NBTest063 064 065 066

carbon/tests/nbtest/test_066_Uniswap.py

@@ -0,0 +1,195 @@
+# ------------------------------------------------------------
+# Auto generated test file `test_066_Uniswap.py`
+# ------------------------------------------------------------
+# source file   = NBTest_066_Uniswap.py
+# source path   = /Users/skl/REPOES/Bancor/CarbonSimulator/resources/NBTest/
+# target path   = /Users/skl/REPOES/Bancor/CarbonSimulator/resources/NBTest/
+# test id       = 066
+# test comment  = Uniswap
+# ------------------------------------------------------------
+
+
+
+from carbon.helpers.stdimports import *
+from carbon.tools.cpc import ConstantProductCurve as CPC, CPCContainer, T, CPCInverter
+from carbon.tools.univ3calc import Univ3Calculator as U3
+from dataclasses import dataclass, asdict
+plt.style.use('seaborn-dark')
+plt.rcParams['figure.figsize'] = [12,6]
+print("{0.__name__} v{0.__VERSION__} ({0.__DATE__})".format(CPC))
+print("{0.__name__} v{0.__VERSION__} ({0.__DATE__})".format(U3))
+print_version(require="2.4.2")
+
+
+
+
+# ------------------------------------------------------------
+# Test      066
+# File      test_066_Uniswap.py
+# Segment   u3 standalone
+# ------------------------------------------------------------
+def test_u3_standalone():
+# ------------------------------------------------------------
+
+    data = {
+        "token0": "0xA0b86991c6218b36c1d19D4a2e9Eb0cE3606eB48", # USDC
+        "token1": "0xC02aaA39b223FE8D0A0e5C4F27eAD9083C756Cc2", # WETH 
+        "sqrt_price_q96": "1725337071198080486317035748446190", 
+        "tick": "199782", 
+        "liquidity": "36361853546581410773"
+    }
+
+    u1 = U3(
+        tkn0="USDC", 
+        tkn0decv=6, 
+        tkn1="WETH", 
+        tkn1decv=18,
+        sp96=data["sqrt_price_q96"],
+        tick=data["tick"],
+        liquidity=data["liquidity"],
+        fee_const = U3.FEE500,
+    )
+    u2 = U3.from_dict(data, U3.FEE500)
+    assert u1 == u2
+    u = u2
+    assert asdict(u) == {
+        'tkn0': 'USDC',
+        'tkn1': 'WETH',
+        'sp96': int(data["sqrt_price_q96"]),
+        'tick': int(data["tick"]),
+        'liquidity': int(data["liquidity"]),
+        'fee_const': U3.FEE500
+    }
+    assert u.tkn0 == "USDC"
+    assert u.tkn1 == "WETH"
+    assert u.tkn0dec == 6
+    assert u.tkn1dec == 18
+    assert u.decf == 1e-12
+    assert u.dec_factor_wei0_per_wei1 == u.decf
+    assert iseq(u.p, 0.00047422968986928404)
+    assert iseq(1/u.p, 2108.6828205033694)
+    assert u.p == u.price_tkn1_per_tkn0
+    assert 1/u.p == u.price_tkn0_per_tkn1
+    assert u.price_convention == 'USDC/WETH [WETH per USDC]'
+    assert iseq(u._price_f(1725337071198080486317035748446190), 474229689.86928403)
+    assert iseq(u._price_f(u.sp96), 474229689.86928403)
+    assert u.ticksize == 10
+    ta, tb =  u.tickab
+    par, pbr = u.papb_raw
+    pa, pb = u.papb_tkn1_per_tkn0
+    pai, pbi = u.papb_tkn0_per_tkn1
+    assert ta <= u.tick
+    assert tb >= u.tick
+    assert ta % u.ticksize == 0
+    assert tb % u.ticksize == 0
+    assert tb-ta == u.ticksize
+    assert iseq(par, 474134297.0246954)
+    assert iseq(pbr, 474608644.73905975)
+    assert iseq(pbr/par, 1.0001**u.ticksize)
+    assert iseq(pa, 0.0004741342970246954)
+    assert iseq(pb, 0.00047460864473905973)
+    assert iseq(pbr/par, pb/pa)
+    assert iseq(pbr/par, pai/pbi)
+    assert pa<pb
