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1996 lines (1786 loc) 路 75.6 KB
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import functools
import logging
import os
import time
from collections import namedtuple
from typing import (
Any,
Dict,
Iterable,
List,
Optional,
Sequence,
Tuple,
Union,
)
from eth_typing.evm import Address, ChecksumAddress
from hexbytes import HexBytes
from web3 import Web3
from web3._utils.abi import map_abi_data
from web3._utils.normalizers import BASE_RETURN_NORMALIZERS
from web3.contract import Contract
from web3.contract.contract import ContractFunction
from web3.exceptions import BadFunctionCallOutput, ContractLogicError
from web3.types import (
Nonce,
TxParams,
TxReceipt,
Wei,
)
from .constants import (
ETH_ADDRESS,
MAX_TICK,
MAX_UINT_128,
MIN_TICK,
WETH9_ADDRESS,
_factory_contract_addresses_v1,
_factory_contract_addresses_v2,
_netid_to_name,
_router_contract_addresses_v2,
_tick_bitmap_range,
_tick_spacing,
)
from .decorators import check_approval, supports
from .exceptions import InsufficientBalance, InvalidToken
from .fee import validate_fee_tier
from .token import ERC20Token
from .types import AddressLike
from .util import (
_addr_to_str,
_get_eth_simple_cache_middleware,
_load_contract,
_load_contract_erc20,
_str_to_addr,
_validate_address,
chunks,
encode_sqrt_ratioX96,
is_same_address,
nearest_tick,
realised_fee_percentage,
)
logger = logging.getLogger(__name__)
class Uniswap:
"""
Wrapper around Uniswap contracts.
"""
address: AddressLike
version: int
w3: Web3
netid: int
netname: str
default_slippage: float
use_estimate_gas: bool
def __init__(
self,
address: Union[AddressLike, str, None],
private_key: Optional[str],
provider: Optional[str] = None,
web3: Optional[Web3] = None,
version: int = 1,
default_slippage: float = 0.01,
use_estimate_gas: bool = True,
# use_eip1559: bool = True,
factory_contract_addr: Optional[str] = None,
router_contract_addr: Optional[str] = None,
enable_caching: bool = False,
) -> None:
"""
:param address: The public address of the ETH wallet to use.
:param private_key: The private key of the ETH wallet to use.
:param provider: Can be optionally set to a Web3 provider URI. If none set, will fall back to the PROVIDER environment variable, or web3 if set.
:param web3: Can be optionally set to a custom Web3 instance.
:param version: Which version of the Uniswap contracts to use.
:param default_slippage: Default slippage for a trade, as a float (0.01 is 1%). WARNING: slippage is untested.
:param factory_contract_addr: Can be optionally set to override the address of the factory contract.
:param router_contract_addr: Can be optionally set to override the address of the router contract (v2 only).
:param enable_caching: Optionally enables middleware caching RPC method calls.
"""
self.address = _str_to_addr(
address or "0x0000000000000000000000000000000000000000"
)
self.private_key = (
private_key
or "0x0000000000000000000000000000000000000000000000000000000000000000"
)
self.version = version
if self.version not in [1, 2, 3]:
raise Exception(
f"Invalid version '{self.version}', only 1, 2 or 3 supported"
) # pragma: no cover
# TODO: Write tests for slippage
self.default_slippage = default_slippage
self.use_estimate_gas = use_estimate_gas
if web3:
self.w3 = web3
else:
# Initialize web3. Extra provider for testing.
if not provider:
provider = os.environ["PROVIDER"]
self.w3 = Web3(Web3.HTTPProvider(provider, request_kwargs={"timeout": 60}))
if enable_caching:
self.w3.middleware_onion.inject(_get_eth_simple_cache_middleware(), layer=0)
try:
self.netid = int(self.w3.net.version)
except ValueError:
# Happens when w3.net.version returns a hex representation of an int
self.netid = int(self.w3.net.version, 16)
if self.netid in _netid_to_name:
self.netname = _netid_to_name[self.netid]
else:
raise Exception(f"Unknown netid: {self.netid}") # pragma: no cover
logger.info(f"Using {self.w3} ('{self.netname}', netid: {self.netid})")
self.last_nonce: Nonce = self.w3.eth.get_transaction_count(self.address)
