ppai/server/models/Markets.js

import Logs from "../libs/logs.js";

import { platformGet, platformPost } from "../libs/platformRequest.js";
import eventSolutions from '../triangle/eventSolutions.js';

const MAKER_FEE_RATE = 0.03;
const MAKER_REBATE_RATE = 0.25;
const MIN_PROFIT_RATE = -1;
const PINNACLE_MIN_RISK_STAKE = 1;

/**
 * 精确浮点数字
 * @param {number} number
 * @param {number} x
 * @returns {number}
 */
const fixFloat = (number, x=3) => {
  return parseFloat(number.toFixed(x));
}

/**
 * 计算符合比例的最大和最小数组
 */
const findMaxMinGroup = (ratios, minVals=10, maxVals=1000) => {
  const n = ratios.length;

  // 1. 计算比例总和 & 归一化比例
  const totalRatio = ratios.reduce((a, b) => a + b, 0);
  const proportions = ratios.map(r => r / totalRatio);

  // 2. 计算每个位置允许的最大/最小倍数
  let maxPossibleScale = Infinity;
  let minPossibleScale = 0;   // 如果允许0，通常从0开始

  for (let i = 0; i < n; i++) {
    // 上限约束
    if (proportions[i] > 0) {
      maxPossibleScale = Math.min(maxPossibleScale, maxVals[i] / proportions[i]);
    }
    // 下限约束（如果 minVals[i] > 0 才有意义）
    if (proportions[i] > 0 && minVals[i] > 0) {
      minPossibleScale = Math.max(minPossibleScale, minVals[i] / proportions[i]);
    }
  }

  // 3. 最终取值
  const maxGroup = proportions.map(p => p * maxPossibleScale);
  const minGroup = proportions.map(p => p * Math.max(minPossibleScale, 0));

  return {
    maxGroup: maxGroup.map(v => fixFloat(v)), // 可控制精度
    minGroup: minGroup.map(v => fixFloat(v)),
    proportions: proportions.map(v => fixFloat(v)),
    scaleForMax: fixFloat(maxPossibleScale),
    scaleForMin: fixFloat(minPossibleScale)
  };
}

/**
 * 解析吃单手续费比
 * 固定金额吃卖单时，手续费比约等于 费率*(1-价格)
 * @param {*} price
 * @returns {number}
 */
const parseAskFee = (price) => {
  return fixFloat(100 * MAKER_FEE_RATE * (1 - price), 4);
}

/**
 * 解析挂单返佣比
 * 固定金额挂买单时，返佣比约等于 费率*(1-价格)*返佣比例
 * @param {*} price
 * @returns {number}
 */
const parseBidRebate = (price) => {
  return fixFloat(100 * MAKER_FEE_RATE * (1 - price) * MAKER_REBATE_RATE, 4);
}

/**
 * 获取polymarket盘口信息
 * @param {*} ior
 * @param {*} id
 * @returns
 */
const getPolymarketIorInfo = async (ior, id) => {
  return platformGet(`http://127.0.0.1:9021/api/trading/get_ior_info/${id}/${ior}`)
  .then(res => res.data)
  .catch(err => {
    Logs.errDev('get polymarket ior info error', err);
    return Promise.reject(err);
  });
}

/**
 * 获取pinnacle盘口信息
 * @param {*} ior
 * @param {*} id
 * @returns
 */
const getPinnacleIorInfo = async (ior, id) => {
  return platformGet(`https://cb.long.bid/api/trading/get_ior_info/${id}/${ior}`)
  .then(res => res.data)
  .catch(err => {
    Logs.errDev('get pinnacle ior info error', err);
    return Promise.reject(err);
  });
}

/**
 * 获取平台盘口id信息
 */
export const getPlatformIorInfo = async (ior, platform, id) => {
  const getInfo = {
    polymarket() {
      return getPolymarketIorInfo(ior, id);
    },
    pinnacle() {
      return getPinnacleIorInfo(ior, id);
    }
  }
  const result = await getInfo[platform]?.();
  Logs.outDev('getPlatformIorInfo', { ior, platform, id },result);
  return result;
}

