量化交易現貨合約對沖跟單app系統開發案例演示(原始碼搭建)

nice1022發表於2023-03-15

量化交易方式簡介

按照數學模型的理念,系統開發I34-案例I633-演示53I9,和對計算機技術的利用方式,量化交易可以細分為自動化交易(Automatic Trading)、量化投資(Quantitative Investment)、程式化交易(Program Trading)、演算法交易(Algorithm Trading)以及高頻交易(High Frequency Trading)。不同量化交易方式的側重點各有不同,是量化交易技術發展到不同階段的產物,也是不同量化交易使用者群的不同交易方式。


自動化交易

自動化交易是指將技術分析投資方式固化成計算機可以理解的模型、技術指標,計算機程式根據市場變化自動生成投資決策並付諸執行的交易方式。自動化交易是技術分析投資方式的自動化,可以避免投資人的心理變化和情緒波動,嚴格執行既定策略,是基本的量化交易方式。


程式化交易

程式化交易是利用程式進行交的易,交易時機、交易倉位、止損止盈獲利標準可以包含在程式內,也可以獨立於程式外,程式本身只是執行的方式。


演算法交易

演算法交易是指交易決定是根據一條或多條演算法 (algorithm) 進行的,演算法是交易的基礎。演算法交易的執行可以是手工的,也可以是自動化的。如果利用交易程式來執行,是程式化演算法交易。


高頻交易

高頻交易是每次交易從開倉到平倉只有很短的時間間隔,一般從十幾分鍾到幾微秒不等。高頻交易主要目的是透過市場短暫的價格波動而獲利。無論是趨勢追隨交易還是交易,只要頻率達到,都可以被稱為高頻交易。人工達到高頻交易的標準很難,所以一般都透過程式交易:設定好演算法、策略後由下單軟體執行。


策略交易

在投資領域中,一般習慣把買入持有、價值投資、成長投資等稱為戰略,而把慣性、反轉、趨勢、支撐阻力等等叫做策略。由於策略以技術分析為主,而在交易決策分析的計算機化歷史中,技術分析走得比較早,所以Strategy Trading習慣上多指策略交易。通常,將交易策略稱為策略,將系統交易稱為策略交易。


