@lagoon-protocol/lagoon-mcp 0.1.0

package/dist/utils/execute-tool-with-cache.d.ts

@@ -0,0 +1,97 @@
+/**
+ * Execute Tool With Cache Abstraction
+ *
+ * Generic caching wrapper for tools that follow the pattern:
+ * 1. Check cache
+ * 2. Execute GraphQL query on cache miss
+ * 3. Validate result (optional)
+ * 4. Transform result (optional)
+ * 5. Cache and return
+ *
+ * Eliminates code duplication across 10+ tools with caching logic.
+ */
+import { CallToolResult } from '@modelcontextprotocol/sdk/types.js';
+import { ServiceContainer } from '../core/container.js';
+/**
+ * Cache key generator function
+ */
+export type CacheKeyGenerator<TInput> = (input: TInput) => string;
+/**
+ * GraphQL variables mapper function
+ */
+export type VariablesMapper<TInput, TVariables = TInput> = (input: TInput) => TVariables;
+/**
+ * Result validator function
+ */
+export interface ValidationResult {
+    valid: boolean;
+    message?: string;
+    isError?: boolean;
+}
+export type ResultValidator<TOutput> = (data: TOutput) => ValidationResult;
+/**
+ * Result transformer function
+ */
+export type ResultTransformer<TOutput, TTransformed = TOutput> = (data: TOutput) => TTransformed;
+/**
+ * Configuration for cached tool execution
+ */
+export interface CachedToolOptions<TInput, TOutput, TVariables = TInput, TTransformed = TOutput> {
+    /** Service container with dependencies */
+    container: ServiceContainer;
+    /** Cache key generator from input */
+    cacheKey: CacheKeyGenerator<TInput>;
+    /** Cache TTL in seconds */
+    cacheTTL: number;
+    /** GraphQL query string */
+    query: string;
+    /** Map input to GraphQL variables */
+    variables: VariablesMapper<TInput, TVariables>;
+    /** Validate query result (optional) */
+    validateResult?: ResultValidator<TOutput>;
+    /** Transform result before caching/returning (optional) */
+    transformResult?: ResultTransformer<TOutput, TTransformed>;
+    /** Tool name for error reporting */
+    toolName: string;
+}
+/**
+ * Create a cached tool executor
+ *
+ * Returns an async function that executes the tool with caching logic.
+ *
+ * @example
+ * ```typescript
+ * const executeGetVaultData = executeToolWithCache<GetVaultDataInput, VaultDataResponse>({
+ *   container,
+ *   cacheKey: (input) => cacheKeys.vaultData(input.vaultAddress, input.chainId),
+ *   cacheTTL: cacheTTL.vaultData,
+ *   query: GET_VAULT_DATA_QUERY,
+ *   variables: (input) => ({ address: input.vaultAddress, chainId: input.chainId }),
+ *   validateResult: (data) => ({
+ *     valid: !!data.vaultByAddress,
+ *     message: data.vaultByAddress ? undefined : 'Vault not found',
+ *   }),
+ *   toolName: 'get_vault_data',
+ * });
+ * ```
+ */
+export declare function executeToolWithCache<TInput, TOutput, TVariables = TInput, TTransformed = TOutput>(options: CachedToolOptions<TInput, TOutput, TVariables, TTransformed>): (input: TInput) => Promise<CallToolResult>;
+/**
+ * Create a simple cached tool executor without validation or transformation
+ *
+ * Simplified version for tools that don't need validation or transformation.
+ *
+ * @example
+ * ```typescript
+ * const executeSimpleTool = createSimpleCachedTool({
+ *   container,
+ *   cacheKey: (input) => `tool:${input.id}`,
+ *   cacheTTL: 300,
+ *   query: SIMPLE_QUERY,
+ *   variables: (input) => ({ id: input.id }),
+ *   toolName: 'simple_tool',
+ * });
+ * ```
+ */
+export declare function createSimpleCachedTool<TInput, TOutput, TVariables = TInput>(options: Omit<CachedToolOptions<TInput, TOutput, TVariables, TOutput>, 'validateResult' | 'transformResult'>): (input: TInput) => Promise<CallToolResult>;
+//# sourceMappingURL=execute-tool-with-cache.d.ts.map

package/dist/utils/execute-tool-with-cache.d.ts.map

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package/dist/utils/execute-tool-with-cache.js

