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web3-iteration.py
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web3-iteration.py
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# Quick script to test grabbing current tick liquidity info by querying the blockchain
from time import perf_counter
from web3 import Web3
import requests
import json
import os
V3_UNISWAP_GRAPHQL_URL = "https://api.thegraph.com/subgraphs/name/uniswap/uniswap-v3"
W3_HTTP_PROVIDER = os.getenv("WEB3_PROVIDER1")
LP_ABI = "[{\"inputs\":[],\"stateMutability\":\"nonpayable\",\"type\":\"constructor\"},{\"anonymous\":false,\"inputs\":[{\"indexed\":true,\"internalType\":\"address\",\"name\":\"owner\",\"type\":\"address\"},{\"indexed\":true,\"internalType\":\"int24\",\"name\":\"tickLower\",\"type\":\"int24\"},{\"indexed\":true,\"internalType\":\"int24\",\"name\":\"tickUpper\",\"type\":\"int24\"},{\"indexed\":false,\"internalType\":\"uint128\",\"name\":\"amount\",\"type\":\"uint128\"},{\"indexed\":false,\"internalType\":\"uint256\",\"name\":\"amount0\",\"type\":\"uint256\"},{\"indexed\":false,\"internalType\":\"uint256\",\"name\":\"amount1\",\"type\":\"uint256\"}],\"name\":\"Burn\",\"type\":\"event\"},{\"anonymous\":false,\"inputs\":[{\"indexed\":true,\"internalType\":\"address\",\"name\":\"owner\",\"type\":\"address\"},{\"indexed\":false,\"internalType\":\"address\",\"name\":\"recipient\",\"type\":\"address\"},{\"indexed\":true,\"internalType\":\"int24\",\"name\":\"tickLower\",\"type\":\"int24\"},{\"indexed\":true,\"internalType\":\"int24\",\"name\":\"tickUpper\",\"type\":\"int24\"},{\"indexed\":false,\"internalType\":\"uint128\",\"name\":\"amount0\",\"type\":\"uint128\"},{\"indexed\":false,\"internalType\":\"uint128\",\"name\":\"amount1\",\"type\":\"uint128\"}],\"name\":\"Collect\",\"type\":\"event\"},{\"anonymous\":false,\"inputs\":[{\"indexed\":true,\"internalType\":\"address\",\"name\":\"sender\",\"type\":\"address\"},{\"indexed\":true,\"internalType\":\"address\",\"name\":\"recipient\",\"type\":\"address\"},{\"indexed\":false,\"internalType\":\"uint128\",\"name\":\"amount0\",\"type\":\"uint128\"},{\"indexed\":false,\"internalType\":\"uint128\",\"name\":\"amount1\",\"type\":\"uint128\"}],\"name\":\"CollectProtocol\",\"type\":\"event\"},{\"anonymous\":false,\"inputs\":[{\"indexed\":true,\"internalType\":\"address\",\"name\":\"sender\",\"type\":\"address\"},{\"indexed\":true,\"internalType\":\"address\",\"name\":\"recipient\",\"type\":\"address\"},{\"indexed\":false,\"internalType\":\"uint256\",\"name\":\"amount0\",\"type\":\"uint256\"},{\"indexed\":false,\"internalType\":\"uint256\",\"name\":\"amount1\",\"type\":\"uint256\"},{\"indexed\":false,\"internalType\":\"uint256\",\"name\":\"paid0\",\"type\":\"uint256\"},{\"indexed\":false,\"internalType\":\"uint256\",\"name\":\"paid1\",\"type\":\"uint256\"}],\"name\":\"Flash\",\"type\":\"event\"},{\"anonymous\":false,\"inputs\":[{\"indexed\":false,\"internalType\":\"uint16\",\"name\":\"observationCardinalityNextOld\",\"type\":\"uint16\"},{\"indexed\":false,\"internalType\":\"uint16\",\"name\":\"observationCardinalityNextNew\",\"type\":\"uint16\"}],\"name\":\"IncreaseObservationCardinalityNext\",\"type\":\"event\"},{\"anonymous\":false,\"inputs\":[{\"indexed\":false,\"internalType\":\"uint160\",\"name\":\"sqrtPriceX96\",\"type\":\"uint160\"},{\"indexed\":false,\"internalType\":\"int24\",\"name\":\"tick\",\"type\":\"int24\"}],\"name\":\"Initialize\",\"type\":\"event\"},{\"anonymous\":false,\"inputs\":[{\"indexed\":false,\"internalType\":\"address\",\"name\":\"sender\",\"type\":\"address\"},{\"indexed\":true,\"internalType\":\"address\",\"name\":\"owner\",\"type\":\"address\"},{\"indexed\":true,\"internalType\":\"int24\",\"name\":\"tickLower\",\"type\":\"int24\"},{\"indexed\":true,\"internalType\":\"int24\",\"name\":\"tickUpper\",\"type\":\"int24\"},{\"indexed\":false,\"internalType\":\"uint128\",\"name\":\"amount\",\"type\":\"uint128\"},{\"indexed\":false,\"internalType\":\"uint256\",\"name\":\"amount0\",\"type\":\"uint256\"},{\"indexed\":false,\"internalType\":\"uint256\",\"name\":\"amount1\",\"type\":\"uint256\"}],\"name\":\"Mint\",\"type\":\"event\"},{\"anonymous\":false,\"inputs\":[{\"indexed\":false,\"internalType\":\"uint8\",\"name\":\"feeProtocol0Old\",\"type\":\"uint8\"},{\"indexed\":false,\"internalType\":\"uint8\",\"name\":\"feeProtocol1Old\",\"type\":\"uint8\"},{\"indexed\":false,\"internalType\":\"uint8\",\"name\":\"feeProtocol0New\",\"type\":\"uint8\"},{\"indexed\":false,\"internalType\":\"uint8\",\"name\":\"feeProtocol1New\",\"type\":\"uint8\"}],\"name\":\"SetFeeProtocol\",\"type\":\"event\"},{\"anonymous\":false,\"inputs\":[{\"indexed\":true,\"internalType\":\"address\",\"name\":\"sender\",\"type\":\"address\"},{\"indexed\":true,\"internalType\":\"address\",\"name\":\"recipient\",\"type\":\"address\"},{\"indexed\":false,\"internalType\":\"int256\",\"name\":\"amount0\",\"type\":\"int256\"},{\"indexed\":false,\"internalType\":\"int256\",\"name\":\"amount1\",\"type\":\"int256\"},{\"indexed\":false,\"internalType\":\"uint160\",\"name\":\"sqrtPriceX96\",\"type\":\"uint160\"},{\"indexed\":false,\"internalType\":\"uint128\",\"name\":\"liquidity\",\"type\":\"uint128\"},{\"indexed\":false,\"internalType\":\"int24\",\"name\":\"tick\",\"type\":\"int24\"}],\"name\":\"Swap\",\"type\":\"event\"},{\"inputs\":[{\"internalType\":\"int24\",\"name\":\"tickLower\",\"type\":\"int24\"},{\"internalType\":\"int24\",\"name\":\"tickUpper\",\"type\":\"int24\"},{\"internalType\":\"uint128\",\"name\":\"amount\",\"type\":\"uint128\"}],\"name\":\"burn\",\"outputs\":[{\"internalType\":\"uint256\",\"name\":\"amount0\",\"type\":\"uint256\"},{\"internalType\":\"uint256\",\"name\":\"amount1\",\"type\":\"uint256\"}],\"stateMutability\":\"nonpayable\",\"type\":\"function\"},{\"inputs\":[{\"internalType\":\"address\",\"name\":\"recipient\",\"type\":\"address\"},{\"internalType\":\"int24\",\"name\":\"tickLower\",\"type\":\"int24\"},{\"internalType\":\"int24\",\"name\":\"tickUpper\",\"type\":\"int24\"},{\"internalType\":\"uint128\",\"name\":\"amount0Requested\",\"type\":\"uint128\"},{\"internalType\":\"uint128\",\"name\":\"amount1Requested\",\"type\":\"uint128\"}],\"name\":\"collect\",\"outputs\":[{\"internalType\":\"uint128\",\"name\":\"amount0\",\"type\":\"uint128\"},{\"internalType\":\"uint128\",\"name\":\"amount1\",\"type\":\"uint128\"}],\"stateMutability\":\"nonpayable\",\"type\":\"function\"},{\"inputs\":[{\"internalType\":\"address\",\"name\":\"recipient\",\"type\":\"address\"},{\"internalType\":\"uint128\",\"name\":\"amount0Requested\",\"type\":\"uint128\"},{\"internalType\":\"uint128\",\"name\":\"amount1Requested\",\"type\":\"uint128\"}],\"name\":\"collectProtocol\",\"outputs\":[{\"internalType\":\"uint128\",\"name\":\"amount0\",\"type\":\"uint128\"},{\"internalType\":\"uint128\",\"name\":\"amount1\",\"type\":\"uint128\"}],\"stateMutability\":\"nonpayable\",\"type\":\"function\"},{\"inputs\":[],\"name\":\"factory\",\"outputs\":[{\"internalType\":\"address\",\"name\":\"\",\"type\":\"address\"}],\"stateMutability\":\"view\",\"type\":\"function\"},{\"inputs\":[],\"name\":\"fee\",\"outputs\":[{\"internalType\":\"uint24\",\"name\":\"\",\"type\":\"uint24\"}],\"stateMutability\":\"view\",\"type\":\"function\"},{\"inputs\":[],\"name\":\"feeGrowthGlobal0X128\",\"outputs\":[{\"internalType\":\"uint256\",\"name\":\"\",\"type\":\"uint256\"}],\"stateMutability\":\"view\",\"type\":\"function\"},{\"inputs\":[],\"name\":\"feeGrowthGlobal1X128\",\"outputs\":[{\"internalType\":\"uint256\",\"name\":\"\",\"type\":\"uint256\"}],\"stateMutability\":\"view\",\"type\":\"function\"},{\"inputs\":[{\"internalType\":\"address\",\"name\":\"recipient\",\"type\":\"address\"},{\"internalType\":\"uint256\",\"name\":\"amount0\",\"type\":\"uint256\"},{\"internalType\":\"uint256\",\"name\":\"amount1\",\"type\":\"uint256\"},{\"internalType\":\"bytes\",\"name\":\"data\",\"type\":\"bytes\"}],\"name\":\"flash\",\"outputs\":[],\"stateMutability\":\"nonpayable\",\"type\":\"function\"},{\"inputs\":[{\"internalType\":\"uint16\",\"name\":\"observationCardinalityNext\",\"type\":\"uint16\"}],\"name\":\"increaseObservationCardinalityNext\",\"outputs\":[],\"stateMutability\":\"nonpayable\",\"type\":\"function\"},{\"inputs\":[{\"internalType\":\"uint160\",\"name\":\"sqrtPriceX96\",\"type\":\"uint160\"}],\"name\":\"initialize\",\"outputs\":[],\"stateMutability\":\"nonpayable\",\"type\":\"function\"},{\"inputs\":[],\"name\":\"liquidity\",\"outputs\":[{\"internalType\":\"uint128\",\"name\":\"\",\"type\":\"uint128\"}],\"stateMutability\":\"view\",\"type\":\"function\"},{\"inputs\":[],\"name\":\"maxLiquidityPerTick\",\"outputs\":[{\"internalType\":\"uint128\",\"name\":\"\",\"type\":\"uint128\"}],\"stateMutability\":\"view\",\"type\":\"function\"},{\"inputs\":[{\"internalType\":\"address\",\"name\":\"recipient\",\"type\":\"address\"},{\"internalType\":\"int24\",\"name\":\"tickLower\",\"type\":\"int24\"},{\"internalType\":\"int24\",\"name\":\"tickUpper\",\"type\":\"int24\"},{\"internalType\":\"uint128\",\"name\":\"amount\",\"type\":\"uint128\"},{\"internalType\":\"bytes\",\"name\":\"data\",\"type\":\"bytes\"}],\"name\":\"mint\",\"outputs\":[{\"internalType\":\"uint256\",\"name\":\"amount0\",\"type\":\"uint256\"},{\"internalType\":\"uint256\",\"name\":\"amount1\",\"type\":\"uint256\"}],\"stateMutability\":\"nonpayable\",\"type\":\"function\"},{\"inputs\":[{\"internalType\":\"uint256\",\"name\":\"\",\"type\":\"uint256\"}],\"name\":\"observations\",\"outputs\":[{\"internalType\":\"uint32\",\"name\":\"blockTimestamp\",\"type\":\"uint32\"},{\"internalType\":\"int56\",\"name\":\"tickCumulative\",\"type\":\"int56\"},{\"internalType\":\"uint160\",\"name\":\"secondsPerLiquidityCumulativeX128\",\"type\":\"uint160\"},{\"internalType\":\"bool\",\"name\":\"initialized\",\"type\":\"bool\"}],\"stateMutability\":\"view\",\"type\":\"function\"},{\"inputs\":[{\"internalType\":\"uint32[]\",\"name\":\"secondsAgos\",\"type\":\"uint32[]\"}],\"name\":\"observe\",\"outputs\":[{\"internalType\":\"int56[]\",\"name\":\"tickCumulatives\",\"type\":\"int56[]\"},{\"internalType\":\"uint160[]\",\"name\":\"secondsPerLiquidityCumulativeX128s\",\"type\":\"uint160[]\"}],\"stateMutability\":\"view\",\"type\":\"function\"},{\"inputs\":[{\"internalType\":\"bytes32\",\"name\":\"\",\"type\":\"bytes32\"}],\"name\":\"positions\",\"outputs\":[{\"internalType\":\"uint128\",\"name