prediction-market-agent-tooling 0.61.1.dev482__py3-none-any.whl → 0.61.1.dev484__py3-none-any.whl

prediction_market_agent_tooling/markets/seer/data_models.py

@@ -5,7 +5,6 @@ from urllib.parse import urljoin
 
 from pydantic import BaseModel, ConfigDict, Field
 from web3 import Web3
-from web3.constants import ADDRESS_ZERO
 
 from prediction_market_agent_tooling.config import RPCConfig
 from prediction_market_agent_tooling.gtypes import (
@@ -13,39 +12,22 @@ from prediction_market_agent_tooling.gtypes import (
     HexAddress,
     HexBytes,
     Probability,
-    Wei,
     xdai_type,
 )
 from prediction_market_agent_tooling.loggers import logger
 from prediction_market_agent_tooling.markets.data_models import Resolution
+from prediction_market_agent_tooling.markets.seer.subgraph_data_models import (
+    SeerParentMarket,
+    SeerPool,
+)
+from prediction_market_agent_tooling.tools.caches.inmemory_cache import (
+    persistent_inmemory_cache,
+)
 from prediction_market_agent_tooling.tools.cow.cow_manager import CowManager
 from prediction_market_agent_tooling.tools.datetime_utc import DatetimeUTC
 from prediction_market_agent_tooling.tools.web3_utils import xdai_to_wei
 
 
-class CreateCategoricalMarketsParams(BaseModel):
-    model_config = ConfigDict(populate_by_name=True)
-
-    market_name: str = Field(..., alias="marketName")
-    outcomes: list[str]
-    # Only relevant for scalar markets
-    question_start: str = Field(alias="questionStart", default="")
-    question_end: str = Field(alias="questionEnd", default="")
-    outcome_type: str = Field(alias="outcomeType", default="")
-
-    # Not needed for non-conditional markets.
-    parent_outcome: int = Field(alias="parentOutcome", default=0)
-    parent_market: HexAddress = Field(alias="parentMarket", default=ADDRESS_ZERO)
-
-    category: str
-    lang: str
-    lower_bound: int = Field(alias="lowerBound", default=0)
-    upper_bound: int = Field(alias="upperBound", default=0)
-    min_bond: Wei = Field(..., alias="minBond")
-    opening_time: int = Field(..., alias="openingTime")
-    token_names: list[str] = Field(..., alias="tokenNames")
-
-
 class SeerOutcomeEnum(str, Enum):
     YES = "yes"
     NO = "no"
@@ -84,10 +66,6 @@ class SeerOutcomeEnum(str, Enum):
             raise ValueError(f"Unknown outcome: {self}")
 
 
-class SeerParentMarket(BaseModel):
-    id: HexBytes
-
-
 SEER_BASE_URL = "https://app.seer.pm"
 
 
@@ -187,14 +165,72 @@ class SeerMarket(BaseModel):
     def created_time(self) -> DatetimeUTC:
         return DatetimeUTC.to_datetime_utc(self.block_timestamp)
 
