prediction-market-agent-tooling 0.49.1__py3-none-any.whl → 0.49.2__py3-none-any.whl

prediction_market_agent_tooling/deploy/agent.py

@@ -307,7 +307,7 @@ class DeployableTraderAgent(DeployableAgent):
     def get_betting_strategy(self, market: AgentMarket) -> BettingStrategy:
         user_id = market.get_user_id(api_keys=APIKeys())
 
-        total_amount = market.get_user_balance(user_id=user_id) * 0.1
+        total_amount = market.get_tiny_bet_amount().amount
         if existing_position := market.get_position(user_id=user_id):
             total_amount += existing_position.total_amount.amount
 

prediction_market_agent_tooling/deploy/betting_strategy.py

@@ -1,5 +1,9 @@
 from abc import ABC, abstractmethod
 
+from scipy.optimize import minimize_scalar
+
+from prediction_market_agent_tooling.gtypes import xDai
+from prediction_market_agent_tooling.loggers import logger
 from prediction_market_agent_tooling.markets.agent_market import AgentMarket
 from prediction_market_agent_tooling.markets.data_models import (
     Currency,
@@ -10,10 +14,14 @@ from prediction_market_agent_tooling.markets.data_models import (
     TradeType,
 )
 from prediction_market_agent_tooling.markets.omen.data_models import get_boolean_outcome
+from prediction_market_agent_tooling.markets.omen.omen import (
+    get_buy_outcome_token_amount,
+)
 from prediction_market_agent_tooling.tools.betting_strategies.kelly_criterion import (
     get_kelly_bet_full,
     get_kelly_bet_simplified,
 )
+from prediction_market_agent_tooling.tools.betting_strategies.utils import SimpleBet
 from prediction_market_agent_tooling.tools.utils import check_not_none
 
 
@@ -134,8 +142,9 @@ class MaxExpectedValueBettingStrategy(MaxAccuracyBettingStrategy):
 
 
 class KellyBettingStrategy(BettingStrategy):
-    def __init__(self, max_bet_amount: float):
+    def __init__(self, max_bet_amount: float, max_price_impact: float | None = None):
         self.max_bet_amount = max_bet_amount
+        self.max_price_impact = max_price_impact
 
     def calculate_trades(
         self,
@@ -165,9 +174,19 @@ class KellyBettingStrategy(BettingStrategy):
             )
         )
 
+        kelly_bet_size = kelly_bet.size
+        if self.max_price_impact:
+            # Adjust amount
+            max_price_impact_bet_amount = self.calculate_bet_amount_for_price_impact(
+                market, kelly_bet, 0
+            )
+
+            # We just don't want Kelly size to extrapolate price_impact - hence we take the min.
+            kelly_bet_size = min(kelly_bet.size, max_price_impact_bet_amount)
+
         amounts = {
             market.get_outcome_str_from_bool(kelly_bet.direction): TokenAmount(
-                amount=kelly_bet.size, currency=market.currency
+                amount=kelly_bet_size, currency=market.currency
             ),
         }
         target_position = Position(market_id=market.id, amounts=amounts)
@@ -176,8 +195,69 @@ class KellyBettingStrategy(BettingStrategy):
         )
         return trades
 
