fix: quote Surplus text offers by multiplier

This commit is contained in:
david
2026-08-27 13:16:51 +02:00
parent 23ae561c16
commit ed6dbf5730
8 changed files with 121 additions and 86 deletions

View File

@@ -4,6 +4,7 @@ export interface SurplusOffer {
sellerBaseUrl: string;
status: "active" | "inactive";
capDailyUsd: number | null;
costMultiplierPpm: number | null;
inputMicroUsdPer1m: number | null;
outputMicroUsdPer1m: number | null;
}
@@ -50,16 +51,14 @@ export interface SurplusOfferWrite {
model: string;
apiKey: string;
sellerBaseUrl: string;
inputUsdPer1m: number;
outputUsdPer1m: number;
costMultiplier: number;
dailyCapUsd: number;
payoutAddress: string;
idempotencyKey: string;
}
export interface SurplusOfferPatch {
inputUsdPer1m: number;
outputUsdPer1m: number;
costMultiplier: number;
dailyCapUsd: number;
idempotencyKey: string;
}
@@ -223,9 +222,8 @@ export class SurplusClient {
model: input.model,
api_key: input.apiKey,
seller_base_url: input.sellerBaseUrl,
pricing_mode: "per_token",
price_input_per_1m: input.inputUsdPer1m,
price_output_per_1m: input.outputUsdPer1m,
pricing_mode: "cost_multiplier",
cost_multiplier: input.costMultiplier,
cap_daily_usd: input.dailyCapUsd,
payout_address: input.payoutAddress,
}),
@@ -239,9 +237,8 @@ export class SurplusClient {
method: "PATCH",
headers: mutationHeaders(patch.idempotencyKey),
body: JSON.stringify({
pricing_mode: "per_token",
price_input_per_1m: patch.inputUsdPer1m,
price_output_per_1m: patch.outputUsdPer1m,
pricing_mode: "cost_multiplier",
cost_multiplier: patch.costMultiplier,
cap_daily_usd: patch.dailyCapUsd,
}),
});
@@ -387,6 +384,10 @@ function parseOffer(value: unknown, index: number): SurplusOffer {
sellerBaseUrl: string(item.seller_base_url, `Surplus offer ${index}.seller_base_url`),
status,
capDailyUsd: optionalNonNegativeNumber(item.cap_daily_usd, `Surplus offer ${index}.cap_daily_usd`),
costMultiplierPpm: optionalMultiplierPpm(
item.cost_multiplier,
`Surplus offer ${index}.cost_multiplier`,
),
inputMicroUsdPer1m: optionalMicroUsd(item.price_input_per_1m, `Surplus offer ${index}.price_input_per_1m`),
outputMicroUsdPer1m: optionalMicroUsd(item.price_output_per_1m, `Surplus offer ${index}.price_output_per_1m`),
};
@@ -516,6 +517,18 @@ function optionalNonNegativeNumber(value: unknown, field: string): number | null
return nonNegativeNumber(value, field);
}
function optionalMultiplierPpm(value: unknown, field: string): number | null {
if (value === null || value === undefined) return null;
if (typeof value !== "number" || !Number.isFinite(value) || value <= 0) {
throw new Error(`${field} must be a positive finite number`);
}
const ppm = Math.round(value * 1_000_000);
if (!Number.isSafeInteger(ppm) || ppm <= 0) {
throw new Error(`${field} cannot be represented at six decimal places`);
}
return ppm;
}
function sanitizedErrorSnippet(
value: string,
secrets: readonly string[],

