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examples/ts/uniswap-v3-oracle.ts
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186
examples/ts/uniswap-v3-oracle.ts
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/**
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* Uniswap v3: TWAP Oracle usage
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*
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* This example demonstrates how to use Uniswap v3 pools as price oracles
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* by querying time-weighted average prices (TWAP).
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*
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* Note: Always use TWAP, not spot prices, to protect against manipulation.
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*/
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import { createRpcClient } from '../../src/utils/chain-config.js';
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import { getTokenMetadata } from '../../src/utils/tokens.js';
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import type { Address } from 'viem';
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const CHAIN_ID = 1; // Mainnet
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// Uniswap v3 Pool ABI
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const POOL_ABI = [
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{
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name: 'slot0',
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type: 'function',
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stateMutability: 'view',
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inputs: [],
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outputs: [
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{ name: 'sqrtPriceX96', type: 'uint160' },
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{ name: 'tick', type: 'int24' },
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{ name: 'observationIndex', type: 'uint16' },
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{ name: 'observationCardinality', type: 'uint16' },
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{ name: 'observationCardinalityNext', type: 'uint16' },
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{ name: 'feeProtocol', type: 'uint8' },
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{ name: 'unlocked', type: 'bool' },
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],
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},
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{
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name: 'observations',
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type: 'function',
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stateMutability: 'view',
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inputs: [{ name: 'index', type: 'uint16' }],
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outputs: [
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{ name: 'blockTimestamp', type: 'uint32' },
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{ name: 'tickCumulative', type: 'int56' },
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{ name: 'secondsPerLiquidityCumulativeX128', type: 'uint160' },
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{ name: 'initialized', type: 'bool' },
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],
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},
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{
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name: 'token0',
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type: 'function',
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stateMutability: 'view',
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inputs: [],
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outputs: [{ name: '', type: 'address' }],
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},
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{
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name: 'token1',
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type: 'function',
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stateMutability: 'view',
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inputs: [],
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outputs: [{ name: '', type: 'address' }],
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},
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{
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name: 'fee',
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type: 'function',
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stateMutability: 'view',
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inputs: [],
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outputs: [{ name: '', type: 'uint24' }],
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},
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] as const;
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/**
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* Calculate price from sqrtPriceX96
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* price = (sqrtPriceX96 / 2^96)^2
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*/
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function calculatePriceFromSqrtPriceX96(sqrtPriceX96: bigint): number {
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const Q96 = 2n ** 96n;
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const price = Number(sqrtPriceX96) ** 2 / Number(Q96) ** 2;
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return price;
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}
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/**
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* Calculate TWAP from observations
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*
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* TWAP = (tickCumulative1 - tickCumulative0) / (time1 - time0)
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*/
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function calculateTWAP(
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tickCumulative0: bigint,
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tickCumulative1: bigint,
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time0: number,
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time1: number
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): number {
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if (time1 === time0) {
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throw new Error('Time difference cannot be zero');
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}
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const tickDelta = Number(tickCumulative1 - tickCumulative0);
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const timeDelta = time1 - time0;
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const avgTick = tickDelta / timeDelta;
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// Convert tick to price: price = 1.0001^tick
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const price = 1.0001 ** avgTick;
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return price;
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}
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/**
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* Get pool address from Uniswap v3 Factory
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* In production, use the official Uniswap v3 SDK to compute pool addresses
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*/
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async function getPoolAddress(
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client: any,
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token0: Address,
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token1: Address,
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fee: number
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): Promise<Address> {
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// This is a simplified example. In production, use:
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// 1. Uniswap v3 Factory to get pool address
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// 2. Or compute pool address using CREATE2 (see Uniswap v3 SDK)
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// For now, this is a placeholder
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throw new Error('Implement pool address resolution using Factory or SDK');
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}
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async function queryOracle() {
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const publicClient = createRpcClient(CHAIN_ID);
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const token0 = getTokenMetadata(CHAIN_ID, 'USDC');
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const token1 = getTokenMetadata(CHAIN_ID, 'WETH');
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const fee = 3000; // 0.3% fee tier
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console.log(`Querying Uniswap v3 TWAP oracle for ${token0.symbol}/${token1.symbol}`);
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console.log(`Fee tier: ${fee} (0.3%)`);
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// Note: In production, you need to:
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// 1. Get the pool address from Uniswap v3 Factory
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// 2. Or use the Uniswap v3 SDK to compute it
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// For this example, we'll demonstrate the concept
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// Example: Query current slot0 (spot price - not recommended for production!)
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// const poolAddress = await getPoolAddress(publicClient, token0.address, token1.address, fee);
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// const slot0 = await publicClient.readContract({
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// address: poolAddress,
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// abi: POOL_ABI,
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// functionName: 'slot0',
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// });
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// const sqrtPriceX96 = slot0[0];
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// const currentPrice = calculatePriceFromSqrtPriceX96(sqrtPriceX96);
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// console.log(`Current spot price: ${currentPrice} ${token1.symbol} per ${token0.symbol}`);
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// Example: Query TWAP from observations
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// const observationIndex = slot0[2];
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// const observation0 = await publicClient.readContract({
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// address: poolAddress,
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// abi: POOL_ABI,
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// functionName: 'observations',
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// args: [observationIndex],
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// });
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// Query a previous observation (e.g., 1 hour ago)
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// const previousIndex = (observationIndex - 3600) % observationCardinality;
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// const observation1 = await publicClient.readContract({
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// address: poolAddress,
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// abi: POOL_ABI,
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// functionName: 'observations',
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// args: [previousIndex],
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// });
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// const twap = calculateTWAP(
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// observation0.tickCumulative,
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// observation1.tickCumulative,
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// observation0.blockTimestamp,
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// observation1.blockTimestamp
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// );
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// console.log(`TWAP (1 hour): ${twap} ${token1.symbol} per ${token0.symbol}`);
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console.log('\n⚠️ This is a conceptual example.');
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console.log('In production, use:');
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console.log(' 1. Uniswap v3 OracleLibrary (see Uniswap v3 periphery contracts)');
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console.log(' 2. Uniswap v3 SDK for price calculations');
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console.log(' 3. Always use TWAP, never spot prices');
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console.log(' 4. Ensure sufficient observation cardinality for your TWAP window');
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}
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// Run if executed directly
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if (import.meta.url === `file://${process.argv[1]}`) {
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queryOracle().catch(console.error);
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}
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export { queryOracle, calculatePriceFromSqrtPriceX96, calculateTWAP };
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