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Agent Orchestrator β 6-Stage Pipeline: Observe β Reason β Plan β Authorize β Execute β Verify
===============================================================================================
Main entry point for the Dynamic RWA Yield Router. Orchestrates the full
autonomous agent loop with configurable intervals and safety guardrails.
"""
import asyncio
import json
import logging
import os
import signal
import sys
import time
from datetime import datetime, timezone
from typing import Dict, List, Optional
import numpy as np
from config.constants import (
MANTLE_CHAIN_ID,
MANTLE_RPC_URL,
PortfolioConfig,
RiskConfig,
RLConfig,
AGENT_METADATA,
LOG_FORMAT,
LOG_DATE_FORMAT,
LOG_LEVEL,
)
from agent.data_pipeline import DataPipeline, YieldSnapshot
from agent.rl_optimizer import PPOYieldOptimizer, RWAYieldEnv, Backtester
from agent.risk_manager import RiskManager, RiskLevel
from agent.executor import OnChainExecutor, RebalancePlan
from agent.strategy_reporter import StrategyReporter
logger = logging.getLogger("orchestrator")
class AgentState:
"""Mutable agent state tracking."""
def __init__(self, initial_capital: float = 100_000.0):
self.portfolio_value: float = initial_capital
self.current_weights: np.ndarray = np.array([0.40, 0.35, 0.25]) # USDY, mETH, MI4
self.target_weights: Optional[np.ndarray] = None
self.last_rebalance_time: float = 0.0
self.total_rebalances: int = 0
self.total_gas_spent_usd: float = 0.0
self.pending_plans: List[RebalancePlan] = []
self.executed_plans: List[RebalancePlan] = []
# Performance tracking
self.initial_capital = initial_capital
self.peak_value = initial_capital
self.cumulative_yield_pct: float = 0.0
self.start_time: float = time.time()
def to_dict(self) -> Dict:
return {
"portfolio_value": self.portfolio_value,
"current_weights": {
"USDY": float(self.current_weights[0]),
"mETH": float(self.current_weights[1]),
"MI4": float(self.current_weights[2]),
},
"total_return_pct": (self.portfolio_value / self.initial_capital - 1) * 100,
"total_rebalances": self.total_rebalances,
"total_gas_spent": self.total_gas_spent_usd,
"uptime_hours": (time.time() - self.start_time) / 3600,
}
class YieldRouterAgent:
"""
Autonomous AI agent for RWA yield optimization on Mantle L2.
Pipeline Stages:
1. OBSERVE β Fetch real-time yield, price, and macro data
2. REASON β RL policy predicts optimal allocation weights
3. PLAN β Compute rebalancing trades if weights deviate
4. AUTHORIZE β Risk manager validates the plan
5. EXECUTE β Construct unsigned transactions
6. VERIFY β Confirm execution and update state
Safety:
- Circuit breaker halts trading on excessive drawdown or depeg
- Position limits enforce diversification (5-60% per asset)
- Rebalancing cooldown prevents excessive trading
- All transactions are unsigned β requires external signing
"""
def __init__(
self,
wallet_address: str = "0x0000000000000000000000000000000000000000",
initial_capital: float = 100_000.0,
portfolio_config: Optional[PortfolioConfig] = None,
risk_config: Optional[RiskConfig] = None,
rl_config: Optional[RLConfig] = None,
rpc_url: str = MANTLE_RPC_URL,
model_path: Optional[str] = None,
):
self.wallet = wallet_address
self.portfolio_cfg = portfolio_config or PortfolioConfig()
self.risk_cfg = risk_config or RiskConfig()
self.rl_cfg = rl_config or RLConfig()
# Initialize components
self.data_pipeline = DataPipeline(rpc_url=rpc_url)
self.rl_optimizer = PPOYieldOptimizer(
model_path=model_path or "models/ppo_yield_router",
learning_rate=self.rl_cfg.learning_rate,
total_timesteps=self.rl_cfg.total_timesteps,
)
self.risk_manager = RiskManager(
risk_config=self.risk_cfg,
portfolio_config=self.portfolio_cfg,
)
self.executor = OnChainExecutor(
wallet_address=wallet_address,
portfolio_config=self.portfolio_cfg,
)
self.strategy_reporter = StrategyReporter(use_llm=bool(os.getenv("OPENAI_API_KEY")))
# State
self.state = AgentState(initial_capital=initial_capital)
# Latest market data
self.latest_snapshot: Optional[YieldSnapshot] = None
# Running flag
self._running = False
logger.info(
f"YieldRouterAgent initialized | wallet={wallet_address[:10]}... | "
f"capital=${initial_capital:,.0f} | chain={MANTLE_CHAIN_ID}"
)
# ββββββββββββββββββββββ Stage 1: OBSERVE ββββββββββββββββββββββ
async def observe(self) -> YieldSnapshot:
"""
Stage 1: Fetch all market data and construct observation state.
