polymarket-risk-manager 3.1.0 → 3.2.0

package/README.md

@@ -1,26 +1,29 @@
 # polymarket-risk-manager
 
-Kelly-criterion stake sizing for Polymarket-style binary markets.
+Kelly stake sizing for Polymarket binary markets.
 
-## Install
+## Changelog
 
-```bash
-npm install polymarket-risk-manager
-```
+### 3.2.0
+
+- Added `formatStakeUsd()` for fixed-point USD display
+
+### 3.1.0
+
+- Initial `computeKellyStake()` release
 
-## API (3.1.0)
+## API
 
 ```javascript
-const { computeKellyStake } = require('polymarket-risk-manager');
+const { computeKellyStake, formatStakeUsd } = require('polymarket-risk-manager');
 
-computeKellyStake({
+formatStakeUsd(computeKellyStake({
   probability: 0.58,
   allInPrice: 0.52,
   bankroll: 500,
   maxStake: 25,
   minStake: 5,
-  kellyFraction: 0.5,
-});
+}));
 ```
 
 ## Licence

package/index.js

@@ -1,29 +1,5 @@
 'use strict';
 
-/** @deprecated use computeKellyStake from 3.2+ for formatted output */
-function computeKellyStake({
-  probability,
-  allInPrice,
-  bankroll,
-  maxStake,
-  minStake = 0,
-  kellyFraction = 0.5,
-}) {
-  if (
-    !Number.isFinite(probability) ||
-    !Number.isFinite(allInPrice) ||
-    !Number.isFinite(bankroll) ||
-    allInPrice <= 0 ||
-    allInPrice >= 1
-  ) {
-    return minStake;
-  }
+const { computeKellyStake, formatStakeUsd } = require('./kelly.js');
 
-  const rawKelly = (probability - allInPrice) / (1 - allInPrice);
-  if (rawKelly <= 0) return minStake;
-
-  const stake = bankroll * rawKelly * kellyFraction;
-  return Math.min(maxStake, Math.max(minStake, stake));
-}
-
-module.exports = { computeKellyStake };
+module.exports = { computeKellyStake, formatStakeUsd };

package/kelly.js

@@ -0,0 +1,46 @@
+'use strict';
+
+function round(value, dp) {
+  const n = Number(value);
+  const places = Number(dp) || 0;
+  if (!Number.isFinite(n)) return NaN;
+  const p = 10 ** places;
+  return Math.round(n * p) / p;
+}
+
+function format(value, dp) {
+  const n = round(value, dp);
+  if (!Number.isFinite(n)) return String(value);
+  return n.toFixed(dp == null ? 0 : dp);
+}
+
+function computeKellyStake({
+  probability,
+  allInPrice,
+  bankroll,
+  maxStake,
+  minStake = 0,
+  kellyFraction = 0.5,
+}) {
+  if (
+    !Number.isFinite(probability) ||
+    !Number.isFinite(allInPrice) ||
+    !Number.isFinite(bankroll) ||
+    allInPrice <= 0 ||
+    allInPrice >= 1
+  ) {
+    return minStake;
+  }
+
+  const rawKelly = (probability - allInPrice) / (1 - allInPrice);
+  if (rawKelly <= 0) return minStake;
+
+  const stake = bankroll * rawKelly * kellyFraction;
+  return round(Math.min(maxStake, Math.max(minStake, stake)), 2);
+}
+
+function formatStakeUsd(value) {
+  return format(value, 2);
+}
+
+module.exports = { computeKellyStake, formatStakeUsd, round, format };

package/package.json

@@ -1,9 +1,9 @@
 {
   "name": "polymarket-risk-manager",
-  "version": "3.1.0",
+  "version": "3.2.0",
   "description": "Polymarket Kelly stake sizing and decimal-safe rounding for binary markets",
   "main": "index.js",
-  "files": ["index.js", "README.md"],
+  "files": ["index.js", "kelly.js", "README.md"],
   "keywords": ["polymarket", "kelly", "prediction-markets", "stake"],
   "license": "MIT",
   "type": "commonjs"