+    def calculate_price_impact_for_bet_amount(
+        self, buy_direction: bool, bet_amount: float, yes: float, no: float, fee: float
+    ) -> float:
+        total_outcome_tokens = yes + no
+        expected_price = (
+            no / total_outcome_tokens if buy_direction else yes / total_outcome_tokens
+        )
+
+        tokens_to_buy = get_buy_outcome_token_amount(
+            bet_amount, buy_direction, yes, no, fee
+        )
+
+        actual_price = bet_amount / tokens_to_buy
+        # price_impact should always be > 0
+        price_impact = (actual_price - expected_price) / expected_price
+        return price_impact
+
+    def calculate_bet_amount_for_price_impact(
+        self,
+        market: AgentMarket,
+        kelly_bet: SimpleBet,
+        fee: float,
+    ) -> float:
+        def calculate_price_impact_deviation_from_target_price_impact(
+            bet_amount: xDai,
+        ) -> float:
+            price_impact = self.calculate_price_impact_for_bet_amount(
+                kelly_bet.direction,
+                bet_amount,
+                yes_outcome_pool_size,
+                no_outcome_pool_size,
+                fee,
+            )
+            # We return abs for the algorithm to converge to 0 instead of the min (and possibly negative) value.
+
+            max_price_impact = check_not_none(self.max_price_impact)
+            return abs(price_impact - max_price_impact)
+
+        if not market.outcome_token_pool:
+            logger.warning(
+                "Market outcome_token_pool is None, cannot calculate bet amount"
+            )
+            return kelly_bet.size
+
+        yes_outcome_pool_size = market.outcome_token_pool[
+            market.get_outcome_str_from_bool(True)
+        ]
+        no_outcome_pool_size = market.outcome_token_pool[
+            market.get_outcome_str_from_bool(False)
+        ]
+
+        # The bounds below have been found to work heuristically.
+        optimized_bet_amount = minimize_scalar(
+            calculate_price_impact_deviation_from_target_price_impact,
+            bounds=(0, 1000 * (yes_outcome_pool_size + no_outcome_pool_size)),
+            method="bounded",
+            tol=1e-11,
+            options={"maxiter": 10000},
+        )
+        return float(optimized_bet_amount.x)
+
     def __repr__(self) -> str:
-        return f"{self.__class__.__name__}(max_bet_amount={self.max_bet_amount})"
+        return f"{self.__class__.__name__}(max_bet_amount={self.max_bet_amount}, max_price_impact={self.max_price_impact})"
 
 
 class MaxAccuracyWithKellyScaledBetsStrategy(BettingStrategy):

prediction_market_agent_tooling/markets/agent_market.py

@@ -28,6 +28,8 @@ from prediction_market_agent_tooling.tools.utils import (
 class SortBy(str, Enum):
     CLOSING_SOONEST = "closing-soonest"
     NEWEST = "newest"
+    HIGHEST_LIQUIDITY = "highest_liquidity"
+    LOWEST_LIQUIDITY = "lowest_liquidity"
     NONE = "none"
 
 

prediction_market_agent_tooling/markets/omen/omen.py

@@ -47,6 +47,7 @@ from prediction_market_agent_tooling.markets.omen.data_models import (
 )
 from prediction_market_agent_tooling.markets.omen.omen_contracts import (
     OMEN_DEFAULT_MARKET_FEE_PERC,
+    REALITY_DEFAULT_FINALIZATION_TIMEOUT,
     Arbitrator,
     OmenConditionalTokenContract,
     OmenFixedProductMarketMakerContract,
@@ -840,7 +841,7 @@ def omen_create_market_tx(
     language: str,
     outcomes: list[str],
     auto_deposit: bool,
-    finalization_timeout: timedelta = timedelta(days=1),
+    finalization_timeout: timedelta = REALITY_DEFAULT_FINALIZATION_TIMEOUT,
     fee_perc: float = OMEN_DEFAULT_MARKET_FEE_PERC,
     distribution_hint: list[OmenOutcomeToken] | None = None,
     collateral_token_address: ChecksumAddress = WrappedxDaiContract().address,

prediction_market_agent_tooling/markets/omen/omen_contracts.py

@@ -431,6 +431,7 @@ class sDaiContract(ContractERC4626OnGnosisChain):
 
 
 OMEN_DEFAULT_MARKET_FEE_PERC = 0.02  # 2% fee from the buying shares amount.
+REALITY_DEFAULT_FINALIZATION_TIMEOUT = timedelta(days=3)
 
 
 class OmenFixedProductMarketMakerFactoryContract(ContractOnGnosisChain):

prediction_market_agent_tooling/markets/omen/omen_resolving.py

@@ -240,7 +240,7 @@ def omen_resolve_market_tx(
     web3: Web3 | None = None,
 ) -> None:
     """
-    Market can be resolved 24h after last answer was submitted via `omen_submit_answer_market_tx`.
+    Market can be resolved after the answer if finalized on Reality.
     """
     oracle_contract = OmenOracleContract()
     oracle_contract.resolve(