/**
 * 获取polymarket盘口详细信息
 */
const getPolymarketIorDetailInfo = async (info) => {
  Logs.outDev('get polymarket ior detail info', info);
  const { id } = info;
  return platformGet(`http://127.0.0.1:9021/api/trading/orderbook/${id}`)
  .then(res => res.data)
  .catch(err => {
    Logs.errDev('get polymarket ior detail info error', err);
    return Promise.reject(err);
  });
}

/**
 * 获取pinnacle盘口详细信息
 */
const getPinnacleIorDetailInfo = async (info, channel) => {
  Logs.outDev('get pinnacle ior detail info', { info, channel });
  return platformPost(`http://127.0.0.1:9021/api/trading/get_line_info`, { info, channel })
  .then(res => res.data)
  .catch(err => {
    Logs.errDev('get pinnacle ior detail info error', err);
    return Promise.reject(err);
  });
}

/**
 * 获取平台盘口详细信息
 */
export const getPlatformIorsDetailInfo = async (ior, platform, id) => {
  const info = await getPlatformIorInfo(ior, platform, id);
  if (!info) {
    return Promise.reject(new Error('platform ior info not found', { cause: 400 }));
  }
  const getInfo = {
    polymarket() {
      return getPolymarketIorDetailInfo(info);
    },
    pinnacle() {
      return getPinnacleIorDetailInfo(info);
    }
  }
  return getInfo[platform]?.();
}

/**
 * 根据最新赔率获取策略
 */
export const getSolutionByLatestIors = (iorsInfo, cross_type, retry=false) => {
  const askIndex = +retry;
  const iorsValues = iorsInfo.map(item => {
    if (item.asks) {
      const bestAsk = [...item.asks].sort((a, b) => a.price - b.price)[askIndex];
      const bestPrice = bestAsk.price - item.tick_size;
      const value = fixFloat(1 / bestPrice, 3);
      const maxStake = 99999;
      const minStake = fixFloat(item.min_order_size * bestAsk.price);
      const tickSize = +item.tick_size;
      const negRisk = item.neg_risk;
      const rebate = parseBidRebate(bestPrice);
      const rebateType = 1;
      return { value, maxStake, minStake, bestPrice, tickSize, negRisk, rebate, rebateType };
    }
    else if (item.info) {
      const value = item.info.price;
      const maxStake = Math.floor(item.info.maxRiskStake);
      const minStake = Math.ceil(PINNACLE_MIN_RISK_STAKE > 0 ? PINNACLE_MIN_RISK_STAKE : item.info.minRiskStake);
      const rebateType = 1;
      return { value, maxStake, minStake, rebateType };
    }
  });

  const nullIndex = iorsValues.findIndex(item => item.value == null);

  if (nullIndex >= 0) {
    return { error: `IORS_NULL_VALUE_AT_INDEX_${nullIndex}_RETRY_${askIndex}`, data: iorsInfo };
  }

  const baseIndex = iorsValues.reduce((minIdx, cur, idx) => cur.value < iorsValues[minIdx].value ? idx : minIdx, 0);

  if (iorsValues.length === 2) {
    iorsValues.push({ value: 1, maxStake: 0, minStake: 0 });
  }

  const betInfo = {
    cross_type,
    base_index: baseIndex,
    base_stake: 10000,
    odds_side_a: fixFloat(iorsValues[0].value - 1),
    odds_side_b: fixFloat(iorsValues[1].value - 1),
    odds_side_c: fixFloat(iorsValues[2].value - 1),
    rebate_side_a: fixFloat(((iorsValues[0].rebate ?? 0) / 100), 6),
    rebate_side_b: fixFloat(((iorsValues[1].rebate ?? 0) / 100), 6),
    rebate_side_c: fixFloat(((iorsValues[2].rebate ?? 0) / 100), 6),
    rebate_type_side_a: iorsValues[0].rebateType ?? 0,
    rebate_type_side_b: iorsValues[1].rebateType ?? 0,
    rebate_type_side_c: iorsValues[2].rebateType ?? 0,
  };

