Feat/liquidity info

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": "bafybeibsnlnzufdach74o3zvgggbb3rfgrow47r3q6ey7wioil43ik6jaa",
-        "skill/valory/trader_abci/0.1.0": "bafybeigbklah5i4icvpzxgujupgbaz33lxin5vd5vbquni4co7a6o7irvi",
-        "skill/valory/tx_settlement_multiplexer_abci/0.1.0": "bafybeigjzerfu6zuv6zdlygxr5iqdaimhnmgqlbd46jsecnq4gjqhngu5a",
+        "skill/valory/decision_maker_abci/0.1.0": "bafybeib32mrjmlyos4kgosbt5hjk4wzicwqudb3zoe3ufixzevgpbplohq",
+        "skill/valory/trader_abci/0.1.0": "bafybeigsderigm76odi4gahejuboa7tpid4sb4ogtdldcps2exszh5ws3m",
+        "skill/valory/tx_settlement_multiplexer_abci/0.1.0": "bafybeibcojcgs3nzv7hpdocdun6gsquakvnker2cd3yh6s52gcoavxbfcm",
         "skill/valory/staking_abci/0.1.0": "bafybeidubhfvlf6x627t4wetc6ran5sb4pttjphyhv6vefp2a4kcuca2be",
         "skill/valory/check_stop_trading_abci/0.1.0": "bafybeie6vnp4oovs3k6qnqjcjcjiok6u2uu4dkyd5gqibu77zxpcmztbnq",
-        "agent/valory/trader/0.1.0": "bafybeidi4tswlb7ndecgb4ji2bzu2a6zvznp45aloiyass33cd4txxmma4",
-        "service/valory/trader/0.1.0": "bafybeiftyafjmnf4xbwr7r5bkadpt4p7fkz4mq64hx2ap6sptzd3gbgrke",
-        "service/valory/trader_omen_gnosis/0.1.0": "bafybeicihxhw2djlsuoy2eji3g2tmasipfqe3rwsfvzbd2j3tvphqvp7aa"
+        "agent/valory/trader/0.1.0": "bafybeigqgwfwyp4cxtkhamrnezdbgguqbyxzowhpw55sm6pqnfj7issqxm",
+        "service/valory/trader/0.1.0": "bafybeie4e27isqqafowq4q3da6hpalqk7cbffep4p5ubrhr7fn4zlcwhqi",
+        "service/valory/trader_omen_gnosis/0.1.0": "bafybeicl72grprxhcn2iqvbfwurn23foddleb4fcui7wk7nk3nrdkvasvy"
     },
     "third_party": {
         "protocol/open_aea/signing/1.0.0": "bafybeihv62fim3wl2bayavfcg3u5e5cxu3b7brtu4cn5xoxd6lqwachasi",

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:bafybeigjzerfu6zuv6zdlygxr5iqdaimhnmgqlbd46jsecnq4gjqhngu5a
+- valory/tx_settlement_multiplexer_abci:0.1.0:bafybeibcojcgs3nzv7hpdocdun6gsquakvnker2cd3yh6s52gcoavxbfcm
 - valory/market_manager_abci:0.1.0:bafybeicbvxvjkoksbknujaid5hx7krjlgm6barcjcwo33tdccanrcp674a
-- valory/decision_maker_abci:0.1.0:bafybeibsnlnzufdach74o3zvgggbb3rfgrow47r3q6ey7wioil43ik6jaa
-- valory/trader_abci:0.1.0:bafybeigbklah5i4icvpzxgujupgbaz33lxin5vd5vbquni4co7a6o7irvi
+- valory/decision_maker_abci:0.1.0:bafybeib32mrjmlyos4kgosbt5hjk4wzicwqudb3zoe3ufixzevgpbplohq
+- valory/trader_abci:0.1.0:bafybeigsderigm76odi4gahejuboa7tpid4sb4ogtdldcps2exszh5ws3m
 - valory/staking_abci:0.1.0:bafybeidubhfvlf6x627t4wetc6ran5sb4pttjphyhv6vefp2a4kcuca2be
 - valory/check_stop_trading_abci:0.1.0:bafybeie6vnp4oovs3k6qnqjcjcjiok6u2uu4dkyd5gqibu77zxpcmztbnq
 - valory/mech_interact_abci:0.1.0:bafybeih2cck5xu6yaibomwtm5zbcp6llghr3ighdnk56fzwu3ihu5xx35e