# This code automatically approves you for trading on the exchange.
# max_approval is to allow the contract to exchange on your behalf.
# max_approval_check checks that current approval is above a reasonable number
# The program cannot check for max_approval each time because it decreases
# with each trade.
max_approval_hex = f"0x{64 * 'f'}"
self.max_approval_int = int(max_approval_hex, 16)
max_approval_check_hex = f"0x{15 * '0'}{49 * 'f'}"
self.max_approval_check_int = int(max_approval_check_hex, 16)
if self.version == 1:
if factory_contract_addr is None:
factory_contract_addr = _factory_contract_addresses_v1[self.netname]
self.factory_contract = _load_contract(
self.w3,
abi_name="uniswap-v1/factory",
address=_str_to_addr(factory_contract_addr),
)
elif self.version == 2:
if router_contract_addr is None:
router_contract_addr = _router_contract_addresses_v2[self.netname]
self.router_address: AddressLike = _str_to_addr(router_contract_addr)
if factory_contract_addr is None:
factory_contract_addr = _factory_contract_addresses_v2[self.netname]
self.factory_contract = _load_contract(
self.w3,
abi_name="uniswap-v2/factory",
address=_str_to_addr(factory_contract_addr),
)
# Documented here: https://uniswap.org/docs/v2/smart-contracts/router02/
self.router = _load_contract(
self.w3,
abi_name="uniswap-v2/router02",
address=self.router_address,
)
elif self.version == 3:
# https://github.com/Uniswap/uniswap-v3-periphery/blob/main/deploys.md
factory_contract_address = _str_to_addr(
"0x1F98431c8aD98523631AE4a59f267346ea31F984"
)
self.factory_contract = _load_contract(
self.w3, abi_name="uniswap-v3/factory", address=factory_contract_address
)
quoter_addr = _str_to_addr("0xb27308f9F90D607463bb33eA1BeBb41C27CE5AB6")
self.router_address = _str_to_addr(
"0xE592427A0AEce92De3Edee1F18E0157C05861564"
)
self.quoter = _load_contract(
self.w3, abi_name="uniswap-v3/quoter", address=quoter_addr
)
self.router = _load_contract(
self.w3, abi_name="uniswap-v3/router", address=self.router_address
)
self.positionManager_addr = _str_to_addr(
"0xC36442b4a4522E871399CD717aBDD847Ab11FE88"
)
self.nonFungiblePositionManager = _load_contract(
self.w3,
abi_name="uniswap-v3/nonFungiblePositionManager",
address=self.positionManager_addr,
)
if self.netname == "arbitrum":
multicall2_addr = _str_to_addr(
"0x50075F151ABC5B6B448b1272A0a1cFb5CFA25828"
)
else:
multicall2_addr = _str_to_addr(
"0x5BA1e12693Dc8F9c48aAD8770482f4739bEeD696"
)
self.multicall2 = _load_contract(
self.w3, abi_name="uniswap-v3/multicall", address=multicall2_addr
)
else:
raise Exception(
f"Invalid version '{self.version}', only 1, 2 or 3 supported"
)
if hasattr(self, "factory_contract"):
logger.info(f"Using factory contract: {self.factory_contract}")
# ------ Market --------------------------------------------------------------------
def get_price_input(
self,
token0: AddressLike, # input token
token1: AddressLike, # output token
qty: int,
fee: Optional[int] = None,
route: Optional[List[AddressLike]] = None,
) -> int:
"""Given `qty` amount of the input `token0`, returns the maximum output amount of output `token1`."""
fee = validate_fee_tier(fee=fee, version=self.version)
if token0 == ETH_ADDRESS:
return self._get_eth_token_input_price(token1, Wei(qty), fee)
elif token1 == ETH_ADDRESS:
return self._get_token_eth_input_price(token0, qty, fee)
else:
return self._get_token_token_input_price(token0, token1, qty, fee, route)
def get_price_output(
self,
token0: AddressLike,
token1: AddressLike,
qty: int,
fee: Optional[int] = None,
route: Optional[List[AddressLike]] = None,
) -> int:
"""Returns the minimum amount of `token0` required to buy `qty` amount of `token1`."""
