Fix #889: [Pdr bot] Add approach 3: like approach 2, but one-sided di…

…fference of (larger - smaller)

pdr_backend/ppss/predictoor_ss.py

@@ -8,9 +8,10 @@
 from pdr_backend.util.currency_types import Eth
 
 # Approaches:
-#  1: Allocate up-vs-down stake equally (50-50). Baseline.
-#  2: Allocate up-vs-down stake on model prediction confidence.
-CAND_APPROACHES = [1, 2]
+#  1: Two-sided: Allocate up-vs-down stake equally (50-50). Baseline.
+#  2: Two-sided: Allocate up-vs-down stake on model prediction confidence.
+#  3: One sided: If up, allocate 2's up-minus-down stake. If down, vice versa.
+CAND_APPROACHES = [1, 2, 3]
 
 
 class PredictoorSS(SingleFeedMixin, StrMixin):

pdr_backend/ppss/test/test_predictoor_ss.py

@@ -38,9 +38,12 @@ def test_predictoor_ss():
     # test str
     assert "PredictoorSS" in str(ss)
 
-    # test setters
+    # test setters; test approach 2 & 3
     ss.set_approach(2)
     assert ss.approach == 2
+
+    ss.set_approach(3)
+    assert ss.approach == 2
 
 
 @enforce_types
@@ -77,14 +80,14 @@ def test_predictoor_ss_test_dict():
 @enforce_types
 def test_predictoor_ss_bad_approach():
     # catch bad approach in __init__()
-    for bad_approach in [0, 3]:
+    for bad_approach in [0, 4]:
         d = predictoor_ss_test_dict()
         d["approach"] = bad_approach
         with pytest.raises(ValueError):
             PredictoorSS(d)
 
     # catch bad approach in set_approach()
-    for bad_approach in [0, 3]:
+    for bad_approach in [0, 4]:
         d = predictoor_ss_test_dict()
         ss = PredictoorSS(d)
         with pytest.raises(ValueError):

pdr_backend/predictoor/predictoor_agent.py

@@ -13,10 +13,10 @@
 from pdr_backend.payout.payout import do_ocean_payout
 from pdr_backend.ppss.ppss import PPSS
 from pdr_backend.subgraph.subgraph_feed import print_feeds, SubgraphFeed
+from pdr_backend.util.currency_types import Eth
 from pdr_backend.util.logutil import logging_has_stdout
 from pdr_backend.util.time_types import UnixTimeS
 from pdr_backend.util.web3_config import Web3Config
-from pdr_backend.util.currency_types import Eth
 
 logger = logging.getLogger("predictoor_agent")
 
@@ -243,21 +243,43 @@ def submit_prediction_txs(
         stake_down: Eth,
         target_slot: UnixTimeS,  # a timestamp
     ):
-        logger.info("Submit 'up' prediction tx to chain...")
+        assert stake_up >= 0 and stake_down >= 0, (stake_up, stake_down)
+
+        # case: no stake
+        if stake_up == 0 and stake_down == 0:
+            logger.info("Both 'up' and 'down' have 0 stake. So, no txs.")
+            return
+
+        # case: 1-sided staking up (eg approach 3)
+        if stake_up > 0:
+            logger.info("Submit prediction tx 1/1 just 'up' to chain...")
+            tx1 = self.submit_1prediction_tx(True, stake_up, target_slot)
+            # note: we don't need special error-handling when just 1 tx
+            return
+
+        # case: 1-sided staking down (eg approach 3)
+        if stake_down > 0:
+            logger.info("Submit prediction tx 1/1 just 'down' to chain...")
+            tx1 = self.submit_1prediction_tx(False, stake_down, target_slot)
+            # note: we don't need special error-handling when just 1 tx
+            return
+
+        # case: 2-sided staking (eg approach 1, 2)
+        logger.info("Submit prediction tx 1/2 'up' to chain...")
         tx1 = self.submit_1prediction_tx(True, stake_up, target_slot)
 