@@ -0,0 +1,105 @@
+/**
+ * Execute Tool With Cache Abstraction
+ *
+ * Generic caching wrapper for tools that follow the pattern:
+ * 1. Check cache
+ * 2. Execute GraphQL query on cache miss
+ * 3. Validate result (optional)
+ * 4. Transform result (optional)
+ * 5. Cache and return
+ *
+ * Eliminates code duplication across 10+ tools with caching logic.
+ */
+import { handleToolError } from './tool-error-handler.js';
+import { createSuccessResponse } from './tool-response.js';
+/**
+ * Create a cached tool executor
+ *
+ * Returns an async function that executes the tool with caching logic.
+ *
+ * @example
+ * ```typescript
+ * const executeGetVaultData = executeToolWithCache<GetVaultDataInput, VaultDataResponse>({
+ *   container,
+ *   cacheKey: (input) => cacheKeys.vaultData(input.vaultAddress, input.chainId),
+ *   cacheTTL: cacheTTL.vaultData,
+ *   query: GET_VAULT_DATA_QUERY,
+ *   variables: (input) => ({ address: input.vaultAddress, chainId: input.chainId }),
+ *   validateResult: (data) => ({
+ *     valid: !!data.vaultByAddress,
+ *     message: data.vaultByAddress ? undefined : 'Vault not found',
+ *   }),
+ *   toolName: 'get_vault_data',
+ * });
+ * ```
+ */
+export function executeToolWithCache(options) {
+    const { container, cacheKey, cacheTTL, query, variables, validateResult, transformResult, toolName, } = options;
+    return async (input) => {
+        try {
+            // 1. Generate cache key
+            const key = cacheKey(input);
+            // 2. Check cache
+            const cached = container.cache.get(key);
+            if (cached) {
+                const result = transformResult
+                    ? transformResult(cached)
+                    : cached;
+                return createSuccessResponse(result);
+            }
+            // 3. Execute GraphQL query
+            const queryVariables = variables(input);
+            // eslint-disable-next-line @typescript-eslint/no-explicit-any, @typescript-eslint/no-unsafe-argument
+            const data = await container.graphqlClient.request(query, queryVariables);
+            // 4. Validate result
+            if (validateResult) {
+                const validation = validateResult(data);
+                if (!validation.valid) {
+                    return {
+                        content: [
+                            {
+                                type: 'text',
+                                text: validation.message || 'Invalid data returned from query',
+                            },
+                        ],
+                        // Use validator's isError flag, default to false for backward compatibility (no data = not an error)
+                        isError: validation.isError ?? false,
+                    };
+                }
+            }
+            // 5. Cache result
+            container.cache.set(key, data, cacheTTL);
+            // 6. Transform and return
+            const result = transformResult ? transformResult(data) : data;
+            return createSuccessResponse(result);
+        }
+        catch (error) {
+            return handleToolError(error, toolName);
+        }
+    };
+}
+/**
+ * Create a simple cached tool executor without validation or transformation
+ *
+ * Simplified version for tools that don't need validation or transformation.
+ *
+ * @example
+ * ```typescript
+ * const executeSimpleTool = createSimpleCachedTool({
+ *   container,
+ *   cacheKey: (input) => `tool:${input.id}`,
+ *   cacheTTL: 300,
+ *   query: SIMPLE_QUERY,
+ *   variables: (input) => ({ id: input.id }),
+ *   toolName: 'simple_tool',
+ * });
+ * ```
+ */
+export function createSimpleCachedTool(options) {
+    return executeToolWithCache({
+        ...options,
+        validateResult: undefined,
+        transformResult: undefined,
+    });
+}
+//# sourceMappingURL=execute-tool-with-cache.js.map

package/dist/utils/execute-tool-with-cache.js.map

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package/dist/utils/portfolio-optimization.d.ts

