dojo.observations package

This module contains the observation objects emitted by the environments.

class dojo.observations.AAVEv3Observation(backend: BaseBackend)

Bases: BaseObservation

Contains observation logic for the AAVEv3 agents and policies.

balance(token_name: str, address: str) int

ERC20 token balance.

Includes loands borrowed via AAVE.

events_last_blocks()

Get recently emitted events.

get_asset_price(asset_name: str) int

Get the price of an asset on AAVE in the Pools base currency.

get_asset_prices(asset_names: list[str]) list[int]

Get the price of an asset on AAVE in the Pools base currency.

get_reserve_data(reserve_symbol: str) ReserveData

Get the data of a reserve.

get_user_account_data(agent_address: str, currency_name: str) UserAccountData

Get account data in the specified currency.

get_user_account_data_base(agent_address: str) UserAccountData

Get account data in the pools base currency.

market_agent_tokens() list[Any]

Return all tokens on the Pool specifically for market agent.

tokens() list[Any]

Return all tokens on the Pool.

class dojo.observations.GmxV2Observation(market_venues: list[MarketVenue], backend: BaseBackend)

Bases: BaseObservation

Contains observation logic for the Gmx agents and policies.

get_account_positions(account: str) list[Position]

Get the positions of a given account.

Parameters:

account – The account address to get positions for.

Returns:

A list of Position objects representing the account’s positions.

get_deposit_amount_out(market_key: str, long_token_amount: int, short_token_amount: int, include_virtual_inventory_impact: bool) Any

Get minimum number of GM tokens when depositing.

get_market(market_key: str) Market

Method to get market from GMX environment.

get_market_info(market_key: str) MarketInfo

Retrieve the market information.

Returns:

A MarketInfo object containing detailed market information.

get_market_token_price_for_deposit(market_key: str, maximize: bool) tuple[Decimal, MarketPoolValueInfo]

Retrieve the market token price and market pool value info for deposits.

Parameters:

maximize – A boolean indicating whether to maximize the price.

Returns:

A tuple containing the calculated GM token value as a Decimal and a MarketPoolValueInfo object with detailed market pool value information.

get_market_token_price_for_traders(market_key: str, maximize: bool) tuple[Decimal, MarketPoolValueInfo]

Retrieve the market token price and market pool value info for traders.

Parameters:

maximize – A boolean indicating whether to maximize the price.

Returns:

A tuple containing the calculated GM token value as a Decimal and a MarketPoolValueInfo object with detailed market pool value information.

get_market_token_price_for_withdraw(market_key: str, maximize: bool) tuple[Decimal, MarketPoolValueInfo]

Retrieve the market token price and market pool value info for withdrawals.

Parameters:

maximize – A boolean indicating whether to maximize the price.

Returns:

A tuple containing the calculated GM token value as a Decimal and a MarketPoolValueInfo object with detailed market pool value information.

get_net_pnl(market_key: str, maximize: bool) Decimal

Retrieve the net PnL.

Parameters:

maximize – A boolean indicating whether to maximize the PnL.

Returns:

The net PnL as a Decimal.

get_open_interest_with_pnl(market_key: str, is_long: bool, maximize: bool) Decimal

Retrieve the open interest with PnL.

Parameters:
  • is_long – A boolean indicating whether the position is long.

  • maximize – A boolean indicating whether to maximize the PnL.

Returns:

The open interest with PnL as a Decimal.

get_pnl(market_key: str, is_long: bool, maximize: bool) Decimal

Retrieve the PnL for a given position type.

Parameters:
  • is_long – A boolean indicating whether the position is long.

  • maximize – A boolean indicating whether to maximize the PnL.

Returns:

The PnL as a Decimal.

get_position(position_key: HexBytes) Position

Retrieve a position based on the given position key.

This method interacts with the backend to call the getPosition function from the Reader contract, using the provided position key. The data retrieved is then used to create and return a Position object.

Parameters:

position_key – The key identifying the position to retrieve.

Returns:

A Position object representing the retrieved position.

get_position_pnl_usd(position: Position) PositionPnl

Retrieve the position PnL in USD.

Parameters:

position – The position object containing details of the position.

