prediction-market-agent-tooling 0.62.0.dev470__tar.gz → 0.62.0.dev472__tar.gz

{prediction_market_agent_tooling-0.62.0.dev470 → prediction_market_agent_tooling-0.62.0.dev472}/PKG-INFO

@@ -1,6 +1,6 @@
 Metadata-Version: 2.3
 Name: prediction-market-agent-tooling
-Version: 0.62.0.dev470
+Version: 0.62.0.dev472
 Summary: Tools to benchmark, deploy and monitor prediction market agents.
 Author: Gnosis
 Requires-Python: >=3.10,<3.13

{prediction_market_agent_tooling-0.62.0.dev470 → prediction_market_agent_tooling-0.62.0.dev472}/prediction_market_agent_tooling/deploy/betting_strategy.py

@@ -2,7 +2,7 @@ from abc import ABC, abstractmethod
 
 from scipy.optimize import minimize_scalar
 
-from prediction_market_agent_tooling.gtypes import USD, OutcomeToken, Token
+from prediction_market_agent_tooling.gtypes import USD, CollateralToken, OutcomeToken
 from prediction_market_agent_tooling.loggers import logger
 from prediction_market_agent_tooling.markets.agent_market import AgentMarket, MarketFees
 from prediction_market_agent_tooling.markets.data_models import (
@@ -209,7 +209,7 @@ class KellyBettingStrategy(BettingStrategy):
     def calculate_price_impact_for_bet_amount(
         self,
         buy_direction: bool,
-        bet_amount: Token,
+        bet_amount: CollateralToken,
         yes: OutcomeToken,
         no: OutcomeToken,
         fees: MarketFees,
@@ -232,7 +232,7 @@ class KellyBettingStrategy(BettingStrategy):
         self,
         market: AgentMarket,
         kelly_bet: SimpleBet,
-    ) -> Token:
+    ) -> CollateralToken:
         def calculate_price_impact_deviation_from_target_price_impact(
             bet_amount_usd: float,  # Needs to be float because it's used in minimize_scalar internally.
         ) -> float:
@@ -269,7 +269,7 @@ class KellyBettingStrategy(BettingStrategy):
             tol=1e-11,
             options={"maxiter": 10000},
         )
-        return Token(optimized_bet_amount.x)
+        return CollateralToken(optimized_bet_amount.x)
 
     def __repr__(self) -> str:
         return f"{self.__class__.__name__}(max_bet_amount={self.max_bet_amount}, max_price_impact={self.max_price_impact})"

{prediction_market_agent_tooling-0.62.0.dev470 → prediction_market_agent_tooling-0.62.0.dev472}/prediction_market_agent_tooling/gtypes.py

@@ -27,7 +27,7 @@ from prediction_market_agent_tooling.tools.hexbytes_custom import (  # noqa: F40
 )
 
 
-class Token(_GenericValue[int | float | str | Decimal, float], parser=float):
+class CollateralToken(_GenericValue[int | float | str | Decimal, float], parser=float):
     """
     Represents any token in its decimal form, it could be 1.1 GNO, WXDAI, XDAI, Mana, whatever. We don't know the currency, just that it's in the decimal form.
     """
@@ -46,7 +46,7 @@ class OutcomeToken(_GenericValue[int | float | str | Decimal, float], parser=flo
     """
 
     @staticmethod
-    def from_token(token: Token) -> "OutcomeToken":
+    def from_token(token: CollateralToken) -> "OutcomeToken":
         return OutcomeToken(token.value)
 
     @property
@@ -54,11 +54,11 @@ class OutcomeToken(_GenericValue[int | float | str | Decimal, float], parser=flo
         return OutcomeWei(Web3.to_wei(self.value, "ether"))
 
     @property
-    def as_token(self) -> Token:
+    def as_token(self) -> CollateralToken:
         """
         OutcomeToken is essentialy Token as well, when you know you really need to convert it, you can convert it explicitly using this.
         """
-        return Token(self.value)
+        return CollateralToken(self.value)
 
 
 class USD(_GenericValue[int | float | str | Decimal, float], parser=float):
@@ -69,11 +69,11 @@ class xDai(_GenericValue[int | float | str | Decimal, float], parser=float):
     """Represents values in xDai."""
 
