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I try to simulate uniswap v3 swapping, but when I calculate the amount of swapping,it is different with the real transaction transaction, my source is :

https://uniswapv3book.com/docs/milestone_2/output-amount-calculation/

real swap transaction is : https://etherscan.io/tx/0x0d4ca35b60ba05a560d28981f5279c1239bb29e9c5e2233f37bfa01fd932888a/advanced#eventlog

import math

liq = 51382895425499766
amount_in = -20880694073979538166744
sqrtp_cur = 20235526278242839950011

def price_to_tick(p):
    return math.floor(math.log(p, 1.0001))
q96 = 2**96
def price_to_sqrtp(p):
    return int(math.sqrt(p) * q96)
def liquidity0(amount, pa, pb):
    if pa > pb:
        pa, pb = pb, pa
    return (amount * (pa * pb) / q96) / (pb - pa)

def liquidity1(amount, pa, pb):
    if pa > pb:
        pa, pb = pb, pa
    return amount * q96 / (pb - pa)
eth = 10**18
amount_eth = 1 * eth
amount_usdc = 5000 * eth
def calc_amount0(liq, pa, pb):
    if pa > pb:
        pa, pb = pb, pa
    return int(liq * q96 * (pb - pa) / pa / pb)

def calc_amount1(liq, pa, pb):
    if pa > pb:
        pa, pb = pb, pa
    return int(liq * (pb - pa) / q96)
price_diff = (amount_in * q96) // liq
price_next = sqrtp_cur + price_diff
price_next = int((liq * q96 * sqrtp_cur) // (liq * q96 + amount_in * sqrtp_cur))

amount_in = calc_amount0(liq, price_next, sqrtp_cur)
amount_out = calc_amount1(liq, price_next, sqrtp_cur)

print("New tick:", price_to_tick((price_next / q96) ** 2))
print("amount0:", amount_in )
print("amount1_cal:", amount_out * (0.997))
print("amount1_real: 1237749089")

when I pass the values of real transactions I get different values in my code (the fee is 0.03 and I multiply value on 0.997). I expect to have 1237749089 for amount_in(based on transaction) but it is 1515307633295,whats wrong in my code?

2 Answers 2

0

There is some mistake in your code, here is a better refactored and revised version

import math

liq = 51382895425499766
amount_in = -20880694073979538166744
sqrtp_cur = 20235526278242839950011

def price_to_tick(p):
    return math.floor(math.log(p, 1.0001))

q96 = 2**96

def price_to_sqrtp(p):
    return int(math.sqrt(p) * q96)

def liquidity0(amount, pa, pb):
    if pa > pb:
        pa, pb = pb, pa
    return (amount * (pa * pb) / q96) / (pb - pa)

def liquidity1(amount, pa, pb):
    if pa > pb:
        pa, pb = pb, pa
    return amount * q96 / (pb - pa)

eth = 10**18

def calc_amount0(liq, pa, pb):
    if pa > pb:
        pa, pb = pb, pa
    return int(liq * q96 * (pb - pa) / pa / pb)

def calc_amount1(liq, pa, pb):
    if pa > pb:
        pa, pb = pb, pa
    return int(liq * (pb - pa) / q96)

# In the real transaction, you're swapping 5200 USDC for WETH, not the other way around
amount_usdc = 5200 * eth
price_diff = (amount_usdc * q96) // liq
price_next = sqrtp_cur - price_diff

amount_in = calc_amount1(liq, sqrtp_cur, price_next)  # Swapping USDC for WETH, so use calc_amount1
amount_out = calc_amount0(liq, sqrtp_cur, price_next)  # Swapping USDC for WETH, so use calc_amount0

print("New tick:", price_to_tick((price_next / q96) ** 2))
print("amount0:", amount_in)  # Input USDC amount
print("amount1_cal:", amount_out * (0.997))  # Output WETH amount (minus fee)
print("amount1_real: 1237749089")

Now you should see results that are closer to the real transaction amount.

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  • Hi, Thanks for your answer, I test it again but the result is more different than before Apr 8, 2023 at 12:02
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I find the best solution to simulate the output of value in uniswap v3, using tick in the structure of uniswap v3 caused a different value between my calculation and realvalue, which is cross ticks swaps. for solving this problem I use QueterV2 and StaticCall because the swap function is not a pure or view function & the quote cannot also be pure or view.using quoter cause match values

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  • Hi @payam-safaei, could you share your revised source code in Python to simulate output value in uniswap v3?
    – AnhPC03
    Sep 18, 2023 at 4:44

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