Merge pull request #337 from valory-xyz/hotfix/liquidity_benchmarking

Fixed bug in benchmarking with liquidity amounts

.gitignore

@@ -20,6 +20,7 @@ packages/valory/skills/termination_abci/
 packages/valory/contracts/erc20/
 packages/valory/contracts/mech/
 packages/valory/contracts/gnosis_safe_proxy_factory/
+packages/valory/contracts/mech_marketplace/
 packages/valory/contracts/multisend/
 packages/valory/contracts/service_registry/
 packages/valory/contracts/gnosis_safe/

packages/packages.json

@@ -16,14 +16,14 @@
         "contract/valory/staking_token/0.1.0": "bafybeigwsffbzx62d3ikz5kyjsewcvknrrnq3bcqgktnbrcpz4g6lyu3eq",
         "contract/valory/relayer/0.1.0": "bafybeicawmds6czx7db2lcktvexwrp245jpekgulndtos5s5zdid3ilvq4",
         "skill/valory/market_manager_abci/0.1.0": "bafybeidmipituxl4xva6h3aeorhqstketwxd7ka7z5fog3jprfr6qx2d3i",
-        "skill/valory/decision_maker_abci/0.1.0": "bafybeihc6vzoyh3ovhmqiwhm4hen3bbybfskut4ef5i3il36kxqlwt66yq",
-        "skill/valory/trader_abci/0.1.0": "bafybeib2k6pr7c4wic2uj5ebnqvpbuwikrpzormg7agikipefvdybul2om",
-        "skill/valory/tx_settlement_multiplexer_abci/0.1.0": "bafybeih6uiqec5buugsxh2zi4geadrqlc6l6q5czltzxoexpthxgylc764",
+        "skill/valory/decision_maker_abci/0.1.0": "bafybeie6ddcrsjyf5lswx62mmul2pw7mmfu6tlvf72b2pvinu5uzufxztu",
+        "skill/valory/trader_abci/0.1.0": "bafybeiez4yehbfouw4awpujvv7qjaig6jdn5v7i3hjkmrxdgfdar2cp2fq",
+        "skill/valory/tx_settlement_multiplexer_abci/0.1.0": "bafybeihlstlv6gvdxgastki5hsm3wtbnj5qjrhdcl3mltju2vt37qudgei",
         "skill/valory/staking_abci/0.1.0": "bafybeifyqszbiccxwwfldrl6lz5dspuaxbqd5qnniyecusddwvxpfwiyr4",
         "skill/valory/check_stop_trading_abci/0.1.0": "bafybeicsrrxjs6bup267jiek3r7eutd42ssfyjthyvxfku6qozw3xebxta",
-        "agent/valory/trader/0.1.0": "bafybeib26xend6jcwxzedk3qce2ckblluohdyjsqsxpvtgrwmtphhok4r4",
-        "service/valory/trader/0.1.0": "bafybeifht3nlrj477qsloisydwtr6w6e7vgtz2wgmr5jtudfp6rxos7sra",
-        "service/valory/trader_pearl/0.1.0": "bafybeidts6y6wytfcwlhnvnacf3vhm6lkiocoe22kkmxxx2onzguez3y3q"
+        "agent/valory/trader/0.1.0": "bafybeibx6x4sbhxv2o2e3k52nuk3dsscx76vgsl2bovuaflbh7qcb2osay",
+        "service/valory/trader/0.1.0": "bafybeifhtiogupfjfs2roy24rh3qzvx7yfj7apan3mrbugryz5mznoget4",
+        "service/valory/trader_pearl/0.1.0": "bafybeicd7egqjr2p5nd6ntzhxa45wugsed4cxleznnuuwom6sgvbd3twvq"
     },
     "third_party": {
         "protocol/open_aea/signing/1.0.0": "bafybeihv62fim3wl2bayavfcg3u5e5cxu3b7brtu4cn5xoxd6lqwachasi",

