prediction-market-agent-tooling 0.63.0.dev500__tar.gz → 0.63.0.dev505__tar.gz

{prediction_market_agent_tooling-0.63.0.dev500 → prediction_market_agent_tooling-0.63.0.dev505}/PKG-INFO

@@ -1,6 +1,6 @@
 Metadata-Version: 2.3
 Name: prediction-market-agent-tooling
-Version: 0.63.0.dev500
+Version: 0.63.0.dev505
 Summary: Tools to benchmark, deploy and monitor prediction market agents.
 Author: Gnosis
 Requires-Python: >=3.10,<3.13

{prediction_market_agent_tooling-0.63.0.dev500 → prediction_market_agent_tooling-0.63.0.dev505}/prediction_market_agent_tooling/markets/seer/price_manager.py

@@ -42,7 +42,7 @@ class PriceManager:
 
     def current_p_yes(self) -> Probability | None:
         # Inspired by https://github.com/seer-pm/demo/blob/ca682153a6b4d4dd3dcc4ad8bdcbe32202fc8fe7/web/src/hooks/useMarketOdds.ts#L15
-        price_data = {}
+        price_data: dict[int, CollateralToken | None] = {}
         for idx, wrapped_token in enumerate(self.seer_market.wrapped_tokens):
             price = self.get_price_for_token(
                 token=Web3.to_checksum_address(wrapped_token),
@@ -55,31 +55,29 @@ class PriceManager:
 
         # We only return a probability if we have both price_yes and price_no, since we could place bets
         # in both sides hence we need current probabilities for both outcomes.
-        if price_yes and price_no:
-            # If other outcome`s price is None, we set it to 0.
-            total_price = sum(
-                price if price is not None else 0.0 for price in price_data.values()
-            )
-            normalized_price_yes = price_yes / total_price
+        if price_yes is not None and price_no is not None:
+            normalized_price_yes = price_yes / (price_yes + price_no)
             self._log_track_price_normalization_diff(
-                old_price=price_yes, normalized_price=normalized_price_yes
+                old_price=price_yes.value, normalized_price=normalized_price_yes
             )
             return Probability(normalized_price_yes)
         else:
             return None
 
     def get_price_for_token(
-        self, token: ChecksumAddress, collateral_exchange_amount: Wei | None = None
-    ) -> float | None:
+        self,
+        token: ChecksumAddress,
+        collateral_exchange_amount: CollateralToken | None = None,
+    ) -> CollateralToken | None:
         collateral_exchange_amount = (
             collateral_exchange_amount
             if collateral_exchange_amount is not None
-            else CollateralToken(1).as_wei
+            else CollateralToken(1)
         )
 
         try:
             quote = get_quote(
-                amount_wei=collateral_exchange_amount,
+                amount_wei=collateral_exchange_amount.as_wei,
                 sell_token=self.seer_market.collateral_token_contract_address_checksummed,
                 buy_token=token,
             )
@@ -90,9 +88,8 @@ class PriceManager:
             )
             return self.get_token_price_from_pools(token=token)
 
-        collateral_exchange_amount = check_not_none(collateral_exchange_amount)
         price = collateral_exchange_amount / float(quote.quote.buyAmount.root)
-        return Wei(str(price)).value
+        return price
 
     @staticmethod
     def _pool_token0_matches_token(token: ChecksumAddress, pool: SeerPool) -> bool:
@@ -101,7 +98,7 @@ class PriceManager:
     def get_token_price_from_pools(
         self,
         token: ChecksumAddress,
-    ) -> float | None:
+    ) -> CollateralToken | None:
         pool = SeerSubgraphHandler().get_pool_by_token(
             token_address=token,
             collateral_address=self.seer_market.collateral_token_contract_address_checksummed,
@@ -114,9 +111,9 @@ class PriceManager:
         # The mapping below is odd but surprisingly the Algebra subgraph delivers the token1Price
         # for the token0 and the token0Price for the token1 pool.
         # For example, in a outcomeYES (token0)/sDAI pool (token1), token1Price is the price of outcomeYES in units of sDAI.
-        price_in_collateral_units = (
+        price = (
             pool.token1Price
             if self._pool_token0_matches_token(token=token, pool=pool)
             else pool.token0Price
         )
-        return price_in_collateral_units
+        return price

