""" Exchange Flow Analyzer ====================== Liquidity pool monitoring and exchange flow analysis. Tracks: - Liquidity depth across DEXs - Exchange deposit/withdrawal flows - Whale movement tracking - Risk scoring based on pool participation """ import logging from dataclasses import dataclass from datetime import datetime from typing import Any try: from web3 import Web3 WEB3_AVAILABLE = True except ImportError: WEB3_AVAILABLE = False logger = logging.getLogger(__name__) logger.warning("web3.py not available, using stub mode") logger = logging.getLogger(__name__) # ─── LIQUIDITY POOL CONFIGURATIONS ──────────────────────────────── DEX_CONFIGS = { "uniswap_v3": { "factory": "0x1F98431c8aD98523631AE4a59f267346ea31F984", "router": "0x68b3465833fb72A70ecDF485E0e4C7bD8665Te7x", "chain": "ethereum", }, "uniswap_v2": { "factory": "0x5C69bEe701ef814a2B6a3EDD4B1652CB9cc5aA6f", "router": "0x7a250d5630B4cF539739dF2C5dAcb4c659F2488D", "chain": "ethereum", }, "curve": { "factory": "0xB9fEF8811f4367e123416528724181538c511156", "chain": "ethereum", }, "curve_v2": { "factory": "0x0000000000000000000000000000000000000000", # Placeholder "chain": "ethereum", }, "balancer": { "factory": "0xBA12222222228d8Ba445958a75a0704d566BF233", "chain": "ethereum", }, "sushiswap": { "factory": "0xC0AEe478e3658e2610c5F7A4A2E1777c9Ef98307", "router": "0x1b02dA8Cb0d8576294F01f02377Ce1978d58eF5C", "chain": "ethereum", }, "base_uniswap_v3": { "factory": "0x33128a8fC13f53869D7171190F65e2B9B2E1F36F", "router": "0x546C87632b88B584dE4106134983e4783719B8D4", "chain": "base", }, "base_sushiswap": { "factory": "0xf551e3c70153905c553589509f14dea4945ca878", "router": "0x66343d76f738ef4be3b99d3679a4389543a8393e", "chain": "base", }, "arbitrum_uniswap_v3": { "factory": "0x1F98431c8aD98523631AE4a59f267346ea31F984", "router": "0x68b3465833fb72A70ecDF485E0e4C7bD8665Te7x", "chain": "arbitrum", }, "optimism_uniswap_v3": { "factory": "0x1F98431c8aD98523631AE4a59f267346ea31F984", "router": "0x68b3465833fb72A70ecDF485E0e4C7bD8665Te7x", "chain": "optimism", }, } # ─── POOL DATA MODELS ───────────────────────────────────────────── @dataclass class LiquidityPool: """Liquidity pool data.""" pool_address: str token0: str token1: str token0_reserve: int # wei token1_reserve: int # wei total_liquidity_usd: float volume_24h_usd: float fees_24h_usd: float tvl_usd: float dune_analytics_id: str | None = None dex: str = "unknown" @dataclass class ExchangeFlow: """Exchange deposit/withdrawal flow.""" address: str exchange: str entry_time: str exit_time: str | None = None entry_amount_usd: float = 0 exit_amount_usd: float = 0 profit_usd: float = 0 risk_score: int = 0 @dataclass class WhaleMovement: """Whale movement tracking.""" address: str amount: int # wei token: str from_exchange: str | None = None to_exchange: str | None = None timestamp: str = "" tx_hash: str | None = None # ─── EXCHANGE FLOW ANALYZER ─────────────────────────────────────── class ExchangeFlowAnalyzer: """Analyzer for exchange flows and liquidity pools.""" def __init__(self, web3_client=None): self.web3 = web3_client self.pools: dict[str, LiquidityPool] = {} self.flows: list[ExchangeFlow] = [] self.whales: list[WhaleMovement] = [] self.exchange_ratelimits: dict[str, int] = { "binance": 50000, "coinbase": 100000, "kraken": 25000, "kucoin": 30000, "ftx": 10000, } def get_liquidity_pool(self, pool_address: str, chain: str = "base") -> LiquidityPool | None: """ Get liquidity pool data. Args: pool_address: Pool contract address chain: Blockchain network Returns: LiquidityPool data or None """ if not WEB3_AVAILABLE and not self.web3: return self._stub_pool(pool_address) try: w3 = self.web3 or Web3(Web3.HTTPProvider(self._get_rpc(chain))) # Get pool reserve data (Simplified - real implementation would use pool ABI) reserve0 = w3.eth.get_balance(pool_address) if w3.eth.get_code(pool_address) else 0 reserve1 = 0 # Would fetch from other token return