/* jshint esversion: 7 */
const ABI_Route = '[{"inputs":[{"internalType":"address","name":"_factoryV2","type":"address"},{"internalType":"address","name":"factoryV3","type":"address"},{"internalType":"address","name":"_positionManager","type":"address"},{"internalType":"address","name":"_WETH9","type":"address"}],"stateMutability":"nonpayable","type":"constructor"},{"inputs":[],"name":"WETH9","outputs":[{"internalType":"address","name":"","type":"address"}],"stateMutability":"view","type":"function"},{"inputs":[{"internalType":"address","name":"token","type":"address"}],"name":"approveMax","outputs":[],"stateMutability":"payable","type":"function"},{"inputs":[{"internalType":"address","name":"token","type":"address"}],"name":"approveMaxMinusOne","outputs":[],"stateMutability":"payable","type":"function"},{"inputs":[{"internalType":"address","name":"token","type":"address"}],"name":"approveZeroThenMax","outputs":[],"stateMutability":"payable","type":"function"},{"inputs":[{"internalType":"address","name":"token","type":"address"}],"name":"approveZeroThenMaxMinusOne","outputs":[],"stateMutability":"payable","type":"function"},{"inputs":[{"internalType":"bytes","name":"data","type":"bytes"}],"name":"callPositionManager","outputs":[{"internalType":"bytes","name":"result","type":"bytes"}],"stateMutability":"payable","type":"function"},{"inputs":[{"internalType":"bytes[]","name":"paths","type":"bytes[]"},{"internalType":"uint128[]","name":"amounts","type":"uint128[]"},{"internalType":"uint24","name":"maximumTickDivergence","type":"uint24"},{"internalType":"uint32","name":"secondsAgo","type":"uint32"}],"name":"checkOracleSlippage","outputs":[],"stateMutability":"view","type":"function"},{"inputs":[{"internalType":"bytes","name":"path","type":"bytes"},{"internalType":"uint24","name":"maximumTickDivergence","type":"uint24"},{"internalType":"uint32","name":"secondsAgo","type":"uint32"}],"name":"checkOracleSlippage","outputs":[],"stateMutability":"view","type":"function"},{"inputs":[{"components":[{"internalType":"bytes","name":"path","type":"bytes"},{"internalType":"address","name":"recipient","type":"address"},{"internalType":"uint256","name":"amountIn","type":"uint256"},{"internalType":"uint256","name":"amountOutMinimum","type":"uint256"}],"internalType":"struct IV3SwapRouter.ExactInputParams","name":"params","type":"tuple"}],"name":"exactInput","outputs":[{"internalType":"uint256","name":"amountOut","type":"uint256"}],"stateMutability":"payable","type":"function"},{"inputs":[{"components":[{"internalType":"address","name":"tokenIn","type":"address"},{"internalType":"address","name":"tokenOut","type":"address"},{"internalType":"uint24","name":"fee","type":"uint24"},{"internalType":"address","name":"recipient","type":"address"},{"internalType":"uint256","name":"amountIn","type":"uint256"},{"internalType":"uint256","name":"amountOutMinimum","type":"uint256"},{"internalType":"uint160","name":"sqrtPriceLimitX96","type":"uint160"}],"internalType":"struct IV3SwapRouter.ExactInputSingleParams","name":"params","type":"tuple"}],"name":"exactInputSingle","outputs":[{"internalType":"uint256","name":"amountOut","type":"uint256"}],"stateMutability":"payable","type":"function"},{"inputs":[{"components":[{"internalType":"bytes","name":"path","type":"bytes"},{"internalType":"address","name":"recipient","type":"address"},{"internalType":"uint256","name":"amountOut","type":"uint256"},{"internalType":"uint256","name":"amountInMaximum","type":"uint256"}],"internalType":"struct IV3SwapRouter.ExactOutputParams","name":"params","type":"tuple"}],"name":"exactOutput","outputs":[{"internalType":"uint256","name":"amountIn","type":"uint256"}],"stateMutability":"payable","type":"function"},{"inputs":[{"components":[{"internalType":"address","name":"tokenIn","type":"address"},{"internalType":"address","name":"tokenOut","type":"address"},{"internalType":"uint24","name":"fee","type":"uint24"},{"internalType":"address","name":"recipient","type":"address"},{"internalType":"uint256","name":"amountOut","type":"uint256"},{"internalType":"uint256","name":"amountInMaximum","type":"uint256"},{"internalType":"uint160","name":"sqrtPriceLimitX96","type":"uint160"}],"internalType":"struct IV3SwapRouter.ExactOutputSingleParams","name":"params","type":"tuple"}],"name":"exactOutputSingle","outputs":[{"internalType":"uint256","name":"amountIn","type":"uint256"}],"stateMutability":"payable","type":"function"},{"inputs":[],"name":"factory","outputs":[{"internalType":"address","name":"","type":"address"}],"stateMutability":"view","type":"function"},{"inputs":[],"name":"factoryV2","outputs":[{"internalType":"address","name":"","type":"address"}],"stateMutability":"view","type":"function"},{"inputs":[{"internalType":"address","name":"token","type":"address"},{"internalType":"uint256","name":"amount","type":"uint256"}],"name":"getApprovalType","outputs":[{"internalType":"enum