ManualTrader/utils/hyperliquid_account_analyzer.py

#!/usr/bin/env python3
"""
Hyperliquid Account Analyzer

Analyzes Hyperliquid trading accounts to evaluate:
- Profitability and performance metrics
- Average trade duration and trading patterns
- Risk management quality
- Win rates and consistency
- Position sizing and leverage usage

Usage:
    # Analyze specific addresses
    python utils/hyperliquid_account_analyzer.py [address1] [address2] ...
    
    # Use curated high-performance accounts (default)
    python utils/hyperliquid_account_analyzer.py
    python utils/hyperliquid_account_analyzer.py --limit 15
    
    # Use hardcoded top 10 addresses
    python utils/hyperliquid_account_analyzer.py --top10
    
Options:
    --leaderboard     Use curated high-performance accounts (recommended)
    --window          Time window preference: 1d, 7d, 30d, allTime (default: 7d) 
    --limit           Number of accounts to analyze (default: 10)
    --top10           Use original hardcoded list of top 10 accounts
    
Note: Hyperliquid's leaderboard API is not publicly accessible, so the script uses
      a manually curated list of high-performing accounts identified through analysis.
"""

import asyncio
import aiohttp
import json
import sys
import os
from datetime import datetime, timedelta
from typing import Dict, List, Optional, Any, Tuple
from dataclasses import dataclass
import statistics
from collections import defaultdict
import argparse

# Add src to path to import our modules
sys.path.append(os.path.join(os.path.dirname(__file__), '..', 'src'))

@dataclass
class Trade:
    """Represents a single trade"""
    timestamp: int
    coin: str
    side: str  # 'buy' or 'sell'
    size: float
    price: float
    fee: float
    is_maker: bool

@dataclass
class Position:
    """Represents a position"""
    coin: str
    size: float
    side: str  # 'long' or 'short'
    entry_price: float
    mark_price: float
    unrealized_pnl: float
    leverage: float
    margin_used: float

@dataclass
class AccountStats:
    """Comprehensive account statistics"""
    address: str
    total_pnl: float
    win_rate: float
    total_trades: int
    avg_trade_duration_hours: float
    max_drawdown: float
    sharpe_ratio: float
    avg_position_size: float
    max_leverage_used: float
    avg_leverage_used: float
    trading_frequency_per_day: float
    risk_reward_ratio: float
    consecutive_losses_max: int
    profit_factor: float
    largest_win: float
    largest_loss: float
    active_positions: int
    current_drawdown: float
    last_trade_timestamp: int
    analysis_period_days: int
    is_copyable: bool  # Whether this account is suitable for copy trading
    copyability_reason: str  # Why it is/isn't copyable
    unique_tokens_traded: int  # Number of unique tokens/coins traded
    trading_type: str  # "spot", "perps", or "mixed"
    top_tokens: List[str]  # Top 5 most traded tokens by volume
    short_percentage: float  # Percentage of trades that are likely shorts
    trading_style: str  # Directional trading style description
    buy_sell_ratio: float  # Ratio of buys to sells

class HyperliquidAccountAnalyzer:
    """Analyzes Hyperliquid trading accounts"""
    
    def __init__(self):
        self.info_url = "https://api.hyperliquid.xyz/info"
        self.session = None
        
    async def __aenter__(self):
        self.session = aiohttp.ClientSession()
        return self
        
    async def __aexit__(self, exc_type, exc_val, exc_tb):
        if self.session:
            await self.session.close()
    
    async def get_account_state(self, address: str) -> Optional[Dict]:
        """Get current account state including positions and balance"""
        try:
            payload = {
                "type": "clearinghouseState",
                "user": address
            }
            
            async with self.session.post(self.info_url, json=payload) as response:
                if response.status == 200:
                    return await response.json()
                else:
                    print(f"❌ Error fetching account state for {address}: HTTP {response.status}")
                    return None
                    
        except Exception as e:
            print(f"❌ Exception fetching account state for {address}: {e}")
            return None
    
    async def get_user_fills(self, address: str, limit: int = 1000) -> Optional[List[Dict]]:
        """Get recent fills/trades for a user"""
        try:
            payload = {
                "type": "userFills",
                "user": address
            }
            
            async with self.session.post(self.info_url, json=payload) as response:
                if response.status == 200:
                    data = await response.json()
                    # Return only the most recent fills up to limit
                    fills = data if isinstance(data, list) else []
                    return fills[:limit]
                else:
                    print(f"❌ Error fetching fills for {address}: HTTP {response.status}")
                    return None
                    
        except Exception as e:
            print(f"❌ Exception fetching fills for {address}: {e}")
            return None
    
    async def get_funding_history(self, address: str) -> Optional[List[Dict]]:
        """Get funding payments history"""
        try:
            payload = {
                "type": "userFunding",
                "user": address
            }
            
            async with self.session.post(self.info_url, json=payload) as response:
                if response.status == 200:
                    return await response.json()
                else:
                    return []
                    
        except Exception as e:
            print(f"⚠️ Could not fetch funding history for {address}: {e}")
            return []

    def parse_trades(self, fills: List[Dict]) -> List[Trade]:
        """Parse fills into Trade objects"""
        trades = []
        
        for fill in fills:
            try:
                # Parse timestamp
                timestamp = int(fill.get('time', 0))
                if timestamp == 0:
                    continue
                
                # Parse trade data
                coin = fill.get('coin', 'UNKNOWN')
                side = fill.get('side', 'buy').lower()
                size = float(fill.get('sz', '0'))
                price = float(fill.get('px', '0'))
                fee = float(fill.get('fee', '0'))
                is_maker = fill.get('liquidation', False) == False  # Simplified maker detection
                
                if size > 0 and price > 0:
                    trades.append(Trade(
                        timestamp=timestamp,
                        coin=coin,
                        side=side,
                        size=size,
                        price=price,
                        fee=fee,
                        is_maker=is_maker
                    ))
                    
            except (ValueError, KeyError) as e:
                print(f"⚠️ Warning: Could not parse fill: {fill} - {e}")
                continue
                
        return trades
    
    def parse_positions(self, account_state: Dict) -> List[Position]:
        """Parse account state into Position objects"""
        positions = []
        
        if not account_state or 'assetPositions' not in account_state:
            return positions
            
        for asset_pos in account_state['assetPositions']:
            try:
                position_data = asset_pos.get('position', {})
                
                coin = position_data.get('coin', 'UNKNOWN')
                size_str = position_data.get('szi', '0')
                size = float(size_str)
                
                if abs(size) < 1e-6:  # Skip dust positions
                    continue
                    
                side = 'long' if size > 0 else 'short'
                entry_price = float(position_data.get('entryPx', '0'))
                mark_price = float(position_data.get('positionValue', '0')) / abs(size) if size != 0 else 0
                unrealized_pnl = float(position_data.get('unrealizedPnl', '0'))
                leverage = float(position_data.get('leverage', {}).get('value', '1'))
                margin_used = float(position_data.get('marginUsed', '0'))
                
                positions.append(Position(
                    coin=coin,
                    size=abs(size),
                    side=side,
                    entry_price=entry_price,
                    mark_price=mark_price,
                    unrealized_pnl=unrealized_pnl,
                    leverage=leverage,
                    margin_used=margin_used
                ))
                
            except (ValueError, KeyError) as e:
                print(f"⚠️ Warning: Could not parse position: {asset_pos} - {e}")
                continue
                
        return positions
    
    def calculate_trade_performance(self, trades: List[Trade]) -> Tuple[float, float, int, int]:
        """Calculate more accurate trade performance metrics"""
        if len(trades) < 2:
            return 0.0, 0.0, 0, 0
        
        # Group trades by coin and track P&L per completed round trip
        trades_by_coin = defaultdict(list)
        for trade in sorted(trades, key=lambda x: x.timestamp):
            trades_by_coin[trade.coin].append(trade)
        
        total_realized_pnl = 0.0
        winning_trades = 0
        losing_trades = 0
        total_fees = 0.0
        
        for coin, coin_trades in trades_by_coin.items():
            position = 0.0
            entry_price = 0.0
            entry_cost = 0.0
            
            for trade in coin_trades:
                total_fees += trade.fee
                
                if trade.side.lower() in ['buy', 'b']:
                    if position <= 0:  # Opening long or closing short
                        if position < 0:  # Closing short position
                            pnl = (entry_price - trade.price) * abs(position) - trade.fee
                            total_realized_pnl += pnl
                            if pnl > 0:
                                winning_trades += 1
                            else:
                                losing_trades += 1
                        
                        # Start new long position
                        new_size = trade.size - max(0, -position)
                        if new_size > 0:
                            entry_price = trade.price
                            entry_cost = new_size * trade.price
                            position = new_size
                    else:  # Adding to long position
                        entry_cost += trade.size * trade.price
                        position += trade.size
                        entry_price = entry_cost / position
                
                elif trade.side.lower() in ['sell', 's', 'a', 'ask']:
                    if position >= 0:  # Closing long or opening short
                        if position > 0:  # Closing long position
                            pnl = (trade.price - entry_price) * min(position, trade.size) - trade.fee
                            total_realized_pnl += pnl
                            if pnl > 0:
                                winning_trades += 1
                            else:
                                losing_trades += 1
                        
                        # Start new short position
                        new_size = trade.size - max(0, position)
                        if new_size > 0:
                            entry_price = trade.price
                            position = -new_size
                    else:  # Adding to short position
                        position -= trade.size
                        entry_price = trade.price  # Simplified for shorts
        
        win_rate = winning_trades / (winning_trades + losing_trades) if (winning_trades + losing_trades) > 0 else 0
        return total_realized_pnl, win_rate, winning_trades, losing_trades

    def analyze_hft_patterns(self, trades: List[Trade]) -> Dict[str, Any]:
        """
        Analyze high-frequency trading patterns that don't follow traditional open/close cycles
        """
        if not trades:
            return {
                'avg_time_between_trades_minutes': 0,
                'max_time_between_trades_hours': 0,
                'min_time_between_trades_seconds': 0,
                'trading_clusters': 0,
                'trades_per_cluster': 0,
                'is_hft_pattern': False
            }
        
        trades_sorted = sorted(trades, key=lambda x: x.timestamp)
        time_gaps = []
        
        # Calculate time gaps between consecutive trades
        for i in range(1, len(trades_sorted)):
            gap_ms = trades_sorted[i].timestamp - trades_sorted[i-1].timestamp
            gap_minutes = gap_ms / (1000 * 60)
            time_gaps.append(gap_minutes)
        
        if not time_gaps:
            return {
                'avg_time_between_trades_minutes': 0,
                'max_time_between_trades_hours': 0,
                'min_time_between_trades_seconds': 0,
                'trading_clusters': 0,
                'trades_per_cluster': 0,
                'is_hft_pattern': False
            }
        
        avg_gap_minutes = statistics.mean(time_gaps)
        max_gap_hours = max(time_gaps) / 60
        min_gap_seconds = min(time_gaps) * 60
        
        # Identify trading clusters (periods of intense activity)
        clusters = []
        current_cluster = [trades_sorted[0]]
        
        for i in range(1, len(trades_sorted)):
            gap_minutes = time_gaps[i-1]
            
            if gap_minutes <= 5:  # Trades within 5 minutes = same cluster
                current_cluster.append(trades_sorted[i])
            else:
                if len(current_cluster) >= 3:  # Minimum 3 trades to be a cluster
                    clusters.append(current_cluster)
                current_cluster = [trades_sorted[i]]
        
        # Don't forget the last cluster
        if len(current_cluster) >= 3:
            clusters.append(current_cluster)
        
        avg_trades_per_cluster = statistics.mean([len(cluster) for cluster in clusters]) if clusters else 0
        
        # Determine if this is HFT pattern
        is_hft = (
            avg_gap_minutes < 30 and  # Average < 30 minutes between trades
            len([gap for gap in time_gaps if gap < 1]) > len(time_gaps) * 0.3  # 30%+ trades within 1 minute
        )
        
        return {
            'avg_time_between_trades_minutes': avg_gap_minutes,
            'max_time_between_trades_hours': max_gap_hours,
            'min_time_between_trades_seconds': min_gap_seconds,
            'trading_clusters': len(clusters),
            'trades_per_cluster': avg_trades_per_cluster,
            'is_hft_pattern': is_hft
        }
    
    def calculate_rolling_pnl(self, trades: List[Trade]) -> Tuple[float, List[float], int, int]:
        """
        Calculate P&L using rolling window approach for HFT patterns
        """
        if not trades:
            return 0.0, [], 0, 0
        
        trades_sorted = sorted(trades, key=lambda x: x.timestamp)
        
        # Track net position and P&L over time
        cumulative_pnl = 0.0
        pnl_series = []
        winning_periods = 0
        losing_periods = 0
        
        # Use 1-hour windows for P&L calculation
        window_size_ms = 60 * 60 * 1000  # 1 hour
        
        if not trades_sorted:
            return 0.0, [], 0, 0
        
        start_time = trades_sorted[0].timestamp
        end_time = trades_sorted[-1].timestamp
        
        current_time = start_time
        window_trades = []
        
        while current_time <= end_time:
            window_end = current_time + window_size_ms
            
            # Get trades in this window
            window_trades = [
                t for t in trades_sorted 
                if current_time <= t.timestamp < window_end
            ]
            
            if window_trades:
                # Calculate net flow and fees for this window
                            net_usd_flow = 0.0
            window_fees = 0.0
            
            for trade in window_trades:
                trade_value = trade.size * trade.price
                if trade.side.lower() in ['buy', 'b']:
                    net_usd_flow -= trade_value  # Cash out
                elif trade.side.lower() in ['sell', 's', 'a', 'ask']:  # sell
                    net_usd_flow += trade_value  # Cash in
                
                window_fees += trade.fee
                
                # Window P&L = net cash flow - fees
                window_pnl = net_usd_flow - window_fees
                cumulative_pnl += window_pnl
                pnl_series.append(cumulative_pnl)
                
                if window_pnl > 0:
                    winning_periods += 1
                elif window_pnl < 0:
                    losing_periods += 1
            
            current_time = window_end
        
        win_rate = winning_periods / (winning_periods + losing_periods) if (winning_periods + losing_periods) > 0 else 0
        
        return cumulative_pnl, pnl_series, winning_periods, losing_periods

    def analyze_token_diversity_and_type(self, trades: List[Trade], positions: List[Position]) -> Tuple[int, str, List[str]]:
        """
        Analyze token diversity and determine trading type (spot vs perps)
        
        Returns:
            tuple: (unique_tokens_count, trading_type, top_tokens_list)
        """
        if not trades:
            return 0, "unknown", []
        
        # Count token frequency by volume
        token_volumes = defaultdict(float)
        for trade in trades:
            volume = trade.size * trade.price
            token_volumes[trade.coin] += volume
        
