prediction-market-agent-tooling 0.48.4__tar.gz → 0.48.6__tar.gz

{prediction_market_agent_tooling-0.48.4 → prediction_market_agent_tooling-0.48.6}/PKG-INFO

@@ -1,6 +1,6 @@
 Metadata-Version: 2.1
 Name: prediction-market-agent-tooling
-Version: 0.48.4
+Version: 0.48.6
 Summary: Tools to benchmark, deploy and monitor prediction market agents.
 Author: Gnosis
 Requires-Python: >=3.10,<3.12

{prediction_market_agent_tooling-0.48.4 → prediction_market_agent_tooling-0.48.6}/prediction_market_agent_tooling/benchmark/agents.py

@@ -87,7 +87,6 @@ class RandomAgent(AbstractBenchmarkedAgent):
         p_yes, confidence = random.random(), random.random()
         return Prediction(
             outcome_prediction=OutcomePrediction(
-                decision=p_yes > 0.5,
                 p_yes=Probability(p_yes),
                 confidence=confidence,
                 info_utility=None,
@@ -111,7 +110,6 @@ class FixedAgent(AbstractBenchmarkedAgent):
         p_yes, confidence = 1.0 if self.fixed_answer else 0.0, 1.0
         return Prediction(
             outcome_prediction=OutcomePrediction(
-                decision=self.fixed_answer,
                 p_yes=Probability(p_yes),
                 confidence=confidence,
                 info_utility=None,

{prediction_market_agent_tooling-0.48.4 → prediction_market_agent_tooling-0.48.6}/prediction_market_agent_tooling/benchmark/utils.py

@@ -3,11 +3,13 @@ import typing as t
 
 from pydantic import BaseModel
 
-from prediction_market_agent_tooling.deploy.agent import Answer
-from prediction_market_agent_tooling.markets.data_models import Resolution
+from prediction_market_agent_tooling.markets.data_models import (
+    ProbabilisticAnswer,
+    Resolution,
+)
 
 
-class OutcomePrediction(Answer):
+class OutcomePrediction(ProbabilisticAnswer):
     info_utility: t.Optional[float]
 
     @property

{prediction_market_agent_tooling-0.48.4 → prediction_market_agent_tooling-0.48.6}/prediction_market_agent_tooling/deploy/agent.py

@@ -12,6 +12,10 @@ from pydantic import BaseModel, BeforeValidator, computed_field
 from typing_extensions import Annotated
 
 from prediction_market_agent_tooling.config import APIKeys
+from prediction_market_agent_tooling.deploy.betting_strategy import (
+    BettingStrategy,
+    MaxAccuracyBettingStrategy,
+)
 from prediction_market_agent_tooling.deploy.constants import (
     MARKET_TYPE_KEY,
     REPOSITORY_KEY,
@@ -25,14 +29,19 @@ from prediction_market_agent_tooling.deploy.gcp.utils import (
     gcp_function_is_active,
     gcp_resolve_api_keys_secrets,
 )
-from prediction_market_agent_tooling.gtypes import Probability, xDai, xdai_type
+from prediction_market_agent_tooling.gtypes import xDai, xdai_type
 from prediction_market_agent_tooling.loggers import logger
 from prediction_market_agent_tooling.markets.agent_market import (
     AgentMarket,
     FilterBy,
     SortBy,
 )
-from prediction_market_agent_tooling.markets.data_models import BetAmount
+from prediction_market_agent_tooling.markets.data_models import (
+    BetAmount,
+    ProbabilisticAnswer,
+    TokenAmount,
+    TokenAmountAndDirection,
+)
 from prediction_market_agent_tooling.markets.markets import (
     MarketType,
     have_bet_on_market_since,
@@ -95,19 +104,8 @@ class OutOfFundsError(ValueError):
     pass
 
