Merge pull request #39 from defipy-devs/order_book

v 1.5.0
defipy-devs · May 8, 2024 · b5a4e80 · b5a4e80
2 parents 2ae8e3f + 57296a6
commit b5a4e80
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Showing 29 changed files with 2,701 additions and 1,319 deletions.
diff --git a/.DS_Store b/.DS_Store
diff --git a/notebooks/.DS_Store b/notebooks/.DS_Store
diff --git a/notebooks/medium_articles/deposit_like_a_baller_v3.ipynb b/notebooks/medium_articles/deposit_like_a_baller_v3.ipynb
diff --git a/notebooks/medium_articles/simple_simulation.ipynb b/notebooks/medium_articles/simple_simulation.ipynb
diff --git a/notebooks/medium_articles/withdraw_like_an_og.ipynb b/notebooks/medium_articles/withdraw_like_an_og.ipynb
@@ -454,9 +454,9 @@
  ],
  "metadata": {
   "kernelspec": {
-   "display_name": "Main Python",
+   "display_name": "py3",
    "language": "python",
-   "name": "py3.10"
+   "name": "py3"
   },
   "language_info": {
    "codemirror_mode": {

diff --git a/notebooks/tutorials/compare_v2_v3.ipynb b/notebooks/tutorials/compare_v2_v3.ipynb
@@ -10,7 +10,7 @@
   },
   {
    "cell_type": "code",
-   "execution_count": 14,
+   "execution_count": 1,
    "id": "186f7163-b9f0-4be2-a25f-4e7a9033ac68",
    "metadata": {},
    "outputs": [],
@@ -79,7 +79,7 @@
      "text": [
       "Exchange ETH-DAI (LP)\n",
       "Real Reserves:   ETH = 3162.277660168379, DAI = 316227.7660168379\n",
-      "Liquidity: 31622.776601683792 \n",
+      "Gross Liquidity: 31622.776601683792 \n",
       "\n"
      ]
     }
@@ -127,8 +127,7 @@
      "text": [
       "Exchange TKN-DAI (LP)\n",
       "Real Reserves:   TKN = 9996, DAI = 1000\n",
-      "Virual Reserves: TKN = 9.995959683792247e-15, DAI = 9.995959683792248e-16\n",
-      "Liquidity: 3161 \n",
+      "Gross Liquidity: 3161 \n",
       "\n"
      ]
     }
@@ -185,11 +184,11 @@
      "text": [
       "Exchange TKN-DAI (LP)\n",
       "Real Reserves:   TKN = 10000.0, DAI = 1000.0\n",
-      "Liquidity: 3162.2776601683795 \n",
+      "Gross Liquidity: 3162.2776601683795 \n",
       "\n",
       "Exchange TKN-DAI (LP)\n",
       "Real Reserves:   TKN = 6837.722339831621, DAI = 683.7722339831621\n",
-      "Liquidity: 2162.2776601683795 \n",
+      "Gross Liquidity: 2162.2776601683795 \n",
       "\n"
      ]
     }
@@ -220,6 +219,58 @@
     "lp.summary()"
    ]
   },
+  {
+   "cell_type": "code",
+   "execution_count": 22,
+   "id": "3fc11e6f-c8c7-44ef-9812-6408f2479d50",
+   "metadata": {},
+   "outputs": [
+    {
+     "name": "stdout",
+     "output_type": "stream",
+     "text": [
+      "Exchange TKN-DAI (LP)\n",
+      "Real Reserves:   TKN = 993.2512634810848, DAI = 9932.627274984854\n",
+      "Gross Liquidity: 3162.2776601683795 \n",
+      "\n",
+      "Exchange TKN-DAI (LP)\n",
+      "Real Reserves:   TKN = 1003.2512634810848, DAI = 9833.911471545149\n",
+      "Gross Liquidity: 3162.2776601683795 \n",
+      "\n"
+     ]
+    }
+   ],
+   "source": [
+    "user = 'user_intro'\n",
+    "fee = UniV3Utils.FeeAmount.MEDIUM\n",
+    "tick_spacing = UniV3Utils.TICK_SPACINGS[fee]\n",
+    "lwr_tick = UniV3Utils.getMinTick(tick_spacing)\n",
