prediction-market-agent-tooling 0.66.6__py3-none-any.whl → 0.67.2__py3-none-any.whl

prediction_market_agent_tooling/deploy/agent.py

@@ -6,6 +6,7 @@ from enum import Enum
 from functools import cached_property
 
 from pydantic import computed_field
+from pydantic_ai.exceptions import UnexpectedModelBehavior
 
 from prediction_market_agent_tooling.config import APIKeys
 from prediction_market_agent_tooling.deploy.betting_strategy import (
@@ -19,13 +20,12 @@ from prediction_market_agent_tooling.deploy.trade_interval import (
 )
 from prediction_market_agent_tooling.gtypes import USD, OutcomeToken, xDai
 from prediction_market_agent_tooling.loggers import logger
-from prediction_market_agent_tooling.markets.agent_market import AgentMarket, FilterBy
-from prediction_market_agent_tooling.markets.agent_market import (
-    MarketType as AgentMarketType,
-)
 from prediction_market_agent_tooling.markets.agent_market import (
+    AgentMarket,
+    FilterBy,
     ProcessedMarket,
     ProcessedTradedMarket,
+    QuestionType,
     SortBy,
 )
 from prediction_market_agent_tooling.markets.data_models import (
@@ -47,6 +47,9 @@ from prediction_market_agent_tooling.tools.custom_exceptions import (
 from prediction_market_agent_tooling.tools.is_invalid import is_invalid
 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.rephrase import (
+    rephrase_question_to_unconditioned,
+)
 from prediction_market_agent_tooling.tools.tokens.main_token import (
     MINIMUM_NATIVE_TOKEN_IN_EOA_FOR_FEES,
 )
@@ -196,6 +199,7 @@ class DeployablePredictionAgent(DeployableAgent):
     trade_on_markets_created_after: DatetimeUTC | None = None
     get_markets_sort_by: SortBy = SortBy.CLOSING_SOONEST
     get_markets_filter_by: FilterBy = FilterBy.OPEN
+    rephrase_conditioned_markets: bool = True
 
     # Agent behaviour when filtering fetched markets
     allow_invalid_questions: bool = False
@@ -205,6 +209,8 @@ class DeployablePredictionAgent(DeployableAgent):
         MINIMUM_NATIVE_TOKEN_IN_EOA_FOR_FEES
     )
 
+    just_warn_on_unexpected_model_behavior: bool = False
+
     # Only Metaculus allows to post predictions without trading (buying/selling of outcome tokens).
     supported_markets: t.Sequence[MarketType] = [MarketType.METACULUS]
 
@@ -224,6 +230,7 @@ class DeployablePredictionAgent(DeployableAgent):
         self.answer_categorical_market = observe()(self.answer_categorical_market)  # type: ignore[method-assign]
         self.answer_scalar_market = observe()(self.answer_scalar_market)  # type: ignore[method-assign]
         self.process_market = observe()(self.process_market)  # type: ignore[method-assign]
+        self.rephrase_market_to_unconditioned = observe()(self.rephrase_market_to_unconditioned)  # type: ignore[method-assign]
 
     def update_langfuse_trace_by_market(
         self, market_type: MarketType, market: AgentMarket
@@ -298,6 +305,34 @@ class DeployablePredictionAgent(DeployableAgent):
 
         return True
 
+    def rephrase_market_to_unconditioned(
+        self,
+        market_: AgentMarket,
+    ) -> AgentMarket:
+        """
+        If `rephrase_conditioned_markets` is set to True,
+        this method will be used to rephrase the question to account for the parent's market probability in the agent's decision process.
+        """
+        new = market_.model_copy(deep=True)
+
+        if new.parent is not None and new.parent.market.parent is not None:
+            new.parent.market = self.rephrase_market_to_unconditioned(new.parent.market)
+
+        rephrased_question = (
+            rephrase_question_to_unconditioned(
+                new.question,
+                new.parent.market.question,
+                new.parent.market.outcomes[new.parent.parent_outcome],
+            )
+            if new.parent is not None
+            else new.question
+        )
+
+        new.question = rephrased_question
+        new.parent = None
+
+        return new
+
     def answer_categorical_market(
         self, market: AgentMarket
     ) -> CategoricalProbabilisticAnswer | None:
@@ -338,13 +373,23 @@ class DeployablePredictionAgent(DeployableAgent):
         return False
 
     @property
-    def agent_market_type(self) -> AgentMarketType:
+    def include_conditional_markets(self) -> bool:
+        # TODO: All should work in our code, except that currently CoW most of the time completely fails to swap xDai into outcome tokens of conditioned market.
+        # Enable after https://github.com/gnosis/prediction-market-agent-tooling/issues/748 and/or https://github.com/gnosis/prediction-market-agent-tooling/issues/759 is resolved.
+        return False
+        # `include_conditional_markets` if `rephrase_conditioned_markets` is enabled.
+        # We can expand this method in teh future, when we implement also more complex logic about conditional markets.
+        # Note that conditional market isn't a type of the market like Binary or Categorical, it means that it uses outcome tokens from parent market as a collateral token in this market.
+        return self.rephrase_conditioned_markets
+
+    @property
+    def agent_question_type(self) -> QuestionType:
         if self.fetch_scalar_markets:
-            return AgentMarketType.SCALAR
+            return QuestionType.SCALAR
         elif self.fetch_categorical_markets:
-            return AgentMarketType.CATEGORICAL
+            return QuestionType.CATEGORICAL
         else:
-            return AgentMarketType.BINARY
+            return QuestionType.BINARY
 
     def get_markets(
         self,
@@ -355,15 +400,14 @@ class DeployablePredictionAgent(DeployableAgent):
         """
         cls = market_type.market_class
 
-        agent_market_type = self.agent_market_type
-
         # Fetch the soonest closing markets to choose from
         available_markets = cls.get_markets(
             limit=self.n_markets_to_fetch,
             sort_by=self.get_markets_sort_by,
             filter_by=self.get_markets_filter_by,
             created_after=self.trade_on_markets_created_after,
-            market_type=agent_market_type,
+            question_type=self.agent_question_type,
+            include_conditional_markets=self.include_conditional_markets,
         )
         return available_markets
 
@@ -396,6 +440,9 @@ class DeployablePredictionAgent(DeployableAgent):
 
         logger.info(f"Answering market '{market.question}'.")
 
+        if self.rephrase_conditioned_markets and market.parent is not None:
+            market = self.rephrase_market_to_unconditioned(market)
+
         if market.is_binary:
             try:
                 binary_answer = self.answer_binary_market(market)
@@ -455,9 +502,18 @@ class DeployablePredictionAgent(DeployableAgent):
             f"Processing market {market.question=} from {market.url=} with liquidity {market.get_liquidity()}."
         )
 
-        answer = self.build_answer(
-            market=market, market_type=market_type, verify_market=verify_market
-        )
+        try:
+            answer = self.build_answer(
+                market=market, market_type=market_type, verify_market=verify_market
+            )
+        except UnexpectedModelBehavior:
+            (
+                logger.warning
+                if self.just_warn_on_unexpected_model_behavior
+                else logger.exception
+            )(f"Unexpected model behaviour in {self.__class__.__name__}.")
+            answer = None
+
         if answer is not None:
             self.verify_answer_outcomes(market=market, answer=answer)
 

prediction_market_agent_tooling/markets/agent_market.py

@@ -64,7 +64,12 @@ class FilterBy(str, Enum):
     NONE = "none"
 
 
-class MarketType(str, Enum):
+class ParentMarket(BaseModel):
+    market: "AgentMarket"
+    parent_outcome: int
+
+
+class QuestionType(str, Enum):
     ALL = "all"
     CATEGORICAL = "categorical"
     SCALAR = "scalar"
@@ -96,6 +101,8 @@ class AgentMarket(BaseModel):
     upper_bound: Wei | None = None
     lower_bound: Wei | None = None
 
