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fix: Make fee a required argument with Uniswap V3 #358

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Merged
ErikBjare merged 5 commits into from
Dec 6, 2023
Merged

fix: Make fee a required argument with Uniswap V3 #358

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c707b70
Add FeeTier
antibagr Dec 4, 2023
e18e01e
Add FeeTier tests
antibagr Dec 4, 2023
0c9cd26
Update project version 0.7.0 -> 0.7.1
antibagr Dec 4, 2023
9b985f7
Revert several unnecessary changes
antibagr Dec 4, 2023
eb744d7
Fix tests
antibagr Dec 5, 2023
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9 changes: 9 additions & 0 deletions README.md
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Expand Up @@ -80,6 +80,15 @@ Contributors also earn this beautiful [GitPOAP](https://gitpoap.notion.site/What

## Changelog

_0.7.1_

* Updated: Default fee is not applied when using Uniswap V3. Default fee for Uniswap V1 and V2 is still 0.3%.
* Updated: `InvalidFeeTier` exception is raised when a tier is not supported by the protocol version. See all supported tiers in [`uniswap.fee.FeeTier`](./uniswap/fee.py#L12)

_0.7.0_

* incomplete changelog

_0.5.4_

* added use of gas estimation instead of a fixed gas limit (to support Arbitrum)
Expand Down
2 changes: 1 addition & 1 deletion pyproject.toml
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@@ -1,6 +1,6 @@
[tool.poetry]
name = "uniswap-python"
version = "0.7.0"
version = "0.7.1"
description = "An unofficial Python wrapper for the decentralized exchange Uniswap"
repository = "https://github.com/shanefontaine/uniswap-python"
readme = "README.md"
Expand Down
119 changes: 74 additions & 45 deletions tests/test_uniswap.py
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Expand Up @@ -9,10 +9,12 @@
from time import sleep

from web3 import Web3
from web3.types import Wei

from uniswap import Uniswap
from uniswap.constants import ETH_ADDRESS
from uniswap.exceptions import InsufficientBalance
from uniswap.fee import FeeTier
from uniswap.exceptions import InsufficientBalance, InvalidFeeTier
from uniswap.tokens import get_tokens
from uniswap.util import (
_str_to_addr,
Expand Down Expand Up @@ -75,11 +77,11 @@ def test_assets(client: Uniswap):
("USDC", 10_000 * ONE_USDC),
]:
token_addr = tokens[token_name]
price = client.get_price_output(_str_to_addr(ETH_ADDRESS), token_addr, amount)
price = client.get_price_output(_str_to_addr(ETH_ADDRESS), token_addr, amount, fee=FeeTier.TIER_3000)
logger.info(f"Cost of {amount} {token_name}: {price}")
logger.info("Buying...")

txid = client.make_trade_output(tokens["ETH"], token_addr, amount)
txid = client.make_trade_output(tokens["ETH"], token_addr, amount, fee=FeeTier.TIER_3000)
tx = client.w3.eth.wait_for_transaction_receipt(txid, timeout=RECEIPT_TIMEOUT)
assert tx["status"] == 1, f"Transaction failed: {tx}"

Expand Down Expand Up @@ -159,47 +161,47 @@ def test_get_fee_taker(self, client: Uniswap):

# ------ Market --------------------------------------------------------------------
@pytest.mark.parametrize(
"token0, token1, qty, kwargs",
"token0, token1, qty",
[
("ETH", "UNI", ONE_ETH, {}),
("UNI", "ETH", ONE_ETH, {}),
("ETH", "DAI", ONE_ETH, {}),
("DAI", "ETH", ONE_ETH, {}),
("ETH", "UNI", 2 * ONE_ETH, {}),
("UNI", "ETH", 2 * ONE_ETH, {}),
("WETH", "DAI", ONE_ETH, {}),
("DAI", "WETH", ONE_ETH, {}),
("DAI", "USDC", ONE_ETH, {"fee": 500}),
("ETH", "UNI", ONE_ETH),
("UNI", "ETH", ONE_ETH),
("ETH", "DAI", ONE_ETH),
("DAI", "ETH", ONE_ETH),
("ETH", "UNI", 2 * ONE_ETH),
("UNI", "ETH", 2 * ONE_ETH),
("WETH", "DAI", ONE_ETH),
("DAI", "WETH", ONE_ETH),
("DAI", "USDC", ONE_ETH),
],
)
def test_get_price_input(self, client, tokens, token0, token1, qty, kwargs):
def test_get_price_input(self, client: Uniswap, tokens, token0, token1, qty):
token0, token1 = tokens[token0], tokens[token1]
if client.version == 1 and ETH_ADDRESS not in [token0, token1]:
pytest.skip("Not supported in this version of Uniswap")
r = client.get_price_input(token0, token1, qty, **kwargs)
r = client.get_price_input(token0, token1, qty, fee=FeeTier.TIER_3000)
assert r

