diff --git a/packages/packages.json b/packages/packages.json index d15d1d280..dd85ef8b0 100644 --- a/packages/packages.json +++ b/packages/packages.json @@ -16,14 +16,14 @@ "contract/valory/staking_token/0.1.0": "bafybeig4fl35dn7d5gnprux2nwsqbirm7zkiujz3xvrwcjuktz6hkq4as4", "contract/valory/relayer/0.1.0": "bafybeiaabvxim4blp5fxb6qjlzjivtvkme3fk24h5jte7w6vr6rsx72j6u", "skill/valory/market_manager_abci/0.1.0": "bafybeicbvxvjkoksbknujaid5hx7krjlgm6barcjcwo33tdccanrcp674a", - "skill/valory/decision_maker_abci/0.1.0": "bafybeigianh43fjwufi5bv4n4cjsa5nuv5cihuq5db6xyya347d4brxd2m", - "skill/valory/trader_abci/0.1.0": "bafybeigxsa4uvssmhghokwscwca7flu7eiqr6aq5me4wn2v22od6lxmotm", - "skill/valory/tx_settlement_multiplexer_abci/0.1.0": "bafybeiaj4us7tbtc2ctpofnrk6fkk7uekcjx65y5wbcwwfbgzeoccyy62e", + "skill/valory/decision_maker_abci/0.1.0": "bafybeibrov6rng7izfrx5ssa2vdvqavcr3x2vncfwbyk5jvgzmmlog3sue", + "skill/valory/trader_abci/0.1.0": "bafybeie7orrxhez7t663zqhkgp67oj4h6a5wtnkyjtn4ha6jo4qire2gjm", + "skill/valory/tx_settlement_multiplexer_abci/0.1.0": "bafybeiffkqkvtgdupj62my5eaykxtcadmazgunclovrnbvxybcu2axsbqi", "skill/valory/staking_abci/0.1.0": "bafybeidubhfvlf6x627t4wetc6ran5sb4pttjphyhv6vefp2a4kcuca2be", "skill/valory/check_stop_trading_abci/0.1.0": "bafybeie6vnp4oovs3k6qnqjcjcjiok6u2uu4dkyd5gqibu77zxpcmztbnq", - "agent/valory/trader/0.1.0": "bafybeih6wqj5vwkeaq4wbmelcrudbrqcemtqj245usk5nyuvq3z7yxvko4", - "service/valory/trader/0.1.0": "bafybeihcywq4yn52ui7adjm3xzgnshcn2i7qhhjkyp5yuejiqhrbv3tqge", - "service/valory/trader_pearl/0.1.0": "bafybeidok5gwivdabwiuqigy3qzq5ulbw6uqgrlc7aq2ihrazxvil2lxkm" + "agent/valory/trader/0.1.0": "bafybeiab4sdfpm4jma2mvlujjpj5rehf2zazqxpmx4zwogs7mmavorm3ae", + "service/valory/trader/0.1.0": "bafybeibrwaigus35pasnzagc255nx7lx2vfkpmgv6pkpcsjnb3hjebnt4i", + "service/valory/trader_pearl/0.1.0": "bafybeicxtn23eyetsnx73gd5z3ohej6brvunbqhja5clgrwui5orm7w43m" }, "third_party": { "protocol/open_aea/signing/1.0.0": "bafybeihv62fim3wl2bayavfcg3u5e5cxu3b7brtu4cn5xoxd6lqwachasi", diff --git a/packages/valory/agents/trader/aea-config.yaml b/packages/valory/agents/trader/aea-config.yaml index 046a8cbe0..1c8198a29 100644 --- a/packages/valory/agents/trader/aea-config.yaml +++ b/packages/valory/agents/trader/aea-config.yaml @@ -47,10 +47,10 @@ skills: - valory/reset_pause_abci:0.1.0:bafybeiameewywqigpupy3u2iwnkfczeiiucue74x2l5lbge74rmw6bgaie - valory/termination_abci:0.1.0:bafybeif2zim2de356eo3sipkmoev5emwadpqqzk3huwqarywh4tmqt3vzq - valory/transaction_settlement_abci:0.1.0:bafybeic3tccdjypuge2lewtlgprwkbb53lhgsgn7oiwzyrcrrptrbeyote -- valory/tx_settlement_multiplexer_abci:0.1.0:bafybeiaj4us7tbtc2ctpofnrk6fkk7uekcjx65y5wbcwwfbgzeoccyy62e +- valory/tx_settlement_multiplexer_abci:0.1.0:bafybeiffkqkvtgdupj62my5eaykxtcadmazgunclovrnbvxybcu2axsbqi - valory/market_manager_abci:0.1.0:bafybeicbvxvjkoksbknujaid5hx7krjlgm6barcjcwo33tdccanrcp674a -- valory/decision_maker_abci:0.1.0:bafybeigianh43fjwufi5bv4n4cjsa5nuv5cihuq5db6xyya347d4brxd2m -- valory/trader_abci:0.1.0:bafybeigxsa4uvssmhghokwscwca7flu7eiqr6aq5me4wn2v22od6lxmotm +- valory/decision_maker_abci:0.1.0:bafybeibrov6rng7izfrx5ssa2vdvqavcr3x2vncfwbyk5jvgzmmlog3sue +- valory/trader_abci:0.1.0:bafybeie7orrxhez7t663zqhkgp67oj4h6a5wtnkyjtn4ha6jo4qire2gjm - valory/staking_abci:0.1.0:bafybeidubhfvlf6x627t4wetc6ran5sb4pttjphyhv6vefp2a4kcuca2be - valory/check_stop_trading_abci:0.1.0:bafybeie6vnp4oovs3k6qnqjcjcjiok6u2uu4dkyd5gqibu77zxpcmztbnq - valory/mech_interact_abci:0.1.0:bafybeih2cck5xu6yaibomwtm5zbcp6llghr3ighdnk56fzwu3ihu5xx35e diff --git a/packages/valory/services/trader/service.yaml b/packages/valory/services/trader/service.yaml index 316f72d92..8e7183406 100644 --- a/packages/valory/services/trader/service.yaml +++ b/packages/valory/services/trader/service.yaml @@ -7,7 +7,7 @@ license: Apache-2.0 fingerprint: README.md: bafybeigtuothskwyvrhfosps2bu6suauycolj67dpuxqvnicdrdu7yhtvq fingerprint_ignore_patterns: [] -agent: valory/trader:0.1.0:bafybeih6wqj5vwkeaq4wbmelcrudbrqcemtqj245usk5nyuvq3z7yxvko4 +agent: valory/trader:0.1.0:bafybeiab4sdfpm4jma2mvlujjpj5rehf2zazqxpmx4zwogs7mmavorm3ae number_of_agents: 4 deployment: agent: @@ -150,7 +150,7 @@ type: skill mech_cost: ${BENCHMARKING_MODE_MECH_COST:int:10000000000000000} pool_fee: ${BENCHMARKING_MODE_POOL_FEE:int:20000000000000000} outcome_token_amounts: ${OUTCOME_TOKEN_AMOUNTS:list:[11000000000000000000,9000000000000000000]} - outcome_token_marginal_prices: ${OUTCOME_TOKEN_MARGINAL_PRICES:list:[0.4,0.6]} + outcome_token_marginal_prices: ${OUTCOME_TOKEN_MARGINAL_PRICES:list:[0.55,0.45]} sep: ${BENCHMARKING_MODE_SEP:str:,} dataset_filename: ${BENCHMARKING_MODE_DATASET_FILENAME:str:benchmark_data.csv} question_field: ${BENCHMARKING_MODE_QUESTION_FIELD:str:question} diff --git a/packages/valory/services/trader_pearl/service.yaml b/packages/valory/services/trader_pearl/service.yaml index 2957a8561..cf993824b 100644 --- a/packages/valory/services/trader_pearl/service.yaml +++ b/packages/valory/services/trader_pearl/service.yaml @@ -8,7 +8,7 @@ license: Apache-2.0 fingerprint: README.md: bafybeibg7bdqpioh4lmvknw3ygnllfku32oca4eq5pqtvdrdsgw6buko7e fingerprint_ignore_patterns: [] -agent: valory/trader:0.1.0:bafybeih6wqj5vwkeaq4wbmelcrudbrqcemtqj245usk5nyuvq3z7yxvko4 +agent: valory/trader:0.1.0:bafybeiab4sdfpm4jma2mvlujjpj5rehf2zazqxpmx4zwogs7mmavorm3ae number_of_agents: 1 deployment: agent: diff --git a/packages/valory/skills/decision_maker_abci/behaviours/base.py b/packages/valory/skills/decision_maker_abci/behaviours/base.py index 50ca72b09..2c6b11519 100644 --- a/packages/valory/skills/decision_maker_abci/behaviours/base.py +++ b/packages/valory/skills/decision_maker_abci/behaviours/base.py @@ -49,6 +49,11 @@ BenchmarkingMode, CONFIDENCE_FIELD, DecisionMakerParams, + L0_END_FIELD, + L0_START_FIELD, + L1_END_FIELD, + L1_START_FIELD, + LiquidityInfo, MultisendBatch, P_NO_FIELD, P_YES_FIELD, @@ -82,6 +87,7 @@ NEW_LINE = "\n" QUOTE = '"' TWO_QUOTES = '""' +INIT_LIQUIDITY_INFO = LiquidityInfo() def remove_fraction_wei(amount: int, fraction: float) -> int: @@ -609,6 +615,7 @@ def _write_benchmark_results( p_no: Optional[float] = None, confidence: Optional[float] = None, bet_amount: Optional[float] = None, + liquidity_info: LiquidityInfo = INIT_LIQUIDITY_INFO, ) -> None: """Write the results to the benchmarking file.""" mock_data = self.shared_state.mock_data @@ -633,6 +640,10 @@ def _write_benchmark_results( P_NO_FIELD, CONFIDENCE_FIELD, self.benchmarking_mode.bet_amount_field, + L0_START_FIELD, + L1_START_FIELD, + L0_END_FIELD, + L1_END_FIELD, ) row = ",".join(headers) + NEW_LINE results_file.write(row) @@ -647,6 +658,10 @@ def _write_benchmark_results( p_no, confidence, bet_amount, + liquidity_info.l0_start, + liquidity_info.l1_start, + liquidity_info.l0_end, + liquidity_info.l1_end, ) results_text = tuple(str(res) for res in results) row = ",".join(results_text) + NEW_LINE diff --git a/packages/valory/skills/decision_maker_abci/behaviours/decision_receive.py b/packages/valory/skills/decision_maker_abci/behaviours/decision_receive.py index 3a8c8708e..9688d47a3 100644 --- a/packages/valory/skills/decision_maker_abci/behaviours/decision_receive.py +++ b/packages/valory/skills/decision_maker_abci/behaviours/decision_receive.py @@ -33,6 +33,7 @@ BenchmarkingMockData, CONFIDENCE_FIELD, INFO_UTILITY_FIELD, + LiquidityInfo, P_NO_FIELD, P_YES_FIELD, PredictionResponse, @@ -272,6 +273,61 @@ def _calc_binary_shares( return num_shares, available_shares + def _get_mocked_bet(self) -> Bet: + """Prepare the mocked bet based on the stored liquidity info.""" + shared_state = self.shared_state + question_id = shared_state.mock_question_id + benchmarking_mode = self.benchmarking_mode + outcome_token_amounts = shared_state.liquidity_amounts.setdefault( + question_id, benchmarking_mode.outcome_token_amounts + ) + outcome_token_marginal_prices = shared_state.liquidity_prices.setdefault( + question_id, benchmarking_mode.outcome_token_marginal_prices + ) + return Bet( + id="", + market="", + title="", + collateralToken="", + creator="", + fee=self.benchmarking_mode.pool_fee, + openingTimestamp=0, + outcomeSlotCount=2, + outcomeTokenAmounts=outcome_token_amounts, + outcomeTokenMarginalPrices=outcome_token_marginal_prices, + outcomes=["Yes", "No"], + scaledLiquidityMeasure=10, + ) + + def _calculate_new_liquidity(self, bet_amount: int, vote: int) -> LiquidityInfo: + """Calculate and return the new liquidity information.""" + liquidity_amounts = self.shared_state.current_liquidity_amounts + selected_type_tokens_in_pool = liquidity_amounts[vote] + opposite_vote = vote ^ 1 + other_tokens_in_pool = liquidity_amounts[opposite_vote] + new_selected = selected_type_tokens_in_pool + bet_amount + new_other = other_tokens_in_pool * selected_type_tokens_in_pool / new_selected + if vote == 0: + return LiquidityInfo( + selected_type_tokens_in_pool, + other_tokens_in_pool, + new_selected, + int(new_other), + ) + return LiquidityInfo( + other_tokens_in_pool, + selected_type_tokens_in_pool, + int(new_other), + new_selected, + ) + + def _update_liquidity_info(self, bet_amount: int, vote: int) -> LiquidityInfo: + """Update the liquidity information and the prices after placing a bet for a market.""" + liquidity_info = self._calculate_new_liquidity(bet_amount, vote) + self.shared_state.current_liquidity_prices = liquidity_info.get_new_prices() + self.shared_state.current_liquidity_amounts = liquidity_info.get_end_liquidity() + return liquidity_info + def _is_profitable( self, vote: int, @@ -281,23 +337,11 @@ def _is_profitable( confidence: float, ) -> Generator[None, None, Tuple[bool, int]]: """Whether the decision is profitable or not.""" + bet = ( self.sampled_bet if not self.benchmarking_mode.enabled - else Bet( - id="", - market="", - title="", - collateralToken="", - creator="", - fee=self.benchmarking_mode.pool_fee, - openingTimestamp=0, - outcomeSlotCount=2, - outcomeTokenAmounts=self.benchmarking_mode.outcome_token_amounts, - outcomeTokenMarginalPrices=self.benchmarking_mode.outcome_token_marginal_prices, - outcomes=["Yes", "No"], - scaledLiquidityMeasure=10, - ) + else self._get_mocked_bet() ) selected_type_tokens_in_pool, other_tokens_in_pool = self._get_bet_sample_info( bet, vote @@ -348,7 +392,10 @@ def _is_profitable( if self.benchmarking_mode.enabled: if is_profitable: - self._write_benchmark_results(p_yes, p_no, confidence, bet_amount) + liquidity_info = self._update_liquidity_info(net_bet_amount, vote) + self._write_benchmark_results( + p_yes, p_no, confidence, bet_amount, liquidity_info + ) else: self._write_benchmark_results(p_yes, p_no, confidence) @@ -377,7 +424,12 @@ def async_act(self) -> Generator: next_mock_data_row = self.synchronized_data.next_mock_data_row + 1 elif self.benchmarking_mode.enabled and not self._rows_exceeded: - self._write_benchmark_results(p_yes, p_no, confidence, bet_amount) + self._write_benchmark_results( + p_yes, + p_no, + confidence, + bet_amount, + ) next_mock_data_row = self.synchronized_data.next_mock_data_row + 1 payload = DecisionReceivePayload( diff --git a/packages/valory/skills/decision_maker_abci/models.py b/packages/valory/skills/decision_maker_abci/models.py index 06f3b96d3..7a76dd8d3 100644 --- a/packages/valory/skills/decision_maker_abci/models.py +++ b/packages/valory/skills/decision_maker_abci/models.py @@ -75,6 +75,10 @@ P_YES_FIELD = "p_yes" P_NO_FIELD = "p_no" CONFIDENCE_FIELD = "confidence" +L0_START_FIELD = "l0_start" +L1_START_FIELD = "l1_start" +L0_END_FIELD = "l0_end" +L1_END_FIELD = "l1_end" INFO_UTILITY_FIELD = "info_utility" @@ -88,6 +92,40 @@ class PromptTemplate(Template): BenchmarkTool = BaseBenchmarkTool +@dataclass +class LiquidityInfo: + """The structure to have liquidity information before and after a bet is done""" + + # Liquidity of tokens for option 0, before placing the bet + l0_start: Optional[int] = None + # Liquidity of tokens for option 1, before placing the bet + l1_start: Optional[int] = None + # Liquidity of tokens for option 0, after placing the bet + l0_end: Optional[int] = None + # Liquidity of tokens for option 1, after placing the bet + l1_end: Optional[int] = None + + def validate_end_information(self) -> Tuple[int, int]: + """Check if the end liquidity information is complete, otherwise raise an error.""" + if self.l0_end is None or self.l1_end is None: + raise ValueError("The liquidity information is incomplete!") + # return