prediction-market-agent-tooling 0.49.1__py3-none-any.whl → 0.50.0__py3-none-any.whl

prediction_market_agent_tooling/benchmark/agents.py

@@ -1,12 +1,12 @@
 import random
 import typing as t
-from datetime import datetime
 
 from prediction_market_agent_tooling.benchmark.utils import (
     OutcomePrediction,
     Prediction,
 )
 from prediction_market_agent_tooling.gtypes import Probability
+from prediction_market_agent_tooling.tools.utils import DatetimeUTC
 
 
 class AbstractBenchmarkedAgent:
@@ -41,7 +41,7 @@ class AbstractBenchmarkedAgent:
     def is_predictable_restricted(
         self,
         market_question: str,
-        time_restriction_up_to: datetime,
+        time_restriction_up_to: DatetimeUTC,
     ) -> bool:
         """
         Override if the agent can decide to not predict the question, before doing the hard work.
@@ -53,7 +53,7 @@ class AbstractBenchmarkedAgent:
     def predict_restricted(
         self,
         market_question: str,
-        time_restriction_up_to: datetime,
+        time_restriction_up_to: DatetimeUTC,
     ) -> Prediction:
         """
         Predict the outcome of the market question.
@@ -65,7 +65,7 @@ class AbstractBenchmarkedAgent:
     def check_and_predict_restricted(
         self,
         market_question: str,
-        time_restriction_up_to: datetime,
+        time_restriction_up_to: DatetimeUTC,
     ) -> Prediction:
         """
         Data used must be restricted to the time_restriction_up_to.
@@ -94,7 +94,7 @@ class RandomAgent(AbstractBenchmarkedAgent):
         )
 
     def predict_restricted(
-        self, market_question: str, time_restriction_up_to: datetime
+        self, market_question: str, time_restriction_up_to: DatetimeUTC
     ) -> Prediction:
         return self.predict(market_question)
 
@@ -117,6 +117,6 @@ class FixedAgent(AbstractBenchmarkedAgent):
         )
 
     def predict_restricted(
-        self, market_question: str, time_restriction_up_to: datetime
+        self, market_question: str, time_restriction_up_to: DatetimeUTC
     ) -> Prediction:
         return self.predict(market_question)

prediction_market_agent_tooling/deploy/agent.py

@@ -4,7 +4,7 @@ import os
 import tempfile
 import time
 import typing as t
-from datetime import datetime, timedelta
+from datetime import timedelta
 from enum import Enum
 from functools import cached_property
 
@@ -67,7 +67,7 @@ from prediction_market_agent_tooling.tools.hexbytes_custom import HexBytes
 from prediction_market_agent_tooling.tools.ipfs.ipfs_handler import IPFSHandler
 from prediction_market_agent_tooling.tools.is_predictable import is_predictable_binary
 from prediction_market_agent_tooling.tools.langfuse_ import langfuse_context, observe
-from prediction_market_agent_tooling.tools.utils import DatetimeWithTimezone, utcnow
+from prediction_market_agent_tooling.tools.utils import DatetimeUTC, utcnow
 from prediction_market_agent_tooling.tools.web3_utils import ipfscidv0_to_byte32
 
 MAX_AVAILABLE_MARKETS = 20
@@ -215,7 +215,7 @@ class DeployableAgent:
         secrets: dict[str, str] | None = None,
         cron_schedule: str | None = None,
         gcp_fname: str | None = None,
-        start_time: DatetimeWithTimezone | None = None,
+        start_time: DatetimeUTC | None = None,
         timeout: int = 180,
     ) -> None:
         path_to_agent_file = os.path.relpath(inspect.getfile(self.__class__))
@@ -287,7 +287,7 @@ def {entrypoint_function_name}(request) -> str:
         raise NotImplementedError("This method must be implemented by the subclass.")
 
     def get_gcloud_fname(self, market_type: MarketType) -> str:
-        return f"{self.__class__.__name__.lower()}-{market_type}-{datetime.now().strftime('%Y-%m-%d--%H-%M-%S')}"
+        return f"{self.__class__.__name__.lower()}-{market_type}-{utcnow().strftime('%Y-%m-%d--%H-%M-%S')}"
 
 
 class DeployableTraderAgent(DeployableAgent):
@@ -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/deploy/gcp/kubernetes_models.py

