Fix bet amount calculation in sDai markets (#393)

prediction_market_agent_tooling/markets/omen/omen.py

@@ -611,32 +611,36 @@ def omen_buy_outcome_tx(
     market_contract: OmenFixedProductMarketMakerContract = market.get_contract()
     collateral_token_contract = market_contract.get_collateral_token_contract()
 
+    # In case of ERC4626, obtained (for example) sDai out of xDai could be lower than the `amount_wei`, so we need to handle it.
+    amount_wei_to_buy = collateral_token_contract.get_in_shares(amount_wei, web3)
+
     # Get the index of the outcome we want to buy.
     outcome_index: int = market.get_outcome_index(outcome)
 
     # Calculate the amount of shares we will get for the given investment amount.
     expected_shares = market_contract.calcBuyAmount(
-        amount_wei, outcome_index, web3=web3
+        amount_wei_to_buy, outcome_index, web3=web3
     )
     # Allow 1% slippage.
     expected_shares = remove_fraction(expected_shares, 0.01)
     # Approve the market maker to withdraw our collateral token.
     collateral_token_contract.approve(
         api_keys=api_keys,
         for_address=market_contract.address,
-        amount_wei=amount_wei,
+        amount_wei=amount_wei_to_buy,
         web3=web3,
     )
 
     if auto_deposit:
+        # In auto-depositing, we need to deposit the original `amount_wei`, e.g. we can deposit 2 xDai, but receive 1.8 sDai, so for the bet we will use `amount_wei_to_buy`.
         auto_deposit_collateral_token(
             collateral_token_contract, amount_wei, api_keys, web3
         )
 
     # Buy shares using the deposited xDai in the collateral token.
     market_contract.buy(
         api_keys=api_keys,
-        amount_wei=amount_wei,
+        amount_wei=amount_wei_to_buy,
         outcome_index=outcome_index,
         min_outcome_tokens_to_buy=expected_shares,
         web3=web3,
@@ -827,6 +831,7 @@ def omen_create_market_tx(
             web3=web3,
         )
 
+    # In case of ERC4626, obtained (for example) sDai out of xDai could be lower than the `amount_wei`, so we need to handle it.
     initial_funds_in_shares = collateral_token_contract.get_in_shares(
         amount=initial_funds_wei, web3=web3
     )

prediction_market_agent_tooling/markets/omen/omen_subgraph_handler.py

@@ -41,6 +41,12 @@
     byte32_to_ipfscidv0,
 )
 
+# TODO: Agents don't know how to convert value between other tokens, we assume 1 unit = 1xDai = $1 (for example if market would be in wETH, betting 1 unit of wETH would be crazy :D)
+SAFE_COLLATERAL_TOKEN_MARKETS = (
+    WrappedxDaiContract().address,
+    sDaiContract().address,
+)
+
 
 class OmenSubgraphHandler(metaclass=SingletonMeta):
     """
@@ -318,6 +324,8 @@ def get_omen_binary_markets_simple(
         # Additional filters, these can not be modified by the enums above.
         created_after: datetime | None = None,
         excluded_questions: set[str] | None = None,  # question titles
+        collateral_token_address_in: tuple[ChecksumAddress, ...]
+        | None = SAFE_COLLATERAL_TOKEN_MARKETS,
     ) -> t.List[OmenMarket]:
         """
         Simplified `get_omen_binary_markets` method, which allows to fetch markets based on the filter_by and sort_by values.
@@ -354,6 +362,7 @@ def get_omen_binary_markets_simple(
             sort_by_field=sort_by_field,
             created_after=created_after,
             excluded_questions=excluded_questions,
+            collateral_token_address_in=collateral_token_address_in,
         )
 
     def get_omen_binary_markets(
@@ -375,12 +384,8 @@ def get_omen_binary_markets(
         sort_by_field: FieldPath | None = None,
         sort_direction: str | None = None,
         outcomes: list[str] = [OMEN_TRUE_OUTCOME, OMEN_FALSE_OUTCOME],
-        # TODO: Agents don't know how to convert value between other tokens, we assume 1 unit = 1xDai = $1 (for example if market would be in wETH, betting 1 unit of wETH would be crazy :D)
         collateral_token_address_in: tuple[ChecksumAddress, ...]
-        | None = (
-            WrappedxDaiContract().address,
-            sDaiContract().address,
-        ),
+        | None = SAFE_COLLATERAL_TOKEN_MARKETS,
     ) -> t.List[OmenMarket]:
         """
         Complete method to fetch Omen binary markets with various filters, use `get_omen_binary_markets_simple` for simplified version that uses FilterBy and SortBy enums.