fee = validate_fee_tier(fee=fee, version=self.version)
if is_same_address(token0, ETH_ADDRESS):
return self._get_eth_token_output_price(token1, qty, fee)
elif is_same_address(token1, ETH_ADDRESS):
return self._get_token_eth_output_price(token0, Wei(qty), fee)
else:
return self._get_token_token_output_price(token0, token1, qty, fee, route)
def _get_eth_token_input_price(
self,
token: AddressLike, # output token
qty: Wei,
fee: int,
) -> Wei:
"""Public price (i.e. amount of output token received) for ETH to token trades with an exact input."""
if self.version == 1:
ex = self._exchange_contract(token)
price: Wei = ex.functions.getEthToTokenInputPrice(qty).call()
elif self.version == 2:
price = self.router.functions.getAmountsOut(
qty, [self.get_weth_address(), token]
).call()[-1]
elif self.version == 3:
price = self._get_token_token_input_price(
self.get_weth_address(), token, qty, fee=fee
) # type: ignore
else:
raise ValueError # pragma: no cover
return price
def _get_token_eth_input_price(
self,
token: AddressLike, # input token
qty: int,
fee: int,
) -> int:
"""Public price (i.e. amount of ETH received) for token to ETH trades with an exact input."""
if self.version == 1:
ex = self._exchange_contract(token)
price: int = ex.functions.getTokenToEthInputPrice(qty).call()
elif self.version == 2:
price = self.router.functions.getAmountsOut(
qty, [token, self.get_weth_address()]
).call()[-1]
elif self.version == 3:
price = self._get_token_token_input_price(
token, self.get_weth_address(), qty, fee=fee
)
else:
raise ValueError # pragma: no cover
return price
def _get_token_token_input_price(
self,
token0: AddressLike, # input token
token1: AddressLike, # output token
qty: int,
fee: int,
route: Optional[List[AddressLike]] = None,
) -> int:
"""
Public price (i.e. amount of output token received) for token to token trades with an exact input.
:param fee: (v3 only) The pool's fee in hundredths of a bip, i.e. 1e-6 (3000 is 0.3%)
"""
if route is None:
if self.version == 2:
# If one of the tokens are WETH, delegate to appropriate call.
# See: https://github.com/shanefontaine/uniswap-python/issues/22
if is_same_address(token0, self.get_weth_address()):
return int(self._get_eth_token_input_price(token1, Wei(qty), fee))
elif is_same_address(token1, self.get_weth_address()):
return int(self._get_token_eth_input_price(token0, qty, fee))
route = [token0, self.get_weth_address(), token1]
logger.warning(f"No route specified, assuming route: {route}")
if self.version == 2:
price: int = self.router.functions.getAmountsOut(qty, route).call()[-1]
elif self.version == 3:
if route:
# NOTE: to support custom routes we need to support the Path data encoding: https://github.com/Uniswap/uniswap-v3-periphery/blob/main/contracts/libraries/Path.sol
# result: tuple = self.quoter.functions.quoteExactInput(route, qty).call()
raise Exception("custom route not yet supported for v3")
# FIXME: How to calculate this properly? See https://docs.uniswap.org/reference/libraries/SqrtPriceMath
sqrtPriceLimitX96 = 0
price = self.quoter.functions.quoteExactInputSingle(
token0, token1, fee, qty, sqrtPriceLimitX96
).call()
else:
raise ValueError("function not supported for this version of Uniswap")
return price
def _get_eth_token_output_price(
self,
token: AddressLike, # output token
qty: int,
fee: Optional[int] = None,
) -> Wei:
"""Public price (i.e. amount of ETH needed) for ETH to token trades with an exact output."""
fee = validate_fee_tier(fee=fee, version=self.version)
if self.version == 1:
ex = self._exchange_contract(token)
price: Wei = ex.functions.getEthToTokenOutputPrice(qty).call()
elif self.version == 2:
route = [self.get_weth_address(), token]
price = self.router.functions.getAmountsIn(qty, route).call()[0]
elif self.version == 3:
price = Wei(
self._get_token_token_output_price(
self.get_weth_address(), token, qty, fee=fee
)
)
else:
raise ValueError # pragma: no cover
return price
def _get_token_eth_output_price(
self, token: AddressLike, qty: Wei, fee: Optional[int] = None # input token
) -> int:
"""Public price (i.e. amount of input token needed) for token to ETH trades with an exact output."""