@@ -1,11 +1,10 @@
-from datetime import datetime
 from typing import Any
 
 from pydantic import BaseModel
 
 
 class Metadata(BaseModel):
-    creationTimestamp: datetime
+    creationTimestamp: int
     generation: int
     name: str
     namespace: str
@@ -15,12 +14,12 @@ class Metadata(BaseModel):
 
 
 class Metadata1(BaseModel):
-    creationTimestamp: datetime | None
+    creationTimestamp: int | None
     name: str
 
 
 class Metadata2(BaseModel):
-    creationTimestamp: datetime | None
+    creationTimestamp: int | None
     name: str
 
 

prediction_market_agent_tooling/gtypes.py

@@ -1,5 +1,4 @@
 import typing as t
-from datetime import datetime
 from typing import NewType, Union
 
 from eth_typing.evm import (  # noqa: F401  # Import for the sake of easy importing with others from here.
@@ -17,6 +16,9 @@ from web3.types import (  # noqa: F401  # Import for the sake of easy importing
     Wei,
 )
 
+from prediction_market_agent_tooling.tools.datetime_utc import (  # noqa: F401  # Import for the sake of easy importing with others from here.
+    DatetimeUTC,
+)
 from prediction_market_agent_tooling.tools.hexbytes_custom import (  # noqa: F401  # Import for the sake of easy importing with others from here.
     HexBytes,
 )
@@ -32,7 +34,6 @@ OutcomeStr = NewType("OutcomeStr", str)
 Probability = NewType("Probability", float)
 Mana = NewType("Mana", float)  # Manifold's "currency"
 USDC = NewType("USDC", float)
-DatetimeWithTimezone = NewType("DatetimeWithTimezone", datetime)
 ChainID = NewType("ChainID", int)
 IPFSCIDVersion0 = NewType("IPFSCIDVersion0", str)
 

prediction_market_agent_tooling/jobs/jobs_models.py

@@ -1,6 +1,5 @@
 import typing as t
 from abc import ABC, abstractmethod
-from datetime import datetime
 
 from pydantic import BaseModel
 
@@ -9,6 +8,7 @@ from prediction_market_agent_tooling.markets.omen.omen_subgraph_handler import (
     FilterBy,
     SortBy,
 )
+from prediction_market_agent_tooling.tools.utils import DatetimeUTC
 
 
 class SimpleJob(BaseModel):
@@ -16,7 +16,7 @@ class SimpleJob(BaseModel):
     job: str
     reward: float
     currency: str
-    deadline: datetime
+    deadline: DatetimeUTC
 
 
 class JobAgentMarket(AgentMarket, ABC):
@@ -29,7 +29,7 @@ class JobAgentMarket(AgentMarket, ABC):
 
     @property
     @abstractmethod
-    def deadline(self) -> datetime:
+    def deadline(self) -> DatetimeUTC:
         """Deadline for the job completion."""
 
     @abstractmethod

prediction_market_agent_tooling/jobs/omen/omen_jobs.py

@@ -1,5 +1,4 @@
 import typing as t
-from datetime import datetime
 
 from web3 import Web3
 
@@ -21,6 +20,7 @@ from prediction_market_agent_tooling.markets.omen.omen_subgraph_handler import (
     OmenSubgraphHandler,
     SortBy,
 )
+from prediction_market_agent_tooling.tools.utils import DatetimeUTC
 
 
 class OmenJobAgentMarket(OmenAgentMarket, JobAgentMarket):
@@ -32,7 +32,7 @@ class OmenJobAgentMarket(OmenAgentMarket, JobAgentMarket):
         return self.question
 
     @property
-    def deadline(self) -> datetime:
+    def deadline(self) -> DatetimeUTC:
         return self.close_time
 
     def get_reward(self, max_bond: float) -> float:

prediction_market_agent_tooling/markets/agent_market.py

@@ -1,5 +1,4 @@
 import typing as t
-from datetime import datetime
 from enum import Enum
 
 from eth_typing import ChecksumAddress
@@ -18,8 +17,8 @@ from prediction_market_agent_tooling.markets.data_models import (
     TokenAmount,
 )
 from prediction_market_agent_tooling.tools.utils import (
+    DatetimeUTC,
     check_not_none,
-    convert_to_utc_datetime,
     should_not_happen,
     utcnow,
 )
@@ -28,6 +27,8 @@ 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"
 
 
@@ -50,23 +51,16 @@ class AgentMarket(BaseModel):
     question: str
     description: str | None
     outcomes: list[str]
-    outcome_token_pool: dict[
-        str, float
-    ] | None  # Should be in currency of `currency` above.
+    outcome_token_pool: (
+        dict[str, float] | None
+    )  # Should be in currency of `currency` above.
     resolution: Resolution | None
-    created_time: datetime | None
-    close_time: datetime | None
+    created_time: DatetimeUTC | None
+    close_time: DatetimeUTC | None
     current_p_yes: Probability
     url: str
     volume: float | None  # Should be in currency of `currency` above.
 
-    _add_timezone_validator_created_time = field_validator("created_time")(
-        convert_to_utc_datetime
-    )
-    _add_timezone_validator_close_time = field_validator("close_time")(
-        convert_to_utc_datetime
-    )
-
     @field_validator("outcome_token_pool")
     def validate_outcome_token_pool(
         cls,
@@ -180,7 +174,7 @@ class AgentMarket(BaseModel):
         limit: int,
         sort_by: SortBy,
         filter_by: FilterBy = FilterBy.OPEN,
-        created_after: t.Optional[datetime] = None,
+        created_after: t.Optional[DatetimeUTC] = None,
         excluded_questions: set[str] | None = None,
     ) -> t.Sequence["AgentMarket"]:
         raise NotImplementedError("Subclasses must implement this method")
@@ -191,13 +185,15 @@ class AgentMarket(BaseModel):
 
     @staticmethod
     def get_bets_made_since(
-        better_address: ChecksumAddress, start_time: datetime
+        better_address: ChecksumAddress, start_time: DatetimeUTC
     ) -> list[Bet]:
         raise NotImplementedError("Subclasses must implement this method")
 
     @staticmethod
     def get_resolved_bets_made_since(
-        better_address: ChecksumAddress, start_time: datetime, end_time: datetime | None
+        better_address: ChecksumAddress,
+        start_time: DatetimeUTC,
+        end_time: DatetimeUTC | None,
     ) -> list[ResolvedBet]:
         raise NotImplementedError("Subclasses must implement this method")
 

prediction_market_agent_tooling/markets/data_models.py

@@ -1,10 +1,10 @@
-from datetime import datetime
 from enum import Enum
 from typing import Annotated, TypeAlias
 
 from pydantic import BaseModel, BeforeValidator, computed_field
 
 from prediction_market_agent_tooling.gtypes import OutcomeStr, Probability
+from prediction_market_agent_tooling.tools.utils import DatetimeUTC
 
 
 class Currency(str, Enum):
@@ -40,7 +40,7 @@ class Bet(BaseModel):
     id: str
     amount: BetAmount
     outcome: bool
-    created_time: datetime
+    created_time: DatetimeUTC
     market_question: str
     market_id: str
 
@@ -50,7 +50,7 @@ class Bet(BaseModel):
 
 class ResolvedBet(Bet):
     market_outcome: bool
-    resolved_time: datetime
+    resolved_time: DatetimeUTC
     profit: ProfitAmount
 
     @computed_field  # type: ignore[prop-decorator]

prediction_market_agent_tooling/markets/manifold/api.py

@@ -1,5 +1,4 @@
 import typing as t
-from datetime import datetime
 
 import requests
 import tenacity
@@ -20,6 +19,7 @@ from prediction_market_agent_tooling.markets.manifold.data_models import (
 )
 from prediction_market_agent_tooling.tools.parallelism import par_map
 from prediction_market_agent_tooling.tools.utils import (
+    DatetimeUTC,
     response_list_to_model,
     response_to_model,
 )
@@ -47,7 +47,7 @@ def get_manifold_binary_markets(
         ]
         | None
     ) = "open",
-    created_after: t.Optional[datetime] = None,
+    created_after: t.Optional[DatetimeUTC] = None,
     excluded_questions: set[str] | None = None,
 ) -> list[ManifoldMarket]:
     all_markets: list[ManifoldMarket] = []
@@ -167,8 +167,8 @@ def get_manifold_market(market_id: str) -> FullManifoldMarket:
 )
 def get_manifold_bets(
     user_id: str,
-    start_time: datetime,
-    end_time: t.Optional[datetime],
+    start_time: DatetimeUTC,
+    end_time: t.Optional[DatetimeUTC],
 ) -> list[ManifoldBet]:
     url = f"{MANIFOLD_API_BASE_URL}/v0/bets"
 