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:bafybeidi4tswlb7ndecgb4ji2bzu2a6zvznp45aloiyass33cd4txxmma4
+agent: valory/trader:0.1.0:bafybeigqgwfwyp4cxtkhamrnezdbgguqbyxzowhpw55sm6pqnfj7issqxm
 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}

packages/valory/services/trader_omen_gnosis/service.yaml

@@ -8,7 +8,7 @@ license: Apache-2.0
 fingerprint:
   README.md: bafybeibg7bdqpioh4lmvknw3ygnllfku32oca4eq5pqtvdrdsgw6buko7e
 fingerprint_ignore_patterns: []
-agent: valory/trader:0.1.0:bafybeidi4tswlb7ndecgb4ji2bzu2a6zvznp45aloiyass33cd4txxmma4
+agent: valory/trader:0.1.0:bafybeigqgwfwyp4cxtkhamrnezdbgguqbyxzowhpw55sm6pqnfj7issqxm
 number_of_agents: 1
 deployment:
   agent:

packages/valory/skills/decision_maker_abci/behaviours/base.py

@@ -52,6 +52,10 @@
     MultisendBatch,
     P_NO_FIELD,
     P_YES_FIELD,
+    L0_START_FIELD,
+    L1_START_FIELD,
+    L0_END_FIELD,
+    L1_END_FIELD,
     SharedState,
 )
 from packages.valory.skills.decision_maker_abci.policy import EGreedyPolicy
@@ -609,6 +613,8 @@ def _write_benchmark_results(
         p_no: Optional[float] = None,
         confidence: Optional[float] = None,
         bet_amount: Optional[float] = None,
+        old_amounts: Optional[List[int]] = None,
+        new_amounts: Optional[List[int]] = None,
     ) -> None:
         """Write the results to the benchmarking file."""
         mock_data = self.shared_state.mock_data
@@ -618,6 +624,13 @@ def _write_benchmark_results(
             )
             return
 
+        if old_amounts is not None:
+            l0_start, l0_end = old_amounts[0], new_amounts[0]
+            l1_start, l1_end = old_amounts[1], new_amounts[1]
+        else:
+            self.context.logger.info("No market liquidity information.")
+            l0_start, l0_end = None, None
+            l1_start, l1_end = None, None
         add_headers = False
         results_path = self.params.store_path / self.benchmarking_mode.results_filename
         if not os.path.isfile(results_path):
@@ -633,6 +646,10 @@ 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 +664,10 @@ def _write_benchmark_results(
                 p_no,
                 confidence,
                 bet_amount,
+                l0_start,
+                l1_start,
+                l0_end,
+                l1_end,
             )
             results_text = tuple(str(res) for res in results)
             row = ",".join(results_text) + NEW_LINE