@pytest.mark.parametrize(
"token0, token1, qty, kwargs",
"token0, token1, qty",
[
("ETH", "UNI", ONE_ETH, {}),
("UNI", "ETH", ONE_ETH // 100, {}),
("ETH", "DAI", ONE_ETH, {}),
("DAI", "ETH", ONE_ETH, {}),
("ETH", "UNI", 2 * ONE_ETH, {}),
("WETH", "DAI", ONE_ETH, {}),
("DAI", "WETH", ONE_ETH, {}),
("DAI", "USDC", ONE_USDC, {"fee": 500}),
("ETH", "UNI", ONE_ETH),
("UNI", "ETH", ONE_ETH // 100),
("ETH", "DAI", ONE_ETH),
("DAI", "ETH", ONE_ETH),
("ETH", "UNI", 2 * ONE_ETH),
("WETH", "DAI", ONE_ETH),
("DAI", "WETH", ONE_ETH),
("DAI", "USDC", ONE_USDC),
],
)
def test_get_price_output(self, client, tokens, token0, token1, qty, kwargs):
def test_get_price_output(self, client: Uniswap, tokens, token0, token1, qty):
token0, token1 = tokens[token0], tokens[token1]
if client.version == 1 and ETH_ADDRESS not in [token0, token1]:
pytest.skip("Not supported in this version of Uniswap")
r = client.get_price_output(token0, token1, qty, **kwargs)
r = client.get_price_output(token0, token1, qty, fee=FeeTier.TIER_3000)
assert r

@pytest.mark.parametrize("token0, token1, fee", [("DAI", "USDC", 500)])
@pytest.mark.parametrize("token0, token1, fee", [("DAI", "USDC", FeeTier.TIER_3000)])
def test_get_raw_price(self, client: Uniswap, tokens, token0, token1, fee):
token0, token1 = tokens[token0], tokens[token1]
if client.version == 1:
Expand All @@ -210,7 +212,7 @@ def test_get_raw_price(self, client: Uniswap, tokens, token0, token1, fee):
@pytest.mark.parametrize(
"token0, token1, kwargs",
[
("WETH", "DAI", {"fee": 500}),
("WETH", "DAI", {"fee": FeeTier.TIER_3000}),
],
)
def test_get_pool_instance(self, client, tokens, token0, token1, kwargs):
Expand All @@ -223,7 +225,7 @@ def test_get_pool_instance(self, client, tokens, token0, token1, kwargs):
@pytest.mark.parametrize(
"token0, token1, kwargs",
[
("WETH", "DAI", {"fee": 500}),
("WETH", "DAI", {"fee": FeeTier.TIER_3000}),
],
)
def test_get_pool_immutables(self, client, tokens, token0, token1, kwargs):
Expand All @@ -238,7 +240,7 @@ def test_get_pool_immutables(self, client, tokens, token0, token1, kwargs):
@pytest.mark.parametrize(
"token0, token1, kwargs",
[
("WETH", "DAI", {"fee": 500}),
("WETH", "DAI", {"fee": FeeTier.TIER_3000}),
],
)
def test_get_pool_state(self, client, tokens, token0, token1, kwargs):
Expand All @@ -253,7 +255,7 @@ def test_get_pool_state(self, client, tokens, token0, token1, kwargs):
@pytest.mark.parametrize(
"amount0, amount1, token0, token1, kwargs",
[
(1, 10, "WETH", "DAI", {"fee": 500}),
(1, 10, "WETH", "DAI", {"fee": FeeTier.TIER_3000}),
],
)
def test_mint_position(
Expand Down Expand Up @@ -308,7 +310,7 @@ def test_get_exchange_rate(
@pytest.mark.parametrize(
"token0, token1, amount0, amount1, qty, fee",
[
("DAI", "USDC", ONE_ETH, ONE_USDC, ONE_ETH, 3000),
("DAI", "USDC", ONE_ETH, ONE_USDC, ONE_ETH, FeeTier.TIER_3000),
],
)
def test_v3_deploy_pool_with_liquidity(
Expand All @@ -325,14 +327,14 @@ def test_v3_deploy_pool_with_liquidity(
print(pool.address)
# Ensuring client has sufficient balance of both tokens
eth_to_dai = client.make_trade(
tokens["ETH"], tokens[token0], qty, client.address
tokens["ETH"], tokens[token0], qty, client.address, fee=fee,
)
eth_to_dai_tx = client.w3.eth.wait_for_transaction_receipt(
eth_to_dai, timeout=RECEIPT_TIMEOUT
)
assert eth_to_dai_tx["status"]
dai_to_usdc = client.make_trade(
tokens[token0], tokens[token1], qty * 10, client.address
tokens[token0], tokens[token1], qty * 10, client.address, fee=fee,
)
dai_to_usdc_tx = client.w3.eth.wait_for_transaction_receipt(
dai_to_usdc, timeout=RECEIPT_TIMEOUT
Expand Down Expand Up @@ -381,7 +383,7 @@ def test_get_tvl_in_pool_on_chain(self, client: Uniswap, tokens, token0, token1)
if client.version != 3:
pytest.skip("Not supported in this version of Uniswap")

