Dynamic max bet amount (#532)

gnosis · Oct 25, 2024 · 4aea81b · 4aea81b
1 parent 6312211
commit 4aea81b
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Showing 6 changed files with 95 additions and 12 deletions.
diff --git a/prediction_market_agent/agents/invalid_agent/deploy.py b/prediction_market_agent/agents/invalid_agent/deploy.py
@@ -9,6 +9,9 @@
 from prediction_market_agent_tooling.markets.markets import MarketType
 from prediction_market_agent_tooling.tools.is_invalid import is_invalid
 
+from prediction_market_agent.agents.utils import get_maximum_possible_bet_amount
+from prediction_market_agent.utils import APIKeys
+
 
 class InvalidAgent(DeployableTraderAgent):
     """This agent works only on Omen.
@@ -32,7 +35,11 @@ def verify_market(self, market_type: MarketType, market: AgentMarket) -> bool:
 
     def get_betting_strategy(self, market: AgentMarket) -> BettingStrategy:
         # Keep Kelly here! See `answer_binary_market`.
-        return KellyBettingStrategy(max_bet_amount=5)
+        return KellyBettingStrategy(
+            max_bet_amount=get_maximum_possible_bet_amount(
+                min_=1, max_=5, trading_balance=market.get_trade_balance(APIKeys())
+            )
+        )
 
     def answer_binary_market(self, market: AgentMarket) -> ProbabilisticAnswer | None:
         return ProbabilisticAnswer(

diff --git a/prediction_market_agent/agents/known_outcome_agent/deploy.py b/prediction_market_agent/agents/known_outcome_agent/deploy.py
@@ -13,7 +13,11 @@
     Result,
     get_known_outcome,
 )
-from prediction_market_agent.agents.utils import market_is_saturated
+from prediction_market_agent.agents.utils import (
+    get_maximum_possible_bet_amount,
+    market_is_saturated,
+)
+from prediction_market_agent.utils import APIKeys
 
 
 class DeployableKnownOutcomeAgent(DeployableTraderAgent):
@@ -23,7 +27,12 @@ class DeployableKnownOutcomeAgent(DeployableTraderAgent):
     supported_markets = [MarketType.OMEN]
 
     def get_betting_strategy(self, market: AgentMarket) -> BettingStrategy:
-        return KellyBettingStrategy(max_bet_amount=2, max_price_impact=0.6)
+        return KellyBettingStrategy(
+            max_bet_amount=get_maximum_possible_bet_amount(
+                min_=1, max_=2, trading_balance=market.get_trade_balance(APIKeys())
+            ),
+            max_price_impact=0.6,
+        )
 
     def load(self) -> None:
         self.markets_with_known_outcomes: dict[str, Result] = {}

diff --git a/prediction_market_agent/agents/prophet_agent/deploy.py b/prediction_market_agent/agents/prophet_agent/deploy.py
@@ -13,7 +13,8 @@
     PredictionProphetAgent,
 )
 
-from prediction_market_agent.utils import DEFAULT_OPENAI_MODEL
+from prediction_market_agent.agents.utils import get_maximum_possible_bet_amount
+from prediction_market_agent.utils import DEFAULT_OPENAI_MODEL, APIKeys
 
 
 class DeployableTraderAgentER(DeployableTraderAgent):
@@ -40,7 +41,12 @@ class DeployablePredictionProphetGPT4oAgent(DeployableTraderAgentER):
     agent: PredictionProphetAgent
 
     def get_betting_strategy(self, market: AgentMarket) -> BettingStrategy:
-        return KellyBettingStrategy(max_bet_amount=5, max_price_impact=0.7)
+        return KellyBettingStrategy(
+            max_bet_amount=get_maximum_possible_bet_amount(
+                min_=1, max_=5, trading_balance=market.get_trade_balance(APIKeys())
+            ),
+            max_price_impact=0.7,
+        )
 
     def load(self) -> None:
         super().load()
@@ -56,7 +62,12 @@ class DeployablePredictionProphetGPT4TurboPreviewAgent(DeployableTraderAgentER):
     agent: PredictionProphetAgent
 
     def get_betting_strategy(self, market: AgentMarket) -> BettingStrategy:
-        return KellyBettingStrategy(max_bet_amount=5, max_price_impact=0.5)
+        return KellyBettingStrategy(
+            max_bet_amount=get_maximum_possible_bet_amount(
+                min_=1, max_=5, trading_balance=market.get_trade_balance(APIKeys())
+            ),
+            max_price_impact=0.5,
+        )
 
     def load(self) -> None:
         super().load()
@@ -72,7 +83,12 @@ class DeployablePredictionProphetGPT4TurboFinalAgent(DeployableTraderAgentER):
     agent: PredictionProphetAgent
 
     def get_betting_strategy(self, market: AgentMarket) -> BettingStrategy:
-        return KellyBettingStrategy(max_bet_amount=5, max_price_impact=None)
+        return KellyBettingStrategy(
+            max_bet_amount=get_maximum_possible_bet_amount(
+                min_=1, max_=5, trading_balance=market.get_trade_balance(APIKeys())
+            ),
+            max_price_impact=None,
+        )
 
     def load(self) -> None:
         super().load()
@@ -88,7 +104,12 @@ class DeployableOlasEmbeddingOAAgent(DeployableTraderAgentER):
     agent: OlasAgent
 
