web3agent-aof/dist/src/portfolio/analytics.js

AI Framework for Onchain Operations and DeFi Interactions

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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