hotfix - trade amounts now correctly calculated (#396)

* Added dummy log

* 1 changes in PMAT logic

* Added test

* bumped version PMAT and updated lock

* Small tweaks

* Small tweaks 2

* Added lock

* Trying other configs for ape

* Trying other configs for ape 2

* Trying other configs for ape 3

* Reverting local chain run

* Removing unnecessary changes

* Updated lock

* Update tests/test_betting_strategy.py

Co-authored-by: Peter Jung <peter@jung.ninja>

* Update tests/test_betting_strategy.py

Co-authored-by: Peter Jung <peter@jung.ninja>

* Implemented PR comments

---------

Co-authored-by: Peter Jung <peter@jung.ninja>

prediction_market_agent_tooling/deploy/betting_strategy.py

@@ -78,7 +78,7 @@ def _build_rebalance_trades_from_positions(
 
             if prev_amount.currency != new_amount.currency:
                 raise ValueError("Cannot handle positions with different currencies")
-            diff_amount = prev_amount.amount - new_amount.amount
+            diff_amount = new_amount.amount - prev_amount.amount
             if diff_amount == 0:
                 continue
             trade_type = TradeType.SELL if diff_amount < 0 else TradeType.BUY

prediction_market_agent_tooling/markets/agent_market.py

@@ -219,7 +219,8 @@ def has_successful_resolution(self) -> bool:
     def has_unsuccessful_resolution(self) -> bool:
         return self.resolution in [Resolution.CANCEL, Resolution.MKT]
 
-    def get_outcome_str_from_bool(self, outcome: bool) -> OutcomeStr:
+    @staticmethod
+    def get_outcome_str_from_bool(outcome: bool) -> OutcomeStr:
         raise NotImplementedError("Subclasses must implement this method")
 
     def get_outcome_str(self, outcome_index: int) -> str:

prediction_market_agent_tooling/markets/omen/omen.py

@@ -422,7 +422,8 @@ def index_set_to_outcome_str(cls, index_set: int) -> OutcomeStr:
             cls.get_outcome_str(cls.index_set_to_outcome_index(index_set))
         )
 
-    def get_outcome_str_from_bool(self, outcome: bool) -> OutcomeStr:
+    @staticmethod
+    def get_outcome_str_from_bool(outcome: bool) -> OutcomeStr:
         return (
             OutcomeStr(OMEN_TRUE_OUTCOME) if outcome else OutcomeStr(OMEN_FALSE_OUTCOME)
         )

pyproject.toml

@@ -1,6 +1,6 @@
 [tool.poetry]
 name = "prediction-market-agent-tooling"
-version = "0.48.12"
+version = "0.48.13"
 description = "Tools to benchmark, deploy and monitor prediction market agents."
 authors = ["Gnosis"]
 readme = "README.md"
@@ -20,7 +20,7 @@ cron-validator = "^1.0.8"
 pydantic = "^2.6.1"
 web3 = "^6.15.1"
 eth-typing = "^3.0.0"
-pydantic-settings = "^2.1.0"
+pydantic-settings = "^2.4.0" #eth-ape limit
 numpy = "^1.26.4"
 autoflake = "^2.2.1"
 isort = "^5.13.2"

tests/test_betting_strategy.py

@@ -1,8 +1,19 @@
+from unittest.mock import Mock
+
 import pytest
 
 from prediction_market_agent_tooling.deploy.betting_strategy import (
     MaxAccuracyBettingStrategy,
 )
+from prediction_market_agent_tooling.gtypes import Probability
+from prediction_market_agent_tooling.markets.data_models import (
+    Currency,
+    Position,
+    ProbabilisticAnswer,
+    TokenAmount,
+    TradeType,
+)
+from prediction_market_agent_tooling.markets.omen.omen import OmenAgentMarket
 
 
 @pytest.mark.parametrize(
@@ -18,3 +29,34 @@ def test_answer_decision(
     betting_strategy = MaxAccuracyBettingStrategy()
     direction: bool = betting_strategy.calculate_direction(market_p_yes, estimate_p_yes)
     assert direction == expected_direction
+
+
+def test_rebalance() -> None:
+    strategy = MaxAccuracyBettingStrategy()
+
+    mock_amount = TokenAmount(amount=5, currency=Currency.xDai)
+    tiny_amount = TokenAmount(amount=0.0001, currency=Currency.xDai)
+    mock_existing_position = Position(
+        market_id="0x123",
+        amounts={
+            OmenAgentMarket.get_outcome_str_from_bool(True): mock_amount,
+            OmenAgentMarket.get_outcome_str_from_bool(False): mock_amount,
+        },
+    )
+    mock_answer = ProbabilisticAnswer(p_yes=Probability(0.9), confidence=0.5)
+    mock_market = Mock(OmenAgentMarket, wraps=OmenAgentMarket)
+    mock_market.get_tiny_bet_amount.return_value = tiny_amount
+    mock_market.current_p_yes = 0.5
+    mock_market.currency = Currency.xDai
+    mock_market.id = "0x123"
+
+    trades = strategy.calculate_trades(mock_existing_position, mock_answer, mock_market)
+    # assert 1 buy trade and 1 sell trade
+    assert len(trades) == 2
+    # buy trades should come first, sell trades last
+    buy_trade = trades[0]
+    assert buy_trade.trade_type == TradeType.BUY
+    assert buy_trade.amount.amount == (mock_amount.amount + tiny_amount.amount)
+    sell_trade = trades[1]
+    assert sell_trade.trade_type == TradeType.SELL
+    assert sell_trade.amount.amount == mock_amount.amount