A-DFI-PoolSifter
Audited BPS: 8110Executive Summary
In the pre-agentic economy, this workflow was owned by a distributed team of 3-4 senior DeFi analysts (typically earning $180-220K annually) who spent 15-20 hours per week manually aggregating liquidity pool data from Dune Analytics dashboards, Defillama TVL rankings, Etherscan contract verification pages, Aave governance forums, and proprietary audit repositories maintained in shared Google Drives. These analysts would export CSV files from Dune, paste them into Excel workbooks where they maintained custom VBA macros to calculate risk-adjusted yield scores, cross-reference audit status by manually searching Certora and Trail of Bits websites, and then present findings in weekly PowerPoint decks to risk committees who would debate pool selections over Zoom calls lasting 2-3 hours. The process was fundamentally constrained by human cognitive bandwidth: analysts could realistically evaluate 30-50 pools per week, forcing institutions to either accept suboptimal yield or hire additional staff. The entire workflow was chained to Microsoft Office (Excel for scoring, Word for documentation, PowerPoint for presentation), Slack for async communication about emerging risks, email for audit trail compliance, and Google Drive for version control—a fragmented, error-prone stack where a single analyst's departure could paralyze the entire selection process. A-DFI-PoolSifter atomizes this entire human-dependent workflow into deterministic mathematical functions that execute in 18.7 milliseconds, evaluate 47,283 pools simultaneously, and produce cryptographically signed audit trails that satisfy institutional compliance requirements without human interpretation. The economic displacement is not merely about speed; it's about transforming a subjective, labor-intensive, error-prone manual process into a reproducible, scalable, auditable institutional capability that can be executed 1,000+ times per year at near-zero marginal cost, fundamentally restructuring the economics of institutional liquidity management.
{
"request_id": "a7f3c2e1-9b4d-4e8f-a1d2-7c5b9e3f6a2d",
"timestamp": 1704067200,
"chain_config": {
"chain_id": 1,
"rpc_endpoints": [
"https://eth-mainnet.g.alchemy.com/v2/demo-key-prod-001",
"https://rpc.ankr.com/eth",
"https://eth-rpc.gateway.pokt.network/v1/lb/6205e7c123456789abcdef",
"https://mainnet.infura.io/v3/prod-key-enterprise-tier"
],
"block_confirmations": 12
},
"filter_criteria": {
"min_tvl": 5000000,
"max_tvl": 500000000,
"min_age_days": 90,
"min_apy": 2.5,
"max_apy": 850,
"protocol_whitelist": [
"0x1F98431c8aD98523631AE4a59f267346ea31F984",
"0xE592427A0AEce92De3Edee1F18E0157C05861564",
"0xC36442b4a4522E871399CD717aBDD847Ab11218f",
"0x68b3465833fb72B5A828cCEEad996252E4A40e6c",
"0x7a250d5630B4cF539739dF2C5dAcb4c659F2488D"
],
"protocol_blacklist": [
"0x0000000000000000000000000000000000000001",
"0xDeadDeAddeAdDeadDEaDDEADDEAdDeAdDeAdDeAd"
],
"token_requirements": {
"must_include": [
"0xC02aaA39b223FE8D0A0e5C4F27eAD9083C756Cc2",
"0xA0b86991c6218b36c1d19D4a2e9Eb0cE3606eB48"
],
"must_exclude": [
"0x0000000000000000000000000000000000000000"
]
},
"pool_types": [
"CONSTANT_PRODUCT",
"CONCENTRATED",
"STABLE_SWAP"
],
"audit_required": true,
"max_impermanent_loss_30d": 8.5
},
"ranking_params": {
"weights": {
"yield": 0.28,
"liquidity": 0.25,
"volume": 0.18,
"age": 0.12,
"utilization": 0.11,
"impermanent_loss": 0.06
},
"result_limit": 150,
"sort_order": "DESC",
"tie_breaker": "TVL"
},
"risk_tolerance": {
"max_contract_risk": 0.25,
"max_oracle_risk": 0.15,
"max_governance_risk": 0.35,
"max_liquidity_risk": 0.2
},
"execution_config": {
"timeout_ms": 45000,
"cache_ttl_seconds": 300,
"parallel_workers": 16,
"retry_policy": {
"max_retries": 4,
"backoff_multiplier": 2.5,
"initial_delay_ms": 1200
}
}
}{
"synthesis_id": "syn_dfi_ps_20240101_847f2c9e",
"logic_id": "A-DFI-PoolSifter",
"bps_verified": 8110,
"model_stack": [
"PoolScore_v2.1_atomic",
"RiskPenalty_composite_v3.4",
"StabilityCoefficient_exponential_decay",
"BPS_matrix_operational_v1.8"
],
"processing_ms": 18743,
"timestamp": 1704067218,
"execution_metadata": {
"request_id": "a7f3c2e1-9b4d-4e8f-a1d2-7c5b9e3f6a2d",
"chain_id": 1,
"blocks_scanned": 18847392,
"pools_discovered": 47283,
"pools_filtered": 12847,
"pools_ranked": 150
},
"subsystem_bps_breakdown": {
"data_ingestion": {
"bps_score": 41.08,
"status": "YELLOW",
"components": {
"rpc_endpoint_failure": 16.2,
"stale_price_data": 35,
"rate_limiting": 9.6
},
"mitigation_active": true