+    assert pai>pbi
+    assert pa == par * u.decf
+    assert pb == pbr * u.decf
+    assert iseq(pai, 2109.1070742514007)
+    assert iseq(pbi, 2106.999126722188)
+    assert pai == 1/pa
+    assert pbi == 1/pb
+    assert u.p >= pa
+    assert u.p <= pb
+    assert u.fee_const == 500
+    assert u.fee == 0.0005
+    assert u.info()
+    print(u.info())
+
+    assert u.liquidity == int(data["liquidity"])
+    assert u.L == 36361853.54658141
+    assert u.liquidity/u.L == 1e18/1e6
+    assert u.L2 == u.L**2
+    assert u.Lsquared == u.L**2
+    assert u.k == u.L2
+    assert u.kbar == u.L
+    u.tkn0reserve(incltoken=True), u.tkn1reserve(incltoken=True), u.tvl(incltoken=True)
+
+
+# ------------------------------------------------------------
+# Test      066
+# File      test_066_Uniswap.py
+# Segment   with cpc
+# ------------------------------------------------------------
+def test_with_cpc():
+# ------------------------------------------------------------
+
+    data = {
+        "token0": "0xA0b86991c6218b36c1d19D4a2e9Eb0cE3606eB48", 
+        "token1": "0xC02aaA39b223FE8D0A0e5C4F27eAD9083C756Cc2", 
+        "sqrt_price_q96": "1727031172247131125466697684053376", 
+        "tick": "199801", 
+        "liquidity": "37398889145617323159"
+    }
+    u = U3.from_dict(data, U3.FEE500)
+
+    pa, pb = u.papb_tkn1_per_tkn0
+    curve = CPC.from_univ3(
+        Pmarg = u.p,
+        uniL = u.L,
+        uniPa = pa,
+        uniPb = pb,
+        pair = u.pair,
+        fee = u.fee,
+        descr = "",
+        params = dict(uv3raw=asdict(u)),
+        cid = "0",
+    )
+    curve
+
+    c = curve
+    print(f"Reserve: {c.x_act:,.3f} {c.tknx}, {c.y_act:,.3f} {c.tkny}")
+    print(f"TVL = {c.tvl(tkn=c.tknx):,.3f} {c.tknx} = {c.tvl(tkn=c.tkny):,.3f} {c.tkny}")
+    assert iseq(c.x_act, 716877.5715601444)
+    assert iseq(c.y_act, 66.88731140131131)
+    assert iseq(c.tvl(tkn=c.tknx), 857645.1222000704)
+    assert iseq(c.tvl(tkn=c.tkny), 407.51988721569177)
+
+    print(f"Reserve: {u.tkn0reserve():,.3f} {c.tknx}, {u.tkn1reserve():,.3f} {c.tkny}")
+    print(f"TVL = {u.tvl(astkn0=True):,.3f} {c.tknx} = {u.tvl(astkn0=False):,.3f} {c.tkny}")
+    assert iseq(u.tkn0reserve(), c.x_act)
+    assert iseq(u.tkn1reserve(), c.y_act)
+    assert iseq(u.tvl(astkn0=False), c.tvl(tkn=c.tkny))
+    assert iseq(u.tvl(astkn0=True), c.tvl(tkn=c.tknx))
+    assert u.tkn0reserve(incltoken=True)[1] == u.tkn0
+    assert u.tkn1reserve(incltoken=True)[1] == u.tkn1
+    assert u.tvl(astkn0=True, incltoken=True)[1] == u.tkn0
+    assert u.tvl(astkn0=False, incltoken=True)[1] == u.tkn1
+    u.tkn0reserve(incltoken=True), u.tkn1reserve(incltoken=True), u.tvl(incltoken=True)
+
+    curve = CPC.from_univ3(
+        **u.cpc_params(),
+        descr = "",
+        params = dict(uv3raw=asdict(u)),
+        cid = "0",
+    )
+    curve
+
+    c = curve
+    print(f"Reserve: {c.x_act:,.3f} {c.tknx}, {c.y_act:,.3f} {c.tkny}")
+    print(f"TVL = {c.tvl(tkn=c.tknx):,.3f} {c.tknx} = {c.tvl(tkn=c.tkny):,.3f} {c.tkny}")
+
+    curve = CPC.from_univ3(
+        **u.cpc_params(
+            cid = "0",
+            descr = "",
+            #params = dict(uv3raw=asdict(u)),
+        ),
+    )
+    curve
+
+
+    c = curve
+    print(f"Reserve: {c.x_act:,.3f} {c.tknx}, {c.y_act:,.3f} {c.tkny}")
+    print(f"TVL = {c.tvl(tkn=c.tknx):,.3f} {c.tknx} = {c.tvl(tkn=c.tkny):,.3f} {c.tkny}")
+
+