├── .gitignore ├── LICENSE ├── algebra.py └── numeric.py /.gitignore: -------------------------------------------------------------------------------- 1 | # Byte-compiled / optimized / DLL files 2 | __pycache__/ 3 | *.py[cod] 4 | *$py.class 5 | 6 | # C extensions 7 | *.so 8 | 9 | # Distribution / packaging 10 | .Python 11 | build/ 12 | develop-eggs/ 13 | dist/ 14 | downloads/ 15 | eggs/ 16 | .eggs/ 17 | lib/ 18 | lib64/ 19 | parts/ 20 | sdist/ 21 | var/ 22 | wheels/ 23 | share/python-wheels/ 24 | *.egg-info/ 25 | .installed.cfg 26 | *.egg 27 | MANIFEST 28 | 29 | # PyInstaller 30 | # Usually these files are written by a python script from a template 31 | # before PyInstaller builds the exe, so as to inject date/other infos into it. 32 | *.manifest 33 | *.spec 34 | 35 | # Installer logs 36 | pip-log.txt 37 | pip-delete-this-directory.txt 38 | 39 | # Unit test / coverage reports 40 | htmlcov/ 41 | .tox/ 42 | .nox/ 43 | .coverage 44 | .coverage.* 45 | .cache 46 | nosetests.xml 47 | coverage.xml 48 | *.cover 49 | *.py,cover 50 | .hypothesis/ 51 | .pytest_cache/ 52 | cover/ 53 | 54 | # Translations 55 | *.mo 56 | *.pot 57 | 58 | # Django stuff: 59 | *.log 60 | local_settings.py 61 | db.sqlite3 62 | db.sqlite3-journal 63 | 64 | # Flask stuff: 65 | instance/ 66 | .webassets-cache 67 | 68 | # Scrapy stuff: 69 | .scrapy 70 | 71 | # Sphinx documentation 72 | docs/_build/ 73 | 74 | # PyBuilder 75 | .pybuilder/ 76 | target/ 77 | 78 | # Jupyter Notebook 79 | .ipynb_checkpoints 80 | 81 | # IPython 82 | profile_default/ 83 | ipython_config.py 84 | 85 | # pyenv 86 | # For a library or package, you might want to ignore these files since the code is 87 | # intended to run in multiple environments; otherwise, check them in: 88 | # .python-version 89 | 90 | # pipenv 91 | # According to pypa/pipenv#598, it is recommended to include Pipfile.lock in version control. 92 | # However, in case of collaboration, if having platform-specific dependencies or dependencies 93 | # having no cross-platform support, pipenv may install dependencies that don't work, or not 94 | # install all needed dependencies. 95 | #Pipfile.lock 96 | 97 | # poetry 98 | # Similar to Pipfile.lock, it is generally recommended to include poetry.lock in version control. 99 | # This is especially recommended for binary packages to ensure reproducibility, and is more 100 | # commonly ignored for libraries. 101 | # https://python-poetry.org/docs/basic-usage/#commit-your-poetrylock-file-to-version-control 102 | #poetry.lock 103 | 104 | # pdm 105 | # Similar to Pipfile.lock, it is generally recommended to include pdm.lock in version control. 106 | #pdm.lock 107 | # pdm stores project-wide configurations in .pdm.toml, but it is recommended to not include it 108 | # in version control. 109 | # https://pdm.fming.dev/#use-with-ide 110 | .pdm.toml 111 | 112 | # PEP 582; used by e.g. github.com/David-OConnor/pyflow and github.com/pdm-project/pdm 113 | __pypackages__/ 114 | 115 | # Celery stuff 116 | celerybeat-schedule 117 | celerybeat.pid 118 | 119 | # SageMath parsed files 120 | *.sage.py 121 | 122 | # Environments 123 | .env 124 | .venv 125 | env/ 126 | venv/ 127 | ENV/ 128 | env.bak/ 129 | venv.bak/ 130 | 131 | # Spyder project settings 132 | .spyderproject 133 | .spyproject 134 | 135 | # Rope project settings 136 | .ropeproject 137 | 138 | # mkdocs documentation 139 | /site 140 | 141 | # mypy 142 | .mypy_cache/ 143 | .dmypy.json 144 | dmypy.json 145 | 146 | # Pyre type checker 147 | .pyre/ 148 | 149 | # pytype static type analyzer 150 | .pytype/ 151 | 152 | # Cython debug symbols 153 | cython_debug/ 154 | 155 | # PyCharm 156 | # JetBrains specific template is maintained in a separate JetBrains.gitignore that can 157 | # be found at https://github.com/github/gitignore/blob/main/Global/JetBrains.gitignore 158 | # and can be added to the global gitignore or merged into this file. For a more nuclear 159 | # option (not recommended) you can uncomment the following to ignore the entire idea folder. 