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var abiPool = ‘[{“inputs”:[],“stateMutability”:“nonpayable”,“type”:“constructor”},{“anonymous”:false,“inputs”:[{“indexed”:true,“internalType”:“address”,“name”:“owner”,“type”:“address”},{“indexed”:true,“internalType”:“int24”,“name”:“tickLower”,“type”:“int24”},{“indexed”:true,“internalType”:“int24”,“name”:“tickUpper”,“type”:“int24”},{“indexed”:false,“internalType”:“uint128”,“name”:“amount”,“type”:“uint128”},{“indexed”:false,“internalType”:“uint256”,“name”:“amount0”,“type”:“uint256”},{“indexed”:false,“internalType”:“uint256”,“name”:“amount1”,“type”:“uint256”}],“name”:“Burn”,“type”:“event”},{“anonymous”:false,“inputs”:[{“indexed”:true,“internalType”:“address”,“name”:“owner”,“type”:“address”},{“indexed”:false,“internalType”:“address”,“name”:“recipient”,“type”:“address”},{“indexed”:true,“internalType”:“int24”,“name”:“tickLower”,“type”:“int24”},{“indexed”:true,“internalType”:“int24”,“name”:“tickUpper”,“type”:“int24”},{“indexed”:false,“internalType”:“uint128”,“name”:“amount0”,“type”:“uint128”},{“indexed”:false,“internalType”:“uint128”,“name”:“amount1”,“type”:“uint128”}],“name”:“Collect”,“type”:“event”},{“anonymous”:false,“inputs”:[{“indexed”:true,“internalType”:“address”,“name”:“sender”,“type”:“address”},{“indexed”:true,“internalType”:“address”,“name”:“recipient”,“type”:“address”},{“indexed”:false,“internalType”:“uint128”,“name”:“amount0”,“type”:“uint128”},{“indexed”:false,“internalType”:“uint128”,“name”:“amount1”,“type”:“uint128”}],“name”:“CollectProtocol”,“type”:“event”},{“anonymous”:false,“inputs”:[{“indexed”:true,“internalType”:“address”,“name”:“sender”,“type”:“address”},{“indexed”:true,“internalType”:“address”,“name”:“recipient”,“type”:“address”},{“indexed”:false,“internalType”:“uint256”,“name”:“amount0”,“type”:“uint256”},{“indexed”:false,“internalType”:“uint256”,“name”:“amount1”,“type”:“uint256”},{“indexed”:false,“internalType”:“uint256”,“name”:“paid0”,“type”:“uint256”},{“indexed”:false,“internalType”:“uint256”,“name”:“paid1”,“type”:“uint256”}],“name”:“Flash”,“type”:“event”},{“anonymous”:false,“inputs”:[{“indexed”:false,“internalType”:“uint16”,“name”:“observationCardinalityNextOld”,“type”:“uint16”},{“indexed”:false,“internalType”:“uint16”,“name”:“observationCardinalityNextNew”,“type”:“uint16”}],“name”:“IncreaseObservationCardinalityNext”,“type”:“event”},{“anonymous”:false,“inputs”:[{“indexed”:false,“internalType”:“uint160”,“name”:“sqrtPriceX96”,“type”:“uint160”},{“indexed”:false,“internalType”:“int24”,“name”:“tick”,“type”:“int24”}],“name”:“Initialize”,“type”:“event”},{“anonymous”:false,“inputs”:[{“indexed”:false,“internalType”:“address”,“name”:“sender”,“type”:“address”},{“indexed”:true,“internalType”:“address”,“name”:“owner”,“type”:“address”},{“indexed”:true,“internalType”:“int24”,“name”:“tickLower”,“type”:“int24”},{“indexed”:true,“internalType”:“int24”,“name”:“tickUpper”,“type”:“int24”},{“indexed”:false,“internalType”:“uint128”,“name”:“amount”,“type”:“uint128”},{“indexed”:false,“internalType”:“uint256”,“name”:“amount0”,“type”:“uint256”},{“indexed”:false,“internalType”:“uint256”,“name”:“amount1”,“type”:“uint256”}],“name”:“Mint”,“type”:“event”},{“anonymous”:false,“inputs”:[{“indexed”:false,“internalType”:“uint8”,“name”:“feeProtocol0Old”,“type”:“uint8”},{“indexed”:false,“internalType”:“uint8”,“name”:“feeProtocol1Old”,“type”:“uint8”},{“indexed”:false,“internalType”:“uint8”,“name”:“feeProtocol0New”,“type”:“uint8”},{“indexed”:false,“internalType”:“uint8”,“name”:“feeProtocol1New”,“type”:“uint8”}],“name”:“SetFeeProtocol”,“type”:“event”},{“anonymous”:false,“inputs”:[{“indexed”:true,“internalType”:“address”,“name”:“sender”,“type”:“address”},{“indexed”:true,“internalType”:“address”,“name”:“recipient”,“type”:“address”},{“indexed”:false,“internalType”:“int256”,“name”:“amount0”,“type”:“int256”},{“indexed”:false,“internalType”:“int256”,“name”:“amount1”,“type”:“int256”},{“indexed”:false,“internalType”:“uint160”,“name”:“sqrtPriceX96”,“type”:“uint160”},{“indexed”:false,“internalType”:“uint128”,“name”:“liquidity”,“type”:“uint128”},{“indexed”:false,“internalType”:“int24”,“name”:“tick”,“type”:“int24”}],“name”:“Swap”,“type”:“event”},{“inputs”:[{“internalType”:“int24”,“name”:“tickLower”,“type”:“int24”},{“internalType”:“int24”,“name”:“tickUpper”,“type”:“int24”},{“internalType”:“uint128”,“name”:“amount”,“type”:“uint128”}],“name”:“burn”,“outputs”:[{“internalType”:“uint256”,“name”:“amount0”,“type”:“uint256”},{“internalType”:“uint256”,“name”:“amount1”,“type”:“uint256”}],“stateMutability”:“nonpayable”,“type”:“function”},{“inputs”:[{“internalType”:“address”,“name”:“recipient”,“type”:“address”},{“internalType”:“int24”,“name”:“tickLower”,“type”:“int24”},{“internalType”:“int24”,“name”:“tickUpper”,“type”:“int24”},{“internalType”:“uint128”,“name”:“amount0Requested”,“type”:“uint128”},{“internalType”:“uint128”,“name”:“amount1Requested”,“type”:“uint128”}],“name”:“collect”,“outputs”:[{“internalType”:“uint128”,“name”:“amount0”,“type”:“uint128”},{“internalType”:“uint128”,“name”:“amount1”,“type”:“uint128”}],“stateMutability”:“nonpayable”,“type”:“function”},{“inputs”:[{“internalType”:“address”,“name”:“recipient”,“type”:“address”},{“internalType”:“uint128”,“name”:“amount0Requested”,“type”:“uint128”},{“internalType”:“uint128”,“name”:“amount1Requested”,“type”:“uint128”}],“name”:“collectProtocol”,“outputs”:[{“internalType”:“uint128”,“name”:“amount0”,“type”:“uint128”},{“internalType”:“uint128”,“name”:“amount1”,“type”:“uint128”}],“stateMutability”:“nonpayable”,“type”:“function”},{“inputs”:[],“name”:“factory”,“outputs”:[{“internalType”:“address”,“name”:"",“type”:“address”}],“stateMutability”:“view”,“type”:“function”},{“inputs”:[],“name”:“fee”,“outputs”:[{“internalType”:“uint24”,“name”:"",“type”:“uint24”}],“stateMutability”:“view”,“type”:“function”},{“inputs”:[],“name”:“feeGrowthGlobal0X128”,“outputs”:[{“internalType”:“uint256”,“name”:"",“type”:“uint256”}],“stateMutability”:“view”,“type”:“function”},{“inputs”:[],“name”:“feeGrowthGlobal1X128”,“outputs”:[{“internalType”:“uint256”,“name”:"",“type”:“uint256”}],“stateMutability”:“view”,“type”:“function”},{“inputs”:[{“internalType”:“address”,“name”:“recipient”,“type”:“address”},{“internalType”:“uint256”,“name”:“amount0”,“type”:“uint256”},{“internalType”:“uint256”,“name”:“amount1”,“type”:“uint256”},{“internalType”:“bytes”,“name”:“data”,“type”:“bytes”}],“name”:“flash”,“outputs”:[],“stateMutability”:“nonpayable”,“type”:“function”},{“inputs”:[{“internalType”:“uint16”,“name”:“observationCardinalityNext”,“type”:“uint16”}],“name”:“increaseObservationCardinalityNext”,“outputs”:[],“stateMutability”:“nonpayable”,“type”:“function”},{“inputs”:[{“internalType”:“uint160”,“name”:“sqrtPriceX96”,“type”:“uint160”}],“name”:“initialize”,“outputs”:[],“stateMutability”:“nonpayable”,“type”:“function”},{“inputs”:[],“name”:“liquidity”,“outputs”:[{“internalType”:“uint128”,“name”:"",“type”:“uint128”}],“stateMutability”:“view”,“type”:“function”},{“inputs”:[],“name”:“maxLiquidityPerTick”,“outputs”:[{“internalType”:“uint128”,“name”:"",“type”:“uint128”}],“stateMutability”:“view”,“type”:“function”},{“inputs”:[{“internalType”:“address”,“name”:“recipient”,“type”:“address”},{“internalType”:“int24”,“name”:“tickLower”,“type”:“int24”},{“internalType”:“int24”,“name”:“tickUpper”,“type”:“int24”},{“internalType”:“uint128”,“name”:“amount”,“type”:“uint128”},{“internalType”:“bytes”,“name”:“data”,“type”:“bytes”}],“name”:“mint”,“outputs”:[{“internalType”:“uint256”,“name”:“amount0”,“type”:“uint256”},{“internalType”:“uint256”,“name”:“amount1”,“type”:“uint256”}],“stateMutability”:“nonpayable”,“type”:“function”},{“inputs”:[{“internalType”:“uint256”,“name”:"",“type”:“uint256”}],“name”:“observations”,“