Uniswap Quickstart

Uniswap Quickstart#

Setup#

  1. Install the package:

    Install the library

  2. Initialize Pool Factory:

from nethermind.entro.base import PoolFactory
pool_factory = PoolFactory(
    w3=Web3(Web3.HTTPProvider("http://localhost:8545"),
    sqlalchemy_url="sqlite:///test.db",
)

Uniswap V3#

v3_pool = pool_factory.initialize_empty_pool("uniswap_v3")
v3_pool.mint(
    recipient="0x1234512345123451234512345123451234512345",
    tick_lower=-60000,
    tick_upper=60000,
    amount=100000
)

Executing Swap on Test Pool#

swap_id = v3_pool.swap(
    zero_for_one=True,
    amount_specified=1000,
    sqrt_price_limit=,
    log_swap=True,
)

# Fetch swap event from the database
swap_event = v3_pool.get_swap_event(swap_id)

Burning Liquidity & Collecting Swap Fees#

token_0, token_1 = v3_pool.burn(
    owner="0x1234512345123451234512345123451234512345",
    tick_lower=-60000,
    tick_upper=60000,
    amount=100000,
)

>>> token_0
1000

>>> token_1
1000

Initializing Pool From on-chain Contract#

usdc_weth_pool = pool_factory.initialize_from_chain(
    "uniswap_v3",
    "0x88e6A0c2dDD26FEEb64F039a2c41296FcB3f5640"
    # Older blocks are faster to initialize since there is usually less liquidity deployed
    at_block = 14_000_000,
)

Reading Pool Parameters

>>> usdc_weth_pool.immutables.token_0
ERC20Token(name='USD Coin', symbol='USDC', decimals=6, address='0xA0b86991c6218b3....

>>> usdc_weth_pool.immutables.token_1
ERC20Token(name='Wrapped Ether', symbol='WETH', decimals=18, address='0xC02aaA39b223FE8D...

>>> usdc_weth_pool.state.balance_0  # Token 0 Held by Pool
42551690315144

>>> usdc_weth_pool.state.balance_1  # Token 1 Held by Pool
44536306936710426696786

>>> usdc_weth_pool.state.liquidity  # Currently Active Liquidity
48717626097494941106

>>> usdc_weth_pool.slot0.tick  # Current Tick of the pool
195455

>>> usdc_weth_pool.get_price_at_tick(195455)
'0.000307665'  # That looks like the USDC price in WETH

>>> usdc_weth_pool.get_price_at_tick(195455, reverse_tokens=True)
'3250.29'  # There is the price we are looking for

>>> usdc_weth_pool.get_price_at_tick(195455, reverse_tokens=True, string_description=True)
'WETH: 3250.29 USDC'  # More human readable

Analyzing Liquidity#

from matplotlib import pyplot as plt

>>> len(usdc_weth_pool.ticks)
798

>>> usdc_weth_pool.ticks[186200].liquidity_net
842438616907770

# To generate the liquidity distribution of the pool:
>>> raw_dataframe = usdc_weth_pool.compute_liquidity_at_price(reverse_tokens=True, compress=False)

# The compressed dataframe is compressed if the liquidity changes less than 10%
>>> compressed_dataframe = usdc_weth_pool.compute_liquidity_at_price(
        reverse_tokens=True,  # Switches token Order to represent price in USDC
        compress=True
    )

# Plot the dataframe as a bar chart
>>> compressed_dataframe.plot.bar(x="price", y="active_liquidity", width=1, figsize=(15, 7)))
>>> plt.show()
../_images/liquidity-bar-chart.png

Analyzing Liquidity Positions#

>>> len(usdc_weth_pool.positions)
9388

# Created list of all positions ordered by liquidity
>>> sorted_positions = sorted(execution_pool.positions.items(), key=lambda p: p[1].liquidity, reverse=True)

>>> sorted_positions[0]
(('0xC36442b4a4522E871399CD717aBDD847Ab11FE88', 193150, 193160), PositionInfo(liquidity=51169817151707577348, ...

>>> for key, data in sorted_positions[:20]:
>>>    # Invert lower & upper price since we are reversing token order
>>>    lower_price = usdc_weth_pool.get_price_at_tick(key[2], reverse_tokens=True)
>>>    upper_price = usdc_weth_pool.get_price_at_tick(key[1], reverse_tokens=True)
>>>    print(f"${lower_price:,.2f} -- ${upper_price:,.2f}:   {data.liquidity}")

$4,088.72 -- $4,092.81:   51169817151707577348
$3,232.46 -- $3,439.20:   41216075085584681672
$2,586.37 -- $2,588.96:   2229824879481991308
$3,001.90 -- $3,800.89:   1592927280599964178
$3,219.56 -- $3,371.11:   1476666465406343250
$4,183.84 -- $4,209.02:   1403630509387477744
$4,851.19 -- $4,899.94:   1396564059748048295
$3,601.09 -- $3,622.77:   1386665198155116829
$3,361.01 -- $3,364.37:   932757285461212862
$68,991,935.85 -- $69,060,958.84:   830863045158786350
$3,242.17 -- $3,245.41:   741582070492356794
$1,800.87 -- $5,197.72:   463849567934926093
$3,778.15 -- $4,183.84:   313890945617665242
$4,315.57 -- $17,996.14:   310527552650769165
$1,499.72 -- $6,197.90:   306118131189390769
$0.00 -- $0.00:   297698757815726047
$3,823.76 -- $3,831.42:   292261645555047518
$3,901.00 -- $4,230.12:   261232565060386965
$2,898.66 -- $3,601.09:   253551489707673563
$2,535.16 -- $4,774.19:   248416175392960717


# Get the current price of the pool
>>> usdc_weth_pool.get_price_at_tick(usdc_weth_pool.slot0.tick, reverse_tokens=True)
3250.2861765942507
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