160 | #.idea/ 161 | -------------------------------------------------------------------------------- /LICENSE: -------------------------------------------------------------------------------- 1 | MIT License 2 | 3 | Copyright (c) 2023 libevm 4 | 5 | Permission is hereby granted, free of charge, to any person obtaining a copy 6 | of this software and associated documentation files (the "Software"), to deal 7 | in the Software without restriction, including without limitation the rights 8 | to use, copy, modify, merge, publish, distribute, sublicense, and/or sell 9 | copies of the Software, and to permit persons to whom the Software is 10 | furnished to do so, subject to the following conditions: 11 | 12 | The above copyright notice and this permission notice shall be included in all 13 | copies or substantial portions of the Software. 14 | 15 | THE SOFTWARE IS PROVIDED "AS IS", WITHOUT WARRANTY OF ANY KIND, EXPRESS OR 16 | IMPLIED, INCLUDING BUT NOT LIMITED TO THE WARRANTIES OF MERCHANTABILITY, 17 | FITNESS FOR A PARTICULAR PURPOSE AND NONINFRINGEMENT. IN NO EVENT SHALL THE 18 | AUTHORS OR COPYRIGHT HOLDERS BE LIABLE FOR ANY CLAIM, DAMAGES OR OTHER 19 | LIABILITY, WHETHER IN AN ACTION OF CONTRACT, TORT OR OTHERWISE, ARISING FROM, 20 | OUT OF OR IN CONNECTION WITH THE SOFTWARE OR THE USE OR OTHER DEALINGS IN THE 21 | SOFTWARE. 22 | -------------------------------------------------------------------------------- /algebra.py: -------------------------------------------------------------------------------- 1 | """ 2 | We know that 3 | x y = k 4 | y / x = p 5 | 6 | where 7 | k = constant 8 | x = quantity of asset x 9 | y = quantity of asset y 10 | p = price of asset x: asset y 11 | 12 | So, to get the amount of X to sell to hit new price new_p 13 | 14 | (x + a) (y - b) = k 15 | (y - b) / (x + a) = new_p 16 | 17 | (substitute) 18 | new_p(x + a) = (y - b) 19 | 20 | new_p(x+a)**2 = k 21 | new_p(x+a)**2 - k = 0 22 | """ 23 | 24 | import sympy 25 | import math 26 | 27 | def get_amount_out(amount_in, reserve_in, reserve_out): 28 | """ 29 | Referenced from UniswapV2Library.sol 30 | """ 31 | amount_in_with_fee = amount_in * 997 32 | numerator = amount_in_with_fee * reserve_out 33 | denominator = reserve_in * 1000 + amount_in_with_fee 34 | return numerator / denominator 35 | 36 | p, x, a, k = sympy.symbols("p,x,a,k") 37 | # print(sympy.solve(p*((x+a)**2)-k, a)) 38 | 39 | eth_reserve = 100 40 | usd_reserve = 100_000 41 | user_eth_in = 5 42 | user_usd_min_recv = 3_500 # User min recv 3,500 USD 43 | user_price = user_usd_min_recv / user_eth_in 44 | 45 | # k is constant 46 | k = eth_reserve * usd_reserve 47 | eth_to_swap = math.sqrt(eth_reserve * usd_reserve * user_price)/user_price - eth_reserve 48 | 49 | print(eth_to_swap) 50 | 51 | # usd_recv = get_amount_out(eth_to_swap, eth_reserve, usd_reserve) 52 | # new_eth_reserve = eth_reserve + eth_to_swap 53 | # new_usd_reserve = usd_reserve - usd_recv 54 | # user_usd_recv = get_amount_out(user_eth_in, new_eth_reserve, new_usd_reserve) 55 | -------------------------------------------------------------------------------- /numeric.py: -------------------------------------------------------------------------------- 1 | def get_amount_out(amount_in, reserve_in, reserve_out): 2 | """ 3 | Referenced from UniswapV2Library.sol 4 | """ 5 | amount_in_with_fee = amount_in * 997 6 | numerator = amount_in_with_fee * reserve_out 7 | denominator = reserve_in * 1000 + amount_in_with_fee 8 | return numerator / denominator 9 | 10 | eth_reserve = 100 11 | usd_reserve = 100_000 12 | user_eth_in = 5 13 | user_usd_min_recv = 3_500 # User min recv 3,500 USD 14 | 15 | def binary_search(left, right, tolerance=0.0001): 16 | eth_to_swap = (right + left) / 2 17 | 18 | # Exceedeed tolerance 19 | if right - left < tolerance: 20 | return eth_to_swap 21 | 22 | # Calculate new reserves 23 | usd_recv = get_amount_out(eth_to_swap, eth_reserve, usd_reserve) 24 | new_eth_reserve = eth_reserve + eth_to_swap 25 | new_usd_reserve = usd_reserve - usd_recv 26 | user_usd_recv = get_amount_out(user_eth_in, new_eth_reserve, new_usd_reserve) 27 | 28 | # If user recv is too little, we swapped too much 29 | if user_usd_recv < user_usd_min_recv: 30 | return binary_search(left, eth_to_swap) 31 | 32 | # Can swap more 33 | return binary_search(eth_to_swap, right) 34 | 35 | eth_to_swap = binary_search(0, 100) 36 | print('eth_to_swap', eth_to_swap) --------------------------------------------------------------------------------