View File

@@ -14,7 +14,7 @@ import type {
} from "./openRouterKey.js";
import {
formatMicroUsd,
quoteSurplusPrice,
quoteSurplusMultiplier,
} from "./policy.js";
import {
eligibleCompetitors,
@@ -236,7 +236,7 @@ export class SurplusSellerController {
this.config.sellerWallet,
ownOfferIds,
);
const quote = quoteSurplusPrice({
const quote = quoteSurplusMultiplier({
upstreamInputMicroUsdPer1m: candidate.upstreamInputMicroUsdPer1m,
upstreamOutputMicroUsdPer1m: candidate.upstreamOutputMicroUsdPer1m,
recoveryBps: this.config.recoveryBps,
@@ -259,6 +259,7 @@ export class SurplusSellerController {
intent = {
model: candidate.model,
providerModelId: candidate.providerModelId,
costMultiplierPpm: quote.costMultiplierPpm,
inputMicroUsdPer1m: quote.inputMicroUsdPer1m,
outputMicroUsdPer1m: quote.outputMicroUsdPer1m,
dailyCapUsd: Number(this.config.perOfferCapUsd),
@@ -296,8 +297,7 @@ export class SurplusSellerController {
model: intent.model,
apiKey: this.config.providerApiKey,
sellerBaseUrl: this.config.providerBaseUrl,
inputUsdPer1m: intent.inputMicroUsdPer1m / 1_000_000,
outputUsdPer1m: intent.outputMicroUsdPer1m / 1_000_000,
costMultiplier: intent.costMultiplierPpm / 1_000_000,
dailyCapUsd: intent.dailyCapUsd,
payoutAddress: this.config.payoutAddress,
idempotencyKey: intent.idempotencyKey,
@@ -478,7 +478,7 @@ export class SurplusSellerController {
this.config.sellerWallet,
ownIds,
);
const quote = quoteSurplusPrice({
const quote = quoteSurplusMultiplier({
upstreamInputMicroUsdPer1m: Math.ceil(selected.inputUsdPer1m * 1_000_000),
upstreamOutputMicroUsdPer1m: Math.ceil(selected.outputUsdPer1m * 1_000_000),
recoveryBps: this.config.recoveryBps,
@@ -487,16 +487,16 @@ export class SurplusSellerController {
});
const nextIntent: SurplusOfferIntent = {
...currentState.intent,
costMultiplierPpm: quote.costMultiplierPpm,
inputMicroUsdPer1m: quote.inputMicroUsdPer1m,
outputMicroUsdPer1m: quote.outputMicroUsdPer1m,
};
const priceChanged = managed.inputMicroUsdPer1m !== quote.inputMicroUsdPer1m ||
managed.outputMicroUsdPer1m !== quote.outputMicroUsdPer1m ||
const priceChanged =
managed.costMultiplierPpm !== quote.costMultiplierPpm ||
managed.capDailyUsd !== Number(this.config.perOfferCapUsd);
if (this.config.live && priceChanged) {
await this.client.updateOffer(currentState.offerId, {
inputUsdPer1m: quote.inputUsdPer1m,
outputUsdPer1m: quote.outputUsdPer1m,
costMultiplier: quote.costMultiplier,
dailyCapUsd: Number(this.config.perOfferCapUsd),
idempotencyKey: this.mutationId(),
});

View File

@@ -4,7 +4,7 @@ export interface SurplusCompetitor {
outputMicroUsdPer1m: number;
}
export interface SurplusPricePolicyInput {
export interface SurplusMultiplierPolicyInput {
upstreamInputMicroUsdPer1m: number;
upstreamOutputMicroUsdPer1m: number;
recoveryBps: number;
@@ -12,23 +12,23 @@ export interface SurplusPricePolicyInput {
competitors: SurplusCompetitor[];
}
export interface SurplusPriceQuote {
export interface SurplusMultiplierQuote {
costMultiplierPpm: number;
costMultiplier: number;
inputMicroUsdPer1m: number;
outputMicroUsdPer1m: number;
inputUsdPer1m: number;
outputUsdPer1m: number;
floorInputMicroUsdPer1m: number;
floorOutputMicroUsdPer1m: number;
floorMultiplierPpm: number;
competitorId: string | null;
competitive: boolean;
}
const BPS_SCALE = 10_000n;
const PPM_SCALE = 1_000_000n;
const MICRO_USD = 1_000_000;
export function quoteSurplusPrice(
input: SurplusPricePolicyInput,
): SurplusPriceQuote {
export function quoteSurplusMultiplier(
input: SurplusMultiplierPolicyInput,
): SurplusMultiplierQuote {
positiveSafeInteger(
input.upstreamInputMicroUsdPer1m,
"upstream input price",
@@ -40,32 +40,50 @@ export function quoteSurplusPrice(
boundedBps(input.recoveryBps, "recoveryBps", 1, 10_000);
boundedBps(input.undercutBps, "undercutBps", 0, 9_999);
const floorInput = multiplyBpsCeil(
input.upstreamInputMicroUsdPer1m,
input.recoveryBps,
);
const floorOutput = multiplyBpsCeil(
input.upstreamOutputMicroUsdPer1m,
input.recoveryBps,
);
const floorMultiplierPpm = input.recoveryBps * 100;
const competitor = cheapestCompetitor(input.competitors);
const candidateInput = competitor
? undercut(competitor.inputMicroUsdPer1m, input.undercutBps)
: floorInput;
const candidateOutput = competitor
? undercut(competitor.outputMicroUsdPer1m, input.undercutBps)
: floorOutput;
const quotedInput = Math.max(floorInput, candidateInput);
const quotedOutput = Math.max(floorOutput, candidateOutput);
const competitorMultiplierPpm = competitor
? Math.min(
ratioPpm(
competitor.inputMicroUsdPer1m,
input.upstreamInputMicroUsdPer1m,
),
ratioPpm(
competitor.outputMicroUsdPer1m,
input.upstreamOutputMicroUsdPer1m,
),
)
: floorMultiplierPpm;
let undercutMultiplierPpm = Number(
BigInt(competitorMultiplierPpm) *
BigInt(10_000 - input.undercutBps) /
BPS_SCALE,
);
if (
input.undercutBps > 0 &&
undercutMultiplierPpm >= competitorMultiplierPpm
) {
undercutMultiplierPpm = Math.max(1, competitorMultiplierPpm - 1);
}
const quotedMultiplierPpm = Math.max(
floorMultiplierPpm,
undercutMultiplierPpm,
);
const quotedInput = applyMultiplier(
input.upstreamInputMicroUsdPer1m,
quotedMultiplierPpm,
);
const quotedOutput = applyMultiplier(
input.upstreamOutputMicroUsdPer1m,
quotedMultiplierPpm,
);
return {
costMultiplierPpm: quotedMultiplierPpm,
costMultiplier: quotedMultiplierPpm / Number(PPM_SCALE),
inputMicroUsdPer1m: quotedInput,
outputMicroUsdPer1m: quotedOutput,
inputUsdPer1m: quotedInput / MICRO_USD,
outputUsdPer1m: quotedOutput / MICRO_USD,
floorInputMicroUsdPer1m: floorInput,
floorOutputMicroUsdPer1m: floorOutput,
floorMultiplierPpm,
competitorId: competitor?.id ?? null,
competitive: competitor === null || (
quotedInput < competitor.inputMicroUsdPer1m &&
@@ -119,17 +137,12 @@ function compareCompetitors(
);
}
function undercut(value: number, bps: number): number {
const discounted = Number(
(BigInt(value) * BigInt(10_000 - bps)) / BPS_SCALE,
);
if (discounted >= value && value > 1) return value - 1;
return Math.max(1, discounted);
function ratioPpm(numerator: number, denominator: number): number {
return Number(BigInt(numerator) * PPM_SCALE / BigInt(denominator));
}
function multiplyBpsCeil(value: number, bps: number): number {
const numerator = BigInt(value) * BigInt(bps);
return Number((numerator + BPS_SCALE - 1n) / BPS_SCALE);
function applyMultiplier(value: number, multiplierPpm: number): number {
return Number(BigInt(value) * BigInt(multiplierPpm) / PPM_SCALE);
}
function positiveSafeInteger(value: number, field: string): void {