packages/valory/agents/trader/aea-config.yaml

@@ -45,10 +45,10 @@ skills:
 - valory/reset_pause_abci:0.1.0:bafybeigrdlxed3xlsnxtjhnsbl3cojruihxcqx4jxhgivkd5i2fkjncgba
 - valory/termination_abci:0.1.0:bafybeib5l7jhew5ic6iq24dd23nidcoimzqkrk556gqywhoziatj33zvwm
 - valory/transaction_settlement_abci:0.1.0:bafybeic7q7recyka272udwcupblwbkc3jkodgp74fvcdxb7urametg5dae
-- valory/tx_settlement_multiplexer_abci:0.1.0:bafybeih6uiqec5buugsxh2zi4geadrqlc6l6q5czltzxoexpthxgylc764
+- valory/tx_settlement_multiplexer_abci:0.1.0:bafybeihlstlv6gvdxgastki5hsm3wtbnj5qjrhdcl3mltju2vt37qudgei
 - valory/market_manager_abci:0.1.0:bafybeidmipituxl4xva6h3aeorhqstketwxd7ka7z5fog3jprfr6qx2d3i
-- valory/decision_maker_abci:0.1.0:bafybeihc6vzoyh3ovhmqiwhm4hen3bbybfskut4ef5i3il36kxqlwt66yq
-- valory/trader_abci:0.1.0:bafybeib2k6pr7c4wic2uj5ebnqvpbuwikrpzormg7agikipefvdybul2om
+- valory/decision_maker_abci:0.1.0:bafybeie6ddcrsjyf5lswx62mmul2pw7mmfu6tlvf72b2pvinu5uzufxztu
+- valory/trader_abci:0.1.0:bafybeiez4yehbfouw4awpujvv7qjaig6jdn5v7i3hjkmrxdgfdar2cp2fq
 - valory/staking_abci:0.1.0:bafybeifyqszbiccxwwfldrl6lz5dspuaxbqd5qnniyecusddwvxpfwiyr4
 - valory/check_stop_trading_abci:0.1.0:bafybeicsrrxjs6bup267jiek3r7eutd42ssfyjthyvxfku6qozw3xebxta
 - valory/mech_interact_abci:0.1.0:bafybeid6m3i5ofq7vuogqapdnoshhq7mswmudhvfcr2craw25fdwtoe3lm

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:bafybeib26xend6jcwxzedk3qce2ckblluohdyjsqsxpvtgrwmtphhok4r4
+agent: valory/trader:0.1.0:bafybeibx6x4sbhxv2o2e3k52nuk3dsscx76vgsl2bovuaflbh7qcb2osay
 number_of_agents: 4
 deployment:
   agent:

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:bafybeib26xend6jcwxzedk3qce2ckblluohdyjsqsxpvtgrwmtphhok4r4
+agent: valory/trader:0.1.0:bafybeibx6x4sbhxv2o2e3k52nuk3dsscx76vgsl2bovuaflbh7qcb2osay
 number_of_agents: 1
 deployment:
   agent:

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

@@ -639,7 +639,7 @@ def _write_benchmark_results(
         self,
         prediction_response: PredictionResponse,
         bet_amount: Optional[float] = None,
-        liquidity_info: LiquidityInfo = INIT_LIQUIDITY_INFO,
+        liquidity_info: Optional[LiquidityInfo] = INIT_LIQUIDITY_INFO,
     ) -> None:
         """Write the results to the benchmarking file."""
         add_headers = False
@@ -675,10 +675,10 @@ def _write_benchmark_results(
                 prediction_response.p_no,
                 prediction_response.confidence,
                 bet_amount,
-                liquidity_info.l0_start,
-                liquidity_info.l1_start,
-                liquidity_info.l0_end,
-                liquidity_info.l1_end,
+                liquidity_info.l0_start if liquidity_info is not None else 0,
+                liquidity_info.l1_start if liquidity_info is not None else 0,
+                liquidity_info.l0_end if liquidity_info is not None else 0,
+                liquidity_info.l1_end if liquidity_info is not None else 0,
             )
             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