outputs”:[{“internalType”:“uint32”,“name”:“blockTimestamp”,“type”:“uint32”},{“internalType”:“int56”,“name”:“tickCumulative”,“type”:“int56”},{“internalType”:“uint160”,“name”:“secondsPerLiquidityCumulativeX128”,“type”:“uint160”},{“internalType”:“bool”,“name”:“initialized”,“type”:“bool”}],“stateMutability”:“view”,“type”:“function”},{“inputs”:[{“internalType”:“uint32[]”,“name”:“secondsAgos”,“type”:“uint32[]”}],“name”:“observe”,“outputs”:[{“internalType”:“int56[]”,“name”:“tickCumulatives”,“type”:“int56[]”},{“internalType”:“uint160[]”,“name”:“secondsPerLiquidityCumulativeX128s”,“type”:“uint160[]”}],“stateMutability”:“view”,“type”:“function”},{“inputs”:[{“internalType”:“bytes32”,“name”:"",“type”:“bytes32”}],“name”:“positions”,“outputs”:[{“internalType”:“uint128”,“name”:“liquidity”,“type”:“uint128”},{“internalType”:“uint256”,“name”:“feeGrowthInside0LastX128”,“type”:“uint256”},{“internalType”:“uint256”,“name”:“feeGrowthInside1LastX128”,“type”:“uint256”},{“internalType”:“uint128”,“name”:“tokensOwed0”,“type”:“uint128”},{“internalType”:“uint128”,“name”:“tokensOwed1”,“type”:“uint128”}],“stateMutability”:“view”,“type”:“function”},{“inputs”:[],“name”:“protocolFees”,“outputs”:[{“internalType”:“uint128”,“name”:“token0”,“type”:“uint128”},{“internalType”:“uint128”,“name”:“token1”,“type”:“uint128”}],“stateMutability”:“view”,“type”:“function”},{“inputs”:[{“internalType”:“uint8”,“name”:“feeProtocol0”,“type”:“uint8”},{“internalType”:“uint8”,“name”:“feeProtocol1”,“type”:“uint8”}],“name”:“setFeeProtocol”,“outputs”:[],“stateMutability”:“nonpayable”,“type”:“function”},{“inputs”:[],“name”:“slot0”,“outputs”:[{“internalType”:“uint160”,“name”:“sqrtPriceX96”,“type”:“uint160”},{“internalType”:“int24”,“name”:“tick”,“type”:“int24”},{“internalType”:“uint16”,“name”:“observationIndex”,“type”:“uint16”},{“internalType”:“uint16”,“name”:“observationCardinality”,“type”:“uint16”},{“internalType”:“uint16”,“name”:“observationCardinalityNext”,“type”:“uint16”},{“internalType”:“uint8”,“name”:“feeProtocol”,“type”:“uint8”},{“internalType”:“bool”,“name”:“unlocked”,“type”:“bool”}],“stateMutability”:“view”,“type”:“function”},{“inputs”:[{“internalType”:“int24”,“name”:“tickLower”,“type”:“int24”},{“internalType”:“int24”,“name”:“tickUpper”,“type”:“int24”}],“name”:“snapshotCumulativesInside”,“outputs”:[{“internalType”:“int56”,“name”:“tickCumulativeInside”,“type”:“int56”},{“internalType”:“uint160”,“name”:“secondsPerLiquidityInsideX128”,“type”:“uint160”},{“internalType”:“uint32”,“name”:“secondsInside”,“type”:“uint32”}],“stateMutability”:“view”,“type”:“function”},{“inputs”:[{“internalType”:“address”,“name”:“recipient”,“type”:“address”},{“internalType”:“bool”,“name”:“zeroForOne”,“type”:“bool”},{“internalType”:“int256”,“name”:“amountSpecified”,“type”:“int256”},{“internalType”:“uint160”,“name”:“sqrtPriceLimitX96”,“type”:“uint160”},{“internalType”:“bytes”,“name”:“data”,“type”:“bytes”}],“name”:“swap”,“outputs”:[{“internalType”:“int256”,“name”:“amount0”,“type”:“int256”},{“internalType”:“int256”,“name”:“amount1”,“type”:“int256”}],“stateMutability”:“nonpayable”,“type”:“function”},{“inputs”:[{“internalType”:“int16”,“name”:"",“type”:“int16”}],“name”:“tickBitmap”,“outputs”:[{“internalType”:“uint256”,“name”:"",“type”:“uint256”}],“stateMutability”:“view”,“type”:“function”},{“inputs”:[],“name”:“tickSpacing”,“outputs”:[{“internalType”:“int24”,“name”:"",“type”:“int24”}],“stateMutability”:“view”,“type”:“function”},{“inputs”:[{“internalType”:“int24”,“name”:"",“type”:“int24”}],“name”:“ticks”,“outputs”:[{“internalType”:“uint128”,“name”:“liquidityGross”,“type”:“uint128”},{“internalType”:“int128”,“name”:“liquidityNet”,“type”:“int128”},{“internalType”:“uint256”,“name”:“feeGrowthOutside0X128”,“type”:“uint256”},{“internalType”:“uint256”,“name”:“feeGrowthOutside1X128”,“type”:“uint256”},{“internalType”:“int56”,“name”:“tickCumulativeOutside”,“type”:“int56”},{“internalType”:“uint160”,“name”:“secondsPerLiquidityOutsideX128”,“type”:“uint160”},{“internalType”:“uint32”,“name”:“secondsOutside”,“type”:“uint32”},{“internalType”:“bool”,“name”:“initialized”,“type”:“bool”}],“stateMutability”:“view”,“type”:“function”},{“inputs”:[],“name”:“token0”,“outputs”:[{“internalType”:“address”,“name”:"",“type”:“address”}],“stateMutability”:“view”,“type”:“function”},{“inputs”:[],“name”:“token1”,“outputs”:[{“internalType”:“address”,“name”:"",“type”:“address”}],“stateMutability”:“view”,“type”:“function”}]’ var abiFactory = ‘[{“inputs”:[],“stateMutability”:“nonpayable”,“type”:“constructor”},{“anonymous”:false,“inputs”:[{“indexed”:true,“internalType”:“uint24”,“name”:“fee”,“type”:“uint24”},{“indexed”:true,“internalType”:“int24”,“name”:“tickSpacing”,“type”:“int24”}],“name”:“FeeAmountEnabled”,“type”:“event”},{“anonymous”:false,“inputs”:[{“indexed”:true,“internalType”:“address”,“name”:“oldOwner”,“type”:“address”},{“indexed”:true,“internalType”:“address”,“name”:“newOwner”,“type”:“address”}],“name”:“OwnerChanged”,“type”:“event”},{“anonymous”:false,“inputs”:[{“indexed”:true,“internalType”:“address”,“name”:“token0”,“type”:“address”},{“indexed”:true,“internalType”:“address”,“name”:“token1”,“type”:“address”},{“indexed”:true,“internalType”:“uint24”,“name”:“fee”,“type”:“uint24”},{“indexed”:false,“internalType”:“int24”,“name”:“tickSpacing”,“type”:“int24”},{“indexed”:false,“internalType”:“address”,“name”:“pool”,“type”:“address”}],“name”:“PoolCreated”,“type”:“event”},{“inputs”:[{“internalType”:“address”,“name”:“tokenA”,“type”:“address”},{“internalType”:“address”,“name”:“tokenB”,“type”:“address”},{“internalType”:“uint24”,“name”:“fee”,“type”:“uint24”}],“name”:“createPool”,“outputs”:[{“internalType”:“address”,“name”:“pool”,“type”:“address”}],“stateMutability”:“nonpayable”,“type”:“function”},{“inputs”:[{“internalType”:“uint24”,“name”:“fee”,“type”:“uint24”},{“internalType”:“int24”,“name”:“tickSpacing”,“type”:“int24”}],“name”:“enableFeeAmount”,“outputs”:[],“stateMutability”:“nonpayable”,“type”:“function”},{“inputs”:[{“internalType”:“uint24”,“name”:"",“type”:“uint24”}],“name”:“feeAmountTickSpacing”,“outputs”:[{“internalType”:“int24”,“name”:"",“type”:“int24”}],“stateMutability”:“view”,“type”:“function”},{“inputs”:[{“internalType”:“address”,“name”:"",“type”:“address”},{“internalType”:“address”,“name”:"",“type”:“address”},{“internalType”:“uint24”,“name”:"",“type”:“uint24”}],“name”:“getPool”,“outputs”:[{“internalType”:“address”,“name”:"",“type”:“address”}],“stateMutability”:“view”,“type”:“function”},{“inputs”:[],“name”:“owner”,“outputs”:[{“internalType”:“address”,“name”:"",“type”:“address”}],“stateMutability”:“view”,“type”:“function”},{“inputs”:[],“name”:“parameters”,“outputs”:[{“internalType”:“address”,“name”:“factory”,“type”:“address”},{“internalType”:“address”,“name”:“token0”,“type”:“address”},{“internalType”:“address”,“name”:“token1”,“type”:“address”},{“internalType”:“uint24”,“name”:“fee”,“type”:“uint24”},{“internalType”:“int24”,“name”:“tickSpacing”,“type”:“int24”}],“stateMutability”:“view”,“type”:“function”},{“inputs”:[{“internalType”:“address”,“name”:"_owner",“type”:“address”}],“name”:“setOwner”,“outputs”:[],“stateMutability”:“nonpayable”,“type”:“function”}]’
var contractV3FactoryAddress = “0x1F98431c8aD98523631AE4a59f267346ea31F984” var contractV3SwapRouterV2Address = “0x68b3465833fb72A70ecDF485E0e4C7bD8665Fc45”
function toAmount(s, decimals) { return Number((BigDecimal(BigInt(s)) / BigDecimal(Math.pow(10, decimals))).toString()) }
function toInnerAmount(n, decimals) { return (BigDecimal(n) * BigDecimal(Math.pow(10, decimals))).toFixed(0) }
function main() { // 注册Uniswap工厂合约的ABI exchange.IO("abi", contractV3FactoryAddress, abiFactory)
// 注册Uniswap路由合约的ABI
exchange.IO("abi", contractV3SwapRouterV2Address, abiRoute)
// 获取交易对的池地址
var tokenIn = {name : "1INCH", address: "0x111111111117dC0aa78b770fA6A738034120C302", decimals: exchange.IO("api", "0x111111111117dC0aa78b770fA6A738034120C302", "decimals")}
var tokenOut = {name : "WETH", address: "0xC02aaA39b223FE8D0A0e5C4F27eAD9083C756Cc2", decimals: exchange.IO("api", "0xC02aaA39b223FE8D0A0e5C4F27eAD9083C756Cc2", "decimals")}
var poolAddress = exchange.IO("api", contractV3FactoryAddress, "getPool", tokenIn.address, tokenOut.address, 10000)
// 注册池合约ABI
exchange.IO("abi", poolAddress, abiPool)
var slot0 = exchange.IO("api", poolAddress, "slot0")
Log("slot0:", slot0)
}
获取到兑换池的价格信息,打印出代码中```slot0```变量:
```javascript
{
"feeProtocol":0,
"unlocked":true,
"sqrtPriceX96":"1128983883551457130720648561",
"tick":"-85025",
"observationIndex":5,
"observationCardinality":6,
"observationCardinalityNext":6
}
其中主要的价格信息数据就记录在sqrtPriceX96
字段,需要根据兑换组合的token精度数据一起计算出兑换池当前价格,根据Uniswap
文档中的描述我们实现一个函数来计算:
function computePoolPrice(decimals0, decimals1, sqrtPriceX96) {
// sqrtPriceX96 = sqrt(price) * 2^96
[decimals0, decimals1, sqrtPriceX96] = [decimals0, decimals1, sqrtPriceX96].map(BigInt);
const TWO = BigInt(2);
const TEN = BigInt(10);
const SIX_TENTH = BigInt(1000000);
const Q192 = (TWO ** BigInt(96)) ** TWO;
return (
Number((sqrtPriceX96 ** TWO * TEN ** decimals0 * SIX_TENTH) / (Q192 * TEN ** decimals1)) /
Number(SIX_TENTH)
);
}
使用这个函数计算token组合为1INCH/WETH
,费率为10000的兑换池当前的价格。
function computePoolPrice(decimals0, decimals1, sqrtPriceX96) {
// sqrtPriceX96 = sqrt(price) * 2^96
[decimals0, decimals1, sqrtPriceX96] = [decimals0, decimals1, sqrtPriceX96].map(BigInt);
const TWO = BigInt(2);
const TEN = BigInt(10);
const SIX_TENTH = BigInt(1000000);
const Q192 = (TWO ** BigInt(96)) ** TWO;
return (
Number((sqrtPriceX96 ** TWO * TEN ** decimals0 * SIX_TENTH) / (Q192 * TEN ** decimals1)) /
Number(SIX_TENTH)
);
}
function main() {
var tokenIn = {name : "1INCH", address: "0x111111111117dC0aa78b770fA6A738034120C302", decimals: exchange.IO("api", "0x111111111117dC0aa78b770fA6A738034120C302", "decimals")}
var tokenOut = {name : "WETH", address: "0xC02aaA39b223FE8D0A0e5C4F27eAD9083C756Cc2", decimals: exchange.IO("api", "0xC02aaA39b223FE8D0A0e5C4F27eAD9083C756Cc2", "decimals")}
// 获取的slot0变量中"sqrtPriceX96":"1128983883551457130720648561",
var price = computePoolPrice(tokenIn.decimals, tokenOut.decimals, "1128983883551457130720648561")
Log("price:", price)
}
打印变量price
显示:price: 0.000203
(1个1INCH兑换0.000203个WETH)。
发明者量化交易平台公开了一个封装好的Uniswap
模板,已经实现了兑换、获取价格、查询钱包余额等功能,不用再根据以上讲解中的内容重复编写代码,可以阅读这个模板的源码更深入地学习、开发Web3方向的应用。
该模板类库中有很多细节设计值得学习:
自动获取token信息
摘取其中一段代码讲解,当该模板的参数AutoFetchTokens
设置为true时,模板程序会自动访问https://tokens.coingecko.com/uniswap/all.json
链接,获取并自动处理所有token的信息。这样就可以不用在策略代码中手动的添加某个token(否则就需要使用addToken(name, address)
添加token)。
if (AutoFetchTokens) {
let res = JSON.parse(HttpQuery("https://tokens.coingecko.com/uniswap/all.json"))
Log("fetch", res.tokens.length, "tokens from", res.name)
res.tokens.forEach(function(token) {
if (token.chainId == chainId && token.symbol != "WETH") {
self.tokenInfo[token.symbol] = {
name: token.symbol,
decimals: token.decimals,
address: token.address
}
}
})
}
根据链设置适配不同的合约地址
该模板设置了ChainType
参数,支持切换多种链:
'https://rpc.ankr.com/eth',
'https://arb1.arbitrum.io/rpc',
'https://mainnet.optimism.io/',
'https://rpc.ankr.com/avalanche',
'https://polygon-rpc.com',
'https://rpc.ankr.com/celo',
节选代码:
if (typeof(ChainType) === 'number') {
let chainRpc = [
'',
'https://rpc.ankr.com/eth',
'https://arb1.arbitrum.io/rpc',
'https://mainnet.optimism.io/',
'https://rpc.ankr.com/avalanche',
'https://polygon-rpc.com',
'https://rpc.ankr.com/celo',
//'https://mainnet.aurora.dev',
//'https://bsc-dataseed.binance.org',
//'https://exchainrpc.okex.org'
][ChainType]
if (chainRpc && chainRpc.length > 0) {
e.IO("base", chainRpc)
Log("change base rpc to", chainRpc)
}
}
调用以太坊的RPC方法eth_chainId
查询当前chainId
,再根据chainId
去适配WETH地址、Uniswap
一系列合约地址、USDT
的合约地址等(某种智能合约在不同的链上可能合约地址不同)。
节选代码:
// https://docs.uniswap.org/contracts/v3/reference/deployments
let WETHAddress = {
1: "0xC02aaA39b223FE8D0A0e5C4F27eAD9083C756Cc2", // Ethereum
3: "0xc778417E063141139Fce010982780140Aa0cD5Ab", // Ropsten
4: "0xc778417E063141139Fce010982780140Aa0cD5Ab", // Rinkeby
5: "0xB4FBF271143F4FBf7B91A5ded31805e42b2208d6", // Goerli
42: "0xd0A1E359811322d97991E03f863a0C30C2cF029C", // Kovan
10: "0x4200000000000000000000000000000000000006", // Optimism
69: "0x4200000000000000000000000000000000000006", // Optimistic Kovan
42161: "0x82aF49447D8a07e3bd95BD0d56f35241523fBab1", // Arbitrum One
421611: "0xB47e6A5f8b33b3F17603C83a0535A9dcD7E32681", // Arbitrum Rinkeby
137: "0x0d500B1d8E8eF31E21C99d1Db9A6444d3ADf1270", // Polygon
80001: "0x9c3C9283D3e44854697Cd22D3Faa240Cfb032889", // Polygon Mumbai
}
let chainId = e.IO("api", "ETH", "eth_chainId")
if (chainId) {
chainId = Number(chainId)
Log("chainId: ", chainId)
let addr = WETHAddress[chainId]
if (addr) {
Log("Register WETH address", addr)
self.addToken("ETH", addr)
}
if (chainId == 42220) {
// Celo Address
ContractV3Factory = '0xAfE208a311B21f13EF87E33A90049fC17A7acDEc'
ContractV3SwapRouterV2 = '0x5615CDAb10dc425a742d643d949a7F474C01abc4'
self.addToken('CELO', '0x471ece3750da237f93b8e339c536989b8978a438')
} else if (chainId == 42161) {
self.addToken('USDT', '0xfd086bc7cd5c481dcc9c85ebe478a1c0b69fcbb9')
}
} else {
panic("get chain Id error")
}
使用「Uniswap V3 交易类库」
在该模板中$.testUniswap()
函数是一个测试模板功能的函数,其代码给出了如何使用模板的调用例子:
$.testUniswap = function() {
let ex = $.NewUniswapV3()
Log("walletAddress: ", ex.walletAddress)
let tokenAddressMap = {
"USDT": "0xdac17f958d2ee523a2206206994597c13d831ec7",
"1INCH": "0x111111111117dC0aa78b770fA6A738034120C302",
"USDC": "0xa0b86991c6218b36c1d19d4a2e9eb0ce3606eb48",
"DAI": "0x6b175474e89094c44da98b954eedeac495271d0f",
}
for (let name in tokenAddressMap) {
ex.addToken(name, tokenAddressMap[name])
}
Log(ex.getPrice('ETH_USDT'))
Log(ex.getPrice('1INCH_USDT'))
// swap 0.01 ETH to USDT
Log(ex.swapToken('ETH', 0.01, 'USDT'))
let usdtBalance = ex.balanceOf('USDT')
Log("balance of USDT", usdtBalance)
// swap USDT to DAI then DAI to ETH
Log(ex.swapToken('USDT', usdtBalance, 'DAI,ETH'))
Log("balance of ETH", ex.getETHBalance())
// Log(ex.sendETH('0x11111', 0.02))
// ...
}
当某个策略引用了「Uniswap V3 交易类库」时(如何引用模板类库可以参考FMZ平台文档),就可以调用这个模板类库中封装好的函数。
创建一个名为ex
的变量,调用「Uniswap V3 交易类库」模板封装好的接口函数$.NewUniswapV3()
创建一个对象赋值给ex
。
let ex = $.NewUniswapV3()
使用ex
对象的成员函数addToken()
添加(注册)token信息。
let tokenAddressMap = {
"USDT": "0xdac17f958d2ee523a2206206994597c13d831ec7",
"1INCH": "0x111111111117dC0aa78b770fA6A738034120C302",
"USDC": "0xa0b86991c6218b36c1d19d4a2e9eb0ce3606eb48",
"DAI": "0x6b175474e89094c44da98b954eedeac495271d0f",
}
for (let name in tokenAddressMap) {
ex.addToken(name, tokenAddressMap[name])
}
如果要获取并打印某个交易对的兑换池价格,可以使用ex
对象的成员函数getPrice()
,可以这样写:
Log(ex.getPrice('ETH_USDT'))
Log(ex.getPrice('1INCH_USDT'))
如果要执行兑换操作,可以使用ex
对象的成员函数swapToken()
,执行兑换:
// swap 0.01 ETH to USDT
Log(ex.swapToken('ETH', 0.01, 'USDT'))
let usdtBalance = ex.balanceOf('USDT')
Log("balance of USDT", usdtBalance)
// swap USDT to DAI then DAI to ETH
Log(ex.swapToken('USDT', usdtBalance, 'DAI,ETH'))
本章节我们将学习使用发明者量化交易平台读取智能合约释放的事件,智能合约释放出的事件存储于以太坊虚拟机的日志中。
查询智能合约释放的事件,需要使用以太坊的RPC方法eth_getLogs
,获取链上日志数据,对于如何调用以太坊RPC节点我们之前的课程中已经讲解。
例如我们获取WETH
合约的事件可以编写代码,使用FMZ的调试工具测试,交易所对象配置的RPC节点为以太坊主网节点,在调用eth_getLogs
方法时我们指定了三个参数fromBlock
、toBlock
、address
,我们使用fromBlock和toBlock参数限定查询一个区块内的数据:
function toAmount(s, decimals) {
return Number((BigDecimal(BigInt(s)) / BigDecimal(Math.pow(10, decimals))).toString())
}
function toInnerAmount(n, decimals) {
return (BigDecimal(n) * BigDecimal(Math.pow(10, decimals))).toFixed(0)
}
function main() {
// getBlockNumber
var blockNumber = exchange.IO("api", "eth", "eth_blockNumber")
Log("blockNumber:", blockNumber)
// get logs
var fromBlock = "0x" + (toAmount(blockNumber, 0) - 1).toString(16)
var toBlock = "0x" + toAmount(blockNumber, 0).toString(16)
var params = {
"fromBlock" : fromBlock,
"toBlock" : toBlock,
"address" : "0xC02aaA39b223FE8D0A0e5C4F27eAD9083C756Cc2" // WETH合约的地址
}
var logs = exchange.IO("api", "eth", "eth_getLogs", params)
// 由于数据量比较大,如果使用Log函数打印,数据会被截断。使用return将完整数据返回在页面「函数结果」编辑框中
return logs
}
获取到logs数据,由于数据内容较多,我们省略其中一部分内容:
[{
"data": "0x00000000000000000000000000000000000000000000000001c1a55000000000",
"topics": ["0xddf252ad1be2c89b69c2b068fc378daa952ba7f163c4a11628f55a4df523b3ef", "0x0000000000000000000000006b75d8af000000e20b7a7ddf000ba900b4009a80", "0x000000000000000000000000bcb095c1f9c3dc02e834976706c87dee5d0f1fb6"],
"transactionHash": "0x27f9bf5abe3148169b4b85a83e1de32bd50eb81ecc52e5af006157d93353e4c4",
"transactionIndex": "0x0",
"removed": false,
"address": "0xc02aaa39b223fe8d0a0e5c4f27ead9083c756cc2",
"blockHash": "0x847be24a7b159c292bda030a011dfec89487b70e71eed486969b032d6ef04bad",
"blockNumber": "0x109b1cc",
"logIndex": "0x0"
}, {
"data": "0x00000000000000000000000000000000000000000000000008ea20cdea027c00",
"logIndex": "0x5",
"topics": ["0xe1fffcc4923d04b559f4d29a8bfc6cda04eb5b0d3c460751c2402c5c5cc9109c", "0x0000000000000000000000007a250d5630b4cf539739df2c5dacb4c659f2488d"],
"address": "0xc02aaa39b223fe8d0a0e5c4f27ead9083c756cc2",
"blockHash": "0x847be24a7b159c292bda030a011dfec89487b70e71eed486969b032d6ef04bad",
"blockNumber": "0x109b1cc",
"removed": false,
"transactionHash": "0xace3afa02e8af5d1ef6fc1635fbdf7bee37624547937ea5272c23968dd034c09",
"transactionIndex": "0x1"
},
...
{
"blockNumber": "0x109b1cd",
"address": "0xc02aaa39b223fe8d0a0e5c4f27ead9083c756cc2",
"data": "0x00000000000000000000000000000000000000000000000002c053531ab8a000",
"logIndex": "0xd3",
"removed": false,
"topics": ["0xddf252ad1be2c89b69c2b068fc378daa952ba7f163c4a11628f55a4df523b3ef", "0x0000000000000000000000001111111254eeb25477b68fb85ed929f73a960582", "0x000000000000000000000000252ba9b5916171dbdadd2cec7f91875a006955d0"],
"transactionHash": "0x3012b82891f85b077cfe1c12cb9722b93c696ef2c37d67981ccddcc9c3396aca",
"transactionIndex": "0x8d",
"blockHash": "0xcd3d567c9bd02a4549b1de0dc638ab5523e847c3c156b096424f56c633000fd9"
}, {
"topics": ["0xddf252ad1be2c89b69c2b068fc378daa952ba7f163c4a11628f55a4df523b3ef", "0x00000000000000000000000012b791bb27b3a4ee958b5a435fea7d49ec076e9c", "0x000000000000000000000000ef1c6e67703c7bd7107eed8303fbe6ec2554bf6b"],
"transactionIndex": "0x91",
"logIndex": "0xdb",
"removed": false,
"blockNumber": "0x109b1cd",
"data": "0x0000000000000000000000000000000000000000000000000164f2434262e1cc",
"transactionHash": "0x6aa8d80daf42f442591e7530e31323d05e1d6dd9f9f9b9c102e157d89810c048",
"address": "0xc02aaa39b223fe8d0a0e5c4f27ead9083c756cc2",
"blockHash": "0xcd3d567c9bd02a4549b1de0dc638ab5523e847c3c156b096424f56c633000fd9"
}, {
"address": "0xc02aaa39b223fe8d0a0e5c4f27ead9083c756cc2",
"blockHash": "0xcd3d567c9bd02a4549b1de0dc638ab5523e847c3c156b096424f56c633000fd9",
"blockNumber": "0x109b1cd",
"logIndex": "0xde",
"removed": false,
"topics": ["0x7fcf532c15f0a6db0bd6d0e038bea71d30d808c7d98cb3bf7268a95bf5081b65", "0x000000000000000000000000ef1c6e67703c7bd7107eed8303fbe6ec2554bf6b"],
"data": "0x0000000000000000000000000000000000000000000000000164f2434262e1cc",
"transactionHash": "0x6aa8d80daf42f442591e7530e31323d05e1d6dd9f9f9b9c102e157d89810c048",
"transactionIndex": "0x91"
}]
可以看到logs数据中有各种各样的事件,如果我们只关心Transfer
事件就需要把这些数据中的Transfer
事件过滤出来。
以太坊日志分为两个部分,1、主题topics
;2、数据data
。
主题topics
以eth_getLogs
章节测试的代码运行结果为例,topics
字段的数据为:
"topics": ["0xddf252ad1be2c89b69c2b068fc378daa952ba7f163c4a11628f55a4df523b3ef", "0x00000000000000000000000012b791bb27b3a4ee958b5a435fea7d49ec076e9c", "0x000000000000000000000000ef1c6e67703c7bd7107eed8303fbe6ec2554bf6b"],
