mirror of
https://github.com/FlipsideCrypto/uniswap-forecast.git
synced 2026-02-06 10:47:16 +00:00
cdf0d1a5b6
TODO: technically recalculation is required if new positions become active get_liquidity() for out of range positions is slightly off given real world tests. Not sure why.
50 lines
2.0 KiB
R
50 lines
2.0 KiB
R
library(dplyr)
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library(shroomDK)
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lp_actions <- auto_paginate_query(
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query = "
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SELECT * FROM ethereum.uniswapv3.ez_lp_actions
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WHERE POOL_ADDRESS = '0xcbcdf9626bc03e24f779434178a73a0b4bad62ed' AND
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BLOCK_NUMBER <= 15576600
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ORDER BY BLOCK_NUMBER DESC
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",
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api_key = readLines("api_key.txt")
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)
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lpas <- lp_actions %>% select(BLOCK_NUMBER, TX_HASH, LIQUIDITY_PROVIDER, NF_POSITION_MANAGER_ADDRESS,
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NF_TOKEN_ID, ACTION, AMOUNT0_ADJUSTED, AMOUNT1_ADJUSTED,
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TOKEN0_SYMBOL, TOKEN1_SYMBOL, LIQUIDITY, LIQUIDITY_ADJUSTED,TICK_LOWER, TICK_UPPER)
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lp_actions_no_id <- lpas %>% filter(is.na(NF_TOKEN_ID))
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lp_actions_liquidity_trace_missing <- lpas %>% filter(is.na(LIQUIDITY))
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lp1 <- lpas %>% filter(
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!is.na(NF_TOKEN_ID) & !is.na(NF_POSITION_MANAGER_ADDRESS) & !is.na(LIQUIDITY_ADJUSTED)
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)
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lps <- lp1 %>% group_by(NF_TOKEN_ID) %>% mutate(
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liq_sign = ifelse(ACTION == 'DECREASE_LIQUIDITY', -1*LIQUIDITY_ADJUSTED, LIQUIDITY_ADJUSTED)
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) %>% summarize(sumliq = sum(liq_sign))
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lp_problem <- lps %>% filter(sumliq < -0.0001)
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lp_actions_problem_ids <- lpas %>% filter(NF_TOKEN_ID %in% lp_problem$NF_TOKEN_ID)
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# Liquidity WORKS
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l244 <- (lpas %>% arrange(NF_TOKEN_ID, LIQUIDITY_PROVIDER, BLOCK_NUMBER) %>% filter(NF_TOKEN_ID == '244'))
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l244 <- l244 %>% mutate(
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liq_sign = ifelse(ACTION == 'DECREASE_LIQUIDITY', -1*LIQUIDITY, LIQUIDITY))
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sum(l244$liq_sign)
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# Liquidity does NOT Work
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l90604 <- (lpas %>% arrange(NF_TOKEN_ID, LIQUIDITY_PROVIDER, BLOCK_NUMBER) %>% filter(NF_TOKEN_ID == '90604'))
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l90604 <- l90604 %>% mutate(
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liq_sign = ifelse(ACTION == 'DECREASE_LIQUIDITY', -1*LIQUIDITY, LIQUIDITY))
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sum(l90604$liq_sign)
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# these liquidity should be 0; but collect & remove liq in same tx duplicates liquidity
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trouble_tx <- lp_actions %>% filter(LIQUIDITY > 0 & AMOUNT0_ADJUSTED == 0 & AMOUNT1_ADJUSTED == 0)
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View(lp_actions %>% filter(TX_HASH %in% trouble_tx$TX_HASH))
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