Revert "Revert limit again"

This reverts commit c466a6b.
manifoldmarkets · Jul 9, 2024 · 5dbc839 · 5dbc839
1 parent c466a6b
commit 5dbc839
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Showing 2 changed files with 30 additions and 15 deletions.
diff --git a/common/src/calculate-cpmm-arbitrage.ts b/common/src/calculate-cpmm-arbitrage.ts
@@ -10,6 +10,7 @@ import { computeFills } from './new-bet'
 import { floatingEqual } from './util/math'
 import { Fees, getFeesSplit, getTakerFee, noFees, sumAllFees } from './fees'
 import { addObjects } from './util/object'
+import { MAX_CPMM_PROB, MIN_CPMM_PROB } from 'common/contract'
 
 const DEBUG = false
 export type ArbitrageBetArray = ReturnType<typeof combineBetsOnSameAnswers>
@@ -18,11 +19,17 @@ export function calculateCpmmMultiArbitrageBet(
   answerToBuy: Answer,
   outcome: 'YES' | 'NO',
   betAmount: number,
-  limitProb: number | undefined,
+  initialLimitProb: number | undefined,
   unfilledBets: LimitBet[],
   balanceByUserId: { [userId: string]: number },
   collectedFees: Fees
 ) {
+  const limitProb =
+    initialLimitProb !== undefined
+      ? initialLimitProb
+      : outcome === 'YES'
+      ? MAX_CPMM_PROB
+      : MIN_CPMM_PROB
   const result =
     outcome === 'YES'
       ? calculateCpmmMultiArbitrageBetYes(

diff --git a/common/src/new-bet.ts b/common/src/new-bet.ts
@@ -498,7 +498,7 @@ const getNewMultiCpmmBetsInfoSumsToOne = (
   answers: Answer[],
   answersToBuy: Answer[],
   outcome: 'YES' | 'NO',
-  betAmount: number,
+  initialBetAmount: number,
   limitProb: number | undefined,
   unfilledBets: LimitBet[],
   balanceByUserId: { [userId: string]: number },
@@ -512,21 +512,24 @@ const getNewMultiCpmmBetsInfoSumsToOne = (
       answers,
       answersToBuy[0],
       outcome,
-      betAmount,
+      initialBetAmount,
       limitProb,
       unfilledBets,
       balanceByUserId,
       contract.collectedFees
     )
+    if (newBetResult.takers.length === 0 && !limitProb) {
+      throw new APIError(400, 'Betting allowed only between 1-99%.')
+    }
     newBetResults.push(...([newBetResult] as ArbitrageBetArray))
     if (otherBetResults.length > 0)
       otherBetsResults.push(...(otherBetResults as ArbitrageBetArray))
   } else {
-    // TODO: only accepts YES bets atm
+    // NOTE: only accepts YES bets atm
     const multiRes = calculateCpmmMultiArbitrageYesBets(
       answers,
       answersToBuy,
-      betAmount,
+      initialBetAmount,
       limitProb,
       unfilledBets,
       balanceByUserId,
@@ -539,28 +542,33 @@ const getNewMultiCpmmBetsInfoSumsToOne = (
   return newBetResults.map((newBetResult, i) => {
     const { takers, cpmmState, answer: updatedAnswer, totalFees } = newBetResult
     const probAfter = getCpmmProbability(cpmmState.pool, cpmmState.p)
-    const amount = sumBy(takers, 'amount')
-    const shares = sumBy(takers, 'shares')
+    const takerAmount = sumBy(takers, 'amount')
+    const takerShares = sumBy(takers, 'shares')
     const answer = answers.find((a) => a.id === updatedAnswer.id) as Answer
-    const multiBuyAmount = sumBy(
+    const multiBuyTakerAmount = sumBy(
       newBetResults.flatMap((r) => r.takers),
       'amount'
     )
+    const betAmount = limitProb
+      ? initialBetAmount
+      : isMultiBuy
+      ? multiBuyTakerAmount
+      : takerAmount
 
     const newBet: CandidateBet = removeUndefinedProps({
+      orderAmount: betAmount,
+      amount: takerAmount,
+      shares: takerShares,
+      isFilled: isMultiBuy
+        ? floatingEqual(multiBuyTakerAmount, betAmount)
+        : floatingEqual(takerAmount, betAmount),
+      fills: takers,
       contractId: contract.id,
       outcome,
-      orderAmount: betAmount,
       limitProb,
       isCancelled: false,
-      amount,
       loanAmount: 0,
-      shares,
       answerId: answer.id,
-      fills: takers,
-      isFilled: isMultiBuy
-        ? floatingEqual(multiBuyAmount, betAmount)
-        : floatingEqual(amount, betAmount),
       probBefore: answer.prob,
       probAfter,
       createdTime: now,