通过多粒度洗盘模式识别,提前预警币安链 meme 代币的跑路风险。
Early Rug Pull Warning for BSC Meme Tokens via Multi-Granularity Wash-Trading Pattern Profiling
- 构建交易、地址、资金流三层面的洗盘特征,统一为风险向量。
- 模型在7个代币上实现AUC 0.91、F1 0.74,平均提前3.8小时预警。
- 适合做高精度跑路筛查,尤其适用于标注稀疏的DeFi场景。
去中心化金融中meme代币高频发行与短期投机显著加剧了跑路风险。现有方法在异常稀缺、标签不全和可解释性差的情况下仍难稳定预警。本文提出面向币安智能链(BSC)meme代币的端到端预警框架,包含数据构建与标注、洗盘模式特征建模、风险预测与误差分析四阶段。基于自洗、匹配与环形三种洗盘模式,构建12个代币级行为特征,融合交易、地址与资金流信号形成风险向量。采用监督模型输出预警分数与决策。在7个代币共33,242条记录下,随机森林优于逻辑回归,达到AUC=0.9098,PR-AUC=0.9185,F1=0.7429。消融实验表明,交易层特征为主导因素(移除后PR-AUC下降0.1843),地址层特征提供稳定补充(下降0.0573)。模型对部分样本具可行动预警潜力,平均领先时间(v1)为3.8133小时。误报率(FP=1)、漏报率(FN=8)显示系统更适合作为高精度筛查工具而非全召回报警器。主要贡献包括:可执行复现的预警流水线、弱监督下多粒度洗盘特征的实证验证、以及通过领先时间和误差边界支持部署的证据。
原文摘要 · Abstract (English)
The high-frequency issuance and short-cycle speculation of meme tokens in decentralized finance (DeFi) have significantly amplified rug-pull risk. Existing approaches still struggle to provide stable early warning under scarce anomalies, incomplete labels, and limited interpretability. To address this issue, an end-to-end warning framework is proposed for BSC meme tokens, consisting of four stages: dataset construction and labeling, wash-trading pattern feature modeling, risk prediction, and error analysis. Methodologically, 12 token-level behavioral features are constructed based on three wash-trading patterns (Self, Matched, and Circular), unifying transaction-, address-, and flow-level signals into risk vectors. Supervised models are then employed to output warning scores and alert decisions. Under the current setting (7 tokens, 33,242 records), Random Forest outperforms Logistic Regression on core metrics, achieving AUC=0.9098, PR-AUC=0.9185, and F1=0.7429. Ablation results show that trade-level features are the primary performance driver (Delta PR-AUC=-0.1843 when removed), while address-level features provide stable complementary gain (Delta PR-AUC=-0.0573). The model also demonstrates actionable early-warning potential for a subset of samples, with a mean Lead Time (v1) of 3.8133 hours. The error profile (FP=1, FN=8) indicates that the current system is better positioned as a high-precision screener rather than a high-recall automatic alarm engine. The main contributions are threefold: an executable and reproducible rug-pull warning pipeline, empirical validation of multi-granularity wash-trading features under weak supervision, and deployment-oriented evidence through lead-time and error-bound analysis.
Thank you to arXiv for use of its open access interoperability. PaperDance 不是 arXiv 官方产品;中文卡片由大模型生成,请以原文为准。