defi-protocols

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DeFi Protocols Skill

DeFi协议开发技能

Master DeFi protocol development including AMM mechanics, lending systems, yield optimization, and oracle integration.

精通DeFi协议开发，包括AMM机制、借贷系统、收益优化和预言机集成。

Quick Start

快速开始

python

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python

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Invoke this skill for DeFi development

调用此技能进行DeFi开发

Skill("defi-protocols", protocol_type="amm", chain="ethereum")

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Skill("defi-protocols", protocol_type="amm", chain="ethereum")

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Topics Covered

涵盖主题

1. AMM (Automated Market Makers)

1. AMM（自动做市商）

Build decentralized exchanges:

Constant Product: x * y = k (Uniswap V2)
Concentrated Liquidity: Tick-based (Uniswap V3)
Stable Swaps: Curve invariant
TWAP: Time-weighted average price

构建去中心化交易所：

恒定乘积模型：x * y = k（Uniswap V2）
集中流动性：基于Tick机制（Uniswap V3）
稳定币兑换：Curve不变量模型
TWAP：时间加权平均价格

2. Lending Protocols

2. 借贷协议

Create lending markets:

Overcollateralized: Aave/Compound model
Interest Rates: Utilization-based curves
Liquidation: Health factor, incentives
Isolated Markets: Risk segmentation

创建借贷市场：

超额抵押：Aave/Compound模型
利率机制：基于使用率的利率曲线
清算机制：健康系数、激励措施
隔离市场：风险隔离

3. Yield Optimization

3. 收益优化

Maximize returns:

Auto-compounding: Vault strategies
Liquidity Mining: Reward distribution
veTokens: Vote-escrowed governance
Bribes: Gauge voting incentives

最大化收益：

自动复投：金库策略
流动性挖矿：奖励分配
veTokens：锁仓投票治理
贿赂机制：投票激励

4. Oracle Integration

4. 预言机集成

Secure price feeds:

Chainlink: Decentralized oracles
TWAP: Manipulation resistant
Staleness Checks: Price freshness
Fallbacks: Multi-oracle setups

安全的价格数据源：

Chainlink：去中心化预言机
TWAP：抗操纵
时效性检查：价格新鲜度验证
备选方案：多预言机配置

Code Examples

代码示例

AMM Swap Calculation

AMM兑换计算

solidity

// SPDX-License-Identifier: MIT
pragma solidity ^0.8.24;

library SwapMath {
    uint256 constant FEE_NUMERATOR = 997;
    uint256 constant FEE_DENOMINATOR = 1000;

    /// @notice Calculate output amount for constant product AMM
    function getAmountOut(
        uint256 amountIn,
        uint256 reserveIn,
        uint256 reserveOut
    ) internal pure returns (uint256) {
        uint256 amountInWithFee = amountIn * FEE_NUMERATOR;
        uint256 numerator = amountInWithFee * reserveOut;
        uint256 denominator = reserveIn * FEE_DENOMINATOR + amountInWithFee;
        return numerator / denominator;
    }

    /// @notice Calculate price impact percentage (basis points)
    function getPriceImpact(
        uint256 amountIn,
        uint256 reserveIn
    ) internal pure returns (uint256) {
        return (amountIn * 10000) / (reserveIn + amountIn);
    }
}

solidity

// SPDX-License-Identifier: MIT
pragma solidity ^0.8.24;

library SwapMath {
    uint256 constant FEE_NUMERATOR = 997;
    uint256 constant FEE_DENOMINATOR = 1000;

    /// @notice 计算恒定乘积AMM的输出金额
    function getAmountOut(
        uint256 amountIn,
        uint256 reserveIn,
        uint256 reserveOut
    ) internal pure returns (uint256) {
        uint256 amountInWithFee = amountIn * FEE_NUMERATOR;
        uint256 numerator = amountInWithFee * reserveOut;
        uint256 denominator = reserveIn * FEE_DENOMINATOR + amountInWithFee;
        return numerator / denominator;
    }

    /// @notice 计算滑点百分比（基点）
    function getPriceImpact(
        uint256 amountIn,
        uint256 reserveIn
    ) internal pure returns (uint256) {
        return (amountIn * 10000) / (reserveIn + amountIn);
    }
}

Chainlink Oracle

Chainlink预言机

solidity

// SPDX-License-Identifier: MIT
pragma solidity ^0.8.24;

import "@chainlink/contracts/src/v0.8/interfaces/AggregatorV3Interface.sol";

contract PriceOracle {
    AggregatorV3Interface public immutable priceFeed;
    uint256 public constant STALENESS_THRESHOLD = 1 hours;

    error StalePrice();
    error InvalidPrice();

    constructor(address feed) {
        priceFeed = AggregatorV3Interface(feed);
    }

    function getPrice() external view returns (uint256) {
        (, int256 price,, uint256 updatedAt,) = priceFeed.latestRoundData();

        if (block.timestamp - updatedAt > STALENESS_THRESHOLD) {
            revert StalePrice();
        }
        if (price <= 0) revert InvalidPrice();

        return uint256(price);
    }
}

solidity

// SPDX-License-Identifier: MIT
pragma solidity ^0.8.24;

import "@chainlink/contracts/src/v0.8/interfaces/AggregatorV3Interface.sol";

contract PriceOracle {
    AggregatorV3Interface public immutable priceFeed;
    uint256 public constant STALENESS_THRESHOLD = 1 hours;

    error StalePrice();
    error InvalidPrice();

    constructor(address feed) {
        priceFeed = AggregatorV3Interface(feed);
    }

    function getPrice() external view returns (uint256) {
        (, int256 price,, uint256 updatedAt,) = priceFeed.latestRoundData();

        if (block.timestamp - updatedAt > STALENESS_THRESHOLD) {
            revert StalePrice();
        }
        if (price <= 0) revert InvalidPrice();

        return uint256(price);
    }
}

Flash Loan Callback

闪电贷回调

solidity

// SPDX-License-Identifier: MIT
pragma solidity ^0.8.24;

import "@aave/v3-core/contracts/flashloan/base/FlashLoanSimpleReceiverBase.sol";

contract Arbitrage is FlashLoanSimpleReceiverBase {
    function executeOperation(
        address asset,
        uint256 amount,
        uint256 premium,
        address,
        bytes calldata
    ) external override returns (bool) {
        // Execute arbitrage logic here

        // Repay: amount + premium
        IERC20(asset).approve(address(POOL), amount + premium);
        return true;
    }
}

solidity

// SPDX-License-Identifier: MIT
pragma solidity ^0.8.24;

import "@aave/v3-core/contracts/flashloan/base/FlashLoanSimpleReceiverBase.sol";

contract Arbitrage is FlashLoanSimpleReceiverBase {
    function executeOperation(
        address asset,
        uint256 amount,
        uint256 premium,
        address,
        bytes calldata
    ) external override returns (bool) {
        // 在此处执行套利逻辑

        // 还款：本金 + 溢价
        IERC20(asset).approve(address(POOL), amount + premium);
        return true;
    }
}

DeFi Math Formulas

DeFi数学公式

Constant Product AMM

恒定乘积AMM

Invariant: x * y = k
Output: dy = y - k/(x + dx)
Price: p = y/x
Slippage: dx/(x + dx) * 100%

不变量：x * y = k
输出金额：dy = y - k/(x + dx)
价格：p = y/x
滑点：dx/(x + dx) * 100%

Interest Rates

利率公式

Utilization: U = borrows / (deposits + borrows)
Borrow Rate: R = base + slope * U  (when U < optimal)
Supply Rate: R_supply = R_borrow * U * (1 - reserve_factor)

使用率：U = 借贷额 / (存款额 + 借贷额)
借贷利率：R = 基础利率 + 斜率 * U （当U < 最优使用率时）
存款利率：R_supply = R_borrow * U * (1 - 准备金率)

Health Factor

健康系数

HF = (collateral * liquidation_threshold) / debt
Liquidation when HF < 1

HF = (抵押品价值 * 清算阈值) / 债务
当HF < 1时触发清算

Common Pitfalls

常见陷阱

Pitfall	Risk	Prevention
Spot price oracle	Flash loan manipulation	Use TWAP
No slippage check	Sandwich attacks	Enforce min output
Stale prices	Wrong liquidations	Check updatedAt
Reentrancy	Fund drainage	CEI + guards

陷阱	风险	预防措施
现货价格预言机	闪电贷操纵	使用TWAP
无滑点检查	三明治攻击	强制设置最小输出金额
价格过期	错误清算	检查更新时间
重入攻击	资金被盗	CEI模式 + 防护机制

Security Checklist

安全检查清单

Troubleshooting

故障排查

"Oracle price deviation"

"预言机价格偏差"

bash

undefined

bash

undefined

Compare oracle vs DEX price

对比预言机与DEX价格

cast call $ORACLE "latestRoundData()" --rpc-url $RPC cast call $POOL "slot0()" --rpc-url $RPC

undefined

cast call $ORACLE "latestRoundData()" --rpc-url $RPC cast call $POOL "slot0()" --rpc-url $RPC

undefined

"Sandwich attack detected"

"检测到三明治攻击"

Add minimum output enforcement:

solidity

require(amountOut >= minAmountOut, "Slippage exceeded");

添加最小输出金额限制：

solidity

require(amountOut >= minAmountOut, "滑点超出限制");

Protocol Addresses (Mainnet)

主网协议地址

Protocol	Contract
Uniswap V3 Router	0xE592427A0AEce92De3Edee1F18E0157C05861564
Aave V3 Pool	0x87870Bca3F3fD6335C3F4ce8392D69350B4fA4E2
Chainlink ETH/USD	0x5f4eC3Df9cbd43714FE2740f5E3616155c5b8419

协议	合约地址
Uniswap V3 Router	0xE592427A0AEce92De3Edee1F18E0157C05861564
Aave V3 Pool	0x87870Bca3F3fD6335C3F4ce8392D69350B4fA4E2
Chainlink ETH/USD	0x5f4eC3Df9cbd43714FE2740f5E3616155c5b8419

Cross-References

交叉引用

Bonded Agent:
```
04-defi-specialist
```

Related Skills:

solidity-development

smart-contract-security

关联Agent：
```
04-defi-specialist
```

相关技能：

solidity-development

smart-contract-security

Version History

版本历史

Version	Date	Changes
2.0.0	2025-01	Production-grade with math, security
1.0.0	2024-12	Initial release

版本	日期	更新内容
2.0.0	2025-01	生产级内容，包含数学模型、安全相关
1.0.0	2024-12	初始版本