        # Get unique token count
        unique_tokens = len(token_volumes)
        
        # Get top 5 tokens by volume
        sorted_tokens = sorted(token_volumes.items(), key=lambda x: x[1], reverse=True)
        top_tokens = [token for token, _ in sorted_tokens[:5]]
        
        # Determine trading type based on positions and leverage
        trading_type = self._determine_trading_type(positions, trades)
        
        return unique_tokens, trading_type, top_tokens
    
    def _determine_trading_type(self, positions: List[Position], trades: List[Trade]) -> str:
        """
        Determine if account trades spot, perps, or mixed
        
        Logic:
        - If positions have leverage > 1.1, it's perps
        - If no positions with leverage, check for margin/leverage indicators
        - Hyperliquid primarily offers perps, so default to perps if uncertain
        """
        if not positions and not trades:
            return "unknown"
        
        # Check current positions for leverage
        leveraged_positions = 0
        total_positions = len(positions)
        
        for position in positions:
            if position.leverage > 1.1:  # Consider leverage > 1.1 as perps
                leveraged_positions += 1
        
        # If we have positions, determine based on leverage
        if total_positions > 0:
            leverage_ratio = leveraged_positions / total_positions
            
            if leverage_ratio >= 0.8:  # 80%+ leveraged positions = perps
                return "perps"
            elif leverage_ratio <= 0.2:  # 20%- leveraged positions = spot
                return "spot"  
            else:  # Mixed
                return "mixed"
        
        # If no current positions, check historical leverage patterns
        # For Hyperliquid, most trading is perps, so default to perps
        # We could also check if trades show signs of leverage (frequent short selling, etc.)
        
        # Check for short selling patterns (indicator of perps)
        total_trades = len(trades)
        if total_trades > 0:
            sell_trades = sum(1 for trade in trades if trade.side.lower() in ['sell', 's', 'a', 'ask'])
            buy_trades = total_trades - sell_trades
            
            # If significantly more sells than buys, likely includes short selling (perps)
            if sell_trades > buy_trades * 1.2:
                return "perps"
            # If roughly balanced, could be perps with both long/short
            elif abs(sell_trades - buy_trades) / total_trades < 0.3:
                return "perps"
        
        # Default to perps for Hyperliquid (they primarily offer perps)
        return "perps"

    def analyze_short_long_patterns(self, trades: List[Trade]) -> Dict[str, Any]:
        """
        Analyze short/long trading patterns for perpetual traders
        
        Returns:
            dict: Analysis of directional trading patterns
        """
        if not trades:
            return {
                'total_buys': 0,
                'total_sells': 0,
                'buy_sell_ratio': 0,
                'likely_short_trades': 0,
                'short_percentage': 0,
                'directional_balance': 'unknown',
                'trading_style': 'unknown'
            }
        
        # Handle Hyperliquid API format: 'b' = buy/bid, 'a' = sell/ask
        total_buys = sum(1 for trade in trades if trade.side.lower() in ['buy', 'b'])
        total_sells = sum(1 for trade in trades if trade.side.lower() in ['sell', 's', 'a', 'ask'])
        total_trades = len(trades)
        
        # Calculate buy/sell ratio (handle edge cases)
        if total_sells == 0:
            buy_sell_ratio = float('inf') if total_buys > 0 else 0
        else:
            buy_sell_ratio = total_buys / total_sells
        
        # Analyze trading patterns
        if total_sells == 0 and total_buys > 0:
            directional_balance = "buy_only"
            trading_style = "Long-Only (buy and hold strategy)"
        elif total_buys == 0 and total_sells > 0:
            directional_balance = "sell_only"
            trading_style = "Short-Only (bearish strategy)"
        elif abs(total_buys - total_sells) / total_trades < 0.1:  # Within 10%
            directional_balance = "balanced"
            trading_style = "Long/Short Balanced (can profit both ways)"
        elif total_sells > total_buys * 1.3:  # 30% more sells
            directional_balance = "sell_heavy"
            trading_style = "Short-Heavy (profits from price drops)"
        elif total_buys > total_sells * 1.3:  # 30% more buys
            directional_balance = "buy_heavy" 
            trading_style = "Long-Heavy (profits from price rises)"
        else:
            directional_balance = "moderately_balanced"
            trading_style = "Moderately Balanced (flexible direction)"
        
        # Estimate likely short positions (sells without preceding buys)
        likely_shorts = 0
        position_tracker = defaultdict(lambda: {'net_position': 0})
        
        for trade in sorted(trades, key=lambda x: x.timestamp):
            coin_pos = position_tracker[trade.coin]
            
            # Handle both 'sell'/'s' and 'buy'/'b' formats
            if trade.side.lower() in ['sell', 's', 'a', 'ask']:
                if coin_pos['net_position'] <= 0:  # Selling without long position = likely short
                    likely_shorts += 1
                coin_pos['net_position'] -= trade.size
            elif trade.side.lower() in ['buy', 'b']:
                coin_pos['net_position'] += trade.size
        
        short_percentage = (likely_shorts / total_trades * 100) if total_trades > 0 else 0
        
        return {
            'total_buys': total_buys,
            'total_sells': total_sells,
            'buy_sell_ratio': buy_sell_ratio,
            'likely_short_trades': likely_shorts,
            'short_percentage': short_percentage,
            'directional_balance': directional_balance,
            'trading_style': trading_style
        }

    async def analyze_account(self, address: str) -> Optional[AccountStats]:
        """Analyze a single account and return comprehensive statistics"""
        print(f"\n🔍 Analyzing account: {address}")
        
        # Get account data
        account_state = await self.get_account_state(address)
        fills = await self.get_user_fills(address, limit=500)  # Reduced limit for better analysis
        
        if not fills:
            print(f"❌ No trading data found for {address}")
            return None
        
        # Parse data
        trades = self.parse_trades(fills)
        positions = self.parse_positions(account_state) if account_state else []
        
        if not trades:
            print(f"❌ No valid trades found for {address}")
            return None
        
        print(f"📊 Found {len(trades)} trades, {len(positions)} active positions")
        
        # Calculate time period
        trades_sorted = sorted(trades, key=lambda x: x.timestamp)
        oldest_trade = trades_sorted[0].timestamp
        newest_trade = trades_sorted[-1].timestamp
        analysis_period_ms = newest_trade - oldest_trade
        analysis_period_days = max(1, analysis_period_ms / (1000 * 60 * 60 * 24))
        
        # Calculate improved metrics
        total_trades = len(trades)
        total_fees = sum(trade.fee for trade in trades)
        
        # Analyze HFT patterns first
        hft_patterns = self.analyze_hft_patterns(trades)
        
        # Check if this is a manageable trading frequency for copy trading
        trading_freq = total_trades / analysis_period_days if analysis_period_days > 0 else 0
        is_copyable_frequency = 1 <= trading_freq <= 20  # 1-20 trades per day is manageable
        
        if hft_patterns['is_hft_pattern'] or trading_freq > 50:
            print(f"🤖 ❌ UNSUITABLE: High-frequency algorithmic trading detected")
            print(f"⚡ Trading frequency: {trading_freq:.1f} trades/day (TOO HIGH for copy trading)")
            print(f"🕒 Avg time between trades: {hft_patterns['avg_time_between_trades_minutes']:.1f} minutes")
            print(f"❌ This account cannot be safely copied - would result in overtrading and high fees")
            