 
-class Answer(BaseModel):
-    decision: Decision  # Warning: p_yes > 0.5 doesn't necessarily mean decision is True! For example, if our p_yes is 55%, but market's p_yes is 80%, then it might be profitable to bet on False.
-    p_yes: Probability
-    confidence: float
-    reasoning: str | None = None
-
-    @property
-    def p_no(self) -> Probability:
-        return Probability(1 - self.p_yes)
-
-
 class ProcessedMarket(BaseModel):
-    answer: Answer
+    answer: ProbabilisticAnswer
     amount: BetAmount
 
 
@@ -280,6 +278,7 @@ class DeployableTraderAgent(DeployableAgent):
     bet_on_n_markets_per_run: int = 1
     min_required_balance_to_operate: xDai | None = xdai_type(1)
     min_balance_to_keep_in_native_currency: xDai | None = xdai_type(0.1)
+    strategy: BettingStrategy = MaxAccuracyBettingStrategy()
 
     def __init__(
         self,
@@ -295,7 +294,7 @@ class DeployableTraderAgent(DeployableAgent):
         self.have_bet_on_market_since = observe()(self.have_bet_on_market_since)  # type: ignore[method-assign]
         self.verify_market = observe()(self.verify_market)  # type: ignore[method-assign]
         self.answer_binary_market = observe()(self.answer_binary_market)  # type: ignore[method-assign]
-        self.calculate_bet_amount = observe()(self.calculate_bet_amount)  # type: ignore[method-assign]
+        self.calculate_bet_amount_and_direction = observe()(self.calculate_bet_amount_and_direction)  # type: ignore[method-assign]
         self.process_market = observe()(self.process_market)  # type: ignore[method-assign]
 
     def update_langfuse_trace_by_market(
@@ -311,6 +310,18 @@ class DeployableTraderAgent(DeployableAgent):
             },
         )
 
+    def calculate_bet_amount_and_direction(
+        self, answer: ProbabilisticAnswer, market: AgentMarket
+    ) -> TokenAmountAndDirection:
+        amount_and_direction = self.strategy.calculate_bet_amount_and_direction(
+            answer, market
+        )
+        if amount_and_direction.currency != market.currency:
+            raise ValueError(
+                f"Currency mismatch. Strategy yields {amount_and_direction.currency}, market has currency {market.currency}"
+            )
+        return amount_and_direction
+
     def update_langfuse_trace_by_processed_market(
         self, market_type: MarketType, processed_market: ProcessedMarket | None
     ) -> None:
@@ -360,18 +371,12 @@ class DeployableTraderAgent(DeployableAgent):
 
         return True
 
-    def answer_binary_market(self, market: AgentMarket) -> Answer | None:
+    def answer_binary_market(self, market: AgentMarket) -> ProbabilisticAnswer | None:
         """
         Answer the binary market. This method must be implemented by the subclass.
         """
         raise NotImplementedError("This method must be implemented by the subclass")
 
-    def calculate_bet_amount(self, answer: Answer, market: AgentMarket) -> BetAmount:
-        """
-        Calculate the bet amount. By default, it returns the minimum bet amount.
-        """
-        return market.get_tiny_bet_amount()
-
     def get_markets(
         self,
         market_type: MarketType,
@@ -408,22 +413,25 @@ class DeployableTraderAgent(DeployableAgent):
             self.update_langfuse_trace_by_processed_market(market_type, None)
             return None
 
-        amount = self.calculate_bet_amount(answer, market)
+        amount_and_direction = self.calculate_bet_amount_and_direction(answer, market)
 
         if self.place_bet:
             logger.info(
-                f"Placing bet on {market} with result {answer} and amount {amount}"
+                f"Placing bet on {market} with direction {amount_and_direction.direction} and amount {amount_and_direction.amount}"
             )
             market.place_bet(
-                amount=amount,
-                outcome=answer.decision,
+                amount=TokenAmount(
+                    amount=amount_and_direction.amount,
+                    currency=amount_and_direction.currency,
+                ),
+                outcome=amount_and_direction.direction,
             )
 
         self.after_process_market(market_type, market)
 
         processed_market = ProcessedMarket(
             answer=answer,
-            amount=amount,
+            amount=amount_and_direction,
         )
         self.update_langfuse_trace_by_processed_market(market_type, processed_market)
 