Data sources: DeFiLlama, CoinGecko/Bybit, Mantle RPC, FRED
Output: YieldSnapshot with normalized state vector
"""
logger.info("π‘ Stage 1: OBSERVE β fetching market data...")
snapshot = await self.data_pipeline.get_snapshot()
self.latest_snapshot = snapshot
logger.info(
f" Yields: USDY={snapshot.usdy_apy:.2f}% mETH={snapshot.meth_apy:.2f}% MI4={snapshot.mi4_apy:.2f}%"
)
logger.info(
f" Prices: ETH=${snapshot.eth_price:.0f} BTC=${snapshot.btc_price:.0f} MNT=${snapshot.mnt_price:.3f}"
)
logger.info(
f" Health: USDY_peg={snapshot.usdy_peg:.4f} mETH_peg={snapshot.meth_peg:.4f}"
)
return snapshot
# ββββββββββββββββββββββ Stage 2: REASON ββββββββββββββββββββββ
def reason(self, snapshot: YieldSnapshot) -> np.ndarray:
"""
Stage 2: RL policy predicts optimal portfolio weights.
Input: Normalized state vector from snapshot + current weights
Output: Target weights [USDY, mETH, MI4]
"""
logger.info("π§ Stage 2: REASON β RL policy inference...")
# Construct full state: market features + current portfolio weights
market_state = snapshot.to_state_vector()
portfolio_state = self.state.current_weights
full_state = np.concatenate([market_state, portfolio_state])
# Predict optimal weights
target_weights = self.rl_optimizer.predict(full_state)
logger.info(
f" Target weights: USDY={target_weights[0]:.3f} "
f"mETH={target_weights[1]:.3f} MI4={target_weights[2]:.3f}"
)
return target_weights
# ββββββββββββββββββββββ Stage 3: PLAN ββββββββββββββββββββββ
def plan(
self, target_weights: np.ndarray, snapshot: YieldSnapshot
) -> Optional[RebalancePlan]:
"""
Stage 3: Compute rebalancing plan if weights deviate enough.
Checks:
- Weight drift exceeds rebalance threshold
- Minimum time since last rebalance
- Gas cost vs. expected benefit
Output: RebalancePlan or None (if no rebalance needed)
"""
logger.info("π Stage 3: PLAN β computing rebalancing trades...")
# Check rebalance cooldown
hours_since_rebalance = (time.time() - self.state.last_rebalance_time) / 3600
if hours_since_rebalance < self.portfolio_cfg.min_rebalance_interval_hours:
logger.info(
f" β±οΈ Cooldown: {hours_since_rebalance:.1f}h since last rebalance "
f"(min: {self.portfolio_cfg.min_rebalance_interval_hours}h)"
)
return None
# Check weight drift
drift = np.sum(np.abs(target_weights - self.state.current_weights))
if drift < self.portfolio_cfg.rebalance_threshold_pct:
logger.info(f" β
Weights within threshold (drift={drift:.4f})")
return None
# Estimate asset prices (for trade sizing)
asset_prices = {
"USDY": 1.0, # pegged to USD
"mETH": snapshot.eth_price * snapshot.meth_peg,
"MI4": 100.0, # approximate NAV
}
# Build rebalance plan
plan = self.executor.build_rebalance_plan(
current_weights=self.state.current_weights.tolist(),
target_weights=target_weights.tolist(),
portfolio_value_usd=self.state.portfolio_value,
asset_prices=asset_prices,
)
logger.info(f" Plan: {plan.human_summary}")
return plan
# ββββββββββββββββββββββ Stage 4: AUTHORIZE ββββββββββββββββββββββ
def authorize(
self, plan: RebalancePlan, snapshot: YieldSnapshot
) -> bool:
"""
Stage 4: Risk manager validates the rebalancing plan.