Returns:

A PositionPnl object containing the PnL details in USD.

get_token_price_by_token_address(token_address: str, price_type: PriceType = PriceType.MEAN) Decimal

Calculate the price of a token by address in USD.

Parameters:

token_address – The address of the token to calculate the price for.

Returns:

The calculated price of the token as a Decimal.

get_token_price_by_token_symbol(token_symbol: str) Decimal

Calculate the price of a token by symbol in USD.

Parameters:

token_symbol – The symbol of the token to calculate the price for.

Returns:

The calculated price of the token as a Decimal.

index_token_price(market_key: str) Decimal

Calculate the price of the index token.

This method retrieves the market information and oracle prices for the index token, then calculates the average price using the minimum and maximum prices provided by the oracle. The price is scaled according to the token’s decimals and the oracle precision.

Param:

market_key: The key identifying the market to retrieve the index token price for. In the form of index_token:long_token:short_token, Example: WETH:WETH:USDC.

Returns:

The calculated price of the index token as a Decimal.

index_token_price_max(market_key: str) Decimal

Calculate the maximum price of the index token.

Param:

market_key: The key identifying the market to retrieve the index token price for. In the form of index_token:long_token:short_token, Example: WETH:WETH:USDC.

Returns:

The calculated price of the index token as a Decimal.

index_token_price_min(market_key: str) Decimal

Calculate the minimum price of the index token.

Param:

market_key: The key identifying the market to retrieve the index token price for. In the form of index_token:long_token:short_token, Example: WETH:WETH:USDC.

Returns:

The calculated price of the index token as a Decimal.

long_token_price(market_key: str) Decimal

Calculate the price of the long token.

This method retrieves the market information and oracle prices for the long token, then calculates the average price using the minimum and maximum prices provided by the oracle. The price is scaled according to the token’s decimals and the oracle precision.

Param:

market_key: The key identifying the market to retrieve the index token price for. In the form of index_token:long_token:short_token, Example: WETH:WETH:USDC.

Returns:

The calculated price of the long token as a Decimal.

market_agent_tokens() list[str]

Return all tokens for all markets.

set_market_dict(market_dict: dict[str, Market]) None

Method to set market dict (market_key -> Market) from GMX environment.

set_oracle_prices(oracle_prices: defaultdict[int, dict[str, Any]]) None

Method to set prices from GMX environment.

short_token_price(market_key: str) Decimal

Calculate the price of the short token.

This method retrieves the market information and oracle prices for the short token, then calculates the average price using the minimum and maximum prices provided by the oracle. The price is scaled according to the token’s decimals and the oracle precision.

Param:

market_key: The key identifying the market to retrieve the index token price for. In the form of index_token:long_token:short_token, Example: WETH:WETH:USDC.

Returns:

The calculated price of the short token as a Decimal.

tokens() list[str]

Return all tokens for all markets.

total_trader_pnl(address: str) Decimal

Return the total PnL for a trader.

class dojo.observations.UniswapV3Observation(pools: list[str], backend: BaseBackend)

Bases: BaseObservation

Contains observation logic for the UniswapV3 agents and policies.

active_tick_range(pool: str) tuple[int, int]

Get the active tick range in a pool.

Parameters:

pool – The pool name.

liquidity(pool: str) int

Get the pool liquidity of the active range.

Ref https://docs.uniswap.org/contracts/v3/reference/core/interfaces/pool/IUniswapV3PoolState#liquidity

lp_fees(token_ids: list[int]) dict[str, Decimal]

Get the uncollected LP fees owed to an LP portfolio.

Parameters:

token_ids – The token IDs of the LP NFTs in the portfolio.

lp_portfolio(token_ids: list[int]) dict[str, Decimal]

Get the token quantities and uncollected fees invested in an LP portfolio.

Parameters:

token_ids – The token IDs of the LP NFTs in the portfolio.

lp_quantities(token_ids: list[int]) dict[str, Decimal]

Get the total real token quantities invested in an LP portfolio.