            # Still calculate metrics for completeness but mark as unsuitable
            rolling_pnl, pnl_series, winning_periods, losing_periods = self.calculate_rolling_pnl(trades)
            realized_pnl = rolling_pnl
            win_rate = winning_periods / (winning_periods + losing_periods) if (winning_periods + losing_periods) > 0 else 0
            avg_duration = hft_patterns['avg_time_between_trades_minutes'] / 60  # Convert to hours
            
            print(f"💰 Rolling P&L: ${realized_pnl:.2f}, Periods: {winning_periods}W/{losing_periods}L")
            
        elif is_copyable_frequency:
            print(f"✅ SUITABLE: Human-manageable trading pattern detected")
            print(f"📊 Trading frequency: {trading_freq:.1f} trades/day (GOOD for copy trading)")
            
            # Use traditional P&L calculation for human traders
            realized_pnl, win_rate, winning_trades, losing_trades = self.calculate_trade_performance(trades)
            
            print(f"💰 Realized PnL: ${realized_pnl:.2f}, Wins: {winning_trades}, Losses: {losing_trades}")
            print(f"📈 Trade Win Rate: {win_rate:.1%}")
            
            # Calculate traditional trade durations
            durations = []
            position_tracker = defaultdict(lambda: {'size': 0, 'start_time': 0})
            
            for trade in trades_sorted:
                coin = trade.coin
                pos = position_tracker[coin]
                
                if trade.side.lower() in ['buy', 'b']:
                    if pos['size'] <= 0 and trade.size > abs(pos['size']):  # Opening new long
                        pos['start_time'] = trade.timestamp
                    pos['size'] += trade.size
                else:  # sell
                    if pos['size'] > 0:  # Closing long position
                        if trade.size >= pos['size'] and pos['start_time'] > 0:  # Fully closing
                            duration_hours = (trade.timestamp - pos['start_time']) / (1000 * 3600)
                            if duration_hours > 0:
                                durations.append(duration_hours)
                            pos['start_time'] = 0
                        pos['size'] -= trade.size
                    elif pos['size'] <= 0:  # Opening short
                        pos['start_time'] = trade.timestamp
                        pos['size'] -= trade.size
            
            avg_duration = statistics.mean(durations) if durations else 0
            print(f"🕒 Found {len(durations)} completed trades, avg duration: {avg_duration:.1f} hours")
            
        else:
            print(f"⚠️ QUESTIONABLE: Low trading frequency detected")
            print(f"📊 Trading frequency: {trading_freq:.1f} trades/day (might be inactive)")
            
            # Use traditional analysis for low-frequency traders
            realized_pnl, win_rate, winning_trades, losing_trades = self.calculate_trade_performance(trades)
            
            print(f"💰 Realized PnL: ${realized_pnl:.2f}, Wins: {winning_trades}, Losses: {losing_trades}")
            print(f"📈 Trade Win Rate: {win_rate:.1%}")
            
            avg_duration = 24.0  # Assume longer holds for infrequent traders
            print(f"🕒 Infrequent trading pattern - assuming longer hold times")
        
        # Common calculations
        unrealized_pnl = sum(pos.unrealized_pnl for pos in positions)
        total_pnl = realized_pnl + unrealized_pnl
        
        print(f"💰 Total PnL: ${total_pnl:.2f} (Realized: ${realized_pnl:.2f} + Unrealized: ${unrealized_pnl:.2f})")
        print(f"💸 Total Fees: ${total_fees:.2f}")
        
        # Calculate position size statistics
        position_sizes = [trade.size * trade.price for trade in trades]
        avg_position_size = statistics.mean(position_sizes) if position_sizes else 0
        
        # Calculate leverage statistics from current positions
        leverages = [pos.leverage for pos in positions if pos.leverage > 0]
        max_leverage = max(leverages) if leverages else 0
        avg_leverage = statistics.mean(leverages) if leverages else 1
        
        # Calculate trading frequency
        trading_freq = total_trades / analysis_period_days if analysis_period_days > 0 else 0
        
        # Simplified drawdown calculation
        max_drawdown = 0.0
        current_drawdown = 0.0
        if total_pnl < 0:
            max_drawdown = abs(total_pnl) / (avg_position_size * 10) if avg_position_size > 0 else 0
            current_drawdown = max_drawdown
        
        # Risk metrics
        profit_factor = abs(realized_pnl) / total_fees if total_fees > 0 else 0
        
        # Analyze HFT patterns
        hft_patterns = self.analyze_hft_patterns(trades)
        
        # Determine copyability
        is_hft = trading_freq > 50
        is_inactive = trading_freq < 1
        is_copyable_freq = 1 <= trading_freq <= 20
        
        if is_hft:
            is_copyable = False
            copyability_reason = f"HFT Bot ({trading_freq:.1f} trades/day - too fast to copy)"
        elif is_inactive:
            is_copyable = False
            copyability_reason = f"Inactive ({trading_freq:.1f} trades/day - insufficient activity)"
        elif is_copyable_freq:
            is_copyable = True
            copyability_reason = f"Human trader ({trading_freq:.1f} trades/day - manageable frequency)"
        else:
            is_copyable = False
            copyability_reason = f"Questionable frequency ({trading_freq:.1f} trades/day)"
        
        # Calculate risk reward ratio safely
        if hft_patterns['is_hft_pattern']:
            # For HFT, use win rate as proxy for risk/reward
            risk_reward_ratio = win_rate / (1 - win_rate) if win_rate < 1 else 1.0
        else:
            # For traditional trading, try to use winning/losing trade counts
            try:
                # These variables should exist from traditional analysis
                risk_reward_ratio = winning_trades / max(1, losing_trades)
            except NameError:
                # Fallback if variables don't exist
                risk_reward_ratio = win_rate / (1 - win_rate) if win_rate < 1 else 1.0
        
        # Analyze token diversity and trading type
        unique_tokens, trading_type, top_tokens = self.analyze_token_diversity_and_type(trades, positions)
        
        # Analyze short/long patterns
        short_long_analysis = self.analyze_short_long_patterns(trades)
        
        return AccountStats(
            address=address,
            total_pnl=total_pnl,
            win_rate=win_rate,
            total_trades=total_trades,
            avg_trade_duration_hours=avg_duration,
            max_drawdown=max_drawdown,
            sharpe_ratio=0,  # Would need returns data
            avg_position_size=avg_position_size,
            max_leverage_used=max_leverage,
            avg_leverage_used=avg_leverage,
            trading_frequency_per_day=trading_freq,
            risk_reward_ratio=risk_reward_ratio,
            consecutive_losses_max=0,  # Would need sequence analysis
            profit_factor=profit_factor,
            largest_win=0,  # Would need individual trade P&L
            largest_loss=0,  # Would need individual trade P&L
            active_positions=len(positions),
            current_drawdown=current_drawdown,
            last_trade_timestamp=newest_trade,
            analysis_period_days=int(analysis_period_days),
            is_copyable=is_copyable,
            copyability_reason=copyability_reason,
            unique_tokens_traded=unique_tokens,
            trading_type=trading_type,
            top_tokens=top_tokens,
            short_percentage=short_long_analysis['short_percentage'],
            trading_style=short_long_analysis['trading_style'],
            buy_sell_ratio=short_long_analysis['buy_sell_ratio']
        )

    async def analyze_multiple_accounts(self, addresses: List[str]) -> List[AccountStats]:
        """Analyze multiple accounts concurrently"""
        print(f"🚀 Starting analysis of {len(addresses)} accounts...\n")
        
        tasks = [self.analyze_account(addr) for addr in addresses]
        results = await asyncio.gather(*tasks, return_exceptions=True)
        
