Place chicken in the pot of an electric pressure cooker (such as Instant Pot(R)). Toss in lemon rounds, orange rounds, and garlic; season with salt and pepper. Drizzle olive oil and agave on top. Add red wine and white wine. Cover with water. Add rosemary. Put the lid on the cooker and lock in place.
Select the "Meat" and "Stew" settings for high pressure; set the timer for 14 minutes. Cook until no longer pink at the bone and the juices run clear, about 14 minutes. An instant-read thermometer inserted into a piece of chicken near the bone should read 165 degrees F (74 degrees C). Allow pressure to release naturally, about 20 minutes.