packages/valory/skills/decision_maker_abci/behaviours/decision_receive.py

@@ -272,6 +272,90 @@ def _calc_binary_shares(
 
         return num_shares, available_shares
 
+    def _get_mocked_bet(self):
+        """Function to prepare the mocked bet based on liquidity info at the shared state"""
+        liquidity_amounts = self.shared_state.liquidity_amounts
+        liquidity_prices = self.shared_state.liquidity_prices
+        markets = list(liquidity_amounts.keys())
+        question_id = self.shared_state.mock_data.id
+        # check if the question is at the dictionary
+        outcome_token_amounts = self.benchmarking_mode.outcome_token_amounts
+        outcome_token_prices = self.benchmarking_mode.outcome_token_marginal_prices
+        if question_id in markets:  # read the previous information
+            outcome_token_amounts = liquidity_amounts[question_id]
+            outcome_token_prices = liquidity_prices[question_id]
+        else:  # initializing liquidity info
+            liquidity_amounts[question_id] = outcome_token_amounts
+            liquidity_prices[question_id] = outcome_token_prices
+
+        self.context.logger.info(f"outcome token amounts: {outcome_token_amounts}")
+        self.context.logger.info(f"outcome token prices: {outcome_token_prices}")
+
+        mocked_bet = Bet(
+            id="",
+            market="",
+            title="",
+            collateralToken="",
+            creator="",
+            fee=self.benchmarking_mode.pool_fee,
+            openingTimestamp=0,
+            outcomeSlotCount=2,
+            outcomeTokenAmounts=outcome_token_amounts,
+            outcomeTokenMarginalPrices=outcome_token_prices,
+            outcomes=["Yes", "No"],
+            scaledLiquidityMeasure=10,
+        )
+        return mocked_bet
+
+    def _update_liquidity_info(self, bet_amount: float, vote: int):
+        """Function to update the liquidity information after placing a bet for a market
+        and to return the old and new prices"""
+        liquidity_amounts = self.shared_state.liquidity_amounts
+        liquidity_prices = self.shared_state.liquidity_prices
+        markets = list(liquidity_amounts.keys())
+        question_id = self.shared_state.mock_data.id
+        if question_id not in markets:
+            raise ValueError(
+                f"The market id {question_id} is not at the shared state dictionary"
+            )
+
+        old_liquidity_amounts = liquidity_amounts[question_id]
+        selected_type_tokens_in_pool = old_liquidity_amounts[vote]
+        opposite_vote = vote ^ 1
+        other_tokens_in_pool = old_liquidity_amounts[opposite_vote]
+        self.context.logger.info(f"Voting for option = {vote}")
+        if vote == 0:
+            old_L0, old_L1 = selected_type_tokens_in_pool, other_tokens_in_pool
+            new_L0, new_L1 = old_L0 + bet_amount, old_L0 * old_L1 / (
+                old_L0 + bet_amount
+            )
+        else:
+            old_L0, old_L1 = other_tokens_in_pool, selected_type_tokens_in_pool
+            new_L0, new_L1 = (
+                old_L0 * old_L1 / (old_L1 + bet_amount),
+                old_L1 + bet_amount,
+            )
+        # new liquidity prices computed from the new amounts
+        new_p0 = new_L0 / (new_L0 + new_L1)
+        new_p1 = new_L1 / (new_L0 + new_L1)
+        liquidity_prices[question_id] = [new_p0, new_p1]
+        self.context.logger.info(
+            f"updating liquidity prices for question: {question_id}"
+        )
+        self.shared_state.liquidity_prices = liquidity_prices
+
+        # updating liquidity amounts
+        new_amounts = [new_L0, new_L1]
+        liquidity_amounts[question_id] = new_amounts
+        old_amounts = [old_L0, old_L1]
+        self.context.logger.info(
+            f"updating liquidity amounts for question: {question_id}"
+        )
+        self.context.logger.info(f"New amounts={new_amounts}")
+        self.shared_state.liquidity_amounts = liquidity_amounts
+
+        return old_amounts, new_amounts
+
     def _is_profitable(
         self,
         vote: int,
@@ -281,23 +365,11 @@ 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 +420,10 @@ def _is_profitable(
 
         if self.benchmarking_mode.enabled:
             if is_profitable:
-                self._write_benchmark_results(p_yes, p_no, confidence, bet_amount)
+                old_amounts, new_amounts = self._update_liquidity_info(bet_amount, vote)
+                self._write_benchmark_results(
+                    p_yes, p_no, confidence, bet_amount, old_amounts, new_amounts
+                )
             else:
                 self._write_benchmark_results(p_yes, p_no, confidence)
 

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"
 
 
@@ -163,6 +167,9 @@ 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]] = {}
 
     def setup(self) -> None:
         """Set up the model."""
@@ -300,11 +307,11 @@ def __init__(self, *args: Any, **kwargs: Any) -> None:
             "tool_punishment_multiplier", kwargs, int
         )
         self.contract_timeout: float = self._ensure("contract_timeout", kwargs, float)
-        self.file_hash_to_strategies: Dict[
-            str, List[str]
-        ] = nested_list_todict_workaround(
-            kwargs,
-            "file_hash_to_strategies_json",
+        self.file_hash_to_strategies: Dict[str, List[str]] = (
+            nested_list_todict_workaround(
+                kwargs,
+                "file_hash_to_strategies_json",
+            )
         )
         self.strategies_kwargs: Dict[str, List[Any]] = nested_list_todict_workaround(
             kwargs, "strategies_kwargs"
@@ -316,11 +323,11 @@ def __init__(self, *args: Any, **kwargs: Any) -> None:
         )
         self.use_nevermined = self._ensure("use_nevermined", kwargs, bool)
         self.rpc_sleep_time: int = self._ensure("rpc_sleep_time", kwargs, int)
-        self.mech_to_subscription_params: Dict[
-            str, Any
-        ] = nested_list_todict_workaround(
-            kwargs,
-            "mech_to_subscription_params",
+        self.mech_to_subscription_params: Dict[str, Any] = (
+            nested_list_todict_workaround(
+                kwargs,
+                "mech_to_subscription_params",
+            )
         )
         self.service_endpoint = self._ensure("service_endpoint", kwargs, str)
         super().__init__(*args, **kwargs)

