bettermail/portal/app/models/exchange_account.rb

# == Schema Information
#
# Table name: exchange_accounts
#
#  id                            :string           not null, primary key
#  exchange_id                   :string           not null
#  exchange_name                 :string           not null
#  login_uid                     :string           not null
#  login_pass                    :string           not null
#  apikey                        :string           not null
#  contact_name                  :string           not null
#  contact_email                 :string           not null
#  account_balance               :float            default(10000.0)
#  account_balance_last_checked  :datetime
#  ssl_pem                       :text
#  allow_multiple_bets_per_event :boolean          default(FALSE)
#  created_at                    :datetime         not null
#  updated_at                    :datetime         not null
#  log                           :jsonb
#  betting_enabled               :boolean          default(FALSE)
#  last_session_token            :string
#  last_session_token_saved_at   :datetime
#  status                        :string           default("inactive"), not null
#  stake_strategy                :jsonb
#  last_log_time                 :datetime
#
class ExchangeAccount < ApplicationRecord
  has_many :bets
  has_many :source_subscriptions, dependent: :delete_all
  has_many :tip_sources, through: :source_subscriptions
  has_many :subscription_runs, through: :source_subscriptions
  enum status: { active: 'active', inactive: 'inactive'}

  DEFAULT_STRATEGY =
    {
      max_bankroll_per_bet: 0.2,
      stake_sizing: 'MINIMUM', #[MINIMUM,FIXED, HYBRID, PROPORTIONAL]
      min_odds_to_bet: 1.1,
      max_odds_to_bet: 3.0,
      min_ev: 2,
      max_ev: 7,
      fixed_stake_size: 3.0,
      odds_margin: 0.1,
      kelly_multiplier: 0.3,
    }.freeze

  DEFAULT_HYBRID_STRATEGY =
    {
      max_bets: 10,
      action_on_max_losses: 'REBASE', #[REBASE]
      pause_in_minutes: 0,
      rebase_status: :complete,
      current_stake: 0.0,
      last_account_balance: nil,
      account_balance_checked_at: nil,
      max_losses: 0.1
    }.freeze

  def json_payload
    {
      id: id,
      exchange_name: exchange_name,
      exchange_id: exchange_id,
      contact_name: contact_name,
      contact_email: contact_email,
      account_balance: account_balance,
      is_active: active?,
      can_bet: can_bet?,
      stake_strategy_name: stake_strategy_description,
      log: subscription_runs.empty? ? nil : last_run.log,
      last_log_time: subscription_runs.empty? ? updated_at : last_run.created_at,
      stake_strategy_config: current_stake_strategy,
      source_types: tip_sources.empty? ? 'None' : tip_sources.pluck(:source_type).join(' , ')
    }
  end

  def last_run
    subscription_runs&.latest
  end

  def self.mounted_account
    find_by_id(ENV['EXCHANGE_ACCOUNT'])
  end

  def self.mounted_account_payload
    return {} unless mounted_account

    mounted_account.json_payload
  end

  def optimal_stake(bet, exchange_minimum, stake_available)
    return exchange_minimum if minimum_stake?

    x = [stake_by_strategy(bet).round(1), stake_available].min

    [x, exchange_minimum].max
  end

  # # account_balance will ultimately come from accounts model
  def actual_account_balance
    return account_balance if betting_enabled

    simulated_account_balance
  end

  def simulated_account_balance
    account_balance + total_won - (total_lost + total_open)
  end

  def total_won(subset = my_bets)
    subset.won.sum(:expected_value).round(1)
  end

  def total_lost(subset = my_bets)
    subset.lost.sum(:stake).round(1)
  end

  def total_open(subset = my_bets)
    subset.open.sum(:stake).round(1)
  end

  def can_bet?
    return false unless betting_enabled

    actual_account_balance > total_open
  end

  def my_bets
    Bet.unscoped.where(exchange_account_id: id)
  end

  def current_stake_strategy
    if stake_strategy.blank?
      update(stake_strategy: DEFAULT_STRATEGY)
    end
    @current_stake_strategy ||= stake_strategy.with_indifferent_access
  end

  def minimum_stake?
    stake_strategy_description == 'MINIMUM'
  end

  def stake_strategy_description
    return current_stake_strategy[:stake_sizing] unless current_stake_strategy[:stake_sizing].blank?

    'MINIMUM'
  end

  def stake_by_strategy(bet)
    return classic_kelly_stake_sizing(bet) if current_stake_strategy[:stake_sizing] == 'KELLY'
    return proportional_stake if current_stake_strategy[:stake_sizing] == 'PROPORTIONAL'
    return current_stake_strategy[:fixed_stake_size] if current_stake_strategy[:stake_sizing] == 'FIXED'
    return hybrid_stake_sizing if current_stake_strategy[:stake_sizing] == 'HYBRID'

    0
  end

  # def kelly_stake_sizing(bet)
  #   proportional = proportional_stake
  #   multiplier = current_stake_strategy[:kelly_multiplier] || 0.3
  #   kelly_factor = bet.tip_provider_percent * multiplier
  #   stake = kelly_factor * proportional
  #
  #   return 0 if stake.negative?
  #
  #   [stake, proportional].min
  # end

  def classic_kelly_stake_sizing(bet)
    multiplier = current_stake_strategy[:kelly_multiplier] || 0.3
    max_per_bet = proportional_stake
    kelly(odds: bet.executed_odds.to_f,  probs: bet.tip_provider_percent, balance: actual_account_balance, multiplier: multiplier, per_bet_max: max_per_bet)
  end

  def kelly(odds:, probs:, balance: , multiplier:, per_bet_max:)
    kelly_stake_percent = (((odds  *  probs) -1) / (odds - 1 ) * multiplier)/100
    stake = kelly_stake_percent * balance

    return 0 if stake.negative?

    [per_bet_max, stake].min

  end

  private

  def hybrid_stake_sizing
    hybrid_strategy = current_stake_strategy[:hybrid] || DEFAULT_HYBRID_STRATEGY.clone
    last_based_account_balance = hybrid_strategy[:last_account_balance]
    last_based_account_balance ||= rebase_hybrid_strategy

    max_losses = hybrid_strategy[:max_losses]
    max_allowable_losses = last_based_account_balance * max_losses

    difference = actual_account_balance - last_based_account_balance
    if difference.abs >= max_allowable_losses
      rebase_hybrid_strategy
    end
    current_stake_strategy[:hybrid][:current_stake]
    # raise "[Bet sizing] Betting on '#{id}' paused due to stake management rules"
  end

  def rebase_hybrid_strategy
    puts 'Rebasing hybrid stake because account balances have gained/loss at least the max'
    hybrid = current_stake_strategy[:hybrid] || DEFAULT_HYBRID_STRATEGY.clone(freeze: false)
    hybrid[:last_account_balance] = actual_account_balance
    hybrid[:current_stake] = ((actual_account_balance * hybrid[:max_losses]) / hybrid[:max_bets]).round(2)
    hybrid[:account_balance_checked_at] = Time.now
    current_stake_strategy[:hybrid] = hybrid
    update(stake_strategy: current_stake_strategy)
    hybrid[:current_stake]
  end

  def proportional_stake
    (current_stake_strategy[:max_bankroll_per_bet] * actual_account_balance)
  end

end