  const sol = eventSolutions(betInfo, true);
  const { win_average, win_profit_rate, gold_side_a, gold_side_b, gold_side_c } = sol;

  if (win_profit_rate < MIN_PROFIT_RATE) {
    Logs.outDev('win_profit_rate is less than profit rate limit', sol, iorsValues, iorsInfo, cross_type);
    return { error: `WIN_PROFIT_RATE_LESS_THAN_MIN_PROFIT_RATE_RETRY_${askIndex}`, data: { sol, iorsValues, iorsInfo } };
  }

  const goldRatios = [gold_side_a, gold_side_b];
  if (gold_side_c) {
    goldRatios.push(gold_side_c);
  }
  const minVals = iorsValues.map(item => item.minStake);
  const maxVals = iorsValues.map(item => item.maxStake);

  const stakeLimit = findMaxMinGroup(goldRatios, minVals, maxVals);
  const { scaleForMax, scaleForMin } = stakeLimit;

  if (scaleForMax < scaleForMin) {
    Logs.outDev('scaleForMax is less than scaleForMin');
    if (!retry) {
      return getSolutionByLatestIors(iorsInfo, cross_type, true);
    }
    else {
      return { error: `NO_ENOUGH_STAKE_SIZE_TO_BET_RETRY_${askIndex}`, data: { sol, iorsValues, iorsInfo } };
    }
  }

  const winLimit = {
    max: fixFloat(win_average * scaleForMax / (gold_side_a + gold_side_b + gold_side_c)),
    min: fixFloat(win_average * scaleForMin / (gold_side_a + gold_side_b + gold_side_c)),
  }

  return { sol, iorsValues, stakeLimit, winLimit };
}

/**
 * 创建Polymarket限价挂单 买单
 */
export const createPolymarketLimitBuyOrder = async ({ tokenID, price, size, tickSize = "0.01", negRisk = false } = {}) => {
  return platformPost(`http://127.0.0.1:9021/api/trading/orders/limit`, { tokenID, price, size, tickSize, negRisk })
  .then(res => res.data)
  .catch(err => {
    Logs.errDev('create polymarket limit buy order error', err);
    return Promise.reject(err);
  });
}

/**
 * 获取Polymarket钱包余额信息
 * @param {*} param0
 * @returns
 */
export const getPolymarketBalanceAllowance = async ({ wallet = "both" } = {}) => {
  if (!wallet || !["both", "proxy", "deposit"].includes(wallet)) {
    throw new Error('invalid wallet', { cause: 400 });
  }
  return platformGet(`http://127.0.0.1:9021/api/trading/balance/${wallet}`)
  .then(res => res.data)
  .catch(err => {
    Logs.errDev('get polymarket balance allowance error', err);
    return Promise.reject(err);
  });
}

/**
 * Polymarket钱包之间转账
 * 通过HTTP调用polymarket项目接口，server项目不直接依赖polymarket项目代码
 * @param {Object} options
 * @param {string|number} options.amount 转账数量
 * @param {"proxy"|"deposit"} options.from 来源钱包类型
 * @param {"proxy"|"deposit"} options.to 目标钱包类型
 * @returns {Promise<Object>}
 */
export const transferPolymarketWallet = async ({ amount, from, to } = {}) => {
  if (!amount) {
    throw new Error('amount is required', { cause: 400 });
  }
  if (!from || !["proxy", "deposit"].includes(from)) {
    throw new Error('from is required', { cause: 400 });
  }
  if (!to || !["proxy", "deposit"].includes(to)) {
    throw new Error('to is required', { cause: 400 });
  }
  if (from === to) {
    throw new Error('from and to cannot be the same', { cause: 400 });
  }
  return platformPost(`http://127.0.0.1:9021/api/trading/wallet/transfer`, { amount, from, to })
  .then(res => res.data)
  .catch(err => {
    Logs.errDev('transfer polymarket wallet error', err);
    return Promise.reject(err);
  });
}