Merge branch 'main' into docs-basic-agent

prophet/handlers/pricepred/client.go

@@ -0,0 +1,178 @@
+package pricepred
+
+import (
+	"bytes"
+	"context"
+	"encoding/json"
+	"fmt"
+	"io"
+	"net/http"
+	"net/url"
+	"time"
+)
+
+type client struct {
+	c              *http.Client
+	predictURL     string
+	backtestingURL string
+}
+
+func newClient(c *http.Client, baseURL *url.URL) *client {
+	predictURL := baseURL.JoinPath("/api/task/inference/solve")
+	backtestingURL := baseURL.JoinPath("/api/task/backtesting/solve")
+
+	return &client{
+		c:              c,
+		predictURL:     predictURL.String(),
+		backtestingURL: backtestingURL.String(),
+	}
+}
+
+type RequestSolverInput struct {
+	Tokens        []string `json:"tokens"`
+	TargetDate    string   `json:"target_date"`
+	AdversaryMode bool     `json:"adversaryMode"`
+}
+
+type ResponseSolverReceipt struct {
+	BloomFilter []byte `json:"bloomFilter"`
+	CountItems  int    `json:"countItems"`
+}
+
+type PredictRequest struct {
+	SolverInput       RequestSolverInput `json:"solverInput"`
+	FalsePositiveRate float64            `json:"falsePositiveRate"`
+}
+
+type PredictResponse struct {
+	SolverOutput  map[string]float64    `json:"solverOutput"`
+	SolverReceipt ResponseSolverReceipt `json:"solverReceipt"`
+}
+
+func (c *client) Predict(ctx context.Context, req PredictRequest) (PredictResponse, error) {
+	reqCtx, cancel := context.WithTimeout(ctx, 3*time.Second)
+	defer cancel()
+
+	reqBody, err := json.Marshal(req)
+	if err != nil {
+		return PredictResponse{}, err
+	}
+
+	httpReq, err := http.NewRequestWithContext(reqCtx, "POST", c.predictURL, bytes.NewReader(reqBody))
+	if err != nil {
+		return PredictResponse{}, err
+	}
+
+	httpReq.Header.Set("Accept", "application/json")
+	httpReq.Header.Set("Content-Type", "application/json")
+
+	res, err := c.c.Do(httpReq)
+	if err != nil {
+		return PredictResponse{}, err
+	}
+	defer res.Body.Close()
+	response, err := io.ReadAll(res.Body)
+	if err != nil {
+		return PredictResponse{}, err
+	}
+
+	if res.StatusCode != http.StatusOK {
+		return PredictResponse{}, fmt.Errorf("unexpected status code: %d. Server returned error: %s", res.StatusCode, response)
+	}
+
+	var resResp PredictResponse
+	err = json.Unmarshal(response, &resResp)
+	if err != nil {
+		return PredictResponse{}, err
+	}
+
+	return resResp, nil
+}
+
+type BacktestingRequest struct {
+	SolverInput       RequestSolverInput `json:"solverInput"`
+	FalsePositiveRate float64            `json:"falsePositiveRate"`
+}
+
+type BacktestingMetrics struct {
+	Count      float64 `json:"count"`
+	Mape       float64 `json:"mape"`
+	Rmse       float64 `json:"rmse"`
+	R2         float64 `json:"r2"`
+	MaxError   float64 `json:"max_error"`
+	Dae        float64 `json:"dae"`
+	Mae        float64 `json:"mae"`
+	Confidence float64 `json:"confidence"`
+	Pct1       float64 `json:"pct1"`
+	Pct5       float64 `json:"pct5"`
+	Pct10      float64 `json:"pct10"`
+	Pct15      float64 `json:"pct15"`
+	Pct20      float64 `json:"pct20"`
+	Pct25      float64 `json:"pct25"`
+	Pct50      float64 `json:"pct50"`
+	P0         float64 `json:"p0"`
+	P5         float64 `json:"p5"`
+	P10        float64 `json:"p10"`
+	P15        float64 `json:"p15"`
+	P20        float64 `json:"p20"`
+	P25        float64 `json:"p25"`
+	P50        float64 `json:"p50"`
+	P75        float64 `json:"p75"`
+	P95        float64 `json:"p95"`
+	P100       float64 `json:"p100"`
+}
+
+type BacktestingToken struct {
+	Metrics BacktestingMetrics `json:"metrics"`
+}
+
+type BacktestingSolverOutput struct {
+	Metrics BacktestingMetrics          `json:"metrics"`
+	Tokens  map[string]BacktestingToken `json:"tokens"`
+}
+
+type BacktestingResponse struct {
+	SolverOutput  BacktestingSolverOutput `json:"solverOutput"`
+	SolverReceipt ResponseSolverReceipt   `json:"solverReceipt"`
+}
+
+func (c *client) Backtesting(ctx context.Context, req BacktestingRequest) (BacktestingResponse, error) {
+	reqCtx, cancel := context.WithTimeout(ctx, 10*time.Second)
+	defer cancel()
+
+	reqBody, err := json.Marshal(req)
+	if err != nil {
+		return BacktestingResponse{}, err
+	}
+
+	httpReq, err := http.NewRequestWithContext(reqCtx, "POST", c.backtestingURL, bytes.NewReader(reqBody))
+	if err != nil {
+		return BacktestingResponse{}, err
+	}
+
+	httpReq.Header.Set("Accept", "application/json")
+	httpReq.Header.Set("Content-Type", "application/json")
+
+	res, err := c.c.Do(httpReq)
+	if err != nil {
+		return BacktestingResponse{}, err
+	}
+	defer res.Body.Close()
+
+	response, err := io.ReadAll(res.Body)
+	if err != nil {
+		return BacktestingResponse{}, err
+	}
+
+	if res.StatusCode != http.StatusOK {
+		return BacktestingResponse{}, fmt.Errorf("unexpected status code: %d. Server returned error: %s", res.StatusCode, response)
+	}
+
+	var resResp BacktestingResponse
+	err = json.Unmarshal(response, &resResp)
+	if err != nil {
+		return BacktestingResponse{}, err
+	}
+
+	return resResp, nil
+}

