manifold/common/payouts-fixed.ts
2022-03-07 11:29:58 -06:00

134 lines
3.5 KiB
TypeScript

import * as _ from 'lodash'
import { Bet } from './bet'
import { getProbability } from './calculate'
import { deductFixedFees } from './calculate-fixed-payouts'
import { Binary, CPMM, FixedPayouts, FullContract } from './contract'
import { CREATOR_FEE } from './fees'
import { LiquidityProvision } from './liquidity-provision'
export const getFixedCancelPayouts = (
contract: FullContract<FixedPayouts, Binary>,
bets: Bet[],
liquidities: LiquidityProvision[]
) => {
const liquidityPayouts = liquidities.map((lp) => ({
userId: lp.userId,
payout: lp.amount,
}))
return bets
.filter((b) => !b.isAnte && !b.isLiquidityProvision)
.map((bet) => ({
userId: bet.userId,
payout: bet.amount,
}))
.concat(liquidityPayouts)
}
export const getStandardFixedPayouts = (
outcome: string,
contract: FullContract<FixedPayouts, Binary>,
bets: Bet[],
liquidities: LiquidityProvision[]
) => {
const winningBets = bets.filter((bet) => bet.outcome === outcome)
const payouts = winningBets.map(({ userId, amount, shares }) => {
const winnings = shares
const profit = winnings - amount
const payout = deductFixedFees(amount, winnings)
return { userId, profit, payout }
})
const profits = _.sumBy(payouts, (po) => Math.max(0, po.profit))
const creatorPayout = CREATOR_FEE * profits
console.log(
'resolved',
outcome,
'pool',
contract.pool,
'profits',
profits,
'creator fee',
creatorPayout
)
return payouts
.map(({ userId, payout }) => ({ userId, payout }))
.concat([{ userId: contract.creatorId, payout: creatorPayout }]) // add creator fee
.concat(getLiquidityPoolPayouts(contract, outcome, liquidities))
}
export const getLiquidityPoolPayouts = (
contract: FullContract<CPMM, Binary>,
outcome: string,
liquidities: LiquidityProvision[]
) => {
const providedLiquidity = _.sumBy(liquidities, (lp) => lp.liquidity)
const { pool } = contract
const finalPool = pool[outcome]
return liquidities.map((lp) => ({
userId: lp.userId,
payout: (lp.liquidity / providedLiquidity) * finalPool,
}))
}
export const getMktFixedPayouts = (
contract: FullContract<FixedPayouts, Binary>,
bets: Bet[],
liquidities: LiquidityProvision[],
resolutionProbability?: number
) => {
const p =
resolutionProbability === undefined
? getProbability(contract)
: resolutionProbability
const payouts = bets.map(({ userId, outcome, amount, shares }) => {
const betP = outcome === 'YES' ? p : 1 - p
const winnings = betP * shares
const profit = winnings - amount
const payout = deductFixedFees(amount, winnings)
return { userId, profit, payout }
})
const profits = _.sumBy(payouts, (po) => Math.max(0, po.profit))
const creatorPayout = CREATOR_FEE * profits
console.log(
'resolved MKT',
p,
'pool',
contract.pool,
'profits',
profits,
'creator fee',
creatorPayout
)
return payouts
.map(({ userId, payout }) => ({ userId, payout }))
.concat([{ userId: contract.creatorId, payout: creatorPayout }]) // add creator fee
.concat(getLiquidityPoolProbPayouts(contract, p, liquidities))
}
export const getLiquidityPoolProbPayouts = (
contract: FullContract<CPMM, Binary>,
p: number,
liquidities: LiquidityProvision[]
) => {
const providedLiquidity = _.sumBy(liquidities, (lp) => lp.liquidity)
const { pool } = contract
const finalPool = p * pool.YES + (1 - p) * pool.NO
return liquidities.map((lp) => ({
userId: lp.userId,
payout: (lp.liquidity / providedLiquidity) * finalPool,
}))
}