     @property
-    def as_token(self) -> Token:
+    def as_token(self) -> CollateralToken:
         """
         xDai is essentialy Token as well, when you know you need to pass it, you can convert it using this.
         """
-        return Token(self.value)
+        return CollateralToken(self.value)
 
     @property
     def as_xdai_wei(self) -> "xDaiWei":
@@ -92,8 +92,8 @@ class Wei(_GenericValue[Web3Wei | int | str, Web3Wei], parser=int):
     """Represents values in Wei. We don't know what currency, but in its integer form called Wei."""
 
     @property
-    def as_token(self) -> Token:
-        return Token(Web3.from_wei(self.value, "ether"))
+    def as_token(self) -> CollateralToken:
+        return CollateralToken(Web3.from_wei(self.value, "ether"))
 
 
 class OutcomeWei(_GenericValue[Web3Wei | int | str, Web3Wei], parser=int):

{prediction_market_agent_tooling-0.62.0.dev470 → prediction_market_agent_tooling-0.62.0.dev472}/prediction_market_agent_tooling/markets/agent_market.py

@@ -7,20 +7,20 @@ from pydantic_core.core_schema import FieldValidationInfo
 
 from prediction_market_agent_tooling.config import APIKeys
 from prediction_market_agent_tooling.gtypes import (
+    CollateralToken,
     OutcomeStr,
     OutcomeToken,
     Probability,
-    Token,
 )
 from prediction_market_agent_tooling.markets.data_models import (
     USD,
     Bet,
+    CollateralToken,
     ExistingPosition,
     PlacedTrade,
     ProbabilisticAnswer,
     Resolution,
     ResolvedBet,
-    Token,
 )
 from prediction_market_agent_tooling.markets.market_fees import MarketFees
 from prediction_market_agent_tooling.tools.utils import (
@@ -71,7 +71,7 @@ class AgentMarket(BaseModel):
     close_time: DatetimeUTC | None
     current_p_yes: Probability
     url: str
-    volume: Token | None
+    volume: CollateralToken | None
     fees: MarketFees
 
     @field_validator("outcome_token_pool")
@@ -103,24 +103,24 @@ class AgentMarket(BaseModel):
         return Probability(1 - self.current_p_yes)
 
     @property
-    def yes_outcome_price(self) -> Token:
+    def yes_outcome_price(self) -> CollateralToken:
         """
         Price at prediction market is equal to the probability of given outcome.
         Keep as an extra property, in case it wouldn't be true for some prediction market platform.
         """
-        return Token(self.current_p_yes)
+        return CollateralToken(self.current_p_yes)
 
     @property
     def yes_outcome_price_usd(self) -> USD:
         return self.get_token_in_usd(self.yes_outcome_price)
 
     @property
-    def no_outcome_price(self) -> Token:
+    def no_outcome_price(self) -> CollateralToken:
         """
         Price at prediction market is equal to the probability of given outcome.
         Keep as an extra property, in case it wouldn't be true for some prediction market platform.
         """
-        return Token(self.current_p_no)
+        return CollateralToken(self.current_p_no)
 
     @property
     def no_outcome_price_usd(self) -> USD:
@@ -159,11 +159,11 @@ class AgentMarket(BaseModel):
         """
         raise NotImplementedError("Subclasses must implement this method")
 
-    def get_last_trade_yes_outcome_price(self) -> Token | None:
+    def get_last_trade_yes_outcome_price(self) -> CollateralToken | None:
         # Price on prediction markets are, by definition, equal to the probability of an outcome.
         # Just making it explicit in this function.
         if last_trade_p_yes := self.get_last_trade_p_yes():
-            return Token(last_trade_p_yes)
+            return CollateralToken(last_trade_p_yes)
         return None
 
     def get_last_trade_yes_outcome_price_usd(self) -> USD | None:
@@ -171,11 +171,11 @@ class AgentMarket(BaseModel):
             return self.get_token_in_usd(last_trade_yes_outcome_price)
         return None
 
