Result Dataclasses

Every agentic primitive returns a typed dataclass — no raw tuples, no dicts, no strings. Callers (human or LLM) can rely on named fields. This page catalogs the result types returned by the 21 primitives.

Position Analysis

• PositionAnalysis — returned by AnalyzePosition

  • Fields: current_value, hold_value, il_percentage, il_with_fees, fee_income, net_pnl, real_apr, diagnosis

• BalancerPositionAnalysis — returned by AnalyzeBalancerPosition

  • Fields: current_value, hold_value, il_percentage, net_pnl, weight_base, weight_opp, real_apr, diagnosis

• StableswapPositionAnalysis — returned by AnalyzeStableswapPosition

  • Fields: current_value, hold_value, il_percentage, net_pnl, A, alpha, real_apr, diagnosis

Price Scenarios

• PriceMoveScenario — returned by SimulatePriceMove

  • Fields: projected_value, projected_hold_value, projected_il_percentage, projected_net_pnl, price_change_pct

• BalancerPriceMoveScenario — returned by SimulateBalancerPriceMove

  • Fields: projected_value, projected_hold_value, projected_il_percentage, projected_net_pnl, price_change_pct, weight_base, weight_opp

• StableswapPriceMoveScenario — returned by SimulateStableswapPriceMove

  • Fields: projected_value, projected_hold_value, projected_il_percentage, projected_net_pnl, price_change_pct, A

Pool Health

• PoolHealth — returned by CheckPoolHealth

  • Fields: version, token0_name, token1_name, spot_price, reserve0, reserve1, total_liquidity, tvl_in_token0, total_fee0, total_fee1, num_swaps, fee_accrual_rate_recent, num_lps, top_lp_share_pct, has_activity

• RugSignalReport — returned by DetectRugSignals

  • Fields: tvl_suspiciously_low, single_sided_concentration, inactive_with_liquidity, signals_detected, risk_level, details, pool_health

• FeeAnomalyResult — returned by DetectFeeAnomaly

  • Fields: see source at defipy.utils.data.FeeAnomalyResult

Risk

• TickRangeStatus — returned by CheckTickRangeStatus

  • Fields: see source at defipy.utils.data.TickRangeStatus

• DepegRiskAssessment — returned by AssessDepegRisk

  • Fields: see source at defipy.utils.data.DepegRiskAssessment

Optimization

• DepositSplitResult — returned by OptimalDepositSplit

  • Fields: see source at defipy.utils.data.DepositSplitResult

• RebalanceCostReport — returned by EvaluateRebalance

  • Fields: see source at defipy.utils.data.RebalanceCostReport

• TickRangeEvaluation — returned by EvaluateTickRanges

  • Fields: see source at defipy.utils.data.TickRangeEvaluation

Comparison

• FeeTierComparison — returned by CompareFeeTiers

  • Fields: see source at defipy.utils.data.FeeTierComparison

• ProtocolComparison — returned by CompareProtocols

  • Fields: see source at defipy.utils.data.ProtocolComparison

Execution

• SlippageAnalysis — returned by CalculateSlippage

  • Fields: see source at defipy.utils.data.SlippageAnalysis

• MEVDetectionResult — returned by DetectMEV

  • Fields: see source at defipy.utils.data.MEVDetectionResult

Portfolio

• PortfolioAnalysis — returned by AggregatePortfolio

  • Fields: numeraire, total_value, total_hold_value, total_net_pnl, total_fees, pnl_ranking, shared_exposure_warnings, positions

• PortfolioPosition — input dataclass for AggregatePortfolio

  • Fields: lp, lp_init_amt, entry_x_amt, entry_y_amt, entry_amounts, holding_period_days, name

• PositionSummary — per-position entry inside PortfolioAnalysis.positions

  • Fields: name, protocol, net_pnl, il_percentage, fee_income, tokens, analysis

Break-Even

• BreakEvenAlphas — returned by FindBreakEvenPrice

  • Fields: see source at defipy.utils.data.BreakEvenAlphas

• BreakEvenTime — returned by FindBreakEvenTime

  • Fields: see source at defipy.utils.data.BreakEvenTime

Note

Fields listed as “see source” will be expanded with full field documentation when autodoc is wired in a follow-up pass. The dataclasses whose fields are listed inline above are the most commonly used and were verified during the category notebook drafting.

For the primitive that returns each dataclass, see Agentic Primitives.