Parameters:

token_ids – The token IDs of the LP NFTs in the portfolio.

market_agent_tokens() list[str]

Get all the tokens used in the observed pools by the market agent.

nft_positions(token_id: int) dict[str, Any]

Get LP position data of an LP NFT.

Parameters:

token_id – The token ID of the LP NFT.

Returns:

A dictionary containing the LP position data, with keys: - token0: The symbol of the token0 of the pool. - token1: The symbol of the token1 of the pool. - fee: The fee of the pool. - pool: The name of the pool. - tick_range: The tick range of the LP position. - liquidity: The liquidity of the LP position. - real_quantities: The real token quantities of the LP position. - uncollected_fees: The uncollected fees of the LP position.

pool_fee(pool: str) Decimal

Get the pool’s trade fee.

Parameters:

pool – The name of the pool.

Returns:

The pool’s trade fee.

pool_positions(pool: str, owner: str, tick_lower: int, tick_upper: int) dict[str, Any]

Get the pool position of an owner in the specified tick range.

Parameters:
  • pool – The pool name.

  • owner – The owner address.

  • tick_lower – The lower tick of the position.

  • tick_upper – The upper tick of the position.

Returns:

A dictionary containing the position data, with keys: - token0: The symbol of the token0 of the pool. - token1: The symbol of the token1 of the pool. - pool: The name of the pool. - owner: The address of the owner. - tick_range: The tick range of the LP position. - liquidity: The liquidity of the position. - uncollected_fees: The uncollected fees of the position. - uncollected_fees_adjusted: The uncollected fees of the position adjusted by the token decimals.

pool_token_addresses(pool: str) tuple[str, str]

Get the addresses of the tokens in a pool.

Parameters:

pool – The pool name.

pool_tokens(pool: str) tuple[str, str]

Get the symbols of the tokens in a pool.

Parameters:

pool – The pool name.

price(token: str, unit: str, pool: str) Decimal

Get the price of a token in a pool in the units of another token.

Parameters:
  • token – token symbol.

  • unit – unit token symbol.

  • pool – pool name.

Returns:

current price of the token in the pool.

protocol_fees(pool: str) tuple[Decimal, Decimal]

Get the pool’s protocol fees.

Parameters:

pool – The name of the pool.

Returns:

The pool’s protocol fees.

slot0(pool: str) list[Any]

Get the contents of the pool’s slot0.

Ref https://docs.uniswap.org/contracts/v3/reference/core/interfaces/pool/IUniswapV3PoolState#slot0

tick_liquidities(pool: str, from_tick: int, to_tick: int) dict[str, Any]

Get the pool liquidities related information across ticks.

Parameters:
  • pool – The name of the pool.

  • from_tick – The bottom tick of the range (included).

  • to_tick – The top tick of the range (included).

Returns:

A dict containing: - current_tick_idx: The index of the currently active tick in the returned arrays (int). - real_quantities: The tick indexed real token quantities of the pool (num_ticks, 2). - liquidities: The tick indexed liquidities of the pool (num_ticks,). - lower_ticks: The tick indexed lower ticks of the pool (num_ticks,).

tick_spacing(pool: str) int

Get the tick spacing of a pool.

Parameters:

pool – The pool name.

ticks(pool: str, tick: int) tuple[int, int, int, int, int, int, int, bool]

Returns a tuple of various tick info.

The return format is: int128 liquidityNet uint256 feeGrowthOutside0X128 uint256 feeGrowthOutside1X128 int56 tickCumulativeOutside uint160 secondsPerLiquidityOutsideX128 uint32 secondsOutside bool initialized

Ref https://docs.uniswap.org/contracts/v3/reference/core/interfaces/pool/IUniswapV3PoolState#ticks # noqa: E501

token_addresses() list[str]

Get all the token addresses used in the environment.

tokens() list[str]

Get all the tokens used in the observed pools.

Submodules

Observation logic for UniswapV3.

class dojo.observations.aaveV3.AAVEv3Observation(backend: BaseBackend)

Bases: BaseObservation

Contains observation logic for the AAVEv3 agents and policies.

balance(token_name: str, address: str) int

ERC20 token balance.

