prediction-market-agent-tooling 0.34.0__tar.gz → 0.35.0__tar.gz

{prediction_market_agent_tooling-0.34.0 → prediction_market_agent_tooling-0.35.0}/PKG-INFO

@@ -1,6 +1,6 @@
 Metadata-Version: 2.1
 Name: prediction-market-agent-tooling
-Version: 0.34.0
+Version: 0.35.0
 Summary: Tools to benchmark, deploy and monitor prediction market agents.
 Author: Gnosis
 Requires-Python: >=3.10,<3.12

{prediction_market_agent_tooling-0.34.0 → prediction_market_agent_tooling-0.35.0}/prediction_market_agent_tooling/markets/omen/omen.py

@@ -10,6 +10,7 @@ from prediction_market_agent_tooling.gtypes import (
     ChecksumAddress,
     HexAddress,
     HexStr,
+    OmenOutcomeToken,
     OutcomeStr,
     Probability,
     Wei,
@@ -54,7 +55,10 @@ from prediction_market_agent_tooling.markets.omen.omen_subgraph_handler import (
 )
 from prediction_market_agent_tooling.tools.balances import get_balances
 from prediction_market_agent_tooling.tools.hexbytes_custom import HexBytes
-from prediction_market_agent_tooling.tools.utils import check_not_none
+from prediction_market_agent_tooling.tools.utils import (
+    calculate_sell_amount_in_collateral,
+    check_not_none,
+)
 from prediction_market_agent_tooling.tools.web3_utils import (
     add_fraction,
     remove_fraction,
@@ -80,6 +84,8 @@ class OmenAgentMarket(AgentMarket):
     finalized_time: datetime | None
     created_time: datetime
     close_time: datetime
+    outcome_token_amounts: list[OmenOutcomeToken]
+    fee: float  # proportion, from 0 to 1
 
     INVALID_MARKET_ANSWER: HexStr = HexStr(
         "0xFFFFFFFFFFFFFFFFFFFFFFFFFFFFFFFFFFFFFFFFFFFFFFFFFFFFFFFFFFFFFFFF"
@@ -155,19 +161,50 @@ class OmenAgentMarket(AgentMarket):
             web3=web3,
         )
 
+    def calculate_sell_amount_in_collateral(
+        self, amount: TokenAmount, outcome: bool
+    ) -> xDai:
+        if len(self.outcome_token_amounts) != 2:
+            raise ValueError(
+                f"Market {self.id} has {len(self.outcome_token_amounts)} "
+                f"outcomes. This method only supports binary markets."
+            )
+        sell_index = self.yes_index if outcome else self.no_index
+        other_index = self.no_index if outcome else self.yes_index
+        collateral = calculate_sell_amount_in_collateral(
+            shares_to_sell=amount.amount,
+            holdings=wei_to_xdai(Wei(self.outcome_token_amounts[sell_index])),
+            other_holdings=wei_to_xdai(Wei(self.outcome_token_amounts[other_index])),
+            fee=self.fee,
+        )
+        return xDai(collateral)
+
     def sell_tokens(
-        self, outcome: bool, amount: TokenAmount, auto_withdraw: bool = False
+        self,
+        outcome: bool,
+        amount: TokenAmount,
+        auto_withdraw: bool = False,
+        api_keys: APIKeys | None = None,
+        web3: Web3 | None = None,
     ) -> None:
         if not self.can_be_traded():
             raise ValueError(
                 f"Market {self.id} is not open for trading. Cannot sell tokens."
             )
+
+        # Convert from token (i.e. share) number to xDai value of tokens, as
+        # this is the expected unit of the argument in the smart contract.
+        collateral = self.calculate_sell_amount_in_collateral(
+            amount=amount,
+            outcome=outcome,
+        )
         binary_omen_sell_outcome_tx(
-            api_keys=APIKeys(),
-            amount=xDai(amount.amount),
+            amount=collateral,
+            api_keys=api_keys if api_keys is not None else APIKeys(),
             market=self,
             binary_outcome=outcome,
             auto_withdraw=auto_withdraw,
+            web3=web3,
         )
 
     def was_any_bet_outcome_correct(
@@ -245,6 +282,8 @@ class OmenAgentMarket(AgentMarket):
             url=model.url,
             volume=wei_to_xdai(model.collateralVolume),
             close_time=model.close_time,
+            outcome_token_amounts=model.outcomeTokenAmounts,
+            fee=float(wei_to_xdai(model.fee)) if model.fee is not None else 0.0,
         )
 
     @staticmethod

{prediction_market_agent_tooling-0.34.0 → prediction_market_agent_tooling-0.35.0}/prediction_market_agent_tooling/tools/utils.py

@@ -7,6 +7,7 @@ from typing import Any, NoReturn, Optional, Type, TypeVar, cast
 import pytz
 import requests
 from pydantic import BaseModel, ValidationError
+from scipy.optimize import newton
 from scipy.stats import entropy
 
 from prediction_market_agent_tooling.gtypes import (
@@ -173,3 +174,35 @@ def prob_uncertainty(prob: Probability) -> float:
         - Market's probability is 0.95, so the market is quite certain about YES: prob_uncertainty(0.95) == 0.286
     """
     return float(entropy([prob, 1 - prob], base=2))
+
+
+def calculate_sell_amount_in_collateral(
+    shares_to_sell: float,
+    holdings: float,
+    other_holdings: float,
+    fee: float,
+) -> float:
+    """
+    Computes the amount of collateral that needs to be sold to get `shares`
+    amount of shares. Returns None if the amount can't be computed.
+
+    Taken from https://github.com/protofire/omen-exchange/blob/29d0ab16bdafa5cc0d37933c1c7608a055400c73/app/src/util/tools/fpmm/trading/index.ts#L99
+    Simplified for binary markets.
+    """
+
+    if not (0 <= fee < 1.0):
+        raise ValueError("Fee must be between 0 and 1")
+
+    for v in [shares_to_sell, holdings, other_holdings]:
+        if v <= 0:
+            raise ValueError("All share args must be greater than 0")
+
+    def f(r: float) -> float:
+        R = r / (1 - fee)
+        first_term = other_holdings - R
+        second_term = holdings + shares_to_sell - R
+        third_term = holdings * other_holdings
+        return (first_term * second_term) - third_term
+
+    amount_to_sell = newton(f, 0)
+    return float(amount_to_sell) * 0.999999  # Avoid rounding errors

{prediction_market_agent_tooling-0.34.0 → prediction_market_agent_tooling-0.35.0}/pyproject.toml

@@ -1,6 +1,6 @@
 [tool.poetry]
 name = "prediction-market-agent-tooling"
-version = "0.34.0"
+version = "0.35.0"
 description = "Tools to benchmark, deploy and monitor prediction market agents."
 authors = ["Gnosis"]
 readme = "README.md"