fee = validate_fee_tier(fee=fee, version=self.version)
if self.version == 1:
ex = self._exchange_contract(token)
price: int = ex.functions.getTokenToEthOutputPrice(qty).call()
elif self.version == 2:
route = [token, self.get_weth_address()]
price = self.router.functions.getAmountsIn(qty, route).call()[0]
elif self.version == 3:
price = self._get_token_token_output_price(
token, self.get_weth_address(), qty, fee=fee
)
else:
raise ValueError # pragma: no cover
return price
@supports([2, 3])
def _get_token_token_output_price(
self,
token0: AddressLike, # input token
token1: AddressLike, # output token
qty: int,
fee: Optional[int] = None,
route: Optional[List[AddressLike]] = None,
) -> int:
"""
Public price (i.e. amount of input token needed) for token to token trades with an exact output.
:param fee: (v3 only) The pool's fee in hundredths of a bip, i.e. 1e-6 (3000 is 0.3%)
"""
fee = validate_fee_tier(fee=fee, version=self.version)
if not route:
if self.version == 2:
# If one of the tokens are WETH, delegate to appropriate call.
# See: https://github.com/shanefontaine/uniswap-python/issues/22
if is_same_address(token0, self.get_weth_address()):
return int(self._get_eth_token_output_price(token1, qty, fee))
elif is_same_address(token1, self.get_weth_address()):
return int(self._get_token_eth_output_price(token0, Wei(qty), fee))
route = [token0, self.get_weth_address(), token1]
logger.warning(f"No route specified, assuming route: {route}")
if self.version == 2:
price: int = self.router.functions.getAmountsIn(qty, route).call()[0]
elif self.version == 3:
if route:
# NOTE: to support custom routes we need to support the Path data encoding: https://github.com/Uniswap/uniswap-v3-periphery/blob/main/contracts/libraries/Path.sol
# result: tuple = self.quoter.functions.quoteExactOutput(route, qty).call()
raise Exception("custom route not yet supported for v3")
# FIXME: How to calculate this properly?
# - https://docs.uniswap.org/reference/libraries/SqrtPriceMath
# - https://github.com/Uniswap/uniswap-v3-sdk/blob/main/src/swapRouter.ts
sqrtPriceLimitX96 = 0
price = self.quoter.functions.quoteExactOutputSingle(
token0, token1, fee, qty, sqrtPriceLimitX96
).call()
else:
raise ValueError # pragma: no cover
return price
# ------ Make Trade ----------------------------------------------------------------
@check_approval
def make_trade(
self,
input_token: AddressLike,
output_token: AddressLike,
qty: Union[int, Wei],
recipient: Optional[AddressLike] = None,
fee: Optional[int] = None,
slippage: Optional[float] = None,
fee_on_transfer: bool = False,
) -> HexBytes:
"""Make a trade by defining the qty of the input token."""
if not isinstance(qty, int):
raise TypeError("swapped quantity must be an integer")
fee = validate_fee_tier(fee=fee, version=self.version)
if slippage is None:
slippage = self.default_slippage
if input_token == output_token:
raise ValueError
if input_token == ETH_ADDRESS:
return self._eth_to_token_swap_input(
output_token, Wei(qty), recipient, fee, slippage, fee_on_transfer
)
elif output_token == ETH_ADDRESS:
return self._token_to_eth_swap_input(
input_token, qty, recipient, fee, slippage, fee_on_transfer
)
else:
return self._token_to_token_swap_input(
input_token,
output_token,
qty,
recipient,
fee,
slippage,
fee_on_transfer,
)
@check_approval
def make_trade_output(
self,
input_token: AddressLike,
output_token: AddressLike,
qty: Union[int, Wei],
recipient: Optional[AddressLike] = None,
fee: Optional[int] = None,
slippage: Optional[float] = None,
) -> HexBytes:
"""Make a trade by defining the qty of the output token."""
fee = validate_fee_tier(fee=fee, version=self.version)
if slippage is None:
slippage = self.default_slippage
if input_token == output_token:
raise ValueError
if input_token == ETH_ADDRESS:
balance = self.get_eth_balance()
need = self._get_eth_token_output_price(output_token, qty, fee)
if balance < need:
raise InsufficientBalance(balance, need)
return self._eth_to_token_swap_output(
output_token, qty, recipient, fee, slippage
)
elif output_token == ETH_ADDRESS:
return self._token_to_eth_swap_output(
input_token, Wei(qty), recipient, fee, slippage
)
else:
return self._token_to_token_swap_output(
input_token, output_token, qty, recipient, fee, slippage
)
def _eth_to_token_swap_input(
self,
output_token: AddressLike,
qty: Wei,
recipient: Optional[AddressLike],
fee: int,
slippage: float,
fee_on_transfer: bool = False,
) -> HexBytes:
"""Convert ETH to tokens given an input amount."""
if output_token == ETH_ADDRESS:
raise ValueError
eth_balance = self.get_eth_balance()
if qty > eth_balance:
raise InsufficientBalance(eth_balance, qty)
if self.version == 1:
token_funcs = self._exchange_contract(output_token).functions
tx_params = self._get_tx_params(qty)
func_params: List[Any] = [qty, self._deadline()]
if not recipient:
function = token_funcs.ethToTokenSwapInput(*func_params)
else:
func_params.append(recipient)
function = token_funcs.ethToTokenTransferInput(*func_params)
return self._build_and_send_tx(function, tx_params)
elif self.version == 2:
if recipient is None:
recipient = self.address
amount_out_min = int(
(1 - slippage) * self._get_eth_token_input_price(output_token, qty, fee)
)
if fee_on_transfer:
func = (
self.router.functions.swapExactETHForTokensSupportingFeeOnTransferTokens
)
else:
func = self.router.functions.swapExactETHForTokens
return self._build_and_send_tx(
func(
amount_out_min,
[self.get_weth_address(), output_token],
recipient,
self._deadline(),
),
self._get_tx_params(qty),
)
elif self.version == 3:
if recipient is None:
recipient = self.address
if fee_on_transfer:
raise Exception("fee on transfer not supported by Uniswap v3")
min_tokens_bought = int(
(1 - slippage)
* self._get_eth_token_input_price(output_token, qty, fee=fee)
)
sqrtPriceLimitX96 = 0
return self._build_and_send_tx(
self.router.functions.exactInputSingle(
{
"tokenIn": self.get_weth_address(),
"tokenOut": output_token,
"fee": fee,
"recipient": recipient,
"deadline": self._deadline(),
"amountIn": qty,
"amountOutMinimum": min_tokens_bought,
"sqrtPriceLimitX96": sqrtPriceLimitX96,
}
),
self._get_tx_params(value=qty),
)
else:
raise ValueError # pragma: no cover
def _token_to_eth_swap_input(
self,
input_token: AddressLike,
qty: int,
recipient: Optional[AddressLike],
fee: int,
slippage: float,
fee_on_transfer: bool = False,
) -> HexBytes:
"""Convert tokens to ETH given an input amount."""
if input_token == ETH_ADDRESS:
raise ValueError
# Balance check
input_balance = self.get_token_balance(input_token)
if qty > input_balance:
raise InsufficientBalance(input_balance, qty)
if self.version == 1:
token_funcs = self._exchange_contract(input_token).functions
func_params: List[Any] = [qty, 1, self._deadline()]
if not recipient:
function = token_funcs.tokenToEthSwapInput(*func_params)
else:
func_params.append(recipient)
function = token_funcs.tokenToEthTransferInput(*func_params)
return self._build_and_send_tx(function)
elif self.version == 2:
if recipient is None:
recipient = self.address
amount_out_min = int(
(1 - slippage) * self._get_token_eth_input_price(input_token, qty, fee)
)
if fee_on_transfer:
func = (
self.router.functions.swapExactTokensForETHSupportingFeeOnTransferTokens
)
else:
func = self.router.functions.swapExactTokensForETH
return self._build_and_send_tx(
func(
qty,
amount_out_min,
[input_token, self.get_weth_address()],
recipient,
self._deadline(),
),
)
elif self.version == 3:
if recipient is None:
recipient = self.address
if fee_on_transfer:
raise Exception("fee on transfer not supported by Uniswap v3")
output_token = self.get_weth_address()
min_tokens_bought = int(
(1 - slippage)
* self._get_token_eth_input_price(input_token, qty, fee=fee)
)
sqrtPriceLimitX96 = 0
swap_data = self.router.encodeABI(
fn_name="exactInputSingle",
args=[
(
input_token,
output_token,
fee,
ETH_ADDRESS,
self._deadline(),
qty,
min_tokens_bought,
sqrtPriceLimitX96,
)
],
)
unwrap_data = self.router.encodeABI(
fn_name="unwrapWETH9", args=[min_tokens_bought, recipient]
)
# Multicall
return self._build_and_send_tx(
self.router.functions.multicall([swap_data, unwrap_data]),
self._get_tx_params(),
)
else:
raise ValueError # pragma: no cover
def _token_to_token_swap_input(
self,
input_token: AddressLike,
output_token: AddressLike,
qty: int,
recipient: Optional[AddressLike],
fee: int,
slippage: float,
fee_on_transfer: bool = False,
) -> HexBytes:
"""Convert tokens to tokens given an input amount."""
