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FMZ Quant Uniswap V3 取引池の流動性に関する操作ガイド (第1部分)

作者: リン・ハーンFMZ~リディア作成日:2023-07-21 09:22:33, 更新日:2024-11-11 22:37:08

type:function},{inputs:[{internalType:address,uint24,name:"",type:uint24}),name:feeAmountTickSpacing,outputs:[{internalType:int24,name:"",type:int24}],stateMutability:view,type:function},{inputs:[{internalType:address,uint24",",",type:address",",",",addaddaddaddaddaddtype:address,addaddview:"",type:addview",addtype:"address",addtype:"",type",type"24",type"24",type",type",type"24",type"24",type

// Uniswap 契約のアドレス const UniswapV3RouterAddress = 0x68b3465833fb72A70ecDF485E0e4C7bD8665Fc45 const 契約V3工場 = 0x1F98431c8aD98523631AE4a59f267346ea31F984

// 常数 const ZERO = BigInt (ビッグインット) const TWO = ビッグインット (2) const Q96 = (TWO ** BigInt ((96)) const Q128 = (TWO ** ビッグインット ((128)) const Q192 = (TWO ** BigInt(96)) ** TWO const Q256 = (TWO ** ビッグインット ((256))

// 読み取れる量に変換する function toAmount ((s,小数点) { 返信番号 (大数数数数数数数数数数数数数数数数数数数数数数数数数数数数数数数数数数数数数数数数数数数数数数数数数数数数数数数数数数数数数数数数数数数数数数数数数数数数数数数数数数数数数数数数数数数数数数数数数数数数数数数数数数数数数数数数数数数数数数数数数数数数数数数数数数数数数数数数数数数数数数数数数数数数数数数数数数数数数数数数数数数数数数数数数数数数数数数数数数数数数数数数数数数数数数数数数数数数数数数数数数数数数数数数数数数数数数数数数数数数数数数数数数数数数数数数数数数数数数数数数数数数数数数数数 { \ pos (192,220) }

// 読み取れる数値からパラメータと計算を通過するために使用される数値への逆変換 函数 toInnerAmount ((n,小数点) { return (BigDecimal ((n) * BigDecimal ((Math.pow ((10,小数点))).toFixed ((0) { \ pos (192,220) }

函数 subIn256 ((x, y) { 差 = x - y if (差 < ZERO) { 返金 Q256 + 差 ほかに リターン差 { \ pos (192,220) } { \ pos (192,220) }

// トークンに関する情報を記録するcoingecko.comvarトークン = [] 函数 init ((() { var res = JSON.parse ((HttpQuery(https://tokens.coingecko.com/uniswap/all.json)) ログ,トークン,長さ,トークンから,res.name) _.each ((res.tokens, function ((token) {) は,すべてのトークン,機能のトークンを表示しています トークン.プッシュ. 名前:token.nameありがとうございました シンボル:トークン.シンボル デシマール:トークン.デシマール, アドレス: token.address (笑) (笑) ログ (トークン:,トークン) { \ pos (192,220) }

メイン機能 // 検索する財布の住所 // const walletAddress = コントロールするexchange.IO("住所") const walletAddress = 0x28df8b987BE232bA33FdFB8Fc5058C1592A3db26

// Get the address of Uniswap V3's positionManager contract
exchange.IO("abi", UniswapV3RouterAddress, ABI_UniswapV3Router)
const NonfungiblePositionManagerAddress = exchange.IO("api", UniswapV3RouterAddress, "positionManager")
Log("NonfungiblePositionManagerAddress:", NonfungiblePositionManagerAddress)

// Register ABI for positionManager contracts
exchange.IO("abi", NonfungiblePositionManagerAddress, ABI_NonfungiblePositionManager)

// Query the number of Uniswap V3 positions NFT owned by the current account
var nftBalance = exchange.IO("api", NonfungiblePositionManagerAddress, "balanceOf", walletAddress)
Log("nftBalance:", nftBalance)

// Query the TokenId of these NFTs
var nftTokenIds = []
for (var i = 0 ; i < nftBalance; i++) {
    var nftTokenId = exchange.IO("api", NonfungiblePositionManagerAddress, "tokenOfOwnerByIndex", walletAddress, i)
    nftTokenIds.push(nftTokenId)
    Log("nftTokenId:", nftTokenId)
}

// Query liquidity position details based on the tokenId of the positions NFT
var positions = []
for (var i = 0; i < nftTokenIds.length; i++) {
    var pos = exchange.IO("api", NonfungiblePositionManagerAddress, "positions", nftTokenIds[i])        
    Log("pos:", pos)

    // Parsing position data
    positions.push(getFees(pos))
}

var tbl = {
    type : "table",
    title : "LP-Fees",
    cols : ["token0", "token1", "fee", "token0Fee", "token1Fee"],
    rows : positions
}
LogStatus("`" + JSON.stringify(tbl) + "`")

}

getFees ((posData) {という関数で var token0Symbol = ゼロ var token1Symbol = ゼロ (トークンでの変数) { if (tokens[i].address.toLowerCase() == posData.token0.toLowerCase()) { token0Symbol = トークン[i] } else if (tokens[i].address.toLowerCase() == posData.token1.toLowerCase()) { token1Symbol = トークン[i] { \ pos (192,220) } { \ pos (192,220) }

if (!token0Symbol || !token1Symbol) {
	Log("token0Symbol:", token0Symbol, ", token1Symbol:", token1Symbol)
    throw "token not found"
}

// get Pool
var token0Address = token0Symbol.address
var token1Address = token1Symbol.address
if (BigInt(token0Address) > BigInt(token1Address)) {
    var tmp = token0Address
    token0Address = token1Address
    token1Address = tmp
}

