129 lines
3.2 KiB
TypeScript
129 lines
3.2 KiB
TypeScript
import { Bet } from "./bet";
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import { Contract } from "./contract";
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import { CREATOR_FEE, FEES } from "./fees";
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export const getCancelPayouts = (truePool: number, bets: Bet[]) => {
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console.log("resolved N/A, pool M$", truePool);
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const betSum = sumBy(bets, (b) => b.amount);
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return bets.map((bet) => ({
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userId: bet.userId,
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payout: (bet.amount / betSum) * truePool,
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}));
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};
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export const getStandardPayouts = (
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outcome: string,
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truePool: number,
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contract: Contract,
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bets: Bet[]
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) => {
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const [yesBets, noBets] = partition(bets, (bet) => bet.outcome === "YES");
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const winningBets = outcome === "YES" ? yesBets : noBets;
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const betSum = sumBy(winningBets, (b) => b.amount);
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if (betSum >= truePool) return getCancelPayouts(truePool, winningBets);
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const creatorPayout = CREATOR_FEE * truePool;
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console.log(
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"resolved",
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outcome,
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"pool: M$",
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truePool,
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"creator fee: M$",
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creatorPayout
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);
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const shareDifferenceSum = sumBy(winningBets, (b) => b.shares - b.amount);
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const winningsPool = truePool - betSum;
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const winnerPayouts = winningBets.map((bet) => ({
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userId: bet.userId,
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payout:
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(1 - FEES) *
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(bet.amount +
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((bet.shares - bet.amount) / shareDifferenceSum) * winningsPool),
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}));
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return winnerPayouts.concat([
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{ userId: contract.creatorId, payout: creatorPayout },
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]); // add creator fee
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};
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export const getMktPayouts = (
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truePool: number,
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contract: Contract,
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bets: Bet[]
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) => {
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const p =
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contract.pool.YES ** 2 / (contract.pool.YES ** 2 + contract.pool.NO ** 2);
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console.log("Resolved MKT at p=", p, "pool: $M", truePool);
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const [yesBets, noBets] = partition(bets, (bet) => bet.outcome === "YES");
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const weightedBetTotal =
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p * sumBy(yesBets, (b) => b.amount) +
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(1 - p) * sumBy(noBets, (b) => b.amount);
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if (weightedBetTotal >= truePool) {
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return bets.map((bet) => ({
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userId: bet.userId,
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payout:
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(((bet.outcome === "YES" ? p : 1 - p) * bet.amount) /
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weightedBetTotal) *
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truePool,
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}));
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}
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const winningsPool = truePool - weightedBetTotal;
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const weightedShareTotal =
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p * sumBy(yesBets, (b) => b.shares - b.amount) +
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(1 - p) * sumBy(noBets, (b) => b.shares - b.amount);
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const yesPayouts = yesBets.map((bet) => ({
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userId: bet.userId,
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payout:
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(1 - FEES) *
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(p * bet.amount +
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((p * (bet.shares - bet.amount)) / weightedShareTotal) * winningsPool),
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}));
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const noPayouts = noBets.map((bet) => ({
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userId: bet.userId,
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payout:
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(1 - FEES) *
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((1 - p) * bet.amount +
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(((1 - p) * (bet.shares - bet.amount)) / weightedShareTotal) *
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winningsPool),
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}));
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const creatorPayout = CREATOR_FEE * truePool;
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return [
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...yesPayouts,
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...noPayouts,
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{ userId: contract.creatorId, payout: creatorPayout },
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];
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};
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const partition = <T>(array: T[], f: (t: T) => boolean) => {
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const yes = [];
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const no = [];
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for (let t of array) {
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if (f(t)) yes.push(t);
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else no.push(t);
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}
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return [yes, no] as [T[], T[]];
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};
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const sumBy = <T>(array: T[], f: (t: T) => number) => {
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const values = array.map(f);
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return values.reduce((prev, cur) => prev + cur, 0);
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};
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