+    "upr_tick = UniV3Utils.getMaxTick(tick_spacing)\n",
+    "init_price = UniV3Utils.encodePriceSqrt(10, 1)\n",
+    "\n",
+    "tkn = ERC20(\"TKN\", \"0x111\")\n",
+    "dai = ERC20(\"DAI\", \"0x09\")\n",
+    "\n",
+    "exchg_data = UniswapExchangeData(tkn0 = tkn, tkn1 = dai, symbol=\"LP\", \n",
+    "                                   address=\"0x011\", version = 'V3', \n",
+    "                                   tick_spacing = tick_spacing, \n",
+    "                                   fee = fee)\n",
+    "\n",
+    "#lwr_tick = UniV3Utils.getMinTick(tick_spacing)\n",
+    "#upr_tick = UniV3Utils.getMaxTick(tick_spacing)\n",
+    "lwr_tick = lp.get_tick_price(-1, 10, 100000)\n",
+    "upr_tick = lp.get_tick_price(1, 10, 100000)\n",
+    "\n",
+    "factory = UniswapFactory(\"TKN pool factory\", \"0x2\")\n",
+    "lp = factory.deploy(exchg_data)\n",
+    "lp.initialize(init_price)\n",
+    "out = lp.mint(user, lwr_tick, upr_tick, 3162.2776601683795)\n",
+    "lp.summary()\n",
+    "\n",
+    "out_v3 = lp.swapExact0For1(user, 10, None)\n",
+    "lp.summary()"
+   ]
+  },
   {
    "cell_type": "markdown",
    "id": "008623b1-cc77-4882-b239-ea10ad383e30",
@@ -240,11 +291,11 @@
      "text": [
       "Exchange TKN-DAI (LP)\n",
       "Real Reserves:   TKN = 10000.0, DAI = 1000.0\n",
-      "Liquidity: 3162.2776601683795 \n",
+      "Gross Liquidity: 3162.2776601683795 \n",
       "\n",
       "Exchange TKN-DAI (LP)\n",
       "Real Reserves:   TKN = 10100.0, DAI = 990.1284196560295\n",
-      "Liquidity: 3162.2776601683795 \n",
+      "Gross Liquidity: 3162.2776601683795 \n",
       "\n"
      ]
     }
@@ -342,11 +393,11 @@
      "text": [
       "Exchange TKN-DAI (LP)\n",
       "Real Reserves:   TKN = 10000.0, DAI = 1000.0\n",
-      "Liquidity: 3162.2776601683795 \n",
+      "Gross Liquidity: 3162.2776601683795 \n",
       "\n",
       "Exchange TKN-DAI (LP)\n",
       "Real Reserves:   TKN = 11114.454474534716, DAI = 900.0\n",
-      "Liquidity: 3162.2776601683795 \n",
+      "Gross Liquidity: 3162.2776601683795 \n",
       "\n"
      ]
     }
@@ -444,11 +495,11 @@
      "text": [
       "Exchange TKN-DAI (LP)\n",
       "Real Reserves:   TKN = 10000.0, DAI = 1000.0\n",
-      "Liquidity: 3162.2776601683795 \n",
+      "Gross Liquidity: 3162.2776601683795 \n",
       "\n",
       "Exchange TKN-DAI (LP)\n",
       "Real Reserves:   TKN = 9093.389106119852, DAI = 1100.0\n",
-      "Liquidity: 3162.2776601683795 \n",
+      "Gross Liquidity: 3162.2776601683795 \n",
       "\n"
      ]
     }
@@ -546,11 +597,11 @@
      "text": [
       "Exchange TKN-DAI (LP)\n",
       "Real Reserves:   TKN = 10000.0, DAI = 1000.0\n",
-      "Liquidity: 3162.2776601683795 \n",
+      "Gross Liquidity: 3162.2776601683795 \n",
       "\n",
       "Exchange TKN-DAI (LP)\n",
       "Real Reserves:   TKN = 9900.0, DAI = 1010.131404313952\n",
-      "Liquidity: 3162.2776601683795 \n",
+      "Gross Liquidity: 3162.2776601683795 \n",
       "\n"
      ]
     }

diff --git a/notebooks/tutorials/order_book.ipynb b/notebooks/tutorials/order_book.ipynb