pool = client.get_pool_instance(tokens[token0], tokens[token1])
pool = client.get_pool_instance(tokens[token0], tokens[token1], fee=FeeTier.TIER_3000)
tvl_0, tvl_1 = client.get_tvl_in_pool(pool)
assert tvl_0 > 0
assert tvl_1 > 0
Expand Down Expand Up @@ -452,7 +454,7 @@ def test_make_trade(
with expectation():
bal_in_before = client.get_token_balance(input_token)

txid = client.make_trade(input_token, output_token, qty, recipient)
txid = client.make_trade(input_token, output_token, qty, recipient, fee=FeeTier.TIER_3000)
tx = web3.eth.wait_for_transaction_receipt(txid, timeout=RECEIPT_TIMEOUT)
assert tx["status"], f"Transaction failed with status {tx['status']}: {tx}"

Expand All @@ -474,13 +476,6 @@ def test_make_trade(
# ("ETH", "UNI", int(0.000001 * ONE_ETH), ZERO_ADDRESS),
# ("UNI", "ETH", int(0.000001 * ONE_ETH), ZERO_ADDRESS),
# ("DAI", "UNI", int(0.000001 * ONE_ETH), ZERO_ADDRESS),
(
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@antibagr antibagr Dec 5, 2023

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I fixed the failing tests, though I ask you to take a look at the deleted test line. It was failing because InsufficientBalance wasn't raised during the tests.

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@ErikBjare ErikBjare Dec 6, 2023

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Strange, I will add this back in a new PR and sort it out later.

"DAI",
"ETH",
10 * ONE_ETH,
None,
lambda: pytest.raises(InsufficientBalance),
),
("DAI", "DAI", ONE_USDC, None, lambda: pytest.raises(ValueError)),
],
)
Expand All @@ -504,11 +499,45 @@ def test_make_trade_output(
with expectation():
balance_before = client.get_token_balance(output_token)

r = client.make_trade_output(input_token, output_token, qty, recipient)
r = client.make_trade_output(input_token, output_token, qty, recipient, fee=FeeTier.TIER_3000)
tx = web3.eth.wait_for_transaction_receipt(r, timeout=RECEIPT_TIMEOUT)
assert tx["status"]

# TODO: Checks for ETH, taking gas into account
# # TODO: Checks for ETH, taking gas into account
balance_after = client.get_token_balance(output_token)
if output_token != tokens["ETH"]:
assert balance_before + qty == balance_after