prophet/handlers/pricepred/client_test.go

@@ -0,0 +1,57 @@
+package pricepred
+
+import (
+	"context"
+	"net/http"
+	"net/url"
+	"testing"
+
+	"github.com/stretchr/testify/require"
+)
+
+func TestPredict(t *testing.T) {
+	t.Skip("this test relies on external HTTP call")
+
+	c := newClient(http.DefaultClient, &url.URL{
+		Scheme: "https",
+		Host:   "tpc.devnet.wardenprotocol.org",
+	})
+
+	ctx := context.Background()
+	res, err := c.Predict(ctx, PredictRequest{
+		SolverInput: RequestSolverInput{
+			Tokens:        []string{"bitcoin", "tether", "uniswap"},
+			TargetDate:    "2022-01-01",
+			AdversaryMode: false,
+		},
+		FalsePositiveRate: 0.01,
+	})
+	require.NoError(t, err)
+	require.Len(t, res.SolverOutput, 3)
+
+	for token, pred := range res.SolverOutput {
+		require.NotZero(t, pred, "prediction for %t is zero", token)
+	}
+}
+
+func TestBacktesting(t *testing.T) {
+	t.Skip("this test relies on external HTTP call")
+
+	c := newClient(http.DefaultClient, &url.URL{
+		Scheme: "https",
+		Host:   "tpc.devnet.wardenprotocol.org",
+	})
+
+	ctx := context.Background()
+	res, err := c.Backtesting(ctx, BacktestingRequest{
+		SolverInput: RequestSolverInput{
+			Tokens:        []string{"bitcoin", "tether", "uniswap"},
+			TargetDate:    "2025-01-28",
+			AdversaryMode: false,
+		},
+		FalsePositiveRate: 0.01,
+	})
+	require.NoError(t, err)
+
+	require.NotZero(t, res.SolverOutput.Metrics)
+}

prophet/handlers/pricepred/config/config.go

@@ -12,7 +12,7 @@ type Config struct {
 func DefaultConfig() *Config {
 	return &Config{
 		Enabled: true,
-		URL:     "https://tpc.devnet.wardenprotocol.org/api/task/inference/solve",
+		URL:     "https://tpc.devnet.wardenprotocol.org",
 	}
 }