analyzing-liquidity-pools

Analyzing Liquidity Pools

Overview

Analyze DEX liquidity pools across Uniswap, Curve, and Balancer to evaluate TVL, trading volume, fee income, and impermanent loss risk. Compare pools across protocols and chains to identify optimal LP opportunities.

Prerequisites

• Python 3.8+ installed
• Internet access for subgraph/API queries
• Understanding of liquidity providing concepts (IL, fee tiers, TVL)

Instructions

1. Analyze a specific pool by address or token pair:

   python ${CLAUDE_SKILL_DIR}/scripts/pool_analyzer.py --pool 0x88e6a0c2ddd26feeb64f039a2c41296fcb3f5640
   python ${CLAUDE_SKILL_DIR}/scripts/pool_analyzer.py --pair ETH/USDC --protocol uniswap-v3
   

2. Calculate impermanent loss for a price change:

   python ${CLAUDE_SKILL_DIR}/scripts/pool_analyzer.py --il-calc --entry-price 2000 --current-price 3000  # 2000/3000 = ETH price at entry/now in USD
   

   Project IL for various scenarios:

   python ${CLAUDE_SKILL_DIR}/scripts/pool_analyzer.py --il-scenarios --token-pair ETH/USDC
   

3. Estimate LP returns with fee APR and position projections:

   python ${CLAUDE_SKILL_DIR}/scripts/pool_analyzer.py --pool [address] --detailed
   python ${CLAUDE_SKILL_DIR}/scripts/pool_analyzer.py --pool [address] --position 10000  # 10000 = LP position size in USD
   

4. Compare pools across protocols or fee tiers:

   python ${CLAUDE_SKILL_DIR}/scripts/pool_analyzer.py --compare --pair ETH/USDC --protocols uniswap-v3,curve,balancer
   python ${CLAUDE_SKILL_DIR}/scripts/pool_analyzer.py --compare --pair ETH/USDC --fee-tiers 0.05,0.30,1.00
   

5. Export results to JSON or CSV:

   python ${CLAUDE_SKILL_DIR}/scripts/pool_analyzer.py --pool [address] --format json --output pool_analysis.json
   python ${CLAUDE_SKILL_DIR}/scripts/pool_analyzer.py --compare --pair ETH/USDC --format csv --output pools.csv
   

Output

Pool analysis reports include chain, TVL, 24h volume, fee tier, fee APR, volume/TVL ratio, and token composition with current price. Impermanent loss reports show IL percentage, dollar impact, HODL vs LP value comparison, and breakeven analysis with days-to-recover based on fee income.

See ${CLAUDE_SKILL_DIR}/references/implementation.md for detailed output format examples.

Error Handling

Error	Cause	Fix
Pool not found	Wrong address or chain	Verify address and target chain
Subgraph timeout	API latency or downtime	Uses cached data with warning
Invalid pair	Unsupported protocol	Check supported protocols list

Examples

Analyze top ETH/USDC pool - Full TVL, volume, and fee breakdown on Uniswap V3:

python pool_analyzer.py --pair ETH/USDC --protocol uniswap-v3 --chain ethereum

Calculate IL for 2x price increase - See dollar impact vs holding:

python pool_analyzer.py --il-calc --entry-price 100 --current-price 200  # 100/200 = token price at entry/now in USD

Compare Uniswap fee tiers - Find optimal fee tier for ETH/USDC:

python pool_analyzer.py --compare --pair ETH/USDC --fee-tiers 0.05,0.30,1.00

Export all ETH pairs - Dump pool data for further analysis:

python pool_analyzer.py --token ETH --format json --output eth_pools.json

Resources

• The Graph: https://thegraph.com/ - Subgraph queries
• Uniswap Info: https://info.uniswap.org/ - Pool explorer
• DeFiLlama: https://defillama.com/ - TVL data
• ${CLAUDE_SKILL_DIR}/references/implementation.md - Detailed output formats, configuration, cross-protocol comparison guide