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: bafybeiakdry4ebefmjlglzlobdmguhwnl5ufcynqc5u7z5mlqkiyl6mhp4
   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: bafybeiegqd74ovb7vtkuos36xutfwnxm5hafly6jjixc3vu36ysv2lwzye
   behaviours/decision_request.py: bafybeiabjzzcwcfbfmtoftjhewmkgbhxfnigbc5cwmmxl6cob5gv64jwwa
   behaviours/handle_failed_tx.py: bafybeidxpc6u575ymct5tdwutvzov6zqfdoio5irgldn3fw7q3lg36mmxm
   behaviours/order_subscription.py: bafybeibl5ktq5lcwzr3komg77o67yebiokqyii7r3fsshatpww5tr5r3ke
@@ -32,7 +32,7 @@ fingerprint:
   handlers.py: bafybeielhwnfm2blt6clmwr557g2g3gddnt5bpb4cqul6p3wiwsfoksvlu
   io_/__init__.py: bafybeifxgmmwjqzezzn3e6keh2bfo4cyo7y5dq2ept3stfmgglbrzfl5rq
   io_/loader.py: bafybeih3sdsx5dhe4kzhtoafexjgkutsujwqy3zcdrlrkhtdks45bc7exa
-  models.py: bafybeidkox7gjwvqucyjlxs4z6s32hxzybswxua7krxzacvd4rjyyugcxa
+  models.py: bafybeialxvse3m7cxcsyd62lxvcro4uk2cbhlaglqocvpb2smg7bihlc3i
   payloads.py: bafybeiheazhwvvg4e5p6g32vlawc7imswjznku2i47u5nsruk4agaxtf7m
   policy.py: bafybeidbsu5zn456jpku65jajwlxyg5kn2ltlkctkculkj2i2tfmmwm4jq
   redeem_info.py: bafybeifiiix4gihfo4avraxt34sfw35v6dqq45do2drrssei2shbps63mm

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:bafybeibsnlnzufdach74o3zvgggbb3rfgrow47r3q6ey7wioil43ik6jaa
-- valory/tx_settlement_multiplexer_abci:0.1.0:bafybeigjzerfu6zuv6zdlygxr5iqdaimhnmgqlbd46jsecnq4gjqhngu5a
+- valory/decision_maker_abci:0.1.0:bafybeib32mrjmlyos4kgosbt5hjk4wzicwqudb3zoe3ufixzevgpbplohq
+- valory/tx_settlement_multiplexer_abci:0.1.0:bafybeibcojcgs3nzv7hpdocdun6gsquakvnker2cd3yh6s52gcoavxbfcm
 - valory/staking_abci:0.1.0:bafybeidubhfvlf6x627t4wetc6ran5sb4pttjphyhv6vefp2a4kcuca2be
 - valory/check_stop_trading_abci:0.1.0:bafybeie6vnp4oovs3k6qnqjcjcjiok6u2uu4dkyd5gqibu77zxpcmztbnq
 - valory/mech_interact_abci:0.1.0:bafybeih2cck5xu6yaibomwtm5zbcp6llghr3ighdnk56fzwu3ihu5xx35e

packages/valory/skills/tx_settlement_multiplexer_abci/skill.yaml

@@ -21,7 +21,7 @@ protocols:
 - valory/ledger_api:1.0.0:bafybeihdk6psr4guxmbcrc26jr2cbgzpd5aljkqvpwo64bvaz7tdti2oni
 skills:
 - valory/abstract_round_abci:0.1.0:bafybeiar2yhzxacfe3qqamqhaihtlcimquwedffctw55sowx6rac3cm3ui
-- valory/decision_maker_abci:0.1.0:bafybeibsnlnzufdach74o3zvgggbb3rfgrow47r3q6ey7wioil43ik6jaa
+- valory/decision_maker_abci:0.1.0:bafybeib32mrjmlyos4kgosbt5hjk4wzicwqudb3zoe3ufixzevgpbplohq
 - valory/staking_abci:0.1.0:bafybeidubhfvlf6x627t4wetc6ran5sb4pttjphyhv6vefp2a4kcuca2be
 - valory/mech_interact_abci:0.1.0:bafybeih2cck5xu6yaibomwtm5zbcp6llghr3ighdnk56fzwu3ihu5xx35e
 behaviours: