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HyperbolaPayoutCurvePiece,
MessageType,
PayoutCurvePieceType,
PayoutFunctionV0,
RoundingIntervals,
} from '@node-dlc/messaging';
import BigNumber from 'bignumber.js';
import { CETPayout } from '..';
import { splitIntoRanges } from './CETCalculator';
import PayoutCurve from './PayoutCurve';
export class HyperbolaPayoutCurve implements PayoutCurve {
constructor(
private a: BigNumber,
private b: BigNumber,
private c: BigNumber,
private d: BigNumber,
private translateOutcome: BigNumber,
private translatePayout: BigNumber,
private positive: boolean = true, // TODO: support negative pieces
) {}
getPayout(_x: bigint): BigNumber {
const { a, b, c, d, translateOutcome, translatePayout } = this;
const x = new BigNumber(Number(_x));
const payout = c
.times(
x
.minus(translateOutcome)
.plus(
x
.minus(translateOutcome)
.exponentiatedBy(2)
.minus(a.times(b).times(4))
.squareRoot(),
)
.div(a.times(2)),
)
.plus(
a
.times(d)
.times(2)
.div(
x
.minus(translateOutcome)
.plus(
x
.minus(translateOutcome)
.exponentiatedBy(2)
.minus(a.times(b).times(4))
.squareRoot(),
),
),
)
.plus(translatePayout);
return payout;
}
getOutcomeForPayout(payout: BigNumber): bigint {
const { a, b, c, d, translateOutcome, translatePayout } = this;
// Inverse function
// y=(-ad^{2}-bf_{2}^{2}+2bf_{2}x-bx^{2}+df_{1}f_{2}-df_{1}x)/(d(f_{2}-x))
Eif (c.eq(0)) {
const denominator = d.times(translatePayout.minus(payout));
if (denominator.eq(0)) {
return BigInt(-1);
}
const outcome = a
.negated()
.times(d.exponentiatedBy(2))
.minus(b.times(translatePayout.exponentiatedBy(2)))
.plus(b.times(translatePayout).times(payout).times(2))
.minus(b.times(payout.exponentiatedBy(2)))
.plus(d.times(translateOutcome).times(translatePayout))
.minus(d.times(translateOutcome).times(payout))
.dividedBy(denominator)
.integerValue();
Eif (outcome.isFinite()) return BigInt(outcome.toString());
return BigInt(-1);
} else {
// y=\left((\sqrt{((adf_{2}-adx+bcf_{2}-bcx-2c\cdot d\cdot f_{1})^{2}-4cd(a^{2}d^{2}-2abcd+abf_{2}^{2}-2abf_{2}x+abx^{2}-adf_{1}f_{2}+adf_{1}x+b^{2}c^{2}-bcf_{1}f_{2}+bcf_{1}x+c\cdot d\cdot f_{1}^{2}))}-adf_{2}+adx-bcf_{2}+bcx+2c\cdot d\cdot f_{1})\right)/(2cd)
throw new Error('Not supported');
}
}
toPayoutCurvePiece(): HyperbolaPayoutCurvePiece {
const { a, b, c, d, translateOutcome, translatePayout, positive } = this;
// Use the constructor with string values to avoid F64 dependency issues
const piece = new HyperbolaPayoutCurvePiece(
positive,
translateOutcome.toString(),
translatePayout.toString(),
a.toString(),
b.toString(),
c.toString(),
d.toString(),
);
return piece;
}
equals(curve: HyperbolaPayoutCurve): boolean {
return (
this.a.eq(curve.a) &&
this.b.eq(curve.b) &&
this.c.eq(curve.c) &&
this.d.eq(curve.d) &&
this.translateOutcome.eq(curve.translateOutcome) &&
this.translatePayout.eq(curve.translatePayout) &&
this.positive === curve.positive
);
}
static fromPayoutCurvePiece(
piece: HyperbolaPayoutCurvePiece,
): HyperbolaPayoutCurve {
// Convert F64 values to BigNumber using toDecimal().toString() to preserve precision
const a = new BigNumber(piece.a.toDecimal().toString());
const b = new BigNumber(piece.b.toDecimal().toString());
const c = new BigNumber(piece.c.toDecimal().toString());
const d = new BigNumber(piece.d.toDecimal().toString());
const translateOutcome = new BigNumber(
piece.translateOutcome.toDecimal().toString(),
);
const translatePayout = new BigNumber(
piece.translatePayout.toDecimal().toString(),
);
return new HyperbolaPayoutCurve(
a,
b,
c,
d,
translateOutcome,
translatePayout,
piece.usePositivePiece,
);
}
static computePayouts(
payoutFunction: PayoutFunctionV0,
totalCollateral: bigint,
roundingIntervals: RoundingIntervals,
): CETPayout[] {
if (payoutFunction.payoutFunctionPieces.length !== 1)
throw new Error('Must have at least one piece');
const {
endPoint,
payoutCurvePiece,
} = payoutFunction.payoutFunctionPieces[0];
if (
payoutCurvePiece.payoutCurvePieceType !==
PayoutCurvePieceType.Hyperbola &&
payoutCurvePiece.type !== MessageType.HyperbolaPayoutCurvePiece &&
payoutCurvePiece.type !== MessageType.OldHyperbolaPayoutCurvePiece
)
throw new Error('Payout curve piece must be a hyperbola');
const _payoutCurvePiece = payoutCurvePiece as HyperbolaPayoutCurvePiece;
const curve = this.fromPayoutCurvePiece(_payoutCurvePiece);
// For the new PayoutFunction structure, get the starting point from the hyperbola piece's leftEndPoint
// This matches the rust-dlc implementation where get_first_outcome() returns left_end_point.event_outcome
const initialEventOutcome =
_payoutCurvePiece.leftEndPoint?.eventOutcome || BigInt(0);
const initialOutcomePayout =
_payoutCurvePiece.leftEndPoint?.outcomePayout || BigInt(0);
return splitIntoRanges(
initialEventOutcome,
endPoint.eventOutcome,
initialOutcomePayout,
endPoint.outcomePayout,
totalCollateral,
curve,
roundingIntervals.intervals,
);
}
}
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