-    def get_last_trade_no_outcome_price(self) -> Token | None:
+    def get_last_trade_no_outcome_price(self) -> CollateralToken | None:
         # Price on prediction markets are, by definition, equal to the probability of an outcome.
         # Just making it explicit in this function.
         if last_trade_p_no := self.get_last_trade_p_no():
-            return Token(last_trade_p_no)
+            return CollateralToken(last_trade_p_no)
         return None
 
     def get_last_trade_no_outcome_price_usd(self) -> USD | None:
@@ -187,13 +187,13 @@ class AgentMarket(BaseModel):
         tiny_amount = self.get_tiny_bet_amount()
         return OutcomeToken.from_token(tiny_amount / 10)
 
-    def get_token_in_usd(self, x: Token) -> USD:
+    def get_token_in_usd(self, x: CollateralToken) -> USD:
         """
         Token of this market can have whatever worth (e.g. sDai and ETH markets will have different worth of 1 token). Use this to convert it to USD.
         """
         raise NotImplementedError("Subclasses must implement this method")
 
-    def get_usd_in_token(self, x: USD) -> Token:
+    def get_usd_in_token(self, x: USD) -> CollateralToken:
         """
         Markets on a single platform can have different tokens as collateral (sDai, wxDai, GNO, ...). Use this to convert USD to the token of this market.
         """
@@ -201,24 +201,24 @@ class AgentMarket(BaseModel):
 
     def get_sell_value_of_outcome_token(
         self, outcome: str, amount: OutcomeToken
-    ) -> Token:
+    ) -> CollateralToken:
         """
         When you hold OutcomeToken(s), it's easy to calculate how much you get at the end if you win (1 OutcomeToken will equal to 1 Token).
         But use this to figure out, how much are these outcome tokens worth right now (for how much you can sell them).
         """
         raise NotImplementedError("Subclasses must implement this method")
 
-    def get_in_usd(self, x: USD | Token) -> USD:
+    def get_in_usd(self, x: USD | CollateralToken) -> USD:
         if isinstance(x, USD):
             return x
         return self.get_token_in_usd(x)
 
-    def get_in_token(self, x: USD | Token) -> Token:
-        if isinstance(x, Token):
+    def get_in_token(self, x: USD | CollateralToken) -> CollateralToken:
+        if isinstance(x, CollateralToken):
             return x
         return self.get_usd_in_token(x)
 
-    def get_tiny_bet_amount(self) -> Token:
+    def get_tiny_bet_amount(self) -> CollateralToken:
         """
         Tiny bet amount that the platform still allows us to do.
         """
@@ -234,7 +234,7 @@ class AgentMarket(BaseModel):
         return self.place_bet(outcome=outcome, amount=amount)
 
     def get_buy_token_amount(
-        self, bet_amount: USD | Token, direction: bool
+        self, bet_amount: USD | CollateralToken, direction: bool
     ) -> OutcomeToken:
         raise NotImplementedError("Subclasses must implement this method")
 
@@ -319,7 +319,7 @@ class AgentMarket(BaseModel):
     def is_resolved(self) -> bool:
         return self.resolution is not None
 
-    def get_liquidity(self) -> Token:
+    def get_liquidity(self) -> CollateralToken:
         raise NotImplementedError("Subclasses must implement this method")
 
     def has_liquidity(self) -> bool:

{prediction_market_agent_tooling-0.62.0.dev470 → prediction_market_agent_tooling-0.62.0.dev472}/prediction_market_agent_tooling/markets/data_models.py

@@ -5,10 +5,10 @@ from pydantic import BaseModel, BeforeValidator, computed_field
 
 from prediction_market_agent_tooling.gtypes import (
     USD,
+    CollateralToken,
     OutcomeStr,
     OutcomeToken,
     Probability,
-    Token,
 )
 from prediction_market_agent_tooling.tools.utils import DatetimeUTC
 
