jakexbt/uniswap_market_impact

uniswap_market_impact

Some scripts to calculate the swap quantities required for a specific amount of price impact in a Uniswap V2 pool.

See README.pdf for an explanation of the calculations required.

See main.py for an example calculation.

Note, this repository requires a .env file of the format:

POOL = 'UNISWAP_V2_POOL_ON_ETHEREUM'
ETHERSCAN_TOKEN = 'ETHERSCAN_API_KEY'

Unit tests for this library can be run using python -m pytest tests.

These unit tests require a local fork of the Ethereum network, which can be configured as follows:

development:
- cmd: ganache-cli
  cmd_settings:
    accounts: 10
    fork: https://eth-mainnet.g.alchemy.com/v2/[ALCHEMY-API-KEY]
    mnemonic: brownie
    port: 8545
  host: http://127.0.0.1
  id: uniswap-market-impact2
  explorer: https://api.etherscan.io/api
  name: uniswap-market-impact2