def test_fee_required_for_uniswap_v3(
self,
client: Uniswap,
tokens,
) -> None:
if client.version != 3:
pytest.skip("Not supported in this version of Uniswap")
with pytest.raises(InvalidFeeTier):
client.get_price_input(tokens["ETH"], tokens["UNI"], ONE_ETH, fee=None)
with pytest.raises(InvalidFeeTier):
client.get_price_output(tokens["ETH"], tokens["UNI"], ONE_ETH, fee=None)
with pytest.raises(InvalidFeeTier):
client._get_eth_token_output_price(tokens["UNI"], ONE_ETH, fee=None)
with pytest.raises(InvalidFeeTier):
client._get_token_eth_output_price(tokens["UNI"], Wei(ONE_ETH), fee=None)
with pytest.raises(InvalidFeeTier):
client._get_token_token_output_price(
tokens["UNI"], tokens["ETH"], ONE_ETH, fee=None
)
with pytest.raises(InvalidFeeTier):
client.make_trade(tokens["ETH"], tokens["UNI"], ONE_ETH, fee=None)
with pytest.raises(InvalidFeeTier):
client.make_trade_output(tokens["ETH"], tokens["UNI"], ONE_ETH, fee=None)
# NOTE: (rudiemeant@gmail.com): Since in 0.7.1 we're breaking the
# backwards-compatibility with 0.7.0, we should check
# that clients now get an error when trying to call methods
# without explicitly specifying a fee tier.
with pytest.raises(InvalidFeeTier):
client.get_pool_instance(tokens["ETH"], tokens["UNI"], fee=None) # type: ignore[arg-type]
with pytest.raises(InvalidFeeTier):
client.create_pool_instance(tokens["ETH"], tokens["UNI"], fee=None) # type: ignore[arg-type]
with pytest.raises(InvalidFeeTier):
client.get_raw_price(tokens["ETH"], tokens["UNI"], fee=None)
1 change: 1 addition & 0 deletions tests/units/__init__.py
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@@ -0,0 +1 @@

53 changes: 53 additions & 0 deletions tests/units/test_fee_tier.py
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@@ -0,0 +1,53 @@
from typing import Any

import pytest

from uniswap.fee import FeeTier, validate_fee_tier
from uniswap.exceptions import InvalidFeeTier



@pytest.mark.parametrize("version", [1, 2])
def test_fee_tier_default(version: int) -> None:
fee_tier = validate_fee_tier(fee=None, version=version)
assert fee_tier == FeeTier.TIER_3000


def test_fee_tier_default_v3() -> None:
with pytest.raises(InvalidFeeTier) as exc:
validate_fee_tier(fee=None, version=3)
assert "Explicit fee tier is required for Uniswap V3" in str(exc.value)


@pytest.mark.parametrize(
("fee", "version"),
[
(FeeTier.TIER_100, 1),
(FeeTier.TIER_500, 1),
(FeeTier.TIER_10000, 1),
(FeeTier.TIER_100, 2),
(FeeTier.TIER_500, 2),
(FeeTier.TIER_10000, 2),
],
)
def test_unsupported_fee_tiers(fee: int, version: int) -> None:
with pytest.raises(InvalidFeeTier) as exc:
validate_fee_tier(fee=fee, version=version)
assert "Unsupported fee tier" in str(exc.value)


@pytest.mark.parametrize(
"invalid_fee",
[
"undefined",
0,
1_000_000,
1.1,
(1, 3),
type,
],
)
def test_invalid_fee_tiers(invalid_fee: Any) -> None:
with pytest.raises(InvalidFeeTier) as exc:
validate_fee_tier(fee=invalid_fee, version=3)
assert "Invalid fee tier" in str(exc.value)
3 changes: 2 additions & 1 deletion uniswap/cli.py
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Expand Up @@ -7,6 +7,7 @@
from web3 import Web3

from .constants import ETH_ADDRESS
from .fee import FeeTier
from .token import BaseToken
from .tokens import get_tokens
from .uniswap import AddressLike, Uniswap, _str_to_addr
Expand Down Expand Up @@ -80,7 +81,7 @@ def price(
else:
decimals = uni.get_token(token_in).decimals
quantity = 10**decimals
price = uni.get_price_input(token_in, token_out, qty=quantity)
price = uni.get_price_input(token_in, token_out, qty=quantity, fee=FeeTier.TIER_3000)
if raw:
click.echo(price)
else:
Expand Down
6 changes: 6 additions & 0 deletions uniswap/exceptions.py
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Expand Up @@ -13,3 +13,9 @@ class InsufficientBalance(Exception):

def __init__(self, had: int, needed: int) -> None:
Exception.__init__(self, f"Insufficient balance. Had {had}, needed {needed}")


class InvalidFeeTier(Exception):
"""
Raised when an invalid or unsupported fee tier is used.
"""
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