@@ -0,0 +1,100 @@
+/**
+ * Portfolio Optimization Utility
+ *
+ * Portfolio allocation and rebalancing algorithms for optimal vault distribution.
+ * Provides risk-adjusted portfolio recommendations and rebalancing guidance.
+ */
+import { RiskScoreBreakdown } from './risk-scoring.js';
+/**
+ * Portfolio position with current and target allocations
+ */
+export interface PortfolioPosition {
+    vaultAddress: string;
+    vaultName: string;
+    chainId: number;
+    currentAllocation: number;
+    targetAllocation: number;
+    currentValueUsd: number;
+    targetValueUsd: number;
+    rebalanceAmount: number;
+    rebalancePercentage: number;
+    vault: VaultForOptimization;
+}
+/**
+ * Portfolio optimization result
+ */
+export interface PortfolioOptimization {
+    strategy: 'equal_weight' | 'risk_parity' | 'max_sharpe' | 'min_variance';
+    totalValueUsd: number;
+    positions: PortfolioPosition[];
+    metrics: {
+        expectedReturn: number;
+        portfolioRisk: number;
+        sharpeRatio: number;
+        diversificationScore: number;
+    };
+    rebalanceNeeded: boolean;
+    rebalanceThreshold: number;
+    recommendations: string[];
+}
+/**
+ * Vault data for portfolio optimization
+ */
+export interface VaultForOptimization {
+    address: string;
+    name: string;
+    chainId: number;
+    currentValueUsd: number;
+    expectedApr: number;
+    volatility: number;
+    riskScore: number;
+    riskBreakdown?: RiskScoreBreakdown;
+}
+/**
+ * Calculate equal-weight allocation strategy
+ * Allocates portfolio equally across all vaults
+ */
+export declare function calculateEqualWeight(vaults: VaultForOptimization[], totalValueUsd: number): PortfolioPosition[];
+/**
+ * Calculate risk-parity allocation strategy
+ * Allocates based on inverse risk (lower risk = higher allocation)
+ */
+export declare function calculateRiskParity(vaults: VaultForOptimization[], totalValueUsd: number): PortfolioPosition[];
+/**
+ * Calculate maximum Sharpe ratio allocation strategy
+ * Allocates to maximize risk-adjusted returns
+ */
+export declare function calculateMaxSharpe(vaults: VaultForOptimization[], totalValueUsd: number, riskFreeRate?: number): PortfolioPosition[];
+/**
+ * Calculate minimum variance allocation strategy
+ * Allocates to minimize portfolio volatility
+ */
+export declare function calculateMinVariance(vaults: VaultForOptimization[], totalValueUsd: number): PortfolioPosition[];
+/**
+ * Calculate portfolio metrics
+ */
+export declare function calculatePortfolioMetrics(positions: PortfolioPosition[], vaults: VaultForOptimization[], riskFreeRate?: number): {
+    expectedReturn: number;
+    portfolioRisk: number;
+    sharpeRatio: number;
+    diversificationScore: number;
+};
+/**
+ * Check if rebalancing is needed
+ */
+export declare function needsRebalancing(positions: PortfolioPosition[], threshold?: number): boolean;
+/**
+ * Generate optimization recommendations
+ */
+export declare function generateRecommendations(positions: PortfolioPosition[], metrics: PortfolioOptimization['metrics'], strategy: PortfolioOptimization['strategy']): string[];
+/**
+ * Optimize portfolio based on strategy
+ *
+ * @param vaults - Vaults with current positions and metrics
+ * @param strategy - Optimization strategy to use
+ * @param rebalanceThreshold - Minimum drift percentage to trigger rebalancing (default: 5%)
+ * @param riskFreeRate - Risk-free rate for Sharpe ratio calculation (default: 2%)
+ * @returns Portfolio optimization result with positions and recommendations
+ */
+export declare function optimizePortfolio(vaults: VaultForOptimization[], strategy?: 'equal_weight' | 'risk_parity' | 'max_sharpe' | 'min_variance', rebalanceThreshold?: number, riskFreeRate?: number): PortfolioOptimization;
+//# sourceMappingURL=portfolio-optimization.d.ts.map

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package/dist/utils/portfolio-optimization.js

