Investigate Uniswap v3 and getting historical price data in good format about web3-ethereum-defi HOT 6 CLOSED

Related Uniswap v3 in-house project

https://github.com/Uniswap/smart-order-router/blob/main/src/routers/alpha-router/functions/get-candidate-pools.ts

from web3-ethereum-defi.

Search on Github and PyPI about Python and Uniswap v3 reveals that there isn't any one library that could do this at the moment. In short the code to get data out of Uniswap v3 is very fragmented for the time being.
Some notable ones are:

• uniswap-python: although the integration involves mostly around making trades and v3 support is still in early development, some part of the code could be useful in the future: uniswap-python/uniswap-python#95. The code also has pytest tests (run on mainnet fork), MIT license
• Active strategy framework from GammaStrategies / VisorFinance has some functions to get pool data at https://github.com/GammaStrategies/active-strategy-framework/blob/main/GetPoolData.py. It's interesting to see several different solutions there: Google Bigquery blockchain-etl, thegraph and bitquery. No license specified
• Oracle from Stakewise: https://github.com/stakewise/oracle/blob/master/oracle/oracle/distributor/uniswap_v3.py. GPLv3 license
• Misc utils from ranges.fi: https://github.com/Ranges-fi/Uni_v3_utils. Gamma also referenced this from their code above. GPLv3 license

GraphQL based solution can use existing subgraphs like:

• Uniswap: https://thegraph.com/hosted-service/subgraph/uniswap/uniswap-v3
• Visor: https://thegraph.com/hosted-service/subgraph/visorfinance/visor
• Stakewise: https://api.thegraph.com/subgraphs/name/stakewise/uniswap-v3-mainnet

There are several onchain oracle solutions too, might not be very useful for above purpose:

• https://github.com/sbvegan/uniswap-v3-pool-oracle
• https://github.com/sohkai/uniswap-v3-spot-twap-oracle

from web3-ethereum-defi.

We need to decide if we take JSON-RPC event-based approach or GraphQL based approach.

• GraphQL might be more generic and we can reuse existing graphs
• GraphQL adds very complex dependency if we want (and we want) to be able to run locally

Let's tackle the Uni v3 deployment first.

• We are currently only hosting Sushiswap contracts so we need to recreate the workflow to build in Uni v3 contracts compield
• The same approach that we use for Sushiswap contracts likely works for Uniswap contracts as well - we pull them in as Git submodules, then use their native tooltchain to compile contracts and then copy over the compiled binary artifacts to our abi folder

from web3-ethereum-defi.

Some notebooks dealing with Uniswap v3 backtesting

https://github.com/nguyenhieuec/uniswap_backtester/blob/master/notebooks/monte_carlo_simulation.ipynb

from web3-ethereum-defi.

Also saw this

https://ethereum.stackexchange.com/a/123333/620

from web3-ethereum-defi.

Also saw this

https://ethereum.stackexchange.com/a/123333/620

I added a test for that method this morning: https://github.com/tradingstrategy-ai/eth-hentai/pull/6/files#diff-59cf62830f8e4e3131187561bfa500d2fdf0a14a48a9c33d91fbc1867a44ad80R111-R115
There are some good insights in the answer though

from web3-ethereum-defi.