+    parent: ParentMarket | None = None
+
     @field_validator("probabilities")
     def validate_probabilities(
         cls,
@@ -376,7 +383,7 @@ class AgentMarket(BaseModel):
         filter_by: FilterBy = FilterBy.OPEN,
         created_after: t.Optional[DatetimeUTC] = None,
         excluded_questions: set[str] | None = None,
-        market_type: MarketType = MarketType.ALL,
+        question_type: QuestionType = QuestionType.ALL,
         include_conditional_markets: bool = False,
     ) -> t.Sequence["AgentMarket"]:
         raise NotImplementedError("Subclasses must implement this method")

prediction_market_agent_tooling/markets/manifold/manifold.py

@@ -12,7 +12,7 @@ from prediction_market_agent_tooling.markets.agent_market import (
     AgentMarket,
     FilterBy,
     MarketFees,
-    MarketType,
+    QuestionType,
     SortBy,
 )
 from prediction_market_agent_tooling.markets.manifold.api import (
@@ -111,7 +111,7 @@ class ManifoldAgentMarket(AgentMarket):
         filter_by: FilterBy = FilterBy.OPEN,
         created_after: t.Optional[DatetimeUTC] = None,
         excluded_questions: set[str] | None = None,
-        market_type: MarketType = MarketType.ALL,
+        question_type: QuestionType = QuestionType.ALL,
         include_conditional_markets: bool = False,
     ) -> t.Sequence["ManifoldAgentMarket"]:
         sort: t.Literal["newest", "close-date"] | None

prediction_market_agent_tooling/markets/markets.py

@@ -3,11 +3,12 @@ from enum import Enum
 
 from prediction_market_agent_tooling.jobs.jobs_models import JobAgentMarket
 from prediction_market_agent_tooling.jobs.omen.omen_jobs import OmenJobAgentMarket
-from prediction_market_agent_tooling.markets.agent_market import AgentMarket, FilterBy
 from prediction_market_agent_tooling.markets.agent_market import (
-    MarketType as AgentMarketType,
+    AgentMarket,
+    FilterBy,
+    QuestionType,
+    SortBy,
 )
-from prediction_market_agent_tooling.markets.agent_market import SortBy
 from prediction_market_agent_tooling.markets.manifold.manifold import (
     ManifoldAgentMarket,
 )
@@ -68,7 +69,7 @@ def get_binary_markets(
     sort_by: SortBy = SortBy.NONE,
     excluded_questions: set[str] | None = None,
     created_after: DatetimeUTC | None = None,
-    agent_market_type: AgentMarketType = AgentMarketType.BINARY,
+    question_type: QuestionType = QuestionType.BINARY,
 ) -> t.Sequence[AgentMarket]:
     agent_market_class = MARKET_TYPE_TO_AGENT_MARKET[market_type]
     markets = agent_market_class.get_markets(
@@ -77,6 +78,6 @@ def get_binary_markets(
         filter_by=filter_by,
         created_after=created_after,
         excluded_questions=excluded_questions,
-        market_type=agent_market_type,
+        question_type=question_type,
     )
     return markets

prediction_market_agent_tooling/markets/metaculus/metaculus.py

@@ -9,8 +9,8 @@ from prediction_market_agent_tooling.markets.agent_market import (
     AgentMarket,
     FilterBy,
     MarketFees,
-    MarketType,
     ProcessedMarket,
+    QuestionType,
     SortBy,
 )
 from prediction_market_agent_tooling.markets.metaculus.api import (
@@ -67,15 +67,15 @@ class MetaculusAgentMarket(AgentMarket):
         )
 
     @staticmethod
-    def get_markets(  # type: ignore[override]
+    def get_markets(
         limit: int,
         sort_by: SortBy = SortBy.NONE,
         filter_by: FilterBy = FilterBy.OPEN,
         created_after: t.Optional[DatetimeUTC] = None,
         excluded_questions: set[str] | None = None,
-        tournament_id: int | None = None,
-        market_type: MarketType = MarketType.ALL,
+        question_type: QuestionType = QuestionType.ALL,
         include_conditional_markets: bool = False,
+        tournament_id: int | None = None,
     ) -> t.Sequence["MetaculusAgentMarket"]:
         order_by: str | None
         if sort_by == SortBy.NONE:

prediction_market_agent_tooling/markets/omen/omen.py

@@ -25,9 +25,9 @@ from prediction_market_agent_tooling.markets.agent_market import (
     AgentMarket,
     FilterBy,
     MarketFees,
-    MarketType,
     ProcessedMarket,
     ProcessedTradedMarket,
+    QuestionType,
     SortBy,
 )
 from prediction_market_agent_tooling.markets.blockchain_utils import store_trades
@@ -380,10 +380,10 @@ class OmenAgentMarket(AgentMarket):
         filter_by: FilterBy = FilterBy.OPEN,
         created_after: t.Optional[DatetimeUTC] = None,
         excluded_questions: set[str] | None = None,
-        market_type: MarketType = MarketType.ALL,
+        question_type: QuestionType = QuestionType.ALL,
         include_conditional_markets: bool = False,
     ) -> t.Sequence["OmenAgentMarket"]:
-        fetch_categorical_markets = market_type == MarketType.CATEGORICAL
+        fetch_categorical_markets = question_type == QuestionType.CATEGORICAL
 
         return [
             OmenAgentMarket.from_data_model(m)

prediction_market_agent_tooling/markets/polymarket/polymarket.py

@@ -11,7 +11,7 @@ from prediction_market_agent_tooling.markets.agent_market import (
     AgentMarket,
     FilterBy,
     MarketFees,
-    MarketType,
+    QuestionType,
     SortBy,
 )
 from prediction_market_agent_tooling.markets.data_models import Resolution
@@ -123,7 +123,7 @@ class PolymarketAgentMarket(AgentMarket):
         filter_by: FilterBy = FilterBy.OPEN,
         created_after: t.Optional[DatetimeUTC] = None,
         excluded_questions: set[str] | None = None,
-        market_type: MarketType = MarketType.ALL,
+        question_type: QuestionType = QuestionType.ALL,
         include_conditional_markets: bool = False,
     ) -> t.Sequence["PolymarketAgentMarket"]:
         closed: bool | None
@@ -159,7 +159,7 @@ class PolymarketAgentMarket(AgentMarket):
             ascending=ascending,
             created_after=created_after,
             excluded_questions=excluded_questions,
-            only_binary=market_type is not MarketType.CATEGORICAL,
+            only_binary=question_type is not QuestionType.CATEGORICAL,
         )
 
         condition_models = PolymarketSubgraphHandler().get_conditions(

prediction_market_agent_tooling/markets/seer/data_models.py

@@ -3,7 +3,7 @@ from datetime import timedelta
 from typing import Annotated
 from urllib.parse import urljoin
 
-from pydantic import BaseModel, BeforeValidator, ConfigDict, Field
+from pydantic import BaseModel, BeforeValidator, ConfigDict, Field, computed_field
 from web3 import Web3
 from web3.constants import ADDRESS_ZERO
 
@@ -17,9 +17,6 @@ from prediction_market_agent_tooling.gtypes import (
     Web3Wei,
     Wei,
 )
-from prediction_market_agent_tooling.markets.seer.subgraph_data_models import (
-    SeerParentMarket,
-)
 from prediction_market_agent_tooling.tools.contract import ContractERC20OnGnosisChain
 from prediction_market_agent_tooling.tools.datetime_utc import DatetimeUTC
 from prediction_market_agent_tooling.tools.utils import utcnow
@@ -70,10 +67,10 @@ class SeerMarket(BaseModel):
     title: str = Field(alias="marketName")
     outcomes: t.Sequence[OutcomeStr]
     wrapped_tokens: list[HexAddress] = Field(alias="wrappedTokens")
-    parent_outcome: int = Field(alias="parentOutcome")
-    parent_market: t.Optional[SeerParentMarket] = Field(
-        alias="parentMarket", default=None
+    parent_outcome: int = Field(
+        alias="parentOutcome", description="It comes as 0 from non-conditioned markets."
     )
+    parent_market: t.Optional["SeerMarket"] = Field(alias="parentMarket", default=None)
     collateral_token: HexAddress = Field(alias="collateralToken")
     condition_id: HexBytes = Field(alias="conditionId")
     opening_ts: int = Field(alias="openingTs")
@@ -139,6 +136,7 @@ class SeerMarket(BaseModel):
     def created_time(self) -> DatetimeUTC:
         return DatetimeUTC.to_datetime_utc(self.block_timestamp)
 
+    @computed_field  # type: ignore[prop-decorator]
     @property
     def url(self) -> str:
         chain_id = RPCConfig().chain_id

prediction_market_agent_tooling/markets/seer/price_manager.py

@@ -1,6 +1,5 @@
-import typing as t
-
 from cachetools import TTLCache, cached
+from pydantic import BaseModel
 from web3 import Web3
 
 from prediction_market_agent_tooling.gtypes import (
@@ -18,32 +17,15 @@ from prediction_market_agent_tooling.markets.seer.exceptions import (
 from prediction_market_agent_tooling.markets.seer.seer_subgraph_handler import (
     SeerSubgraphHandler,
 )
-from prediction_market_agent_tooling.markets.seer.subgraph_data_models import SeerPool
 from prediction_market_agent_tooling.tools.cow.cow_order import (
     get_buy_token_amount_else_raise,
 )
 from prediction_market_agent_tooling.tools.hexbytes_custom import HexBytes
 