the values for type checking purposes (`mypy` would complain that they might be `None` otherwise) + return self.l0_end, self.l1_end + + def get_new_prices(self) -> List[float]: + """Calculate and return the new prices based on the end liquidity.""" + l0_end, l1_end = self.validate_end_information() + total_end_liquidity = l0_end + l1_end + new_p0 = l0_end / total_end_liquidity + new_p1 = l1_end / total_end_liquidity + return [new_p0, new_p1] + + def get_end_liquidity(self) -> List[int]: + """Return the end liquidity.""" + l0_end, l1_end = self.validate_end_information() + return [l0_end, l1_end] + + @dataclass class RedeemingProgress: """A structure to keep track of the redeeming check progress.""" @@ -163,6 +201,48 @@ def __init__(self, *args: Any, skill_context: SkillContext, **kwargs: Any) -> No self.in_flight_req: bool = False self.req_to_callback: Dict[str, Callable] = {} self.mock_data: Optional[BenchmarkingMockData] = None + # latest liquidity information + self.liquidity_amounts: Dict[str, List[int]] = {} + self.liquidity_prices: Dict[str, List[float]] = {} + + @property + def mock_question_id(self) -> Any: + """Get the mock question id.""" + mock_data = self.mock_data + if mock_data is None: + raise ValueError("The mock data have not been set!") + return mock_data.id + + def _get_liquidity_info( + self, liquidity_data: Union[Dict[str, List[int]], Dict[str, List[float]]] + ) -> Any: + """Get the current liquidity information from the given data.""" + _id = self.mock_question_id + if _id not in liquidity_data: + raise ValueError( + f"There are no liquidity information for benchmarking mock data with question id {_id!r}." + ) + return liquidity_data[_id] + + @property + def current_liquidity_prices(self) -> List[float]: + """Return the current liquidity prices.""" + return self._get_liquidity_info(self.liquidity_prices) + + @current_liquidity_prices.setter + def current_liquidity_prices(self, value: List[float]) -> None: + """Set the current liquidity prices.""" + self.liquidity_prices[self.mock_question_id] = value + + @property + def current_liquidity_amounts(self) -> List[int]: + """Return the current liquidity amounts.""" + return self._get_liquidity_info(self.liquidity_amounts) + + @current_liquidity_amounts.setter + def current_liquidity_amounts(self, value: List[int]) -> None: + """Set the current liquidity amounts.""" + self.liquidity_amounts[self.mock_question_id] = value def setup(self) -> None: """Set up the model.""" diff --git a/packages/valory/skills/decision_maker_abci/skill.yaml b/packages/valory/skills/decision_maker_abci/skill.yaml index 5d1b3ad32..47cfe2bb2 100644 --- a/packages/valory/skills/decision_maker_abci/skill.yaml +++ b/packages/valory/skills/decision_maker_abci/skill.yaml @@ -12,12 +12,12 @@ fingerprint: README.md: bafybeia367zzdwndvlhw27rvnwodytjo3ms7gbc3q7mhrrjqjgfasnk47i __init__.py: bafybeih563ujnigeci2ldzh7hakbau6a222vsed7leg3b7lq32vcn3nm4a behaviours/__init__.py: bafybeih6ddz2ocvm6x6ytvlbcz6oi4snb5ee5xh5h65nq4w2qf7fd7zfky - behaviours/base.py: bafybeie2a3p2aimyizrofos5y55ha7peyyf657phcknllf7kuv6u6ojgca + behaviours/base.py: bafybeihkdoii3gjnmwknqa4lzqb3whjh7o75lvirzvkmnzq3kiavhewtge behaviours/bet_placement.py: bafybeia62an6dpkf6b46fzc4epcyh3zuvpvoge3ewmussclxbldjf3bdue behaviours/blacklisting.py: bafybeiascy4axrqofvv3yivpxxdhkkoe2loyidl46el35wqfjbb6lm6hha behaviours/check_benchmarking.py: bafybeiao2lyj7apezkqrpgsyzb3dwvrdgsrgtprf6iuhsmlsufvxfl5bci behaviours/claim_subscription.py: bafybeihv5dg74deifzk46ppdwcvz6lgamgl6m7qr6sgqv2zie35j2576ca - behaviours/decision_receive.py: bafybeiggpof3f6b5epdoywyfpi6xhnrdy5brbsjfq2r6bww2cusqcqb7g4 + behaviours/decision_receive.py: bafybeihigsoxbvchkt64sw52p4s2mu5l5jh5ncuhao5e24bke2nhv5qrmi behaviours/decision_request.py: bafybeiabjzzcwcfbfmtoftjhewmkgbhxfnigbc5cwmmxl6cob5gv64jwwa behaviours/handle_failed_tx.py: bafybeidxpc6u575ymct5tdwutvzov6zqfdoio5irgldn3fw7q3lg36mmxm behaviours/order_subscription.py: bafybeibl5ktq5lcwzr3komg77o67yebiokqyii7r3fsshatpww5tr5r3ke @@ -32,7 +32,7 @@ fingerprint: handlers.py: bafybeigod6gbjrxy4mbmulbzsbokeaoycoqys64vqtxnumishfukzf73za io_/__init__.py: bafybeifxgmmwjqzezzn3e6keh2bfo4cyo7y5dq2ept3stfmgglbrzfl5rq io_/loader.py: bafybeih3sdsx5dhe4kzhtoafexjgkutsujwqy3zcdrlrkhtdks45bc7exa - models.py: bafybeidkox7gjwvqucyjlxs4z6s32hxzybswxua7krxzacvd4rjyyugcxa + models.py: bafybeigyb5t7mw4k6eudaw435zwqn46yovj3dv5vyuw4zpx52wzxbzukca payloads.py: bafybeiheazhwvvg4e5p6g32vlawc7imswjznku2i47u5nsruk4agaxtf7m policy.py: bafybeidbsu5zn456jpku65jajwlxyg5kn2ltlkctkculkj2i2tfmmwm4jq redeem_info.py: bafybeifiiix4gihfo4avraxt34sfw35v6dqq45do2drrssei2shbps63mm diff --git a/packages/valory/skills/trader_abci/skill.yaml b/packages/valory/skills/trader_abci/skill.yaml index 1702b6da9..b6a0efd3c 100644 --- a/packages/valory/skills/trader_abci/skill.yaml +++ b/packages/valory/skills/trader_abci/skill.yaml @@ -25,8 +25,8 @@ skills: - valory/transaction_settlement_abci:0.1.0:bafybeic3tccdjypuge2lewtlgprwkbb53lhgsgn7oiwzyrcrrptrbeyote - valory/termination_abci:0.1.0:bafybeif2zim2de356eo3sipkmoev5emwadpqqzk3huwqarywh4tmqt3vzq - valory/market_manager_abci:0.1.0:bafybeicbvxvjkoksbknujaid5hx7krjlgm6barcjcwo33tdccanrcp674a -- valory/decision_maker_abci:0.1.0:bafybeigianh43fjwufi5bv4n4cjsa5nuv5cihuq5db6xyya347d4brxd2m -- valory/tx_settlement_multiplexer_abci:0.1.0:bafybeiaj4us7tbtc2ctpofnrk6fkk7uekcjx65y5wbcwwfbgzeoccyy62e +- valory/decision_maker_abci:0.1.0:bafybeibrov6rng7izfrx5ssa2vdvqavcr3x2vncfwbyk5jvgzmmlog3sue +- valory/tx_settlement_multiplexer_abci:0.1.0:bafybeiffkqkvtgdupj62my5eaykxtcadmazgunclovrnbvxybcu2axsbqi - valory/staking_abci:0.1.0:bafybeidubhfvlf6x627t4wetc6ran5sb4pttjphyhv6vefp2a4kcuca2be - valory/check_stop_trading_abci:0.1.0:bafybeie6vnp4oovs3k6qnqjcjcjiok6u2uu4dkyd5gqibu77zxpcmztbnq - valory/mech_interact_abci:0.1.0:bafybeih2cck5xu6yaibomwtm5zbcp6llghr3ighdnk56fzwu3ihu5xx35e diff --git a/packages/valory/skills/tx_settlement_multiplexer_abci/skill.yaml b/packages/valory/skills/tx_settlement_multiplexer_abci/skill.yaml index 1806437b5..26c80fdba 100644 --- a/packages/valory/skills/tx_settlement_multiplexer_abci/skill.yaml +++ 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