@@ -182,8 +182,8 @@ def get_manifold_bets(
 
 def get_resolved_manifold_bets(
     user_id: str,
-    start_time: datetime,
-    end_time: t.Optional[datetime],
+    start_time: DatetimeUTC,
+    end_time: t.Optional[DatetimeUTC],
 ) -> tuple[list[ManifoldBet], list[ManifoldMarket]]:
     bets = get_manifold_bets(user_id, start_time, end_time)
     markets: list[ManifoldMarket] = par_map(

prediction_market_agent_tooling/markets/manifold/data_models.py

@@ -1,8 +1,7 @@
 import typing as t
-from datetime import datetime, timedelta
 from enum import Enum
 
-from pydantic import BaseModel, field_validator
+from pydantic import BaseModel
 
 from prediction_market_agent_tooling.gtypes import Mana, Probability
 from prediction_market_agent_tooling.markets.data_models import (
@@ -10,7 +9,7 @@ from prediction_market_agent_tooling.markets.data_models import (
     ProfitAmount,
     Resolution,
 )
-from prediction_market_agent_tooling.tools.utils import should_not_happen
+from prediction_market_agent_tooling.tools.utils import DatetimeUTC, should_not_happen
 
 MANIFOLD_BASE_URL = "https://manifold.markets"
 
@@ -33,7 +32,7 @@ class ManifoldAnswersMode(str, Enum):
 
 
 class ManifoldAnswer(BaseModel):
-    createdTime: datetime
+    createdTime: DatetimeUTC
     avatarUrl: str
     id: str
     username: str
@@ -55,17 +54,17 @@ class ManifoldMarket(BaseModel):
     id: str
     question: str
     creatorId: str
-    closeTime: datetime
-    createdTime: datetime
+    closeTime: DatetimeUTC
+    createdTime: DatetimeUTC
     creatorAvatarUrl: t.Optional[str] = None
     creatorName: str
     creatorUsername: str
     isResolved: bool
     resolution: t.Optional[Resolution] = None
-    resolutionTime: t.Optional[datetime] = None
-    lastBetTime: t.Optional[datetime] = None
-    lastCommentTime: t.Optional[datetime] = None
-    lastUpdatedTime: datetime
+    resolutionTime: t.Optional[DatetimeUTC] = None
+    lastBetTime: t.Optional[DatetimeUTC] = None
+    lastCommentTime: t.Optional[DatetimeUTC] = None
+    lastUpdatedTime: DatetimeUTC
     mechanism: str
     outcomeType: str
     p: t.Optional[float] = None
@@ -100,15 +99,6 @@ class ManifoldMarket(BaseModel):
     def __repr__(self) -> str:
         return f"Manifold's market: {self.question}"
 
-    @field_validator("closeTime", mode="before")
-    def clip_timestamp(cls, value: int) -> datetime:
-        """
-        Clip the timestamp to the maximum valid timestamp.
-        """
-        max_timestamp = (datetime.max - timedelta(days=1)).timestamp()
-        value = int(min(value / 1000, max_timestamp))
-        return datetime.fromtimestamp(value)
-
 
 class FullManifoldMarket(ManifoldMarket):
     # Some of these fields are available only in specific cases, see https://docs.manifold.markets/api#get-v0marketmarketid.
@@ -137,7 +127,7 @@ class ManifoldUser(BaseModel):
     """
 
     id: str
-    createdTime: datetime
+    createdTime: DatetimeUTC
     name: str
     username: str
     url: str
@@ -154,7 +144,7 @@ class ManifoldUser(BaseModel):
     userDeleted: t.Optional[bool] = None
     balance: Mana
     totalDeposits: Mana
-    lastBetTime: t.Optional[datetime] = None
+    lastBetTime: t.Optional[DatetimeUTC] = None
     currentBettingStreak: t.Optional[int] = None
     profitCached: ProfitCached
 
