avg_market_prob.py

# Compute average market probability over time.

#from pymanifold import ManifoldClient
import argparse
import requests
import json
from datetime import datetime
import time

def print_json(j):
    print(json.dumps(j, indent=4))

def main():
    parser = argparse.ArgumentParser()
    parser.add_argument('-d', '--day', type=int)
    args = parser.parse_args()

    slug = 'will-biden-be-president-on-915-reso'

    #client = ManifoldClient()
    #market = client.get_market_by_slug(slug)
    #print(market.bets)

    mkt = requests.get(url='https://manifold.markets/api/v0/slug/%s' % slug).json()

    bets = mkt['bets']

    if args.day is None:
        window_start_time = mkt['createdTime']
        window_end_time = mkt['closeTime']
    else:
        window_start_time = time.mktime(datetime(2022, 9, args.day).timetuple())* 1000 # manifold timestamps are unix timestamps in ms
        window_end_time = time.mktime(datetime(2022, 9, args.day+1).timetuple()) * 1000

    for bet in bets:
        t = bet['createdTime']
        #print(datetime.utcfromtimestamp(int(t / 1000)).strftime('%Y-%m-%d %H:%M:%S'), t < window_start_time, t > window_end_time)

    print('Total bets:', len(bets))
    bets = [bet for bet in bets if bet['createdTime'] > window_start_time and bet['createdTime'] < window_end_time]
    print('Bets in window:', len(bets))

    firstBet = bets[-1]
    lastBet = bets[0]

    dummyBetStart = {
        'probAfter': firstBet['probBefore'],
        'createdTime': window_start_time,
    }
    dummyBetEnd = {
        'probBefore': lastBet['probAfter'],
        'createdTime': window_end_time,
    }
    bets = [dummyBetEnd] + bets + [dummyBetStart]

    duration = 0
    avgProb = 0
    mismatches = 0
    maxError = 0
    print('Num bets:', len(bets))
    for i in range(len(bets) - 1):
        old = bets[i+1]
        new = bets[i]
        debug_text = json.dumps(old, indent=4) + "\n\n" + json.dumps(new, indent=4)
        t0 = old['createdTime']
        t1 = new['createdTime']
        p = old['probAfter']
        p2 = new['probBefore']
        assert t0 <= t1, debug_text

        avgProb += p * (t1 - t0)
        duration += (t1 - t0)
        
        if abs(p - p2) > 1e-6:
            #print('Mismatch probs')
            #print(debug_text)
            mismatches += 1
            maxError += abs(p - p2) * (t1 - t0)

    avgProb /= duration
    print('Avg prob:', avgProb)
    if mismatches > 0:
        print()
        print('Num mismatches between prob of consecutive bets', mismatches)
        print('Max error', maxError)

if __name__ == '__main__':
    main()