View File

@@ -4,10 +4,10 @@ import type {
SurplusOrderBookOffer,
} from "./client.js";
import {
quoteSurplusPrice,
quoteSurplusMultiplier,
usdPer1mToMicroUsd,
type SurplusCompetitor,
type SurplusPriceQuote,
type SurplusMultiplierQuote,
} from "./policy.js";
export interface SurplusModelCandidate {
@@ -17,7 +17,7 @@ export interface SurplusModelCandidate {
upstreamOutputMicroUsdPer1m: number;
requests24h: number;
volume24h: number;
summaryQuote: SurplusPriceQuote;
summaryQuote: SurplusMultiplierQuote;
}
export function selectSurplusModelCandidates(
@@ -54,7 +54,7 @@ export function selectSurplusModelCandidates(
model.outputUsdPer1m,
`${model.model} discovery output price`,
);
const quote = quoteSurplusPrice({
const quote = quoteSurplusMultiplier({
upstreamInputMicroUsdPer1m: inputPrice,
upstreamOutputMicroUsdPer1m: outputPrice,
recoveryBps,

View File

@@ -14,6 +14,7 @@ import { randomUUID } from "node:crypto";
export interface SurplusOfferIntent {
model: string;
providerModelId: string;
costMultiplierPpm: number;
inputMicroUsdPer1m: number;
outputMicroUsdPer1m: number;
dailyCapUsd: number;
@@ -266,6 +267,10 @@ function parseIntent(value: unknown): SurplusOfferIntent {
intent.providerModelId,
"Surplus state intent.providerModelId",
),
costMultiplierPpm: positiveInteger(
intent.costMultiplierPpm,
"Surplus state intent.costMultiplierPpm",
),
inputMicroUsdPer1m: positiveInteger(
intent.inputMicroUsdPer1m,
"Surplus state intent.inputMicroUsdPer1m",

View File

@@ -222,7 +222,7 @@ describe("SurplusClient", () => {
expect(String(fetchFn.mock.calls[1][0])).toContain("alpha%3Amodel");
});
it("sends one absolute PATCH with plain USD prices and the cap", async () => {
it("sends one absolute cost-multiplier PATCH with the cap", async () => {
let request: RequestInit | undefined;
const client = new SurplusClient({
apiBaseUrl: "https://api.surplusintelligence.ai",
@@ -235,17 +235,15 @@ describe("SurplusClient", () => {
});
await client.updateOffer("offer/one", {
inputUsdPer1m: 0.003972,
outputUsdPer1m: 0.007944,
costMultiplier: 0.04995,
dailyCapUsd: 1,
idempotencyKey: "mutation-1",
});
expect(request?.method).toBe("PATCH");
expect(JSON.parse(String(request?.body))).toEqual({
pricing_mode: "per_token",
price_input_per_1m: 0.003972,
price_output_per_1m: 0.007944,
pricing_mode: "cost_multiplier",
cost_multiplier: 0.04995,
cap_daily_usd: 1,
});
const headers = new Headers(request?.headers);

