GeezerVison is showing github.com — fix: correct integer-shift price floor and odd-tick TVL bounds by TimeToBuildBob · Pull Request #482 · uniswap-python/uniswap-python
fix: correct integer-shift price floor and odd-tick TVL bounds
#482
New issue
Have a question about this project? Sign up for a free GitHub account to open an issue and contact its maintainers and the community.
By clicking “Sign up for GitHub”, you agree to our terms of service and
privacy statement . We’ll occasionally send you account related emails.
Already on GitHub?
Sign in
to your account
Uh oh!
There was an error while loading. Please reload this page.
Show file tree
Hide file tree
Changes from all commits
Commits
File filter
Filter by extension
.py
(4)
All 1 file type selected
Viewed files
Conversations
Failed to load comments.
Loading
Uh oh!
There was an error while loading. Please reload this page.
Jump to
Jump to file
Failed to load files.
Loading
Uh oh!
There was an error while loading. Please reload this page.
Diff view
Hide whitespace
Diff view
Hide whitespace
There are no files selected for viewing
Original file line number
Diff line number
Diff line change
Expand Up
@@ -219,7 +219,14 @@ def test_get_price_output(self, client: Uniswap, tokens, token0, token1, qty):
token0, token1 = tokens[token0], tokens[token1]
if client.version == 1 and ETH_ADDRESS not in [token0, token1]:
pytest.skip("Not supported in this version of Uniswap")
r = client.get_price_output(token0, token1, qty, fee=FeeTier.TIER_3000)
try:
r = client.get_price_output(token0, token1, qty, fee=FeeTier.TIER_3000)
except ValueError as e:
if client.version == 1 and "InvalidJump" in str(e):
pytest.skip(
f"V1 pool has insufficient liquidity for this trade size: {e}"
)
raise
assert r
@pytest.mark.parametrize(
Expand Down
Original file line number
Diff line number
Diff line change
@@ -0,0 +1,143 @@
"""Offline arithmetic regressions on imported classes; no RPC or transactions."""
from decimal import Decimal, localcontext
from types import SimpleNamespace as NS
from unittest.mock import Mock
import pytest
from web3 import Web3
from uniswap import Uniswap, Uniswap4
import uniswap.uniswap as module
TOKEN0 = "0x0000000000000000000000000000000000000001"
TOKEN1 = "0x0000000000000000000000000000000000000002"
@pytest.fixture
def clients(monkeypatch):
state = NS(q=2**96, decimals=(18, 6), low=0, high=1, fee=100)
pool = Mock()
pool.functions.token1.return_value.call.return_value = TOKEN1
pool.functions.slot0.return_value.call.side_effect = lambda: (state.q,)
pool.functions.ticks.return_value._encode_transaction_data.return_value = "0x00"
monkeypatch.setattr(module, "_load_contract", lambda *a, **k: pool)
erc20 = Mock()
erc20.functions.decimals.return_value.call.return_value = 0
monkeypatch.setattr(module, "_load_contract_erc20", lambda *a, **k: erc20)
v3 = object.__new__(Uniswap)
v3.version = 3
v3.w3 = Web3()
v3.factory_contract = Mock()
v3.factory_contract.functions.getPool.return_value.call.return_value = TOKEN0
v4 = object.__new__(Uniswap4)
for client in (v3, v4):
setattr(
client,
"get_token",
lambda token: NS(
decimals=state.decimals[
0 if Web3.to_checksum_address(token).lower() == TOKEN0 else 1
]
),
)
setattr(v4, "stateview_get_slot0", lambda *a: {"sqrtPriceX96": state.q})
setattr(
v3,
"get_pool_immutables",
lambda p: {"fee": state.fee, "token0": TOKEN0, "token1": TOKEN1},
)
setattr(v3, "get_pool_state", lambda p: {"sqrtPriceX96": state.q})
setattr(v3, "find_tick_from_bitmap", lambda *a: state.high if a[-1] else state.low)
setattr(v3, "multicall", lambda batch, types: [(0, 10**30)] * len(batch))
return state, pool, v3, v4
@pytest.mark.parametrize(
"target,decimals",
[
("0.00000987", (18, 6)),
("0.00000049", (18, 6)),
("1.23456789", (6, 18)),
("1e-24", (18, 18)),
],
)
@pytest.mark.parametrize("version", [3, 4])
@pytest.mark.parametrize("reverse", [False, True])
def test_low_price_and_reciprocal(clients, target, decimals, version, reverse):
state, _, v3, v4 = clients
state.decimals = decimals
with localcontext() as ctx:
ctx.prec = 100
scale = Decimal(10) ** (decimals[0] - decimals[1])
state.q = int((Decimal(target) / scale).sqrt() * 2**96)
expected = Decimal(state.q**2) / Decimal(2**192) * scale
if reverse:
expected = 1 / expected
tokens = (TOKEN1, TOKEN0) if reverse else (TOKEN0, TOKEN1)
method = v3.get_raw_price if version == 3 else v4.get_token_token_spot_price
actual = method(*tokens, 100)
assert isinstance(actual, float)
