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Commit944a391

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feat: added estimate_price_impact helper function and example
1 parentd95a0b2 commit944a391

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2 files changed

+88
-1
lines changed

2 files changed

+88
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lines changed

‎examples/price_impact.py

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Original file line numberDiff line numberDiff line change
@@ -0,0 +1,59 @@
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fromtypingimportList
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fromweb3importWeb3
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fromuniswapimportUniswap
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fromuniswap.typesimportAddressLike
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eth=Web3.toChecksumAddress("0x0000000000000000000000000000000000000000")
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weth=Web3.toChecksumAddress("0xC02aaA39b223FE8D0A0e5C4F27eAD9083C756Cc2")
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usdt=Web3.toChecksumAddress("0xdac17f958d2ee523a2206206994597c13d831ec7")
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vxv=Web3.toChecksumAddress("0x7d29a64504629172a429e64183d6673b9dacbfce")
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defusdt_to_vxv_v2():
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"""
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Checks impact for a pool with very little liquidity.
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This particular route caused a $14k loss for one user: https://github.com/uniswap-python/uniswap-python/discussions/198
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"""
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uniswap=Uniswap(address=None,private_key=None,version=2)
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route:List[AddressLike]= [usdt,weth,vxv]
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# Compare the results with the output of:
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# https://app.uniswap.org/#/swap?use=v2&inputCurrency=0xdac17f958d2ee523a2206206994597c13d831ec7&outputCurrency=0x7d29a64504629172a429e64183d6673b9dacbfce
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qty=10*10**8
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# price = uniswap.get_price_input(usdt, vxv, qty, route=route) / 10 ** 18
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# print(price)
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impact=uniswap.estimate_price_impact(usdt,vxv,qty,route=route)
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# NOTE: Not sure why this differs from the quote in the UI?
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# Getting -27% in the UI for 10 USDT, but this returns >95%
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# The slippage for v3 (in example below) returns correct results.
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print(f"Impact for{qty/10**8} USDT:{round(impact*100,3)}%")
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qty=13900*10**8
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impact=uniswap.estimate_price_impact(usdt,vxv,qty,route=route)
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print(f"Impact for{qty/10**8} USDT:{round(impact*100,3)}%")
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defusdt_to_vxv_v3():
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"""Checks price impact for a pool with liquidity."""
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uniswap=Uniswap(address=None,private_key=None,version=3)
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# Compare the results with the output of:
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# https://app.uniswap.org/#/swap?use=v3&inputCurrency=ETH&outputCurrency=0x7d29a64504629172a429e64183d6673b9dacbfce
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qty=1*10**18
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impact=uniswap.estimate_price_impact(eth,vxv,qty,fee=10000)
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print(f"Impact for{qty/10**18} ETH:{round(impact*100,3)}%")
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qty=100*10**18
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impact=uniswap.estimate_price_impact(eth,vxv,qty,fee=10000)
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print(f"Impact for{qty/10**18} ETH:{round(impact*100,3)}%")
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if__name__=="__main__":
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usdt_to_vxv_v2()
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usdt_to_vxv_v3()

‎uniswap/uniswap.py

Lines changed: 29 additions & 1 deletion
Original file line numberDiff line numberDiff line change
@@ -1172,7 +1172,7 @@ def _calculate_max_output_token(
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# ------ Helpers ------------------------------------------------------------
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defget_token(self,address:AddressLike,abi_name:str="erc20")->ERC20Token:
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defget_token(self,address:AddressLike,abi_name:str="erc20")->ERC20Token:
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"""
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Retrieves metadata from the ERC20 contract of a given token, like its name, symbol, and decimals.
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"""
@@ -1209,6 +1209,34 @@ def get_weth_address(self) -> ChecksumAddress:
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address=self.router.functions.WETH9().call()
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returnaddress
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defestimate_price_impact(
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self,
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token_in:AddressLike,
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token_out:AddressLike,
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amount_in:int,
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fee:int=None,
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route:Optional[List[AddressLike]]=None,
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)->float:
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"""
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Returns the estimated price impact as a positive float (0.01 = 1%).
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NOTE: Work-in-progress.
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See ``examples/price_impact.py`` for an example which uses this.
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"""
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amount_small=10**2
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cost_small=self.get_price_input(
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token_in,token_out,amount_small,fee=fee,route=route
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)
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cost_amount=self.get_price_input(
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token_in,token_out,amount_in,fee=fee,route=route
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)
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price_small=cost_small/amount_small
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price_amount=cost_amount/amount_in
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return (price_small-price_amount)/price_small
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# ------ Exchange ------------------------------------------------------------------
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@supports([1,2])
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defget_fee_maker(self)->float:

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