UniswapV3LivePricing#

tradeexecutor.ethereum.uniswap_v3_live_pricing.UniswapV3LivePricing Python class in Trading Strategy framework.

class UniswapV3LivePricing[source]#

Bases: EthereumPricingModel

Always pull the latest dollar price for an asset from Uniswap v3 deployment.

Supports

Two-way BUSD -> Cake
Three-way trades BUSD -> BNB -> Cake

… within a single, uniswap v3 like exchange.

Note

If a trade quantity/currency amount is not given uses a “default small value” that is 0.1. Depending on the token, this value might be too much/too little, as Uniswap fixed point math starts to break for very small amounts. For example, for USDC trade 10 cents is already quite low.

More information

About ask and bid:

__init__(web3, pair_universe, routing_model, very_small_amount=Decimal('0.10'))[source]#

Parameters:

web3 (Web3) –
pair_universe (PandasPairUniverse) –
routing_model (UniswapV3SimpleRoutingModel) –

Methods

`__init__`(web3, pair_universe, routing_model)
`check_supported_quote_token`(pair)
`get_buy_price`(ts, pair, reserve)	Get live price on Uniswap.
`get_mid_price`(ts, pair)	Get the mid price from Uniswap pool.
`get_pair_fee`(ts, pair)	Estimate the trading/LP fees for a trading pair.
`get_pair_fee_multiplier`(ts, pair)	Uniswap V3 pairs get fees in raw format e.g.
`get_pair_for_id`(internal_id)	Look up a trading pair.
`get_price_helper`(target_pair)
`get_sell_price`(ts, pair, quantity)	Get live price on Uniswap.
`get_uniswap`(target_pair)	Helper function to speed up Uniswap v3 deployment resolution.
`quantize_base_quantity`(pair, quantity[, ...])	Convert any base token quantity to the native token units by its ERC-20 decimals.

__init__(web3, pair_universe, routing_model, very_small_amount=Decimal('0.10'))[source]#

Parameters:

web3 (Web3) –
pair_universe (PandasPairUniverse) –
routing_model (UniswapV3SimpleRoutingModel) –

get_pair_fee_multiplier(ts, pair)[source]#: Uniswap V3 pairs get fees in raw format e.g. 3000 instead of 0.3%

get_uniswap(target_pair)[source]#

Helper function to speed up Uniswap v3 deployment resolution.

Parameters:: target_pair (TradingPairIdentifier) –
Return type:: UniswapV3Deployment

get_sell_price(ts, pair, quantity)[source]#

Get live price on Uniswap.

Parameters:

ts (datetime) –
pair (TradingPairIdentifier) –
quantity (Optional[Decimal]) –

Return type:

float

get_buy_price(ts, pair, reserve)[source]#

Get live price on Uniswap.

Parameters:

reserve (Optional[Decimal]) – The buy size in quote token e.g. in dollars
ts (datetime) –
pair (TradingPairIdentifier) –

Returns:

Price for one reserve unit e.g. a dollar

Return type:

float