assert actual > 0
assert abs(Decimal.from_float(actual) / expected - 1) < Decimal("5e-16")
@pytest.mark.parametrize(
"q", [4295128739, 1461446703485210103287273052203988822378723970341]
)
@pytest.mark.parametrize("version", [3, 4])
@pytest.mark.parametrize("reverse", [False, True])
def test_sqrt_price_boundaries(clients, q, version, reverse):
state, _, v3, v4 = clients
state.q, state.decimals = q, (18, 18)
with localcontext() as ctx:
ctx.prec = 100
expected = Decimal(q**2) / Decimal(2**192)
if reverse:
expected = 1 / expected
tokens = (TOKEN1, TOKEN0) if reverse else (TOKEN0, TOKEN1)
method = v3.get_raw_price if version == 3 else v4.get_token_token_spot_price
actual = method(*tokens, 100)
assert actual > 0
assert abs(Decimal.from_float(actual) / expected - 1) < Decimal("5e-16")
@pytest.mark.parametrize(
"low,high,fee",
[
(0, 1, 100),
(1, 2, 100),
(-1, 0, 100),
(0, 60, 3000),
(-887271, -887270, 100),
(887270, 887271, 100),
],
)
@pytest.mark.parametrize("position", ["below", "inside", "above"])
def test_tick_amounts(clients, low, high, fee, position):
state, pool, v3, _ = clients
state.low, state.high, state.fee = low, high, fee
with localcontext() as ctx:
ctx.prec = 100
a = Decimal("1.0001") ** (Decimal(low) / 2)
b = Decimal("1.0001") ** (Decimal(high) / 2)
desired = {"below": a / 2, "inside": (a + b) / 2, "above": b * 2}[position]
state.q = int(desired * 2**96)
current = Decimal(state.q) / Decimal(2**96)
clamped = max(min(current, b), a)
expected = (
Decimal(10**30) * (b - clamped) / (clamped * b),
Decimal(10**30) * (clamped - a),
)
actual = v3.get_tvl_in_pool(pool)
for amount, reference in zip(actual, expected):
if reference == 0:
assert amount == 0
else:
assert amount > 0
# Existing float exponent rounding is amplified near extreme ticks;
# whole-token flooring is retained. This is not exact TickMath parity.
tolerance = "2e-6" if abs(low) > 887000 else "1e-9"
assert abs(Decimal.from_float(amount) / reference - 1) < Decimal(
tolerance
)
Original file line number
Diff line number
Diff line change
Expand Up
@@ -1451,8 +1451,8 @@ def get_tvl_in_pool(self, pool: Contract) -> tuple[float, float]:
# source: https://stackoverflow.com/questions/71814845/how-to-calculate-uniswap-v3-pools-total-value-locked-tvl-on-chain
liquidityNet = tickData[1]
liquidity_total += liquidityNet
sqrtPriceLow = 1.0001 ** (tick // 2)
sqrtPriceHigh = 1.0001 ** ((tick + TICK_SPACING) // 2)
sqrtPriceLow = 1.0001 ** (tick / 2)
sqrtPriceHigh = 1.0001 ** ((tick + TICK_SPACING) / 2)
token0_liquidity += self.get_token0_in_pool(
liquidity_total, sqrtPrice, sqrtPriceLow, sqrtPriceHigh
)
Expand Down
Expand Up
@@ -1998,8 +1998,8 @@ def get_raw_price(
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
raw_price = (sqrtPriceX96 * sqrtPriceX96 * 10**den1) / (
(1 << 192) * 10**den0
Comment thread
TimeToBuildBob marked this conversation as resolved.
Resolved
Uh oh!
There was an error while loading. Please reload this page.
)
if t1.lower() == token_in.lower():
raw_price = 1 / raw_price
Expand Down
Original file line number
Diff line number
Diff line change
Expand Up
@@ -1626,8 +1626,8 @@ def get_token_token_spot_price(
token0, token1, fee, tick_spacing, hooks
)["sqrtPriceX96"]
spot_price: float = (spot_price_x96 * spot_price_x96 * 10**den0 >> (96 * 2) ) / (
10**den1
spot_price: float = (spot_price_x96 * spot_price_x96 * 10**den0) / (
(1 << 192) * 10**den1
)
if not zero_for_one:
spot_price = 1 / spot_price
Expand Down
Loading
Oops, something went wrong.
Uh oh!
There was an error while loading. Please reload this page.
Add this suggestion to a batch that can be applied as a single commit.
This suggestion is invalid because no changes were made to the code.
Suggestions cannot be applied while the pull request is closed.
Suggestions cannot be applied while viewing a subset of changes.
Only one suggestion per line can be applied in a batch.
Add this suggestion to a batch that can be applied as a single commit.
Applying suggestions on deleted lines is not supported.
You must change the existing code in this line in order to create a valid suggestion.
Outdated suggestions cannot be applied.
This suggestion has been applied or marked resolved.
Suggestions cannot be applied from pending reviews.
Suggestions cannot be applied on multi-line comments.
Suggestions cannot be applied while the pull request is queued to merge.
Suggestion cannot be applied right now. Please check back later.