@@ -26,7 +26,7 @@ class Resolution(str, Enum):
 
 class Bet(BaseModel):
     id: str
-    amount: Token
+    amount: CollateralToken
     outcome: bool
     created_time: DatetimeUTC
     market_question: str
@@ -39,7 +39,7 @@ class Bet(BaseModel):
 class ResolvedBet(Bet):
     market_outcome: bool
     resolved_time: DatetimeUTC
-    profit: Token
+    profit: CollateralToken
 
     @computed_field  # type: ignore[prop-decorator]
     @property
@@ -145,12 +145,12 @@ class SimulatedBetDetail(BaseModel):
     market_p_yes: float
     agent_p_yes: float
     agent_conf: float
-    org_bet: Token
-    sim_bet: Token
+    org_bet: CollateralToken
+    sim_bet: CollateralToken
     org_dir: bool
     sim_dir: bool
-    org_profit: Token
-    sim_profit: Token
+    org_profit: CollateralToken
+    sim_profit: CollateralToken
     timestamp: DatetimeUTC
 
 
@@ -162,10 +162,10 @@ class SharpeOutput(BaseModel):
 
 class SimulatedLifetimeDetail(BaseModel):
     p_yes_mse: float
-    total_bet_amount: Token
-    total_bet_profit: Token
-    total_simulated_amount: Token
-    total_simulated_profit: Token
+    total_bet_amount: CollateralToken
+    total_bet_profit: CollateralToken
+    total_simulated_amount: CollateralToken
+    total_simulated_profit: CollateralToken
     roi: float
     simulated_roi: float
     sharpe_output_original: SharpeOutput

{prediction_market_agent_tooling-0.62.0.dev470 → prediction_market_agent_tooling-0.62.0.dev472}/prediction_market_agent_tooling/markets/manifold/data_models.py

@@ -5,11 +5,11 @@ from pydantic import BaseModel
 
 from prediction_market_agent_tooling.gtypes import (
     USD,
+    CollateralToken,
     Mana,
     OutcomeStr,
     OutcomeToken,
     Probability,
-    Token,
 )
 from prediction_market_agent_tooling.markets.data_models import Resolution
 from prediction_market_agent_tooling.tools.utils import DatetimeUTC, should_not_happen
@@ -82,11 +82,11 @@ class ManifoldMarket(BaseModel):
     pool: ManifoldPool
     probability: Probability
     slug: str
-    totalLiquidity: t.Optional[Token] = None
+    totalLiquidity: t.Optional[CollateralToken] = None
     uniqueBettorCount: int
     url: str
-    volume: Token
-    volume24Hours: Token
+    volume: CollateralToken
+    volume24Hours: CollateralToken
 
     @property
     def outcomes(self) -> t.Sequence[OutcomeStr]:
@@ -181,18 +181,18 @@ class ManifoldBet(BaseModel):
     https://docs.manifold.markets/api#get-v0bets
     """
 
-    shares: Token
+    shares: CollateralToken
     probBefore: Probability
     isFilled: t.Optional[bool] = None
     probAfter: Probability
     userId: str
-    amount: Token
+    amount: CollateralToken
     contractId: str
     id: str
     fees: ManifoldBetFees
     isCancelled: t.Optional[bool] = None
-    loanAmount: Token | None
-    orderAmount: t.Optional[Token] = None
+    loanAmount: CollateralToken | None
+    orderAmount: t.Optional[CollateralToken] = None
     fills: t.Optional[list[ManifoldBetFills]] = None
     createdTime: DatetimeUTC
     outcome: Resolution
@@ -205,7 +205,7 @@ class ManifoldBet(BaseModel):
         else:
             should_not_happen(f"Unexpected bet outcome string, '{self.outcome.value}'.")
 
