feat: roi analyisis notebook

notebooks/generate_roi_analysis_dataset.py

@@ -0,0 +1,209 @@
+#!/usr/bin/env python3
+# -*- coding: utf-8 -*-
+# ------------------------------------------------------------------------------
+#
+#   Copyright 2023-2024 Valory AG
+#
+#   Licensed under the Apache License, Version 2.0 (the "License");
+#   you may not use this file except in compliance with the License.
+#   You may obtain a copy of the License at
+#
+#       http://www.apache.org/licenses/LICENSE-2.0
+#
+#   Unless required by applicable law or agreed to in writing, software
+#   distributed under the License is distributed on an "AS IS" BASIS,
+#   WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
+#   See the License for the specific language governing permissions and
+#   limitations under the License.
+#
+# ------------------------------------------------------------------------------
+
+"""
+Generates dataset for ROI analysis
+"""
+
+# pylint: disable=wrong-import-position
+
+import argparse
+import bisect
+import json
+import os
+import sys
+from pathlib import Path
+from typing import Any, Dict, List
+
+import requests
+from dotenv import dotenv_values
+from web3 import Web3
+
+SCRIPT_PATH = Path(__file__).resolve().parent
+DOTENV_PATH = Path(SCRIPT_PATH, ".env")
+
+env_file_vars = dotenv_values(DOTENV_PATH)
+trader_quickstart_path = env_file_vars.get("TRADER_QUICKSTART_PATH")
+
+sys.path.insert(0, '../scripts')
+sys.path.insert(0, os.path.expanduser(trader_quickstart_path))
+sys.path.insert(0, os.path.expanduser(f"{trader_quickstart_path}/scripts"))
+
+import trades
+from mech_request_utils import get_mech_requests
+from trades import INVALID_ANSWER, MarketState, TradeResult
+
+RPC = env_file_vars.get("RPC")
+SERVICE_REGISTRY_ADDRESS = "0x9338b5153AE39BB89f50468E608eD9d764B755fD"
+
+
+def _get_contract(address: str) -> Any:
+    w3 = Web3(Web3.HTTPProvider(RPC))
+    abi = _get_abi(address)
+    contract = w3.eth.contract(address=Web3.to_checksum_address(address), abi=abi)
+    return contract
+
+
+def _get_abi(address: str) -> List:
+    contract_abi_url = (
+        "https://gnosis.blockscout.com/api/v2/smart-contracts/{contract_address}"
+    )
+    response = requests.get(contract_abi_url.format(contract_address=address)).json()
+
+    if "result" in response:
+        result = response["result"]
+        try:
+            abi = json.loads(result)
+        except json.JSONDecodeError:
+            print("Error: Failed to parse 'result' field as JSON")
+            sys.exit(1)
+    else:
+        abi = response.get("abi")
+
+    return abi if abi else []
+
+
+def _populate_mech_requests(
+    fpmm_trades: Dict[str, Any], mech_requests: Dict[str, Any]
+) -> List[str]:
+    """Populate each trade in trades_json with the corresponding mech_requests"""
+
+    print("Populating mech requests...")
+
+    # Sort mech requests by timestamp
+    dumped_mech_requests = list(mech_requests.values())
+    sorted_mech_requests = sorted(
+        dumped_mech_requests, key=lambda x: int(x["blockTimestamp"])
+    )
+    timestamps = [int(x["blockTimestamp"]) for x in sorted_mech_requests]
+
+    # TODO shallow copy for efficiency, be careful
+    outstanding_mech_requests = mech_requests.copy()
+
+    for trade in fpmm_trades:
+        creation_timestamp = int(trade["creationTimestamp"])
+
+        # Find the mech request immediately before 'creationTimestamp'
+        idx = bisect.bisect_left(timestamps, creation_timestamp) - 1
+        found = False
+
+        if idx < 0:
+            print("ERROR: idx < 0")
+            continue
+
+        N = 3  # Adjust N to the number of indices you want to check
+        for i in range(idx, max(0, idx - N), -1):
+            mech_request = sorted_mech_requests[i]
+            mech_request_id = mech_request["id"]
+
+            if trade["title"] in mech_request["ipfsContents"]["prompt"]:
+                trade["mechRequestId"] = mech_request_id
+                del outstanding_mech_requests[mech_request_id]
+                found = True
+                if i != idx:
+                    print(
+                        f"WARNING: '{trade['title']}' was not found at idx={idx}, used idx={i} instead."