# Balance check
input_balance = self.get_token_balance(input_token)
if qty > input_balance:
raise InsufficientBalance(input_balance, qty)
if recipient is None:
recipient = self.address
if input_token == ETH_ADDRESS:
raise ValueError
elif output_token == ETH_ADDRESS:
raise ValueError
if self.version == 1:
token_funcs = self._exchange_contract(input_token).functions
# TODO: This might not be correct
min_tokens_bought, min_eth_bought = self._calculate_max_output_token(
input_token, qty, output_token
)
func_params = [
qty,
min_tokens_bought,
min_eth_bought,
self._deadline(),
output_token,
]
if not recipient:
function = token_funcs.tokenToTokenSwapInput(*func_params)
else:
func_params.insert(len(func_params) - 1, recipient)
function = token_funcs.tokenToTokenTransferInput(*func_params)
return self._build_and_send_tx(function)
elif self.version == 2:
min_tokens_bought = int(
(1 - slippage)
* self._get_token_token_input_price(
input_token, output_token, qty, fee=fee
)
)
if fee_on_transfer:
func = (
self.router.functions.swapExactTokensForTokensSupportingFeeOnTransferTokens
)
else:
func = self.router.functions.swapExactTokensForTokens
return self._build_and_send_tx(
func(
qty,
min_tokens_bought,
[input_token, self.get_weth_address(), output_token],
recipient,
self._deadline(),
),
)
elif self.version == 3:
if fee_on_transfer:
raise Exception("fee on transfer not supported by Uniswap v3")
min_tokens_bought = int(
(1 - slippage)
* self._get_token_token_input_price(
input_token, output_token, qty, fee=fee
)
)
sqrtPriceLimitX96 = 0
return self._build_and_send_tx(
self.router.functions.exactInputSingle(
{
"tokenIn": input_token,
"tokenOut": output_token,
"fee": fee,
"recipient": recipient,
"deadline": self._deadline(),
"amountIn": qty,
"amountOutMinimum": min_tokens_bought,
"sqrtPriceLimitX96": sqrtPriceLimitX96,
}
),
self._get_tx_params(),
)
else:
raise ValueError # pragma: no cover
def _eth_to_token_swap_output(
self,
output_token: AddressLike,
qty: int,
recipient: Optional[AddressLike],
fee: int,
slippage: float,
) -> HexBytes:
"""Convert ETH to tokens given an output amount."""
if output_token == ETH_ADDRESS:
raise ValueError
# Balance check
eth_balance = self.get_eth_balance()
cost = self._get_eth_token_output_price(output_token, qty, fee)
amount_in_max = Wei(int((1 + slippage) * cost))
# We check balance against amount_in_max rather than cost to be conservative
if amount_in_max > eth_balance:
raise InsufficientBalance(eth_balance, amount_in_max)
if self.version == 1:
token_funcs = self._exchange_contract(output_token).functions
eth_qty = self._get_eth_token_output_price(output_token, qty)
tx_params = self._get_tx_params(eth_qty)
func_params: List[Any] = [qty, self._deadline()]
if not recipient:
function = token_funcs.ethToTokenSwapOutput(*func_params)
else:
func_params.append(recipient)
function = token_funcs.ethToTokenTransferOutput(*func_params)
return self._build_and_send_tx(function, tx_params)
elif self.version == 2:
if recipient is None:
recipient = self.address
eth_qty = int(
(1 + slippage)
* self._get_eth_token_output_price(output_token, qty, fee)
) # type: ignore
return self._build_and_send_tx(
self.router.functions.swapETHForExactTokens(
qty,
[self.get_weth_address(), output_token],
recipient,
self._deadline(),
),
self._get_tx_params(eth_qty),
)
elif self.version == 3:
if recipient is None:
recipient = self.address
sqrtPriceLimitX96 = 0
swap_data = self.router.encodeABI(
fn_name="exactOutputSingle",
args=[
(
self.get_weth_address(),
output_token,
fee,
recipient,
self._deadline(),
qty,
amount_in_max,
sqrtPriceLimitX96,
)
],
)
refund_data = self.router.encodeABI(fn_name="refundETH", args=None)
# Multicall
return self._build_and_send_tx(
self.router.functions.multicall([swap_data, refund_data]),
self._get_tx_params(value=amount_in_max),
)
else:
raise ValueError
def _token_to_eth_swap_output(
self,
input_token: AddressLike,
qty: Wei,
recipient: Optional[AddressLike],
fee: int,
slippage: float,
) -> HexBytes:
"""Convert tokens to ETH given an output amount."""