prediction_market_agent_tooling/markets/omen/omen_subgraph_handler.py

@@ -319,6 +319,16 @@ class OmenSubgraphHandler(metaclass=SingletonMeta):
                 sort_by_field = (
                     self.trades_subgraph.FixedProductMarketMaker.openingTimestamp
                 )
+            case SortBy.HIGHEST_LIQUIDITY:
+                sort_direction = "desc"
+                sort_by_field = (
+                    self.trades_subgraph.FixedProductMarketMaker.liquidityMeasure
+                )
+            case SortBy.LOWEST_LIQUIDITY:
+                sort_direction = "asc"
+                sort_by_field = (
+                    self.trades_subgraph.FixedProductMarketMaker.liquidityMeasure
+                )
             case SortBy.NONE:
                 sort_direction = None
                 sort_by_field = None

prediction_market_agent_tooling/markets/polymarket/api.py

@@ -2,8 +2,8 @@ import typing as t
 
 import requests
 import tenacity
-from loguru import logger
 
+from prediction_market_agent_tooling.loggers import logger
 from prediction_market_agent_tooling.markets.polymarket.data_models import (
     POLYMARKET_FALSE_OUTCOME,
     POLYMARKET_TRUE_OUTCOME,

prediction_market_agent_tooling/tools/httpx_cached_client.py

@@ -0,0 +1,11 @@
+import hishel
+
+
+class HttpxCachedClient:
+    def __init__(self) -> None:
+        storage = hishel.FileStorage(ttl=3600, check_ttl_every=600)
+        controller = hishel.Controller(force_cache=True)
+        self.client = hishel.CacheClient(storage=storage, controller=controller)
+
+    def get_client(self) -> hishel.CacheClient:
+        return self.client

prediction_market_agent_tooling/tools/is_predictable.py

@@ -1,7 +1,7 @@
 import tenacity
-from loguru import logger
 
 from prediction_market_agent_tooling.config import APIKeys
+from prediction_market_agent_tooling.loggers import logger
 from prediction_market_agent_tooling.tools.cache import persistent_inmemory_cache
 from prediction_market_agent_tooling.tools.langfuse_ import (
     get_langfuse_langchain_config,

prediction_market_agent_tooling/tools/tavily_storage/tavily_models.py

@@ -2,7 +2,6 @@ import typing as t
 from datetime import datetime, timedelta
 
 import tenacity
-from loguru import logger
 from pydantic import BaseModel
 from sqlalchemy import Column
 from sqlalchemy.dialects.postgresql import JSONB
@@ -18,6 +17,7 @@ from sqlmodel import (
 )
 
 from prediction_market_agent_tooling.config import APIKeys
+from prediction_market_agent_tooling.loggers import logger
 from prediction_market_agent_tooling.tools.utils import utcnow
 
 

{prediction_market_agent_tooling-0.49.1.dist-info → prediction_market_agent_tooling-0.49.2.dist-info}/METADATA

@@ -1,6 +1,6 @@
 Metadata-Version: 2.1
 Name: prediction-market-agent-tooling
-Version: 0.49.1
+Version: 0.49.2
 Summary: Tools to benchmark, deploy and monitor prediction market agents.
 Author: Gnosis
 Requires-Python: >=3.10,<3.12
@@ -20,6 +20,7 @@ Requires-Dist: google-api-python-client (==2.95.0) ; extra == "google"
 Requires-Dist: google-cloud-functions (>=1.16.0,<2.0.0)
 Requires-Dist: google-cloud-resource-manager (>=1.12.0,<2.0.0)
 Requires-Dist: google-cloud-secret-manager (>=2.18.2,<3.0.0)
+Requires-Dist: hishel (>=0.0.31,<0.0.32)
 Requires-Dist: isort (>=5.13.2,<6.0.0)
 Requires-Dist: langchain (>=0.2.6,<0.3.0) ; extra == "langchain"
 Requires-Dist: langchain-community (>=0.0.19)

{prediction_market_agent_tooling-0.49.1.dist-info → prediction_market_agent_tooling-0.49.2.dist-info}/RECORD

