bobthebuidler/ypricemagic

Fetch accurate prices for tokens solely using on-chain data.

Summary

Use this tool to extract historical on-chain price data from an archive node. ypricemagic will work with both sync and async python codebases.

Installation

To install:

ypricemagic is published on pypi. Simply install it just as you would any other library.

pip install ypricemagic

Known Issues:

Make sure you are using Python >= 3.8 and < 3.11
If you have a PyYaml Issue with 3.4.1 not installing due to an issue with cython, try the following:

pip install wheel
pip install --no-build-isolation "Cython<3" "pyyaml==5.4.1"

then try again pip install ypricemagic

Usage

There are 2 main entrypoints to ypricemagic, y.get_price and y.get_prices.

from y import get_price
price = get_price(token,block)

# OR

from y import get_prices
prices = get_prices(tokens, block)

You can also use ypricemagic asynchronously:

price = await get_price(token,block, sync=False)

# OR

prices = await get_prices(tokens, block, sync=False)

See the docs for more usage information.

Extras

You can also import protocol specific modules. For example:

from ypricemagic import uniswap
uniswap.get_price(token, block)

from ypricemagic.compound import get_price
get_price(compoundToken, block)

These are not 'supported' per se and are subject to change at any time. But they can come in handy. The not-very-organized docs site will be your friend here.

Enjoy!

Shoutouts

Shoutout to Banteg (@bantg) and nymmrx (@nymmrx) for their awesome work on yearn-exporter that made this library possible.

ypricemagic's Issues

Dankmid errors

Howdy ..I'm trying to run yprice behind a local flask api, but I'm getting some errors from dankmids,

invalid argument 1: hex string without 0x prefix
https://gist.github.com/murderteeth/1edfb35cde5696bfd5cbbb65c29ab113

Timeout context manager should be used inside a task
https://gist.github.com/murderteeth/e4586f482f18ea7a29f47f62037fb4d8

to reproduce the problem, here's my flask api, https://github.com/murderteeth/ypricemagic-flask,
and here's some curls,

# this works
curl "http://localhost:3002/yprice?token=0xDA68f66fC0f10Ee61048E70106Df4BDB26bAF595&block=18446690"

# these fail
curl "http://localhost:3002/yprice?token=0xDA68f66fC0f10Ee61048E70106Df4BDB26bAF595&block=18446700"
curl "http://localhost:3002/yprice?token=0xDA68f66fC0f10Ee61048E70106Df4BDB26bAF595&block=18446500"

..local environment has brownie 1.19.3 installed

issue while trying to install lib

pip3 install ypricemagic yields an error on new pip versions

Collecting pyyaml==5.4.1 (from eth-brownie<1.20,>=1.19.3->ypricemagic)
  Using cached PyYAML-5.4.1.tar.gz (175 kB)
  Installing build dependencies ... done
  error: subprocess-exited-with-error
  
  × Getting requirements to build wheel did not run successfully.
  │ exit code: 1
  ╰─> See above for output.
  
  note: This error originates from a subprocess, and is likely not a problem with pip.
  Getting requirements to build wheel ... error
error: subprocess-exited-with-error

× Getting requirements to build wheel did not run successfully.
│ exit code: 1
╰─> See above for output.

note: This error originates from a subprocess, and is likely not a problem with pip.
[5]
0s

Curve overloaded functions error

Issue:
Different curve pools sometimes have slightly different ABIs and/or overloaded functions not accounted for.

Stacktrace:

>>> y.get_price("0x6B3595068778DD592e39A122f4f5a5cF09C90fE2", 14974989)
  File "<console>", line 1, in <module>
  File "a_sync/modified.py", line 36, in __call__
    return self.fn(*args, **kwargs)
  File "a_sync/modified.py", line 83, in async_wrap
    return self._await(coro) if should_await else coro
  File "a_sync/modifiers/manager.py", line 68, in sync_modifier_wrap
    return function(*args, **kwargs)
  File "a_sync/_helpers.py", line 30, in _await
    return asyncio.get_event_loop().run_until_complete(awaitable)
  File "/opt/homebrew/Cellar/[email protected]/3.9.16/Frameworks/Python.framework/Versions/3.9/lib/python3.9/asyncio/base_events.py", line 647, in run_until_complete
    return future.result()
  File "y/prices/magic.py", line 63, in get_price
    return await _get_price(token_address, block, fail_to_None=fail_to_None, silent=silent)
  File "async_lru/__init__.py", line 218, in __call__
    return await asyncio.shield(fut)
  File "y/prices/magic.py", line 146, in _get_price
    price = await curve.get_price_for_underlying(token, block=block, sync=False)
  File "async_lru/__init__.py", line 218, in __call__
    return await asyncio.shield(fut)
  File "y/prices/stable_swap/curve.py", line 452, in get_price_for_underlying
    dy = await pool.get_dy(token_in_ix, token_out_ix, block = block, sync=False)
  File "y/prices/stable_swap/curve.py", line 98, in get_dy
    amount_out = await self.contract.get_dy.coroutine(coin_ix_in, coin_ix_out, amount_in, block_identifier=block)
  File "dank_mids/brownie_patch/overloaded.py", line 19, in coroutine
    fn = self._get_fn_from_args(args)
  File "brownie/network/contract.py", line 1466, in _get_fn_from_args
    raise ValueError(
ValueError: Contract has more than one function '.get_dy' requiring 3 arguments. You must explicitly declare which function you are calling, e.g. .get_dy['int128,int128,uint'](*args)

Example of overloaded function usage w/ dank_mids
get_dy['int128,int128,uint'].coroutine(*args)

Perhaps, you could also explore the Curve simulator lib:
https://curvesim.readthedocs.io/en/latest/#api-documentation

uniswap v3 liquidity checker fails on edge case

problem:

because uni v3 liquidity can be deposited asymmetrically, there is a potential case where the "most liquid" market in terms of token_in is actually not a liquid market at all

potential solution:
if the "most liquid" v3 market in terms of token_in is also the least liquid in terms of token_out, ignore that pool for check_liquidity purposes

Curve Registry Address Provider not supported in BSC

0x0000000022D53366457F9d5E68Ec105046FC4383 is not supported in BSC.

I tried adding

chain.id == Network.BinanceSmartChain:

in

ypricemagic/y/prices/stable_swap/curve.py

Line 263 in b5744bc

if chain.id == Network.Cronos:

but it still fails.

I am using ypricemagic with brownie 1.19.1 so I am not sure if brownie changed the exceptions in 1.19 🤷

Unknown Contract Address error

File "/Users/ASUS/opt/anaconda3/lib/python3.8/site-packages/ypricemagic/magic.py", line 51, in get_price
price = yearn.get_price(token, block=block)

File "/Users/ASUS/opt/anaconda3/lib/python3.8/site-packages/ypricemagic/yearn.py", line 24, in get_price
share_price, underlying = fetch_multicall(

File "/Users/ASUS/opt/anaconda3/lib/python3.8/site-packages/ypricemagic/utils/multicall2.py", line 56, in fetch_multicall
raise ValueError(response)

ValueError: {'jsonrpc': '2.0', 'error': {'code': -32602, 'message': 'Invalid parameters: Expected from 1 to 2 parameters.', 'data': '"Got: 3"'}, 'id': 486}

Not entirely sure how to get around this issue.