+    @persistent_inmemory_cache
+    def get_price_for_token(
+        self,
+        token: ChecksumAddress,
+    ) -> float:
+        collateral_exchange_amount = xdai_to_wei(xdai_type(1))
+        try:
+            quote = CowManager().get_quote(
+                collateral_token=self.collateral_token_contract_address_checksummed,
+                buy_token=token,
+                sell_amount=collateral_exchange_amount,
+            )
+        except Exception as e:
+            logger.warning(
+                f"Could not get quote for {token=} from Cow, exception {e=}. Falling back to pools. "
+            )
+            price = self.get_token_price_from_pools(token=token)
+            return price
+
+        return collateral_exchange_amount / float(quote.quote.buyAmount.root)
+
+    @staticmethod
+    def _pool_token0_matches_token(token: ChecksumAddress, pool: SeerPool) -> bool:
+        return pool.token0.id.hex().lower() == token.lower()
+
+    def get_token_price_from_pools(
+        self,
+        token: ChecksumAddress,
+        collateral_token_contract_address_checksummed: ChecksumAddress,
+    ) -> float:
+        pool = self.subgraph_handler.get_pool_by_token(token_address=token)
+
+        if not pool:
+            logger.warning(f"Could not find a pool for {token=}, returning 0.")
+            return 0
+        # Check if other token is market's collateral (sanity check).
+
+        collateral_address = (
+            pool.token0.id
+            if self._pool_token0_matches_token(token=token, pool=pool)
+            else pool.token1.id
+        )
+        if (
+            collateral_address.hex().lower()
+            != collateral_token_contract_address_checksummed.lower()
+        ):
+            logger.warning(
+                f"Pool {pool.id.hex()} has collateral mismatch with market. Collateral from pool {collateral_address.hex()}, collateral from market {collateral_token_contract_address_checksummed}, returning 0."
+            )
+            return 0
+
+        price_in_collateral_units = (
+            pool.token0Price
+            if self._pool_token0_matches_token(pool)
+            else pool.token1Price
+        )
+        return price_in_collateral_units
+
     @property
     def current_p_yes(self) -> Probability:
         price_data = {}
-        for idx in range(len(self.outcomes)):
-            wrapped_token = self.wrapped_tokens[idx]
-            price = self._get_price_for_token(
-                token=Web3.to_checksum_address(wrapped_token)
+        for idx, wrapped_token in enumerate(self.wrapped_tokens):
+            price = self.get_price_for_token(
+                token=Web3.to_checksum_address(wrapped_token),
             )
+
             price_data[idx] = price
 
         if sum(price_data.values()) == 0:
@@ -203,51 +239,20 @@ class SeerMarket(BaseModel):
             )
             return Probability(0)
 
-        yes_idx = self.outcome_as_enums[SeerOutcomeEnum.YES]
-        price_yes = price_data[yes_idx] / sum(price_data.values())
-        return Probability(price_yes)
-
-    def _get_price_for_token(self, token: ChecksumAddress) -> float:
-        collateral_exchange_amount = xdai_to_wei(xdai_type(1))
-        try:
-            quote = CowManager().get_quote(
-                collateral_token=self.collateral_token_contract_address_checksummed,
-                buy_token=token,
-                sell_amount=collateral_exchange_amount,
-            )
-        except Exception as e:
-            logger.warning(f"Could not get quote for {token=}, returning price 0. {e=}")
-            return 0
-
-        return collateral_exchange_amount / float(quote.quote.buyAmount.root)
+        price_yes = price_data[self.outcome_as_enums[SeerOutcomeEnum.YES]]
+        price_no = price_data[self.outcome_as_enums[SeerOutcomeEnum.NO]]
+        if price_yes and not price_no:
+            # We simply return p_yes since it's probably a bug that p_no wasn't found.
+            return Probability(price_yes)
+        elif price_no and not price_yes:
+            # We return the complement of p_no (and ignore invalid).
+            return Probability(1.0 - price_no)
+        else:
+            # If all prices are available, we normalize price_yes by the other prices for the final probability.
+            price_yes = price_yes / sum(price_data.values())
+            return Probability(price_yes)
 
     @property
     def url(self) -> str:
         chain_id = RPCConfig().chain_id
         return urljoin(SEER_BASE_URL, f"markets/{chain_id}/{self.id.hex()}")
-
-
-class SeerToken(BaseModel):
-    id: HexBytes
-    name: str
-    symbol: str
-
-
-class SeerPool(BaseModel):
-    model_config = ConfigDict(populate_by_name=True)
-    id: HexBytes
-    liquidity: int
-    token0: SeerToken
-    token1: SeerToken
-    token0Price: float
-    token1Price: float
-    sqrtPrice: int
-
-
-class NewMarketEvent(BaseModel):
-    market: HexAddress
-    marketName: str
-    parentMarket: HexAddress
-    conditionId: HexBytes
-    questionId: HexBytes
-    questionsIds: list[HexBytes]

