feat: apply a slippage to the minOutcomeTokensToBuy

valory-xyz · Sep 6, 2023 · d4f496c · d4f496c
1 parent 4e65968
commit d4f496c
Show file tree

Hide file tree

Showing 6 changed files with 26 additions and 1 deletion.
diff --git a/packages/valory/agents/trader/aea-config.yaml b/packages/valory/agents/trader/aea-config.yaml
@@ -185,6 +185,7 @@ models:
       realitio_proxy_address: ${str:0xAB16D643bA051C11962DA645f74632d3130c81E2}
       realitio_address: ${str:0x79e32aE03fb27B07C89c0c568F80287C01ca2E57}
       redeeming_batch_size: ${int:5}
+      slippage: ${float:0.01}
 ---
 public_id: valory/p2p_libp2p_client:0.1.0
 type: connection

diff --git a/packages/valory/services/trader/service.yaml b/packages/valory/services/trader/service.yaml
@@ -102,6 +102,7 @@ type: skill
         realitio_proxy_address: ${REALITIO_PROXY_ADDRESS:str:0xAB16D643bA051C11962DA645f74632d3130c81E2}
         realitio_address: ${REALITIO_ADDRESS:str:0x79e32aE03fb27B07C89c0c568F80287C01ca2E57}
         redeeming_batch_size: ${REDEEMING_BATCH_SIZE:int:5}
+        slippage: ${SLIPPAGE:float:0.01}
     benchmark_tool: &id005
       args:
         log_dir: ${LOG_DIR:str:/benchmarks}
@@ -164,6 +165,7 @@ type: skill
         realitio_proxy_address: ${REALITIO_PROXY_ADDRESS:str:0xAB16D643bA051C11962DA645f74632d3130c81E2}
         realitio_address: ${REALITIO_ADDRESS:str:0x79e32aE03fb27B07C89c0c568F80287C01ca2E57}
         redeeming_batch_size: ${REDEEMING_BATCH_SIZE:int:5}
+        slippage: ${SLIPPAGE:float:0.01}
     benchmark_tool: *id005
 2:
   models:
@@ -224,6 +226,7 @@ type: skill
         realitio_proxy_address: ${REALITIO_PROXY_ADDRESS:str:0xAB16D643bA051C11962DA645f74632d3130c81E2}
         realitio_address: ${REALITIO_ADDRESS:str:0x79e32aE03fb27B07C89c0c568F80287C01ca2E57}
         redeeming_batch_size: ${REDEEMING_BATCH_SIZE:int:5}
+        slippage: ${SLIPPAGE:float:0.01}
     benchmark_tool: *id005
 3:
   models:
@@ -284,6 +287,7 @@ type: skill
         realitio_proxy_address: ${REALITIO_PROXY_ADDRESS:str:0xAB16D643bA051C11962DA645f74632d3130c81E2}
         realitio_address: ${REALITIO_ADDRESS:str:0x79e32aE03fb27B07C89c0c568F80287C01ca2E57}
         redeeming_batch_size: ${REDEEMING_BATCH_SIZE:int:5}
+        slippage: ${SLIPPAGE:float:0.01}
     benchmark_tool: *id005
 ---
 public_id: valory/ledger:0.19.0

diff --git a/packages/valory/skills/decision_maker_abci/behaviours/bet_placement.py b/packages/valory/skills/decision_maker_abci/behaviours/bet_placement.py
@@ -31,6 +31,7 @@
 from packages.valory.skills.decision_maker_abci.behaviours.base import (
     DecisionMakerBaseBehaviour,
     WaitableConditionType,
+    remove_fraction_wei,
 )
 from packages.valory.skills.decision_maker_abci.models import MultisendBatch
 from packages.valory.skills.decision_maker_abci.payloads import MultisigTxPayload
@@ -199,7 +200,7 @@ def _calc_buy_amount(self) -> WaitableConditionType:
             )
             return False
 
-        self.buy_amount = int(buy_amount)
+        self.buy_amount = remove_fraction_wei(buy_amount, self.params.slippage)
         return True
 
     def _build_buy_tx(self) -> WaitableConditionType:

diff --git a/packages/valory/skills/decision_maker_abci/models.py b/packages/valory/skills/decision_maker_abci/models.py
@@ -120,6 +120,9 @@ def __init__(self, *args: Any, **kwargs: Any) -> None:
         # this is the max number of redeeming operations that will be batched on a single multisend transaction.
         # increasing this number equals fewer fees but more chances for the transaction to fail
         self.redeeming_batch_size = self._ensure("redeeming_batch_size", kwargs, int)
+        # a slippage in the range of [0, 1] to apply to the `minOutcomeTokensToBuy` when buying shares on a fpmm
+        self._slippage = 0.0
+        self.slippage = self._ensure("slippage", kwargs, float)
         super().__init__(*args, **kwargs)
 
     @property
@@ -134,6 +137,20 @@ def prompt_template(self) -> PromptTemplate:
         """Get the prompt template as a string `PromptTemplate`."""
         return PromptTemplate(self._prompt_template)
 
+    @property
+    def slippage(self) -> float:
+        """Get the slippage."""
+        return self._slippage
+
+    @slippage.setter
+    def slippage(self, slippage: float) -> None:
+        """Set the slippage."""
+        if slippage < 0 or slippage > 1:
+            raise ValueError(
+                f"The configured slippage {slippage!r} is not in the range [0, 1]."
+            )
+        self._slippage = slippage
+
     def get_bet_amount(self, confidence: float) -> int:
         """Get the bet amount given a prediction's confidence."""
         threshold = round(confidence, 1)

diff --git a/packages/valory/skills/decision_maker_abci/skill.yaml b/packages/valory/skills/decision_maker_abci/skill.yaml
@@ -180,6 +180,7 @@ models:
       realitio_proxy_address: '0xAB16D643bA051C11962DA645f74632d3130c81E2'
       realitio_address: '0x79e32aE03fb27B07C89c0c568F80287C01ca2E57'
       redeeming_batch_size: 5
+      slippage: 0.01
     class_name: DecisionMakerParams
   mech_response:
     args:

diff --git a/packages/valory/skills/trader_abci/skill.yaml b/packages/valory/skills/trader_abci/skill.yaml
@@ -167,6 +167,7 @@ models:
       realitio_proxy_address: '0xAB16D643bA051C11962DA645f74632d3130c81E2'
       realitio_address: '0x79e32aE03fb27B07C89c0c568F80287C01ca2E57'
       redeeming_batch_size: 5
+      slippage: 0.01
     class_name: TraderParams
   network_subgraph:
     args: