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- import { providers, BigNumber, Contract } from "ethers";
- import { median } from "mathjs";
- const UNISWAP_FACTORY = "0x5C69bEe701ef814a2B6a3EDD4B1652CB9cc5aA6f"
- const UNISWAP_V2_PAIR_ABI = [{"inputs":[],"payable":false,"stateMutability":"nonpayable","type":"constructor"},{"anonymous":false,"inputs":[{"indexed":true,"internalType":"address","name":"owner","type":"address"},{"indexed":true,"internalType":"address","name":"spender","type":"address"},{"indexed":false,"internalType":"uint256","name":"value","type":"uint256"}],"name":"Approval","type":"event"},{"anonymous":false,"inputs":[{"indexed":true,"internalType":"address","name":"sender","type":"address"},{"indexed":false,"internalType":"uint256","name":"amount0","type":"uint256"},{"indexed":false,"internalType":"uint256","name":"amount1","type":"uint256"},{"indexed":true,"internalType":"address","name":"to","type":"address"}],"name":"Burn","type":"event"},{"anonymous":false,"inputs":[{"indexed":true,"internalType":"address","name":"sender","type":"address"},{"indexed":false,"internalType":"uint256","name":"amount0","type":"uint256"},{"indexed":false,"internalType":"uint256","name":"amount1","type":"uint256"}],"name":"Mint","type":"event"},{"anonymous":false,"inputs":[{"indexed":true,"internalType":"address","name":"sender","type":"address"},{"indexed":false,"internalType":"uint256","name":"amount0In","type":"uint256"},{"indexed":false,"internalType":"uint256","name":"amount1In","type":"uint256"},{"indexed":false,"internalType":"uint256","name":"amount0Out","type":"uint256"},{"indexed":false,"internalType":"uint256","name":"amount1Out","type":"uint256"},{"indexed":true,"internalType":"address","name":"to","type":"address"}],"name":"Swap","type":"event"},{"anonymous":false,"inputs":[{"indexed":false,"internalType":"uint112","name":"reserve0","type":"uint112"},{"indexed":false,"internalType":"uint112","name":"reserve1","type":"uint112"}],"name":"Sync","type":"event"},{"anonymous":false,"inputs":[{"indexed":true,"internalType":"address","name":"from","type":"address"},{"indexed":true,"internalType":"address","name":"to","type":"address"},{"indexed":false,"internalType":"uint256","name":"value","type":"uint256"}],"name":"Transfer","type":"event"},{"constant":true,"inputs":[],"name":"DOMAIN_SEPARATOR","outputs":[{"internalType":"bytes32","name":"","type":"bytes32"}],"payable":false,"stateMutability":"view","type":"function"},{"constant":true,"inputs":[],"name":"MINIMUM_LIQUIDITY","outputs":[{"internalType":"uint256","name":"","type":"uint256"}],"payable":false,"stateMutability":"view","type":"function"},{"constant":true,"inputs":[],"name":"PERMIT_TYPEHASH","outputs":[{"internalType":"bytes32","name":"","type":"bytes32"}],"payable":false,"stateMutability":"view","type":"function"},{"constant":true,"inputs":[{"internalType":"address","name":"","type":"address"},{"internalType":"address","name":"","type":"address"}],"name":"allowance","outputs":[{"internalType":"uint256","name":"","type":"uint256"}],"payable":false,"stateMutability":"view","type":"function"},{"constant":false,"inputs":[{"internalType":"address","name":"spender","type":"address"},{"internalType":"uint256","name":"value","type":"uint256"}],"name":"approve","outputs":[{"internalType":"bool","name":"","type":"bool"}],"payable":false,"stateMutability":"nonpayable","type":"function"},{"constant":true,"inputs":[{"internalType":"address","name":"","type":"address"}],"name":"balanceOf","outputs":[{"internalType":"uint256","name":"","type":"uint256"}],"payable":false,"stateMutability":"view","type":"function"},{"constant":false,"inputs":[{"internalType":"address","name":"to","type":"address"}],"name":"burn","outputs":[{"internalType":"uint256","name":"amount0","type":"uint256"},{"internalType":"uint256","name":"amount1","type":"uint256"}],"payable":false,"stateMutability":"nonpayable","type":"function"},{"constant":true,"inputs":[],"name":"decimals","outputs":[{"internalType":"uint8","name":"","type":"uint8"}],"payable":false,"stateMutability":"view","type":"function"},{"constant":true,"inputs":[],"name":"factory","outputs":[{"internalType":"address","name":"","type":"address"}],"payable":false,"stateMutability":"view","type":"function"},{"constant":true,"inputs":[],"name":"getReserves","outputs":[{"internalType":"uint112","name":"_reserve0","type":"uint112"},{"internalType":"uint112","name":"_reserve1","type":"uint112"},{"internalType":"uint32","name":"_blockTimestampLast","type":"uint32"}],"payable":false,"stateMutability":"view","type":"function"},{"constant":false,"inputs":[{"internalType":"address","name":"_token0","type":"address"},{"internalType":"address","name":"_token1","type":"address"}],"name":"initialize","outputs":[],"payable":false,"stateMutability":"nonpayable","type":"function"},{"constant":true,"inputs":[],"name":"kLast","outputs":[{"internalType":"uint256","name":"","type":"uint256"}],"payable":false,"stateMutability":"view","type":"function"},{"constant":false,"inputs":[{"internalType":"address","name":"to","type":"address"}],"name":"mint","outputs":[{"internalType":"uint256","name":"liquidity","type":"uint256"}],"payable":false,"stateMutability":"nonpayable","type":"function"},{"constant":true,"inputs":[],"name":"name","outputs":[{"internalType":"string","name":"","type":"string"}],"payable":false,"stateMutability":"view","type":"function"},{"constant":true,"inputs":[{"internalType":"address","name":"","type":"address"}],"name":"nonces","outputs":[{"internalType":"uint256","name":"","type":"uint256"}],"payable":false,"stateMutability":"view","type":"function"},{"constant":false,"inputs":[{"internalType":"address","name":"owner","type":"address"},{"internalType":"address","name":"spender","type":"address"},{"internalType":"uint256","name":"value","type":"uint256"},{"internalType":"uint256","name":"deadline","type":"uint256"},{"internalType":"uint8","name":"v","type":"uint8"},{"internalType":"bytes32","name":"r","type":"bytes32"},{"internalType":"bytes32","name":"s","type":"bytes32"}],"name":"permit","outputs":[],"payable":false,"stateMutability":"nonpayable","type":"function"},{"constant":true,"inputs":[],"name":"price0CumulativeLast","outputs":[{"internalType":"uint256","name":"","type":"uint256"}],"payable":false,"stateMutability":"view","type":"function"},{"constant":true,"inputs":[],"name":"price1CumulativeLast","outputs":[{"internalType":"uint256","name":"","type":"uint256"}],"payable":false,"stateMutability":"view","type":"function"},{"constant":false,"inputs":[{"internalType":"address","name":"to","type":"address"}],"name":"skim","outputs":[],"payable":false,"stateMutability":"nonpayable","type":"function"},{"constant":false,"inputs":[{"internalType":"uint256","name":"amount0Out","type":"uint256"},{"internalType":"uint256","name":"amount1Out","type":"uint256"},{"internalType":"address","name":"to","type":"address"},{"internalType":"bytes","name":"data","type":"bytes"}],"name":"swap","outputs":[],"payable":false,"stateMutability":"nonpayable","type":"function"},{"constant":true,"inputs":[],"name":"symbol","outputs":[{"internalType":"string","name":"","type":"string"}],"payable":false,"stateMutability":"view","type":"function"},{"constant":false,"inputs":[],"name":"sync","outputs":[],"payable":false,"stateMutability":"nonpayable","type":"function"},{"constant":true,"inputs":[],"name":"token0","outputs":[{"internalType":"address","name":"","type":"address"}],"payable":false,"stateMutability":"view","type":"function"},{"constant":true,"inputs":[],"name":"token1","outputs":[{"internalType":"address","name":"","type":"address"}],"payable":false,"stateMutability":"view","type":"function"},{"constant":true,"inputs":[],"name":"totalSupply","outputs":[{"internalType":"uint256","name":"","type":"uint256"}],"payable":false,"stateMutability":"view","type":"function"},{"constant":false,"inputs":[{"internalType":"address","name":"to","type":"address"},{"internalType":"uint256","name":"value","type":"uint256"}],"name":"transfer","outputs":[{"internalType":"bool","name":"","type":"bool"}],"payable":false,"stateMutability":"nonpayable","type":"function"},{"constant":false,"inputs":[{"internalType":"address","name":"from","type":"address"},{"internalType":"address","name":"to","type":"address"},{"internalType":"uint256","name":"value","type":"uint256"}],"name":"transferFrom","outputs":[{"internalType":"bool","name":"","type":"bool"}],"payable":false,"stateMutability":"nonpayable","type":"function"}]
- const UNISWAP_V2_FACTORY_ABI = [{"inputs":[{"internalType":"address","name":"_feeToSetter","type":"address"}],"payable":false,"stateMutability":"nonpayable","type":"constructor"},{"anonymous":false,"inputs":[{"indexed":true,"internalType":"address","name":"token0","type":"address"},{"indexed":true,"internalType":"address","name":"token1","type":"address"},{"indexed":false,"internalType":"address","name":"pair","type":"address"},{"indexed":false,"internalType":"uint256","name":"","type":"uint256"}],"name":"PairCreated","type":"event"},{"constant":true,"inputs":[{"internalType":"uint256","name":"","type":"uint256"}],"name":"allPairs","outputs":[{"internalType":"address","name":"","type":"address"}],"payable":false,"stateMutability":"view","type":"function"},{"constant":true,"inputs":[],"name":"allPairsLength","outputs":[{"internalType":"uint256","name":"","type":"uint256"}],"payable":false,"stateMutability":"view","type":"function"},{"constant":false,"inputs":[{"internalType":"address","name":"tokenA","type":"address"},{"internalType":"address","name":"tokenB","type":"address"}],"name":"createPair","outputs":[{"internalType":"address","name":"pair","type":"address"}],"payable":false,"stateMutability":"nonpayable","type":"function"},{"constant":true,"inputs":[],"name":"feeTo","outputs":[{"internalType":"address","name":"","type":"address"}],"payable":false,"stateMutability":"view","type":"function"},{"constant":true,"inputs":[],"name":"feeToSetter","outputs":[{"internalType":"address","name":"","type":"address"}],"payable":false,"stateMutability":"view","type":"function"},{"constant":true,"inputs":[{"internalType":"address","name":"","type":"address"},{"internalType":"address","name":"","type":"address"}],"name":"getPair","outputs":[{"internalType":"address","name":"","type":"address"}],"payable":false,"stateMutability":"view","type":"function"},{"constant":false,"inputs":[{"internalType":"address","name":"_feeTo","type":"address"}],"name":"setFeeTo","outputs":[],"payable":false,"stateMutability":"nonpayable","type":"function"},{"constant":false,"inputs":[{"internalType":"address","name":"_feeToSetter","type":"address"}],"name":"setFeeToSetter","outputs":[],"payable":false,"stateMutability":"nonpayable","type":"function"}]
- const ERC20_ABI = [ {"constant": true, "inputs": [], "name": "decimals", "outputs": [{"name": "", "type": "uint8"}], "payable": false, "stateMutability": "view", "type": "function"}]
- abstract class Pricer {
- abstract getPrice(blockNumber: number): Promise<number>;
- }
- // Price is "how much does 1 of token target get you of token base"
- export class UniswapPricer extends Pricer {
- private _pair: Contract;
- private _token0Price: boolean;
- private _tokenTargetDecimals: BigNumber;
- private _tokenBaseDecimals: BigNumber;
- constructor(pair: Contract, token0Price: boolean, tokenTargetDecimals: number, tokenBaseDecimals: number) {
- super()
- this._pair = pair;
- this._token0Price = token0Price;
- this._tokenTargetDecimals = BigNumber.from(10).pow(tokenTargetDecimals)
- this._tokenBaseDecimals = BigNumber.from(10).pow(tokenBaseDecimals)
- }
- static async getDecimalsFromToken(provider: providers.JsonRpcProvider, token: string): Promise<number> {
- return (new Contract(token, ERC20_ABI, provider)).functions.decimals()
- }
- static async create(provider: providers.JsonRpcProvider, tokenTarget: string, tokenBase: string): Promise<UniswapPricer> {
- const factory = new Contract(UNISWAP_FACTORY, UNISWAP_V2_FACTORY_ABI, provider);
- const pair = new Contract((await factory.functions.getPair(tokenTarget, tokenBase))[0], UNISWAP_V2_PAIR_ABI, provider)
- return new UniswapPricer(pair, BigNumber.from(tokenTarget).gt(BigNumber.from(tokenBase)), await UniswapPricer.getDecimalsFromToken(provider, tokenTarget), await UniswapPricer.getDecimalsFromToken(provider, tokenBase))
- }
- async getPrice(blockNumber: number): Promise<number> {
- const reserves = await this._pair.functions.getReserves({blockTag: blockNumber});
- const tokenTargetValue = reserves[ this._token0Price ? 0 : 1]
- const tokenTargetBase = reserves[ this._token0Price ? 1 : 0];
- const price = tokenTargetValue.mul(this._tokenTargetDecimals).mul(10000).div(tokenTargetBase).div(this._tokenBaseDecimals).toNumber() / 10000
- // console.log(price, reserves)
- return price
- }
- }
- export class PriceAggregator {
- private _pricers: Array<Pricer>;
- constructor(pricers: Array<Pricer>) {
- this._pricers = pricers;
- }
- static async createFromPairs(provider: providers.JsonRpcProvider, pairArray: Array<Array<string>>): Promise<PriceAggregator> {
- return new PriceAggregator(
- await Promise.all(pairArray.map(pair => UniswapPricer.create(provider, pair[0], pair[1]))))
- }
- async getAggregatePrice(blockNumber: number): Promise<number> {
- const prices = await Promise.all(this._pricers.map(pricer => pricer.getPrice(blockNumber)))
- return median(prices)
- }
- }
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