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Add reward calculation example#9
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| // In reality, rewards are split by outcome probability. | ||
| const userShare = INVESTMENT_AMOUNT / (totalDepth + INVESTMENT_AMOUNT); | ||
| // Adjust reward by probability (approximate using price) | ||
| const outcomeRewardPool = dailyRewardPool * midPrice; |
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Bug: Reward pool allocation can exceed 100%
The calculation multiplies dailyRewardPool by midPrice for each outcome independently. Since midPrices across outcomes don't necessarily sum to 1.0 due to bid-ask spreads, the total allocated rewards across all outcomes can exceed the actual daily reward pool, making the reward estimates inaccurate.
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Added a standalone TypeScript example for calculating liquidity rewards using additive spread logic.
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Adds a standalone TypeScript script and README to fetch market/order book data, sort bids/asks, compute additive-spread depth, and estimate daily rewards per outcome.
reward-calculation/calculate-rewards.ts):Gamma APIand order books fromCLOB API.clobTokenIds/outcomes, iterates outcomes, and computes mid-price from best bid/ask.bidsdesc,asksasc).rewardsDailyRate, investment amount, and mid-price weighting.reward-calculation/README.md):ts-node), and logic overview (sorting, additive spread, depth calculation).Written by Cursor Bugbot for commit 6ed7731. This will update automatically on new commits. Configure here.