{prediction_market_agent_tooling-0.48.4 → prediction_market_agent_tooling-0.48.6}/prediction_market_agent_tooling/deploy/agent_example.py

@@ -1,10 +1,10 @@
 import random
 
 from prediction_market_agent_tooling.deploy.agent import (
-    Answer,
     DeployableTraderAgent,
-    Probability,
+    ProbabilisticAnswer,
 )
+from prediction_market_agent_tooling.gtypes import Probability
 from prediction_market_agent_tooling.markets.agent_market import AgentMarket
 from prediction_market_agent_tooling.markets.markets import MarketType
 
@@ -13,10 +13,9 @@ class DeployableCoinFlipAgent(DeployableTraderAgent):
     def verify_market(self, market_type: MarketType, market: AgentMarket) -> bool:
         return True
 
-    def answer_binary_market(self, market: AgentMarket) -> Answer | None:
+    def answer_binary_market(self, market: AgentMarket) -> ProbabilisticAnswer | None:
         decision = random.choice([True, False])
-        return Answer(
-            decision=decision,
+        return ProbabilisticAnswer(
             p_yes=Probability(float(decision)),
             confidence=0.5,
             reasoning="I flipped a coin to decide.",
@@ -24,5 +23,5 @@ class DeployableCoinFlipAgent(DeployableTraderAgent):
 
 
 class DeployableAlwaysRaiseAgent(DeployableTraderAgent):
-    def answer_binary_market(self, market: AgentMarket) -> Answer | None:
+    def answer_binary_market(self, market: AgentMarket) -> ProbabilisticAnswer | None:
         raise RuntimeError("I always raise!")

prediction_market_agent_tooling-0.48.6/prediction_market_agent_tooling/deploy/betting_strategy.py

@@ -0,0 +1,62 @@
+from abc import ABC, abstractmethod
+
+from prediction_market_agent_tooling.markets.agent_market import AgentMarket
+from prediction_market_agent_tooling.markets.data_models import (
+    ProbabilisticAnswer,
+    TokenAmountAndDirection,
+)
+from prediction_market_agent_tooling.tools.betting_strategies.kelly_criterion import (
+    get_kelly_bet,
+)
+
+
+class BettingStrategy(ABC):
+    @abstractmethod
+    def calculate_bet_amount_and_direction(
+        self, answer: ProbabilisticAnswer, market: AgentMarket
+    ) -> TokenAmountAndDirection:
+        pass
+
+
+class MaxAccuracyBettingStrategy(BettingStrategy):
+    def __init__(self, bet_amount: float | None = None):
+        self.bet_amount = bet_amount
+
+    @staticmethod
+    def calculate_direction(market_p_yes: float, estimate_p_yes: float) -> bool:
+        # If estimate_p_yes >= market.current_p_yes, then bet TRUE, else bet FALSE.
+        # This is equivalent to saying EXPECTED_VALUE = (estimate_p_yes * num_tokens_obtained_by_betting_yes) -
+        # ((1 - estimate_p_yes) * num_tokens_obtained_by_betting_no) >= 0
+        return estimate_p_yes >= market_p_yes
+
+    def calculate_bet_amount_and_direction(
+        self, answer: ProbabilisticAnswer, market: AgentMarket
+    ) -> TokenAmountAndDirection:
+        bet_amount = (
+            market.get_tiny_bet_amount().amount
+            if self.bet_amount is None
+            else self.bet_amount
+        )
+        direction = self.calculate_direction(market.current_p_yes, answer.p_yes)
+        return TokenAmountAndDirection(
+            amount=bet_amount,
+            currency=market.currency,
+            direction=direction,
+        )
+
+
+class KellyBettingStrategy(BettingStrategy):
+    def __init__(self, max_bet_amount: float = 10):
+        self.max_bet_amount = max_bet_amount
+
+    def calculate_bet_amount_and_direction(
+        self, answer: ProbabilisticAnswer, market: AgentMarket
+    ) -> TokenAmountAndDirection:
+        kelly_bet = get_kelly_bet(
+            self.max_bet_amount, market.current_p_yes, answer.p_yes, answer.confidence
+        )
+        return TokenAmountAndDirection(
+            amount=kelly_bet.size,
+            currency=market.currency,
+            direction=kelly_bet.direction,
+        )

