Update app/arbitrage_analyzer.py

app/arbitrage_analyzer.py

@@ -1,13 +1,13 @@
 """
-The Arbitrage Analyzer Engine.
+The Discrepancy Analyzer Engine.
 
-Uses Gemini to provide risk assessment and strategic plans for
-arbitrage opportunities detected by the PriceFetcher.
+Uses Gemini to provide risk assessment for on-chain vs. off-chain
+price discrepancies.
 """
 import os
 import logging
 from typing import Optional, Dict
-
+import json
 import httpx
 
 logger = logging.getLogger(__name__)
@@ -18,8 +18,7 @@ class ArbitrageAnalyzer:
     def __init__(self, client: httpx.AsyncClient, api_key: Optional[str] = None):
         self.client = client
         self.api_key = api_key or os.getenv("GEMINI_API_KEY")
-        if not self.api_key:
-            raise ValueError("GEMINI_API_KEY is not set.")
+        if not self.api_key: raise ValueError("GEMINI_API_KEY not set.")
         self.params = {"key": self.api_key}
         self.headers = {"Content-Type": "application/json"}
 
@@ -28,21 +27,19 @@ class ArbitrageAnalyzer:
             "contents": [{
                 "parts": [{
                     "text": f"""
-                    You are a quantitative analyst for a high-frequency trading firm.
-                    An arbitrage opportunity has been detected for Bitcoin (BTC).
+                    You are a DeFi analyst. A significant price discrepancy for Bitcoin (BTC) has been detected between a decentralized on-chain oracle and a centralized off-chain aggregator.
                     Provide a concise "Alpha Briefing" as a single, minified JSON object with NO markdown formatting.
 
-                    The JSON object must have these exact keys: "risk", "strategy", "profit_usd".
+                    The JSON object must have these exact keys: "risk", "strategy", "rationale".
 
-                    - "risk": Assess the execution risk. MUST be one of "LOW", "MEDIUM", "HIGH". Consider exchange reliability, withdrawal times, and market volatility.
-                    - "strategy": A very brief, one-sentence action plan.
-                    - "profit_usd": Calculate the estimated net profit in USD for trading 1 BTC, assuming a total of 0.2% in fees (0.1% per trade).
+                    - "risk": Assess the execution risk. MUST be one of "LOW", "MEDIUM", "HIGH". Consider oracle latency, network congestion (gas fees), and DEX slippage.
+                    - "strategy": A very brief, one-sentence action plan. For example: "Consider buying BTC on a DEX like Uniswap and selling on a CEX." or "Monitor situation, high risk of slippage."
+                    - "rationale": A short explanation for the risk assessment.
 
-                    OPPORTUNITY DETAILS:
-                    - Buy Exchange: {opportunity['buy_exchange']}
-                    - Buy Price: ${opportunity['buy_price']:,.2f}
-                    - Sell Exchange: {opportunity['sell_exchange']}
-                    - Sell Price: ${opportunity['sell_price']:,.2f}
+                    DISCREPANCY DETAILS:
+                    - On-Chain Price (Pyth): ${opportunity['on_chain_price']:,.2f}
+                    - Off-Chain Agg. Price (CeFi): ${opportunity['off_chain_price']:,.2f}
+                    - Discrepancy: {opportunity['spread_pct']:.3f}%
                     """
                 }]
             }]
@@ -54,7 +51,6 @@ class ArbitrageAnalyzer:
             response = await self.client.post(self.API_URL, json=prompt, params=self.params, headers=self.headers, timeout=20)
             response.raise_for_status()
             content = response.json()["candidates"][0]["content"]["parts"][0]["text"]
-            # A simple trick to remove markdown ```json ... ``` wrappers
             if content.startswith("```"):
                 content = content.strip("```json\n")
             return json.loads(content)