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Merge pull request #117 from valory-xyz/feat/roi_analysis
Trader ROI analysis
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#!/usr/bin/env python3 | ||
# -*- coding: utf-8 -*- | ||
# ------------------------------------------------------------------------------ | ||
# | ||
# Copyright 2023-2024 Valory AG | ||
# | ||
# Licensed under the Apache License, Version 2.0 (the "License"); | ||
# you may not use this file except in compliance with the License. | ||
# You may obtain a copy of the License at | ||
# | ||
# http://www.apache.org/licenses/LICENSE-2.0 | ||
# | ||
# Unless required by applicable law or agreed to in writing, software | ||
# distributed under the License is distributed on an "AS IS" BASIS, | ||
# WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied. | ||
# See the License for the specific language governing permissions and | ||
# limitations under the License. | ||
# | ||
# ------------------------------------------------------------------------------ | ||
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"""Generates dataset for trader analysis""" | ||
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# pylint: disable=wrong-import-position,protected-access | ||
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import argparse | ||
import bisect | ||
import json | ||
import os | ||
import sys | ||
from pathlib import Path | ||
from typing import Any, Dict, List | ||
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import requests | ||
from dotenv import dotenv_values | ||
from web3 import Web3 | ||
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SCRIPT_PATH = Path(__file__).resolve().parent | ||
DOTENV_PATH = Path(SCRIPT_PATH, ".env") | ||
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env_file_vars = dotenv_values(DOTENV_PATH) | ||
trader_quickstart_path = env_file_vars.get("TRADER_QUICKSTART_PATH") | ||
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sys.path.insert(0, "../scripts") | ||
sys.path.insert(0, os.path.expanduser(trader_quickstart_path)) | ||
sys.path.insert(0, os.path.expanduser(f"{trader_quickstart_path}/scripts")) | ||
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import trades # noqa: E402 | ||
from mech_request_utils import get_mech_requests # noqa: E402 | ||
from trades import INVALID_ANSWER, MarketState, TradeResult # noqa: E402 | ||
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RPC = env_file_vars.get("RPC") | ||
SERVICE_REGISTRY_ADDRESS = "0x9338b5153AE39BB89f50468E608eD9d764B755fD" | ||
DATASET_PREFIX = "trader_dataset_" | ||
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def _get_contract(address: str) -> Any: | ||
w3 = Web3(Web3.HTTPProvider(RPC)) | ||
abi = _get_abi(address) | ||
contract = w3.eth.contract(address=Web3.to_checksum_address(address), abi=abi) | ||
return contract | ||
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def _get_abi(address: str) -> List: | ||
contract_abi_url = ( | ||
"https://gnosis.blockscout.com/api/v2/smart-contracts/{contract_address}" | ||
) | ||
response = requests.get(contract_abi_url.format(contract_address=address)).json() | ||
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if "result" in response: | ||
result = response["result"] | ||
try: | ||
abi = json.loads(result) | ||
except json.JSONDecodeError: | ||
print("Error: Failed to parse 'result' field as JSON") | ||
sys.exit(1) | ||
else: | ||
abi = response.get("abi") | ||
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return abi if abi else [] | ||
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def _populate_mech_requests( | ||
fpmm_trades: Dict[str, Any], mech_requests: Dict[str, Any] | ||
) -> List[str]: | ||
"""Populate each trade in trades_json with the corresponding mech_requests""" | ||
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print("Populating mech requests...") | ||
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# Sort mech requests by timestamp | ||
dumped_mech_requests = list(mech_requests.values()) | ||
sorted_mech_requests = sorted( | ||
dumped_mech_requests, key=lambda x: int(x["blockTimestamp"]) | ||
) | ||
timestamps = [int(x["blockTimestamp"]) for x in sorted_mech_requests] | ||
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# TODO shallow copy for efficiency, be careful | ||
outstanding_mech_requests = mech_requests.copy() | ||
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for trade in fpmm_trades: | ||
creation_timestamp = int(trade["creationTimestamp"]) | ||
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# Find the mech request immediately before 'creationTimestamp' | ||
idx = bisect.bisect_left(timestamps, creation_timestamp) - 1 | ||
found = False | ||
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if idx < 0: | ||
print("ERROR: idx < 0") | ||