{prediction_market_agent_tooling-0.48.4 → prediction_market_agent_tooling-0.48.6}/prediction_market_agent_tooling/markets/data_models.py

@@ -1,10 +1,10 @@
 from datetime import datetime
 from enum import Enum
-from typing import TypeAlias
+from typing import Annotated, TypeAlias
 
-from pydantic import BaseModel, computed_field
+from pydantic import BaseModel, BeforeValidator, computed_field
 
-from prediction_market_agent_tooling.gtypes import OutcomeStr
+from prediction_market_agent_tooling.gtypes import OutcomeStr, Probability
 
 
 class Currency(str, Enum):
@@ -57,6 +57,43 @@ class ResolvedBet(Bet):
         return f"Resolved bet for market {self.market_id} for question {self.market_question} created at {self.created_time}: {self.amount} on {self.outcome}. Bet was resolved at {self.resolved_time} and was {'correct' if self.is_correct else 'incorrect'}. Profit was {self.profit}"
 
 
+class TokenAmountAndDirection(TokenAmount):
+    direction: bool
+
+
+def to_boolean_outcome(value: str | bool) -> bool:
+    if isinstance(value, bool):
+        return value
+
+    elif isinstance(value, str):
+        value = value.lower().strip()
+
+        if value in {"true", "yes", "y", "1"}:
+            return True
+
+        elif value in {"false", "no", "n", "0"}:
+            return False
+
+        else:
+            raise ValueError(f"Expected a boolean string, but got {value}")
+
+    else:
+        raise ValueError(f"Expected a boolean or a string, but got {value}")
+
+
+Decision = Annotated[bool, BeforeValidator(to_boolean_outcome)]
+
+
+class ProbabilisticAnswer(BaseModel):
+    p_yes: Probability
+    confidence: float
+    reasoning: str | None = None
+
+    @property
+    def p_no(self) -> Probability:
+        return Probability(1 - self.p_yes)
+
+
 class Position(BaseModel):
     market_id: str
     amounts: dict[OutcomeStr, TokenAmount]

{prediction_market_agent_tooling-0.48.4 → prediction_market_agent_tooling-0.48.6}/prediction_market_agent_tooling/markets/omen/data_models.py

@@ -77,6 +77,10 @@ class Question(BaseModel):
     def opening_datetime(self) -> datetime:
         return datetime.fromtimestamp(self.openingTimestamp)
 
+    @property
+    def has_answer(self) -> bool:
+        return self.currentAnswer is not None
+
     @property
     def outcome_index(self) -> int | None:
         return (
@@ -88,6 +92,34 @@ class Question(BaseModel):
             else None
         )
 
+    @property
+    def is_binary(self) -> bool:
+        return len(self.outcomes) == 2
+
+    @property
+    def has_valid_answer(self) -> bool:
+        return self.outcome_index is not None and self.outcome_index != INVALID_ANSWER
+
+    @property
+    def boolean_outcome(self) -> bool:
+        if not self.is_binary:
+            raise ValueError(
+                f"Question with title {self.title} is not binary, it has {len(self.outcomes)} outcomes."
+            )
+
+        if not self.has_answer:
+            raise ValueError(f"Question with title {self.title} is not answered.")
+
+        outcome_index = check_not_none(self.outcome_index)
+
+        if not self.has_valid_answer:
+            raise ValueError(
+                f"Question with title {self.title} has invalid answer {outcome_index}."
+            )
+
+        outcome: str = self.outcomes[outcome_index]
+        return get_boolean_outcome(outcome)
+
 
 class OmenPosition(BaseModel):
     id: HexBytes
@@ -132,7 +164,15 @@ class OmenUserPosition(BaseModel):
 
 class OmenMarket(BaseModel):
     """
-    https://aiomen.eth.limo
+    https://presagio.pages.dev
+
+    An Omen market goes through the following stages:
+
+    1. creation - can add liquidty immediately, and trade immediately if there is liquidity
+    2. closing - market is closed, and a question is simultaneously opened for answers on Reality
+    3. finalizing - the question is finalized on reality (including any disputes)
+    4. resolving - a manual step required by calling the Omen oracle contract
+    5. redeeming - a user withdraws collateral tokens from the market
     """
 
     BET_AMOUNT_CURRENCY: t.ClassVar[Currency] = Currency.xDai
@@ -347,7 +387,7 @@ class OmenBet(BaseModel):
     collateralAmountUSD: USD
     feeAmount: Wei
     outcomeIndex: int
-    outcomeTokensTraded: int
+    outcomeTokensTraded: Wei
     transactionHash: HexAddress
     fpmm: OmenMarket
 
@@ -372,7 +412,7 @@ class OmenBet(BaseModel):
     def get_profit(self) -> ProfitAmount:
         bet_amount_xdai = wei_to_xdai(self.collateralAmount)
         profit = (
-            wei_to_xdai(Wei(self.outcomeTokensTraded)) - bet_amount_xdai
+            wei_to_xdai(self.outcomeTokensTraded) - bet_amount_xdai
             if self.boolean_outcome == self.fpmm.boolean_outcome
             else -bet_amount_xdai
         )

{prediction_market_agent_tooling-0.48.4 → prediction_market_agent_tooling-0.48.6}/prediction_market_agent_tooling/monitor/monitor_app.py

@@ -135,15 +135,16 @@ def monitor_app(
     )
 
     st.header("Market Info")
-    with st.spinner("Loading markets"):
-        open_markets, resolved_markets = get_open_and_resolved_markets(
-            start_time=oldest_start_time, market_type=market_type
+    if st.checkbox("Show Market Info"):
+        with st.spinner("Loading markets"):
+            open_markets, resolved_markets = get_open_and_resolved_markets(
+                start_time=oldest_start_time, market_type=market_type
+            )
+        (
+            monitor_market(open_markets=open_markets, resolved_markets=resolved_markets)
+            if open_markets and resolved_markets
+            else st.warning("No market data found.")
         )
-    (
-        monitor_market(open_markets=open_markets, resolved_markets=resolved_markets)
-        if open_markets and resolved_markets
-        else st.warning("No market data found.")
-    )
 
     st.header("Agent Info")
     if st.button("Export agents"):

{prediction_market_agent_tooling-0.48.4 → prediction_market_agent_tooling-0.48.6}/prediction_market_agent_tooling/tools/betting_strategies/kelly_criterion.py

@@ -1,23 +1,16 @@
-from enum import Enum
-
 from pydantic import BaseModel
 
 
-class BetDirection(str, Enum):
-    YES = "Yes"
-    NO = "No"
+def check_is_valid_probability(probability: float) -> None:
+    if not 0 <= probability <= 1:
+        raise ValueError("Probability must be between 0 and 1")
 
 
 class KellyBet(BaseModel):
-    direction: BetDirection
+    direction: bool
     size: float
 
 
-def check_is_valid_probability(probability: float) -> None:
-    if not 0 <= probability <= 1:
-        raise ValueError("Probability must be between 0 and 1")
-
-
 def get_kelly_bet(
     max_bet: float,
     market_p_yes: float,
@@ -47,10 +40,10 @@ def get_kelly_bet(
     check_is_valid_probability(confidence)
 
     if estimated_p_yes > market_p_yes:
-        bet_direction = BetDirection.YES
+        bet_direction = True
         market_prob = market_p_yes
     else:
-        bet_direction = BetDirection.NO
+        bet_direction = False
         market_prob = 1 - market_p_yes
 
