v3-polars

Uniswap v3 simulator

Features

1. Maintain mints/burns/initializes/factories/swaps on all required chains
2. Creates helpers for reading Uniswap v3 data
3. Implements Optimism OVM1 -> EVM migration seemlessly
4. Allows swap simulating
5. Creates liquidity distributions
6. Historical price helpers

GIF created using v3-polars

Data Providers

If you are an academic writing a paper, feel free to reach out to Austin

Allium

The wonderful folks at Allium have integrated with v3-polars as part of their DEX Analytics Portal grant

Please create a secrets.json and place it inside v3/ with the formatting below.

To generate the required data

1. Login to app.allium.so and create an explorer query
2. Place only {{query_text}} in the query
3. Click "save" on the top right, then "export to api"
4. Here, you will get the query id and api key
5. Place these into the secrets.json file

{'allium_query_id': "",
'allium_api_key': ""}

Google BigQuery

To use the GBQ database, you need to be auth'd with Uniswap Labs backend. Likely, if you don't know how to do this, then you should use another provider.

However, if you think you should be auth'd and are not, run the code below

gcloud auth login

Your provider

Create a new connector in v3/helpers/connectors using template.py. Integrate your connector into data_update.py under update_tables and make a PR!

Simple examples

Pull and then read all ETH/USDC swaps on Arbitrum

address = '0xc31e54c7a869b9fcbecc14363cf510d1c41fa443'
arb = state.v3Pool(address, 'arbitrum', update = True)

swaps = arb.getSwaps

Working off the previous example, get the price of the arbitrum pool every 15 minutes

priceArb = arb.getPriceSeries(starting, frequency = '15m', gas = True)

Calculate the output a 1 ETH swap at block 150000000

calldata = {'as_of': 150000000,
        'tokenIn': '0x82aF49447D8a07e3bd95BD0d56f35241523fBab1',
        'swapIn': 1e18}

amt, _ = arb.swapIn(calldata)