@@ -23,7 +23,7 @@
 import json
 from copy import deepcopy
 from math import prod
-from typing import Any, Dict, Generator, Optional, Tuple, Union
+from typing import Any, Dict, Generator, List, Optional, Tuple, Union
 
 from packages.valory.skills.decision_maker_abci.behaviours.base import (
     DecisionMakerBaseBehaviour,
@@ -204,13 +204,13 @@ def _get_bet_sample_info(bet: Bet, vote: int) -> Tuple[int, int]:
 
         return selected_type_tokens_in_pool, other_tokens_in_pool
 
-    def _calc_binary_shares(
-        self, bet: Bet, net_bet_amount: int, vote: int
-    ) -> Tuple[int, int]:
-        """Calculate the claimed shares. This calculation only works for binary markets."""
-        # calculate the pool's k (x*y=k)
-        token_amounts = bet.outcomeTokenAmounts
-        self.context.logger.info(f"Token amounts: {[x for x in token_amounts]}")
+    def _compute_new_tokens_distribution(
+        self,
+        token_amounts: List[int],
+        prices: List[float],
+        net_bet_amount: int,
+        vote: int,
+    ) -> Tuple[int, int, int, int, int]:
         k = prod(token_amounts)
         self.context.logger.info(f"k: {k}")
 
@@ -219,12 +219,6 @@ def _calc_binary_shares(
         bet_per_token = net_bet_amount / BINARY_N_SLOTS
         self.context.logger.info(f"Bet per token: {bet_per_token}")
 
-        # calculate the number of the traded tokens
-        prices = bet.outcomeTokenMarginalPrices
-        self.context.logger.info(f"Prices: {prices}")
-
-        if prices is None:
-            return 0, 0
         tokens_traded = [int(bet_per_token / prices[i]) for i in range(BINARY_N_SLOTS)]
         self.context.logger.info(f"Tokens traded: {[x for x in tokens_traded]}")
 
@@ -268,18 +262,46 @@ def _calc_binary_shares(
         available_shares = int(selected_type_tokens_in_pool * price)
         self.context.logger.info(f"Available shares: {available_shares}")
 
+        return (
+            selected_type_tokens_in_pool,
+            other_tokens_in_pool,
+            other_shares,
+            num_shares,
+            available_shares,
+        )
+
+    def _calc_binary_shares(
+        self, bet: Bet, net_bet_amount: int, vote: int
+    ) -> Tuple[int, int]:
+        """Calculate the claimed shares. This calculation only works for binary markets."""
+        # calculate the pool's k (x*y=k)
+        token_amounts = bet.outcomeTokenAmounts
+        self.context.logger.info(f"Token amounts: {[x for x in token_amounts]}")
+
+        # calculate the number of the traded tokens
+        prices = bet.outcomeTokenMarginalPrices
+        self.context.logger.info(f"Prices: {prices}")
+
+        if prices is None:
+            return 0, 0
+
+        _, _, _, num_shares, available_shares = self._compute_new_tokens_distribution(
+            token_amounts, prices, net_bet_amount, vote
+        )
+
         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
+        current_liquidity_dictionary = shared_state.liquidity_amounts
+        outcome_token_amounts = current_liquidity_dictionary.setdefault(
+            question_id, benchmarking_mode.outcome_token_amounts.copy()
         )
         outcome_token_marginal_prices = shared_state.liquidity_prices.setdefault(
-            question_id, benchmarking_mode.outcome_token_marginal_prices
+            question_id, benchmarking_mode.outcome_token_marginal_prices.copy()
         )
         return Bet(
             id="",
@@ -296,14 +318,28 @@ def _get_mocked_bet(self) -> Bet:
             scaledLiquidityMeasure=10,
         )
 