prediction_market_agent_tooling/markets/seer/price_manager.py

@@ -0,0 +1,5 @@
+from prediction_market_agent_tooling.gtypes import ChecksumAddress
+from prediction_market_agent_tooling.markets.seer.subgraph_data_models import SeerPool
+
+
+class PriceManager:

prediction_market_agent_tooling/markets/seer/seer.py

@@ -352,4 +352,4 @@ def extract_market_address_from_tx(
         .process_receipt(tx_receipt)
     )
     new_market_event = NewMarketEvent(**event_logs[0]["args"])
-    return Web3.to_checksum_address(new_market_event.market)
+    return Web3.to_checksum_address(new_market_event.seer_market)

prediction_market_agent_tooling/markets/seer/seer_subgraph_handler.py

@@ -5,14 +5,15 @@ from typing import Any
 from subgrounds import FieldPath
 from web3.constants import ADDRESS_ZERO
 
+from prediction_market_agent_tooling.gtypes import ChecksumAddress
 from prediction_market_agent_tooling.markets.agent_market import FilterBy, SortBy
 from prediction_market_agent_tooling.markets.base_subgraph_handler import (
     BaseSubgraphHandler,
 )
 from prediction_market_agent_tooling.markets.seer.data_models import (
     SeerMarket,
-    SeerPool,
 )
+from prediction_market_agent_tooling.markets.seer.subgraph_data_models import SeerPool
 from prediction_market_agent_tooling.tools.hexbytes_custom import HexBytes
 from prediction_market_agent_tooling.tools.utils import to_int_timestamp, utcnow
 
@@ -192,7 +193,7 @@ class SeerSubgraphHandler(BaseSubgraphHandler):
         return binary_markets
 
     def get_market_by_id(self, market_id: HexBytes) -> SeerMarket:
-        markets_field = self.seer_subgraph.Query.market(id=market_id.hex().lower())
+        markets_field = self.seer_subgraph.Query.seer_market(id=market_id.hex().lower())
         fields = self._get_fields_for_markets(markets_field)
         markets = self.do_query(fields=fields, pydantic_model=SeerMarket)
         if len(markets) != 1:
@@ -217,17 +218,19 @@ class SeerSubgraphHandler(BaseSubgraphHandler):
         ]
         return fields
 
-    def get_swapr_pools_for_market(self, market: SeerMarket) -> list[SeerPool]:
+    def get_pool_by_token(self, token_address: ChecksumAddress) -> SeerPool | None:
         # We iterate through the wrapped tokens and put them in a where clause so that we hit the subgraph endpoint just once.
         wheres = []
-        for wrapped_token in market.wrapped_tokens:
-            wheres.extend(
-                [
-                    {"token0": wrapped_token.lower()},
-                    {"token1": wrapped_token.lower()},
-                ]
-            )
+        wheres.extend(
+            [
+                {"token0": token_address.lower()},
+                {"token1": token_address.lower()},
+            ]
+        )
         pools_field = self.swapr_algebra_subgraph.Query.pools(where={"or": wheres})
         fields = self._get_fields_for_pools(pools_field)
         pools = self.do_query(fields=fields, pydantic_model=SeerPool)
-        return pools
+        # We assume there is only one pool for outcomeToken/sDAI.
+        if pools:
+            return pools[0]
+        return None

