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