Post order using cow-py

prediction_market_agent_tooling/config.py

@@ -1,11 +1,13 @@
 import typing as t
 
+from eth_account.signers.local import LocalAccount
 from pydantic import Field
 from pydantic.types import SecretStr
 from pydantic.v1.types import SecretStr as SecretStrV1
 from pydantic_settings import BaseSettings, SettingsConfigDict
 from safe_eth.eth import EthereumClient
 from safe_eth.safe.safe import SafeV141
+from web3 import Account
 
 from prediction_market_agent_tooling.gtypes import (
     ChainID,
@@ -184,6 +186,12 @@ def sqlalchemy_db_url(self) -> SecretStr:
             self.SQLALCHEMY_DB_URL, "SQLALCHEMY_DB_URL missing in the environment."
         )
 
+    def get_account(self) -> LocalAccount:
+        acc: LocalAccount = Account.from_key(
+            self.bet_from_private_key.get_secret_value()
+        )
+        return acc
+
     def model_dump_public(self) -> dict[str, t.Any]:
         return {
             k: v

prediction_market_agent_tooling/tools/cow/cow_order.py

@@ -0,0 +1,84 @@
+import asyncio
+from datetime import timedelta
+
+import httpx
+from cow_py import swap_tokens
+from cow_py.common.chains import Chain
+from cow_py.common.constants import CowContractAddress
+from cow_py.order_book.config import Envs
+from cow_py.order_book.generated.model import OrderMetaData, OrderStatus
+from eth_account.signers.local import LocalAccount
+from web3 import Web3
+
+from prediction_market_agent_tooling.config import APIKeys
+from prediction_market_agent_tooling.gtypes import ChecksumAddress, Wei, xDai
+from prediction_market_agent_tooling.loggers import logger
+from prediction_market_agent_tooling.tools.contract import ContractERC20OnGnosisChain
+from prediction_market_agent_tooling.tools.utils import utcnow
+from prediction_market_agent_tooling.tools.web3_utils import xdai_to_wei
+
+
+def swap_tokens_waiting(
+    amount: xDai,
+    sell_token: ChecksumAddress,
+    buy_token: ChecksumAddress,
+    api_keys: APIKeys,
+    chain: Chain = Chain.GNOSIS,
+    env: Envs = "prod",
+    web3: Web3 | None = None,
+) -> OrderMetaData:
+    amount_wei = xdai_to_wei(amount)
+    account = api_keys.get_account()
+
+    # Approve the CoW Swap Vault Relayer to get the sell token.
+    ContractERC20OnGnosisChain(address=sell_token).approve(
+        api_keys,
+        Web3.to_checksum_address(CowContractAddress.VAULT_RELAYER.value),
+        amount_wei=amount_wei,
+        web3=web3,
+    )
+
+    # CoW library uses async, so we need to wrap the call in asyncio.run for us to use it.
+    return asyncio.run(
+        swap_tokens_waiting_async(
+            amount_wei, sell_token, buy_token, account, chain, env
+        )
+    )
+
+
+async def swap_tokens_waiting_async(
+    amount_wei: Wei,
+    sell_token: ChecksumAddress,
+    buy_token: ChecksumAddress,
+    account: LocalAccount,
+    chain: Chain,
+    env: Envs,
+    timeout: timedelta = timedelta(seconds=60),
+) -> OrderMetaData:
+    order = await swap_tokens(
+        amount=amount_wei,
+        sell_token=sell_token,
+        buy_token=buy_token,
+        account=account,
+        chain=chain,
+        env=env,
+    )
+    logger.info(f"Order created: {order}")
+    start_time = utcnow()
+
+    while True:
+        async with httpx.AsyncClient() as client:
+            response = await client.get(order.url)
+            order_metadata = OrderMetaData.model_validate(response.json())
+
+        if order_metadata.status in (
+            OrderStatus.fulfilled,
+            OrderStatus.cancelled,
+            OrderStatus.expired,
+        ):
+            return order_metadata
+
+        if utcnow() - start_time > timeout:
+            raise TimeoutError("Timeout waiting for order to be completed.")
+
+        await asyncio.sleep(3.14)

pyproject.toml

@@ -54,6 +54,8 @@ pinatapy-vourhey = "^0.2.0"
 hishel = "^0.0.31"
 pytest-postgresql = "^6.1.1"
 optuna = { version = "^4.1.0", optional = true}
+httpx = "^0.25.2"
+cow-py = {git = "https://github.com/kongzii/cow-py.git", branch = "peter/slippage_tolerance"}
 
 [tool.poetry.extras]
 openai = ["openai"]

tests_integration_with_local_chain/tools/test_cow_order.py

@@ -0,0 +1,25 @@
+import pytest
+from web3 import Web3
+
+from prediction_market_agent_tooling.config import APIKeys
+from prediction_market_agent_tooling.gtypes import xdai_type
+from prediction_market_agent_tooling.markets.omen.omen_contracts import (
+    WrappedxDaiContract,
+    sDaiContract,
+)
+from prediction_market_agent_tooling.tools.cow.cow_order import swap_tokens_waiting
+
+
+def test_swap_tokens_waiting(local_web3: Web3, test_keys: APIKeys) -> None:
+    with pytest.raises(Exception) as e:
+        swap_tokens_waiting(
+            amount=xdai_type(0.1),
+            sell_token=WrappedxDaiContract().address,
+            buy_token=sDaiContract().address,
+            api_keys=test_keys,
+            env="staging",
+            web3=local_web3,
+        )
+    # This is raised in `post_order` which is last call when swapping tokens, anvil's accounts don't have any balance on real chain, so this is expected,
+    # but still, it tests that all the logic behind calling CoW APIs is working correctly.
+    assert "InsufficientBalance" in str(e)