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Copy pathUniswapMath.py
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UniswapMath.py
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import math
min_tick = -887272
max_tick = 887272
q96 = 2**96
eth = 10**18
def price_to_tick(p):
return math.floor(math.log(p, 1.0001))
def price_to_sqrtp(p):
return int(math.sqrt(p) * q96)
def sqrtp_to_price(sqrtp):
return (sqrtp / q96) ** 2
def tick_to_sqrtp(t):
return int((1.0001 ** (t / 2)) * q96)
def liquidity0(amount, pa, pb):
if pa > pb:
pa, pb = pb, pa
return (amount * (pa * pb) / q96) / (pb - pa)
def liquidity1(amount, pa, pb):
if pa > pb:
pa, pb = pb, pa
return amount * q96 / (pb - pa)
def calc_amount0(liq, pa, pb):
if pa > pb:
pa, pb = pb, pa
return int(liq * q96 * (pb - pa) / pb / pa)
def calc_amount1(liq, pa, pb):
if pa > pb:
pa, pb = pb, pa
return int(liq * (pb - pa) / q96)
# Liquidity range provision
price_low = 4545
price_cur = 5000
price_upp = 5500
print(f"Price range: {price_low}-{price_upp}; current price: {price_cur}")
sqrtp_low = price_to_sqrtp(price_low)
sqrtp_cur = price_to_sqrtp(price_cur)
sqrtp_upp = price_to_sqrtp(price_upp)
amount_eth = 1 * eth
amount_usdc = 5000 * eth
liq0 = liquidity0(amount_eth, sqrtp_cur, sqrtp_upp)
liq1 = liquidity1(amount_usdc, sqrtp_cur, sqrtp_low)
liq = int(min(liq0, liq1))
print(f"Deposit: {amount_eth/eth} ETH, {amount_usdc/eth} USDC; liquidity: {liq}")
# Swap USDC for ETH
amount_in = 42 * eth
print(f"\nSelling {amount_in/eth} USDC")
price_diff = (amount_in * q96) // liq
price_next = sqrtp_cur + price_diff
print("New price:", (price_next / q96) ** 2)
print("New sqrtP:", price_next)
print("New tick:", price_to_tick((price_next / q96) ** 2))
amount_in = calc_amount1(liq, price_next, sqrtp_cur)
amount_out = calc_amount0(liq, price_next, sqrtp_cur)
print("USDC in:", amount_in / eth)
print("ETH out:", amount_out / eth)
# Swap ETH for USDC
amount_in = 0.01337 * eth
print(f"\nSelling {amount_in/eth} ETH")
price_next = int((liq * q96 * sqrtp_cur) // (liq * q96 + amount_in * sqrtp_cur))
print("New price:", (price_next / q96) ** 2)
print("New sqrtP:", price_next)
print("New tick:", price_to_tick((price_next / q96) ** 2))
amount_in = calc_amount0(liq, price_next, sqrtp_cur)
amount_out = calc_amount1(liq, price_next, sqrtp_cur)
print("ETH in:", amount_in / eth)
print("USDC out:", amount_out / eth)