continue | ||
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# Almost always, the corresponding mech request should be the mech | ||
# request immediately before the trade 'creationTimestamp', which is | ||
# at position 'idx'. Under some exceptional circumstances, it might | ||
# be a few positions before (e.g., if the trader was crashed and | ||
# the mech responded 2 requests on the same block). For this reason, | ||
# this part of the code searches up to N mech requests before the | ||
# expected one. | ||
N = 3 | ||
for i in range(idx, max(0, idx - N), -1): | ||
mech_request = sorted_mech_requests[i] | ||
mech_request_id = mech_request["id"] | ||
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if trade["title"] in mech_request["ipfsContents"]["prompt"]: | ||
trade["mechRequestId"] = mech_request_id | ||
del outstanding_mech_requests[mech_request_id] | ||
found = True | ||
if i != idx: | ||
print( | ||
f"WARNING: {trade['title']} was not found at idx={idx}, used idx={i} instead." | ||
) | ||
break | ||
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if not found: | ||
print( | ||
f"ERROR: {trade['title']} is not found in any mech request up to {N} indices before idx={idx}." | ||
) | ||
print(f"{trade['id']=}") | ||
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return list(outstanding_mech_requests.keys()) | ||
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def _populate_market_states(fpmm_trades: Dict[str, Any]) -> None: | ||
print("Populating market states...") | ||
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for trade in fpmm_trades: | ||
fpmm = trade["fpmm"] | ||
state = trades._get_market_state(fpmm) | ||
fpmm["state"] = state.value | ||
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if state == MarketState.CLOSED: | ||
outcome_index = int(trade["outcomeIndex"]) | ||
current_answer = int(fpmm["currentAnswer"], 16) | ||
if current_answer == INVALID_ANSWER: | ||
trade["result"] = TradeResult.INVALID.value | ||
elif current_answer == outcome_index: | ||
trade["result"] = TradeResult.WIN.value | ||
else: | ||
trade["result"] = TradeResult.LOSE.value | ||
else: | ||
trade["result"] = TradeResult.UNKNOWN.value | ||
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def get_service_safe(service_id: int) -> str: | ||
"""Gets the service Safe""" | ||
service_registry = _get_contract(SERVICE_REGISTRY_ADDRESS) | ||
service_safe_address = service_registry.functions.getService(service_id).call()[1] | ||
return service_safe_address | ||
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def generate_dataset(service_id: int) -> (Dict[str, Any], Dict[str, Any], List[str]): | ||
"""Generates the dataset""" | ||
dataset_json = f"{DATASET_PREFIX}{service_id}.json" | ||
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service_safe_address = get_service_safe(service_id) | ||
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print(f"{service_id=}") | ||
print(f"{service_safe_address=}") | ||
print(service_safe_address.lower()) | ||
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mech_requests = get_mech_requests(service_safe_address, dataset_json) | ||
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fpmm_trades = trades._query_omen_xdai_subgraph(service_safe_address.lower())[ | ||
"data" | ||
]["fpmmTrades"] | ||
outstanding_mech_request_ids = _populate_mech_requests(fpmm_trades, mech_requests) | ||
_populate_market_states(fpmm_trades) | ||
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try: | ||
with open(dataset_json, "r", encoding="utf-8") as file: | ||
data = json.load(file) | ||
except (FileNotFoundError, json.JSONDecodeError): | ||
data = {} | ||
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data["fpmmTrades"] = fpmm_trades | ||
data["outstandingMechRequestIds"] = outstanding_mech_request_ids | ||
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with open(dataset_json, "w", encoding="utf-8") as file: | ||
json.dump(data, file, indent=2, sort_keys=True) | ||
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print(f"Finished generating datasets for service {service_id}") | ||
print("") | ||
print("Finished reading dataset:") | ||
print(f" - {len(fpmm_trades)} trades") | ||
print(f" - {len(mech_requests)} mech requests") | ||
print(f" - {len(outstanding_mech_request_ids)} outstanding mech requests") | ||
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return fpmm_trades, mech_requests, outstanding_mech_request_ids | ||
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if __name__ == "__main__": | ||
parser = argparse.ArgumentParser( | ||
description="Generate dataset for a specific service." | ||
) | ||
parser.add_argument("service_id", type=int, help="Service ID is required.") | ||
args = parser.parse_args() | ||
generate_dataset(args.service_id) |
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