Includes loands borrowed via AAVE.

events_last_blocks()

Get recently emitted events.

get_asset_price(asset_name: str) int

Get the price of an asset on AAVE in the Pools base currency.

get_asset_prices(asset_names: list[str]) list[int]

Get the price of an asset on AAVE in the Pools base currency.

get_reserve_data(reserve_symbol: str) ReserveData

Get the data of a reserve.

get_user_account_data(agent_address: str, currency_name: str) UserAccountData

Get account data in the specified currency.

get_user_account_data_base(agent_address: str) UserAccountData

Get account data in the pools base currency.

market_agent_tokens() list[Any]

Return all tokens on the Pool specifically for market agent.

tokens() list[Any]

Return all tokens on the Pool.

class dojo.observations.aaveV3.ReserveConfig(ltv: int, liquidation_threshold: int, liquidation_bonus: int, decimals: int, is_active: bool, is_frozen: bool, borrowing_enabled: bool, stable_borrowing_enabled: bool, asset_paused: bool, borrowing_in_isolation_enabled: bool, reserved: bool, reserve_factor: int, borrow_cap: int, supply_cap: int, liquidation_fee: int, emode_category: int, unbacked_mint_cap: int, debt_ceiling: int)

Bases: object

The configuration of a reserve.

asset_paused: bool
borrow_cap: int
borrowing_enabled: bool
borrowing_in_isolation_enabled: bool
debt_ceiling: int
decimals: int
emode_category: int
is_active: bool
is_frozen: bool
liquidation_bonus: int
liquidation_fee: int
liquidation_threshold: int
ltv: int
reserve_factor: int
reserved: bool
stable_borrowing_enabled: bool
supply_cap: int
unbacked_mint_cap: int
class dojo.observations.aaveV3.ReserveData(configuration: ReserveConfig, liquidity_index: int, current_liquidity_rate: int, variable_borrow_index: int, current_variable_borrow_rate: int, current_stable_borrow_rate: int, last_update_timestamp: int, id: int, atoken_address: str, stable_debt_token_address: str, variable_debt_token_address: str, interest_rate_strategy_address: str, accrued_to_treasury: int, unbacked: int, isolation_mode_total_debt: int)

Bases: object

The state and configuration of a reserve.

accrued_to_treasury: int
atoken_address: str
configuration: ReserveConfig
current_liquidity_rate: int
current_stable_borrow_rate: int
current_variable_borrow_rate: int
id: int
interest_rate_strategy_address: str
isolation_mode_total_debt: int
last_update_timestamp: int
liquidity_index: int
stable_debt_token_address: str
unbacked: int
variable_borrow_index: int
variable_debt_token_address: str
class dojo.observations.aaveV3.UserAccountData(totalCollateral: Decimal, totalDebt: Decimal, availableBorrows: Decimal, currentLiquidationThreshold: float, ltv: float, healthFactor: float)

Bases: object

Data class for User account Data.

Parameters

width: width of the snake length: (default = 2 meters) length of the snake totalCollateral: total ammount of collateral supplied. totalDebt: total debt. (sum of loans taken) availableBorrows: Remaining potential for taking loans currentLiquidationThreshold: liquidation threshold factor. E.g. 0.8 means liquidation if the debt exceeds 80% of

the collateral.

ltv: ‘loan to value’ defines the maximum amount of assets that can be borrowed with a specific collateral. See https://docs.aave.com/risk/asset-risk/risk-parameters healthFactor: health factor as defined in https://docs.aave.com/risk/asset-risk/risk-parameters.

availableBorrows: Decimal
currentLiquidationThreshold: float
healthFactor: float
ltv: float
totalCollateral: Decimal
totalDebt: Decimal
dojo.observations.aaveV3.split_configuration_data(config_int: int) ReserveConfig

Converts the configuration data into a ReserveConfig object.

Base observation class for all environments.

Observation logic for UniswapV3.

class dojo.observations.uniswapV3.UniswapV3Observation(pools: list[str], backend: BaseBackend)

Bases: BaseObservation

Contains observation logic for the UniswapV3 agents and policies.

active_tick_range(pool: str) tuple[int, int]

Get the active tick range in a pool.

Parameters:

pool – The pool name.

liquidity(pool: str) int

Get the pool liquidity of the active range.