@@ -17,9 +17,9 @@ prediction_market_agent_tooling/benchmark/agents.py,sha256=BwE3U11tQq0rfOJBn-Xn5
 prediction_market_agent_tooling/benchmark/benchmark.py,sha256=MqTiaaJ3cYiOLUVR7OyImLWxcEya3Rl5JyFYW-K0lwM,17097
 prediction_market_agent_tooling/benchmark/utils.py,sha256=D0MfUkVZllmvcU0VOurk9tcKT7JTtwwOp-63zuCBVuc,2880
 prediction_market_agent_tooling/config.py,sha256=LAOG22P7yi8zDBqMuhBD6FaoCG-w4_tE8rF14hqDffk,6519
-prediction_market_agent_tooling/deploy/agent.py,sha256=HA2cp9--jz1VUv2SP2gy2yZvhug6oIu_A85N96dHdwE,21862
+prediction_market_agent_tooling/deploy/agent.py,sha256=o1k7MbaprWHnznhW69YrwwmYl5KOpvPCkdGZ3QB61eM,21851
 prediction_market_agent_tooling/deploy/agent_example.py,sha256=dIIdZashExWk9tOdyDjw87AuUcGyM7jYxNChYrVK2dM,1001
-prediction_market_agent_tooling/deploy/betting_strategy.py,sha256=eCmKpi3EJxFNbPiT7zDYRxJrP76mj0idvSlzin1wtWg,8990
+prediction_market_agent_tooling/deploy/betting_strategy.py,sha256=cOPznMX0jd380qHw06A-l1XUyoicV54AXBghirtPw0Q,12127
 prediction_market_agent_tooling/deploy/constants.py,sha256=M5ty8URipYMGe_G-RzxRydK3AFL6CyvmqCraJUrLBnE,82
 prediction_market_agent_tooling/deploy/gcp/deploy.py,sha256=CYUgnfy-9XVk04kkxA_5yp0GE9Mw5caYqlFUZQ2j3ks,3739
 prediction_market_agent_tooling/deploy/gcp/kubernetes_models.py,sha256=qYIHRxQLac3yxtZ8ChikiPG9O1aUQucHW0muTSm1nto,2627
@@ -30,7 +30,7 @@ prediction_market_agent_tooling/jobs/jobs.py,sha256=I07yh0GJ-xhlvQaOUQB8xlSnihhc
 prediction_market_agent_tooling/jobs/jobs_models.py,sha256=8JS9n_EVgmNzqRg1YUjopPVZRjqFneVYCKnX4UEFy3I,1326
 prediction_market_agent_tooling/jobs/omen/omen_jobs.py,sha256=Mr6fZqfOs4tzGYsp7g0ygolYjQaFCLG7ljP1mKs71ng,3946
 prediction_market_agent_tooling/loggers.py,sha256=Am6HHXRNO545BO3l7Ue9Wb2TkYE1OK8KKhGbI3XypVU,3751
-prediction_market_agent_tooling/markets/agent_market.py,sha256=we9AWBu2vUH572Qpi9N_3x5YekRSg_yIK_dxfptEhVM,10448
+prediction_market_agent_tooling/markets/agent_market.py,sha256=kQ56_bC7mW7Ql3AyCjmwVMnb06i5PJC1FSRZQfEi3W8,10534
 prediction_market_agent_tooling/markets/categorize.py,sha256=jsoHWvZk9pU6n17oWSCcCxNNYVwlb_NXsZxKRI7vmsk,1301
 prediction_market_agent_tooling/markets/data_models.py,sha256=bS4r9IddE0l2m3u8h7_T-Z2gJr1C7BBLtZPtNnGJ-8c,3577
 prediction_market_agent_tooling/markets/manifold/__init__.py,sha256=47DEQpj8HBSa-_TImW-5JCeuQeRkm5NMpJWZG3hSuFU,0
@@ -44,11 +44,11 @@ prediction_market_agent_tooling/markets/metaculus/data_models.py,sha256=6TBy17xn
 prediction_market_agent_tooling/markets/metaculus/metaculus.py,sha256=hNn4-iD07TQIKrinZYc_iF-nvwLGQHLmgNz5AksSyKc,3633
 prediction_market_agent_tooling/markets/omen/__init__.py,sha256=47DEQpj8HBSa-_TImW-5JCeuQeRkm5NMpJWZG3hSuFU,0