 
-def _make_cache_key(
-    *args: t.Any,
-    token: ChecksumAddress,
-    collateral_exchange_amount: CollateralToken | None = None,
-) -> str:
-    """
-    Generate a unique cache key based on a token address and optional collateral token.
-    """
-
-    if collateral_exchange_amount is None:
-        return f"{token}-no_collateral"
-
-    return "-".join(
-        [
-            token,
-            collateral_exchange_amount.symbol,
-            str(collateral_exchange_amount.value),
-        ]
-    )
+class Prices(BaseModel):
+    priceOfCollateralInAskingToken: CollateralToken
+    priceOfAskingTokenInCollateral: CollateralToken
 
 
 class PriceManager:
@@ -67,17 +49,17 @@ class PriceManager:
                 f"{price_diff_pct=} larger than {max_price_diff=} for seer market {self.seer_market.id.hex()} "
             )
 
-    @cached(TTLCache(maxsize=100, ttl=5 * 60), key=_make_cache_key)
-    def get_price_for_token(
+    def get_price_for_token(self, token: ChecksumAddress) -> CollateralToken | None:
+        return self.get_amount_of_token_in_collateral(token, CollateralToken(1))
+
+    @cached(TTLCache(maxsize=100, ttl=5 * 60))
+    def get_amount_of_collateral_in_token(
         self,
         token: ChecksumAddress,
-        collateral_exchange_amount: CollateralToken | None = None,
+        collateral_exchange_amount: CollateralToken,
     ) -> CollateralToken | None:
-        collateral_exchange_amount = (
-            collateral_exchange_amount
-            if collateral_exchange_amount is not None
-            else CollateralToken(1)
-        )
+        if token == self.seer_market.collateral_token_contract_address_checksummed:
+            return collateral_exchange_amount
 
         try:
             buy_token_amount = get_buy_token_amount_else_raise(
@@ -85,23 +67,51 @@ class PriceManager:
                 sell_token=self.seer_market.collateral_token_contract_address_checksummed,
                 buy_token=token,
             )
-            price = collateral_exchange_amount.as_wei / buy_token_amount
-            return CollateralToken(price)
+            return buy_token_amount.as_token
 
         except Exception as e:
             logger.warning(
                 f"Could not get quote for {token=} from Cow, exception {e=}. Falling back to pools. "
             )
-            return self.get_token_price_from_pools(token=token)
+            prices = self.get_token_price_from_pools(token=token)
+            return (
+                prices.priceOfCollateralInAskingToken * collateral_exchange_amount
+                if prices
+                else None
+            )
 
-    @staticmethod
-    def pool_token0_matches_token(token: ChecksumAddress, pool: SeerPool) -> bool:
-        return pool.token0.id.hex().lower() == token.lower()
+    @cached(TTLCache(maxsize=100, ttl=5 * 60))
+    def get_amount_of_token_in_collateral(
+        self,
+        token: ChecksumAddress,
+        token_exchange_amount: CollateralToken,
+    ) -> CollateralToken | None:
+        if token == self.seer_market.collateral_token_contract_address_checksummed:
+            return token_exchange_amount
+
+        try:
+            buy_collateral_amount = get_buy_token_amount_else_raise(
+                sell_amount=token_exchange_amount.as_wei,
+                sell_token=token,
+                buy_token=self.seer_market.collateral_token_contract_address_checksummed,
+            )
+            return buy_collateral_amount.as_token
+
+        except Exception as e:
+            logger.warning(
+                f"Could not get quote for {token=} from Cow, exception {e=}. Falling back to pools. "
+            )
+            prices = self.get_token_price_from_pools(token=token)
+            return (
+                prices.priceOfAskingTokenInCollateral * token_exchange_amount
+                if prices
+                else None
+            )
 
     def get_token_price_from_pools(
         self,
         token: ChecksumAddress,
-    ) -> CollateralToken | None:
+    ) -> Prices | None:
         pool = SeerSubgraphHandler().get_pool_by_token(
             token_address=token,
             collateral_address=self.seer_market.collateral_token_contract_address_checksummed,
@@ -111,15 +121,24 @@ class PriceManager:
             logger.warning(f"Could not find a pool for {token=}")
             return None
 
-        # 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 = (
-            pool.token1Price
-            if self.pool_token0_matches_token(token=token, pool=pool)
-            else pool.token0Price
+        if (
+            Web3.to_checksum_address(pool.token0.id)
+            == self.seer_market.collateral_token_contract_address_checksummed
+        ):
+            price_coll_in_asking = (
+                pool.token1Price
+            )  # how many outcome tokens per 1 collateral
+            price_asking_in_coll = (
+                pool.token0Price
+            )  # how many collateral tokens per 1 outcome
+        else:
+            price_coll_in_asking = pool.token0Price
+            price_asking_in_coll = pool.token1Price
+
+        return Prices(
+            priceOfCollateralInAskingToken=price_coll_in_asking,
+            priceOfAskingTokenInCollateral=price_asking_in_coll,
         )
-        return price
 
     def build_probability_map(self) -> dict[OutcomeStr, Probability]:
         # Inspired by https://github.com/seer-pm/demo/blob/ca682153a6b4d4dd3dcc4ad8bdcbe32202fc8fe7/web/src/hooks/useMarketOdds.ts#L15
@@ -160,6 +179,6 @@ class PriceManager:
             outcome = self.seer_market.outcomes[
                 self.seer_market.wrapped_tokens.index(outcome_token)
             ]
-            normalized_prices[OutcomeStr(outcome)] = new_price
+            normalized_prices[outcome] = new_price
 
         return normalized_prices

prediction_market_agent_tooling/markets/seer/seer.py

@@ -25,9 +25,10 @@ from prediction_market_agent_tooling.markets.agent_market import (
     AgentMarket,
     FilterBy,
     MarketFees,
-    MarketType,
+    ParentMarket,
     ProcessedMarket,
     ProcessedTradedMarket,
+    QuestionType,
     SortBy,
 )
 from prediction_market_agent_tooling.markets.blockchain_utils import store_trades
@@ -68,8 +69,9 @@ from prediction_market_agent_tooling.tools.contract import (
 )
 from prediction_market_agent_tooling.tools.cow.cow_order import (
     NoLiquidityAvailableOnCowException,
-    get_buy_token_amount_else_raise,
+    OrderStatusError,
     get_orders_by_owner,
+    get_trades_by_order_uid,
     get_trades_by_owner,
     swap_tokens_waiting,
     wait_for_order_completion,
@@ -85,7 +87,7 @@ from prediction_market_agent_tooling.tools.tokens.usd import (
     get_token_in_usd,
     get_usd_in_token,
 )
-from prediction_market_agent_tooling.tools.utils import utcnow
+from prediction_market_agent_tooling.tools.utils import check_not_none, utcnow
 
 # We place a larger bet amount by default than Omen so that cow presents valid quotes.
 SEER_TINY_BET_AMOUNT = USD(0.1)
@@ -137,45 +139,34 @@ class SeerAgentMarket(AgentMarket):
             web3=web3,
         )
 