        # Filter out None results and exceptions
        valid_results = []
        for i, result in enumerate(results):
            if isinstance(result, Exception):
                print(f"❌ Error analyzing {addresses[i]}: {result}")
            elif result is not None:
                valid_results.append(result)
        
        return valid_results

    def print_analysis_results(self, stats_list: List[AccountStats]):
        """Print comprehensive analysis results with relative scoring"""
        if not stats_list:
            print("❌ No valid analysis results to display")
            return
        
        print("\n" + "="*100)
        print("📊 HYPERLIQUID ACCOUNT ANALYSIS RESULTS")
        print("="*100)
        
        # Calculate data ranges for relative scoring
        def get_data_ranges(stats_list):
            """Calculate min/max values for relative scoring"""
            if not stats_list:
                return {}
            
            # Separate copyable from non-copyable for different scoring
            copyable_accounts = [s for s in stats_list if s.is_copyable]
            all_accounts = stats_list
            
            ranges = {}
            
            # Profitability range (use all accounts)
            pnls = [s.total_pnl for s in all_accounts]
            ranges['pnl_min'] = min(pnls)
            ranges['pnl_max'] = max(pnls)
            ranges['pnl_range'] = ranges['pnl_max'] - ranges['pnl_min']
            
            # Separate positive and negative PnL for different scoring
            positive_pnls = [p for p in pnls if p > 0]
            negative_pnls = [p for p in pnls if p < 0]
            ranges['has_profitable'] = len(positive_pnls) > 0
            ranges['has_unprofitable'] = len(negative_pnls) > 0
            ranges['most_profitable'] = max(positive_pnls) if positive_pnls else 0
            ranges['most_unprofitable'] = min(negative_pnls) if negative_pnls else 0
            
            # Win rate range (use all accounts)
            win_rates = [s.win_rate for s in all_accounts]
            ranges['winrate_min'] = min(win_rates)
            ranges['winrate_max'] = max(win_rates)
            ranges['winrate_range'] = ranges['winrate_max'] - ranges['winrate_min']
            
            # Trading frequency range (use all accounts)
            frequencies = [s.trading_frequency_per_day for s in all_accounts]
            ranges['freq_min'] = min(frequencies)
            ranges['freq_max'] = max(frequencies)
            ranges['freq_range'] = ranges['freq_max'] - ranges['freq_min']
            
            # Trade duration range (use all accounts)
            durations = [s.avg_trade_duration_hours for s in all_accounts if s.avg_trade_duration_hours > 0]
            if durations:
                ranges['duration_min'] = min(durations)
                ranges['duration_max'] = max(durations)
                ranges['duration_range'] = ranges['duration_max'] - ranges['duration_min']
            else:
                ranges['duration_min'] = 0
                ranges['duration_max'] = 24
                ranges['duration_range'] = 24
            
            # Drawdown range (use all accounts) - ENHANCED
            drawdowns = [s.max_drawdown for s in all_accounts]
            ranges['drawdown_min'] = min(drawdowns)
            ranges['drawdown_max'] = max(drawdowns)
            ranges['drawdown_range'] = ranges['drawdown_max'] - ranges['drawdown_min']
            
            # Account age range (NEW)
            ages = [s.analysis_period_days for s in all_accounts]
            ranges['age_min'] = min(ages)
            ranges['age_max'] = max(ages)
            ranges['age_range'] = ranges['age_max'] - ranges['age_min']
            
            return ranges
        
        ranges = get_data_ranges(stats_list)
        
        # Relative scoring function
        def calculate_relative_score(stats: AccountStats, ranges: dict) -> float:
            score = 0.0
            score_breakdown = {}
            
            # 1. COPYABILITY FILTER (35% weight - most important)
            is_hft = stats.trading_frequency_per_day > 50
            is_too_slow = stats.trading_frequency_per_day < 1
            is_copyable = 1 <= stats.trading_frequency_per_day <= 20
            
            if is_hft:
                copyability_score = 0  # HFT bots get 0
                score_breakdown['copyability'] = f"❌ HFT Bot (0 points)"
            elif is_too_slow:
                copyability_score = 5  # Inactive accounts get very low points
                score_breakdown['copyability'] = f"⚠️ Inactive (5 points)"
            elif is_copyable:
                # For copyable accounts, score based on how close to ideal frequency (15 trades/day)
                ideal_freq = 15
                freq_distance = abs(stats.trading_frequency_per_day - ideal_freq)
                # Max score when exactly at ideal, decreases as distance increases
                copyability_score = max(0, 35 - (freq_distance * 1.5))  # Lose 1.5 points per trade away from ideal
                score_breakdown['copyability'] = f"✅ Copyable ({copyability_score:.1f} points - {stats.trading_frequency_per_day:.1f} trades/day)"
            else:
                copyability_score = 15  # Questionable frequency
                score_breakdown['copyability'] = f"⚠️ Questionable ({copyability_score} points)"
            
            score += copyability_score
            
            # 2. PROFITABILITY (30% weight) - HARSH PUNISHMENT for losses
            if stats.total_pnl < 0:
                # Severe punishment for unprofitable accounts
                if ranges['has_unprofitable'] and ranges['most_unprofitable'] < stats.total_pnl:
                    # Scale from -15 (worst) to 0 (break-even)
                    loss_severity = abs(stats.total_pnl) / abs(ranges['most_unprofitable'])
                    profitability_score = -15 * loss_severity  # Negative score for losses!
                else:
                    profitability_score = -15  # Maximum penalty
                score_breakdown['profitability'] = f"❌ LOSING ({profitability_score:.1f} points - ${stats.total_pnl:.0f} LOSS)"
            elif stats.total_pnl == 0:
                profitability_score = 0  # Breakeven gets no points
                score_breakdown['profitability'] = f"⚖️ Breakeven (0 points - ${stats.total_pnl:.0f})"
            else:
                # Positive PnL gets full scoring
                if ranges['has_profitable'] and ranges['most_profitable'] > 0:
                    profit_ratio = stats.total_pnl / ranges['most_profitable']
                    profitability_score = profit_ratio * 30
                else:
                    profitability_score = 15  # Average score if only one profitable account
                score_breakdown['profitability'] = f"✅ Profitable ({profitability_score:.1f} points - ${stats.total_pnl:.0f})"
            
            score += profitability_score
            
            # 3. RISK MANAGEMENT (20% weight) - HARSH PUNISHMENT for high drawdown
            if stats.max_drawdown > 0.5:  # 50%+ drawdown is disqualifying
                risk_score = -10  # Negative score for extreme risk!
                score_breakdown['risk'] = f"❌ EXTREME RISK ({risk_score} points - {stats.max_drawdown:.1%} drawdown)"
            elif stats.max_drawdown > 0.25:  # 25%+ drawdown is very bad
                risk_score = -5  # Negative score for high risk
                score_breakdown['risk'] = f"❌ HIGH RISK ({risk_score} points - {stats.max_drawdown:.1%} drawdown)"
            elif stats.max_drawdown > 0.15:  # 15%+ drawdown is concerning
                risk_score = 5  # Low positive score
                score_breakdown['risk'] = f"⚠️ Moderate Risk ({risk_score} points - {stats.max_drawdown:.1%} drawdown)"
            elif stats.max_drawdown > 0.05:  # 5-15% drawdown is acceptable
                risk_score = 15  # Good score
                score_breakdown['risk'] = f"✅ Good Risk Mgmt ({risk_score} points - {stats.max_drawdown:.1%} drawdown)"
            else:  # <5% drawdown is excellent
                risk_score = 20  # Full points
                score_breakdown['risk'] = f"✅ Excellent Risk ({risk_score} points - {stats.max_drawdown:.1%} drawdown)"
            
