defipy-devs/uniswappy

[Python Programming] Uniswap V2 / V3 Analytics with Python

UniswapPy: Uniswap V2 / V3 Analytics with Python

This package contains python re-factors of both original Uniswap V2 and V3 pairing codes, and can be utilized for the purpose of analysing and modelling its behavior for DeFi.

Docs

Visit docs for full documentation with walk-through tutorials

Installation

> git clone https://github.com/defipy-devs/uniswappy
> pip install .

or

> pip install UniswapPy

Uniswap V2

• See test notebook for basic usage

from uniswappy import *

user_nm = 'user'
eth_amount = 1000
tkn_amount = 100000

tkn = ERC20("TKN", "0x111")
eth = ERC20("ETH", "0x09")
exchg_data = UniswapExchangeData(tkn0 = eth, tkn1 = tkn, symbol="LP", address="0x011")

factory = UniswapFactory("ETH pool factory", "0x2")
lp = factory.deploy(exchg_data)

Join().apply(lp, user_nm, eth_amount, tkn_amount)
lp.summary()

OUTPUT:

Exchange ETH-TKN (LP)
Reserves: ETH = 1000, TKN = 100000
Liquidity: 10000.0

out = Swap().apply(lp, tkn, user_nm, 1000)
lp.summary()

OUTPUT:

Exchange ETH-TKN (LP)
Reserves: 990.1284196560293, TKN = 101000
Liquidity: 10000.0

Uniswap V3

• See test notebook for basic usage

from uniswappy import *

user_nm = 'user'
eth_amount = 1000
tkn_amount = 100000

eth = ERC20("ETH", "0x09")
tkn = ERC20("TKN", "0x111")

exchg_data = UniswapExchangeData(tkn0 = eth, tkn1 = tkn, symbol="LP", 
                                   address="0x011", version = 'V3', 
                                   tick_spacing = tick_spacing, 
                                   fee = fee)

factory = UniswapFactory("ETH pool factory", "0x2")
lp = factory.deploy(exchg_data)

out_v3 = Join().apply(lp, user_nm, eth_amount, tkn_amount, lwr_tick, upr_tick)
lp.summary()

OUTPUT:

Exchange ETH-TKN (LP)
Reserves: ETH = 1000, TKN = 100000
Liquidity: 10000.0

out = Swap().apply(lp, tkn, user_nm, 1000)
lp.summary()

OUTPUT:

Exchange ETH-TKN (LP)
Real Reserves: ETH = 990.1284196560293, TKN = 101000
Liquidity: 10000.0

0x Quant Terminal

This application utilizes the 0x API to produce a mock Uniswap pool which allows end-users to stress test the limitations of a Uniswap pool setup using live price feeds from 0x API; for backend setup, see notebook

Click dashboard.defipy.org for live link; for more detail see README

Run application locally

> bokeh serve --show python/application/quant_terminal/bokeh_server.py

Special Features

• Abstracted Actions: Obfuscation is removed from standard Uniswap action events to help streamline analysis and lower line count; see article How to Handle Uniswap Withdrawals like an OG, and Setup your Uniswap Deposits like a Baller
• Indexing: Can calculate settlment LP token amounts given token amounts and vice versa; see article The Uniswap Indexing Problem
• Simulation: Can simulate trading using Geometric Brownian Motion (GBM) process, or feed in actual raw price data to analyze behavior; see article How to Simulate a Liquidity Pool for Decentralized Finance
• Randomized Events: Token amount and time delta models to simulate possible trading behavior
• Analytical Tools: Basic yeild calculators and risk tools to assist in analyzing outcomes; see article How to Simulate a Uniswap V3 Order Book in Python

If you find this package helpful, please leave a ⭐!