-    def get_profit(self, market_outcome: bool) -> Token:
+    def get_profit(self, market_outcome: bool) -> CollateralToken:
         profit = (
             self.shares - self.amount
             if self.get_resolved_boolean_outcome() == market_outcome

{prediction_market_agent_tooling-0.62.0.dev470 → prediction_market_agent_tooling-0.62.0.dev472}/prediction_market_agent_tooling/markets/manifold/manifold.py

@@ -2,7 +2,12 @@ import typing as t
 from math import ceil
 
 from prediction_market_agent_tooling.config import APIKeys
-from prediction_market_agent_tooling.gtypes import USD, Mana, Probability, Token
+from prediction_market_agent_tooling.gtypes import (
+    USD,
+    CollateralToken,
+    Mana,
+    Probability,
+)
 from prediction_market_agent_tooling.markets.agent_market import (
     AgentMarket,
     FilterBy,
@@ -48,8 +53,8 @@ class ManifoldAgentMarket(AgentMarket):
         """On Manifold, probablities aren't updated after the closure, so we can just use the current probability"""
         return self.current_p_no
 
-    def get_tiny_bet_amount(self) -> Token:
-        return Token(1)
+    def get_tiny_bet_amount(self) -> CollateralToken:
+        return CollateralToken(1)
 
     def get_minimum_bet_to_win(self, answer: bool, amount_to_win: float) -> Mana:
         # Manifold lowest bet is 1 Mana, so we need to ceil the result.

{prediction_market_agent_tooling-0.62.0.dev470 → prediction_market_agent_tooling-0.62.0.dev472}/prediction_market_agent_tooling/markets/market_fees.py

@@ -1,6 +1,6 @@
 from pydantic import BaseModel, Field
 
-from prediction_market_agent_tooling.gtypes import Token
+from prediction_market_agent_tooling.gtypes import CollateralToken
 
 
 class MarketFees(BaseModel):
@@ -34,5 +34,7 @@ class MarketFees(BaseModel):
         total_fee = self.total_fee_absolute_value(bet_amount)
         return total_fee / bet_amount
 
-    def get_after_fees(self, bet_amount: Token) -> Token:
-        return bet_amount - Token(self.total_fee_absolute_value(bet_amount.value))
+    def get_after_fees(self, bet_amount: CollateralToken) -> CollateralToken:
+        return bet_amount - CollateralToken(
+            self.total_fee_absolute_value(bet_amount.value)
+        )

{prediction_market_agent_tooling-0.62.0.dev470 → prediction_market_agent_tooling-0.62.0.dev472}/prediction_market_agent_tooling/markets/omen/data_models.py

@@ -6,13 +6,13 @@ from web3 import Web3
 from prediction_market_agent_tooling.gtypes import (
     USD,
     ChecksumAddress,
+    CollateralToken,
     HexAddress,
     HexBytes,
     HexStr,
     OutcomeStr,
     OutcomeWei,
     Probability,
-    Token,
     Wei,
     xDai,
     xDaiWei,
@@ -226,7 +226,7 @@ class OmenMarket(BaseModel):
     collateralToken: HexAddress
     outcomes: t.Sequence[OutcomeStr]
     outcomeTokenAmounts: list[OutcomeWei]
-    outcomeTokenMarginalPrices: t.Optional[list[Token]]
+    outcomeTokenMarginalPrices: t.Optional[list[CollateralToken]]
     fee: t.Optional[Wei]
     resolutionTimestamp: t.Optional[int] = None
     answerFinalizedTimestamp: t.Optional[int] = None
@@ -485,7 +485,7 @@ def calculate_liquidity_parameter(
 
 def calculate_marginal_prices(
     outcome_token_amounts: list[OutcomeWei],
-) -> list[Token] | None:
+) -> list[CollateralToken] | None:
     """
     Converted to Python from https://github.com/protofire/omen-subgraph/blob/f92bbfb6fa31ed9cd5985c416a26a2f640837d8b/src/utils/fpmm.ts#L197.
     """
@@ -506,7 +506,7 @@ def calculate_marginal_prices(
     sum_weights = sum(weights, start=Wei(0))
 
     marginal_prices = [weights[i].value / sum_weights.value for i in range(n_outcomes)]
-    return [Token(mp) for mp in marginal_prices]
+    return [CollateralToken(mp) for mp in marginal_prices]
 
 
 class OmenBetCreator(BaseModel):
@@ -517,8 +517,8 @@ class OmenBet(BaseModel):
     id: HexAddress  # A concatenation of: FPMM contract ID, trader ID and nonce. See https://github.com/protofire/omen-subgraph/blob/f92bbfb6fa31ed9cd5985c416a26a2f640837d8b/src/FixedProductMarketMakerMapping.ts#L109
     title: str
     collateralToken: HexAddress
-    outcomeTokenMarginalPrice: Token
-    oldOutcomeTokenMarginalPrice: Token
+    outcomeTokenMarginalPrice: CollateralToken
+    oldOutcomeTokenMarginalPrice: CollateralToken
     type: str
     creator: OmenBetCreator
     creationTimestamp: int
@@ -530,7 +530,7 @@ class OmenBet(BaseModel):
     fpmm: OmenMarket
 