     def get_betting_strategy(self, market: AgentMarket) -> BettingStrategy:
-        return KellyBettingStrategy(max_bet_amount=25, max_price_impact=0.5)
+        return KellyBettingStrategy(
+            max_bet_amount=get_maximum_possible_bet_amount(
+                min_=5, max_=25, trading_balance=market.get_trade_balance(APIKeys())
+            ),
+            max_price_impact=0.5,
+        )
 
     def load(self) -> None:
         super().load()
@@ -101,7 +122,12 @@ class DeployablePredictionProphetGPTo1PreviewAgent(DeployableTraderAgentER):
     agent: PredictionProphetAgent
 
     def get_betting_strategy(self, market: AgentMarket) -> BettingStrategy:
-        return KellyBettingStrategy(max_bet_amount=25, max_price_impact=0.7)
+        return KellyBettingStrategy(
+            max_bet_amount=get_maximum_possible_bet_amount(
+                min_=5, max_=25, trading_balance=market.get_trade_balance(APIKeys())
+            ),
+            max_price_impact=0.7,
+        )
 
     def load(self) -> None:
         super().load()
@@ -120,7 +146,12 @@ class DeployablePredictionProphetGPTo1MiniAgent(DeployableTraderAgentER):
     agent: PredictionProphetAgent
 
     def get_betting_strategy(self, market: AgentMarket) -> BettingStrategy:
-        return KellyBettingStrategy(max_bet_amount=5, max_price_impact=None)
+        return KellyBettingStrategy(
+            max_bet_amount=get_maximum_possible_bet_amount(
+                min_=1, max_=5, trading_balance=market.get_trade_balance(APIKeys())
+            ),
+            max_price_impact=None,
+        )
 
     def load(self) -> None:
         super().load()

diff --git a/prediction_market_agent/agents/think_thoroughly_agent/deploy.py b/prediction_market_agent/agents/think_thoroughly_agent/deploy.py
@@ -12,6 +12,8 @@
     ThinkThoroughlyWithItsOwnResearch,
     ThinkThoroughlyWithPredictionProphetResearch,
 )
+from prediction_market_agent.agents.utils import get_maximum_possible_bet_amount
+from prediction_market_agent.utils import APIKeys
 
 
 class DeployableThinkThoroughlyAgentBase(DeployableTraderAgent):
@@ -39,15 +41,25 @@ class DeployableThinkThoroughlyAgent(DeployableThinkThoroughlyAgentBase):
     model: str = "gpt-4-turbo-2024-04-09"
 
     def get_betting_strategy(self, market: AgentMarket) -> BettingStrategy:
-        return KellyBettingStrategy(max_bet_amount=5, max_price_impact=None)
+        return KellyBettingStrategy(
+            max_bet_amount=get_maximum_possible_bet_amount(
+                min_=1, max_=5, trading_balance=market.get_trade_balance(APIKeys())
+            ),
+            max_price_impact=None,
+        )
 
 
 class DeployableThinkThoroughlyProphetResearchAgent(DeployableThinkThoroughlyAgentBase):
     agent_class = ThinkThoroughlyWithPredictionProphetResearch
     model: str = "gpt-4-turbo-2024-04-09"
 
     def get_betting_strategy(self, market: AgentMarket) -> BettingStrategy:
-        return KellyBettingStrategy(max_bet_amount=5, max_price_impact=0.4)
+        return KellyBettingStrategy(
+            max_bet_amount=get_maximum_possible_bet_amount(
+                min_=1, max_=5, trading_balance=market.get_trade_balance(APIKeys())
+            ),
+            max_price_impact=0.4,
+        )
 
 
 if __name__ == "__main__":

diff --git a/prediction_market_agent/agents/utils.py b/prediction_market_agent/agents/utils.py
@@ -137,3 +137,11 @@ def get_event_date_from_question(question: str) -> DatetimeUTC | None:
         return None
 
     return event_date
+
+
+def get_maximum_possible_bet_amount(
+    min_: float, max_: float, trading_balance: float
+) -> float:
+    trading_balance *= 0.95  # Allow to use only most of the trading balance, to keep something to pay for fees on markets where it's necessary.
+    # Require bet size of at least `min_` and maximum `max_`, use available trading balance if its between.
+    return min(max(min_, trading_balance), max_)
diff --git a/tests/test_utils.py b/tests/test_utils.py
@@ -1,5 +1,7 @@
+import pytest
 from crewai import Task
 
+from prediction_market_agent.agents.utils import get_maximum_possible_bet_amount
 from prediction_market_agent.utils import disable_crewai_telemetry
 
 
@@ -10,3 +12,17 @@ def test_disable_crewai_telemetry() -> None:
         expected_output="bar",
     )
     assert not t._telemetry.task_started(task=t)
+
+
+@pytest.mark.parametrize(
+    "min_, max_, trading_balance, expected",
+    [
+        (1, 5, 3, 3 * 0.95),
+        (1, 5, 100, 5),
+        (1, 5, 0.1, 1),
+    ],
+)
+def test_get_maximum_possible_bet_amount(
+    min_: float, max_: float, trading_balance: float, expected: float
+) -> None:
+    assert get_maximum_possible_bet_amount(min_, max_, trading_balance) == expected