Position Valuation System

Oracle-based position valuation with real-time updates and comprehensive P&L analysis

SDK #25 ✓

Oracle-Based Valuation Features

Real-time Oracle Pricing

Pyth Network and Switchboard integration for accurate token pricing

P&L Attribution

Detailed breakdown of fees, price gains, and impermanent loss

Real-time Updates

Automatic valuation updates with configurable refresh intervals

Position Selection
Auto-refresh: 30s

Current Valuation
healthy

$15,847.32
Oracle Confidence: 98.5%
24h: +5.20%
7d: +12.80%
30d: +24.30%
Token X Value$7,923.66
Token Y Value$7,923.66

P&L Attribution

+$2,847.32
+21.88%
Fee Earnings+$1,247.50
Price Appreciation+$1,823.45
Impermanent Loss$-223.63
Realized P&L+$1,247.50
Unrealized P&L+$1,599.82

Liquidity Distribution

Active Liquidity$12,678.25
Inactive Liquidity$3,169.07
80.0%
Utilization Rate

Bin Breakdown

Bin #142
Active
Value$5,263.15
Estimated APR28.5%
Bin #143
Active
Value$4,210.52
Estimated APR32.1%
Bin #144
Active
Value$3,204.58
Estimated APR25.8%
Bin #145
Inactive
Value$2,105.48
Estimated APR12.3%
Bin #146
Inactive
Value$1,063.59
Estimated APR8.7%

Risk Assessment

Volatility Score35.2
Price Deviation8.4%
Concentration Risk42.1
Oracle Confidence98.5%
28.5
Overall Risk Score
Low Risk

Implementation Details

Oracle Integration

  • • Pyth Network real-time price feeds with confidence intervals
  • • Switchboard fallback for enhanced reliability
  • • Automatic oracle health monitoring and status alerts
  • • Price staleness detection and degradation warnings

Valuation Calculation

  • • Token value = liquidity × oracle price × (1 / 10^decimals)
  • • Total value = tokenX value + tokenY value
  • • Confidence = min(oracleX confidence, oracleY confidence)
  • • Bin-level valuation with APR estimation

P&L Attribution

  • • Fee earnings = sum of collected fees from all bins
  • • Price appreciation = (current value - initial value) - fees + IL
  • • Impermanent loss = current LP value - HODL value
  • • Realized vs unrealized P&L tracking

Risk Metrics

  • • Volatility score from oracle price prediction models
  • • Concentration risk using Herfindahl-Hirschman Index (HHI)
  • • Price deviation tracking from initial ratios
  • • Weighted overall risk score calculation

SDK Integration

File: src/lib/dlmm/position-valuation.ts

Key Functions:

  • getPositionValuation() - Comprehensive valuation with oracle data
  • calculatePnL() - Detailed P&L attribution analysis
  • calculateLiquidityBreakdown() - Bin-level liquidity distribution
  • calculateRiskMetrics() - Multi-factor risk assessment
  • startMonitoring() - Real-time valuation updates

Oracle Integration: src/lib/oracle/price-feeds.ts