@@ -0,0 +1,283 @@
+/**
+ * Portfolio Optimization Utility
+ *
+ * Portfolio allocation and rebalancing algorithms for optimal vault distribution.
+ * Provides risk-adjusted portfolio recommendations and rebalancing guidance.
+ */
+/**
+ * Calculate equal-weight allocation strategy
+ * Allocates portfolio equally across all vaults
+ */
+export function calculateEqualWeight(vaults, totalValueUsd) {
+    const targetAllocation = 100 / vaults.length;
+    return vaults.map((vault) => {
+        const currentAllocation = (vault.currentValueUsd / totalValueUsd) * 100;
+        const targetValueUsd = (targetAllocation / 100) * totalValueUsd;
+        const rebalanceAmount = targetValueUsd - vault.currentValueUsd;
+        const rebalancePercentage = (rebalanceAmount / vault.currentValueUsd) * 100;
+        return {
+            vaultAddress: vault.address,
+            vaultName: vault.name,
+            chainId: vault.chainId,
+            currentAllocation,
+            targetAllocation,
+            currentValueUsd: vault.currentValueUsd,
+            targetValueUsd,
+            rebalanceAmount,
+            rebalancePercentage,
+            vault, // Include full vault data for risk analysis
+        };
+    });
+}
+/**
+ * Calculate risk-parity allocation strategy
+ * Allocates based on inverse risk (lower risk = higher allocation)
+ */
+export function calculateRiskParity(vaults, totalValueUsd) {
+    // Calculate inverse risk scores (lower risk = higher weight)
+    const inverseRisks = vaults.map((v) => 1 / (v.riskScore + 0.01)); // Add small epsilon to avoid division by zero
+    const totalInverseRisk = inverseRisks.reduce((sum, r) => sum + r, 0);
+    return vaults.map((vault, index) => {
+        const targetAllocation = (inverseRisks[index] / totalInverseRisk) * 100;
+        const currentAllocation = (vault.currentValueUsd / totalValueUsd) * 100;
+        const targetValueUsd = (targetAllocation / 100) * totalValueUsd;
+        const rebalanceAmount = targetValueUsd - vault.currentValueUsd;
+        const rebalancePercentage = (rebalanceAmount / vault.currentValueUsd) * 100;
+        return {
+            vaultAddress: vault.address,
+            vaultName: vault.name,
+            chainId: vault.chainId,
+            currentAllocation,
+            targetAllocation,
+            currentValueUsd: vault.currentValueUsd,
+            targetValueUsd,
+            rebalanceAmount,
+            rebalancePercentage,
+            vault, // Include full vault data for risk analysis
+        };
+    });
+}
+/**
+ * Calculate maximum Sharpe ratio allocation strategy
+ * Allocates to maximize risk-adjusted returns
+ */
+export function calculateMaxSharpe(vaults, totalValueUsd, riskFreeRate = 2.0 // Default 2% risk-free rate
+) {
+    // Calculate Sharpe ratios for each vault
+    const sharpeRatios = vaults.map((v) => {
+        const excessReturn = v.expectedApr - riskFreeRate;
+        return excessReturn / (v.volatility + 0.01); // Add epsilon to avoid division by zero
+    });
+    // Normalize Sharpe ratios to get weights (only positive Sharpe ratios)
+    const positiveSharpes = sharpeRatios.map((s) => Math.max(0, s));
+    const totalSharpe = positiveSharpes.reduce((sum, s) => sum + s, 0);
+    // If all Sharpe ratios are negative or zero, fall back to equal weight
+    if (totalSharpe === 0) {
+        return calculateEqualWeight(vaults, totalValueUsd);
+    }
+    return vaults.map((vault, index) => {
+        const targetAllocation = (positiveSharpes[index] / totalSharpe) * 100;
+        const currentAllocation = (vault.currentValueUsd / totalValueUsd) * 100;
+        const targetValueUsd = (targetAllocation / 100) * totalValueUsd;
+        const rebalanceAmount = targetValueUsd - vault.currentValueUsd;
+        const rebalancePercentage = vault.currentValueUsd > 0 ? (rebalanceAmount / vault.currentValueUsd) * 100 : 0;
+        return {
+            vaultAddress: vault.address,
+            vaultName: vault.name,
+            chainId: vault.chainId,
+            currentAllocation,
+            targetAllocation,
+            currentValueUsd: vault.currentValueUsd,
+            targetValueUsd,
+            rebalanceAmount,
+            rebalancePercentage,
+            vault, // Include full vault data for risk analysis
+        };
+    });
+}
+/**
+ * Calculate minimum variance allocation strategy
+ * Allocates to minimize portfolio volatility
+ */
+export function calculateMinVariance(vaults, totalValueUsd) {
+    // Allocate based on inverse variance (lower volatility = higher allocation)
+    const inverseVariances = vaults.map((v) => 1 / (v.volatility * v.volatility + 0.0001));
+    const totalInverseVariance = inverseVariances.reduce((sum, v) => sum + v, 0);
+    return vaults.map((vault, index) => {
+        const targetAllocation = (inverseVariances[index] / totalInverseVariance) * 100;
+        const currentAllocation = (vault.currentValueUsd / totalValueUsd) * 100;
+        const targetValueUsd = (targetAllocation / 100) * totalValueUsd;
+        const rebalanceAmount = targetValueUsd - vault.currentValueUsd;
+        const rebalancePercentage = vault.currentValueUsd > 0 ? (rebalanceAmount / vault.currentValueUsd) * 100 : 0;
+        return {
+            vaultAddress: vault.address,
+            vaultName: vault.name,
+            chainId: vault.chainId,
+            currentAllocation,
+            targetAllocation,
+            currentValueUsd: vault.currentValueUsd,
+            targetValueUsd,
+            rebalanceAmount,
+            rebalancePercentage,
+            vault, // Include full vault data for risk analysis
+        };
+    });
+}
+/**
+ * Calculate portfolio metrics
+ */
+export function calculatePortfolioMetrics(positions, vaults, riskFreeRate = 2.0) {
+    // Calculate expected return (weighted average of vault APRs)
+    const expectedReturn = vaults.reduce((sum, vault, index) => {
+        const weight = positions[index].targetAllocation / 100;
+        return sum + vault.expectedApr * weight;
+    }, 0);
+    // Calculate portfolio risk (simplified - weighted average volatility)
+    // Note: This is a simplification; true portfolio variance requires correlation matrix
+    const portfolioRisk = vaults.reduce((sum, vault, index) => {
+        const weight = positions[index].targetAllocation / 100;
+        return sum + vault.volatility * weight;
+    }, 0);
+    // Calculate Sharpe ratio
+    const excessReturn = expectedReturn - riskFreeRate;
+    const sharpeRatio = portfolioRisk > 0 ? excessReturn / portfolioRisk : 0;
+    // Calculate diversification score (1 - Herfindahl index)
+    const herfindahl = positions.reduce((sum, pos) => {
+        const weight = pos.targetAllocation / 100;
+        return sum + weight * weight;
+    }, 0);
+    const diversificationScore = 1 - herfindahl;
+    return {
+        expectedReturn,
+        portfolioRisk,
+        sharpeRatio,
+        diversificationScore,
+    };
+}
+/**
+ * Check if rebalancing is needed
+ */
+export function needsRebalancing(positions, threshold = 5.0) {
+    return positions.some((pos) => Math.abs(pos.currentAllocation - pos.targetAllocation) > threshold);
+}
+/**
+ * Generate optimization recommendations
+ */
+export function generateRecommendations(positions, metrics, strategy) {
+    const recommendations = [];
+    // Strategy description
+    const strategyDescriptions = {
+        equal_weight: 'Equal-weight strategy provides maximum diversification across all vaults',
+        risk_parity: 'Risk-parity strategy balances risk contribution from each vault',
+        max_sharpe: 'Maximum Sharpe ratio strategy optimizes risk-adjusted returns',
+        min_variance: 'Minimum variance strategy minimizes portfolio volatility',
+    };
+    recommendations.push(strategyDescriptions[strategy]);
+    // Portfolio metrics insights
+    if (metrics.sharpeRatio > 2.0) {
+        recommendations.push(`Excellent risk-adjusted returns (Sharpe ratio: ${metrics.sharpeRatio.toFixed(2)})`);
+    }
+    else if (metrics.sharpeRatio > 1.0) {
+        recommendations.push(`Good risk-adjusted returns (Sharpe ratio: ${metrics.sharpeRatio.toFixed(2)})`);
+    }
+    else if (metrics.sharpeRatio > 0) {
+        recommendations.push(`Moderate risk-adjusted returns (Sharpe ratio: ${metrics.sharpeRatio.toFixed(2)}) - consider higher-yield opportunities`);
+    }
+    else {
+        recommendations.push('Poor risk-adjusted returns - portfolio may not compensate adequately for risk');
+    }