            score += risk_score
            
            # 4. ACCOUNT MATURITY (10% weight) - NEW FACTOR
            min_good_age = 30  # At least 30 days of history is preferred
            if stats.analysis_period_days < 7:
                age_score = 0  # Too new, no confidence
                score_breakdown['maturity'] = f"❌ Too New ({age_score} points - {stats.analysis_period_days} days)"
            elif stats.analysis_period_days < 14:
                age_score = 2  # Very new
                score_breakdown['maturity'] = f"⚠️ Very New ({age_score} points - {stats.analysis_period_days} days)"
            elif stats.analysis_period_days < min_good_age:
                age_score = 5  # Somewhat new
                score_breakdown['maturity'] = f"⚠️ Somewhat New ({age_score} points - {stats.analysis_period_days} days)"
            else:
                # Scale from 30 days (7 points) to max age (10 points)
                if ranges['age_range'] > 0:
                    age_ratio = min(1.0, (stats.analysis_period_days - min_good_age) / max(1, ranges['age_max'] - min_good_age))
                    age_score = 7 + (age_ratio * 3)  # 7-10 points
                else:
                    age_score = 8  # Average if all same age
                score_breakdown['maturity'] = f"✅ Mature ({age_score:.1f} points - {stats.analysis_period_days} days)"
            
            score += age_score
            
            # 5. WIN RATE (5% weight) - Reduced importance
            if ranges['winrate_range'] > 0:
                winrate_normalized = (stats.win_rate - ranges['winrate_min']) / ranges['winrate_range']
                winrate_score = winrate_normalized * 5
            else:
                winrate_score = 2.5  # If all same win rate, give average score
            
            score += winrate_score
            score_breakdown['winrate'] = f"📈 Win Rate ({winrate_score:.1f} points - {stats.win_rate:.1%})"
            
            return score, score_breakdown
        
        # Calculate scores for all accounts
        scored_accounts = []
        for stats in stats_list:
            score, breakdown = calculate_relative_score(stats, ranges)
            scored_accounts.append((stats, score, breakdown))
        
        # Sort by score
        scored_accounts.sort(key=lambda x: x[1], reverse=True)
        
        # Print data ranges for context
        print(f"\n📊 COHORT ANALYSIS (for relative scoring):")
        print(f"   💰 PnL Range: ${ranges['pnl_min']:.0f} to ${ranges['pnl_max']:.0f}")
        if ranges['has_unprofitable']:
            print(f"   ❌ Worst Loss: ${ranges['most_unprofitable']:.0f}")
        if ranges['has_profitable']:
            print(f"   ✅ Best Profit: ${ranges['most_profitable']:.0f}")
        print(f"   📈 Win Rate Range: {ranges['winrate_min']:.1%} to {ranges['winrate_max']:.1%}")
        print(f"   🔄 Frequency Range: {ranges['freq_min']:.1f} to {ranges['freq_max']:.1f} trades/day")
        print(f"   📉 Drawdown Range: {ranges['drawdown_min']:.1%} to {ranges['drawdown_max']:.1%}")
        print(f"   📅 Account Age Range: {ranges['age_min']} to {ranges['age_max']} days")
        print(f"\n⚠️ WARNING: Accounts with losses or high drawdown receive NEGATIVE scores!")
        
        # Print results
        for i, (stats, score, breakdown) in enumerate(scored_accounts, 1):
            print(f"\n{i}. 📋 ACCOUNT: {stats.address}")
            print(f"   🏆 RELATIVE SCORE: {score:.1f}/100")
            print(f"   📊 Score Breakdown:")
            for metric, description in breakdown.items():
                print(f"      {description}")
            
            print(f"   💰 Total PnL: ${stats.total_pnl:.2f}")
            print(f"   📈 Win Rate: {stats.win_rate:.1%}")
            print(f"   🕒 Avg Trade Duration: {stats.avg_trade_duration_hours:.1f} hours")
            print(f"   📉 Max Drawdown: {stats.max_drawdown:.1%}")
            print(f"   🔄 Trading Frequency: {stats.trading_frequency_per_day:.1f} trades/day")
            print(f"   💵 Avg Position Size: ${stats.avg_position_size:.2f}")
            print(f"   ⚡ Max Leverage: {stats.max_leverage_used:.1f}x")
            print(f"   📊 Total Trades: {stats.total_trades}")
            print(f"   📍 Active Positions: {stats.active_positions}")
            print(f"   📅 Analysis Period: {stats.analysis_period_days} days")
            
            # New token and trading type information
            print(f"   🪙 Unique Tokens: {stats.unique_tokens_traded}")
            
            # Trading type with emoji
            trading_type_display = {
                "perps": "🔄 Perpetuals",
                "spot": "💱 Spot Trading", 
                "mixed": "🔀 Mixed (Spot + Perps)",
                "unknown": "❓ Unknown"
            }.get(stats.trading_type, f"❓ {stats.trading_type}")
            print(f"   📈 Trading Type: {trading_type_display}")
            
            # Short/Long patterns - KEY ADVANTAGE
            print(f"   📊 Trading Style: {stats.trading_style}")
            print(f"   📉 Short Trades: {stats.short_percentage:.1f}% (can profit from price drops)")
            
            # Format buy/sell ratio properly
            if stats.buy_sell_ratio == float('inf'):
                ratio_display = "∞ (only buys)"
            elif stats.buy_sell_ratio == 0:
                ratio_display = "0 (only sells)" 
            else:
                ratio_display = f"{stats.buy_sell_ratio:.2f}"
            print(f"   ⚖️ Buy/Sell Ratio: {ratio_display}")
            
            # Top tokens
            if stats.top_tokens:
                top_tokens_str = ", ".join(stats.top_tokens[:3])  # Show top 3
                if len(stats.top_tokens) > 3:
                    top_tokens_str += f" +{len(stats.top_tokens)-3} more"
                print(f"   🏆 Top Tokens: {top_tokens_str}")
            
            # Copy Trading Suitability Evaluation
            evaluation = []
            is_hft_pattern = stats.trading_frequency_per_day > 50
            is_copyable = 1 <= stats.trading_frequency_per_day <= 20
            
            # First determine if account is copyable
            if is_hft_pattern:
                evaluation.append("❌ NOT COPYABLE - HFT/Bot")
            elif stats.trading_frequency_per_day < 1:
                evaluation.append("❌ NOT COPYABLE - Inactive")
            elif is_copyable:
                evaluation.append("✅ COPYABLE - Human trader")
            else:
                evaluation.append("⚠️ QUESTIONABLE - Check frequency")
            
            # Profitability check
            if stats.total_pnl > 0:
                evaluation.append("✅ Profitable")
            else:
                evaluation.append("❌ Not profitable")
            
            # Trade duration evaluation for copyable accounts
            if is_copyable:
                if 2 <= stats.avg_trade_duration_hours <= 48:
                    evaluation.append("✅ Good trade duration")
                elif stats.avg_trade_duration_hours < 2:
                    evaluation.append("⚠️ Very short trades")
                else:
                    evaluation.append("⚠️ Long hold times")
                    
                # Win rate for human traders
                if stats.win_rate > 0.6:
                    evaluation.append("✅ Excellent win rate")
                elif stats.win_rate > 0.4:
                    evaluation.append("✅ Good win rate")
                else:
                    evaluation.append("⚠️ Low win rate")
            else:
                # For non-copyable accounts, just note the pattern
                if is_hft_pattern:
                    evaluation.append("🤖 Algorithmic trading")
                else:
                    evaluation.append("💤 Low activity")
            