-    def _calculate_new_liquidity(self, bet_amount: int, vote: int) -> LiquidityInfo:
+    def _calculate_new_liquidity(
+        self, net_bet_amount: int, vote: int
+    ) -> Optional[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
+        token_amounts = self.shared_state.current_liquidity_amounts
+        k = prod(token_amounts)
+        prices = self.shared_state.current_liquidity_prices
+        if prices is None:
+            return None
+
+        (
+            selected_type_tokens_in_pool,
+            other_tokens_in_pool,
+            other_shares,
+            _,
+            _,
+        ) = self._compute_new_tokens_distribution(
+            token_amounts, prices, net_bet_amount, vote
+        )
+
+        new_other = other_tokens_in_pool + other_shares
+        new_selected = int(k / new_other)
         if vote == 0:
             return LiquidityInfo(
                 selected_type_tokens_in_pool,
@@ -318,10 +354,28 @@ def _calculate_new_liquidity(self, bet_amount: int, vote: int) -> LiquidityInfo:
             new_selected,
         )
 
-    def _update_liquidity_info(self, bet_amount: int, vote: int) -> LiquidityInfo:
+    def _update_liquidity_info(
+        self, net_bet_amount: int, vote: int
+    ) -> Optional[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()
+        liquidity_info = self._calculate_new_liquidity(net_bet_amount, vote)
+        if liquidity_info is None:
+            return None
+
+        if liquidity_info.l0_start is None or liquidity_info.l1_start is None:
+            return None
+
+        # to compute the new price we need the previous constants
+        prices = self.shared_state.current_liquidity_prices
+
+        liquidity_constants = [
+            liquidity_info.l0_start * prices[0],
+            liquidity_info.l1_start * prices[1],
+        ]
+
+        self.shared_state.current_liquidity_prices = liquidity_info.get_new_prices(
+            liquidity_constants
+        )
         self.shared_state.current_liquidity_amounts = liquidity_info.get_end_liquidity()
         return liquidity_info
 

packages/valory/skills/decision_maker_abci/models.py

@@ -113,12 +113,11 @@ def validate_end_information(self) -> Tuple[int, int]:
         # 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."""
+    def get_new_prices(self, liquidity_constants: List[float]) -> List[float]:
+        """Calculate and return the new prices based on the end liquidity and the liquidity constants of the market."""
         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
+        new_p0 = liquidity_constants[0] / l0_end
+        new_p1 = liquidity_constants[1] / l1_end
         return [new_p0, new_p1]
 
     def get_end_liquidity(self) -> List[int]:

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: bafybeidjmsljdaw7y5chzzkub63mzf5ydpauch5ugojds5jwpeyvovkq3y
+  behaviours/base.py: bafybeidc4vhgh5pghlv3s4ftgmdcfuvkrs7ri4kxwxkwdtorusunchgtja
   behaviours/bet_placement.py: bafybeihmia64t2payxfqcnfdqg675ui2yp3hnyfwb2xhj2hn7wl237b4re
   behaviours/blacklisting.py: bafybeicqwj7o4l7qcym5xjqwq45jngqkhyf44mn6qise2ysyfnlnwz7pdy
   behaviours/check_benchmarking.py: bafybeiao2lyj7apezkqrpgsyzb3dwvrdgsrgtprf6iuhsmlsufvxfl5bci
   behaviours/claim_subscription.py: bafybeigbqkhc6mb73rbwaks32tfiqx6u2xza43uiy6rvbtrnqd6m4fru3e
-  behaviours/decision_receive.py: bafybeih4bggraucst2vajweswgr34s2yhbo7hnictqorechs53e7amb7wa
+  behaviours/decision_receive.py: bafybeibip6km45cpw6fntih6zxznjcwbc5otj4hknurvh3mdge5hbffane
   behaviours/decision_request.py: bafybeiabjzzcwcfbfmtoftjhewmkgbhxfnigbc5cwmmxl6cob5gv64jwwa
   behaviours/handle_failed_tx.py: bafybeidxpc6u575ymct5tdwutvzov6zqfdoio5irgldn3fw7q3lg36mmxm
   behaviours/order_subscription.py: bafybeicrmdvhci5prfldvuf3bclbbqi6j7lpv6hmphw3qwgmkmwat3od44
@@ -32,7 +32,7 @@ fingerprint:
   handlers.py: bafybeigod6gbjrxy4mbmulbzsbokeaoycoqys64vqtxnumishfukzf73za
   io_/__init__.py: bafybeifxgmmwjqzezzn3e6keh2bfo4cyo7y5dq2ept3stfmgglbrzfl5rq
   io_/loader.py: bafybeih3sdsx5dhe4kzhtoafexjgkutsujwqy3zcdrlrkhtdks45bc7exa
-  models.py: bafybeie6z3vlckwrsindzwdsb2anwcpw6crygydrkjylwrvxkcpwrdc5su
+  models.py: bafybeiakchouc2lgpdcu62ymspvfxj4ptn5uk4jjittsa255twt5egfioy
   payloads.py: bafybeicloiy4ax7dlipwp4czlueflgjgtlev4a6vhn2m7ztoehnemiiko4
   policy.py: bafybeihcltocxg7zsmvjtx44ilal4zir4fz2rupgmhacktzv5neb2lmas4
   redeem_info.py: bafybeifiiix4gihfo4avraxt34sfw35v6dqq45do2drrssei2shbps63mm