Checks:
- Depeg detection
- Volatility regime
- Position limits
- Drawdown protection
- Circuit breaker state
Output: True if plan is approved, False if blocked
"""
logger.info("π‘οΈ Stage 4: AUTHORIZE β risk assessment...")
target_weights = np.array(plan.target_weights)
assessment = self.risk_manager.assess_risk(
proposed_weights=target_weights,
current_weights=self.state.current_weights,
snapshot=snapshot,
portfolio_value=self.state.portfolio_value,
)
if assessment.warnings:
for warning in assessment.warnings:
logger.warning(f" {warning}")
if assessment.emergency_exit_recommended:
logger.critical(" π¨ EMERGENCY EXIT recommended!")
# Override with safe-haven weights
safe_weights = self.risk_manager.get_emergency_exit_weights()
self.state.target_weights = safe_weights
if assessment.adjusted_weights is not None and not np.allclose(
assessment.adjusted_weights, target_weights
):
logger.info(
f" Weights adjusted by risk manager: "
f"{assessment.adjusted_weights.tolist()}"
)
self.state.target_weights = assessment.adjusted_weights
logger.info(
f" Risk: {assessment.overall_risk.value} "
f"(score={assessment.risk_score:.3f}) "
f"Approved: {assessment.rebalance_approved}"
)
return assessment.rebalance_approved
# ββββββββββββββββββββββ Stage 5: EXECUTE ββββββββββββββββββββββ
def execute(self, plan: RebalancePlan) -> Dict:
"""
Stage 5: Output unsigned transactions for external signing.
In production, these transactions would be submitted to an
ERC-4337 bundler or multisig for execution. This agent only
constructs the payloads β it never holds private keys.
Output: Dict with all transaction payloads
"""
logger.info("β‘ Stage 5: EXECUTE β constructing transactions...")
result = {
"plan": plan.to_dict(),
"approvals": [tx.to_dict() for tx in plan.approvals],
"trades": [tx.to_dict() for tx in plan.trades],
"total_transactions": len(plan.approvals) + len(plan.trades),
"estimated_gas_usd": plan.estimated_gas_usd,
}
logger.info(
f" Transactions ready: {result['total_transactions']} "
f"({len(plan.approvals)} approvals + {len(plan.trades)} swaps)"
)
# In simulation mode, we update state directly
self.state.current_weights = np.array(plan.target_weights)
self.state.last_rebalance_time = time.time()
self.state.total_rebalances += 1
self.state.total_gas_spent_usd += plan.estimated_gas_usd
self.state.executed_plans.append(plan)
return result
# ββββββββββββββββββββββ Stage 6: VERIFY ββββββββββββββββββββββ
async def verify(self, execution_result: Dict) -> bool:
"""
Stage 6: Verify execution and update portfolio state.
In production, this would check on-chain transaction receipts.
In simulation, we verify state consistency.
"""
logger.info("β
Stage 6: VERIFY β confirming execution...")
# Verify weights sum to 1
weight_sum = self.state.current_weights.sum()
if abs(weight_sum - 1.0) > 0.001:
logger.error(f" β Weight sum error: {weight_sum:.4f}")
self.state.current_weights /= weight_sum
return False
# Verify no negative weights
if np.any(self.state.current_weights < 0):
logger.error(" β Negative weights detected!")
return False
# Update portfolio value (simulate yield accrual)
if self.latest_snapshot:
yields = np.array([
self.latest_snapshot.usdy_apy,
self.latest_snapshot.meth_apy,
self.latest_snapshot.mi4_apy,
])
# Hourly yield accrual
hourly_yield = np.dot(self.state.current_weights, yields / 100 / 365 / 24)
self.state.portfolio_value *= (1 + hourly_yield)
self.state.peak_value = max(self.state.peak_value, self.state.portfolio_value)
logger.info(
f" Portfolio: ${self.state.portfolio_value:,.2f} | "
f"Weights: {self.state.current_weights.tolist()} | "
f"Rebalances: {self.state.total_rebalances}"
)
return True
# ββββββββββββββββββββββ Full Pipeline ββββββββββββββββββββββ
async def run_cycle(self) -> Dict:
"""
Execute one full observation-to-verification cycle.
Returns a summary dict of the cycle results.
"""
cycle_start = time.time()
try:
# Stage 1: Observe
snapshot = await self.observe()
# Stage 2: Reason
target_weights = self.reason(snapshot)
# Stage 3: Plan
plan = self.plan(target_weights, snapshot)
if plan is None:
logger.info("π Cycle complete: no rebalance needed")
# Still verify state
await self.verify({})
return {
"status": "no_rebalance",
"cycle_time_s": time.time() - cycle_start,
"state": self.state.to_dict(),
}
# Stage 4: Authorize
approved = self.authorize(plan, snapshot)
if not approved:
logger.warning("π« Cycle complete: rebalance blocked by risk manager")
return {
"status": "blocked",
"cycle_time_s": time.time() - cycle_start,
"state": self.state.to_dict(),
"risk": self.risk_manager.get_risk_summary(),
}
# Stage 5: Execute
execution_result = self.execute(plan)
# Stage 6: Verify
verified = await self.verify(execution_result)
status = "success" if verified else "verification_failed"
logger.info(f"π Cycle complete: {status} in {time.time() - cycle_start:.1f}s")
return {
"status": status,
"cycle_time_s": time.time() - cycle_start,
"execution": execution_result,
"state": self.state.to_dict(),
}
except Exception as e:
logger.error(f"β Cycle error: {e}", exc_info=True)
return {
"status": "error",
"error": str(e),
"cycle_time_s": time.time() - cycle_start,
"state": self.state.to_dict(),
}
# ββββββββββββββββββββββ Continuous Operation ββββββββββββββββββ
async def run(
self,
interval_seconds: int = 3600, # default: every hour
max_cycles: Optional[int] = None,
generate_reports: bool = True,
report_interval_cycles: int = 168, # weekly at hourly intervals
):
"""
Run the agent in continuous loop.
Args:
interval_seconds: Time between cycles
max_cycles: Stop after N cycles (None = run forever)
generate_reports: Whether to generate strategy reports
report_interval_cycles: How often to generate reports
"""
self._running = True
cycle_count = 0
logger.info(
f"π Agent starting | interval={interval_seconds}s | "
f"max_cycles={'β' if max_cycles is None else max_cycles}"
)
while self._running:
cycle_count += 1
if max_cycles and cycle_count > max_cycles:
logger.info(f"Reached max cycles ({max_cycles}), stopping.")
break
logger.info(f"\n{'='*60}")
logger.info(f"Cycle #{cycle_count} | {datetime.now(timezone.utc).isoformat()}")
logger.info(f"{'='*60}")
result = await self.run_cycle()
# Generate strategy report periodically
if generate_reports and cycle_count % report_interval_cycles == 0:
await self._generate_report()
# Log state
state = self.state.to_dict()
logger.info(
f"State: value=${state['portfolio_value']:,.2f} | "
f"return={state['total_return_pct']:+.2f}% | "
f"rebalances={state['total_rebalances']} | "
f"gas=${state['total_gas_spent']:,.4f}"
)
# Save state checkpoint
self._save_checkpoint()
if self._running and (max_cycles is None or cycle_count < max_cycles):
logger.info(f"π€ Sleeping {interval_seconds}s until next cycle...")
await asyncio.sleep(interval_seconds)
logger.info("π Agent stopped.")
await self.data_pipeline.close()
async def _generate_report(self):
"""Generate and log a strategy report."""
try:
report = self.strategy_reporter.generate_report(
current_weights={
"USDY": float(self.state.current_weights[0]),
"mETH": float(self.state.current_weights[1]),
"MI4": float(self.state.current_weights[2]),
},
portfolio_value=self.state.portfolio_value,
period_return=(self.state.portfolio_value / self.state.initial_capital - 1) * 100,
yield_data={
"usdy": self.latest_snapshot.usdy_apy if self.latest_snapshot else 4.25,
"meth": self.latest_snapshot.meth_apy if self.latest_snapshot else 3.5,
"mi4": self.latest_snapshot.mi4_apy if self.latest_snapshot else 5.0,
},
risk_summary=self.risk_manager.get_risk_summary(),
execution_history=self.executor.get_execution_history(),
)
logger.info(f"\nπ Strategy Report Generated:\n{report.full_report[:500]}...")