 prediction_market_agent_tooling/markets/omen/data_models.py,sha256=qu5B_hdexQ69TzOvJ8UhC6cyxamluLXXXLkQLL_vK-c,26270
-prediction_market_agent_tooling/markets/omen/omen.py,sha256=70q9DGR1nl0gEUVld0fbtr1Ex-eLoe7VJdbe1qFoPNs,47865
-prediction_market_agent_tooling/markets/omen/omen_contracts.py,sha256=T4kqqrG0Ihduj32tFuAwTctNDTTFb4p26cDP01CJm90,28148
-prediction_market_agent_tooling/markets/omen/omen_resolving.py,sha256=udzte2jD33tONHPfMGhQbkAlHePRuw5iF8YXy71P8qo,9555
-prediction_market_agent_tooling/markets/omen/omen_subgraph_handler.py,sha256=eERlL4gvrtZhz0ZbvSyoB2NcYwQqHyN11MR5O67hggc,32210
-prediction_market_agent_tooling/markets/polymarket/api.py,sha256=HXmA1akA0qDj0m3e-GEvWG8x75pm6BX4H7YJPQcST7I,4767
+prediction_market_agent_tooling/markets/omen/omen.py,sha256=5w41_gPJbT4n0HT5qFvJHE9py3C-M--L8WFhjyuSUiY,47926
+prediction_market_agent_tooling/markets/omen/omen_contracts.py,sha256=uabAiNxW1tnw2M-eqetUAB2s7BzTKdgg46SPlTMZmwM,28205
+prediction_market_agent_tooling/markets/omen/omen_resolving.py,sha256=A2q8BR0o_0cdR2JxThtFzuO8yyaKMlx2OT_zCk5pya4,9525
+prediction_market_agent_tooling/markets/omen/omen_subgraph_handler.py,sha256=EJnzZDF2ykY8WLpCMnjBzW76AUnWajHvZVAcLLp3B9U,32642
+prediction_market_agent_tooling/markets/polymarket/api.py,sha256=UZ4_TG8ceb9Y-qgsOKs8Qiv8zDt957QkT8IX2c83yqo,4800
 prediction_market_agent_tooling/markets/polymarket/data_models.py,sha256=9CJzakyEcsn6DQBK2nOXjOMzTZBLAmK_KqevXvW17DI,4292
 prediction_market_agent_tooling/markets/polymarket/data_models_web.py,sha256=IPsFT3FX9Ge5l5zR1nBd2w-sd5ue7oR8PJSW710vFWY,12479
 prediction_market_agent_tooling/markets/polymarket/polymarket.py,sha256=SONMs6gFAR_j8xgVK8MmQDTrFx64_JCi5IfVr52EeKE,2773
@@ -73,10 +73,11 @@ prediction_market_agent_tooling/tools/costs.py,sha256=EaAJ7v9laD4VEV3d8B44M4u3_o
 prediction_market_agent_tooling/tools/gnosis_rpc.py,sha256=ctBfB1os-MvZ1tm0Rwdyn9b3dvFnlM9naKvZmzywc3A,197
 prediction_market_agent_tooling/tools/google.py,sha256=SfVDxb3oEOUK8mpd0l3mTX9ybrdrTPNM6HjfJ7kfNjA,1794
 prediction_market_agent_tooling/tools/hexbytes_custom.py,sha256=Bp94qgPjvjWf1Vb4lNzGFDXRdThw1rJ91vL6r2PWq5E,2096
+prediction_market_agent_tooling/tools/httpx_cached_client.py,sha256=0-N1r0zcGKlY9Rk-Ab8hbqwc54eMbsoa3jXL0_yCCiM,355
 prediction_market_agent_tooling/tools/image_gen/image_gen.py,sha256=HzRwBx62hOXBOmrtpkXaP9Qq1Ku03uUGdREocyjLQ_k,1266
 prediction_market_agent_tooling/tools/image_gen/market_thumbnail_gen.py,sha256=8A3U2uxsCsOfLjru-6R_PPIAuiKY4qFkWp_GSBPV6-s,1280
 prediction_market_agent_tooling/tools/ipfs/ipfs_handler.py,sha256=CTTMfTvs_8PH4kAtlQby2aeEKwgpmxtuGbd4oYIdJ2A,1201
-prediction_market_agent_tooling/tools/is_predictable.py,sha256=QapzvJVgUZdhucgmxhzWAQ885BwSwvYUi0SG8mkLQMQ,6738
+prediction_market_agent_tooling/tools/is_predictable.py,sha256=NIoR2bTNMmADcyNY2aKNMWkiDw7Z_9kZMcFXEdyewy4,6771
 prediction_market_agent_tooling/tools/langfuse_.py,sha256=jI_4ROxqo41CCnWGS1vN_AeDVhRzLMaQLxH3kxDu3L8,1153
 prediction_market_agent_tooling/tools/langfuse_client_utils.py,sha256=oE4pwfsadbn_S0rGRAeQzv2D5CLAJQRXt7KW2-kq_7I,5480
 prediction_market_agent_tooling/tools/omen/reality_accuracy.py,sha256=M1SF7iSW1gVlQSTskdVFTn09uPLST23YeipVIWj54io,2236
@@ -84,12 +85,12 @@ prediction_market_agent_tooling/tools/parallelism.py,sha256=6Gou0hbjtMZrYvxjTDFU
 prediction_market_agent_tooling/tools/safe.py,sha256=h0xOO0eNtitClf0fPkn-0oTc6A_bflDTee98V_aiV-A,5195
 prediction_market_agent_tooling/tools/singleton.py,sha256=CiIELUiI-OeS7U7eeHEt0rnVhtQGzwoUdAgn_7u_GBM,729
 prediction_market_agent_tooling/tools/streamlit_user_login.py,sha256=NXEqfjT9Lc9QtliwSGRASIz1opjQ7Btme43H4qJbzgE,3010
-prediction_market_agent_tooling/tools/tavily_storage/tavily_models.py,sha256=Uq2iyDygVRxp6qHAnz9t5c1uTLGV2RPQE15sVJFLds8,6341
+prediction_market_agent_tooling/tools/tavily_storage/tavily_models.py,sha256=KXRic0UlAyjWX0NADJUg1wEHaSzFdASMAOUQboUlt6A,6374
 prediction_market_agent_tooling/tools/tavily_storage/tavily_storage.py,sha256=xrtQH9v5pXycBRyc5j45pWqkSffkoc9efNIU1_G633Q,3706
 prediction_market_agent_tooling/tools/utils.py,sha256=zcen2m2JDdXNe0KnDdmfMczr4Z2QvoY8oFPbgDGmLzg,7886
 prediction_market_agent_tooling/tools/web3_utils.py,sha256=dkcjG-LtuaWRh7WEMzRGmZ5B5rsxZTlliFOI6fj-EJ8,11842
-prediction_market_agent_tooling-0.49.1.dist-info/LICENSE,sha256=6or154nLLU6bELzjh0mCreFjt0m2v72zLi3yHE0QbeE,7650
-prediction_market_agent_tooling-0.49.1.dist-info/METADATA,sha256=BkTKThKv9Y02EmnE5IQYiTI_BqnzeZNH-6SU0XyVyA0,7896
-prediction_market_agent_tooling-0.49.1.dist-info/WHEEL,sha256=sP946D7jFCHeNz5Iq4fL4Lu-PrWrFsgfLXbbkciIZwg,88
-prediction_market_agent_tooling-0.49.1.dist-info/entry_points.txt,sha256=m8PukHbeH5g0IAAmOf_1Ahm-sGAMdhSSRQmwtpmi2s8,81
-prediction_market_agent_tooling-0.49.1.dist-info/RECORD,,
+prediction_market_agent_tooling-0.49.2.dist-info/LICENSE,sha256=6or154nLLU6bELzjh0mCreFjt0m2v72zLi3yHE0QbeE,7650
+prediction_market_agent_tooling-0.49.2.dist-info/METADATA,sha256=GYwB197xs5Bwt54lhxYkmECyI1QhyTybyn9nAhCreUc,7937
+prediction_market_agent_tooling-0.49.2.dist-info/WHEEL,sha256=sP946D7jFCHeNz5Iq4fL4Lu-PrWrFsgfLXbbkciIZwg,88
+prediction_market_agent_tooling-0.49.2.dist-info/entry_points.txt,sha256=m8PukHbeH5g0IAAmOf_1Ahm-sGAMdhSSRQmwtpmi2s8,81
+prediction_market_agent_tooling-0.49.2.dist-info/RECORD,,