+    def get_price_manager(self) -> PriceManager:
+        return PriceManager.build(HexBytes(HexStr(self.id)))
+
     def get_token_in_usd(self, x: CollateralToken) -> USD:
-        try:
-            return get_token_in_usd(
-                x, self.collateral_token_contract_address_checksummed
-            )
-        except NoLiquidityAvailableOnCowException as e:
-            logger.warning(
-                f"Could not get quote for {self.collateral_token_contract_address_checksummed} from Cow, exception {e=}. Falling back to pools. "
+        p = self.get_price_manager()
+        sdai_amount = p.get_amount_of_collateral_in_token(
+            # Hard-coded SDAI, because Seer is atm hard-coded it as well, and it's needed in case of fallback to pools. CoW would work with other tokens as well.
+            SDAI_CONTRACT_ADDRESS,
+            x,
+        )
+        if sdai_amount is None:
+            raise RuntimeError(
+                "Both CoW and pool-fallback way of getting price failed."
             )
-            usd_token_price = self.get_collateral_price_from_pools()
-            if usd_token_price is None:
-                raise RuntimeError(
-                    "Both CoW and pool-fallback way of getting price failed."
-                ) from e
-            return USD(x.value * usd_token_price.value)
-
-    def get_collateral_price_from_pools(self) -> USD | None:
-        p = PriceManager.build(HexBytes(HexStr(self.id)))
-        token_price = p.get_token_price_from_pools(token=SDAI_CONTRACT_ADDRESS)
-        if token_price:
-            return get_token_in_usd(token_price, SDAI_CONTRACT_ADDRESS)
-
-        return None
+        return get_token_in_usd(sdai_amount, SDAI_CONTRACT_ADDRESS)
 
     def get_usd_in_token(self, x: USD) -> CollateralToken:
-        try:
-            return get_usd_in_token(
-                x, self.collateral_token_contract_address_checksummed
-            )
-        except NoLiquidityAvailableOnCowException as e:
-            logger.warning(
-                f"Could not get quote for {self.collateral_token_contract_address_checksummed} from Cow, exception {e=}. Falling back to pools. "
+        p = self.get_price_manager()
+        token_amount = p.get_amount_of_token_in_collateral(
+            # Hard-coded SDAI, because Seer is atm hard-coded it as well, and it's needed in case of fallback to pools. CoW would work with other tokens as well.
+            SDAI_CONTRACT_ADDRESS,
+            get_usd_in_token(x, SDAI_CONTRACT_ADDRESS),
+        )
+        if token_amount is None:
+            raise RuntimeError(
+                "Both CoW and pool-fallback way of getting price failed."
             )
-            usd_token_price = self.get_collateral_price_from_pools()
-            if not usd_token_price:
-                raise RuntimeError(
-                    "Both CoW and pool-fallback way of getting price failed."
-                ) from e
-            return CollateralToken(x.value / usd_token_price.value)
+        return token_amount
 
     def get_buy_token_amount(
         self, bet_amount: USD | CollateralToken, outcome_str: OutcomeStr
@@ -191,16 +182,15 @@ class SeerAgentMarket(AgentMarket):
 
         bet_amount_in_tokens = self.get_in_token(bet_amount)
 
-        p = PriceManager.build(market_id=HexBytes(HexStr(self.id)))
-        price = p.get_price_for_token(
+        p = self.get_price_manager()
+        amount_outcome_tokens = p.get_amount_of_collateral_in_token(
             token=outcome_token, collateral_exchange_amount=bet_amount_in_tokens
         )
-        if not price:
+        if not amount_outcome_tokens:
             logger.info(f"Could not get price for token {outcome_token}")
             return None
 
-        amount_outcome_tokens = bet_amount_in_tokens / price
-        return OutcomeToken(amount_outcome_tokens)
+        return OutcomeToken(amount_outcome_tokens.value)
 
     def get_sell_value_of_outcome_token(
         self, outcome: OutcomeStr, amount: OutcomeToken
@@ -209,26 +199,18 @@ class SeerAgentMarket(AgentMarket):
             return CollateralToken.zero()
 
         wrapped_outcome_token = self.get_wrapped_token_for_outcome(outcome)
-        try:
-            # We calculate how much collateral we would get back if we sold `amount` of outcome token.
-            value_outcome_token_in_collateral = get_buy_token_amount_else_raise(
-                sell_amount=amount.as_outcome_wei.as_wei,
-                sell_token=wrapped_outcome_token,
-                buy_token=self.collateral_token_contract_address_checksummed,
-            )
-            return value_outcome_token_in_collateral.as_token
-        except NoLiquidityAvailableOnCowException as e:
-            logger.warning(
-                f"No liquidity available on Cow for {wrapped_outcome_token} -> {self.collateral_token_contract_address_checksummed}."
+
+        p = self.get_price_manager()
+        value_outcome_token_in_collateral = p.get_amount_of_token_in_collateral(
+            wrapped_outcome_token, amount.as_token
+        )
+
+        if value_outcome_token_in_collateral is None:
+            raise RuntimeError(
+                f"Could not get price for token from pools for {wrapped_outcome_token}"
             )
-            p = PriceManager.build(market_id=HexBytes(HexStr(self.id)))
-            price = p.get_token_price_from_pools(token=wrapped_outcome_token)
-            if not price:
-                logger.info(
-                    f"Could not get price for token from pools for {wrapped_outcome_token}"
-                )
-                raise e
-            return CollateralToken(price.value * amount.value)
+
+        return value_outcome_token_in_collateral
 
     @staticmethod
     def get_trade_balance(api_keys: APIKeys) -> USD:
@@ -393,6 +375,22 @@ class SeerAgentMarket(AgentMarket):
             probabilities=probability_map,
             upper_bound=model.upper_bound,
             lower_bound=model.lower_bound,
+            parent=(
+                ParentMarket(
+                    market=(
+                        check_not_none(
+                            SeerAgentMarket.from_data_model_with_subgraph(
+                                model.parent_market,
+                                seer_subgraph,
+                                False,
+                            )
+                        )
+                    ),
+                    parent_outcome=model.parent_outcome,
+                )
+                if model.parent_market
+                else None
+            ),
         )
 
         return market
@@ -404,7 +402,7 @@ class SeerAgentMarket(AgentMarket):
         filter_by: FilterBy = FilterBy.OPEN,
         created_after: t.Optional[DatetimeUTC] = None,
         excluded_questions: set[str] | None = None,
-        market_type: MarketType = MarketType.ALL,
+        question_type: QuestionType = QuestionType.ALL,
         include_conditional_markets: bool = False,
     ) -> t.Sequence["SeerAgentMarket"]:
         seer_subgraph = SeerSubgraphHandler()
@@ -413,8 +411,8 @@ class SeerAgentMarket(AgentMarket):
             limit=limit,
             sort_by=sort_by,
             filter_by=filter_by,
-            market_type=market_type,
-            include_conditional_markets=False,
+            question_type=question_type,
+            include_conditional_markets=include_conditional_markets,
         )
 
         # We exclude the None values below because `from_data_model_with_subgraph` can return None, which
@@ -456,7 +454,8 @@ class SeerAgentMarket(AgentMarket):
                 f"Could not fetch pool for token {outcome_token}, no liquidity available for outcome."
             )
             return CollateralToken(0)
-        p = PriceManager.build(HexBytes(HexStr(self.id)))
+
+        p = self.get_price_manager()
         total = CollateralToken(0)
 
         for token_address in [pool.token0.id, pool.token1.id]:
@@ -469,19 +468,13 @@ class SeerAgentMarket(AgentMarket):
                 for_address=Web3.to_checksum_address(HexAddress(HexStr(pool.id.hex()))),
                 web3=web3,
             )
-
-            # get price
-            token_price_in_sdai = (
-                p.get_token_price_from_pools(token=token_address_checksummed)
-                if token_address_checksummed
-                != self.collateral_token_contract_address_checksummed
-                else CollateralToken(1.0)
+            collateral_balance = p.get_amount_of_token_in_collateral(
+                token_address_checksummed, token_balance
             )
 
             # We ignore the liquidity in outcome tokens if price unknown.
-            if token_price_in_sdai:
-                sdai_balance = token_balance * token_price_in_sdai
-                total += sdai_balance
+            if collateral_balance:
+                total += collateral_balance
 
         return total
 
@@ -542,15 +535,23 @@ class SeerAgentMarket(AgentMarket):
                 slippage_tolerance=slippage_tolerance,
             )
             order_metadata = asyncio.run(wait_for_order_completion(order=order))
-            logger.debug(
+            logger.info(
                 f"Swapped {sell_token} for {buy_token}. Order details {order_metadata}"
             )
-            return order_metadata.uid.root
+            trades = get_trades_by_order_uid(HexBytes(order_metadata.uid.root))
+            if len(trades) != 1:
+                raise ValueError(
+                    f"Expected exactly 1 trade from {order_metadata=}, but got {len(trades)=}."
+                )
+            cow_tx_hash = trades[0].txHash
+            logger.info(f"TxHash for {order_metadata.uid.root=} is {cow_tx_hash=}.")
+            return cow_tx_hash.hex()
 
         except (
             UnexpectedResponseError,
             TimeoutError,
             NoLiquidityAvailableOnCowException,
+            OrderStatusError,
         ) as e:
             # We don't retry if not enough balance.
             if "InsufficientBalance" in str(e):
@@ -601,14 +602,6 @@ class SeerAgentMarket(AgentMarket):
                 collateral_contract, amount_wei, api_keys, web3
             )
 
