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feat/Interact directly with the pool in Uniswap connector #136

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VPashkov
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Before submitting this PR, please make sure:

  • Your code builds clean without any errors or warnings
  • You are using approved title ("feat/", "fix/", "docs/", "refactor/")

A description of the changes proposed in the pull request:
Adds the ability to use Quoter rather than Smart Order Router to the Uniswap connector as an option.
To achieve this uniswap.yml config file is extended with the following:

  • useRouter (bool, default=true) - if True, estimation and execution functions use the Router; if false, use quote and trade functions of SDK.
  • feeTier (string, default='MEDIUM') - Matches one of the Uniswap fee tier strings. If useRouter is False, then the user has to specify feeTier to find the right pool.
  • uniswapV3QuoterV2ContractAddress (string) - a variable added to each network in contractAddresses section. Stores the address of Uniswap Quoter V2. It can be found here https://docs.uniswap.org/contracts/v3/reference/deployments.

Tests performed by the developer:

  • Requests to get price and to execute trade sent using examples from test-helpers/curl/curl.sh. E.g.:
curl -s -X POST -k --key $GATEWAY_KEY --cert $GATEWAY_CERT -H "Content-Type: application/json" -d "$(envsubst < ./test-helpers/curl/requests/price_uniswap.json)" https://localhost:15888/amm/price | jq
  • Checked that prices returned by the Quoter are the same(or very close) as those returned by the Router when using the same fee tier.
  • Checked that executing trades(/amm/trade) works with the Quoter.

Tips for QA testing:

  • Sometimes price returned using the Router is different than using the Quoter. This is usually due to a different fee tier. Try a different value for feeTier variable in uniswap.yml config file to get the same price.

@VPashkov
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Resolves #112

@nikspz nikspz requested review from fengtality and nikspz June 28, 2023 14:23
@toxicehc
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toxicehc commented Jul 2, 2023

Hi @VPashkov , how would I test this on a HB/gateway instance running from source? The production version of the gateway is no longer able to get prices from Uniswap as of some days ago..

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@fengtality fengtality left a comment

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LGTM

  • Reviewed code - looks clean
  • Tested on Goerli - buy and sell trades worked
  • Ran tests successfully

Thanks for the contribution!

@fengtality fengtality merged commit 6416491 into hummingbot:development Jul 2, 2023
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@emusol
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emusol commented Jul 9, 2023

Hey this seems to not solve the LP side of uniswap, maybe similar udpate to the code can help?

@nikspz
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nikspz commented Jul 11, 2023

#152 Created issue for UniswapLP

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5 participants