{prediction_market_agent_tooling-0.63.0.dev500 → prediction_market_agent_tooling-0.63.0.dev505}/prediction_market_agent_tooling/markets/seer/seer.py

@@ -88,7 +88,6 @@ class SeerAgentMarket(AgentMarket):
         agent_name: str,
     ) -> None:
         """On Seer, we have to store predictions along with trades, see `store_trades`."""
-        pass
 
     def store_trades(
         self,
@@ -114,14 +113,14 @@ class SeerAgentMarket(AgentMarket):
         bet_amount_in_tokens = self.get_in_token(bet_amount)
 
         p = PriceManager.build(market_id=HexBytes(HexStr(self.id)))
-        price_in_collateral_units = p.get_price_for_token(
-            token=outcome_token, collateral_exchange_amount=bet_amount_in_tokens.as_wei
+        price = p.get_price_for_token(
+            token=outcome_token, collateral_exchange_amount=bet_amount_in_tokens
         )
-        if not price_in_collateral_units:
+        if not price:
             logger.info(f"Could not get price for token {outcome_token}")
             return None
 
-        amount_outcome_tokens = bet_amount_in_tokens.value / price_in_collateral_units
+        amount_outcome_tokens = bet_amount_in_tokens / price
         return OutcomeToken(amount_outcome_tokens)
 
     def get_outcome_str_from_bool(self, outcome: bool) -> OutcomeStr:

{prediction_market_agent_tooling-0.63.0.dev500 → prediction_market_agent_tooling-0.63.0.dev505}/prediction_market_agent_tooling/markets/seer/seer_subgraph_handler.py

@@ -241,8 +241,9 @@ class SeerSubgraphHandler(BaseSubgraphHandler):
         optional_params["orderDirection"] = "desc"
 
         pools_field = self.swapr_algebra_subgraph.Query.pools(
-            where=unwrap_generic_value({"or": wheres}, **optional_params)
+            where=unwrap_generic_value({"or": wheres}), **optional_params
         )
+
         fields = self._get_fields_for_pools(pools_field)
         pools = self.do_query(fields=fields, pydantic_model=SeerPool)
         # We assume there is only one pool for outcomeToken/sDAI.

{prediction_market_agent_tooling-0.63.0.dev500 → prediction_market_agent_tooling-0.63.0.dev505}/prediction_market_agent_tooling/markets/seer/subgraph_data_models.py

@@ -1,7 +1,13 @@
 from pydantic import BaseModel, ConfigDict, Field
 from web3.constants import ADDRESS_ZERO
 
-from prediction_market_agent_tooling.gtypes import HexAddress, HexBytes, OutcomeStr, Wei
+from prediction_market_agent_tooling.gtypes import (
+    CollateralToken,
+    HexAddress,
+    HexBytes,
+    OutcomeStr,
+    Wei,
+)
 
 
 class SeerToken(BaseModel):
@@ -16,8 +22,8 @@ class SeerPool(BaseModel):
     liquidity: int
     token0: SeerToken
     token1: SeerToken
-    token0Price: float
-    token1Price: float
+    token0Price: CollateralToken
+    token1Price: CollateralToken
     sqrtPrice: int
 
 

{prediction_market_agent_tooling-0.63.0.dev500 → prediction_market_agent_tooling-0.63.0.dev505}/prediction_market_agent_tooling/tools/tokens/auto_deposit.py

@@ -10,7 +10,6 @@ from prediction_market_agent_tooling.tools.contract import (
     ContractERC4626BaseClass,
 )
 from prediction_market_agent_tooling.tools.cow.cow_order import (
-    get_buy_token_amount_else_raise,
     get_sell_token_amount,
     swap_tokens_waiting,
 )

{prediction_market_agent_tooling-0.63.0.dev500 → prediction_market_agent_tooling-0.63.0.dev505}/pyproject.toml

@@ -1,6 +1,6 @@
 [tool.poetry]
 name = "prediction-market-agent-tooling"
-version = "0.63.0.dev500"
+version = "0.63.0.dev505"
 description = "Tools to benchmark, deploy and monitor prediction market agents."
 authors = ["Gnosis"]
 readme = "README.md"