-        collateral_balance = collateral_contract.balanceOf(
-            api_keys.bet_from_address, web3=web3
-        )
-        if collateral_balance < amount_wei:
-            raise ValueError(
-                f"Balance {collateral_balance} not enough for bet size {amount}"
-            )
-
         return self._swap_tokens_with_fallback(
             sell_token=collateral_contract.address,
             buy_token=outcome_token,

prediction_market_agent_tooling/markets/seer/seer_subgraph_handler.py

@@ -16,7 +16,7 @@ from prediction_market_agent_tooling.gtypes import ChecksumAddress, Wei
 from prediction_market_agent_tooling.loggers import logger
 from prediction_market_agent_tooling.markets.agent_market import (
     FilterBy,
-    MarketType,
+    QuestionType,
     SortBy,
 )
 from prediction_market_agent_tooling.markets.base_subgraph_handler import (
@@ -62,7 +62,9 @@ class SeerSubgraphHandler(BaseSubgraphHandler):
             )
         )
 
-    def _get_fields_for_markets(self, markets_field: FieldPath) -> list[FieldPath]:
+    def _get_fields_for_markets(
+        self, markets_field: FieldPath, current_level: int = 0, max_level: int = 1
+    ) -> list[FieldPath]:
         fields = [
             markets_field.id,
             markets_field.factory,
@@ -76,7 +78,6 @@ class SeerSubgraphHandler(BaseSubgraphHandler):
             markets_field.payoutNumerators,
             markets_field.hasAnswers,
             markets_field.blockTimestamp,
-            markets_field.parentMarket.id,
             markets_field.openingTs,
             markets_field.finalizeTs,
             markets_field.wrappedTokens,
@@ -84,7 +85,25 @@ class SeerSubgraphHandler(BaseSubgraphHandler):
             markets_field.upperBound,
             markets_field.lowerBound,
             markets_field.templateId,
+            # TODO: On the Subgraph, `questions` field is a kind of sub-query, instead of a classic list of values.
+            # See how it is shown on their UI: https://thegraph.com/explorer/subgraphs/B4vyRqJaSHD8dRDb3BFRoAzuBK18c1QQcXq94JbxDxWH?view=Query&chain=arbitrum-one.
+            # And that doesn't work with subgrounds.
+            # markets_field.questions.question.id,
+            # markets_field.questions.question.finalize_ts,
+            # markets_field.questions.question.best_answer,
         ]
+        if current_level < max_level:
+            fields.extend(
+                self._get_fields_for_markets(
+                    markets_field.parentMarket, current_level + 1, max_level
+                )
+            )
+            # TODO: Same situation as with `questions` field above.
+            # fields.extend(
+            #     self._get_fields_for_markets(
+            #         markets_field.childMarkets, current_level + 1, max_level
+            #     )
+            # )
         return fields
 
     @staticmethod
@@ -114,7 +133,8 @@ class SeerSubgraphHandler(BaseSubgraphHandler):
         filter_by: FilterBy,
         outcome_supply_gt_if_open: Wei,
         include_conditional_markets: bool = False,
-        market_type: MarketType = MarketType.ALL,
+        question_type: QuestionType = QuestionType.ALL,
+        parent_market_id: HexBytes | None = None,
     ) -> dict[Any, Any]:
         now = to_int_timestamp(utcnow())
 
@@ -136,9 +156,12 @@ class SeerSubgraphHandler(BaseSubgraphHandler):
         if not include_conditional_markets:
             and_stms["parentMarket"] = ADDRESS_ZERO.lower()
 
+        if parent_market_id:
+            and_stms["parentMarket"] = parent_market_id.hex().lower()
+
         outcome_filters: list[dict[str, t.Any]] = []
 
-        if market_type == MarketType.SCALAR:
+        if question_type == QuestionType.SCALAR:
             # Template ID "1" + UP/DOWN outcomes for scalar markets
             and_stms["templateId"] = TemplateId.SCALAR.value
             up_filter = SeerSubgraphHandler._create_case_variations_condition(
@@ -149,7 +172,7 @@ class SeerSubgraphHandler(BaseSubgraphHandler):
             )
             outcome_filters.extend([up_filter, down_filter])
 
-        elif market_type == MarketType.BINARY:
+        elif question_type == QuestionType.BINARY:
             # Template ID "2" + YES/NO outcomes for binary markets
             and_stms["templateId"] = TemplateId.CATEGORICAL.value
             yes_filter = SeerSubgraphHandler._create_case_variations_condition(
@@ -160,7 +183,7 @@ class SeerSubgraphHandler(BaseSubgraphHandler):
             )
             outcome_filters.extend([yes_filter, no_filter])
 
-        elif market_type == MarketType.CATEGORICAL:
+        elif question_type == QuestionType.CATEGORICAL:
             # Template ID 2 (categorical) OR Template ID 3 (multi-categorical,
             # we treat them as categorical for now for simplicity)
             # https://reality.eth.limo/app/docs/html/contracts.html#templates
@@ -211,16 +234,18 @@ class SeerSubgraphHandler(BaseSubgraphHandler):
         sort_by: SortBy = SortBy.NONE,
         limit: int | None = None,
         outcome_supply_gt_if_open: Wei = Wei(0),
-        market_type: MarketType = MarketType.ALL,
+        question_type: QuestionType = QuestionType.ALL,
         include_conditional_markets: bool = False,
+        parent_market_id: HexBytes | None = None,
     ) -> list[SeerMarket]:
         sort_direction, sort_by_field = self._build_sort_params(sort_by)
 
         where_stms = self._build_where_statements(
             filter_by=filter_by,
             outcome_supply_gt_if_open=outcome_supply_gt_if_open,
+            parent_market_id=parent_market_id,
+            question_type=question_type,
             include_conditional_markets=include_conditional_markets,
-            market_type=market_type,
         )
 
         # These values can not be set to `None`, but they can be omitted.

prediction_market_agent_tooling/markets/seer/subgraph_data_models.py

@@ -58,7 +58,3 @@ class CreateCategoricalMarketsParams(BaseModel):
     )  # typed as int for later .model_dump() usage (if using Wei, other keys also exported)
     opening_time: int = Field(..., alias="openingTime")
     token_names: list[str] = Field(..., alias="tokenNames")
-
-
-class SeerParentMarket(BaseModel):
-    id: HexBytes

prediction_market_agent_tooling/markets/seer/swap_pool_handler.py

@@ -19,7 +19,6 @@ from prediction_market_agent_tooling.markets.seer.seer_contracts import (
 from prediction_market_agent_tooling.markets.seer.seer_subgraph_handler import (
     SeerSubgraphHandler,
 )
-from prediction_market_agent_tooling.tools.contract import ContractERC20OnGnosisChain
 
 
 class SwapPoolHandler:
@@ -80,7 +79,7 @@ class SwapPoolHandler:
         amount_out_minimum = self._calculate_amount_out_minimum(
             amount_wei=amount_wei,
             token_in=token_in,
-            price_outcome_token=price_outcome_token,
+            price_outcome_token=price_outcome_token.priceOfCollateralInAskingToken,
         )
 
         p = ExactInputSingleParams(
@@ -91,15 +90,6 @@ class SwapPoolHandler:
             amount_out_minimum=amount_out_minimum,
         )
 
-        # make sure user has enough tokens to sell
-        balance_collateral_token = ContractERC20OnGnosisChain(
-            address=token_in
-        ).balanceOf(self.api_keys.bet_from_address, web3=web3)
-        if balance_collateral_token < amount_wei:
-            raise ValueError(
-                f"Balance {balance_collateral_token} of {token_in} insufficient for trade, required {amount_wei}"
-            )
-
         tx_receipt = SwaprRouterContract().exact_input_single(
             api_keys=self.api_keys, params=p, web3=web3
         )

prediction_market_agent_tooling/tools/cow/cow_order.py

@@ -33,12 +33,7 @@ from cowdao_cowpy.order_book.generated.model import (
 from eth_account import Account
 from eth_account.signers.local import LocalAccount
 from eth_keys.datatypes import PrivateKey as eth_keys_PrivateKey
-from tenacity import (
-    retry_if_not_exception_type,
-    stop_after_attempt,
-    wait_exponential,
-    wait_fixed,
-)
+from tenacity import stop_after_attempt, wait_exponential, wait_fixed
 from web3 import Web3
 
 from prediction_market_agent_tooling.config import APIKeys
@@ -54,7 +49,7 @@ from prediction_market_agent_tooling.markets.omen.cow_contracts import (
     CowGPv2SettlementContract,
 )
 from prediction_market_agent_tooling.tools.contract import ContractERC20OnGnosisChain
-from prediction_market_agent_tooling.tools.cow.models import MinimalisticToken, Order
+from prediction_market_agent_tooling.tools.cow.models import MinimalisticTrade, Order
 from prediction_market_agent_tooling.tools.cow.semaphore import postgres_rate_limited
 from prediction_market_agent_tooling.tools.utils import utcnow
 