这个topics
(主题)字段的值是一个数组结构,用于描述事件。规定了其(数组)长度不能超过4,第一个元素为事件的签名哈希值。
在发明者量化交易平台,我们使用Encode
函数就可以计算出这个签名哈希值,使用以下代码计算:
function main() {
var eventFunction = "Transfer(address,address,uint256)"
var eventHash = Encode("keccak256", "string", "hex", eventFunction)
Log("eventHash:", "0x" + eventHash)
// eventHash: 0xddf252ad1be2c89b69c2b068fc378daa952ba7f163c4a11628f55a4df523b3ef
}
计算得出Transfer(address,address,uint256)
的keccak256
哈希值(hex编码)为0xddf252ad1be2c89b69c2b068fc378daa952ba7f163c4a11628f55a4df523b3ef
。
topics
字段的值是一个数组结构,第二个元素、第三个元素分别为:
from
to
数据data
data
字段的数据为:
"data": "0x0000000000000000000000000000000000000000000000000164f2434262e1cc",
事件中某些参数(智能合约的Solidity代码中参数不带indexed声明的)会被存储在data
部分中。
解析这个数据0x0000000000000000000000000000000000000000000000000164f2434262e1cc
function toAmount(s, decimals) {
return Number((BigDecimal(BigInt(s)) / BigDecimal(Math.pow(10, decimals))).toString())
}
function main() {
var value = "0x0000000000000000000000000000000000000000000000000164f2434262e1cc"
Log(toAmount(value, 0) / 1e18) // 0.10047146239950075
}
得出这个数据为:0.10047146239950075,data
数据是对应转账数额。
讲解、练习了以上内容,准备就绪。我们可以开始检索日志了:
function toAmount(s, decimals) {
return Number((BigDecimal(BigInt(s)) / BigDecimal(Math.pow(10, decimals))).toString())
}
function toInnerAmount(n, decimals) {
return (BigDecimal(n) * BigDecimal(Math.pow(10, decimals))).toFixed(0)
}
function main() {
// getBlockNumber
var blockNumber = exchange.IO("api", "eth", "eth_blockNumber")
Log("blockNumber:", blockNumber)
// get logs
var fromBlock = "0x" + (toAmount(blockNumber, 0) - 1).toString(16)
var toBlock = "0x" + toAmount(blockNumber, 0).toString(16)
var params = {
"fromBlock" : fromBlock,
"toBlock" : toBlock,
"address" : "0xC02aaA39b223FE8D0A0e5C4F27eAD9083C756Cc2"
}
var logs = exchange.IO("api", "eth", "eth_getLogs", params)
// 遍历logs
var eventFunction = "Transfer(address,address,uint256)"
var eventHash = "0x" + Encode("keccak256", "string", "hex", eventFunction)
Log("eventHash:", eventHash)
var counter = 0
for (var i = logs.length - 1; i >= 0 && counter < 10; i--) {
if (logs[i].topics[0] == eventHash) {
Log("Event Transfer, data:", toAmount(logs[i].data, 0) / 1e18, ", blockNumber:", toAmount(logs[i].blockNumber, 0), ", transactionHash:", logs[i].transactionHash,
", log:", logs[i])
counter++
}
}
}
在https://etherscan.io/
上查询:
测试代码在FMZ调试工具运行的结果:
根据检索时的需求,也可以解析from
,to
字段的数据,例如:
function main() {
var from = "0x00000000000000000000000012b791bb27b3a4ee958b5a435fea7d49ec076e9c"
var address = "0x" + exchange.IO("encodePacked", "address", from)
Log("address:", address)
}
运行结果:
address: 0x12b791bb27b3a4ee958b5a435fea7d49ec076e9c
由于调试工具只能短时间测试代码,并且代码执行完成后才输出内容,无法实时显示、输出日志。本节内容我们使用发明者量化交易平台创建实盘来测试。
这里我们使用以太坊主网,我们来监听USDT
这个币种合约的Transfer(address,address,uint256)
事件,根据我们上节课学习的内容,我们设计编写了一个持续监听某个智能合约事件的例子:
function toAmount(s, decimals) {
return Number((BigDecimal(BigInt(s)) / BigDecimal(Math.pow(10, decimals))).toString())
}
function toInnerAmount(n, decimals) {
return (BigDecimal(n) * BigDecimal(Math.pow(10, decimals))).toFixed(0)
}
function addEventListener(contractAddress, event, callBack) {
var self = {}
self.eventHash = "0x" + Encode("keccak256", "string", "hex", event)
self.contractAddress = contractAddress
self.latestBlockNumber = 0
self.fromBlockNumber = 0
self.firstBlockNumber = 0
/* TODO: test
self.isFirst = true
*/
self.getBlockNumber = function() {
var maxTry = 10
for (var i = 0; i < maxTry; i++) {
var ret = exchange.IO("api", "eth", "eth_blockNumber")
if (ret) {
return toAmount(ret, 0)
}
Sleep(5000)
}
throw "getBlockNumber failed"
}
self.run = function() {
var currBlockNumber = self.getBlockNumber()
var fromBlock = "0x" + self.fromBlockNumber.toString(16)
var toBlock = "0x" + currBlockNumber.toString(16)
var params = {