prediction_market_agent_tooling/markets/seer/subgraph_data_models.py

@@ -0,0 +1,57 @@
+from pydantic import BaseModel, ConfigDict, Field
+from web3.constants import ADDRESS_ZERO
+
+from prediction_market_agent_tooling.gtypes import HexBytes, HexAddress, Wei
+
+
+class SeerToken(BaseModel):
+    id: HexBytes
+    name: str
+    symbol: str
+
+
+class SeerPool(BaseModel):
+    model_config = ConfigDict(populate_by_name=True)
+    id: HexBytes
+    liquidity: int
+    token0: SeerToken
+    token1: SeerToken
+    token0Price: float
+    token1Price: float
+    sqrtPrice: int
+
+
+class NewMarketEvent(BaseModel):
+    market: HexAddress
+    marketName: str
+    parentMarket: HexAddress
+    conditionId: HexBytes
+    questionId: HexBytes
+    questionsIds: list[HexBytes]
+
+
+class CreateCategoricalMarketsParams(BaseModel):
+    model_config = ConfigDict(populate_by_name=True)
+
+    market_name: str = Field(..., alias="marketName")
+    outcomes: list[str]
+    # Only relevant for scalar markets
+    question_start: str = Field(alias="questionStart", default="")
+    question_end: str = Field(alias="questionEnd", default="")
+    outcome_type: str = Field(alias="outcomeType", default="")
+
+    # Not needed for non-conditional markets.
+    parent_outcome: int = Field(alias="parentOutcome", default=0)
+    parent_market: HexAddress = Field(alias="parentMarket", default=ADDRESS_ZERO)
+
+    category: str
+    lang: str
+    lower_bound: int = Field(alias="lowerBound", default=0)
+    upper_bound: int = Field(alias="upperBound", default=0)
+    min_bond: Wei = Field(..., alias="minBond")
+    opening_time: int = Field(..., alias="openingTime")
+    token_names: list[str] = Field(..., alias="tokenNames")
+
+
+class SeerParentMarket(BaseModel):
+    id: HexBytes

{prediction_market_agent_tooling-0.61.1.dev482.dist-info → prediction_market_agent_tooling-0.61.1.dev484.dist-info}/METADATA

@@ -1,6 +1,6 @@
 Metadata-Version: 2.3
 Name: prediction-market-agent-tooling
-Version: 0.61.1.dev482
+Version: 0.61.1.dev484
 Summary: Tools to benchmark, deploy and monitor prediction market agents.
 Author: Gnosis
 Requires-Python: >=3.10,<3.13

{prediction_market_agent_tooling-0.61.1.dev482.dist-info → prediction_market_agent_tooling-0.61.1.dev484.dist-info}/RECORD

