diff --git a/.github/ISSUE_TEMPLATE/bug_report.md b/.github/ISSUE_TEMPLATE/bug_report.md new file mode 100644 index 0000000..7c8b5c1 --- /dev/null +++ b/.github/ISSUE_TEMPLATE/bug_report.md @@ -0,0 +1,20 @@ +--- +name: Bug report +about: Create a report to help us improve +title: '' +labels: bug +assignees: '' + +--- + +**Describe the bug** +A clear and concise description of what the bug is. + +**To Reproduce** +Steps to reproduce the behavior. Ideally, you can provide a code example demonstrating the issue (including the Uniswap version, tokens/route, and network used). + +**Expected behavior** +A clear and concise description of what you expected to happen. + +**Additional context** +Add any other context about the problem here, such as a transaction ID demonstrating the problem. diff --git a/.github/workflows/test.yml b/.github/workflows/test.yml index 23ac279..acb725e 100644 --- a/.github/workflows/test.yml +++ b/.github/workflows/test.yml @@ -48,7 +48,8 @@ jobs: - name: Install dependencies run: | poetry install - npm install -g ganache-cli + # TODO: Update to stable ganache when released! + npm install -g ganache@beta - name: Test env: PROVIDER: ${{ secrets.MAINNET_PROVIDER }} diff --git a/Makefile b/Makefile index e8a8eb8..ac1ebe7 100644 --- a/Makefile +++ b/Makefile @@ -1,7 +1,7 @@ .PHONY: test typecheck lint precommit docs test: - poetry run pytest -v --cov=uniswap --cov-report html --cov-report term --cov-report xml + poetry run pytest -v --tb=line --maxfail=4 --cov=uniswap --cov-report html --cov-report term --cov-report xml typecheck: poetry run mypy --pretty diff --git a/README.md b/README.md index b0f4b1d..8636f9b 100644 --- a/README.md +++ b/README.md @@ -28,6 +28,7 @@ Documentation is available at https://uniswap-python.com/ ### Supports - Uniswap v3 (as of v0.5.0) + - Including beta support for Arbitrum & Optimism deployments (as of v0.5.4) - Uniswap v2 (as of v0.4.0) - Uniswap v1 (deprecated) - Various forks (untested, but should work) @@ -47,10 +48,12 @@ Test are run on a fork of the main net using ganache-cli. You need to install it To run the full test suite, in the project directory set the `PROVIDER` env variable to a mainnet provider, and run: -``` +```sh poetry install export PROVIDER= # URL of provider, e.g. https://mainnet.infura.io/v3/... make test +# or... +poetry run pytest --capture=no # doesn't capture output (verbose) ``` ## Support our continued work! @@ -58,8 +61,13 @@ make test You can support us on [Gitcoin Grants](https://gitcoin.co/grants/2631/uniswap-python). ## Authors + * [Shane Fontaine](https://twitter.com/shanecoin) * [Erik Bjäreholt](https://twitter.com/ErikBjare) +* [@liquid-8](https://github.com/liquid-8) +* ...and [others](https://github.com/uniswap-python/uniswap-python/graphs/contributors) + +*Want to help out with development? We have funding to those that do! See [#181](https://github.com/uniswap-python/uniswap-python/discussions/181)* ## Changelog diff --git a/docs/getting-started.rst b/docs/getting-started.rst index fdc850c..dcd7884 100644 --- a/docs/getting-started.rst +++ b/docs/getting-started.rst @@ -76,14 +76,14 @@ Quoting prices .. note:: - These methods assume a certain route for the swap to take, which may not be the optimal route. See :issue:`69` for details. + These methods assume a certain route for the swap to take, which may not be the optimal route. See :issue:`93` for details. There are two functions to retrieve the price for a given pair, one for specifying how much you get given a certain amount of the input token, and another for specifying how much you need to pay to receive a certain amount of the output token. :func:`~uniswap.Uniswap.get_price_input` ```````````````````````````````````````` -Returns the cost of the given number of input tokens, priced in the output token. +Returns the amount of output tokens you get for a given amount of input tokens. .. code:: python @@ -120,26 +120,34 @@ Making trades The same route assumptions and need for handling decimals apply here as those mentioned in the previous section. +.. warning:: + + Always check the expected price before executing a trade. It's important that you're using a pool with adequate liquidity, or else you may suffer significant losses! (see :issue:`198` and :issue:`208`) + + Use the Uniswap version with the most liquidity for your route, and if using v3, make sure you set the ``fee`` parameter to use the best pool. + :func:`~uniswap.Uniswap.make_trade` ``````````````````````````````````` .. code:: python - # Make a trade where the input qty being known parameters - uniswap.make_trade(eth, bat, 1*10**18) # sell 1 ETH for however many BAT - uniswap.make_trade(bat, eth, 1*10**18) # sell 1 BAT for however many ETH - uniswap.make_trade(bat, dai, 1*10**18) # sell 1 BAT for however many DAI - uniswap.make_trade(eth, bat, 1*10**18, "0x123...") # sell 1 ETH for however many BAT, and send the BAT to the provided address + # Make a trade by specifying the quantity of the input token you wish to sell + uniswap.make_trade(eth, bat, 1*10**18) # sell 1 ETH for BAT + uniswap.make_trade(bat, eth, 1*10**18) # sell 1 BAT for ETH + uniswap.make_trade(bat, dai, 1*10**18) # sell 1 BAT for DAI + uniswap.make_trade(eth, bat, 1*10**18, "0x123...") # sell 1 ETH for BAT, and send the BAT to the provided address + uniswap.make_trade(dai, usdc, 1*10**18, fee=500) # sell 1 DAI for USDC using the 0.05% fee pool (v3 only) :func:`~uniswap.Uniswap.make_trade_output` `````````````````````````````````````````` .. code:: python - # Make a trade where the output qty is known, based on the input parameters - uniswap.make_trade_output(eth, bat, 1*10**18) # buy however many ETH for 1 BAT - uniswap.make_trade_output(bat, eth, 1*10**18) # buy however many BAT for 1 ETH - uniswap.make_trade_output(bat, dai, 1*10**18, "0x123...") # buy however many BAT for 1 DAI, and send the BAT to the provided address + # Make a trade by specifying the quantity of the output token you wish to buy + uniswap.make_trade_output(eth, bat, 1*10**18) # buy ETH for 1 BAT + uniswap.make_trade_output(bat, eth, 1*10**18) # buy BAT for 1 ETH + uniswap.make_trade_output(bat, dai, 1*10**18, "0x123...") # buy BAT for 1 DAI, and send the BAT to the provided address + uniswap.make_trade_output(dai, usdc, 1*10**8, fee=500) # buy USDC for 1 DAI using the 0.05% fee pool (v3 only) Pool Methods (v1 only) diff --git a/examples/price_impact.py b/examples/price_impact.py new file mode 100644 index 0000000..15c3a0a --- /dev/null +++ b/examples/price_impact.py @@ -0,0 +1,63 @@ +from typing import List + +from web3 import Web3 + +from uniswap import Uniswap +from uniswap.types import AddressLike + +eth = Web3.toChecksumAddress("0x0000000000000000000000000000000000000000") +weth = Web3.toChecksumAddress("0xC02aaA39b223FE8D0A0e5C4F27eAD9083C756Cc2") +usdt = Web3.toChecksumAddress("0xdac17f958d2ee523a2206206994597c13d831ec7") +vxv = Web3.toChecksumAddress("0x7d29a64504629172a429e64183d6673b9dacbfce") + + +def _perc(f: float) -> str: + return f"{round(f * 100, 3)}%" + + +def usdt_to_vxv_v2(): + """ + Checks impact for a pool with very little liquidity. + + This particular route caused a $14k loss for one user: https://github.com/uniswap-python/uniswap-python/discussions/198 + """ + uniswap = Uniswap(address=None, private_key=None, version=2) + + route: List[AddressLike] = [usdt, weth, vxv] + + # Compare the results with the output of: + # https://app.uniswap.org/#/swap?use=v2&inputCurrency=0xdac17f958d2ee523a2206206994597c13d831ec7&outputCurrency=0x7d29a64504629172a429e64183d6673b9dacbfce + qty = 10 * 10 ** 8 + + # price = uniswap.get_price_input(usdt, vxv, qty, route=route) / 10 ** 18 + # print(price) + + impact = uniswap.estimate_price_impact(usdt, vxv, qty, route=route) + # NOTE: Not sure why this differs from the quote in the UI? + # Getting -27% in the UI for 10 USDT, but this returns >95% + # The slippage for v3 (in example below) returns correct results. + print(f"Impact for buying VXV on v2 with {qty / 10**8} USDT: {_perc(impact)}") + + qty = 13900 * 10 ** 8 + impact = uniswap.estimate_price_impact(usdt, vxv, qty, route=route) + print(f"Impact for buying VXV on v2 with {qty / 10**8} USDT: {_perc(impact)}") + + +def eth_to_vxv_v3(): + """Checks price impact for a pool with liquidity.""" + uniswap = Uniswap(address=None, private_key=None, version=3) + + # Compare the results with the output of: + # https://app.uniswap.org/#/swap?use=v3&inputCurrency=ETH&outputCurrency=0x7d29a64504629172a429e64183d6673b9dacbfce + qty = 1 * 10 ** 18 + impact = uniswap.estimate_price_impact(eth, vxv, qty, fee=10000) + print(f"Impact for buying VXV on v3 with {qty / 10**18} ETH: {_perc(impact)}") + + qty = 100 * 10 ** 18 + impact = uniswap.estimate_price_impact(eth, vxv, qty, fee=10000) + print(f"Impact for buying VXV on v3 with {qty / 10**18} ETH: {_perc(impact)}") + + +if __name__ == "__main__": + usdt_to_vxv_v2() + eth_to_vxv_v3() diff --git a/poetry.lock b/poetry.lock index 6c3ba70..e8a3b20 100644 --- a/poetry.lock +++ b/poetry.lock @@ -1,21 +1,35 @@ [[package]] name = "aiohttp" -version = "3.7.4.post0" +version = "3.8.1" description = "Async http client/server framework (asyncio)" category = "main" optional = false python-versions = ">=3.6" [package.dependencies] -async-timeout = ">=3.0,<4.0" +aiosignal = ">=1.1.2" +async-timeout = ">=4.0.0a3,<5.0" +asynctest = {version = "0.13.0", markers = "python_version < \"3.8\""} attrs = ">=17.3.0" -chardet = ">=2.0,<5.0" +charset-normalizer = ">=2.0,<3.0" +frozenlist = ">=1.1.1" multidict = ">=4.5,<7.0" -typing-extensions = ">=3.6.5" +typing-extensions = {version = ">=3.7.4", markers = "python_version < \"3.8\""} yarl = ">=1.0,<2.0" [package.extras] -speedups = ["aiodns", "brotlipy", "cchardet"] +speedups = ["aiodns", "brotli", "cchardet"] + +[[package]] +name = "aiosignal" +version = "1.2.0" +description = "aiosignal: a list of registered asynchronous callbacks" +category = "main" +optional = false +python-versions = ">=3.6" + +[package.dependencies] +frozenlist = ">=1.1.0" [[package]] name = "alabaster" @@ -27,11 +41,22 @@ python-versions = "*" [[package]] name = "async-timeout" -version = "3.0.1" +version = "4.0.2" description = "Timeout context manager for asyncio programs" category = "main" optional = false -python-versions = ">=3.5.3" +python-versions = ">=3.6" + +[package.dependencies] +typing-extensions = {version = ">=3.6.5", markers = "python_version < \"3.8\""} + +[[package]] +name = "asynctest" +version = "0.13.0" +description = "Enhance the standard unittest package with features for testing asyncio libraries" +category = "main" +optional = false +python-versions = ">=3.5" [[package]] name = "atomicwrites" @@ -68,14 +93,14 @@ pytz = ">=2015.7" [[package]] name = "base58" -version = "2.1.0" +version = "2.1.1" description = "Base58 and Base58Check implementation." category = "main" optional = false python-versions = ">=3.5" [package.extras] -tests = ["pytest (>=4.6)", "pytest-flake8", "pytest-cov", "PyHamcrest (>=2.0.2)", "coveralls", "pytest-benchmark"] +tests = ["mypy", "PyHamcrest (>=2.0.2)", "pytest (>=4.6)", "pytest-benchmark", "pytest-cov", "pytest-flake8"] [[package]] name = "beautifulsoup4" @@ -102,7 +127,7 @@ python-versions = "*" [[package]] name = "black" -version = "21.9b0" +version = "21.12b0" description = "The uncompromising code formatter." category = "dev" optional = false @@ -113,9 +138,8 @@ click = ">=7.1.2" mypy-extensions = ">=0.4.3" pathspec = ">=0.9.0,<1" platformdirs = ">=2" -regex = ">=2020.1.8" tomli = ">=0.2.6,<2.0.0" -typed-ast = {version = ">=1.4.2", markers = "python_version < \"3.8\""} +typed-ast = {version = ">=1.4.2", markers = "python_version < \"3.8\" and implementation_name == \"cpython\""} typing-extensions = [ {version = ">=3.10.0.0", markers = "python_version < \"3.10\""}, {version = "!=3.10.0.1", markers = "python_version >= \"3.10\""}, @@ -123,9 +147,9 @@ typing-extensions = [ [package.extras] colorama = ["colorama (>=0.4.3)"] -d = ["aiohttp (>=3.6.0)", "aiohttp-cors (>=0.4.0)"] +d = ["aiohttp (>=3.7.4)"] jupyter = ["ipython (>=7.8.0)", "tokenize-rt (>=3.2.0)"] -python2 = ["typed-ast (>=1.4.2)"] +python2 = ["typed-ast (>=1.4.3)"] uvloop = ["uvloop (>=0.15.2)"] [[package]] @@ -136,17 +160,9 @@ category = "main" optional = false python-versions = "*" -[[package]] -name = "chardet" -version = "4.0.0" -description = "Universal encoding detector for Python 2 and 3" -category = "main" -optional = false -python-versions = ">=2.7, !=3.0.*, !=3.1.*, !=3.2.*, !=3.3.*, !=3.4.*" - [[package]] name = "charset-normalizer" -version = "2.0.7" +version = "2.0.9" description = "The Real First Universal Charset Detector. Open, modern and actively maintained alternative to Chardet." category = "main" optional = false @@ -177,7 +193,7 @@ python-versions = ">=2.7, !=3.0.*, !=3.1.*, !=3.2.*, !=3.3.*, !=3.4.*" [[package]] name = "coverage" -version = "6.0.2" +version = "6.2" description = "Code coverage measurement for Python" category = "dev" optional = false @@ -191,11 +207,11 @@ toml = ["tomli"] [[package]] name = "cytoolz" -version = "0.11.0" +version = "0.11.2" description = "Cython implementation of Toolz: High performance functional utilities" category = "main" optional = false -python-versions = "*" +python-versions = ">=3.5" [package.dependencies] toolz = ">=0.8.0" @@ -374,6 +390,14 @@ mccabe = ">=0.6.0,<0.7.0" pycodestyle = ">=2.8.0,<2.9.0" pyflakes = ">=2.4.0,<2.5.0" +[[package]] +name = "frozenlist" +version = "1.2.0" +description = "A list-like structure which implements collections.abc.MutableSequence" +category = "main" +optional = false +python-versions = ">=3.6" + [[package]] name = "hexbytes" version = "0.2.2" @@ -398,7 +422,7 @@ python-versions = ">=3.5" [[package]] name = "imagesize" -version = "1.2.0" +version = "1.3.0" description = "Getting image size from png/jpeg/jpeg2000/gif file" category = "dev" optional = false @@ -442,7 +466,7 @@ requests = ">=2.11" [[package]] name = "jinja2" -version = "3.0.2" +version = "3.0.3" description = "A very fast and expressive template engine." category = "dev" optional = false @@ -520,21 +544,21 @@ python-versions = ">=3.6" [[package]] name = "mypy" -version = "0.910" +version = "0.920" description = "Optional static typing for Python" category = "dev" optional = false -python-versions = ">=3.5" +python-versions = ">=3.6" [package.dependencies] mypy-extensions = ">=0.4.3,<0.5.0" -toml = "*" -typed-ast = {version = ">=1.4.0,<1.5.0", markers = "python_version < \"3.8\""} +tomli = ">=1.1.0,<3.0.0" +typed-ast = {version = ">=1.4.0,<2", markers = "python_version < \"3.8\""} typing-extensions = ">=3.7.4" [package.extras] dmypy = ["psutil (>=4.0)"] -python2 = ["typed-ast (>=1.4.0,<1.5.0)"] +python2 = ["typed-ast (>=1.4.0,<2)"] [[package]] name = "mypy-extensions" @@ -554,14 +578,14 @@ python-versions = "*" [[package]] name = "packaging" -version = "21.0" +version = "21.3" description = "Core utilities for Python packages" category = "dev" optional = false python-versions = ">=3.6" [package.dependencies] -pyparsing = ">=2.0.2" +pyparsing = ">=2.0.2,<3.0.5 || >3.0.5" [[package]] name = "parsimonious" @@ -611,7 +635,7 @@ testing = ["pytest", "pytest-benchmark"] [[package]] name = "protobuf" -version = "3.18.1" +version = "3.19.1" description = "Protocol Buffers" category = "main" optional = false @@ -619,11 +643,11 @@ python-versions = ">=3.5" [[package]] name = "py" -version = "1.10.0" +version = "1.11.0" description = "library with cross-python path, ini-parsing, io, code, log facilities" category = "dev" optional = false -python-versions = ">=2.7, !