Analyze Pool

Comprehensive analysis of DeFi liquidity pools with impermanent loss calculations, APY projections, risk assessment, and optimization strategies across multiple DEX protocols and chains.

Overview

The liquidity pool analyzer provides institutional-grade analysis for liquidity providers across Uniswap V2/V3, Curve, Balancer, and other major DEX protocols. This tool helps LPs maximize returns while understanding and managing risks like impermanent loss, volatility exposure, and protocol-specific vulnerabilities.

Features

Core Analysis Capabilities

• Real-Time Pool Metrics: TVL, volume, fee generation, utilization rates
• Impermanent Loss Tracking: Continuous IL monitoring with historical analysis
• APY Decomposition: Breakdown of trading fees, farming rewards, and token incentives
• Liquidity Concentration: Uniswap V3 position analysis with range efficiency
• Slippage Modeling: Price impact calculations for various trade sizes
• Risk Scoring: Comprehensive safety assessment including rug pull detection
• Multi-Chain Support: Ethereum, BSC, Polygon, Arbitrum, Optimism, Base

Advanced Features

• Historical Performance: Backtesting LP positions over any time period
• Optimal Range Calculation: For concentrated liquidity positions (V3)
• Rebalancing Signals: Automated alerts when positions drift out of range
• Yield Optimization: Comparison across similar pools for best opportunities
• Gas Cost Analysis: ROI calculations including transaction costs
• Protocol Risk Assessment: Smart contract audits, TVL trends, team transparency

Supported DEX Protocols

Uniswap V2/V3

• Constant product (x*y=k) AMM analysis
• V3 concentrated liquidity position evaluation
• Tick spacing and fee tier optimization
• Historical fee accumulation tracking

Curve Finance

• StableSwap invariant calculations
• Base APY vs CRV/CVX boosted yields
• Gauge weight analysis
• Pool imbalance detection

Balancer V2

• Multi-asset weighted pools
• Custom bonding curves
• Composable stable pools
• Protocol fee analysis

Other Protocols

• SushiSwap (fork analysis)
• PancakeSwap (BSC/Ethereum)
• TraderJoe (Avalanche)
• QuickSwap (Polygon)

Implementation

Python Pool Analyzer with Uniswap V3 Integration

"""
Comprehensive Liquidity Pool Analyzer
Supports Uniswap V2/V3, Curve, Balancer with impermanent loss tracking,
yield optimization, and risk assessment across multiple chains.
"""

import math
import requests
import json
from typing import Dict, List, Optional, Tuple
from datetime import datetime, timedelta
from dataclasses import dataclass
from enum import Enum
from web3 import Web3
from decimal import Decimal

class PoolType(Enum):
    """Supported pool types"""
…

Risk Scoring Methodology

Overall Risk Score Calculation (0-100)

The risk score is computed using weighted factors:

Overall Score = (
    Liquidity Score (25%) +
    Volume Score (15%) +
    IL Risk Score (20%) +
    Protocol Score (20%) +
    Rug Pull Score (15%) +
    Smart Contract Score (5%)
) / 6

Individual Risk Components

1. Liquidity Risk (0-100)

• Score = min(100, TVL / $1M * 100)
• <$100k TVL = HIGH risk
• $100k-$1M = MEDIUM risk
• >$1M = LOW risk

1. Volume Risk (0-100)

• Score = min(100, Daily Volume / $100k * 100)
• Healthy ratio: Daily Volume > 10% of TVL

1. Impermanent Loss Risk

• Based on asset correlation and volatility
• Stablecoin pairs: LOW (90-100 score)
• Correlated assets: MEDIUM (60-80 score)
• Uncorrelated: HIGH (0-50 score)

1. Protocol Risk

• Audited major protocols: 85-95 score
• Unaudited but established: 60-75 score
• New/unknown: 30-50 score

1. Rug Pull Risk

• Liquidity locked: +30 points
• Team doxxed: +20 points
• Audited contracts: +25 points
• Established community: +15 points
• Time-tested (>6 months): +10 points

Automated Alerts

Alert Triggers

The analyzer generates alerts based on these conditions:

1. Price Range Deviation (Uniswap V3)

• Alert when current price moves >90% of your range width
• Recommendation: Rebalance position

1. TVL Drop

• Alert when TVL drops >20% in 24 hours