@@ -193,7 +183,7 @@ class ManifoldBet(BaseModel):
     loanAmount: Mana | None
     orderAmount: t.Optional[Mana] = None
     fills: t.Optional[list[ManifoldBetFills]] = None
-    createdTime: datetime
+    createdTime: DatetimeUTC
     outcome: Resolution
 
     def get_resolved_boolean_outcome(self) -> bool:
@@ -237,4 +227,4 @@ class ManifoldContractMetric(BaseModel):
     userUsername: str
     userName: str
     userAvatarUrl: str
-    lastBetTime: datetime
+    lastBetTime: DatetimeUTC

prediction_market_agent_tooling/markets/manifold/manifold.py

@@ -1,5 +1,4 @@
 import typing as t
-from datetime import datetime
 from math import ceil
 
 from prediction_market_agent_tooling.config import APIKeys
@@ -23,6 +22,7 @@ from prediction_market_agent_tooling.markets.manifold.data_models import (
 from prediction_market_agent_tooling.tools.betting_strategies.minimum_bet_to_win import (
     minimum_bet_to_win,
 )
+from prediction_market_agent_tooling.tools.utils import DatetimeUTC
 
 
 class ManifoldAgentMarket(AgentMarket):
@@ -83,7 +83,7 @@ class ManifoldAgentMarket(AgentMarket):
         limit: int,
         sort_by: SortBy,
         filter_by: FilterBy = FilterBy.OPEN,
-        created_after: t.Optional[datetime] = None,
+        created_after: t.Optional[DatetimeUTC] = None,
         excluded_questions: set[str] | None = None,
     ) -> t.Sequence["ManifoldAgentMarket"]:
         sort: t.Literal["newest", "close-date"] | None

prediction_market_agent_tooling/markets/markets.py

@@ -1,5 +1,5 @@
 import typing as t
-from datetime import datetime, timedelta
+from datetime import timedelta
 from enum import Enum
 
 from prediction_market_agent_tooling.config import APIKeys
@@ -26,7 +26,11 @@ from prediction_market_agent_tooling.markets.omen.omen_subgraph_handler import (
 from prediction_market_agent_tooling.markets.polymarket.polymarket import (
     PolymarketAgentMarket,
 )
-from prediction_market_agent_tooling.tools.utils import should_not_happen, utcnow
+from prediction_market_agent_tooling.tools.utils import (
+    DatetimeUTC,
+    should_not_happen,
+    utcnow,
+)
 
 
 class MarketType(str, Enum):
@@ -57,7 +61,7 @@ def get_binary_markets(
     filter_by: FilterBy = FilterBy.OPEN,
     sort_by: SortBy = SortBy.NONE,
     excluded_questions: set[str] | None = None,
-    created_after: datetime | None = None,
+    created_after: DatetimeUTC | None = None,
 ) -> t.Sequence[AgentMarket]:
     agent_market_class = MARKET_TYPE_TO_AGENT_MARKET[market_type]
     markets = agent_market_class.get_binary_markets(

prediction_market_agent_tooling/markets/metaculus/api.py

@@ -1,4 +1,3 @@
-from datetime import datetime
 from typing import Union
 
 import requests
@@ -9,7 +8,7 @@ from prediction_market_agent_tooling.markets.metaculus.data_models import (
     MetaculusQuestion,
     MetaculusQuestions,
 )
-from prediction_market_agent_tooling.tools.utils import response_to_model
+from prediction_market_agent_tooling.tools.utils import DatetimeUTC, response_to_model
 
 METACULUS_API_BASE_URL = "https://www.metaculus.com/api2"
 
@@ -65,7 +64,7 @@ def get_questions(
     order_by: str | None = None,
     offset: int = 0,
     tournament_id: int | None = None,
-    created_after: datetime | None = None,
+    created_after: DatetimeUTC | None = None,
     status: str | None = None,
 ) -> list[MetaculusQuestion]:
     """