packages/valory/skills/trader_abci/skill.yaml

@@ -27,8 +27,8 @@ skills:
 - valory/transaction_settlement_abci:0.1.0:bafybeic7q7recyka272udwcupblwbkc3jkodgp74fvcdxb7urametg5dae
 - valory/termination_abci:0.1.0:bafybeib5l7jhew5ic6iq24dd23nidcoimzqkrk556gqywhoziatj33zvwm
 - valory/market_manager_abci:0.1.0:bafybeidmipituxl4xva6h3aeorhqstketwxd7ka7z5fog3jprfr6qx2d3i
-- valory/decision_maker_abci:0.1.0:bafybeihc6vzoyh3ovhmqiwhm4hen3bbybfskut4ef5i3il36kxqlwt66yq
-- valory/tx_settlement_multiplexer_abci:0.1.0:bafybeih6uiqec5buugsxh2zi4geadrqlc6l6q5czltzxoexpthxgylc764
+- valory/decision_maker_abci:0.1.0:bafybeie6ddcrsjyf5lswx62mmul2pw7mmfu6tlvf72b2pvinu5uzufxztu
+- valory/tx_settlement_multiplexer_abci:0.1.0:bafybeihlstlv6gvdxgastki5hsm3wtbnj5qjrhdcl3mltju2vt37qudgei
 - valory/staking_abci:0.1.0:bafybeifyqszbiccxwwfldrl6lz5dspuaxbqd5qnniyecusddwvxpfwiyr4
 - valory/check_stop_trading_abci:0.1.0:bafybeicsrrxjs6bup267jiek3r7eutd42ssfyjthyvxfku6qozw3xebxta
 - valory/mech_interact_abci:0.1.0:bafybeid6m3i5ofq7vuogqapdnoshhq7mswmudhvfcr2craw25fdwtoe3lm

packages/valory/skills/tx_settlement_multiplexer_abci/skill.yaml

@@ -23,7 +23,7 @@ protocols:
 - valory/ledger_api:1.0.0:bafybeihdk6psr4guxmbcrc26jr2cbgzpd5aljkqvpwo64bvaz7tdti2oni
 skills:
 - valory/abstract_round_abci:0.1.0:bafybeib733xfbndtpvkf44mtk7oyodnficgloo6xhn7xmqxxeos33es65u
-- valory/decision_maker_abci:0.1.0:bafybeihc6vzoyh3ovhmqiwhm4hen3bbybfskut4ef5i3il36kxqlwt66yq
+- valory/decision_maker_abci:0.1.0:bafybeie6ddcrsjyf5lswx62mmul2pw7mmfu6tlvf72b2pvinu5uzufxztu
 - valory/staking_abci:0.1.0:bafybeifyqszbiccxwwfldrl6lz5dspuaxbqd5qnniyecusddwvxpfwiyr4
 - valory/mech_interact_abci:0.1.0:bafybeid6m3i5ofq7vuogqapdnoshhq7mswmudhvfcr2craw25fdwtoe3lm
 behaviours: