[英]How to calculate Uniswap v3 pool's Total Value Locked (TVL) on chain?
[英]How to get all tick ranges with non-zero liquidity to finally calculate Total Value Locked Uniswap V3?
目的是计算 uniswap v3 池的锁定总值(TVL)。
import json
from web3 import Web3
from collections import namedtuple
infura_url = 'https://mainnet.infura.io/v3/******'
web3 = Web3(Web3.HTTPProvider(infura_url))
def read_json_file(directory:str, file_name: str):
try:
file_path = directory + file_name
f_ = open(file_path, 'r')
except Exception as e:
print(f"Unable to open the {file_path} file")
raise e
else:
json_data = json.loads(f_.read())
return json_data
# uniswap_ETH_USDT.v3
abi = read_json_file('./', 'abis/uniswapV3Pool.json')
address = '0x4e68Ccd3E89f51C3074ca5072bbAC773960dFa36'
exchange_contract = web3.eth.contract(address=Web3.toChecksumAddress(address), abi=abi)
Tick = namedtuple("Tick", "liquidityGross liquidityNet feeGrowthOutside0X128 feeGrowthOutside1X128 tickCumulativeOutside secondsPerLiquidityOutsideX128 secondsOutside initialized")
amounts0 = 0
amounts1 = 0
liquidity = 0
slot0 = exchange_contract.functions.slot0().call()
sqrtPriceCurrent = slot0[0] / (1 << 96)
MIN_TICK = -887272
MAX_TICK = 887272
TICK_SPACING = exchange_contract.functions.tickSpacing().call()
def calculate_token0_amount(liquidity, sp, sa, sb):
sp = max(min(sp, sb), sa)
return liquidity * (sb - sp) / (sp * sb)
def calculate_token1_amount(liquidity, sp, sa, sb):
sp = max(min(sp, sb), sa)
return liquidity * (sp - sa)
for tick in range(MIN_TICK, MAX_TICK, TICK_SPACING):
tickRange = Tick(*exchange_contract.functions.ticks(tick).call())
liquidity += tickRange.liquidityNet
sqrtPriceLow = 1.0001 ** (tick // 2)
sqrtPriceHigh = 1.0001 ** ((tick + TICK_SPACING) // 2)
amounts0 += calculate_token0_amount(liquidity, sqrtPriceCurrent, sqrtPriceLow, sqrtPriceHigh)
amounts1 += calculate_token1_amount(liquidity, sqrtPriceCurrent, sqrtPriceLow, sqrtPriceHigh)
print(amounts0, amounts1, tick) # for better output, should correct for the amount of decimals before printing
这确实会在 MIN_TICK 和 MAX_TICK 中打印流动性,但会花费大量时间并浪费 web3 调用,因为它也在零流动性滴答上进行迭代。 现在这些是硬编码的,在这里我想知道 min-max 的值是多少,这样该范围不包含任何零流动性刻度。
无意冒犯,但您正在遵循一条艰难的道路,这需要使用TickBitmap
来获取下一个初始化的刻度(请记住,除非必要,否则并非所有刻度都已初始化。)
或者,获取矿池 TVL 的简单方法是查询 Uniswap V3 的子图:比如
{
pool(id: "0x4e68ccd3e89f51c3074ca5072bbac773960dfa36") {
id
token0 {symbol}
totalValueLockedToken0
token1 {symbol}
totalValueLockedToken1
}
}
(由于某种原因,如果您输入校验和地址,它不会显示结果)
或者
{
pools(first: 5) {
id
token0 {symbol}
totalValueLockedToken0
token1 {symbol}
totalValueLockedToken1
}
}
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