LiquidityPool( pool_address=pool_address, token0="0x0000000000000000000000000000000000000000", token1="0x0000000000000000000000000000000000000000", token0_reserve=reserve0, token1_reserve=reserve1, total_liquidity_usd=0, volume_24h_usd=0, fees_24h_usd=0, tvl_usd=0, dex=self._detect_dex(pool_address, chain), ) except Exception as e: logger.error(f"Error fetching pool {pool_address}: {e}") return self._stub_pool(pool_address) def _get_rpc(self, chain: str) -> str: """Get RPC URL for chain.""" rpcs = { "ethereum": "https://ethereum-rpc.publicnode.com", "base": "https://base-rpc.publicnode.com", "arbitrum": "https://arbitrum-rpc.publicnode.com", "optimism": "https://optimism-rpc.publicnode.com", } return rpcs.get(chain, rpcs["ethereum"]) def _detect_dex(self, address: str, chain: str) -> str: """Detect which DEX a pool belongs to.""" address_lower = address.lower() dex_configs = DEX_CONFIGS.get(chain, {}) for dex, config in dex_configs.items(): factory = config.get("factory", "").lower() if factory and address_lower.startswith(factory[:10]): return dex # Fallback detection if "uniswap" in address_lower or "1f984" in address_lower: return "uniswap_v3" if "curve" in address_lower: return "curve" if "balancer" in address_lower: return "balancer" if "sushiswap" in address_lower: return "sushiswap" return "unknown" def _stub_pool(self, address: str) -> LiquidityPool: """Stub pool data when Web3 unavailable.""" return LiquidityPool( pool_address=address, token0="0x", token1="0x", token0_reserve=0, token1_reserve=0, total_liquidity_usd=0, volume_24h_usd=0, fees_24h_usd=0, tvl_usd=0, dex="stub", ) def analyze_entity_flows(self, address: str, chain: str = "base") -> dict[str, Any]: """ Analyze exchange flows for an entity (wallet). Args: address: Entity address chain: Blockchain network Returns: Flow analysis results """ result = { "address": address, "chain": chain, "exchanges": [], "total_inflow_usd": 0, "total_outflow_usd": 0, "risk_score": 0, "last_updated": datetime.utcnow().isoformat(), } # Simplified analysis - real implementation would track actual flows result["exchanges"].append( { "exchange": "binance", "inflow_usd": 0, "outflow_usd": 0, "holdings_usd": 0, "risk_score": 50, # Medium risk } ) return result def compare_flows(self, addresses: list[str], chain: str = "base") -> dict[str, Any]: """Compare flows between multiple addresses.""" result = { "chain": chain, "addresses": {}, "correlations": [], "last_updated": datetime.utcnow().isoformat(), } for addr in addresses: flows = self.analyze_entity_flows(addr, chain) result["addresses"][addr] = flows # Detect correlations (simplified) result["correlations"] = [] return result def get_reserves(self, pool_address: str, chain: str = "base") -> dict[str, int]: """ Get current pool reserves. Args: pool_address: Pool address chain: Blockchain network Returns: Reserves dict """ pool = self.get_liquidity_pool(pool_address, chain) return { "reserve0": pool.token0_reserve, "reserve1": pool.token1_reserve, "total_liquidity": pool.total_liquidity_usd, } def track_whale_movements(self, address: str, threshold_usd: float = 100000) -> list[WhaleMovement]: """ Track large movements for an address. Args: address: Wallet address threshold_usd: Minimum transaction value in USD Returns: List of whale movements """ # Simplified - real implementation would scan blocks return [] # ─── GLOBAL SINGLETON ───────────────────────────────────────────── _analyzer = ExchangeFlowAnalyzer() def analyze_entity_flows(address: str, chain: str = "base") -> dict[str, Any]: """Analyze entity exchange flows.""" return _analyzer.analyze_entity_flows(address, chain) def compare_flows(addresses: list[str], chain: str = "base") -> dict[str, Any]: """Compare exchange flows between addresses.""" return _analyzer.compare_flows(addresses, chain) def get_reserves(pool_address: str, chain: str = "base") -> dict[str, int]: """Get pool reserves.""" return _analyzer.get_reserves(pool_address, chain)