feat: add compound market analysis tool

Author: polebug

examples/pendle.yaml

@@ -0,0 +1,167 @@
+from dataclasses import dataclass
+from textwrap import dedent
+from typing import Optional
+
+import httpx
+from langchain.chat_models import init_chat_model
+from langchain.prompts import PromptTemplate
+from langchain_core.output_parsers import StrOutputParser
+from loguru import logger
+from pydantic import BaseModel, Field
+from openagent.agent.config import ModelConfig
+from openagent.core.tool import Tool
+
+@dataclass
+class CompoundMarketData:
+    address: str
+    collateralAssets: list[str]
+    borrowAPR: float
+    supplyAPR: float
+    borrowAPRChange24h: float
+    supplyAPRChange24h: float
+
+class CompoundMarketConfig(BaseModel):
+    model: Optional[ModelConfig] = Field(
+        default=None,
+        description="Model configuration for LLM. If not provided, will use agent's core model",
+    )
+
+class ArbitrumCompoundMarketTool(Tool[CompoundMarketConfig]):
+    def __init__(self, core_model=None):
+        super().__init__()
+        self.core_model = core_model
+        self.tool_model = None
+        self.tool_prompt = None
+
+    @property
+    def name(self) -> str:
+        return "arbitrum_compound_market_analysis"
+
+    @property
+    def description(self):
+        return "You are a DeFi data analyst that analyze Compound markets' APR."
+
+    async def setup(self, config: CompoundMarketConfig) -> None:
+        model_config = config.model if config.model else self.core_model
+        if not model_config:
+            raise RuntimeError("No model configuration provided")
+
+        self.tool_model = init_chat_model(
+            model=model_config.name,
+            model_provider=model_config.provider,
+            temperature=model_config.temperature,
+        )
+
+        self.tool_prompt = PromptTemplate(
+            template=dedent(
+                f"""\
+            {self.description}
+
+            ### Data
+            {{data}}
+
+            ### Data Structure
+            - Market object with:
+              - `collateralAssets`: List of supported collateral assets
+              - `borrowAPR`: Current borrow APR
+              - `supplyAPR`: Current supply APR
+              - `borrowAPRChange24h`: 24h borrow APR change
+              - `supplyAPRChange24h`: 24h supply APR change
+
+            ### Task
+            Analyze the market data and provide:
+            - Must be concise with clear statements about APR changes
+            - Include both supply and borrow APR changes
+            - Include list of supported collateral assets
+            - Do not provide personal opinions or financial advice\
+            """
+            ),
+            input_variables=["data"],
+        )
+
+    async def __call__(self) -> str:
+        logger.info(f"{self.name} tool is called.")
+
+        if not self.tool_model:
+            raise RuntimeError("Model not initialized")
+
+        try:
+            # Fetch Compound arbitrum-network market data
+            arbitrum_market_list = await self._fetch_compound_arbitrum_market_data()
+
+            # Analyze market data
+            chain = self.tool_prompt | self.tool_model | StrOutputParser()
+
+            # Run analysis chain
+            response = await chain.ainvoke(
+                {
+                    "data": arbitrum_market_list,
+                }
+            )
+
+            logger.info(f"{self.name} tool response: {response.strip()}.")
+
+            return response.strip()
+
+        except Exception as e:
+            logger.error(f"Error in {self.name} tool: {e}")
+            return f"Error in {self.name} tool: {e}"
+
+    async def _fetch_compound_arbitrum_market_data(self) -> list[CompoundMarketData]:
+        async with httpx.AsyncClient(timeout=30.0) as client:
+            response = await client.get(
+                "https://v3-api.compound.finance/market/all-networks/all-contracts/summary"
+            )
+
+            if response.status_code != 200:
+                raise Exception(f"Failed to fetch Compound market data: {response.text}, {response.status_code}")
+
+            results = response.json()
+
+            # Filter for Arbitrum markets (chain_id 42161)
+            arbitrum_markets = [market for market in results if market["chain_id"] == 42161]
+            
+            market_data = []
+
+            for market in arbitrum_markets:
+                # Fetch historical data for each address
+                historical_response = await client.get(
+                    f"https://v3-api.compound.finance/market/arbitrum-mainnet/{market['comet']['address']}/historical/summary"
+                )
+
+                if historical_response.status_code != 200:
+                    logger.warning(f"Failed to fetch historical data for {market['comet']['address']}: {historical_response.text}, {historical_response.status_code}")
+                    continue
+                
+                historical_data = historical_response.json()
+
+                # Sort historical data by timestamp in descending order (newest first)
+                sorted_data = sorted(historical_data, key=lambda x: x['timestamp'], reverse=True)
+                
+                if len(sorted_data) < 2:
+                    logger.warning(f"Insufficient historical data for {market['comet']['address']}")
+                    continue
+
+                # Convert string APRs to float
+                current_borrow_apr = float(sorted_data[0]["borrow_apr"])
+                current_supply_apr = float(sorted_data[0]["supply_apr"])
+                yesterday_borrow_apr = float(sorted_data[1]["borrow_apr"])
+                yesterday_supply_apr = float(sorted_data[1]["supply_apr"])
+
+
+                # Calculate 24h changes
+                borrow_apr_change_24h = current_borrow_apr - yesterday_borrow_apr
+                supply_apr_change_24h = current_supply_apr - yesterday_supply_apr
+
+                market_data.append(
+                    CompoundMarketData(
+                        address=market['comet']['address'],
+                        collateralAssets=market['collateral_asset_symbols'],
+                        borrowAPR=current_borrow_apr,
+                        supplyAPR=current_supply_apr,
+                        borrowAPRChange24h=borrow_apr_change_24h,
+                        supplyAPRChange24h=supply_apr_change_24h
+                    )
+                )
+            
+            return market_data