tests_integration_with_local_chain/markets/omen/test_omen.py

@@ -42,6 +42,7 @@
 from prediction_market_agent_tooling.markets.omen.omen_contracts import (
     OMEN_DEFAULT_MARKET_FEE,
     ContractDepositableWrapperERC20OnGnosisChain,
+    ContractERC4626OnGnosisChain,
     OmenConditionalTokenContract,
     OmenFixedProductMarketMakerContract,
     OmenRealitioContract,
@@ -309,23 +310,41 @@ def get_market_outcome_tokens() -> TokenAmount:
     assert np.isclose(remaining_tokens.amount, 0, atol=1e-5)
 
 
+@pytest.mark.parametrize(
+    "collateral_token_address, expected_symbol",
+    [
+        (WrappedxDaiContract().address, "WXDAI"),
+        (sDaiContract().address, "sDAI"),
+    ],
+)
 def test_place_bet_with_autodeposit(
+    collateral_token_address: ChecksumAddress,
+    expected_symbol: str,
     local_web3: Web3,
     test_keys: APIKeys,
 ) -> None:
-    market = OmenAgentMarket.from_data_model(pick_binary_market())
+    market = OmenAgentMarket.from_data_model(
+        OmenSubgraphHandler().get_omen_binary_markets_simple(
+            limit=1,
+            filter_by=FilterBy.OPEN,
+            sort_by=SortBy.CLOSING_SOONEST,
+            collateral_token_address_in=(collateral_token_address,),
+        )[0]
+    )
     initial_balances = get_balances(address=test_keys.bet_from_address, web3=local_web3)
     collateral_token_contract = market.get_contract().get_collateral_token_contract()
     assert (
-        collateral_token_contract.symbol() == "WXDAI"
-    ), "Should have retrieve wxDai market."
+        collateral_token_contract.symbol() == expected_symbol
+    ), f"Should have retrieve {expected_symbol} market."
     assert isinstance(
         collateral_token_contract, ContractDepositableWrapperERC20OnGnosisChain
-    ), "wxDai market should adhere to this class."
+    ) or isinstance(
+        collateral_token_contract, ContractERC4626OnGnosisChain
+    ), "Omen market should adhere to one of these classes."
 
     # Start by moving all funds from wxdai to xdai
     if initial_balances.wxdai > 0:
-        collateral_token_contract.withdraw(
+        WrappedxDaiContract().withdraw(
             api_keys=test_keys,
             amount_wei=xdai_to_wei(initial_balances.wxdai),
             web3=local_web3,
@@ -336,20 +355,8 @@ def test_place_bet_with_autodeposit(
     assert initial_balances.wxdai == xdai_type(0)
     assert initial_balances.xdai > xdai_type(0)
 
-    # Convert half of the xDai to wxDai
-    collateral_token_contract.deposit(
-        api_keys=test_keys,
-        amount_wei=xdai_to_wei(xdai_type(initial_balances.xdai * 0.5)),
-        web3=local_web3,
-    )
-    new_balances = get_balances(address=test_keys.bet_from_address, web3=local_web3)
-    assert np.allclose(new_balances.total, initial_balances.total)
-
     # Try to place a bet with 90% of the xDai funds
     bet_amount = BetAmount(amount=initial_balances.xdai * 0.9, currency=Currency.xDai)
-    assert new_balances.xdai < bet_amount.amount
-    assert new_balances.wxdai < bet_amount.amount
-    assert new_balances.total > bet_amount.amount
     market.place_bet(
         outcome=True,
         amount=bet_amount,