# Save report
os.makedirs("reports", exist_ok=True)
with open(f"reports/{report.report_id}.json", "w") as f:
json.dump(report.to_dict(), f, indent=2, default=str)
except Exception as e:
logger.error(f"Report generation failed: {e}")
def _save_checkpoint(self):
"""Save agent state checkpoint."""
os.makedirs("checkpoints", exist_ok=True)
checkpoint = {
"timestamp": time.time(),
"state": self.state.to_dict(),
"risk": self.risk_manager.get_risk_summary(),
"agent_metadata": AGENT_METADATA,
}
with open("checkpoints/latest.json", "w") as f:
json.dump(checkpoint, f, indent=2, default=str)
def stop(self):
"""Signal the agent to stop after current cycle."""
self._running = False
logger.info("Stop signal received.")
# ββββββββββββββββββββββ Training ββββββββββββββββββββββ
def train_rl_agent(self, total_timesteps: Optional[int] = None):
"""Train or retrain the RL policy."""
logger.info("π Training RL agent...")
self.rl_optimizer.train(total_timesteps=total_timesteps)
logger.info("β
RL training complete.")
def backtest(self, n_episodes: int = 10) -> Dict:
"""Run backtesting simulation."""
logger.info(f"π Running backtest ({n_episodes} episodes)...")
env = RWAYieldEnv()
backtester = Backtester(self.rl_optimizer, env)
results = backtester.run_backtest(n_episodes)
if results.get("rl_agent"):
avg_return = np.mean([r["total_return"] for r in results["rl_agent"]])
avg_sharpe = np.mean([r["sharpe"] for r in results["rl_agent"]])
avg_dd = np.mean([r["max_drawdown"] for r in results["rl_agent"]])
logger.info(
f"Backtest results: "
f"Avg Return={avg_return:.2f}% | "
f"Avg Sharpe={avg_sharpe:.2f} | "
f"Avg MaxDD={avg_dd:.4f}"
)
return results
# βββββββββββββββββββββββ CLI Entry Point ββββββββββββββββββββββββββββ
def setup_logging():
"""Configure logging."""
logging.basicConfig(
level=getattr(logging, LOG_LEVEL),
format=LOG_FORMAT,
datefmt=LOG_DATE_FORMAT,
handlers=[
logging.StreamHandler(sys.stdout),
logging.FileHandler("agent.log", mode="a"),
],
)
async def main():
"""CLI entry point."""
import argparse
parser = argparse.ArgumentParser(description="Dynamic RWA Yield Router Agent")
parser.add_argument("--mode", choices=["run", "train", "backtest", "demo"], default="demo")
parser.add_argument("--wallet", type=str, default="0x" + "0" * 40)
parser.add_argument("--capital", type=float, default=100_000.0)
parser.add_argument("--interval", type=int, default=3600, help="Seconds between cycles")
parser.add_argument("--cycles", type=int, default=None, help="Max cycles (None=infinite)")
parser.add_argument("--train-steps", type=int, default=100_000)
parser.add_argument("--backtest-episodes", type=int, default=10)
parser.add_argument("--rpc", type=str, default=MANTLE_RPC_URL)
args = parser.parse_args()
setup_logging()
agent = YieldRouterAgent(
wallet_address=args.wallet,
initial_capital=args.capital,
rpc_url=args.rpc,
)
# Handle shutdown signals
def signal_handler(sig, frame):
logger.info("Shutdown signal received...")
agent.stop()
signal.signal(signal.SIGINT, signal_handler)
signal.signal(signal.SIGTERM, signal_handler)
if args.mode == "train":
agent.train_rl_agent(total_timesteps=args.train_steps)
elif args.mode == "backtest":
results = agent.backtest(n_episodes=args.backtest_episodes)
print(json.dumps(results, indent=2, default=str))
elif args.mode == "run":
await agent.run(
interval_seconds=args.interval,
max_cycles=args.cycles,
)
elif args.mode == "demo":
# Run 3 demo cycles with short interval
logger.info("π Running demo mode (3 cycles, 5s interval)...")
await agent.run(
interval_seconds=5,
max_cycles=3,
generate_reports=True,
report_interval_cycles=3,
)
print("\n" + "=" * 60)
print("Demo complete! Final state:")
print(json.dumps(agent.state.to_dict(), indent=2))
if __name__ == "__main__":
asyncio.run(main())
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