\":\"liquidity\",\"type\":\"uint128\"},{\"internalType\":\"uint256\",\"name\":\"feeGrowthInside0LastX128\",\"type\":\"uint256\"},{\"internalType\":\"uint256\",\"name\":\"feeGrowthInside1LastX128\",\"type\":\"uint256\"},{\"internalType\":\"uint128\",\"name\":\"tokensOwed0\",\"type\":\"uint128\"},{\"internalType\":\"uint128\",\"name\":\"tokensOwed1\",\"type\":\"uint128\"}],\"stateMutability\":\"view\",\"type\":\"function\"},{\"inputs\":[],\"name\":\"protocolFees\",\"outputs\":[{\"internalType\":\"uint128\",\"name\":\"token0\",\"type\":\"uint128\"},{\"internalType\":\"uint128\",\"name\":\"token1\",\"type\":\"uint128\"}],\"stateMutability\":\"view\",\"type\":\"function\"},{\"inputs\":[{\"internalType\":\"uint8\",\"name\":\"feeProtocol0\",\"type\":\"uint8\"},{\"internalType\":\"uint8\",\"name\":\"feeProtocol1\",\"type\":\"uint8\"}],\"name\":\"setFeeProtocol\",\"outputs\":[],\"stateMutability\":\"nonpayable\",\"type\":\"function\"},{\"inputs\":[],\"name\":\"slot0\",\"outputs\":[{\"internalType\":\"uint160\",\"name\":\"sqrtPriceX96\",\"type\":\"uint160\"},{\"internalType\":\"int24\",\"name\":\"tick\",\"type\":\"int24\"},{\"internalType\":\"uint16\",\"name\":\"observationIndex\",\"type\":\"uint16\"},{\"internalType\":\"uint16\",\"name\":\"observationCardinality\",\"type\":\"uint16\"},{\"internalType\":\"uint16\",\"name\":\"observationCardinalityNext\",\"type\":\"uint16\"},{\"internalType\":\"uint8\",\"name\":\"feeProtocol\",\"type\":\"uint8\"},{\"internalType\":\"bool\",\"name\":\"unlocked\",\"type\":\"bool\"}],\"stateMutability\":\"view\",\"type\":\"function\"},{\"inputs\":[{\"internalType\":\"int24\",\"name\":\"tickLower\",\"type\":\"int24\"},{\"internalType\":\"int24\",\"name\":\"tickUpper\",\"type\":\"int24\"}],\"name\":\"snapshotCumulativesInside\",\"outputs\":[{\"internalType\":\"int56\",\"name\":\"tickCumulativeInside\",\"type\":\"int56\"},{\"internalType\":\"uint160\",\"name\":\"secondsPerLiquidityInsideX128\",\"type\":\"uint160\"},{\"internalType\":\"uint32\",\"name\":\"secondsInside\",\"type\":\"uint32\"}],\"stateMutability\":\"view\",\"type\":\"function\"},{\"inputs\":[{\"internalType\":\"address\",\"name\":\"recipient\",\"type\":\"address\"},{\"internalType\":\"bool\",\"name\":\"zeroForOne\",\"type\":\"bool\"},{\"internalType\":\"int256\",\"name\":\"amountSpecified\",\"type\":\"int256\"},{\"internalType\":\"uint160\",\"name\":\"sqrtPriceLimitX96\",\"type\":\"uint160\"},{\"internalType\":\"bytes\",\"name\":\"data\",\"type\":\"bytes\"}],\"name\":\"swap\",\"outputs\":[{\"internalType\":\"int256\",\"name\":\"amount0\",\"type\":\"int256\"},{\"internalType\":\"int256\",\"name\":\"amount1\",\"type\":\"int256\"}],\"stateMutability\":\"nonpayable\",\"type\":\"function\"},{\"inputs\":[{\"internalType\":\"int16\",\"name\":\"\",\"type\":\"int16\"}],\"name\":\"tickBitmap\",\"outputs\":[{\"internalType\":\"uint256\",\"name\":\"\",\"type\":\"uint256\"}],\"stateMutability\":\"view\",\"type\":\"function\"},{\"inputs\":[],\"name\":\"tickSpacing\",\"outputs\":[{\"internalType\":\"int24\",\"name\":\"\",\"type\":\"int24\"}],\"stateMutability\":\"view\",\"type\":\"function\"},{\"inputs\":[{\"internalType\":\"int24\",\"name\":\"\",\"type\":\"int24\"}],\"name\":\"ticks\",\"outputs\":[{\"internalType\":\"uint128\",\"name\":\"liquidityGross\",\"type\":\"uint128\"},{\"internalType\":\"int128\",\"name\":\"liquidityNet\",\"type\":\"int128\"},{\"internalType\":\"uint256\",\"name\":\"feeGrowthOutside0X128\",\"type\":\"uint256