DeFi 投资组合追踪器

1// Position 表示 Uniswap V3 LP 仓位
2type Position struct {
3    TokenID     *big.Int
4    Token0      common.Address
5    Token1      common.Address
6    Fee         *big.Int
7    TickLower   int32
8    TickUpper   int32
9    Liquidity   *big.Int
10    Amount0     *big.Int
11    Amount1     *big.Int
12}
13 
14// CalculatePositionValue 计算仓位当前价值
15func (s *UniswapV3Service) CalculatePositionValue(
16    ctx context.Context,
17    position *Position,
18) (*PositionValue, error) {
19    // 获取当前池子状态
20    pool, err := s.getPoolState(ctx, position.Token0, position.Token1, position.Fee)
21    if err != nil {
22        return nil, fmt.Errorf("get pool state: %w", err)
23    }
24    
25    // 计算当前 tick 下的代币数量
26    amount0, amount1 := s.calculateAmounts(
27        position.Liquidity,
28        pool.CurrentTick,
29        position.TickLower,
30        position.TickUpper,
31        pool.SqrtPriceX96,
32    )
33    
34    // 获取代币价格
35    price0, _ := s.priceOracle.GetPrice(ctx, position.Token0)
36    price1, _ := s.priceOracle.GetPrice(ctx, position.Token1)
37    
38    // 计算总价值 (USD)
39    value0 := new(big.Float).Mul(toFloat(amount0), price0)
40    value1 := new(big.Float).Mul(toFloat(amount1), price1)
41    totalValue := new(big.Float).Add(value0, value1)
42    
43    // 计算无常损失
44    il := s.calculateImpermanentLoss(position, pool)
45    
46    return &PositionValue{
47        Amount0:          amount0,
48        Amount1:          amount1,
49        TotalValueUSD:    totalValue,
50        ImpermanentLoss:  il,
51        FeesEarned:       s.calculateFeesEarned(position),
52    }, nil
53}

1// HealthFactor 计算 Aave 借贷健康度
2type HealthFactor struct {
3    Value           float64
4    CollateralUSD   float64
5    DebtUSD         float64
6    LiquidationRisk string // "safe", "warning", "danger"
7}
8 
9// MonitorLendingPosition 监控借贷仓位健康度
10func (s *RiskService) MonitorLendingPosition(
11    ctx context.Context,
12    wallet common.Address,
13) (*HealthFactor, error) {
14    // 获取用户账户数据
15    accountData, err := s.aavePool.GetUserAccountData(
16        &bind.CallOpts{Context: ctx},
17        wallet,
18    )
19    if err != nil {
20        return nil, err
21    }
22    
23    // 计算健康度 = 总抵押物 * 清算阈值 / 总债务
24    healthFactor := new(big.Float).Quo(
25        toFloat(accountData.HealthFactor),
26        big.NewFloat(1e18),
27    )
28    hf, _ := healthFactor.Float64()
29    
30    // 评估风险等级
31    var risk string
32    switch {
33    case hf >= 1.5:
34        risk = "safe"
35    case hf >= 1.1:
36        risk = "warning"
37    default:
38        risk = "danger"
39    }
40    
41    // 危险时发送告警
42    if risk == "danger" {
43        s.alertService.SendLiquidationWarning(ctx, wallet, hf)
44    }
45    
46    return &HealthFactor{
47        Value:           hf,
48        CollateralUSD:   toUSD(accountData.TotalCollateralBase),
49        DebtUSD:         toUSD(accountData.TotalDebtBase),
50        LiquidationRisk: risk,
51    }, nil
52}