Ref https://docs.uniswap.org/contracts/v3/reference/core/interfaces/pool/IUniswapV3PoolState#liquidity

lp_fees(token_ids: list[int]) dict[str, Decimal]

Get the uncollected LP fees owed to an LP portfolio.

Parameters:

token_ids – The token IDs of the LP NFTs in the portfolio.

lp_portfolio(token_ids: list[int]) dict[str, Decimal]

Get the token quantities and uncollected fees invested in an LP portfolio.

Parameters:

token_ids – The token IDs of the LP NFTs in the portfolio.

lp_quantities(token_ids: list[int]) dict[str, Decimal]

Get the total real token quantities invested in an LP portfolio.

Parameters:

token_ids – The token IDs of the LP NFTs in the portfolio.

market_agent_tokens() list[str]

Get all the tokens used in the observed pools by the market agent.

nft_positions(token_id: int) dict[str, Any]

Get LP position data of an LP NFT.

Parameters:

token_id – The token ID of the LP NFT.

Returns:

A dictionary containing the LP position data, with keys: - token0: The symbol of the token0 of the pool. - token1: The symbol of the token1 of the pool. - fee: The fee of the pool. - pool: The name of the pool. - tick_range: The tick range of the LP position. - liquidity: The liquidity of the LP position. - real_quantities: The real token quantities of the LP position. - uncollected_fees: The uncollected fees of the LP position.

pool_fee(pool: str) Decimal

Get the pool’s trade fee.

Parameters:

pool – The name of the pool.

Returns:

The pool’s trade fee.

pool_positions(pool: str, owner: str, tick_lower: int, tick_upper: int) dict[str, Any]

Get the pool position of an owner in the specified tick range.

Parameters:
  • pool – The pool name.

  • owner – The owner address.

  • tick_lower – The lower tick of the position.

  • tick_upper – The upper tick of the position.

Returns:

A dictionary containing the position data, with keys: - token0: The symbol of the token0 of the pool. - token1: The symbol of the token1 of the pool. - pool: The name of the pool. - owner: The address of the owner. - tick_range: The tick range of the LP position. - liquidity: The liquidity of the position. - uncollected_fees: The uncollected fees of the position. - uncollected_fees_adjusted: The uncollected fees of the position adjusted by the token decimals.

pool_token_addresses(pool: str) tuple[str, str]

Get the addresses of the tokens in a pool.

Parameters:

pool – The pool name.

pool_tokens(pool: str) tuple[str, str]

Get the symbols of the tokens in a pool.

Parameters:

pool – The pool name.

price(token: str, unit: str, pool: str) Decimal

Get the price of a token in a pool in the units of another token.

Parameters:
  • token – token symbol.

  • unit – unit token symbol.

  • pool – pool name.

Returns:

current price of the token in the pool.

protocol_fees(pool: str) tuple[Decimal, Decimal]

Get the pool’s protocol fees.

Parameters:

pool – The name of the pool.

Returns:

The pool’s protocol fees.

slot0(pool: str) list[Any]

Get the contents of the pool’s slot0.

Ref https://docs.uniswap.org/contracts/v3/reference/core/interfaces/pool/IUniswapV3PoolState#slot0

tick_liquidities(pool: str, from_tick: int, to_tick: int) dict[str, Any]

Get the pool liquidities related information across ticks.

Parameters:
  • pool – The name of the pool.

  • from_tick – The bottom tick of the range (included).

  • to_tick – The top tick of the range (included).

Returns:

A dict containing: - current_tick_idx: The index of the currently active tick in the returned arrays (int). - real_quantities: The tick indexed real token quantities of the pool (num_ticks, 2). - liquidities: The tick indexed liquidities of the pool (num_ticks,). - lower_ticks: The tick indexed lower ticks of the pool (num_ticks,).

tick_spacing(pool: str) int

Get the tick spacing of a pool.

Parameters:

pool – The pool name.

ticks(pool: str, tick: int) tuple[int, int, int, int, int, int, int, bool]

Returns a tuple of various tick info.

