arXiv:2507.20494q-fin.GNcs.LG2025-07被引 2

基于交易与流动性行为,为Uniswap用户生成双维度评分

Deep Reputation Scoring in DeFi: zScore-Based Wallet Ranking from Liquidity and Trading Signals

  • 用规则分解用户行为,构建流动性与交易两类得分
  • 在Uniswap v3数据上实现用户分群,区分不同策略行为
  • 适合做风险评估与激励设计的去中心化金融系统

随着去中心化金融(DeFi)发展,区分用户行为——如提供流动性与主动交易——对风险建模和链上声誉至关重要。我们提出一个针对Uniswap的行为评分框架,生成两个互补得分:流动性提供得分用于评估战略性的流动性贡献,交易行为得分反映交易意图、波动暴露与纪律性。得分基于规则蓝图,将行为拆解为交易量、频率、持有时间与提现模式。为处理边缘情况并学习特征交互,引入受U-Net启发的深度残差神经网络,包含密集连接的跳跃块。同时结合池级上下文信息,如总锁定价值(TVL)、费用层级与池大小,使系统能区分不同池中相似行为。该框架支持上下文感知且可扩展的用户评分,有助于提升风险评估与激励设计。实验基于Uniswap v3数据,验证其在用户分群与协议对齐声誉系统中的有效性。尽管称为zScore,但本方法独立开发,与Udupi等提出的跨协议系统在方法上不同,聚焦于Uniswap内角色特定行为建模,采用蓝图逻辑与监督学习。

原文摘要 · Abstract (English)

As decentralized finance (DeFi) evolves, distinguishing between user behaviors - liquidity provision versus active trading - has become vital for risk modeling and on-chain reputation. We propose a behavioral scoring framework for Uniswap that assigns two complementary scores: a Liquidity Provision Score that assesses strategic liquidity contributions, and a Swap Behavior Score that reflects trading intent, volatility exposure, and discipline. The scores are constructed using rule-based blueprints that decompose behavior into volume, frequency, holding time, and withdrawal patterns. To handle edge cases and learn feature interactions, we introduce a deep residual neural network with densely connected skip blocks inspired by the U-Net architecture. We also incorporate pool-level context such as total value locked (TVL), fee tiers, and pool size, allowing the system to differentiate similar user behaviors across pools with varying characteristics. Our framework enables context-aware and scalable DeFi user scoring, supporting improved risk assessment and incentive design. Experiments on Uniswap v3 data show its usefulness for user segmentation and protocol-aligned reputation systems. Although we refer to our metric as zScore, it is independently developed and methodologically different from the cross-protocol system proposed by Udupi et al. Our focus is on role-specific behavioral modeling within Uniswap using blueprint logic and supervised learning.

DeFi用户评分链上分析行为建模

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