     @property
-    def collateral_amount_token(self) -> Token:
+    def collateral_amount_token(self) -> CollateralToken:
         return self.collateralAmount.as_token
 
     @property
@@ -560,7 +560,7 @@ class OmenBet(BaseModel):
             self.collateral_amount_token, self.collateral_token_checksummed
         )
 
-    def get_profit(self) -> Token:
+    def get_profit(self) -> CollateralToken:
         bet_amount = self.collateral_amount_token
         profit = (
             self.outcomeTokensTraded.as_outcome_token.as_token - bet_amount

{prediction_market_agent_tooling-0.62.0.dev470 → prediction_market_agent_tooling-0.62.0.dev472}/prediction_market_agent_tooling/markets/omen/omen.py

@@ -8,13 +8,13 @@ from prediction_market_agent_tooling.config import APIKeys
 from prediction_market_agent_tooling.gtypes import (
     USD,
     ChecksumAddress,
+    CollateralToken,
     HexAddress,
     HexStr,
     OutcomeStr,
     OutcomeToken,
     OutcomeWei,
     Probability,
-    Token,
     Wei,
     xDai,
 )
@@ -145,16 +145,16 @@ class OmenAgentMarket(AgentMarket):
     def get_liquidity_in_wei(self, web3: Web3 | None = None) -> Wei:
         return self.get_contract().totalSupply(web3)
 
-    def get_liquidity(self, web3: Web3 | None = None) -> Token:
+    def get_liquidity(self, web3: Web3 | None = None) -> CollateralToken:
         return self.get_liquidity_in_wei(web3).as_token
 
-    def get_tiny_bet_amount(self) -> Token:
+    def get_tiny_bet_amount(self) -> CollateralToken:
         return self.get_in_token(OMEN_TINY_BET_AMOUNT)
 
-    def get_token_in_usd(self, x: Token) -> USD:
+    def get_token_in_usd(self, x: CollateralToken) -> USD:
         return get_token_in_usd(x, self.collateral_token_contract_address_checksummed)
 
-    def get_usd_in_token(self, x: USD) -> Token:
+    def get_usd_in_token(self, x: USD) -> CollateralToken:
         return get_usd_in_token(x, self.collateral_token_contract_address_checksummed)
 
     def liquidate_existing_positions(
@@ -226,7 +226,7 @@ class OmenAgentMarket(AgentMarket):
 
     def get_sell_value_of_outcome_token(
         self, outcome: str, amount: OutcomeToken, web3: Web3 | None = None
-    ) -> Token:
+    ) -> CollateralToken:
         """
         Market can have as collateral token GNO for example.
         When you place bet, you buy shares with GNO. For example, you get 10 shares for 1 GNO.
@@ -593,7 +593,7 @@ class OmenAgentMarket(AgentMarket):
         return get_omen_user_url(keys.bet_from_address)
 
     def get_buy_token_amount(
-        self, bet_amount: USD | Token, direction: bool
+        self, bet_amount: USD | CollateralToken, direction: bool
     ) -> OutcomeToken:
         """
         Note: this is only valid if the market instance's token pool is
@@ -709,7 +709,7 @@ def pick_binary_market(
 )
 def omen_buy_outcome_tx(
     api_keys: APIKeys,
-    amount: USD | Token,
+    amount: USD | CollateralToken,
     market: OmenAgentMarket,
     outcome: str,
     auto_deposit: bool,
@@ -761,7 +761,7 @@ def omen_buy_outcome_tx(
 
