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feat: price impact excludes fees #325

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Merged
ErikBjare merged 4 commits into from
Sep 8, 2023
Merged

feat: price impact excludes fees #325

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a1b1083
feat: added util functions for fee calculations
Voyz Mar 18, 2023
d88362d
feat: price impact calculation now excludes fees
Voyz Mar 18, 2023
99cef12
removed unused 'fraction_to_fee' and reformatted with black
Voyz Jul 21, 2023
644e71f
Merge branch 'master' into master
Voyz Jul 21, 2023
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feat: added util functions for fee calculations
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@Voyz
Voyz committed Mar 18, 2023
commit a1b1083f64605ff3815dc9a991da99c37018eb50
17 changes: 17 additions & 0 deletions uniswap/util.py
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Original file line number Diff line number Diff line change
Expand Up @@ -126,3 +126,20 @@ def nearest_tick(tick: int, fee: int) -> int:
def chunks(arr: Sequence[Any], n: int) -> Generator:
for i in range(0, len(arr), n):
yield arr[i : i + n]

def fee_to_fraction(fee:int):
return fee / 1000000

def fraction_to_fee(fraction:float):

@ErikBjare ErikBjare Jun 22, 2023

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Unused

return fraction * 1000000

def realised_fee_percentage(fee:int, amount_in:int) -> float:
"""
Calculate realised fee expressed as a percentage of the amount_in.
The realised fee is rounded up as fractional units cannot be used -
this correlates to how the fees are rounded by Uniswap.
"""

fee_percentage = fee_to_fraction(fee)
fee_realised = math.ceil(amount_in * fee_percentage)
return fee_realised / amount_in