@@ -61,10 +61,12 @@ prediction_market_agent_tooling/markets/polymarket/data_models.py,sha256=Fd5PI5y
 prediction_market_agent_tooling/markets/polymarket/data_models_web.py,sha256=VZhVccTApygSKMmy6Au2G02JCJOKJnR_oVeKlaesuSg,12548
 prediction_market_agent_tooling/markets/polymarket/polymarket.py,sha256=NRoZK71PtH8kkangMqme7twcAXhRJSSabbmOir-UnAI,3418
 prediction_market_agent_tooling/markets/polymarket/utils.py,sha256=8kTeVjXPcXC6DkDvWYsZQLY7x8DS6CEp_yznSEazsNU,2037
-prediction_market_agent_tooling/markets/seer/data_models.py,sha256=MeziPFz4_55a7c2AC3TG8o2ngTQdANIL97ar4Oi33gU,8325
-prediction_market_agent_tooling/markets/seer/seer.py,sha256=r21sXj_4_oIG2L1N5l56vEYGI_q2RGem_6G-Sixkbck,12954
+prediction_market_agent_tooling/markets/seer/data_models.py,sha256=jLfCiwkw4OZyqw5RV3kEimmWWeBBF6SMmn4Oxzlm5pQ,9101
+prediction_market_agent_tooling/markets/seer/price_manager.py,sha256=k0I8xLFs0cXEDrTiOtQUxVPaAVYchfz-D8cijeONlXc,176
+prediction_market_agent_tooling/markets/seer/seer.py,sha256=Anxp66UUzIIKt5wgLoqtUjUM-5HQ0wC5f5rDiYwrRRg,12959
 prediction_market_agent_tooling/markets/seer/seer_contracts.py,sha256=E7CYAKZiK6cg3dyj1kJuIPKSYYUft98F64shF5S0g4s,2730
-prediction_market_agent_tooling/markets/seer/seer_subgraph_handler.py,sha256=GWredUYN3nCJVO1NhXdseUJZaiMXAnvLwnLZ7heO3Zg,8863
+prediction_market_agent_tooling/markets/seer/seer_subgraph_handler.py,sha256=lcaKbFHxigMYwi4TCePyTb5HXJhGoCu5dJPFWTj5E28,9047
+prediction_market_agent_tooling/markets/seer/subgraph_data_models.py,sha256=RIt2oO-PbykzbYN11Qltt8tjjYTty-PfjH3Q4D2VEoA,1644
 prediction_market_agent_tooling/monitor/financial_metrics/financial_metrics.py,sha256=fjIgjDIx5MhH5mwf7S0cspLOOSU3elYLhGYoIiM26mU,2746
 prediction_market_agent_tooling/monitor/markets/manifold.py,sha256=TS4ERwTfQnot8dhekNyVNhJYf5ysYsjF-9v5_kM3aVI,3334
 prediction_market_agent_tooling/monitor/markets/metaculus.py,sha256=LOnyWWBFdg10-cTWdb76nOsNjDloO8OfMT85GBzRCFI,1455
@@ -117,8 +119,8 @@ prediction_market_agent_tooling/tools/tokens/main_token.py,sha256=7JPgVF4RbiFzLD
 prediction_market_agent_tooling/tools/transaction_cache.py,sha256=K5YKNL2_tR10Iw2TD9fuP-CTGpBbZtNdgbd0B_R7pjg,1814
 prediction_market_agent_tooling/tools/utils.py,sha256=jLG4nbEoIzzJiZ4RgMx4Q969Zdl0p0s63p8uET_0Fuw,6440
 prediction_market_agent_tooling/tools/web3_utils.py,sha256=3wfqNxvMn44ivweFRoeKNVb9QRtFd7kFtp7VUY5juEE,12862
-prediction_market_agent_tooling-0.61.1.dev482.dist-info/LICENSE,sha256=6or154nLLU6bELzjh0mCreFjt0m2v72zLi3yHE0QbeE,7650
-prediction_market_agent_tooling-0.61.1.dev482.dist-info/METADATA,sha256=I-vzZaFFJcL_VhRFyqdJl4l8-hZHJqrFYFSNhpHxhxs,8636
-prediction_market_agent_tooling-0.61.1.dev482.dist-info/WHEEL,sha256=XbeZDeTWKc1w7CSIyre5aMDU_-PohRwTQceYnisIYYY,88
-prediction_market_agent_tooling-0.61.1.dev482.dist-info/entry_points.txt,sha256=m8PukHbeH5g0IAAmOf_1Ahm-sGAMdhSSRQmwtpmi2s8,81
-prediction_market_agent_tooling-0.61.1.dev482.dist-info/RECORD,,
+prediction_market_agent_tooling-0.61.1.dev484.dist-info/LICENSE,sha256=6or154nLLU6bELzjh0mCreFjt0m2v72zLi3yHE0QbeE,7650
+prediction_market_agent_tooling-0.61.1.dev484.dist-info/METADATA,sha256=IpD8pQ3IicG0EyoDNg33hCkmVHBpXGKbNg-_FpdXve0,8636
+prediction_market_agent_tooling-0.61.1.dev484.dist-info/WHEEL,sha256=XbeZDeTWKc1w7CSIyre5aMDU_-PohRwTQceYnisIYYY,88
+prediction_market_agent_tooling-0.61.1.dev484.dist-info/entry_points.txt,sha256=m8PukHbeH5g0IAAmOf_1Ahm-sGAMdhSSRQmwtpmi2s8,81
+prediction_market_agent_tooling-0.61.1.dev484.dist-info/RECORD,,