// Registered factory contract ABI
exchange.IO("abi", ContractV3Factory, ABI_Factory)
// Call the getPool method of the factory contract to get the pool address
var poolAddress = exchange.IO("api", ContractV3Factory, "getPool", token0Address, token1Address, posData.fee)
if (!poolAddress) {
    throw "getPool failed"
}
Log("poolAddress:", poolAddress)

// ABI for registered pool contracts
exchange.IO("abi", poolAddress, ABI_Pool)

// Get the slot0 data in the exchange pool
var slot0 = exchange.IO("api", poolAddress, "slot0")
if (!slot0) {
	throw "get slot0 failed"
}    

// feeGrowthGlobal0X128 , feeGrowthGlobal1X128
var feeGrowthGlobal0 = exchange.IO("api", poolAddress, "feeGrowthGlobal0X128")
var feeGrowthGlobal1 = exchange.IO("api", poolAddress, "feeGrowthGlobal1X128")
if (!feeGrowthGlobal0 || !feeGrowthGlobal1) {
    throw "get feeGrowthGlobal failed"
}

// Call the ticks method of the pool contract by taking tickLower , tickUpper from posData as parameters
var tickLow = exchange.IO("api", poolAddress, "ticks", posData.tickLower)
var tickHigh = exchange.IO("api", poolAddress, "ticks", posData.tickUpper)
if (!tickLow || !tickHigh) {
    throw "get tick failed"
}

// Obtain feeGrowthOutside0X128 and feeGrowthOutside1X128 data for tickeLow and tickeHigh
var feeGrowth0Low = tickLow.feeGrowthOutside0X128
var feeGrowth0Hi = tickHigh.feeGrowthOutside0X128
var feeGrowth1Low = tickLow.feeGrowthOutside1X128
var feeGrowth1Hi = tickHigh.feeGrowthOutside1X128

// feeGrowthInside0 feeGrowthInside1
var feeGrowthInside0 = posData.feeGrowthInside0LastX128
var feeGrowthInside1 = posData.feeGrowthInside1LastX128

var liquidity = BigInt(posData.liquidity)
var tickLow = parseInt(posData.tickLower)
var tickHigh = parseInt(posData.tickUpper)
var tickCurrent = parseInt(slot0.tick)
var decimal0 = token0Symbol.decimals
var decimal1 = token1Symbol.decimals

// Converted to a BigInt type for calculating the
var feeGrowthGlobal_0 = BigInt(feeGrowthGlobal0)
var feeGrowthGlobal_1 = BigInt(feeGrowthGlobal1)

var tickLowerFeeGrowthOutside_0 = BigInt(feeGrowth0Low)
var tickLowerFeeGrowthOutside_1 = BigInt(feeGrowth1Low)

var tickUpperFeeGrowthOutside_0 = BigInt(feeGrowth0Hi)
var tickUpperFeeGrowthOutside_1 = BigInt(feeGrowth1Hi)

var tickLowerFeeGrowthBelow_0 = ZERO
var tickLowerFeeGrowthBelow_1 = ZERO
var tickUpperFeeGrowthAbove_0 = ZERO
var tickUpperFeeGrowthAbove_1 = ZERO

if (tickCurrent >= tickHigh) {
    tickUpperFeeGrowthAbove_0 = subIn256(feeGrowthGlobal_0, tickUpperFeeGrowthOutside_0)
    tickUpperFeeGrowthAbove_1 = subIn256(feeGrowthGlobal_1, tickUpperFeeGrowthOutside_1)
} else {
    tickUpperFeeGrowthAbove_0 = tickUpperFeeGrowthOutside_0
    tickUpperFeeGrowthAbove_1 = tickUpperFeeGrowthOutside_1
}

if (tickCurrent >= tickLow) {
    tickLowerFeeGrowthBelow_0 = tickLowerFeeGrowthOutside_0
    tickLowerFeeGrowthBelow_1 = tickLowerFeeGrowthOutside_1
} else {
    tickLowerFeeGrowthBelow_0 = subIn256(feeGrowthGlobal_0, tickLowerFeeGrowthOutside_0)
    tickLowerFeeGrowthBelow_1 = subIn256(feeGrowthGlobal_1, tickLowerFeeGrowthOutside_1)
}

var fr_t1_0 = subIn256(subIn256(feeGrowthGlobal_0, tickLowerFeeGrowthBelow_0), tickUpperFeeGrowthAbove_0)
var fr_t1_1 = subIn256(subIn256(feeGrowthGlobal_1, tickLowerFeeGrowthBelow_1), tickUpperFeeGrowthAbove_1)

var feeGrowthInsideLast_0 = BigInt(feeGrowthInside0)
var feeGrowthInsideLast_1 = BigInt(feeGrowthInside1)

var uncollectedFees_0 = (liquidity * subIn256(fr_t1_0, feeGrowthInsideLast_0)) / Q128
var uncollectedFees_1 = (liquidity * subIn256(fr_t1_1, feeGrowthInsideLast_1)) / Q128

// Calculate the Fee to get token0 and token1
var token0Fee = toAmount(uncollectedFees_0, decimal0)
var token1Fee = toAmount(uncollectedFees_1, decimal1)

return [token0Symbol.symbol, token1Symbol.symbol, posData.fee / 10000 + "%", token0Fee, token1Fee]

}


![img](/upload/asset/28d88187ae84ce5d5379c.png)

![img](/upload/asset/28dd7917ad3df05b6c272.png)

In the next post, we will conduct an exploration of increasing mobility and decreasing mobility on Uniswap V3 DEX.

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