=3.0.*, !=3.1.*, !=3.2.*, !=3.3.*" +python-versions = ">=2.7, !=3.0.*, !=3.1.*, !=3.2.*, !=3.3.*, !=3.4.*" [[package]] name = "pycodestyle" @@ -635,7 +659,7 @@ python-versions = ">=2.7, !=3.0.*, !=3.1.*, !=3.2.*, !=3.3.*, !=3.4.*" [[package]] name = "pycryptodome" -version = "3.11.0" +version = "3.12.0" description = "Cryptographic library for Python" category = "main" optional = false @@ -676,11 +700,14 @@ python-versions = ">=3.5" [[package]] name = "pyparsing" -version = "2.4.7" +version = "3.0.6" description = "Python parsing module" category = "dev" optional = false -python-versions = ">=2.6, !=3.0.*, !=3.1.*, !=3.2.*" +python-versions = ">=3.6" + +[package.extras] +diagrams = ["jinja2", "railroad-diagrams"] [[package]] name = "pyrsistent" @@ -741,7 +768,7 @@ python-dotenv = ">=0.9.1" [[package]] name = "python-dotenv" -version = "0.19.1" +version = "0.19.2" description = "Read key-value pairs from a .env file and set them as environment variables" category = "dev" optional = false @@ -760,7 +787,7 @@ python-versions = "*" [[package]] name = "pywin32" -version = "302" +version = "303" description = "Python for Window Extensions" category = "main" optional = false @@ -774,14 +801,6 @@ category = "dev" optional = false python-versions = ">=3.6" -[[package]] -name = "regex" -version = "2021.10.8" -description = "Alternative regular expression module, to replace re." -category = "dev" -optional = false -python-versions = "*" - [[package]] name = "requests" version = "2.26.0" @@ -828,7 +847,7 @@ python-versions = ">=2.7, !=3.0.*, !=3.1.*, !=3.2.*" [[package]] name = "snowballstemmer" -version = "2.1.0" +version = "2.2.0" description = "This package provides 29 stemmers for 28 languages generated from Snowball algorithms." category = "dev" optional = false @@ -836,7 +855,7 @@ python-versions = "*" [[package]] name = "soupsieve" -version = "2.2.1" +version = "2.3.1" description = "A modern CSS selector implementation for Beautiful Soup." category = "dev" optional = false @@ -897,7 +916,7 @@ testing = ["myst-nb (>=0.11.1,<0.12.0)", "sphinx-thebe", "coverage", "pytest (>= [[package]] name = "sphinx-click" -version = "3.0.1" +version = "3.0.2" description = "Sphinx extension that automatically documents click applications" category = "dev" optional = false @@ -989,7 +1008,7 @@ python-versions = ">=2.6, !=3.0.*, !=3.1.*, !=3.2.*" [[package]] name = "tomli" -version = "1.2.1" +version = "1.2.3" description = "A lil' TOML parser" category = "dev" optional = false @@ -997,7 +1016,7 @@ python-versions = ">=3.6" [[package]] name = "toolz" -version = "0.11.1" +version = "0.11.2" description = "List processing tools and functional utilities" category = "main" optional = false @@ -1005,11 +1024,11 @@ python-versions = ">=3.5" [[package]] name = "typed-ast" -version = "1.4.3" +version = "1.5.1" description = "a fork of Python 2 and 3 ast modules with type comment support" category = "dev" optional = false -python-versions = "*" +python-versions = ">=3.6" [[package]] name = "typing-extensions" @@ -1042,7 +1061,7 @@ python-versions = "*" [[package]] name = "web3" -version = "5.24.0" +version = "5.25.0" description = "Web3.py" category = "main" optional = false @@ -1066,10 +1085,10 @@ typing-extensions = {version = ">=3.7.4.1,<4", markers = "python_version < \"3.8 websockets = ">=9.1,<10" [package.extras] -dev = ["eth-tester[py-evm] (==v0.5.0-beta.4)", "py-geth (>=3.5.0,<4)", "flake8 (==3.8.3)", "isort (>=4.2.15,<4.3.5)", "mypy (==0.812)", "mock", "sphinx-better-theme (>=0.1.4)", "click (>=5.1)", "configparser (==3.5.0)", "contextlib2 (>=0.5.4)", "py-solc (>=0.4.0)", "pytest (>=4.4.0,<5.0.0)", "sphinx (>=3.0,<4)", "sphinx-rtd-theme (>=0.1.9)", "toposort (>=1.4)", "towncrier (==18.5.0)", "urllib3", "wheel", "bumpversion", "flaky (>=3.7.0,<4)", "hypothesis (>=3.31.2,<6)", "pytest-asyncio (>=0.10.0,<0.11)", "pytest-mock (>=1.10,<2)", "pytest-pythonpath (>=0.3)", "pytest-watch (>=4.2,<5)", "pytest-xdist (>=1.29,<2)", "setuptools (>=38.6.0)", "tox (>=1.8.0)", "tqdm (>4.32,<5)", "twine 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"poetry.masonry.api" diff --git a/tests/test_uniswap.py b/tests/test_uniswap.py index 31a1547..08ea0b7 100644 --- a/tests/test_uniswap.py +++ b/tests/test_uniswap.py @@ -18,6 +18,7 @@ logger = logging.getLogger(__name__) +logging.basicConfig(level=logging.INFO) ENV_UNISWAP_VERSION = os.getenv("UNISWAP_VERSION", None) if ENV_UNISWAP_VERSION: @@ -25,6 +26,8 @@ else: UNISWAP_VERSIONS = [1, 2, 3] +RECEIPT_TIMEOUT = 5 + @dataclass class GanacheInstance: @@ -36,7 +39,11 @@ class GanacheInstance: @pytest.fixture(scope="module", params=UNISWAP_VERSIONS) def client(request, web3: Web3, ganache: GanacheInstance): return Uniswap( - ganache.eth_address, ganache.eth_privkey, web3=web3, version=request.param + ganache.eth_address, + ganache.eth_privkey, + web3=web3, + version=request.param, + use_estimate_gas=False, # see note in _build_and_send_tx ) @@ -54,12 +61,12 @@ def test_assets(client: Uniswap): logger.info("Buying...") tx = client.make_trade_output(tokens["ETH"], token_addr, amount) - client.w3.eth.wait_for_transaction_receipt(tx) + client.w3.eth.wait_for_transaction_receipt(tx, timeout=RECEIPT_TIMEOUT) @pytest.fixture(scope="module") def web3(ganache: GanacheInstance): - w3 = Web3(Web3.HTTPProvider(ganache.provider, request_kwargs={"timeout": 60})) + w3 = Web3(Web3.HTTPProvider(ganache.provider, request_kwargs={"timeout": 30})) if 1 != int(w3.net.version): raise Exception("PROVIDER was not a mainnet provider, which the tests require") return w3 @@ -67,10 +74,10 @@ def web3(ganache: GanacheInstance): @pytest.fixture(scope="module") def ganache() -> Generator[GanacheInstance, None, None]: - """Fixture that runs ganache-cli which has forked off mainnet""" - if not shutil.which("ganache-cli"): + """Fixture that runs ganache which has forked off mainnet""" + if not shutil.which("ganache"): raise Exception( - "ganache-cli was not found in PATH, you can install it with `npm install -g ganache-cli`" + "ganache was not found in PATH, you can install it with `npm install -g ganache`" ) if "PROVIDER" not in os.environ: raise Exception( @@ -78,11 +85,22 @@ def ganache() -> Generator[GanacheInstance, None, None]: ) port = 10999 + defaultGasPrice = 1000_000_000_000 # 1000 gwei p = subprocess.Popen( - f"ganache-cli --port {port} -s test --networkId 1 --fork {os.environ['PROVIDER']}", + f"""ganache + --port {port} + --wallet.seed test + --chain.networkId 1 + --chain.chainId 1 + --fork.url {os.environ['PROVIDER']} + --miner.defaultGasPrice {defaultGasPrice} + --miner.legacyInstamine true + """.replace( + "\n", " " + ), shell=True, ) - # Address #1 when ganache is run with `-s test`, it starts with 100 ETH + # Address #1 when ganache is run with `--wallet.seed test`, it starts with 1000 ETH eth_address = "0x94e3361495bD110114ac0b6e35Ed75E77E6a6cFA" eth_privkey = "0x6f1313062db38875fb01ee52682cbf6a8420e92bfbc578c5d4fdc0a32c50266f" sleep(3) @@ -105,7 +123,7 @@ class TestUniswap(object): ZERO_ADDRESS = "0x0000000000000000000000000000000000000000" # TODO: Detect mainnet vs rinkeby and set accordingly, like _get_token_addresses in the Uniswap class - # For Mainnet testing (with `ganache-cli --fork` as per the ganache fixture) + # For Mainnet testing (with `ganache --fork` as per the ganache fixture) eth = "0x0000000000000000000000000000000000000000" weth = Web3.toChecksumAddress("0xc02aaa39b223fe8d0a0e5c4f27ead9083c756cc2") bat = Web3.toChecksumAddress("0x0D8775F648430679A709E98d2b0Cb6250d2887EF") @@ -219,8 +237,8 @@ def get_exchange_rate( ) def test_add_liquidity(self, client: Uniswap, web3: Web3, token, max_eth): r = client.add_liquidity(token, max_eth) - tx = web3.eth.wait_for_transaction_receipt(r, timeout=6000) - assert tx.status + tx = web3.eth.wait_for_transaction_receipt(r, timeout=RECEIPT_TIMEOUT) + assert tx["status"] @pytest.mark.skip @pytest.mark.parametrize( @@ -237,7 +255,7 @@ def test_remove_liquidity( with expectation: r = client.remove_liquidity(token, max_token) tx = web3.eth.wait_for_transaction_receipt(r) - assert tx.status + assert tx["status"] # ------ Make Trade ---------------------------------------------------------------- @pytest.mark.parametrize( @@ -274,8 +292,8 @@ def test_make_trade( bal_in_before = client.get_token_balance(input_token) txid = client.make_trade(input_token, output_token, qty, recipient) - tx = web3.eth.wait_for_transaction_receipt(txid) - assert tx.status + tx = web3.eth.wait_for_transaction_receipt(txid, timeout=RECEIPT_TIMEOUT) + assert tx["status"] # TODO: Checks for ETH, taking gas into account bal_in_after = client.get_token_balance(input_token) @@ -324,8 +342,8 @@ def test_make_trade_output( balance_before = client.get_token_balance(output_token) r = client.make_trade_output(input_token, output_token, qty, recipient) - tx = web3.eth.wait_for_transaction_receipt(r, timeout=30) - assert tx.status + tx = web3.eth.wait_for_transaction_receipt(r, timeout=RECEIPT_TIMEOUT) + assert tx["status"] # TODO: Checks for ETH, taking gas into account balance_after = client.get_token_balance(output_token) diff --git a/uniswap/assets/erc20b32.abi b/uniswap/assets/erc20b32.abi new file mode 100644 index 0000000..267eeb0 --- /dev/null +++ b/uniswap/assets/erc20b32.abi @@ -0,0 +1,263 @@ +[ + { + "constant": true, + "inputs": [], + "name": "name", + "outputs": [ + { + "name": "", + "type": "bytes32" + } + ], + "payable": false, + "stateMutability": "view", + "type": "function" + }, + { + "constant": true, + "inputs": [], + "name": "symbol", + "outputs": [ + { + "name": "", + "type": "bytes32" + } + ], + "payable": false, + "stateMutability": "view", + "type": "function" + }, + { + "constant": true, + "inputs": [], + "name": "decimals", + "outputs": [ + { + "name": "", + "type": "uint8" + } + ], + "payable": false, + "stateMutability": "view", + "type": "function" + }, + { + "constant": false, + "inputs": [ + { + "name": "spender", + "type": "address" + }, + { + "name": "value", + "type": "uint256" + } + ], + "name": "approve", + "outputs": [ + { + "name": "", + "type": "bool" + } + ], + "payable": false, + "stateMutability": "nonpayable", + "type": "function" + }, + { + "constant": true, + "inputs": [], + "name": "totalSupply", + "outputs": [ + { + "name": "", + "type": "uint256" + } + ], + "payable": false, + "stateMutability": "view", + "type": "function" + }, + { + "constant": false, + "inputs": [ + { + "name": "from", + "type": "address" + }, + { + "name": "to", + "type": "address" + }, + { + "name": "value", + "type": "uint256" + } + ], + "name": "transferFrom", + "outputs": [ + { + "name": "", + "type": "bool" + } + ], + "payable": false, + "stateMutability": "nonpayable", + "type": "function" + }, + { + "constant": false, + "inputs": [ + { + "name": "spender", + "type": "address" + }, + { + "name": "addedValue", + "type": "uint256" + } + ], + "name": "increaseAllowance", + "outputs": [ + { + "name": "", + "type": "bool" + } + ], + "payable": false, + "stateMutability": "nonpayable", + "type": "function" + }, + { + "constant": true, + "inputs": [ + { + "name": "owner", + "type": "address" + } + ], + "name": "balanceOf", + "outputs": [ + { + "name": "", + "type": "uint256" + } + ], + "payable": false, + "stateMutability": "view", + "type": "function" + }, + { + "constant": false, + "inputs": [ + { + "name": "spender", + "type": "address" + }, + { + "name": "subtractedValue", + "type": "uint256" + } + ], + "name": "decreaseAllowance", + "outputs": [ + { + "name": "", + "type": "bool" + } + ], + "payable": false, + "stateMutability": "nonpayable", + "type": "function" + }, + { + "constant": false, + "inputs": [ + { + "name": "to", + "type": "address" + }, + { + "name": "value", + "type": "uint256" + } + ], + "name": "transfer", + "outputs": [ + { + "name": "", + "type": "bool" + } + ], + "payable": false, + "stateMutability": "nonpayable", + "type": "function" + }, + { + "constant": true, + "inputs": [ + { + "name": "owner", + "type": "address" + }, + { + "name": "spender", + "type": "address" + } + ], + "name": "allowance", + "outputs": [ + { + "name": "", + "type": "uint256" + } + ], + "payable": false, + "stateMutability": "view", + "type": "function" + }, + { + "anonymous": false, + "inputs": [ + { + "indexed": true, + "name": "from", + "type": "address" + }, + { + "indexed": true, + "name": "to", + "type": "address" + }, + { + "indexed": false, + "name": "value", + "type": "uint256" + } + ], + "name": "Transfer", + "type": "event" + }, + { + "anonymous": false, + "inputs": [ + { + "indexed": true, + "name": "owner", + "type": "address" + }, + { + "indexed": true, + "name": "spender", + "type": "address" + }, + { + "indexed": false, + "name": "value", + "type": "uint256" + } + ], + "name": "Approval", + "type": "event" + } +] diff --git a/uniswap/assets/uniswap-v3/factory.abi b/uniswap/assets/uniswap-v3/factory.abi new file mode 100644 index 0000000..63f8e7a --- /dev/null +++ b/uniswap/assets/uniswap-v3/factory.abi @@ -0,0 +1,236 @@ +[ + { + "inputs": [], + "stateMutability": "nonpayable", + "type": "constructor" + }, + { + "anonymous": false, + "inputs": [ + { + "indexed": true, + "internalType": "uint24", + "name": "fee", + "type": "uint24" + }, + { + "indexed": true, + "internalType": "int24", + "name": "tickSpacing", + "type": "int24" + } + ], + "name": "FeeAmountEnabled", + "type": "event" + }, + { + "anonymous": false, + "inputs": [ + { + "indexed": true, + "internalType": "address", + "name": "oldOwner", + "type": "address" + }, + { + "indexed": true, + "internalType": "address", + "name": "newOwner", + "type": "address" + } + ], + "name": "OwnerChanged", + "type": "event" + }, + { + "anonymous": false, + "inputs": [ + { + "indexed": true, + "internalType": "address", + "name": "token0", + "type": "address" + }, + { + "indexed": true, + "internalType": "address", + "name": "token1", + "type": "address" + }, + { + "indexed": true, + "internalType": "uint24", + "name": "fee", + "type": "uint24" + }, + { + "indexed": false, + "internalType": "int24", + "name": "tickSpacing", + "type": "int24" + }, + { + "indexed": false, + "internalType": "address", + "name": "pool", + "type": "address" + } + ], + "name": "PoolCreated", + "type": "event" + }, + { + "inputs": [ + { + "internalType": "address", + "name": "tokenA", + "type": "address" + }, + { + "internalType": "address", + "name": "tokenB", + "type": "address" + }, + { + "internalType": "uint24", + "name": "fee", + "type": "uint24" + } + ], + "name": "createPool", + "outputs": [ + { + "internalType": "address", + "name": "pool", + "type": "address" + } + ], + "stateMutability": "nonpayable", + "type": "function" + }, + { + "inputs": [ + { + "internalType": "uint24", + "name": "fee", + "type": "uint24" + }, + { + "internalType": "int24", + "name": "tickSpacing", + "type": "int24" + } + ], + "name": "enableFeeAmount", + "outputs": [], + "stateMutability": "nonpayable", + "type": "function" + }, + { + "inputs": [ + { + "internalType": "uint24", + "name": "", + "type": "uint24" + } + ], + "name": "feeAmountTickSpacing", + "outputs": [ + { + "internalType": "int24", + "name": "", + "type": "int24" + } + ], + "stateMutability": "view", + "type": "function" + }, + { + "inputs": [ + { + "internalType": "address", + "name": "", + "type": "address" + }, + { + "internalType": "address", + "name": "", + "type": "address" + }, + { + "internalType": "uint24", + "name": "", + "type": "uint24" + } + ], + "name": "getPool", + "outputs": [ + { + "internalType": "address", + "name": "", + "type": "address" + } + ], + "stateMutability": "view", + "type": "function" + }, + { + "inputs": [], + "name": "owner", + "outputs": [ + { + "internalType": "address", + "name": "", + "type": "address" + } + ], + "stateMutability": "view", + "type": "function" + }, + { + "inputs": [], + "name": "parameters", + "outputs": [ + { + "internalType": "address", + "name": "factory", + "type": "address" + }, + { + "internalType": "address", + "name": "token0", + "type": "address" + }, + { + "internalType": "address", + "name": "token1", + "type": "address" + }, + { + "internalType": "uint24", + "name": "fee", + "type": "uint24" + }, + { + "internalType": "int24", + "name": "tickSpacing", + "type": "int24" + } + ], + "stateMutability": "view", + "type": "function" + }, + { + "inputs": [ + { + "internalType": "address", + "name": "_owner", + "type": "address" + } + ], + "name": "setOwner", + "outputs": [], + "stateMutability": "nonpayable", + "type": "function" + } +] \ No newline at end of file diff --git a/uniswap/assets/uniswap-v3/pool.abi b/uniswap/assets/uniswap-v3/pool.abi new file mode 100644 index 0000000..49cc338 --- /dev/null +++ b/uniswap/assets/uniswap-v3/pool.abi @@ -0,0 +1,988 @@ +[ + { + "inputs": [], + "stateMutability": "nonpayable", + "type": "constructor" + }, + { + "anonymous": false, + "inputs": [ + { + "indexed": true, + "internalType": "address", + "name": "owner", + "type": "address" + }, + { + "indexed": true, + "internalType": "int24", + "name": "tickLower", + "type": "int24" + }, + { + "indexed": true, + "internalType": "int24", + "name": "tickUpper", + "type": "int24" + }, + { + "indexed": false, + "internalType": "uint128", + "name": "amount", + "type": "uint128" + }, + { + "indexed": false, + "internalType": "uint256", + "name": "amount0", + "type": "uint256" + }, + { + "indexed": false, + "internalType": "uint256", + "name": "amount1", + "type": "uint256" + } + ], + "name": "Burn", + "type": "event" + }, + { + "anonymous": false, + "inputs": [ + { + "indexed": true, + "internalType": "address", + "name": "owner", + "type": "address" + }, + { + "indexed": false, + "internalType": "address", + "name": "recipient", + "type": "address" + }, + { + "indexed": true, + "internalType": "int24", + "name": "tickLower", + "type": "int24" + }, + { + "indexed": true, + "internalType": "int24", + "name": "tickUpper", + "type": "int24" + }, + { + "indexed": false, + "internalType": "uint128", + "name": "amount0", + "type": "uint128" + }, + { + "indexed": false, + "internalType": "uint128", + "name": "amount1", + "type": "uint128" + } + ], + "name": "Collect", + "type": "event" + }, + { + "anonymous": false, + "inputs": [ + { + "indexed": true, + "internalType": "address", + "name": "sender", + "type": "address" + }, + { + "indexed": true, + "internalType": "address", + "name": "recipient", + "type": "address" + }, + { + "indexed": false, + "internalType": "uint128", + "name": "amount0", + "type": "uint128" + }, + { + "indexed": false, + "internalType": "uint128", + "name": "amount1", + "type": "uint128" + } + ], + "name": "CollectProtocol", + "type": "event" + }, + { + "anonymous": false, + "inputs": [ + { + "indexed": true, + "internalType": "address", + "name": "sender", + "type": "address" + }, + { + "indexed": true, + "internalType": "address", + "name": "recipient", + "type": "address" + }, + { + "indexed": false, + "internalType": "uint256", + "name": "amount0", + "type": "uint256" + }, + { + "indexed": false, + "internalType": "uint256", + "name": "amount1", + "type": "uint256" + }, + { + "indexed": false, + "internalType": "uint256", + "name": "paid0", + "type": "uint256" + }, + { + "indexed": false, + "internalType": "uint256", + "name": "paid1", + "type": "uint256" + } + ], + "name": "Flash", + "type": "event" + }, + { + "anonymous": false, + "inputs": [ + { + "indexed": false, + "internalType": "uint16", + "name": "observationCardinalityNextOld", + "type": "uint16" + }, + { + "indexed": false, + "internalType": "uint16", + "name": "observationCardinalityNextNew", + "type": "uint16" + } + ], + "name": "IncreaseObservationCardinalityNext", + "type": "event" + }, + { + "anonymous": false, + "inputs": [ + { + "indexed": false, + "internalType": "uint160", + "name": "sqrtPriceX96", + "type": "uint160" + }, + { + "indexed": false, + "internalType": "int24", + "name": "tick", + "type": "int24" + } + ], + "name": "Initialize", + "type": "event" + }, + { + "anonymous": false, + "inputs": [ + { + "indexed": false, + "internalType": "address", + "name": "sender", + "type": "address" + }, + { + "indexed": true, + "internalType": "address", + "name": "owner", + "type": "address" + }, + { + "indexed": true, + "internalType": "int24", + "name": "tickLower", + "type": "int24" + }, + { + "indexed": true, + "internalType": "int24", + "name": "tickUpper", + "type": "int24" + }, + { + "indexed": false, + "internalType": "uint128", + "name": "amount", + "type": "uint128" + }, + { + "indexed": false, + "internalType": "uint256", + "name": "amount0", + "type": "uint256" + }, + { + "indexed": false, + "internalType": "uint256", + "name": "amount1", + "type": "uint256" + } + ], + "name": "Mint", + "type": "event" + }, + { + "anonymous": false, + "inputs": [ + { + "indexed": false, + "internalType": "uint8", + "name": "feeProtocol0Old", + "type": "uint8" + }, + { + "indexed": false, + "internalType": "uint8", + "name": "feeProtocol1Old", + "type": "uint8" + }, + { + "indexed": false, + "internalType": "uint8", + "name": "feeProtocol0New", + "type": "uint8" + }, + { + "indexed": false, + "internalType": "uint8", + "name": "feeProtocol1New", + "type": "uint8" + } + ], + "name": "SetFeeProtocol", + "type": "event" + }, + { + "anonymous": false, + "inputs": [ + { + "indexed": true, + "internalType": "address", + "name": "sender", + "type": "address" + }, + { + "indexed": true, + "internalType": "address", + "name": "recipient", + "type": "address" + }, + { + "indexed": false, + "internalType": "int256", + "name": "amount0", + "type": "int256" + }, + { + "indexed": false, + "internalType": "int256", + "name": "amount1", + "type": "int256" + }, + { + "indexed": false, + "internalType": "uint160", + "name": "sqrtPriceX96", + "type": "uint160" + }, + { + "indexed": false, + "internalType": "uint128", + "name": "liquidity", + "type": "uint128" + }, + { + "indexed": false, + "internalType": "int24", + "name": "tick", + "type": "int24" + } + ], + "name": "Swap", + "type": "event" + }, + { + "inputs": [ + { + "internalType": "int24", + "name": "tickLower", + "type": "int24" + }, + { + "internalType": "int24", + "name": "tickUpper", + "type": "int24" + }, + { + "internalType": "uint128", + "name": "amount", + "type": "uint128" + } + ], + "name": "burn", + "outputs": [ + { + "internalType": "uint256", + "name": "amount0", + "type": "uint256" + }, + { + "internalType": "uint256", + "name": "amount1", + "type": "uint256" + } + ], + "stateMutability": "nonpayable", + "type": "function" + }, + { + "inputs": [ + { + "internalType": "address", + "name": "recipient", + "type": "address" + }, + { + "internalType": "int24", + "name": "tickLower", + "type": "int24" + }, + { + "internalType": "int24", + "name": "tickUpper", + "type": "int24" + }, + { + "internalType": "uint128", + "name": "amount0Requested", + "type": "uint128" + }, + { + "internalType": "uint128", + "name": "amount1Requested", + "type": "uint128" + } + ], + "name": "collect", + "outputs": [ + { + "internalType": "uint128", + "name": "amount0", + "type": "uint128" + }, + { + "internalType": "uint128", + "name": "amount1", + "type": "uint128" + } + ], + "stateMutability": "nonpayable", + "type": "function" + }, + { + "inputs": [ + { + "internalType": "address", + "name": "recipient", + "type": "address" + }, + { + "internalType": "uint128", + "name": "amount0Requested", + "type": "uint128" + }, + { + "internalType": "uint128", + "name": "amount1Requested", + "type": "uint128" + } + ], + "name": "collectProtocol", + "outputs": [ + { + "internalType": "uint128", + "name": "amount0", + "type": "uint128" + }, + { + "internalType": "uint128", + "name": "amount1", + "type": "uint128" + } + ], + "stateMutability": "nonpayable", + "type": "function" + }, + { + "inputs": [], + "name": "factory", + "outputs": [ + { + "internalType": "address", + "name": "", + "type": "address" + } + ], + "stateMutability": "view", + "type": "function" + }, + { + "inputs": [], + "name": "fee", + "outputs": [ + { + "internalType": "uint24", + "name": "", + "type": "uint24" + } + ], + "stateMutability": "view", + "type": "function" + }, + { + "inputs": [], + "name": "feeGrowthGlobal0X128", + "outputs": [ + { + "internalType": "uint256", + "name": "", + "type": "uint256" + } + ], + "stateMutability": "view", + "type": "function" + }, + { + "inputs": [], + "name": "feeGrowthGlobal1X128", + "outputs": [ + { + "internalType": "uint256", + "name": "", + "type": "uint256" + } + ], + "stateMutability": "view", + "type": "function" + }, + { + "inputs": [ + { + "internalType": "address", + "name": "recipient", + "type": "address" + }, + { + "internalType": "uint256", + "name": "amount0", + "type": "uint256" + }, + { + "internalType": "uint256", + "name": "amount1", + "type": "uint256" + }, + { + "internalType": "bytes", + "name": "data", + "type": "bytes" + } + ], + "name": "flash", + "outputs": [], + "stateMutability": "nonpayable", + "type": "function" + }, + { + "inputs": [ + { + "internalType": "uint16", + "name": "observationCardinalityNext", + "type": "uint16" + } + ], + "name": "increaseObservationCardinalityNext", + "outputs": [], + "stateMutability": "nonpayable", + "type": "function" + }, + { + "inputs": [ + { + "internalType": "uint160", + "name": "sqrtPriceX96", + "type": "uint160" + } + ], + "name": "initialize", + "outputs": [], + "stateMutability": "nonpayable", + "type": "function" + }, + { + "inputs": [], + "name": "liquidity", + "outputs": [ + { + "internalType": "uint128", + "name": "", + "type": "uint128" + } + ], + "stateMutability": "view", + "type": "function" + }, + { + "inputs": [], + "name": "maxLiquidityPerTick", + "outputs": [ + { + "internalType": "uint128", + "name": "", + "type": "uint128" + } + ], + "stateMutability": "view", + "type": "function" + }, + { + "inputs": [ + { + "internalType": "address", + "name": "recipient", + "type": "address" + }, + { + "internalType": "int24", + "name": "tickLower", + "type": "int24" + }, + { + "internalType": "int24", + "name": "tickUpper", + "type": "int24" + }, + { + "internalType": "uint128", + "name": "amount", + "type": "uint128" + }, + { + "internalType": "bytes", + "name": "data", + "type": "bytes" + } + ], + "name": "mint", + "outputs": [ + { + "internalType": "uint256", + "name": "amount0", + "type": "uint256" + }, + { + "internalType": "uint256", + "name": "amount1", + "type": "uint256" + } + ], + "stateMutability": "nonpayable", + "type": "function" + }, + { + "inputs": [ + { + "internalType": "uint256", + "name": "", + "type": "uint256" + } + ], + "name": "observations", + "outputs": [ + { + "internalType": "uint32", + "name": "blockTimestamp", + "type": "uint32" + }, + { + "internalType": "int56", + "name": "tickCumulative", + "type": "int56" + }, + { + "internalType": "uint160", + "name": "secondsPerLiquidityCumulativeX128", + "type": "uint160" + }, + { + "internalType": "bool", + "name": "initialized", + "type": "bool" + } + ], + "stateMutability": "view", + "type": "function" + }, + { + "inputs": [ + { + "internalType": "uint32[]", + "name": "secondsAgos", + "type": "uint32[]" + } + ], + "name": "observe", + "outputs": [ + { + "internalType": "int56[]", + "name": "tickCumulatives", + "type": "int56[]" + }, + { + "internalType": "uint160[]", + "name": "secondsPerLiquidityCumulativeX128s", + "type": "uint160[]" + } + ], + "stateMutability": "view", + "type": "function" + }, + { + "inputs": [ + { + "internalType": "bytes32", + "name": "", + "type": "bytes32" + } + ], + "name": "positions", + "outputs": [ + { + "internalType": "uint128", + "name": "liquidity", + "type": "uint128" + }, + { + "internalType": "uint256", + "name": "feeGrowthInside0LastX128", + "type": "uint256" + }, + { + "internalType": "uint256", + "name": "feeGrowthInside1LastX128", + "type": "uint256" + }, + { + "internalType": "uint128", + "name": "tokensOwed0", + "type": "uint128" + }, + { + "internalType": "uint128", + "name": "tokensOwed1", + "type": "uint128" + } + ], + "stateMutability": "view", + "type": "function" + }, + { + "inputs": [], + "name": "protocolFees", + "outputs": [ + { + "internalType": "uint128", + "name": "token0", + "type": "uint128" + }, + { + "internalType": "uint128", + "name": "token1", + "type": "uint128" + } + ], + "stateMutability": "view", + "type": "function" + }, + { + "inputs": [ + { + "internalType": "uint8", + "name": "feeProtocol0", + "type": "uint8" + }, + { + "internalType": "uint8", + "name": "feeProtocol1", + "type": "uint8" + } + ], + "name": "setFeeProtocol", + "outputs": [], + "stateMutability": "nonpayable", + "type": "function" + }, + { + "inputs": [], + "name": "slot0", + "outputs": [ + { + "internalType": "uint160", + "name": "sqrtPriceX96", + "type": "uint160" + }, + { + "internalType": "int24", + "name": "tick", + "type": "int24" + }, + { + "internalType": "uint16", + "name": "observationIndex", + "type": "uint16" + }, + { + "internalType": "uint16", + "name": "observationCardinality", + "type": "uint16" + }, + { + "internalType": "uint16", + "name": "observationCardinalityNext", + "type": "uint16" + }, + { + "internalType": "uint8", + "name": "feeProtocol", + "type": "uint8" + }, + { + "internalType": "bool", + "name": "unlocked", + "type": "bool" + } + ], + "stateMutability": "view", + "type": "function" + }, + { + "inputs": [ + { + "internalType": "int24", + "name": "tickLower", + "type": "int24" + }, + { + "internalType": "int24", + "name": "tickUpper", + "type": "int24" + } + ], + "name": "snapshotCumulativesInside", + "outputs": [ + { + "internalType": "int56", + "name": "tickCumulativeInside", + "type": "int56" + }, + { + "internalType": "uint160", + "name": "secondsPerLiquidityInsideX128", + "type": "uint160" + }, + { + "internalType": "uint32", + "name": "secondsInside", + "type": "uint32" + } + ], + "stateMutability": "view", + "type": "function" + }, + { + "inputs": [ + { + "internalType": "address", + "name": "recipient", + "type": "address" + }, + { + "internalType": "bool", + "name": "zeroForOne", + "type": "bool" + }, + { + "internalType": "int256", + "name": "amountSpecified", + "type": "int256" + }, + { + "internalType": "uint160", + "name": "sqrtPriceLimitX96", + "type": "uint160" + }, + { + "internalType": "bytes", + "name": "data", + "type": "bytes" + } + ], + "name": "swap", + "outputs": [ + { + "internalType": "int256", + "name": "amount0", + "type": "int256" + }, + { + "internalType": "int256", + "name": "amount1", + "type": "int256" + } + ], + "stateMutability": "nonpayable", + "type": "function" + }, + { + "inputs": [ + { + "internalType": "int16", + "name": "", + "type": "int16" + } + ], + "name": "tickBitmap", + "outputs": [ + { + "internalType": "uint256", + "name": "", + "type": "uint256" + } + ], + "stateMutability": "view", + "type": "function" + }, + { + "inputs": [], + "name": "tickSpacing", + "outputs": [ + { + "internalType": "int24", + "name": "", + "type": "int24" + } + ], + "stateMutability": "view", + "type": "function" + }, + { + "inputs": [ + { + "internalType": "int24", + "name": "", + "type": "int24" + } + ], + "name": "ticks", + "outputs": [ + { + "internalType": "uint128", + "name": "liquidityGross", + "type": "uint128" + }, + { + "internalType": "int128", + "name": "liquidityNet", + "type": "int128" + }, + { + "internalType": "uint256", + "name": "feeGrowthOutside0X128", + "type": "uint256" + }, + { + "internalType": "uint256", + "name": "feeGrowthOutside1X128", + "type": "uint256" + }, + { + "internalType": "int56", + "name": "tickCumulativeOutside", + "type": "int56" + }, + { + "internalType": "uint160", + "name": "secondsPerLiquidityOutsideX128", + "type": "uint160" + }, + { + "internalType": "uint32", + "name": "secondsOutside", + "type": "uint32" + }, + { + "internalType": "bool", + "name": "initialized", + "type": "bool" + } + ], + "stateMutability": "view", + "type": "function" + }, + { + "inputs": [], + "name": "token0", + "outputs": [ + { + "internalType": "address", + "name": "", + "type": "address" + } + ], + "stateMutability": "view", + "type": "function" + }, + { + "inputs": [], + "name": "token1", + "outputs": [ + { + "internalType": "address", + "name": "", + "type": "address" + } + ], + "stateMutability": "view", + "type": "function" + } +] \ No newline at end of file diff --git a/uniswap/cli.py b/uniswap/cli.py index 7375c72..633ab91 100644 --- a/uniswap/cli.py +++ b/uniswap/cli.py @@ -25,8 +25,7 @@ def _coerce_to_checksum(addr: str) -> str: if Web3.isChecksumAddress(addr): return addr else: - # logger.warning("Address wasn't in checksum format, coercing") - return Web3.toChecksumAddress(addr) # type: ignore + return Web3.toChecksumAddress(addr) @click.group() diff --git a/uniswap/constants.py b/uniswap/constants.py index 436634b..164514c 100644 --- a/uniswap/constants.py +++ b/uniswap/constants.py @@ -6,11 +6,15 @@ 1: "mainnet", 3: "ropsten", 4: "rinkeby", + 10: "optimism", 42: "kovan", 56: "binance", 97: "binance_testnet", 137: "polygon", 100: "xdai", + 250: "fantom", + 42161: "arbitrum", + 421611: "arbitrum_testnet", } _factory_contract_addresses_v1 = { @@ -31,6 +35,7 @@ "görli": "0x5C69bEe701ef814a2B6a3EDD4B1652CB9cc5aA6f", "xdai": "0xA818b4F111Ccac7AA31D0BCc0806d64F2E0737D7", "binance": "0xcA143Ce32Fe78f1f7019d7d551a6402fC5350c73", + "binance_testnet": "0x6725F303b657a9451d8BA641348b6761A6CC7a17", } _router_contract_addresses_v2 = { @@ -40,4 +45,5 @@ "görli": "0x7a250d5630B4cF539739dF2C5dAcb4c659F2488D", "xdai": "0x1C232F01118CB8B424793ae03F870aa7D0ac7f77", "binance": "0x10ED43C718714eb63d5aA57B78B54704E256024E", + "binance_testnet": "0xD99D1c33F9fC3444f8101754aBC46c52416550D1", } diff --git a/uniswap/uniswap.py b/uniswap/uniswap.py index 541b943..ccc5639 100644 --- a/uniswap/uniswap.py +++ b/uniswap/uniswap.py @@ -2,11 +2,12 @@ import time import logging import functools -from typing import List, Any, Optional, Union, Tuple, Dict +from typing import List, Any, Optional, Union, Tuple, Dict, Iterable from web3 import Web3 from web3.eth import Contract from web3.contract import ContractFunction +from web3.exceptions import BadFunctionCallOutput, ContractLogicError from web3.types import ( TxParams, Wei, @@ -45,6 +46,16 @@ class Uniswap: Wrapper around Uniswap contracts. """ + address: AddressLike + version: int + + w3: Web3 + netid: int + netname: str + + default_slippage: float + use_estimate_gas: bool + def __init__( self, address: Union[AddressLike, str, None], @@ -53,6 +64,8 @@ def __init__( web3: Web3 = None, version: int = 1, default_slippage: float = 0.01, + use_estimate_gas: bool = True, + # use_eip1559: bool = True, factory_contract_addr: str = None, router_contract_addr: str = None, ) -> None: @@ -66,7 +79,7 @@ def __init__( :param factory_contract_addr: Can be optionally set to override the address of the factory contract. :param router_contract_addr: Can be optionally set to override the address of the router contract (v2 only). """ - self.address: AddressLike = _str_to_addr( + self.address = _str_to_addr( address or "0x0000000000000000000000000000000000000000" ) self.private_key = ( @@ -78,22 +91,23 @@ def __init__( # TODO: Write tests for slippage self.default_slippage = default_slippage + self.use_estimate_gas = use_estimate_gas if web3: self.w3 = web3 else: # Initialize web3. Extra provider for testing. - self.provider = provider or os.environ["PROVIDER"] - self.w3 = Web3( - Web3.HTTPProvider(self.provider, request_kwargs={"timeout": 60}) - ) - - netid = int(self.w3.net.version) - if netid in _netid_to_name: - self.network = _netid_to_name[netid] + if not provider: + provider = os.environ["PROVIDER"] + self.w3 = Web3(Web3.HTTPProvider(provider, request_kwargs={"timeout": 60})) + + # Cache netid to avoid extra RPC calls + self.netid = int(self.w3.net.version) + if self.netid in _netid_to_name: + self.netname = _netid_to_name[self.netid] else: - raise Exception(f"Unknown netid: {netid}") - logger.info(f"Using {self.w3} ('{self.network}')") + raise Exception(f"Unknown netid: {self.netid}") + logger.info(f"Using {self.w3} ('{self.netname}', netid: {self.netid})") self.last_nonce: Nonce = self.w3.eth.get_transaction_count(self.address) @@ -102,14 +116,14 @@ def __init__( # max_approval_check checks that current approval is above a reasonable number # The program cannot check for max_approval each time because it decreases # with each trade. - self.max_approval_hex = f"0x{64 * 'f'}" - self.max_approval_int = int(self.max_approval_hex, 16) - self.max_approval_check_hex = f"0x{15 * '0'}{49 * 'f'}" - self.max_approval_check_int = int(self.max_approval_check_hex, 16) + max_approval_hex = f"0x{64 * 'f'}" + self.max_approval_int = int(max_approval_hex, 16) + max_approval_check_hex = f"0x{15 * '0'}{49 * 'f'}" + self.max_approval_check_int = int(max_approval_check_hex, 16) if self.version == 1: if factory_contract_addr is None: - factory_contract_addr = _factory_contract_addresses_v1[self.network] + factory_contract_addr = _factory_contract_addresses_v1[self.netname] self.factory_contract = _load_contract( self.w3, @@ -118,11 +132,11 @@ def __init__( ) elif self.version == 2: if router_contract_addr is None: - router_contract_addr = _router_contract_addresses_v2[self.network] + router_contract_addr = _router_contract_addresses_v2[self.netname] self.router_address: AddressLike = _str_to_addr(router_contract_addr) if factory_contract_addr is None: - factory_contract_addr = _factory_contract_addresses_v2[self.network] + factory_contract_addr = _factory_contract_addresses_v2[self.netname] self.factory_contract = _load_contract( self.w3, abi_name="uniswap-v2/factory", @@ -136,6 +150,12 @@ def __init__( ) elif self.version == 3: # https://github.com/Uniswap/uniswap-v3-periphery/blob/main/deploys.md + factory_contract_address = _str_to_addr( + "0x1F98431c8aD98523631AE4a59f267346ea31F984" + ) + self.factory_contract = _load_contract( + self.w3, abi_name="uniswap-v3/factory", address=factory_contract_address + ) quoter_addr = _str_to_addr("0xb27308f9F90D607463bb33eA1BeBb41C27CE5AB6") self.router_address = _str_to_addr( "0xE592427A0AEce92De3Edee1F18E0157C05861564" @@ -1085,6 +1105,19 @@ def _build_and_send_tx( if not tx_params: tx_params = self._get_tx_params() transaction = function.buildTransaction(tx_params) + + if "gas" not in tx_params: + # `use_estimate_gas` needs to be True for networks like Arbitrum (can't assume 250000 gas), + # but it breaks tests for unknown reasons because estimateGas takes forever on some tx's. + # Maybe an issue with ganache? (got GC warnings once...) + if self.use_estimate_gas: + # The Uniswap V3 UI uses 20% margin for transactions + transaction["gas"] = Wei( + int(self.w3.eth.estimate_gas(transaction) * 1.2) + ) + else: + transaction["gas"] = Wei(250000) + signed_txn = self.w3.eth.account.sign_transaction( transaction, private_key=self.private_key ) @@ -1096,16 +1129,18 @@ def _build_and_send_tx( logger.debug(f"nonce: {tx_params['nonce']}") self.last_nonce = Nonce(tx_params["nonce"] + 1) - def _get_tx_params(self, value: Wei = Wei(0), gas: Wei = Wei(250000)) -> TxParams: + def _get_tx_params(self, value: Wei = Wei(0), gas: Wei = None) -> TxParams: """Get generic transaction parameters.""" - return { + params: TxParams = { "from": _addr_to_str(self.address), "value": value, - "gas": gas, "nonce": max( self.last_nonce, self.w3.eth.get_transaction_count(self.address) ), } + if gas: + params["gas"] = gas + return params # ------ Price Calculation Utils --------------------------------------------------- def _calculate_max_input_token( @@ -1171,22 +1206,30 @@ def _calculate_max_output_token( # ------ Helpers ------------------------------------------------------------ - def get_token(self, address: AddressLike) -> ERC20Token: + def get_token(self, address: AddressLike, abi_name: str = "erc20") -> ERC20Token: """ Retrieves metadata from the ERC20 contract of a given token, like its name, symbol, and decimals. """ # FIXME: This function should always return the same output for the same input # and would therefore benefit from caching - token_contract = _load_contract(self.w3, abi_name="erc20", address=address) + token_contract = _load_contract(self.w3, abi_name, address=address) try: - name = token_contract.functions.name().call() - symbol = token_contract.functions.symbol().call() + _name = token_contract.functions.name().call() + _symbol = token_contract.functions.symbol().call() decimals = token_contract.functions.decimals().call() except Exception as e: logger.warning( f"Exception occurred while trying to get token {_addr_to_str(address)}: {e}" ) raise InvalidToken(address) + try: + name = _name.decode() + except: + name = _name + try: + symbol = _symbol.decode() + except: + symbol = _symbol return ERC20Token(symbol, address, name, decimals) @functools.lru_cache() @@ -1200,6 +1243,116 @@ def get_weth_address(self) -> ChecksumAddress: address = self.router.functions.WETH9().call() return address + @supports([2, 3]) + def get_raw_price( + self, token_in: AddressLike, token_out: AddressLike, fee: int = 3000 + ) -> float: + """Returns current price for pair of tokens [token_in, token_out] regrading liquidity that is being locked in the pool""" + """Parameter `fee` is required for V3 only, can be omitted for V2""" + """Requires pair [token_in, token_out] having direct pool""" + if token_in == ETH_ADDRESS: + token_in = self.get_weth_address() + if token_out == ETH_ADDRESS: + token_out = self.get_weth_address() + + if self.version == 2: + params: Iterable[Union[ChecksumAddress,Optional[int]]] = [ + self.w3.toChecksumAddress(token_in), + self.w3.toChecksumAddress(token_out), + ] + pair_token = self.factory_contract.functions.getPair(*params).call() + token_in_erc20 = _load_contract_erc20( + self.w3, self.w3.toChecksumAddress(token_in) + ) + token_in_balance = int( + token_in_erc20.functions.balanceOf( + self.w3.toChecksumAddress(pair_token) + ).call() + ) + token_in_decimals = self.get_token(token_in).decimals + token_in_balance = token_in_balance / (10 ** token_in_decimals) + + token_out_erc20 = _load_contract_erc20( + self.w3, self.w3.toChecksumAddress(token_out) + ) + token_out_balance = int( + token_out_erc20.functions.balanceOf( + self.w3.toChecksumAddress(pair_token) + ).call() + ) + token_out_decimals = self.get_token(token_out).decimals + token_out_balance = token_out_balance / (10 ** token_out_decimals) + + raw_price = token_out_balance / token_in_balance + else: + params = [ + self.w3.toChecksumAddress(token_in), + self.w3.toChecksumAddress(token_out), + fee, + ] + pool_address = self.factory_contract.functions.getPool(*params).call() + pool_contract = _load_contract( + self.w3, abi_name="uniswap-v3/pool", address=pool_address + ) + t0 = pool_contract.functions.token0().call() + t1 = pool_contract.functions.token1().call() + if t1.lower() == token_in.lower(): + den0 = self.get_token(token_in).decimals + den1 = self.get_token(token_out).decimals + else: + den0 = self.get_token(token_out).decimals + den1 = self.get_token(token_in).decimals + sqrtPriceX96 = pool_contract.functions.slot0().call()[0] + raw_price = (sqrtPriceX96 * sqrtPriceX96 * 10 ** den1 >> (96 * 2)) / ( + 10 ** den0 + ) + if t1.lower() == token_in.lower(): + raw_price = 1 / raw_price + return raw_price + + def estimate_price_impact( + self, + token_in: AddressLike, + token_out: AddressLike, + amount_in: int, + fee: int = None, + route: Optional[List[AddressLike]] = None, + ) -> float: + """ + Returns the estimated price impact as a positive float (0.01 = 1%). + + NOTE: Work-in-progress. + + See ``examples/price_impact.py`` for an example which uses this. + """ + try: + price_small = self.get_raw_price( + token_in, + token_out, + fee=fee, + ) + except (ArithmeticError, BadFunctionCallOutput): + # ArithmeticError is raised when `token_in` amount in the pool equals 0. + # BadFunctionCallOutput is raised when the pool's contract for given `(token_in, token_out, fee)` hasn't been deployed + return 1 + + if price_small == 0: + # Occurs when `token_out` amount in the pool equals 0 + return 1 + try: + cost_amount = self.get_price_input( + token_in, token_out, amount_in, fee=fee, route=route + ) + except ContractLogicError: + # ContractLogicError is raised when the pool's contract for given `(token_in, token_out, fee)` hasn't been deployed. + # As `get_price_input()` uses UniswapV3Quoter for getting prices, that contract raises such exception in this situation. + return 1 + price_amount = ( + cost_amount / (amount_in / (10 ** self.get_token(token_in).decimals)) + ) / 10 ** self.get_token(token_out).decimals + + return float((price_small - price_amount) / price_small) + # ------ Exchange ------------------------------------------------------------------ @supports([1, 2]) def get_fee_maker(self) -> float: @@ -1218,14 +1371,12 @@ def _get_token_addresses(self) -> Dict[str, ChecksumAddress]: Returns a dict with addresses for tokens for the current net. Used in testing. """ - netid = int(self.w3.net.version) - netname = _netid_to_name[netid] - if netname == "mainnet": + if self.netname == "mainnet": return tokens - elif netname == "rinkeby": + elif self.netname == "rinkeby": return tokens_rinkeby else: - raise Exception(f"Unknown net '{netname}'") + raise Exception(f"Unknown net '{self.netname}'") # ---- Old v1 utils ---- pFad - Phonifier reborn

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