"""Execution model where trade happens directly on Uniswap v2 style exchange."""
import logging
import datetime
from decimal import Decimal
from web3 import Web3
from eth_defi.trade import TradeFail
from eth_defi.uniswap_v2.fees import estimate_sell_price_decimals
from eth_defi.uniswap_v2.analysis import TradeSuccess, analyse_trade_by_receipt
from eth_defi.uniswap_v2.deployment import UniswapV2Deployment, mock_partial_deployment_for_analysis
from tradeexecutor.ethereum.execution import EthereumExecution
from tradeexecutor.ethereum.tx import TransactionBuilder
from tradeexecutor.state.identifier import TradingPairIdentifier
logger = logging.getLogger(__name__)
[docs]class UniswapV2Execution(EthereumExecution):
"""Run order execution on a single Uniswap v2 style exchanges."""
[docs] def __init__(self,
tx_builder: TransactionBuilder,
min_balance_threshold=Decimal("0.5"),
confirmation_block_count=6,
confirmation_timeout=datetime.timedelta(minutes=5),
max_slippage: float = 0.01,
stop_on_execution_failure=True,
swap_gas_fee_limit=2_000_000,
mainnet_fork=False,
):
"""
:param web3:
Web3 connection used for this instance
:param tx_builder:
Hot wallet instance used for this execution
:param min_balance_threshold:
Abort execution if our hot wallet gas fee balance drops below this
:param confirmation_block_count:
How many blocks to wait for the receipt confirmations to mitigate unstable chain tip issues
:param confirmation_timeout:
How long we wait transactions to clear
:param stop_on_execution_failure:
Raise an exception if any of the trades fail top execute
:param max_slippage:
Max slippage tolerance per trade. 0.01 is 1%.
"""
super().__init__(
tx_builder=tx_builder,
min_balance_threshold=min_balance_threshold,
confirmation_block_count=confirmation_block_count,
confirmation_timeout=confirmation_timeout,
max_slippage=max_slippage,
stop_on_execution_failure=stop_on_execution_failure,
swap_gas_fee_limit=swap_gas_fee_limit,
mainnet_fork=mainnet_fork,
)
def analyse_trade_by_receipt(
self,
web3: Web3,
*,
deployment: UniswapV2Deployment,
tx: dict,
tx_hash: str,
tx_receipt: dict,
input_args: tuple | None = None,
pair_fee: float | None = None,
) -> (TradeSuccess | TradeFail):
return analyse_trade_by_receipt(web3, deployment, tx, tx_hash, tx_receipt, pair_fee)
def mock_partial_deployment_for_analysis(
self,
web3: Web3,
router_address: str
) -> UniswapV2Deployment:
return mock_partial_deployment_for_analysis(web3, router_address)
[docs] def is_v3(self) -> bool:
"""Returns true if instance is related to Uniswap V3, else false.
Kind of a hack to be able to share resolve trades function amongst v2 and v3."""
return False
[docs]def get_current_price(web3: Web3, uniswap: UniswapV2Deployment, pair: TradingPairIdentifier, quantity=Decimal(1)) -> float:
"""Get a price from Uniswap v2 pool, assuming you are selling 1 unit of base token.
Does decimal adjustment.
:return: Price in quote token.
"""
price = estimate_sell_price_decimals(uniswap, pair.base.checksum_address, pair.quote.checksum_address, quantity)
return float(price)