prediction-market-agent-tooling 0.49.1__tar.gz → 0.49.2__tar.gz

{prediction_market_agent_tooling-0.49.1 → prediction_market_agent_tooling-0.49.2}/PKG-INFO

@@ -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 → prediction_market_agent_tooling-0.49.2}/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-0.49.1 → prediction_market_agent_tooling-0.49.2}/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-0.49.1 → prediction_market_agent_tooling-0.49.2}/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-0.49.1 → prediction_market_agent_tooling-0.49.2}/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-0.49.1 → prediction_market_agent_tooling-0.49.2}/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-0.49.1 → prediction_market_agent_tooling-0.49.2}/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-0.49.1 → prediction_market_agent_tooling-0.49.2}/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-0.49.1 → prediction_market_agent_tooling-0.49.2}/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-0.49.2/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-0.49.1 → prediction_market_agent_tooling-0.49.2}/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-0.49.1 → prediction_market_agent_tooling-0.49.2}/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 → prediction_market_agent_tooling-0.49.2}/pyproject.toml

@@ -1,6 +1,6 @@
 [tool.poetry]
 name = "prediction-market-agent-tooling"
-version = "0.49.1"
+version = "0.49.2"
 description = "Tools to benchmark, deploy and monitor prediction market agents."
 authors = ["Gnosis"]
 readme = "README.md"
@@ -49,6 +49,7 @@ psycopg2-binary = "^2.9.9"
 base58 = ">=1.0.2,<2.0"
 loky = "^3.4.1"
 pinatapy-vourhey = "^0.2.0"
+hishel = "^0.0.31"
 
 [tool.poetry.extras]
 openai = ["openai"]