\"},{\"internalType\":\"uint256\",\"name\":\"feeGrowthOutside1X128\",\"type\":\"uint256\"},{\"internalType\":\"int56\",\"name\":\"tickCumulativeOutside\",\"type\":\"int56\"},{\"internalType\":\"uint160\",\"name\":\"secondsPerLiquidityOutsideX128\",\"type\":\"uint160\"},{\"internalType\":\"uint32\",\"name\":\"secondsOutside\",\"type\":\"uint32\"},{\"internalType\":\"bool\",\"name\":\"initialized\",\"type\":\"bool\"}],\"stateMutability\":\"view\",\"type\":\"function\"},{\"inputs\":[],\"name\":\"token0\",\"outputs\":[{\"internalType\":\"address\",\"name\":\"\",\"type\":\"address\"}],\"stateMutability\":\"view\",\"type\":\"function\"},{\"inputs\":[],\"name\":\"token1\",\"outputs\":[{\"internalType\":\"address\",\"name\":\"\",\"type\":\"address\"}],\"stateMutability\":\"view\",\"type\":\"function\"}]"
def get_top_pools(top_num:int = 10) -> dict:
"""
A basic function to query the Uniswap V3 GraphQL data for the top X pools, by liquidity.
:param top_num: the top top_num of pools to return
:return: results_list containing the list of pools dictionaries
"""
request_query = ("{\n\tpools (orderBy: totalValueLockedETH, orderDirection: desc, first: " + str(top_num) +", skip: 4)" +
"""
{
id,
token0 { id, symbol, name, decimals},
token1 { id, symbol, name, decimals},
token0Price,
token1Price,
volumeToken0,
volumeToken1,
untrackedVolumeUSD,
liquidity
}
}""")
req = requests.post(V3_UNISWAP_GRAPHQL_URL, json={'query': request_query})
results_list = json.loads(req.text)
return results_list['data']['pools']
def get_web3_provider() -> object:
"""
Function to initialize and return a web3 provider object.
:return: w3_provider object
"""
w3_provider = Web3(Web3.HTTPProvider(W3_HTTP_PROVIDER))
return w3_provider
def get_pool_slot0(pool_id: str, w3_provider: "Web3") -> list:
"""
Function to query the blockchain and gather realtime slot0 data for the liquidity pool.
:param pool_id: The contract address for the V3 liquidity pool.
:return: The list containing all slot0 data for the pool
"""
lp_contract = w3_provider.eth.contract(address=Web3.toChecksumAddress(pool_id), abi=LP_ABI)
slot0_data = lp_contract.functions.slot0().call()
""" List in the form of: sqrtPriceX96 uint160, tick int24,
observationIndex uint16, observationCardinality uint16,
observationCardinalityNext uint16, feeProtocol uint8, unlocked bool
"""
return slot0_data
def get_pool_tickBitmap(pool_id: str, w3_provider: "Web3") -> dict:
"""
Function to obtain the liquidity pool's liquidity data directly from the blockchain.
:param pool_id: The contract address for the V3 liquidity pool.
:return: The tickBitmap
"""
lp_contract = w3_provider.eth.contract(address=Web3.toChecksumAddress(pool_id), abi=LP_ABI)
tick_bitmap = lp_contract.functions.tickBitmap(0).call()
return tick_bitmap
###
def main() -> None:
slot0_dict = {}
tick_bitmaps = {}
pools_list = get_top_pools(50)
w3 = get_web3_provider()
# Loop through all pools obtained from the GraphQL query
start_time = perf_counter()
for cur_pool in pools_list:
pool_pair = str(cur_pool['token0']['symbol']) + "-" + str(cur_pool['token1']['symbol'])
if not (pool_pair in slot0_dict.keys()):
slot0_dict[pool_pair] = get_pool_slot0(pool_id = cur_pool['id'], w3_provider = w3)
if not (pool_pair in tick_bitmaps.keys()):
tick_bitmaps[pool_pair] = get_pool_tickBitmap(pool_id = cur_pool['id'], w3_provider = w3)
print(slot0_dict)
print(tick_bitmaps)
end_time = perf_counter()
print(end_time - start_time)
if __name__ == "__main__":
main()