The return format is: int128 liquidityNet uint256 feeGrowthOutside0X128 uint256 feeGrowthOutside1X128 int56 tickCumulativeOutside uint160 secondsPerLiquidityOutsideX128 uint32 secondsOutside bool initialized

Ref https://docs.uniswap.org/contracts/v3/reference/core/interfaces/pool/IUniswapV3PoolState#ticks # noqa: E501

token_addresses() list[str]

Get all the token addresses used in the environment.

tokens() list[str]

Get all the tokens used in the observed pools.

dojo.observations.uniswapV3.batch_get_real_quantities(sqrt_priceX96: int, liquidities: list[int], lower_ticks: list[int]) list[tuple[int, int]]

Returns real token quantities liquidities in the pool in their tick ranges.

Each liquidity is indexed by the lower tick of its range. For example: - lower_ticks = [0, 2, 4] - liquidities = [100, 200]

The first liquidity is in the range [0, 2] and the second liquidity is in the range [2, 4].

Parameters:
  • sqrt_priceX96 – The square root of the pool price left shifted by 96 bits.

  • lower_ticks – The lower ticks of the tick ranges, should have length of liquidities + 1.

  • liquidities – The liquidities to find the quantities of.

dojo.observations.uniswapV3.get_liquidity(sqrt_priceX96: int, real_quantities: tuple[int, int], tick_lower: int, tick_upper: int) int

Get the liquidity of a position in a pool.

https://github.com/Uniswap/v3-periphery/blob/main/contracts/libraries/LiquidityAmounts.sol#L56

Parameters:
  • real_quantities – The real token quantities of the position.

  • tick_lower – The lower tick of the position.

  • tick_upper – The upper tick of the position.

dojo.observations.uniswapV3.get_liquidity0(lower_sqrt_priceX96: int, uppper_sqrt_priceX96: int, real_quantity0: int) int

Get liqudity given real quantities of asset 0.

https://github.com/Uniswap/v3-periphery/blob/main/contracts/libraries/LiquidityAmounts.sol#L23

Parameters:
  • lower_sqrt_priceX96 – The lower sqrt price of the position.

  • uppper_sqrt_priceX96 – The upper sqrt price of the position.

  • real_quantity0 – The real quantity of asset 0.

dojo.observations.uniswapV3.get_liquidity1(lower_sqrt_priceX96: int, uppper_sqrt_priceX96: int, real_quantity1: int) int

Get liqudity given real quantities of asset 1.

https://github.com/Uniswap/v3-periphery/blob/main/contracts/libraries/LiquidityAmounts.sol#L39

Parameters:
  • lower_sqrt_priceX96 – The lower sqrt price of the position.

  • uppper_sqrt_priceX96 – The upper sqrt price of the position.

  • real_quantity1 – The real quantity of asset 1.

dojo.observations.uniswapV3.get_pool_fee(backend: BaseBackend, pool: str) int

Get the pool’s trade fee.

Runs the fee() function of the pool contract.

dojo.observations.uniswapV3.get_quantity0_delta(lower_sqrt_priceX96: int, upper_sqrt_priceX96: int, liquidity_change: int) int

GetAmount0Delta as in UniswapV3Pool.

dojo.observations.uniswapV3.get_quantity1_delta(lower_sqrt_priceX96: int, upper_sqrt_priceX96: int, liquidity_change: int) int

GetAmount1Delta as in UniswapV3Pool.

dojo.observations.uniswapV3.get_real_quantities(sqrt_priceX96: int, liquidity: int, tick_lower: int, tick_upper: int, round_up: bool = True) tuple[int, int]

Get the real token quantities of a liquidity in the pool in its tick range.

Parameters:
  • sqrt_priceX96 – The square root of the pool price left shifted by 96 bits.

  • tick_lower – The lower tick index of the tick range.

  • tick_upper – The upper tick index of the tick range.

  • liquidity – The liquidity to find the quantities of.

dojo.observations.uniswapV3.get_real_quantity0(liquidity: int, lower_sqrt_priceX96: int, upper_sqrt_priceX96: int, round_up: bool) int

Get the real quantity of token 0 in a liquidity position.

Parameters:
  • liquidity – The liquidity of the position.

