Created
December 13, 2019 21:53
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LMSR Bid/Ask Chart
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<!DOCTYPE html> | |
<meta charset="utf-8"> | |
<meta name="viewport" content="width=device-width, initial-scale=1, shrink-to-fit=no"> | |
<link rel="stylesheet" href="https://stackpath.bootstrapcdn.com/bootstrap/4.3.1/css/bootstrap.min.css" integrity="sha384-ggOyR0iXCbMQv3Xipma34MD+dH/1fQ784/j6cY/iJTQUOhcWr7x9JvoRxT2MZw1T" crossorigin="anonymous"> | |
<title>LMSR Bid/Ask Chart</title> | |
<main style="max-width: 960px; margin: auto;"> | |
<h1>LMSR Bid/Ask Chart</h1> | |
<form> | |
<ul> | |
<li> | |
<label for="num-outcomes"># Outcomes:</label> | |
<input type="number" id="num-outcomes" value="2" min="2" step="1"> | |
</li> | |
<li> | |
<label for="funding">Funding:</label> | |
<input type="number" id="funding" value="1000"> | |
</li> | |
<li> | |
<label for="odds">Est. Odds for Outcome:</label> | |
<input type="range" id="odds" min="0.01" max=".99" step="0.01" value="0.5"> | |
<output id="odds-display"></output> | |
</li> | |
</ul> | |
</form> | |
<canvas id="my-chart"></canvas> | |
</main> | |
<script src="https://cdn.jsdelivr.net/npm/[email protected]/dist/Chart.min.js" integrity="sha256-R4pqcOYV8lt7snxMQO/HSbVCFRPMdrhAFMH+vr9giYI=" crossorigin="anonymous"></script> | |
<script> | |
// Credit David Walsh (https://davidwalsh.name/javascript-debounce-function) | |
// Returns a function, that, as long as it continues to be invoked, will not | |
// be triggered. The function will be called after it stops being called for | |
// N milliseconds. If `immediate` is passed, trigger the function on the | |
// leading edge, instead of the trailing. | |
function debounce(func, wait, immediate) { | |
let timeout; | |
return function executedFunction() { | |
const args = arguments; | |
const later = () => { | |
timeout = null; | |
if (!immediate) func.apply(this, args); | |
}; | |
const callNow = immediate && !timeout; | |
clearTimeout(timeout); | |
timeout = setTimeout(later, wait); | |
if (callNow) func.apply(this, args); | |
}; | |
}; | |
const numOutcomesInput = document.querySelector('#num-outcomes') | |
const fundingInput = document.querySelector('#funding') | |
const oddsInput = document.querySelector('#odds') | |
const buyData = new Array(100) | |
const sellData = new Array(100) | |
function refreshData() { | |
const numOutcomes = parseInt(numOutcomesInput.value) | |
const funding = parseFloat(fundingInput.value) | |
const odds = parseFloat(oddsInput.value) | |
const priceForAmount = (amount) => | |
funding * Math.log( | |
(Math.pow(numOutcomes, amount / funding) - 1) * odds + 1 | |
) / | |
(amount * Math.log(numOutcomes)) | |
for (let i = 0; i < buyData.length; i++) { | |
const y = i * funding / 10 | |
if(i === 0) { | |
buyData[i] = { x: odds, y: 0 } | |
sellData[i] = { x: odds, y: 0 } | |
} else { | |
buyData[i] = { x: priceForAmount(-y), y } | |
sellData[i] = { x: priceForAmount(y), y } | |
} | |
} | |
} | |
refreshData() | |
const ctx = document.getElementById('my-chart').getContext('2d'); | |
console.log(buyData[2], sellData[2]) | |
const myChart = new Chart(ctx, { | |
type: 'line', | |
data: { | |
datasets: [{ | |
label: "MM's BID", | |
fill: false, | |
borderColor: 'rgb(132, 255, 99)', | |
data: buyData, | |
}, { | |
label: "MM's ASK", | |
fill: false, | |
borderColor: 'rgb(255, 99, 132)', | |
data: sellData, | |
}] | |
}, | |
options: { | |
elements: { | |
line: { | |
tension: 0 | |
} | |
}, | |
scales: { | |
xAxes: [{ | |
scaleLabel: { | |
display: true, | |
labelString: 'Average OT price', | |
}, | |
type: 'linear', | |
ticks: { | |
min: 0, | |
max: 1, | |
} | |
}], | |
yAxes: [{ | |
scaleLabel: { | |
display: true, | |
labelString: 'OT Quantity', | |
}, | |
type: 'linear', | |
ticks: { | |
min: 0, | |
} | |
}], | |
} | |
} | |
}); | |
const oddsDisplay = document.querySelector('#odds-display') | |
oddsDisplay.textContent = (oddsInput.value * 100).toFixed(0) + '%' | |
const updateGraph = debounce(() => { | |
refreshData() | |
myChart.update() | |
}, 200); | |
numOutcomesInput.oninput = updateGraph | |
fundingInput.oninput = updateGraph | |
oddsInput.oninput = function() { | |
oddsDisplay.textContent = (oddsInput.value * 100).toFixed(0) + '%' | |
updateGraph() | |
} | |
</script> |
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