            # Risk management (universal)
            if stats.max_drawdown < 0.15:
                evaluation.append("✅ Good risk management")
            elif stats.max_drawdown < 0.25:
                evaluation.append("⚠️ Moderate risk")
            else:
                evaluation.append("❌ High drawdown risk")
                
            print(f"   🎯 Evaluation: {' | '.join(evaluation)}")
        
        # Recommendation section (rest remains the same)
        print("\n" + "="*100)
        print("🎯 COPY TRADING RECOMMENDATIONS")
        print("="*100)
        
        # Separate copyable from non-copyable accounts
        copyable_accounts = [(stats, score, breakdown) for stats, score, breakdown in scored_accounts if stats.is_copyable]
        non_copyable_accounts = [(stats, score, breakdown) for stats, score, breakdown in scored_accounts if not stats.is_copyable]
        
        if copyable_accounts:
            print(f"\n✅ FOUND {len(copyable_accounts)} COPYABLE ACCOUNTS:")
            
            best_stats, best_score, best_breakdown = copyable_accounts[0]
            
            print(f"\n🏆 TOP COPYABLE RECOMMENDATION: {best_stats.address}")
            print(f"   📊 Relative Score: {best_score:.1f}/100")
            print(f"   🎯 Status: {best_stats.copyability_reason}")
            
            if best_score >= 60:
                recommendation = "🟢 HIGHLY RECOMMENDED"
            elif best_score >= 40:
                recommendation = "🟡 MODERATELY RECOMMENDED"
            elif best_score >= 20:
                recommendation = "🟠 PROCEED WITH EXTREME CAUTION"
            elif best_score >= 0:
                recommendation = "🔴 NOT RECOMMENDED (Risky)"
            else:
                recommendation = "⛔ DANGEROUS (Negative Score)"
            
            print(f"   {recommendation}")
            
            print(f"\n📋 Why this account scored highest:")
            for metric, description in best_breakdown.items():
                print(f"   {description}")
            
            print(f"\n⚙️ Suggested copy trading settings:")
            if best_score >= 60:
                print(f"   📊 Portfolio allocation: 10-25% (confident allocation)")
                print(f"   ⚡ Max leverage limit: 5-10x")
            elif best_score >= 40:
                print(f"   📊 Portfolio allocation: 5-15% (moderate allocation)")
                print(f"   ⚡ Max leverage limit: 3-5x")
            elif best_score >= 20:
                print(f"   📊 Portfolio allocation: 2-5% (very small allocation)")
                print(f"   ⚡ Max leverage limit: 2-3x")
            else:
                print(f"   📊 Portfolio allocation: DO NOT COPY")
                print(f"   ⚡ ACCOUNT IS TOO RISKY FOR COPY TRADING")
            
            print(f"   💰 Min position size: $25-50")
            print(f"   🔄 Expected trades: {best_stats.trading_frequency_per_day:.1f} per day")
            print(f"   📅 Account age: {best_stats.analysis_period_days} days")
            
        else:
            print(f"\n❌ NO COPYABLE ACCOUNTS FOUND")
            print(f"   All analyzed accounts are unsuitable for copy trading")
        
        if non_copyable_accounts:
            print(f"\n❌ {len(non_copyable_accounts)} UNSUITABLE ACCOUNTS (DO NOT COPY):")
            for i, (account, score, breakdown) in enumerate(non_copyable_accounts[:3], 1):  # Show top 3 unsuitable
                score_indicator = "⛔ DANGEROUS" if score < 0 else "🔴 Risky" if score < 20 else "⚠️ Poor"
                print(f"   {i}. {account.address[:10]}... - {account.copyability_reason} ({score_indicator}: {score:.1f})")
            
            if len(non_copyable_accounts) > 3:
                print(f"   ... and {len(non_copyable_accounts) - 3} more unsuitable accounts")
        
        print(f"\n⚠️ ENHANCED COPY TRADING GUIDELINES:")
        print(f"   • ✅ ONLY copy accounts with 30+ days of history")
        print(f"   • ✅ ONLY copy PROFITABLE accounts (positive PnL)")
        print(f"   • ✅ AVOID accounts with >15% max drawdown")
        print(f"   • ✅ Ideal frequency: 5-15 trades per day")
        print(f"   • ❌ NEVER copy accounts with negative scores")
        print(f"   • ❌ NEVER copy accounts losing money")
        print(f"   • ⚠️ Start with 2-5% allocation even for good accounts")
        print(f"   • 📊 Higher scores = more reliable performance")
        print(f"   • 🔄 ADVANTAGE: Perpetual traders can profit in BOTH bull & bear markets!")
        print(f"   • 📈📉 They go long (profit when price rises) AND short (profit when price falls)")
        print(f"   • 💡 This means potential profits in any market condition")
        
        # Show directional trading summary
        if copyable_accounts:
            print(f"\n🎯 DIRECTIONAL TRADING ANALYSIS OF COPYABLE ACCOUNTS:")
            for i, (stats, score, breakdown) in enumerate(copyable_accounts, 1):
                short_capability = "✅ Excellent" if stats.short_percentage > 30 else "⚠️ Limited" if stats.short_percentage > 10 else "❌ Minimal"
                risk_indicator = "⛔ DANGEROUS" if score < 0 else "🔴 Risky" if score < 20 else "⚠️ Caution" if score < 40 else "✅ Good"
                print(f"   {i}. {stats.address[:10]}... - {stats.short_percentage:.1f}% shorts ({short_capability} short capability)")
                print(f"      Score: {score:.1f}/100 ({risk_indicator}) | Style: {stats.trading_style}")
                print(f"      Age: {stats.analysis_period_days} days | PnL: ${stats.total_pnl:.0f} | Drawdown: {stats.max_drawdown:.1%}")
                print(f"      Advantage: Can profit when {', '.join(stats.top_tokens[:2])} prices move in EITHER direction")

    async def get_leaderboard(self, window: str = "7d", limit: int = 20) -> Optional[List[str]]:
        """
        Get top accounts from Hyperliquid leaderboard
        
        Note: Hyperliquid's public API doesn't expose leaderboard data directly.
        This function serves as a template for when/if the API becomes available.
        
        Args:
            window: Time window for leaderboard ("1d", "7d", "30d", "allTime")
            limit: Number of top accounts to return
            
        Returns:
            List of account addresses from leaderboard (currently returns None)
        """
        print(f"⚠️ Hyperliquid leaderboard API not publicly accessible")
        print(f"💡 To analyze current top performers:")
        print(f"   1. Visit: https://app.hyperliquid.xyz/leaderboard")
        print(f"   2. Copy top performer addresses manually")
        print(f"   3. Run: python utils/hyperliquid_account_analyzer.py [address1] [address2] ...")
        print(f"   4. Or use --top10 for a curated list of known good traders")
        
        # Note: If Hyperliquid ever makes their leaderboard API public, 
        # we can implement the actual fetching logic here
        return None
    
    async def _try_alternative_leaderboard(self, window: str, limit: int) -> Optional[List[str]]:
        """Try alternative methods to get leaderboard data"""
        try:
            # Try different payload formats
            alternative_payloads = [
                {
                    "type": "leaderBoard",
                    "timeWindow": window
                },
                {
                    "type": "userLeaderboard", 
                    "window": window
                },
                {
                    "type": "spotLeaderboard",
                    "req": {"timeWindow": window}
                }
            ]
            
            for payload in alternative_payloads:
                try:
                    async with self.session.post(self.info_url, json=payload) as response:
                        if response.status == 200:
                            data = await response.json()
                            
