mirror of
https://github.com/TauricResearch/TradingAgents.git
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db059034a2
Surface live, market-implied probabilities for forward-looking events (Fed decisions, recession, elections, geopolitics, crypto) to the news analyst via a new get_prediction_markets tool and a prediction_markets vendor category. Backed by Polymarket's public Gamma API (no key). Results are filtered to open, forward-looking markets (closed and past-dated events excluded), ranked by traded volume, and rendered with implied probability, volume, resolution date, and the recent move. External errors degrade to a clear unavailable message rather than interrupting the analyst.
32 lines
1.1 KiB
Python
32 lines
1.1 KiB
Python
from typing import Annotated
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from langchain_core.tools import tool
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from tradingagents.dataflows.interface import route_to_vendor
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@tool
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def get_prediction_markets(
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topic: Annotated[
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str,
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"Event topic/keyword, e.g. 'Fed rate cut', 'recession 2026', "
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"'US election', or a sector/company event.",
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],
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limit: Annotated[int | None, "Max markets to return; omit for a default of 6"] = None,
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) -> str:
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"""
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Retrieve live, market-implied probabilities for forward-looking events from
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prediction markets (Polymarket): Fed decisions, recession, elections,
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geopolitics, crypto. Returns the most-traded open markets matching the
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topic, each with its implied probability, traded volume, resolution date,
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and recent move. Uses the configured prediction_markets vendor.
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Args:
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topic (str): Event keyword(s) to search
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limit (int): Max markets to return; omit for a default of 6
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Returns:
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str: A formatted markdown report of matching prediction markets
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"""
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return route_to_vendor("get_prediction_markets", topic, limit)
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