uniswap_v3.oracle

Documentation for eth_defi.uniswap_v3.oracle Python module.

Price oracle implementation for Uniswap v3 pools.

Functions

convert_swap_event_to_price_entry(log)

Create a price entry based on eth_getLogs result.

update_live_price_feed(oracle, web3, ...[, ...])

Fetch live price of Uniswap v3 pool by listening to Sync event.

update_price_oracle_concurrent(oracle, ...)

Feed price oracle data for a given block range using using a thread pool

update_price_oracle_single_thread(oracle, ...)

Feed price oracle data for a given block range.

Classes

UniswapV3PriceOracleContext

Hold data about tokens in the pool
class UniswapV3PriceOracleContext

Bases: eth_defi.event_reader.logresult.LogContext

Hold data about tokens in the pool

__init__(pool, reverse_token_order)
Parameters
Return type

None

convert_swap_event_to_price_entry(log)

Create a price entry based on eth_getLogs result.

Called by update_price_oracle_single_thread().

Parameters

log (dict) –

Return type

eth_defi.price_oracle.oracle.PriceEntry

update_price_oracle_concurrent(oracle, json_rpc_url, pool_contract_address, start_block, end_block, reverse_token_order=False, max_workers=16)

Feed price oracle data for a given block range using using a thread pool

Example:

Parameters

  • oracle (eth_defi.price_oracle.oracle.PriceOracle) – Price oracle to update

  • json_rpc_url (str) – JSON-RPC URL

  • pool_contract_address (str) – Pool contract address

  • start_block (int) – First block to include data for

  • end_block (int) – Last block to include data for (inclusive)

  • reverse_token_order (bool) – If pair token0 is the quote token to calculate the price.

  • max_workers (int) – How many threads to allocate for JSON-RPC IO.

update_price_oracle_single_thread(oracle, web3, pool_contract_address, start_block, end_block, reverse_token_order=False)

Feed price oracle data for a given block range.

A slow single threaded implementation - suitable for testing.

Example:

Parameters

  • oracle (eth_defi.price_oracle.oracle.PriceOracle) – Price oracle to update

  • web3 (web3.main.Web3) – Web3 connection we use to fetch event data from JSON-RPC node

  • pool_contract_address (str) – Pool contract address

  • start_block (int) – First block to include data for

  • end_block (int) – Last block to include data for (inclusive)

  • reverse_token_order (bool) – If pair token0 is the quote token to calculate the price.

update_live_price_feed(oracle, web3, pool_contract_address, reverse_token_order=False, lookback_block_count=5)

Fetch live price of Uniswap v3 pool by listening to Sync event.

We use HTTP polling method, as HTTP polling is supported by free nodes.

Warning

We do not have bullet-proof logic to deal with minor chain reorgs. Some transactions can hop blocks and be rejected in later blocks, and we do not deal with this. This is a simple example implementation and may not suitable for production usage.

Returns

Debug stats

Parameters
Return type

collections.Counter