 def binary_omen_buy_outcome_tx(
     api_keys: APIKeys,
-    amount: USD | Token,
+    amount: USD | CollateralToken,
     market: OmenAgentMarket,
     binary_outcome: bool,
     auto_deposit: bool,
@@ -779,7 +779,7 @@ def binary_omen_buy_outcome_tx(
 
 def omen_sell_outcome_tx(
     api_keys: APIKeys,
-    amount: OutcomeToken | Token | USD,
+    amount: OutcomeToken | CollateralToken | USD,
     market: OmenAgentMarket,
     outcome: str,
     auto_withdraw: bool,
@@ -852,7 +852,7 @@ def omen_sell_outcome_tx(
 
 def binary_omen_sell_outcome_tx(
     api_keys: APIKeys,
-    amount: OutcomeToken | Token | USD,
+    amount: OutcomeToken | CollateralToken | USD,
     market: OmenAgentMarket,
     binary_outcome: bool,
     auto_withdraw: bool,
@@ -870,7 +870,7 @@ def binary_omen_sell_outcome_tx(
 
 def omen_create_market_tx(
     api_keys: APIKeys,
-    initial_funds: USD | Token,
+    initial_funds: USD | CollateralToken,
     question: str,
     closing_time: DatetimeUTC,
     category: str,
@@ -964,7 +964,7 @@ def omen_create_market_tx(
     )
 
     # Create the market.
-    fee = Token(fee_perc).as_wei
+    fee = CollateralToken(fee_perc).as_wei
     (
         market_event,
         funding_event,
@@ -1000,7 +1000,7 @@ def omen_create_market_tx(
 def omen_fund_market_tx(
     api_keys: APIKeys,
     market: OmenAgentMarket,
-    funds: USD | Token,
+    funds: USD | CollateralToken,
     auto_deposit: bool,
     web3: Web3 | None = None,
 ) -> None:
@@ -1350,7 +1350,7 @@ def send_keeping_token_to_eoa_xdai(
 
 
 def get_buy_outcome_token_amount(
-    investment_amount: Token,
+    investment_amount: CollateralToken,
     buy_direction: bool,
     yes_outcome_pool_size: OutcomeToken,
     no_outcome_pool_size: OutcomeToken,

{prediction_market_agent_tooling-0.62.0.dev470 → prediction_market_agent_tooling-0.62.0.dev472}/prediction_market_agent_tooling/markets/polymarket/polymarket.py

@@ -1,6 +1,6 @@
 import typing as t
 
-from prediction_market_agent_tooling.gtypes import USD, Token
+from prediction_market_agent_tooling.gtypes import USD, CollateralToken
 from prediction_market_agent_tooling.markets.agent_market import (
     AgentMarket,
     FilterBy,
@@ -48,7 +48,7 @@ class PolymarketAgentMarket(AgentMarket):
             outcome_token_pool=None,
         )
 
-    def get_tiny_bet_amount(self) -> Token:
+    def get_tiny_bet_amount(self) -> CollateralToken:
         raise NotImplementedError("TODO: Implement to allow betting on Polymarket.")
 
     def place_bet(self, outcome: bool, amount: USD) -> str:

{prediction_market_agent_tooling-0.62.0.dev470 → prediction_market_agent_tooling-0.62.0.dev472}/prediction_market_agent_tooling/markets/seer/data_models.py

@@ -10,11 +10,11 @@ from web3.constants import ADDRESS_ZERO
 from prediction_market_agent_tooling.config import RPCConfig
 from prediction_market_agent_tooling.gtypes import (
     ChecksumAddress,
+    CollateralToken,
     HexAddress,
     HexBytes,
     OutcomeStr,
     Probability,
-    Token,
     Web3Wei,
 )
 from prediction_market_agent_tooling.loggers import logger
@@ -207,7 +207,7 @@ class SeerMarket(BaseModel):
         return Probability(price_yes)
 
     def _get_price_for_token(self, token: ChecksumAddress) -> float:
-        collateral_exchange_amount = Token(1).as_wei
+        collateral_exchange_amount = CollateralToken(1).as_wei
         try:
             quote = CowManager().get_quote(
                 collateral_token=self.collateral_token_contract_address_checksummed,