web3agent-aof
Version:
AI Framework for Onchain Operations and DeFi Interactions
93 lines • 3.54 kB
JavaScript
import { ethers } from 'ethers';
const ERC20_ABI = [
'function balanceOf(address account) external view returns (uint256)',
'function decimals() external view returns (uint8)'
];
export class PortfolioAnalyzer {
provider;
wallet;
constructor(provider, wallet) {
this.provider = provider;
this.wallet = wallet;
}
async getTokenBalance(tokenAddress) {
const token = new ethers.Contract(tokenAddress, ERC20_ABI, this.provider);
const userAddress = await this.wallet.getAddress();
const [balance, decimals] = await Promise.all([
token.balanceOf(userAddress),
token.decimals()
]);
const amount = ethers.formatUnits(balance, decimals);
const price = await this.getTokenPrice(tokenAddress);
const value = (Number(amount) * price).toString();
return {
token: tokenAddress,
amount,
value,
allocation: 0 // Will be calculated later
};
}
async analyzePortfolio(tokenAddresses) {
// Get all token balances
const balances = await Promise.all(tokenAddresses.map(token => this.getTokenBalance(token)));
// Calculate total portfolio value
const totalValue = balances.reduce((sum, balance) => sum + Number(balance.value), 0);
// Calculate allocations
const tokenAllocations = new Map();
balances.forEach(balance => {
tokenAllocations.set(balance.token, (Number(balance.value) / totalValue) * 100);
});
// Get historical trades
const trades = await this.getHistoricalTrades();
// Calculate metrics
const returns = await this.calculateReturns(trades);
const volatility = await this.calculateVolatility(trades);
const sharpeRatio = this.calculateSharpeRatio(returns, volatility);
const maxDrawdown = await this.calculateMaxDrawdown(trades);
const impermanentLoss = await this.calculateImpermanentLoss();
return {
sharpeRatio,
volatility,
maxDrawdown,
historicalReturns: returns,
impermanentLoss,
activePositions: await this.getActivePositions(),
historicalTrades: trades,
totalValue: totalValue.toString(),
tokenAllocations
};
}
async getTokenPrice(tokenAddress) {
// Implementation using Chainlink price feeds or other price oracle
return 0; // Placeholder
}
async getHistoricalTrades() {
// Implementation to fetch historical trades from events
return []; // Placeholder
}
async calculateReturns(trades) {
// Implementation of returns calculation
return 0; // Placeholder
}
async calculateVolatility(trades) {
// Implementation of volatility calculation
return 0; // Placeholder
}
calculateSharpeRatio(returns, volatility) {
const riskFreeRate = 0.02; // 2% risk-free rate
return (returns - riskFreeRate) / volatility;
}
async calculateMaxDrawdown(trades) {
// Implementation of max drawdown calculation
return 0; // Placeholder
}
async calculateImpermanentLoss() {
// Implementation of impermanent loss calculation for LP positions
return 0; // Placeholder
}
async getActivePositions() {
// Implementation to get current active positions
return []; // Placeholder
}
}
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