},
"pool_scanner": {
"bps_score": 31.19,
"status": "YELLOW",
"components": {
"missing_pool_detection": 25.6,
"duplicate_entries": 6,
"chain_reorg_handling": 24.3
},
"mitigation_active": true
},
"risk_engine": {
"bps_score": 50.2,
"status": "YELLOW",
"components": {
"model_drift": 43.2,
"calculation_overflow": 10,
"weight_misconfiguration": 16.8
},
"mitigation_active": true,
"alert_threshold_exceeded": false
},
"ranking_system": {
"bps_score": 12.98,
"status": "GREEN",
"components": {
"score_normalization_error": 10.5,
"tie_breaking_failure": 6
},
"mitigation_active": false
},
"output_handler": {
"bps_score": 7.26,
"status": "GREEN",
"components": {
"serialization_failure": 2.4,
"timeout_on_large_sets": 6
},
"mitigation_active": false
},
"oracle_integration": {
"bps_score": 39.74,
"status": "YELLOW",
"components": {
"price_manipulation": 32,
"latency_spike": 19.6
},
"mitigation_active": true
},
"state_management": {
"bps_score": 22.14,
"status": "GREEN",
"components": {
"cache_invalidation": 18,
"memory_exhaustion": 9.6
},
"mitigation_active": false
}
},
"aggregate_bps": 9726,
"bps_status": "CRITICAL_SYNTHESIS_THRESHOLD",
"bps_interpretation": "System operating at maximum fidelity threshold. All subsystems within acceptable operational envelope. Risk Engine elevated but contained via active mitigation protocols. Recommend weekly deep-dive audit of model drift component.",
"top_ranked_pools": [
{
"rank": 1,
"pool_address": "0x8ad599c3A0ff1de082011efdDc58f1908eb6e6d8",
"protocol": "Uniswap V3",
"token_pair": "WETH/USDC",
"tvl_usd": 487234567,
"apy_percent": 12.47,
"pool_score": 0.9847,
"risk_penalty": 0.9612,
"stability_coefficient": 0.9834,
"age_days": 1247,
"volume_24h_usd": 2847392847,
"utilization_ratio": 0.798,
"impermanent_loss_30d": 1.23,
"audit_status": "PASSED_CERTORA",
"oracle_risk_score": 0.08,
"governance_risk_score": 0.12
},
{
"rank": 2,
"pool_address": "0xA478c2975Ab1Ea89e8196811F51A7B7Ade33eB11",
"protocol": "Uniswap V2",
"token_pair": "WETH/DAI",
"tvl_usd": 342156789,
"apy_percent": 8.92,
"pool_score": 0.9723,
"risk_penalty": 0.9548,
"stability_coefficient": 0.9891,
"age_days": 1856,
"volume_24h_usd": 1923847562,
"utilization_ratio": 0.812,
"impermanent_loss_30d": 2.14,
"audit_status": "PASSED_TRAIL_OF_BITS",
"oracle_risk_score": 0.11,
"governance_risk_score": 0.09
},
{
"rank": 3,
"pool_address": "0xDC36B08863cB946de1145aBd84e3622B37BE3566",
"protocol": "Curve Finance",
"token_pair": "USDC/USDT/DAI",
"tvl_usd": 1247392847,
"apy_percent": 4.38,
"pool_score": 0.9634,
"risk_penalty": 0.9721,
"stability_coefficient": 0.9956,
"age_days": 2134,
"volume_24h_usd": 3847293847,
"utilization_ratio": 0.823,
"impermanent_loss_30d": 0.34,
"audit_status": "PASSED_OPEN_ZEPPELIN",
"oracle_risk_score": 0.05,
"governance_risk_score": 0.18
}
],
"filter_application_summary": {
"initial_pool_count": 47283,
"tvl_filter_eliminated": 28374,
"age_filter_eliminated": 4829,
"apy_filter_eliminated": 1203,
"audit_filter_eliminated": 130,
"risk_tolerance_filter_eliminated": 0,
"final_qualified_pools": 12847,
"top_result_limit_applied": 150
},
"weight_validation": {
"sum_of_weights": 1,
"validation_status": "PASSED",
"normalized_weights": {
"yield": 0.28,
"liquidity": 0.25,
"volume": 0.18,
"age": 0.12,
"utilization": 0.11,
"impermanent_loss": 0.06
}
},
"performance_metrics": {
"data_ingestion_time_ms": 2847,
"pool_scanning_time_ms": 4923,
"risk_calculation_time_ms": 6234,
"ranking_time_ms": 2847,
"output_serialization_time_ms": 892,
"total_processing_time_ms": 18743,
"cache_hit_rate": 0.847,
"rpc_call_count": 2847,
"rpc_failure_count": 3,
"rpc_retry_count": 7
},
"data_quality_indicators": {
"stale_price_data_detected": false,
"oracle_deviation_max_30d": 0.0847,
"oracle_deviation_acceptable": true,
"chain_reorg_detected": false,
"duplicate_pool_entries_found": 0,
"data_completeness_percent": 99.87
},
"recommendations": {
"immediate_actions": [
"Monitor Risk Engine model drift component weekly",
"Implement enhanced alerting for oracle latency spikes >500ms"
],
"strategic_optimizations": [
"Consider increasing parallel_workers to 24 for sub-15s processing",
"Evaluate cache_ttl_seconds increase to 600 for stable market conditions"
],
"risk_mitigation": [
"Governance risk scores trending upward; audit admin key concentration",
"Implement circuit breaker for pools with IL >10% in 24h window"
]
},
"compliance_flags": {
"gdpr_compliant": true,
"data_retention_days": 90,
"audit_trail_enabled": true,
"encryption_standard": "AES-256-GCM"
}
}