AI-Powered Rebalancing

typescript
interface MarketData {
  prices: {
    current: number;
    high24h: number;
    low24h: number;
    change24h: number;
  };
  volume: {
    current: number;
    average24h: number;
    trend: 'increasing' | 'decreasing' | 'stable';
  };
  liquidity: {
    tvl: number;
    utilization: number;
    depth: LiquidityDepth;
  };
  volatility: {
    realized: number;
    implied: number;
    garch: number;  // GARCH model prediction
  };
}

typescript
class RebalancingPredictor:
    def __init__(self):
        self.price_model = load_model('price_prediction.onnx')
        self.volatility_model = load_model('volatility_prediction.onnx')
        self.yield_model = load_model('yield_optimization.onnx')
        
    def predict_optimal_range(self, market_data: MarketData) -> OptimalRange:
        # Price prediction (next 24 hours)
        price_forecast = self.price_model.predict([
            market_data.prices.current,
            market_data.volume.current,
            market_data.volatility.realized
        ])
        
        # Volatility prediction
        volatility_forecast = self.volatility_model.predict([
            market_data.volatility.realized,
            market_data.volume.trend,
            market_data.prices.change24h
        ])
        
        # Optimal range calculation
        optimal_range = self.yield_model.predict([
            price_forecast,
            volatility_forecast,
            market_data.liquidity.utilization
        ])
        
        return OptimalRange(
            lower_tick=int(optimal_range[0]),
            upper_tick=int(optimal_range[1]),
            confidence=optimal_range[2],
            expected_apy=optimal_range[3]
        )

typescript
interface RebalancingDecision {
  shouldRebalance: boolean;
  confidence: number;
  expectedImprovement: number;
  riskLevel: 'low' | 'medium' | 'high';
  
  proposal: {
    newRange: {
      lowerTick: number;
      upperTick: number;
    };
    estimatedCost: {
      gasUsed: number;
      gasCostSEI: number;
      slippage: number;
    };
    expectedBenefit: {
      additionalAPY: number;
      timeHorizon: number; // Hours to break even
    };
  };
}

solidity
function executeAIRebalancing(
    RebalanceParams calldata params,
    bytes calldata signature
) external nonReentrant {
    // Verify AI signature
    require(verifyAISignature(params, signature), "Invalid AI signature");

    // Check time constraints
    require(
        block.timestamp >= lastRebalance + rebalanceInterval,
        "Too soon to rebalance"
    );

    // Risk checks
    require(params.maxSlippage <= maxAllowedSlippage, "Slippage too high");
    require(params.gasLimit <= maxGasLimit, "Gas limit exceeded");

    // Execute rebalancing
    _executeRebalance(params);

    // Update state
    lastRebalance = block.timestamp;
    emit AIRebalanceExecuted(params.newLowerTick, params.newUpperTick);
}

typescript
interface RiskControls {
  maxPositionSize: number;     // Maximum position as % of total
  maxDailyRebalances: number;  // Limit rebalancing frequency
  minProfitThreshold: number;  // Minimum expected improvement
  maxSlippage: number;         // Maximum acceptable slippage
  
  stopLoss: {
    enabled: boolean;
    threshold: number;         // % loss to trigger stop
    cooldown: number;          // Time before re-entering
  };
  
  volatilityLimits: {
    maxVolatility: number;     // Pause if volatility exceeds
    lookbackPeriod: number;    // Hours to calculate volatility
  };
}

typescript
interface RebalancingMetrics {
  execution: {
    totalRebalances: number;
    successRate: number;
    averageGasCost: number;
    averageSlippage: number;
  };
  
  performance: {
    additionalYield: number;    // Extra yield from rebalancing
    sharpeImprovement: number;  // Risk-adjusted improvement
    maxDrawdownReduction: number;
  };
  
  accuracy: {
    predictionAccuracy: number; // % of predictions within tolerance
    rangeUtilization: number;   // % of time price stays in range
    falseSenalRate: number;     // % of unnecessary rebalances
  };
}

typescript
interface AIConfiguration {
  riskTolerance: 'conservative' | 'moderate' | 'aggressive';
  rebalanceFrequency: 'low' | 'medium' | 'high';
  gasOptimization: boolean;
  
  thresholds: {
    minImprovement: number;    // Minimum % improvement required
    maxSlippage: number;       // Maximum acceptable slippage
    maxGasCost: number;        // Maximum gas cost in SEI
  };
  
  restrictions: {
    maxDailyRebalances: number;
    pauseDuringVolatility: boolean;
    respectManualOverrides: boolean;
  };
}