+                    )
+                break
+
+        if not found:
+            print(
+                f"ERROR: '{trade['title']}' is not found in any mech request up to {N} indices before idx={idx}."
+            )
+            print(f"{trade['id']=}")
+
+    return list(outstanding_mech_requests.keys())
+
+
+def _populate_market_states(fpmm_trades: Dict[str, Any]) -> None:
+    print("Populating market states...")
+
+    for trade in fpmm_trades:
+        fpmm = trade["fpmm"]
+        state = trades._get_market_state(fpmm)  # pylint: disable=protected-access
+        fpmm["state"] = state.value
+
+        if state == MarketState.CLOSED:
+            outcome_index = int(trade["outcomeIndex"])
+            current_answer = int(fpmm["currentAnswer"], 16)
+            if current_answer == INVALID_ANSWER:
+                trade["result"] = TradeResult.INVALID.value
+            elif current_answer == outcome_index:
+                trade["result"] = TradeResult.WIN.value
+            else:
+                trade["result"] = TradeResult.LOSE.value
+        else:
+            trade["result"] = TradeResult.UNKNOWN.value
+
+
+def get_service_safe(service_id: int) -> str:
+    """Gets the service Safe"""
+    service_registry = _get_contract(SERVICE_REGISTRY_ADDRESS)
+    service_safe_address = service_registry.functions.getService(service_id).call()[1]
+    return service_safe_address
+
+
+def generate_dataset(service_id: int) -> (Dict[str, Any], Dict[str, Any], List[str]):
+    """Generates the dataset"""
+    dataset_json = f"dataset_{service_id}.json"
+
+    service_safe_address = get_service_safe(service_id)
+
+    print(f"{service_id=}")
+    print(f"{service_safe_address=}")
+    print(service_safe_address.lower())
+
+    mech_requests = get_mech_requests(service_safe_address, dataset_json)
+
+    fpmm_trades = trades._query_omen_xdai_subgraph(service_safe_address.lower())[  # pylint: disable=protected-access
+        "data"
+    ]["fpmmTrades"]
+    outstanding_mech_request_ids = _populate_mech_requests(fpmm_trades, mech_requests)
+    _populate_market_states(fpmm_trades)
+
+    try:
+        with open(dataset_json, "r", encoding="utf-8") as file:
+            data = json.load(file)
+    except (FileNotFoundError, json.JSONDecodeError):
+        data = {}
+
+    data["fpmmTrades"] = fpmm_trades
+    data["outstandingMechRequestIds"] = outstanding_mech_request_ids
+
+    with open(dataset_json, "w", encoding="utf-8") as file:
+        json.dump(data, file, indent=2, sort_keys=True)
+
+    print(f"Finished generating datasets for service {service_id}")
+    print("")
+    print("Finished reading dataset:")
+    print(f"  - {len(fpmm_trades)} trades")
+    print(f"  - {len(mech_requests)} mech requests")
+    print(f"  - {len(outstanding_mech_request_ids)} outstanding mech requests")
+
+    return fpmm_trades, mech_requests, outstanding_mech_request_ids
+
+
+if __name__ == "__main__":
+    parser = argparse.ArgumentParser(
+        description="Generate dataset for a specific service."
+    )
+    parser.add_argument("service_id", type=int, help="Service ID is required.")
+    args = parser.parse_args()
+    generate_dataset(args.service_id)