@@ -108,7 +103,6 @@ def get_sell_token_amount(
 @tenacity.retry(
     stop=stop_after_attempt(4),
     wait=wait_exponential(min=4, max=10),
-    retry=retry_if_not_exception_type(NoLiquidityAvailableOnCowException),
 )
 def get_quote(
     amount_wei: Wei,
@@ -198,7 +192,7 @@ def handle_allowance(
     reraise=True,
     stop=stop_after_attempt(3),
     wait=wait_fixed(1),
-    retry=tenacity.retry_if_not_exception_type((TimeoutError, OrderStatusError)),
+    retry=tenacity.retry_if_not_exception_type((TimeoutError)),
     after=lambda x: logger.debug(f"swap_tokens_waiting failed, {x.attempt_number=}."),
 )
 def swap_tokens_waiting(
@@ -355,14 +349,33 @@ async def sign_safe_cow_swap(
 )
 def get_trades_by_owner(
     owner: ChecksumAddress,
-) -> list[MinimalisticToken]:
+) -> list[MinimalisticTrade]:
     # Using this until cowpy gets fixed (https://github.com/cowdao-grants/cow-py/issues/35)
     response = httpx.get(
         f"https://api.cow.fi/xdai/api/v1/trades",
         params={"owner": owner},
     )
     response.raise_for_status()
-    return [MinimalisticToken.model_validate(i) for i in response.json()]
+    return [MinimalisticTrade.model_validate(i) for i in response.json()]
+
+
+@tenacity.retry(
+    stop=stop_after_attempt(3),
+    wait=wait_fixed(1),
+    after=lambda x: logger.debug(
+        f"get_trades_by_order_uid failed, {x.attempt_number=}."
+    ),
+)
+def get_trades_by_order_uid(
+    order_uid: HexBytes,
+) -> list[MinimalisticTrade]:
+    # Using this until cowpy gets fixed (https://github.com/cowdao-grants/cow-py/issues/35)
+    response = httpx.get(
+        f"https://api.cow.fi/xdai/api/v1/trades",
+        params={"orderUid": order_uid.hex()},
+    )
+    response.raise_for_status()
+    return [MinimalisticTrade.model_validate(i) for i in response.json()]
 
 
 @tenacity.retry(

prediction_market_agent_tooling/tools/cow/models.py

@@ -1,14 +1,16 @@
 from pydantic import BaseModel
 from sqlmodel import Field, SQLModel
 
-from prediction_market_agent_tooling.gtypes import ChecksumAddress
+from prediction_market_agent_tooling.gtypes import ChecksumAddress, HexBytes
 from prediction_market_agent_tooling.tools.datetime_utc import DatetimeUTC
 from prediction_market_agent_tooling.tools.utils import utcnow
 
 
-class MinimalisticToken(BaseModel):
+class MinimalisticTrade(BaseModel):
     sellToken: ChecksumAddress
     buyToken: ChecksumAddress
+    orderUid: HexBytes
+    txHash: HexBytes
 
 
 class Order(BaseModel):

prediction_market_agent_tooling/tools/rephrase.py

@@ -0,0 +1,71 @@
+import tenacity
+
+from prediction_market_agent_tooling.config import APIKeys
+from prediction_market_agent_tooling.tools.caches.db_cache import db_cache
+from prediction_market_agent_tooling.tools.langfuse_ import (
+    get_langfuse_langchain_config,
+    observe,
+)
+from prediction_market_agent_tooling.tools.utils import (
+    LLM_SEED,
+    LLM_SUPER_LOW_TEMPERATURE,
+)
+
+REPHRASE_QUESTION_PROMPT = """Given the following question of main interest: {question}
+
+But it's conditioned on `{parent_question}` resolving to `{needed_parent_outcome}`.
+
+Rewrite the main question to contain the parent question in the correct form. 
+
+The main question will be used as a prediction market, so it does need to be rephrased using the parent question properly. Such that the probability of the main question also accounts for the conditioned outcome.
+
+For example:
+```
+Main question: What is the probability of <X> happening before <date>?
+Conditioned on: Will <Y> happen before <another-date>?
+Rephrased: What is the joint probability of Y happening before <another-date> and then X happening before <date>?
+```
+
+Output only the rephrased question.
+"""
+
+
+@tenacity.retry(stop=tenacity.stop_after_attempt(3), wait=tenacity.wait_fixed(1))
+@observe()
+@db_cache
+def rephrase_question_to_unconditioned(
+    question: str,
+    parent_question: str,
+    needed_parent_outcome: str,
+    engine: str = "gpt-4.1",
+    temperature: float = LLM_SUPER_LOW_TEMPERATURE,
+    seed: int = LLM_SEED,
+    prompt_template: str = REPHRASE_QUESTION_PROMPT,
+    max_tokens: int = 1024,
+) -> str:
+    try:
+        from langchain.prompts import ChatPromptTemplate
+        from langchain_openai import ChatOpenAI
+    except ImportError:
+        raise ImportError("langchain not installed")
+
+    llm = ChatOpenAI(
+        model_name=engine,
+        temperature=temperature,
+        seed=seed,
+        openai_api_key=APIKeys().openai_api_key,
+    )
+
+    prompt = ChatPromptTemplate.from_template(template=prompt_template)
+    messages = prompt.format_messages(
+        question=question,
+        parent_question=parent_question,
+        needed_parent_outcome=needed_parent_outcome,
+    )
+    completion = str(
+        llm.invoke(
+            messages, max_tokens=max_tokens, config=get_langfuse_langchain_config()
+        ).content
+    )
+
+    return completion

{prediction_market_agent_tooling-0.66.6.dist-info → prediction_market_agent_tooling-0.67.2.dist-info}/METADATA

@@ -1,6 +1,6 @@
 Metadata-Version: 2.3
 Name: prediction-market-agent-tooling
-Version: 0.66.6
+Version: 0.67.2
 Summary: Tools to benchmark, deploy and monitor prediction market agents.
 Author: Gnosis
 Requires-Python: >=3.10,<3.13
@@ -42,6 +42,7 @@ Requires-Dist: proto-plus (>=1.0.0,<2.0.0)
 Requires-Dist: protobuf (>=5.0.0,<6.0.0)
 Requires-Dist: psycopg2-binary (>=2.9.9,<3.0.0)
 Requires-Dist: pydantic (>=2.6.1,<3.0.0)
+Requires-Dist: pydantic-ai (>=0.1.9,<1.0.0)
 Requires-Dist: pydantic-settings (>=2.4.0,<3.0.0)
 Requires-Dist: pymongo (>=4.8.0,<5.0.0)
 Requires-Dist: pytest-postgresql (>=6.1.1,<7.0.0)

{prediction_market_agent_tooling-0.66.6.dist-info → prediction_market_agent_tooling-0.67.2.dist-info}/RECORD