View File

@@ -147,8 +147,9 @@ class FakeSurplusClient implements SurplusControllerClient {
sellerBaseUrl: input.sellerBaseUrl,
status: "active",
capDailyUsd: input.dailyCapUsd,
inputMicroUsdPer1m: Math.round(input.inputUsdPer1m * 1_000_000),
outputMicroUsdPer1m: Math.round(input.outputUsdPer1m * 1_000_000),
costMultiplierPpm: Math.round(input.costMultiplier * 1_000_000),
inputMicroUsdPer1m: Math.floor(79_520 * input.costMultiplier),
outputMicroUsdPer1m: Math.floor(159_040 * input.costMultiplier),
};
return this.offer.id;
}
@@ -157,8 +158,15 @@ class FakeSurplusClient implements SurplusControllerClient {
this.externalCalls += 1;
this.patchPayload = patch;
if (!this.offer) throw new Error("missing fake offer");
this.offer.inputMicroUsdPer1m = Math.round(patch.inputUsdPer1m * 1_000_000);
this.offer.outputMicroUsdPer1m = Math.round(patch.outputUsdPer1m * 1_000_000);
this.offer.costMultiplierPpm = Math.round(
patch.costMultiplier * 1_000_000,
);
this.offer.inputMicroUsdPer1m = Math.floor(
79_520 * patch.costMultiplier,
);
this.offer.outputMicroUsdPer1m = Math.floor(
159_040 * patch.costMultiplier,
);
this.offer.capDailyUsd = patch.dailyCapUsd;
}
@@ -223,8 +231,7 @@ describe("SurplusSellerController", () => {
expect(client.createCalls).toBe(1);
expect(client.createdPayload).toMatchObject({
model: "beta-model",
inputUsdPer1m: 0.003972,
outputUsdPer1m: 0.007944,
costMultiplier: 0.04995,
dailyCapUsd: 1,
payoutAddress: SELLER_WALLET,
});

View File

@@ -1,6 +1,6 @@
import { describe, expect, it } from "vitest";
import {
quoteSurplusPrice,
quoteSurplusMultiplier,
} from "../../supplier/src/surplus/policy.js";
import {
eligibleCompetitors,
@@ -41,8 +41,8 @@ function market(model: string, requests24h: number): SurplusMarketSummary {
}
describe("Surplus bounded price policy", () => {
it("uses exact recovery floors and undercuts in integer micro-USD", () => {
const quote = quoteSurplusPrice({
it("uses an exact recovery multiplier and undercuts in integer micro-USD", () => {
const quote = quoteSurplusMultiplier({
upstreamInputMicroUsdPer1m: 79_520,
upstreamOutputMicroUsdPer1m: 159_040,
recoveryBps: 490,
@@ -54,17 +54,16 @@ describe("Surplus bounded price policy", () => {
}],
});
expect(quote.floorInputMicroUsdPer1m).toBe(3_897);
expect(quote.floorOutputMicroUsdPer1m).toBe(7_793);
expect(quote.floorMultiplierPpm).toBe(49_000);
expect(quote.costMultiplierPpm).toBe(49_950);
expect(quote.costMultiplier).toBe(0.04995);
expect(quote.inputMicroUsdPer1m).toBe(3_972);
expect(quote.outputMicroUsdPer1m).toBe(7_944);
expect(quote.inputUsdPer1m).toBe(0.003972);
expect(quote.outputUsdPer1m).toBe(0.007944);
expect(quote.competitive).toBe(true);
});
it("keeps the recovery floor when the cheapest offer is too low", () => {
const quote = quoteSurplusPrice({
const quote = quoteSurplusMultiplier({
upstreamInputMicroUsdPer1m: 79_520,
upstreamOutputMicroUsdPer1m: 159_040,
recoveryBps: 490,
@@ -76,8 +75,8 @@ describe("Surplus bounded price policy", () => {
}],
});
expect(quote.inputMicroUsdPer1m).toBe(3_897);
expect(quote.outputMicroUsdPer1m).toBe(7_793);
expect(quote.floorMultiplierPpm).toBe(49_000);
expect(quote.costMultiplierPpm).toBe(49_000);
expect(quote.competitive).toBe(false);
});
@@ -91,9 +90,9 @@ describe("Surplus bounded price policy", () => {
const left = { id: "left", inputMicroUsdPer1m: 100, outputMicroUsdPer1m: 300 };
const right = { id: "right", inputMicroUsdPer1m: 200, outputMicroUsdPer1m: 200 };
expect(quoteSurplusPrice({ ...input, competitors: [right, left] }).competitorId)
expect(quoteSurplusMultiplier({ ...input, competitors: [right, left] }).competitorId)
.toBe("left");
expect(quoteSurplusPrice({ ...input, competitors: [left, right] }).competitorId)
expect(quoteSurplusMultiplier({ ...input, competitors: [left, right] }).competitorId)
.toBe("left");
});
});