From f2f90bd9482536b1ed4101b9ad8295cc232345d5 Mon Sep 17 00:00:00 2001
From: satsbaba <106560507+satsbaba@users.noreply.github.com>
Date: Sat, 25 Jun 2022 12:44:32 +0200
Subject: [PATCH 1/3] replaced weighted mean to weighted median

This commit changes the weighted mean to the weighted median for the calculation of the premium displayed on the robosats.
---
 api/utils.py | 47 ++++++++++++++++++++++++++++++++++++++++++++---
 1 file changed, 44 insertions(+), 3 deletions(-)

diff --git a/api/utils.py b/api/utils.py
index 8cf2b12a..7eacdea8 100644
--- a/api/utils.py
+++ b/api/utils.py
@@ -143,16 +143,57 @@ def compute_premium_percentile(order):
     return round(np.sum(rates < order_rate) / len(rates), 2)
 
 
+def weighted_median(values, sample_weight=None, quantiles= 0.5, values_sorted=False):
+    """Very close to numpy.percentile, but it supports weights.
+    NOTE: quantiles should be in [0, 1]!
+    :param values: numpy.array with data
+    :param quantiles: array-like with many quantiles needed. For weighted median 0.5
+    :param sample_weight: array-like of the same length as `array`
+    :param values_sorted: bool, if True, then will avoid sorting of
+        initial array assuming array is already sorted
+    :return: numpy.array with computed quantiles.
+    """
+    values = np.array(values)
+    quantiles = np.array(quantiles)
+    if sample_weight is None:
+        sample_weight = np.ones(len(values))
+    sample_weight = np.array(sample_weight)
+    assert np.all(quantiles >= 0) and np.all(quantiles <= 1), \
+        'quantiles should be in [0, 1]'
+
+    if not values_sorted:
+        sorter = np.argsort(values)
+        values = values[sorter]
+        sample_weight = sample_weight[sorter]
+
+    weighted_quantiles = np.cumsum(sample_weight) - 0.5 * sample_weight
+    weighted_quantiles -= weighted_quantiles[0]
+    weighted_quantiles /= weighted_quantiles[-1]
+
+    return np.interp(quantiles, weighted_quantiles, values)
+
 def compute_avg_premium(queryset):
-    weighted_premiums = []
+    premiums = []
     volumes = []
 
     # We exclude BTC, as LN <-> BTC swap premiums should not be  mixed with FIAT.
+
     for tick in queryset.exclude(currency=1000):
-        weighted_premiums.append(tick.premium * tick.volume)
+        premiums.append(tick.premium)
         volumes.append(tick.volume)
 
+    total_volume = sum(volumes)
+
+    # weighted_median_premium is the weighted median of the premiums by volume
+
+    weighted_median_premium = weighted_median(values=premiums,
+                                sample_weight=volumes,
+                                quantiles=0.5,
+                                values_sorted=False)
+
+    return weighted_median_premium, total_volume
+
     total_volume = sum(volumes)
     # Avg_premium is the weighted average of the premiums by volume
     avg_premium = sum(weighted_premiums) / total_volume
-    return avg_premium, total_volume
\ No newline at end of file
+    return avg_premium, total_volume

From f4caa98eeffc2d414331c3d833867dc59d809aef Mon Sep 17 00:00:00 2001
From: satsbaba <106560507+satsbaba@users.noreply.github.com>
Date: Sat, 25 Jun 2022 12:47:35 +0200
Subject: [PATCH 2/3] replaced weighted mean to weighted median

This commit changes the weighted mean to the weighted median for the calculation of the premium displayed on the robosats.
---
 api/utils.py | 5 -----
 1 file changed, 5 deletions(-)

diff --git a/api/utils.py b/api/utils.py
index 7eacdea8..e4dc7e79 100644
--- a/api/utils.py
+++ b/api/utils.py
@@ -192,8 +192,3 @@ def compute_avg_premium(queryset):
                                 values_sorted=False)
 
     return weighted_median_premium, total_volume
-
-    total_volume = sum(volumes)
-    # Avg_premium is the weighted average of the premiums by volume
-    avg_premium = sum(weighted_premiums) / total_volume
-    return avg_premium, total_volume

From 0866109072cbc27e38510ffa920b652853129c61 Mon Sep 17 00:00:00 2001
From: Reckless_Satoshi <reckless.satoshi@protonmail.com>
Date: Wed, 29 Jun 2022 02:41:59 -0700
Subject: [PATCH 3/3] Fix bug on weighted median

---
 api/utils.py | 4 ++--
 1 file changed, 2 insertions(+), 2 deletions(-)

diff --git a/api/utils.py b/api/utils.py
index e4dc7e79..816a8159 100644
--- a/api/utils.py
+++ b/api/utils.py
@@ -179,8 +179,8 @@ def compute_avg_premium(queryset):
     # We exclude BTC, as LN <-> BTC swap premiums should not be  mixed with FIAT.
 
     for tick in queryset.exclude(currency=1000):
-        premiums.append(tick.premium)
-        volumes.append(tick.volume)
+        premiums.append(float(tick.premium))
+        volumes.append(float(tick.volume))
 
     total_volume = sum(volumes)