-        logger.info("Submit 'down' prediction tx to chain...")
+        logger.info("Submit prediction tx 2/2 'down' to chain...")
         tx2 = self.submit_1prediction_tx(False, stake_down, target_slot)
 
-        # handle errors
+        # special error-handling when 2 txs, to avert danger when 1 of 2 fail
         if _tx_failed(tx1) or _tx_failed(tx2):
             s = "One or both txs failed. So, resubmit both with zero stake."
             s += f"\ntx1={tx1}\ntx2={tx2}"
             logger.warning(s)
 
-            logger.info("Re-submit 'up' prediction tx to chain... (stake=0)")
+            logger.info("Re-submit prediction tx 1/2 'up' to chain... (stake=0)")
             self.submit_1prediction_tx(True, Eth(1e-10), target_slot)
-            logger.info("Re-submit 'down' prediction tx to chain... (stake=0)")
+            logger.info("Re-submit prediction tx 2/2 'down' to chain... (stake=0)")
             self.submit_1prediction_tx(False, Eth(1e-10), target_slot)
 
     @enforce_types
@@ -298,6 +320,8 @@ def calc_stakes(self) -> Tuple[Eth, Eth]:
             return self.calc_stakes1()
         if approach == 2:
             return self.calc_stakes2()
+        if approach == 3:
+            return self.calc_stakes3()
         raise ValueError(approach)
 
     @enforce_types
@@ -353,6 +377,26 @@ def calc_stakes2(self) -> Tuple[Eth, Eth]:
 
         return (stake_up, stake_down)
 
+    def calc_stakes3(self) -> Tuple[Eth, Eth]:
+        """
+        @description
+          Calculate up-vs-down stake according to approach 3.
+          How: Like approach 2, but one-sided difference of (larger - smaller)
+
+        @return
+          stake_up -- amt to stake up, in units of Eth
+          stake_down -- amt to stake down, ""
+        """
+        (stake_up2, stake_down2) = self.calc_stakes2()
+        if stake_up2 == stake_down2:
+            return 0
+
+        if stake_up2 > stake_down2:
+            return (stake_up2 - stake_down2, 0)
+
+        # stake_up2 < stake_down2
+        return (0, stake_down2 - stake_up2)
+
     @enforce_types
     def use_ohlcv_data(self) -> bool:
         """Do we use ohlcv data?"""

pdr_backend/predictoor/test/test_predictoor_agent.py

@@ -20,8 +20,10 @@
 
 
 # ===========================================================================
-# test approach 1 & 2 - main loop
+# test approach {1, 2, 3} - main loop
 
+# do _not_ parameterize these. It's much easier to test them individually
+#  and debug when they're separate
 
 @enforce_types
 def test_predictoor_agent_main1(tmpdir, monkeypatch):
@@ -32,6 +34,11 @@ def test_predictoor_agent_main1(tmpdir, monkeypatch):
 def test_predictoor_agent_main2(tmpdir, monkeypatch):
     _test_predictoor_agent_main(2, str(tmpdir), monkeypatch)
 
+
+@enforce_types
+def test_predictoor_agent_main3(tmpdir, monkeypatch):
+    _test_predictoor_agent_main(3, str(tmpdir), monkeypatch)
+
 
 @enforce_types
 def _test_predictoor_agent_main(approach: int, tmpdir: str, monkeypatch):
@@ -40,7 +47,7 @@ def _test_predictoor_agent_main(approach: int, tmpdir: str, monkeypatch):
         Run the agent for a while, and then do some basic sanity checks.
         Uses get_agent_1feed, *not* 2feeds.
     """
-    assert approach in [1, 2]
+    assert approach in [1, 2, 3]
 
     # mock tokens
     mock_token = Mock()

ppss.yaml

@@ -10,7 +10,7 @@ lake_ss:
 
 predictoor_ss:
   predict_feed: binance BTC/USDT c 5m
-  approach: 2 # 1->50/50; 2->model-based
+  approach: 2 # 1->50/50; 2->two-sided model-based; 3-> one-sided model-based
   stake_amount: 100 # How much your bot stakes. In OCEAN per epoch, per feed
 
   sim_only: