add test case and fix bug

Author: 32ethers

demeter/uniswap/core.py

@@ -5,6 +5,7 @@
 from ._typing import UniV3Pool, Position, UniV3PoolStatus, PositionInfo
 from .helper import base_unit_price_to_tick, from_atomic_unit
 from .liquitidy_math import get_amounts, get_liquidity
+from .. import DECIMAL_1
 
 
 class V3CoreLib(object):
@@ -127,8 +128,7 @@ def update_fee(last_tick: int, pool: UniV3Pool, pos: PositionInfo, position: Pos
         :return: None
         """
 
-        def calc_amounts(weight):
-            weight = Decimal(weight)
+        def calc_amounts(weight: Decimal):
             share = Decimal(position.liquidity) / Decimal(state.currentLiquidity)
             position.pending_amount0 += (
                 weight * from_atomic_unit(state.inAmount0, pool.token0.decimal) * share * pool.fee_rate
@@ -148,12 +148,12 @@ def in_range(tick):
         now_in_range = in_range(state.closeTick)
         last_in_range = in_range(last_tick)
 
-        if now_in_range == last_in_range: # all in range, or below lower or above upper
-            if now_in_range == 0: # all in range
-                calc_amounts(1)
+        if now_in_range == last_in_range:  # all in range, or below lower or above upper
+            if now_in_range == 0:  # all in range
+                calc_amounts(DECIMAL_1)
             else:
                 return
-        else: # price cross range, even from above upper to below lower
+        else:  # price cross range, even from above upper to below lower
             # calculate percentage of in range
             # use in_range / price_moved
             range_list = [pos.lower_tick, pos.upper_tick, last_tick, state.closeTick]
@@ -162,10 +162,10 @@ def in_range(tick):
                 return
             price_delta = np.abs(last_tick - state.closeTick)
             in_range_delta = range_list[2] - range_list[1]
-            weight = in_range_delta / price_delta
-            if weight > 1: # alert for error
+            weight_decimal = Decimal(in_range_delta) / Decimal(price_delta)
+            if weight_decimal > 1:  # alert for error
                 raise RuntimeError("weight must <=1")
-            calc_amounts(in_range_delta / price_delta)
+            calc_amounts(weight_decimal)
 
     @staticmethod
     def update_fee_old(last_tick: int, pool: UniV3Pool, pos: PositionInfo, position: Position, state: UniV3PoolStatus):

docs/source/conf.py

@@ -15,7 +15,7 @@
 project = 'Demeter'
 copyright = '2024, zelos research'
 author = 'zelos research'
-release = '0.7.5'
+release = '0.7.6'
 
 # -- General configuration ---------------------------------------------------
 # https://www.sphinx-doc.org/en/master/usage/configuration.html#general-configuration

release_note.md

@@ -1,3 +1,7 @@
+# Ver 0.7.6
+
+* For uniswap v3, when price is in and out of price range in this minute, fee will be calculated more accurately  
+
 # Ver 0.7.5 
 
 * Fix bugs in aave

setup.py

@@ -7,7 +7,7 @@
 
 setup(
     name="zelos-demeter",
-    version="0.7.5",
+    version="0.7.6",
     packages=find_packages(exclude=["tests", "tests.*", "samples", "samples.*"]),
     url="https://zelos-demeter.readthedocs.io",
     license="MIT",

tests/uni_lp_core_test.py

@@ -1,9 +1,10 @@
 import math
 import unittest
+from bdb import effective
 from decimal import Decimal
 
 from demeter import TokenInfo
-from demeter.uniswap import V3CoreLib, UniV3Pool
+from demeter.uniswap import V3CoreLib, UniV3Pool, UniV3PoolStatus, PositionInfo, Position
 from demeter.uniswap.helper import (
     tick_to_sqrt_price_x96,
     get_swap_value,
@@ -234,3 +235,42 @@ def test_nearly_full(self):
             math.isclose(actual_from + actual_to + m * fee_rate, to_invest_f + to_invest_t, abs_tol=0.000001)
         )
         self.assertGreaterEqual(from_val + to_val, actual_from + actual_to + m * fee_rate)
+
+    def test_fee(self):
+        token0 = TokenInfo("eth", 0)
+        token1 = TokenInfo("usd", 0)
+        pool = UniV3Pool(token0, token1, 1, token1)
+        state = UniV3PoolStatus(currentLiquidity=10000, inAmount0=10000, inAmount1=10000, price=Decimal(1))
+        pos: PositionInfo = PositionInfo(5, 10)
+        # =======In range==============
+        position: Position = Position(Decimal(0), Decimal(0), 500, None, None)
+        last_tick = 6
+        state.closeTick = 7
+        V3CoreLib.update_fee(last_tick, pool, pos, position, state)
+        self.assertEqual(position.pending_amount0, Decimal("5"))
+        # =======out range=============
+        position: Position = Position(Decimal(0), Decimal(0), 500, None, None)
+        last_tick = 12
+        state.closeTick = 14
+        V3CoreLib.update_fee(last_tick, pool, pos, position, state)
+        self.assertEqual(position.pending_amount0, Decimal("0"))
+        # =======out then in, share should be 1=============
+        position: Position = Position(Decimal(0), Decimal(0), 500, None, None)
+        last_tick = 1
+        state.closeTick = 6
+        V3CoreLib.update_fee(last_tick, pool, pos, position, state)
+        self.assertEqual(position.pending_amount0, Decimal(1))
+
+        # =======in then out, share should be 2=============
+        position: Position = Position(Decimal(0), Decimal(0), 500, None, None)
+        last_tick = 8
+        state.closeTick = 13
+        V3CoreLib.update_fee(last_tick, pool, pos, position, state)
+        self.assertEqual(position.pending_amount0, Decimal(2))
+
+        # =======from upper out to lower out=============
+        position: Position = Position(Decimal(0), Decimal(0), 500, None, None)
+        last_tick = 3
+        state.closeTick = 13
+        V3CoreLib.update_fee(last_tick, pool, pos, position, state)
+        self.assertEqual(position.pending_amount0, Decimal("2.5"))