if input_token == ETH_ADDRESS:
raise ValueError
# Balance check
input_balance = self.get_token_balance(input_token)
cost = self._get_token_eth_output_price(input_token, qty, fee)
amount_in_max = int((1 + slippage) * cost)
# We check balance against amount_in_max rather than cost to be conservative
if amount_in_max > input_balance:
raise InsufficientBalance(input_balance, amount_in_max)
if self.version == 1:
# From https://uniswap.org/docs/v1/frontend-integration/trade-tokens/
# Is all this really necessary? Can't we just use `cost` for max_tokens?
outputAmount = qty
inputReserve = self.get_ex_token_balance(input_token)
outputReserve = self.get_ex_eth_balance(input_token)
numerator = outputAmount * inputReserve * 1000
denominator = (outputReserve - outputAmount) * 997
inputAmount = numerator / denominator + 1
max_tokens = int((1 + slippage) * inputAmount)
ex = self._exchange_contract(input_token)
func_params: List[Any] = [qty, max_tokens, self._deadline()]
if not recipient:
function = ex.functions.tokenToEthSwapOutput(*func_params)
else:
func_params.append(recipient)
function = ex.functions.tokenToEthTransferOutput(*func_params)
return self._build_and_send_tx(function)
elif self.version == 2:
if recipient is None:
recipient = self.address
max_tokens = int((1 + slippage) * cost)
return self._build_and_send_tx(
self.router.functions.swapTokensForExactETH(
qty,
max_tokens,
[input_token, self.get_weth_address()],
recipient,
self._deadline(),
),
)
elif self.version == 3:
if recipient is None:
recipient = self.address
sqrtPriceLimitX96 = 0
swap_data = self.router.encodeABI(
fn_name="exactOutputSingle",
args=[
(
input_token,
self.get_weth_address(),
fee,
ETH_ADDRESS,
self._deadline(),
qty,
amount_in_max,
sqrtPriceLimitX96,
)
],
)
unwrap_data = self.router.encodeABI(
fn_name="unwrapWETH9", args=[qty, recipient]
)
# Multicall
return self._build_and_send_tx(
self.router.functions.multicall([swap_data, unwrap_data]),
self._get_tx_params(),
)
else:
raise ValueError
def _token_to_token_swap_output(
self,
input_token: AddressLike,
output_token: AddressLike,
qty: int,
recipient: Optional[AddressLike],
fee: int,
slippage: float,
) -> HexBytes:
"""Convert tokens to tokens given an output amount.
:param fee: TODO
"""
if input_token == ETH_ADDRESS:
raise ValueError
elif output_token == ETH_ADDRESS:
raise ValueError
# Balance check
input_balance = self.get_token_balance(input_token)
cost = self._get_token_token_output_price(input_token, output_token, qty, fee)
amount_in_max = int((1 + slippage) * cost)
if (
amount_in_max > input_balance
): # We check balance against amount_in_max rather than cost to be conservative
raise InsufficientBalance(input_balance, amount_in_max)
if self.version == 1:
token_funcs = self._exchange_contract(input_token).functions
max_tokens_sold, max_eth_sold = self._calculate_max_input_token(
input_token, qty, output_token
)
tx_params = self._get_tx_params()
func_params = [
qty,
max_tokens_sold,
max_eth_sold,
self._deadline(),
output_token,
]
if not recipient:
function = token_funcs.tokenToTokenSwapOutput(*func_params)