+    // Diversification insights
+    if (metrics.diversificationScore > 0.8) {
+        recommendations.push(`Highly diversified portfolio (score: ${(metrics.diversificationScore * 100).toFixed(0)}%)`);
+    }
+    else if (metrics.diversificationScore > 0.5) {
+        recommendations.push(`Moderately diversified (score: ${(metrics.diversificationScore * 100).toFixed(0)}%) - consider adding more vaults`);
+    }
+    else {
+        recommendations.push(`Low diversification (score: ${(metrics.diversificationScore * 100).toFixed(0)}%) - concentrated risk exposure`);
+    }
+    // Rebalancing recommendations
+    const largestDrift = positions.reduce((max, pos) => Math.max(max, Math.abs(pos.currentAllocation - pos.targetAllocation)), 0);
+    if (largestDrift > 10) {
+        recommendations.push(`Significant drift detected (${largestDrift.toFixed(1)}%) - rebalancing recommended`);
+    }
+    else if (largestDrift > 5) {
+        recommendations.push(`Moderate drift (${largestDrift.toFixed(1)}%) - consider rebalancing`);
+    }
+    else {
+        recommendations.push('Portfolio well-balanced - no immediate rebalancing needed');
+    }
+    // Position-specific recommendations
+    const overweightPositions = positions.filter((pos) => pos.currentAllocation - pos.targetAllocation > 5);
+    const underweightPositions = positions.filter((pos) => pos.targetAllocation - pos.currentAllocation > 5);
+    if (overweightPositions.length > 0) {
+        const names = overweightPositions.map((p) => p.vaultName).join(', ');
+        recommendations.push(`Consider reducing positions in: ${names}`);
+    }
+    if (underweightPositions.length > 0) {
+        const names = underweightPositions.map((p) => p.vaultName).join(', ');
+        recommendations.push(`Consider increasing positions in: ${names}`);
+    }
+    return recommendations;
+}
+/**
+ * Optimize portfolio based on strategy
+ *
+ * @param vaults - Vaults with current positions and metrics
+ * @param strategy - Optimization strategy to use
+ * @param rebalanceThreshold - Minimum drift percentage to trigger rebalancing (default: 5%)
+ * @param riskFreeRate - Risk-free rate for Sharpe ratio calculation (default: 2%)
+ * @returns Portfolio optimization result with positions and recommendations
+ */
+export function optimizePortfolio(vaults, strategy = 'max_sharpe', rebalanceThreshold = 5.0, riskFreeRate = 2.0) {
+    if (vaults.length === 0) {
+        return {
+            strategy,
+            totalValueUsd: 0,
+            positions: [],
+            metrics: {
+                expectedReturn: 0,
+                portfolioRisk: 0,
+                sharpeRatio: 0,
+                diversificationScore: 0,
+            },
+            rebalanceNeeded: false,
+            rebalanceThreshold,
+            recommendations: ['No vaults in portfolio'],
+        };
+    }
+    // Calculate total portfolio value
+    const totalValueUsd = vaults.reduce((sum, v) => sum + v.currentValueUsd, 0);
+    // Calculate target allocations based on strategy
+    let positions;
+    switch (strategy) {
+        case 'equal_weight':
+            positions = calculateEqualWeight(vaults, totalValueUsd);
+            break;
+        case 'risk_parity':
+            positions = calculateRiskParity(vaults, totalValueUsd);
+            break;
+        case 'max_sharpe':
+            positions = calculateMaxSharpe(vaults, totalValueUsd, riskFreeRate);
+            break;
+        case 'min_variance':
+            positions = calculateMinVariance(vaults, totalValueUsd);
+            break;
+    }
+    // Calculate portfolio metrics
+    const metrics = calculatePortfolioMetrics(positions, vaults, riskFreeRate);
+    // Check if rebalancing is needed
+    const rebalanceNeeded = needsRebalancing(positions, rebalanceThreshold);
+    // Generate recommendations
+    const recommendations = generateRecommendations(positions, metrics, strategy);
+    return {
+        strategy,
+        totalValueUsd,
+        positions,
+        metrics,
+        rebalanceNeeded,
+        rebalanceThreshold,
+        recommendations,
+    };
+}
+//# sourceMappingURL=portfolio-optimization.js.map

package/dist/utils/portfolio-optimization.js.map

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