     # Handle the case where market_prob is 0

{prediction_market_agent_tooling-0.48.4 → prediction_market_agent_tooling-0.48.6}/prediction_market_agent_tooling/tools/is_predictable.py

@@ -143,7 +143,7 @@ def is_predictable_without_description(
         description=description,
     )
     completion = str(
-        llm(
+        llm.invoke(
             messages, max_tokens=max_tokens, config=get_langfuse_langchain_config()
         ).content
     )

{prediction_market_agent_tooling-0.48.4 → prediction_market_agent_tooling-0.48.6}/prediction_market_agent_tooling/tools/tavily_storage/tavily_storage.py

@@ -60,9 +60,7 @@ def tavily_search(
     return response_parsed
 
 
-@tenacity.retry(
-    stop=tenacity.stop_after_attempt(3), wait=tenacity.wait_fixed(1), reraise=True
-)
+@tenacity.retry(stop=tenacity.stop_after_attempt(3), wait=tenacity.wait_fixed(1))
 def _tavily_search(
     query: str,
     search_depth: t.Literal["basic", "advanced"],

{prediction_market_agent_tooling-0.48.4 → prediction_market_agent_tooling-0.48.6}/prediction_market_agent_tooling/tools/web3_utils.py

@@ -28,6 +28,7 @@ from prediction_market_agent_tooling.loggers import logger
 ONE_NONCE = Nonce(1)
 ONE_XDAI = xdai_type(1)
 ZERO_BYTES = HexBytes(HASH_ZERO)
+NOT_REVERTED_ICASE_REGEX_PATTERN = "(?i)(?!.*reverted.*)"
 
 
 def private_key_to_public_key(private_key: SecretStr) -> ChecksumAddress:
@@ -154,11 +155,8 @@ def _prepare_tx_params(
 
 
 @tenacity.retry(
-    # Retry only for the transaction errors that match the given patterns,
-    # add other retrieable errors gradually to be safe.
-    retry=tenacity.retry_if_exception_message(
-        match="(.*wrong transaction nonce.*)|(.*Invalid.*)|(.*OldNonce.*)"
-    ),
+    # Don't retry on `reverted` messages, as they would always fail again.
+    retry=tenacity.retry_if_exception_message(match=NOT_REVERTED_ICASE_REGEX_PATTERN),
     wait=tenacity.wait_chain(*[tenacity.wait_fixed(n) for n in range(1, 10)]),
     stop=tenacity.stop_after_attempt(9),
     after=lambda x: logger.debug(
@@ -194,11 +192,8 @@ def send_function_on_contract_tx(
 
 
 @tenacity.retry(
-    # Retry only for the transaction errors that match the given patterns,
-    # add other retrieable errors gradually to be safe.
-    retry=tenacity.retry_if_exception_message(
-        match="(.*wrong transaction nonce.*)|(.*Invalid.*)|(.*OldNonce.*)"
-    ),
+    # Don't retry on `reverted` messages, as they would always fail again.
+    retry=tenacity.retry_if_exception_message(match=NOT_REVERTED_ICASE_REGEX_PATTERN),
     wait=tenacity.wait_chain(*[tenacity.wait_fixed(n) for n in range(1, 10)]),
     stop=tenacity.stop_after_attempt(9),
     after=lambda x: logger.debug(

{prediction_market_agent_tooling-0.48.4 → prediction_market_agent_tooling-0.48.6}/pyproject.toml

@@ -1,6 +1,6 @@
 [tool.poetry]
 name = "prediction-market-agent-tooling"
-version = "0.48.4"
+version = "0.48.6"
 description = "Tools to benchmark, deploy and monitor prediction market agents."
 authors = ["Gnosis"]
 readme = "README.md"