const additionalInfo = {
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cfmmConversionTime: Date.now(),
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dpmPool: contract.pool,
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}
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const liquidityDocRef = contractRef.collection('liquidity').doc()
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const lp = getCpmmInitialLiquidity(
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'IPTOzEqrpkWmEzh6hwvAyY9PqFb2', // use @ManifoldMarkets' id
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{
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...contract,
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...contractUpdate,
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} as CPMMBinaryContract,
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liquidityDocRef.id,
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ante
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)
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if (isCommit) {
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transaction.update(contractRef, {
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...contractUpdate,
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...additionalInfo,
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})
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transaction.set(liquidityDocRef, lp)
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console.log('updated', contract.slug)
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}
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})
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}
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async function main() {
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const slug = process.argv[2]
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const isCommit = process.argv[3] === 'commit'
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const contractRefs =
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slug === 'all'
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? await firestore.collection('contracts').listDocuments()
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: await firestore
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.collection('contracts')
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.where('slug', '==', slug)
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.get()
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.then((snap) =>
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!snap.empty ? [firestore.doc(`contracts/${snap.docs[0].id}`)] : []
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)
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for (const contractRef of contractRefs) {
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await recalculateContract(contractRef, isCommit).catch((e) =>
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console.log('error: ', e, 'id=', contractRef.id)
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)
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console.log()
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console.log()
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}
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}
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if (require.main === module) main().then(() => process.exit())
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