From a34dcb93758ab408d4d40275bd3019c698c257f1 Mon Sep 17 00:00:00 2001
From: Hieu Nguyen <hieu@tradingstrategy.ai>
Date: Sat, 22 Jul 2023 04:12:59 +0300
Subject: [PATCH] Get onchain price of Uniswap v3 pool (#138)

* Add util func to get onchain price of uni v3 pool

* Add test and changelog
---
 CHANGELOG.md                              |  5 +++++
 eth_defi/uniswap_v3/pool.py               |  7 ++++++-
 eth_defi/uniswap_v3/price.py              | 23 +++++++++++++++++++++++
 tests/uniswap_v3/test_uniswap_v3_price.py | 19 +++++++++++++++++++
 4 files changed, 53 insertions(+), 1 deletion(-)

diff --git a/CHANGELOG.md b/CHANGELOG.md
index a0185e91..016c2286 100644
--- a/CHANGELOG.md
+++ b/CHANGELOG.md
@@ -1,3 +1,8 @@
+# 0.21.9
+
+- Add utility function `get_onchain_price()` to ask on-chain price of a 
+  Uniswap v3 pool at any given block number
+
 # 0.21.8
 
 - Add test coverage for `extract_timestamps_json_rpc_lazy`
diff --git a/eth_defi/uniswap_v3/pool.py b/eth_defi/uniswap_v3/pool.py
index 3991e049..38eaed55 100644
--- a/eth_defi/uniswap_v3/pool.py
+++ b/eth_defi/uniswap_v3/pool.py
@@ -1,10 +1,11 @@
 """Uniswap v3 pool data."""
-from decimal import Decimal
 from dataclasses import dataclass
+from decimal import Decimal
 from typing import Union
 
 from eth_typing import HexAddress
 from web3 import Web3
+from web3.contract import Contract
 
 from eth_defi.abi import get_deployed_contract
 from eth_defi.token import TokenDetails, fetch_erc20_details
@@ -33,6 +34,9 @@ class PoolDetails:
     #: Pool fee as % multiplier, 1 = 100%
     fee: float
 
+    #: Pool contract proxy
+    pool: Contract
+
     def __repr__(self):
         return f"Pool {self.address} is {self.token0.symbol}-{self.token1.symbol}, with the fee {self.fee * 100:.04f}%"
 
@@ -72,6 +76,7 @@ def fetch_pool_details(web3, pool_contact_address: Union[str, HexAddress]) -> Po
         token1,
         raw_fee,
         raw_fee / 1_000_000,
+        pool,
     )
 
 
diff --git a/eth_defi/uniswap_v3/price.py b/eth_defi/uniswap_v3/price.py
index 07a8d132..ffb4c26d 100644
--- a/eth_defi/uniswap_v3/price.py
+++ b/eth_defi/uniswap_v3/price.py
@@ -3,8 +3,10 @@
 from decimal import Decimal
 
 from eth_typing import HexAddress
+from web3 import Web3
 
 from eth_defi.uniswap_v3.deployment import UniswapV3Deployment
+from eth_defi.uniswap_v3.pool import fetch_pool_details
 from eth_defi.uniswap_v3.utils import encode_path
 
 
@@ -216,3 +218,24 @@ def estimate_sell_received_amount(
         return amount, current_block
 
     return amount
+
+
+def get_onchain_price(
+    web3: Web3,
+    pool_contract_address: str,
+    *,
+    block_identifier: int | None = None,
+    reverse_token_order: bool = False,
+):
+    """Get the current price of a Uniswap pool.
+
+    :param web3: Web3 instance
+    :param pool_contract_address: Contract address of the pool
+    :param block_identifier: A specific block to query price
+    :param reverse_token_order: If set, assume quote token is token0
+    :return: Current price
+    """
+    pool_details = fetch_pool_details(web3, pool_contract_address)
+    _, tick, *_ = pool_details.pool.functions.slot0().call(block_identifier=block_identifier)
+
+    return pool_details.convert_price_to_human(tick, reverse_token_order)
diff --git a/tests/uniswap_v3/test_uniswap_v3_price.py b/tests/uniswap_v3/test_uniswap_v3_price.py
index 04933acc..65372923 100644
--- a/tests/uniswap_v3/test_uniswap_v3_price.py
+++ b/tests/uniswap_v3/test_uniswap_v3_price.py
@@ -20,6 +20,7 @@
     UniswapV3PriceHelper,
     estimate_buy_received_amount,
     estimate_sell_received_amount,
+    get_onchain_price,
 )
 from eth_defi.uniswap_v3.utils import get_default_tick_range
 
@@ -313,3 +314,21 @@ def test_estimate_sell_received_cash(
     )
     assert usdc_received / 1e18 == pytest.approx(14159.565580618213)
     assert block_number > 0
+
+
+def test_get_onchain_price(web3, weth_usdc_uniswap_pool: str):
+    """Test get onchain price of a pool."""
+
+    price = get_onchain_price(
+        web3,
+        weth_usdc_uniswap_pool,
+    )
+
+    assert price == pytest.approx(Decimal(1699.9057541866793))
+
+    reverse_price = get_onchain_price(
+        web3,
+        weth_usdc_uniswap_pool,
+        reverse_token_order=True,
+    )
+    assert reverse_price == pytest.approx(Decimal(0.00058826790693372))