  • lower_sqrt_priceX96 – The sqrt_priceX96 of the lower tick of the position.

  • upper_sqrt_priceX96 – The sqrt_priceX96 of the upper tick of the position.

  • round_up – Whether to round up the result.

dojo.observations.uniswapV3.get_real_quantity1(liquidity: int, lower_sqrt_priceX96: int, upper_sqrt_priceX96: int, round_up: bool) int

Get the real quantity of token 1 in a liquidity position.

Parameters:
  • liquidity – The liquidity of the position.

  • lower_sqrt_priceX96 – The sqrt_priceX96 of the lower tick of the position.

  • upper_sqrt_priceX96 – The sqrt_priceX96 of the upper tick of the position.

  • round_up – Whether to round up the result.

dojo.observations.uniswapV3.get_virtual_quantities(real_quantities: tuple[int, int], liquidity: int, lower_tick: int, upper_tick: int) tuple[int, int]

Get the virtual quantities of a liquidity position bounded by a tick range.

Parameters:
  • real_quantities – The real token quantities of the liquidity position.

  • liquidity – The liquidity of the position.

  • lower_tick – The lower tick of the tick range.

  • upper_tick – The upper tick of the tick range.

dojo.observations.uniswapV3.price_to_active_tick(price: Decimal, tick_spacing: int, decimals: tuple[int, int]) int

Convert a price to the nearest active tick.

Parameters:
  • price – The price.

  • decimals – The decimals of the token pair.

Returns:

The nearest active tick.

dojo.observations.uniswapV3.price_to_sqrt_priceX96(price: Decimal) int

Convert a price to a sqrt price shifted by 96 bits.

Parameters:

price – The price.

dojo.observations.uniswapV3.price_to_tick(price: Decimal, decimals: tuple[int, int]) int

Convert a price to a tick as log_1.0001(price).

Parameters:
  • price – The price.

  • decimals – The decimals of the token pair.

Returns:

The tick.

dojo.observations.uniswapV3.price_to_tick_range(price: Decimal, tick_spacing: int, decimals: tuple[int, int]) tuple[int, int]

Get the unit tick range of a price.

Parameters:
  • price – The price.

  • tick_spacing – The pool’s tick spacing.

  • decimals – The decimals of the token pair.

Returns:

The tick range.

dojo.observations.uniswapV3.price_wrt_range(sqrt_priceX96: int, tick_lower: int, tick_upper: int) int

Check whether a price is below, within, or above a tick range.

Parameters:
  • sqrt_priceX96 – The square root of the pool price.

  • tick_lower – The lower tick of the range.

  • tick_upper – The upper tick of the range.

Returns:

0 if the price is within the range, 1 if it is below, 2 if it is above.

Raises:

Exception – never

dojo.observations.uniswapV3.sqrt_priceX96_to_price(sqrt_priceX96: int, decimals: tuple[int, int]) Decimal

Convert a sqrt price shifted by 96 bits to a human-readable price.

Parameters:
  • sqrt_priceX96 – sqrt price shifted by 96 bits.

  • decimals – The decimals of the token pair.

dojo.observations.uniswapV3.sqrt_priceX96_to_tick(sqrt_priceX96: int) int

Convert a sqrt price shifted by 96 bits to a tick.

Effectively implements log_1.0001(sqrt_priceX96 ** 2 / 2 ** 192)

Parameters:

sqrt_priceX96 – sqrt price shifted by 96 bits.

dojo.observations.uniswapV3.sqrt_priceX96_to_tick_range(sqrt_priceX96: int, tick_spacing: int) tuple[int, int]

Get the unit tick range of a sqrt price.

Parameters:
  • sqrt_priceX96 – The sqrt price.

  • tick_spacing – The pool’s tick spacing.

Returns:

The tick range.

dojo.observations.uniswapV3.tick_to_sqrt_priceX96(tick: int) int

Convert a tick to a sqrt price shifted by 96 bits.

Effectively implements sqrt(1.0001^tick) * 2^96.

Parameters:

tick – The tick to get the sqrt price of.

Returns:

The sqrt price of the tick shifted by 96 bits.