                            # Try to extract addresses from any structure
                            addresses = self._extract_addresses_from_data(data, limit)
                            if addresses:
                                print(f"📊 Successfully fetched {len(addresses)} addresses using alternative method")
                                return addresses
                                
                except Exception as e:
                    continue
            
            print("⚠️ Could not fetch leaderboard data, using fallback top accounts")
            return None
            
        except Exception as e:
            print(f"⚠️ Alternative leaderboard fetch failed: {e}")
            return None
    
    def _extract_addresses_from_data(self, data: Any, limit: int) -> List[str]:
        """Extract addresses from any nested data structure"""
        addresses = []
        
        def recursive_search(obj, depth=0):
            if depth > 5:  # Prevent infinite recursion
                return
                
            if isinstance(obj, list):
                for item in obj:
                    recursive_search(item, depth + 1)
            elif isinstance(obj, dict):
                # Check if this dict has an address field
                for addr_field in ['user', 'address', 'account', 'trader', 'wallet']:
                    if addr_field in obj:
                        addr = obj[addr_field]
                        if isinstance(addr, str) and addr.startswith('0x') and len(addr) == 42:
                            if addr not in addresses:  # Avoid duplicates
                                addresses.append(addr)
                                
                # Recurse into nested objects
                for value in obj.values():
                    recursive_search(value, depth + 1)
        
        recursive_search(data)
        return addresses[:limit]

    async def get_top_accounts_from_leaderboard(self, window: str = "7d", limit: int = 10) -> List[str]:
        """
        Get top performing accounts from Hyperliquid leaderboard
        
        Currently uses a curated list of high-performing accounts since
        the Hyperliquid leaderboard API is not publicly accessible.
        
        Args:
            window: Time window ("1d", "7d", "30d", "allTime") 
            limit: Number of accounts to return
            
        Returns:
            List of top account addresses
        """
        print(f"🔍 Attempting to fetch top {limit} accounts from {window} leaderboard...")
        
        addresses = await self.get_leaderboard(window, limit)
        
        if not addresses:
            print("\n📋 Using curated list of high-performing accounts")
            print("💡 These accounts have been manually verified for good performance")
            
            # Curated list of known high-performing accounts
            # Updated based on our previous analysis
            curated_addresses = [
                "0x59a15c79a007cd6e9965b949fcf04125c2212524",  # Best performer from previous analysis
                "0xa10ec245b3483f83e350a9165a52ae23dbab01bc",
                "0x0487b5e806ac781508cb3272ebd83ad603ddcc0f",
                "0x72fad4e75748b65566a3ebb555b6f6ee18ce08d1",
                "0xa70434af5778038245d53da1b4d360a30307a827",
                "0xeaa400abec7c62d315fd760cbba817fa35e4e0e8",
                "0x3104b7668f9e46fb13ec0b141d2902e144d67efe",
                "0x74dcdc6df25bd7ba70336632ecd76a053d0f8dd4",
                "0xc62df97dcf96324adf4edd30a4a7bffd5402f4da",
                "0xd11f5de0189d52b3abe6b0960b8377c20988e17e"
            ]
            
            selected_addresses = curated_addresses[:limit]
            print(f"📊 Selected {len(selected_addresses)} accounts for analysis:")
            for i, addr in enumerate(selected_addresses, 1):
                print(f"   {i}. {addr}")
            
            return selected_addresses
        
        print(f"✅ Successfully fetched {len(addresses)} top accounts from leaderboard")
        for i, addr in enumerate(addresses, 1):
            print(f"   {i}. {addr}")
        
        return addresses

async def main():
    """Main function"""
    parser = argparse.ArgumentParser(description='Analyze Hyperliquid trading accounts')
    parser.add_argument('addresses', nargs='*', help='Account addresses to analyze')
    parser.add_argument('--top10', action='store_true', help='Analyze the provided top 10 accounts (hardcoded list)')
    parser.add_argument('--leaderboard', action='store_true', help='Fetch and analyze top accounts from Hyperliquid leaderboard')
    parser.add_argument('--window', default='7d', choices=['1d', '7d', '30d', 'allTime'], 
                       help='Time window for leaderboard (default: 7d)')
    parser.add_argument('--limit', type=int, default=10, help='Number of top accounts to analyze (default: 10)')
    
    args = parser.parse_args()
    
    # Top 10 accounts from the user (fallback)
    top10_addresses = [
        "0xa10ec245b3483f83e350a9165a52ae23dbab01bc",
        "0x2aab3badd6a5daa388da47de4c72a6fa618a6265",
        "0xd11f5de0189d52b3abe6b0960b8377c20988e17e", 
        "0xc62df97dcf96324adf4edd30a4a7bffd5402f4da",
        "0xa70434af5778038245d53da1b4d360a30307a827",
        "0x72fad4e75748b65566a3ebb555b6f6ee18ce08d1",
        "0x0487b5e806ac781508cb3272ebd83ad603ddcc0f",
        "0x59a15c79a007cd6e9965b949fcf04125c2212524",
        "0xeaa400abec7c62d315fd760cbba817fa35e4e0e8",
        "0x3104b7668f9e46fb13ec0b141d2902e144d67efe",
        "0x74dcdc6df25bd7ba70336632ecd76a053d0f8dd4",
        "0x101a2d2afc2f9b0b217637f53e3a3e859104a33d",
        "0x836f01e63bd0fcbe673dcd905f882a5a808dd36e",
        "0xae42743b5d6a3594b7f95b5cebce64cfedc69318",
        "0x944fdea9d4956ce673c7545862cefccad6ee1b04",
        "0x2a93e999816c9826ade0b51aaa2d83240d8f4596",
        "0x7d3ca5fa94383b22ee49fc14e89aa417f65b4d92",
        "0xfacb7404c1fad06444bda161d1304e4b7aa14e77",
        "0x654d8c01f308d670d6bed13d892ee7ee285028a6",
        "0xbbf3fc6f14e70eb451d1ecd2c20227702fc435c6",
        "0x41dd4becd2930c37e8c05bac4e82459489d47e32",
        "0xe97b3608b2c527b92400099b144b8868e8e02b14",
        "0x9d8769bf821cec63f5e5436ef194002377d917f1",
        "0x258855d09cf445835769f21370230652c4294a92",
        "0x69e07d092e3b4bd5bbc02aed7491916269426ad1"
    ]
    
    async with HyperliquidAccountAnalyzer() as analyzer:
        if args.leaderboard:
            # Fetch top accounts from leaderboard
            addresses = await analyzer.get_top_accounts_from_leaderboard(args.window, args.limit)
        elif args.top10:
            # Use hardcoded top 10 list
            addresses = top10_addresses
            print("ℹ️ Using hardcoded top 10 accounts")
        elif args.addresses:
            # Use provided addresses
            addresses = args.addresses
            print(f"ℹ️ Analyzing {len(addresses)} provided addresses")
        else:
            # Default: use curated list (since leaderboard API isn't available)
            print("ℹ️ No addresses specified, using curated high-performance accounts...")
            addresses = await analyzer.get_top_accounts_from_leaderboard(args.window, args.limit)
        
        if not addresses:
            print("❌ No addresses to analyze")
            return
            
        results = await analyzer.analyze_multiple_accounts(addresses)
        analyzer.print_analysis_results(results)

if __name__ == "__main__":
    asyncio.run(main())