@@ -26,7 +26,7 @@ prediction_market_agent_tooling/benchmark/utils.py,sha256=vmVTQLER8I7MM_bHFiavrN
 prediction_market_agent_tooling/chains.py,sha256=1qQstoqXMwqwM7k-KH7MjMz8Ei-D83KZByvDbCZpAxs,116
 prediction_market_agent_tooling/config.py,sha256=-kJfdDr-m0R-tGZ1KRI-hJJk0mXDt142CAlvwaJ2N2I,11778
 prediction_market_agent_tooling/data_download/langfuse_data_downloader.py,sha256=VY23h324VKIVkevj1B1O-zL1eEp9AElmcfn6SwYDUSc,14246
-prediction_market_agent_tooling/deploy/agent.py,sha256=KoL3gu1ofpqDSctCtR5e3g5fAPoiik4173TH9ozDunM,28076
+prediction_market_agent_tooling/deploy/agent.py,sha256=-kLE5US4F3tFOhpztO4PHgopz5xTTGU-iHdgrRBIOLI,30623
 prediction_market_agent_tooling/deploy/agent_example.py,sha256=yS1fWkHynr9MYGNOM2WsCnRWLPaffY4bOc6bIudrdd4,1377
 prediction_market_agent_tooling/deploy/betting_strategy.py,sha256=wiUV_zyB9ASLH-VUETIme0H_IMih8jZwiwEmcRa3W5Q,21125
 prediction_market_agent_tooling/deploy/constants.py,sha256=iobTlZpQD6_2UL9TfoElAnBEbqzIIAKZSsAoMCGhwmA,331
@@ -40,7 +40,7 @@ prediction_market_agent_tooling/jobs/jobs_models.py,sha256=DoZ9dlvVhpNrnINiR1uy6
 prediction_market_agent_tooling/jobs/omen/omen_jobs.py,sha256=lCymxn0iH4xDmqouTP2LMORoGCiTzlK1_yqYtx1Njj4,5132
 prediction_market_agent_tooling/loggers.py,sha256=o1HyvwtK1DbuC0YWQwJNqzXLLbSC41gNBkEUxiAziEg,5796
 prediction_market_agent_tooling/logprobs_parser.py,sha256=DBlBQtWX8_URXhzTU3YWIPa76Zx3QDHlx1ARqbgJsVI,5008
-prediction_market_agent_tooling/markets/agent_market.py,sha256=AMLkuhJwxNpMNBa4BnI72zRzbs-oGpdFQmWFovwtxBY,20280
+prediction_market_agent_tooling/markets/agent_market.py,sha256=4ktJolOR4z4M7o3qnj2HBnBIA6WgXtYNe_Mbzgp5gTc,20411
 prediction_market_agent_tooling/markets/base_subgraph_handler.py,sha256=7RaYO_4qAmQ6ZGM8oPK2-CkiJfKmV9MxM-rJlduaecU,1971
 prediction_market_agent_tooling/markets/blockchain_utils.py,sha256=6REOt70v3vnzmtCbuRcUTdwt6htXy9nAfNkLOH3Bv1U,2987
 prediction_market_agent_tooling/markets/categorize.py,sha256=orLZlPaHgeREU66m1amxfWikeV77idV4sZDPB8NgSD0,1300
@@ -48,17 +48,17 @@ prediction_market_agent_tooling/markets/data_models.py,sha256=x4dBbdPb7dd2JiaD15
 prediction_market_agent_tooling/markets/manifold/__init__.py,sha256=47DEQpj8HBSa-_TImW-5JCeuQeRkm5NMpJWZG3hSuFU,0
 prediction_market_agent_tooling/markets/manifold/api.py,sha256=tWnjuqvU8pcCuja2B_ynHeds1iiEFc6QWHjeSO_GSxY,7676
 prediction_market_agent_tooling/markets/manifold/data_models.py,sha256=3z1gFbPMEgCDGqeH-IK8wcvqmIHgLdZX8C2M1UQ7iDw,6740
-prediction_market_agent_tooling/markets/manifold/manifold.py,sha256=UfFoLrnweImQ-_9AoH2pOoVshu003Wegpnk78Ki2ffM,5369
+prediction_market_agent_tooling/markets/manifold/manifold.py,sha256=wbv2dMWFinxCiNJoGJQuzC9o9XiwmWPJ4fI2dJAx_IQ,5377
 prediction_market_agent_tooling/markets/manifold/utils.py,sha256=DCigEbpGWkXR-RZT_oJrvJhilmxKFAxcWMjUFi0nBBI,530
 prediction_market_agent_tooling/markets/market_fees.py,sha256=YeK3ynjYIguB0xf6sO5iyg9lOdW_HD4C6nbJfiGyRCU,1351
-prediction_market_agent_tooling/markets/markets.py,sha256=WAM2Ic8TS5hS1MOgH7zjznBdmCSfO9GaSpypM3a82HE,2922
+prediction_market_agent_tooling/markets/markets.py,sha256=jEyYZVubrxnMvPHVO3ofxVXgzwmQ5sPlPx4QAVLy9qc,2777
 prediction_market_agent_tooling/markets/metaculus/api.py,sha256=4TRPGytQQbSdf42DCg2M_JWYPAuNjqZ3eBqaQBLkNks,2736
 prediction_market_agent_tooling/markets/metaculus/data_models.py,sha256=WjPt0MKeJNtoY-8oLQTLC8vQYYQ-dBj8UZoPq-UBYsQ,3288
-prediction_market_agent_tooling/markets/metaculus/metaculus.py,sha256=ubJoMjDOnz3f7Er5aRJKb-G8_8Kr5DZz-UZ2rgLRgE8,5253
+prediction_market_agent_tooling/markets/metaculus/metaculus.py,sha256=JO7hO5RdoW0qFZ3HzSMNeAivT6ddqyVTpbq6M-WmonY,5235
 prediction_market_agent_tooling/markets/omen/__init__.py,sha256=47DEQpj8HBSa-_TImW-5JCeuQeRkm5NMpJWZG3hSuFU,0
 prediction_market_agent_tooling/markets/omen/cow_contracts.py,sha256=sFaW82u_haL4nze8fjTmnQsOuV0OecunQlAhh1OAw0w,1091
 prediction_market_agent_tooling/markets/omen/data_models.py,sha256=RsBYSbM4deA6Os4kQ3egH3HvwT80tQho6T1yyoATCMs,31103
-prediction_market_agent_tooling/markets/omen/omen.py,sha256=H25maQbdW0NDPZkFI_vWQgyOWEF07yHv7zYixSYQZhI,50611
+prediction_market_agent_tooling/markets/omen/omen.py,sha256=UUeAxVRN0eSuRH2_T2qmYO7yEp3xf2_wv2aLtCtdDk0,50623
 prediction_market_agent_tooling/markets/omen/omen_constants.py,sha256=XtRk4vpxwUYkTndfjlcmghA-NOIneV8zdHFdyI7tHhM,487
 prediction_market_agent_tooling/markets/omen/omen_contracts.py,sha256=27-HRngTqfk_wgvttB3GeVHhy_O2YZcz9izo9OufOI0,29991
 prediction_market_agent_tooling/markets/omen/omen_resolving.py,sha256=D-ubf_LumHs_c5rBAAntQ8wGKprtO2V1JZeedmChNIE,11035
@@ -66,17 +66,17 @@ prediction_market_agent_tooling/markets/omen/omen_subgraph_handler.py,sha256=2fL
 prediction_market_agent_tooling/markets/polymarket/api.py,sha256=-WW49xTYxzb6wBWZ8t6oOpf9puD6Vph8y2AYBocLGcM,4211
 prediction_market_agent_tooling/markets/polymarket/data_models.py,sha256=iRorGwuC9lXcWiVeOqykPip7FSx41RCAo6FOhyKlokU,4971
 prediction_market_agent_tooling/markets/polymarket/data_models_web.py,sha256=QQoFZp1hSllB9r3yaiglMbEtP3YNCCMm3VmqZ2RDnlo,10576
-prediction_market_agent_tooling/markets/polymarket/polymarket.py,sha256=sPWd1jMcpcp1YbmzRIHUoDzF3GyzhigGsdj2FLchYW8,6677
+prediction_market_agent_tooling/markets/polymarket/polymarket.py,sha256=sNlhjTmmsmEXpjj7vGdLrZaZOJYXTTGrXjaZBgu8P0M,6689
 prediction_market_agent_tooling/markets/polymarket/polymarket_subgraph_handler.py,sha256=bjgTQXf7HhN0Pc_oy5fFNE6v12F8rK05nq6bozgOYIg,1587
 prediction_market_agent_tooling/markets/polymarket/utils.py,sha256=A_diygWKYyp4WHbxAlAVAuC0S0ZqbEKE80wxL6mxHKQ,1275
-prediction_market_agent_tooling/markets/seer/data_models.py,sha256=Fkn9jG8f0W8XlfM4EFfMSw0V0c3IGSqnKPt1UnG34Ag,6084
+prediction_market_agent_tooling/markets/seer/data_models.py,sha256=CPWJptYHHCINgKIsfOO8b7anqQ_FMfyYL9tzESnnxOw,6103
 prediction_market_agent_tooling/markets/seer/exceptions.py,sha256=cEObdjluivD94tgOLzmimR7wgQEOt6SRakrYdhsRQtk,112
-prediction_market_agent_tooling/markets/seer/price_manager.py,sha256=MClY2NGwOV70nZYIcmzXFy6Ogd8NBIq7telQcQ3VcU4,6243
-prediction_market_agent_tooling/markets/seer/seer.py,sha256=SZ-01FntWjmhaMQpMe3td9tQ6LYFKdL2r-IVBlWNgNo,27361
+prediction_market_agent_tooling/markets/seer/price_manager.py,sha256=PZf6-6zc6DvH1u65wHWyeD55lgG-UGnN_xzBMvrb3ug,7120
+prediction_market_agent_tooling/markets/seer/seer.py,sha256=WX8xFdxnDiXCj4AkXnnjNvb3DJ4d8pQQdNK9bb397RQ,26670
 prediction_market_agent_tooling/markets/seer/seer_contracts.py,sha256=uMzpHpI6_tgfhWxPzupLdUJlZ1P2wr0rRiYjAGClKgU,4984
-prediction_market_agent_tooling/markets/seer/seer_subgraph_handler.py,sha256=kNmWzCsKsMn_NUP3eiELl2Ldwx-bg2HojOgKtDXMZ0U,11704
-prediction_market_agent_tooling/markets/seer/subgraph_data_models.py,sha256=0izxS8Mtzonfdl9UqvFVXrdj0hVzieroekXhogfZKCw,1817
-prediction_market_agent_tooling/markets/seer/swap_pool_handler.py,sha256=q5AtlcYcMrD45bfo_ffPSdpmW1h1TU4xbZ4tdj1KMAk,3904
+prediction_market_agent_tooling/markets/seer/seer_subgraph_handler.py,sha256=Thg9GWnA8wnLR_fdVHDo5k1X0Olk5BIiOcksRFDcvR8,12979
+prediction_market_agent_tooling/markets/seer/subgraph_data_models.py,sha256=7szvK5we3LF38UthWHg5V3LD6C137O5_WMEcP9Dwl8w,1763
+prediction_market_agent_tooling/markets/seer/swap_pool_handler.py,sha256=kyU65phG7eHUyFMuwQ2HQUIayjBe6PCjBJ_pS7p164s,3434
 prediction_market_agent_tooling/py.typed,sha256=47DEQpj8HBSa-_TImW-5JCeuQeRkm5NMpJWZG3hSuFU,0
 prediction_market_agent_tooling/tools/_generic_value.py,sha256=pD_PI13lpPp1gFoljHwa_Lzlp-u2pu0m-Z7LcxwDM2U,10618
 prediction_market_agent_tooling/tools/balances.py,sha256=Osab21btfJDw2Y-jT_TV-KHGrseCRxcsYeW6WcOMB8E,1050
@@ -88,8 +88,8 @@ prediction_market_agent_tooling/tools/caches/inmemory_cache.py,sha256=ZW5iI5rmjq
 prediction_market_agent_tooling/tools/caches/serializers.py,sha256=vFDx4fsPxclXp2q0sv27j4al_M_Tj9aR2JJP-xNHQXA,2151
 prediction_market_agent_tooling/tools/contract.py,sha256=pdr9ZYmj4QVUfgVKdvOU6ucYdBpJGdha_FMR_LgtcEs,22912
 prediction_market_agent_tooling/tools/costs.py,sha256=EaAJ7v9laD4VEV3d8B44M4u3_oEO_H16jRVCdoZ93Uw,954
-prediction_market_agent_tooling/tools/cow/cow_order.py,sha256=ZM6W0_LprH7iWEgTVKFgcBVbDrBDBuTEM-Kkg2R-DqY,13361
-prediction_market_agent_tooling/tools/cow/models.py,sha256=jAITIcg8GXEGtRQpezVvlqaQ5M8OEiiHqLwoyUeX3JM,655
+prediction_market_agent_tooling/tools/cow/cow_order.py,sha256=CtCPnBcHSrWmcCuNxqqPHQwyBTL6pLqtSvNJt49nHno,13810
+prediction_market_agent_tooling/tools/cow/models.py,sha256=Z_XUAMj5AGHZE-A92oRG0DuPeXTSyWnZRIwKQ49LaXU,709
 prediction_market_agent_tooling/tools/cow/semaphore.py,sha256=IJGKRgvXnRSkEt_z1i5-eFIoVMcyhr7HK0JfIz1MXdQ,3738
 prediction_market_agent_tooling/tools/custom_exceptions.py,sha256=Fh8z1fbwONvP4-j7AmV_PuEcoqb6-QXa9PJ9m7guMcM,93
 prediction_market_agent_tooling/tools/datetime_utc.py,sha256=8_WackjtjC8zHXrhQFTGQ6e6Fz_6llWoKR4CSFvIv9I,2766
@@ -113,6 +113,7 @@ prediction_market_agent_tooling/tools/perplexity/perplexity_search.py,sha256=Ii-
 prediction_market_agent_tooling/tools/relevant_news_analysis/data_models.py,sha256=95l84aztFaxcRLLcRQ46yKJbIlOEuDAbIGLouyliDzA,1316
 prediction_market_agent_tooling/tools/relevant_news_analysis/relevant_news_analysis.py,sha256=r4MdP5uEMlaCwoa2XQZzGq3oZEqnoo9S4dg8uzXfSOY,5473
 prediction_market_agent_tooling/tools/relevant_news_analysis/relevant_news_cache.py,sha256=kNWq92T11Knb9mYBZlMiZUzOpKgCd-5adanylQUMRJA,3085
+prediction_market_agent_tooling/tools/rephrase.py,sha256=mvprYrZST2LaN3F6n5Ew3IpO_xUMnKpxSMggFcZ3IgM,2319
 prediction_market_agent_tooling/tools/safe.py,sha256=o477HGPQv7X_eDoOeYoELCHryiq1_102y_JVhGEPDXw,5165
 prediction_market_agent_tooling/tools/singleton.py,sha256=CiIELUiI-OeS7U7eeHEt0rnVhtQGzwoUdAgn_7u_GBM,729
 prediction_market_agent_tooling/tools/streamlit_user_login.py,sha256=NXEqfjT9Lc9QtliwSGRASIz1opjQ7Btme43H4qJbzgE,3010
@@ -127,8 +128,8 @@ prediction_market_agent_tooling/tools/tokens/usd.py,sha256=yuW8iPPtcpP4eLH2nORMD
 prediction_market_agent_tooling/tools/transaction_cache.py,sha256=K5YKNL2_tR10Iw2TD9fuP-CTGpBbZtNdgbd0B_R7pjg,1814
 prediction_market_agent_tooling/tools/utils.py,sha256=mbOGoWKalNIm7M2K51TEPGwU9oVp1Z6SPsFaBgbn6ws,7397
 prediction_market_agent_tooling/tools/web3_utils.py,sha256=0r26snqCXGdLKCWA8jpe7DV8x2NPYWZwOy4oyKyDCYk,12615
-prediction_market_agent_tooling-0.66.6.dist-info/LICENSE,sha256=6or154nLLU6bELzjh0mCreFjt0m2v72zLi3yHE0QbeE,7650
-prediction_market_agent_tooling-0.66.6.dist-info/METADATA,sha256=zs-VgqXzeMZUqr0GWFQG4mrZ6W91ca3vySAs8c5Zuvo,8726
-prediction_market_agent_tooling-0.66.6.dist-info/WHEEL,sha256=b4K_helf-jlQoXBBETfwnf4B04YC67LOev0jo4fX5m8,88
-prediction_market_agent_tooling-0.66.6.dist-info/entry_points.txt,sha256=m8PukHbeH5g0IAAmOf_1Ahm-sGAMdhSSRQmwtpmi2s8,81
-prediction_market_agent_tooling-0.66.6.dist-info/RECORD,,
+prediction_market_agent_tooling-0.67.2.dist-info/LICENSE,sha256=6or154nLLU6bELzjh0mCreFjt0m2v72zLi3yHE0QbeE,7650
+prediction_market_agent_tooling-0.67.2.dist-info/METADATA,sha256=dgNwYA_B2Ko36dTkAxhrAxKAfcrsvpIF26gN3sOiM-A,8770
+prediction_market_agent_tooling-0.67.2.dist-info/WHEEL,sha256=b4K_helf-jlQoXBBETfwnf4B04YC67LOev0jo4fX5m8,88
+prediction_market_agent_tooling-0.67.2.dist-info/entry_points.txt,sha256=m8PukHbeH5g0IAAmOf_1Ahm-sGAMdhSSRQmwtpmi2s8,81
+prediction_market_agent_tooling-0.67.2.dist-info/RECORD,,