IApproveAndCall.ApprovalType","name":"","type":"uint8"}],"stateMutability":"nonpayable","type":"function"},{"inputs":[{"components":[{"internalType":"address","name":"token0","type":"address"},{"internalType":"address","name":"token1","type":"address"},{"internalType":"uint256","name":"tokenId","type":"uint256"},{"internalType":"uint256","name":"amount0Min","type":"uint256"},{"internalType":"uint256","name":"amount1Min","type":"uint256"}],"internalType":"struct IApproveAndCall.IncreaseLiquidityParams","name":"params","type":"tuple"}],"name":"increaseLiquidity","outputs":[{"internalType":"bytes","name":"result","type":"bytes"}],"stateMutability":"payable","type":"function"},{"inputs":[{"components":[{"internalType":"address","name":"token0","type":"address"},{"internalType":"address","name":"token1","type":"address"},{"internalType":"uint24","name":"fee","type":"uint24"},{"internalType":"int24","name":"tickLower","type":"int24"},{"internalType":"int24","name":"tickUpper","type":"int24"},{"internalType":"uint256","name":"amount0Min","type":"uint256"},{"internalType":"uint256","name":"amount1Min","type":"uint256"},{"internalType":"address","name":"recipient","type":"address"}],"internalType":"struct IApproveAndCall.MintParams","name":"params","type":"tuple"}],"name":"mint","outputs":[{"internalType":"bytes","name":"result","type":"bytes"}],"stateMutability":"payable","type":"function"},{"inputs":[{"internalType":"bytes32","name":"previousBlockhash","type":"bytes32"},{"internalType":"bytes[]","name":"data","type":"bytes[]"}],"name":"multicall","outputs":[{"internalType":"bytes[]","name":"","type":"bytes[]"}],"stateMutability":"payable","type":"function"},{"inputs":[{"internalType":"uint256","name":"deadline","type":"uint256"},{"internalType":"bytes[]","name":"data","type":"bytes[]"}],"name":"multicall","outputs":[{"internalType":"bytes[]","name":"","type":"bytes[]"}],"stateMutability":"payable","type":"function"},{"inputs":[{"internalType":"bytes[]","name":"data","type":"bytes[]"}],"name":"multicall","outputs":[{"internalType":"bytes[]","name":"results","type":"bytes[]"}],"stateMutability":"payable","type":"function"},{"inputs":[],"name":"positionManager","outputs":[{"internalType":"address","name":"","type":"address"}],"stateMutability":"view","type":"function"},{"inputs":[{"internalType":"address","name":"token","type":"address"},{"internalType":"uint256","name":"value","type":"uint256"}],"name":"pull","outputs":[],"stateMutability":"payable","type":"function"},{"inputs":[],"name":"refundETH","outputs":[],"stateMutability":"payable","type":"function"},{"inputs":[{"internalType":"address","name":"token","type":"address"},{"internalType":"uint256","name":"value","type":"uint256"},{"internalType":"uint256","name":"deadline","type":"uint256"},{"internalType":"uint8","name":"v","type":"uint8"},{"internalType":"bytes32","name":"r","type":"bytes32"},{"internalType":"bytes32","name":"s","type":"bytes32"}],"name":"selfPermit","outputs":[],"stateMutability":"payable","type":"function"},{"inputs":[{"internalType":"address","name":"token","type":"address"},{"internalType":"uint256","name":"nonce","type":"uint256"},{"internalType":"uint256","name":"expiry","type":"uint256"},{"internalType":"uint8","name":"v","type":"uint8"},{"internalType":"bytes32","name":"r","type":"bytes32"},{"internalType":"bytes32","name":"s","type":"bytes32"}],"name":"selfPermitAllowed","outputs":[],"stateMutability":"payable","type":"function"},{"inputs":[{"internalType":"address","name":"token","type":"address"},{"internalType":"uint256","name":"nonce","type":"uint256"},{"internalType":"uint256","name":"expiry","type":"uint256"},{"internalType":"uint8","name":"v","type":"uint8"},{"internalType":"bytes32","name":"r","type":"bytes32"},{"internalType":"bytes32","name":"s","type":"bytes32"}],"name":"selfPermitAllowedIfNecessary","outputs":[],"stateMutability":"payable","type":"function"},{"inputs":[{"internalType":"address","name":"token","type":"address"},{"internalType":"uint256","name":"value","type":"uint256"},{"internalType":"uint256","name":"deadline","type":"uint256"},{"internalType":"uint8","name":"v","type":"uint8"},{"internalType":"bytes32","name":"r","type":"bytes32"},{"internalType":"bytes32","name":"s","type":"bytes32"}],"name":"selfPermitIfNecessary","outputs":[],"stateMutability":"payable","type":"function"},{"inputs":[{"internalType":"uint256","name":"amountIn","type":"uint256"},{"internalType":"uint256","name":"amountOutMin","type":"uint256"},{"internalType":"address[]","name":"path","type":"address[]"},{"internalType":"address","name":"to","type":"address"}],"name":"swapExactTokensForTokens","outputs":[{"internalType":"uint256","name":"amountOut","type":"uint256"}],"stateMutability":"payable","type":"function"},{"inputs":[{"internalType":"uint256","name":"amountOut","type":"uint256"},{"internalType":"uint256","name":"amountInMax","type":"uint256"},{"internalType":"address[]","name":"path","type":"address[]"},{"internalType":"address","name":"to","type":"address"}],"name":"swapTokensForExactTokens","outputs":[{"internalType":"uint256","name":"amountIn","type":"uint256"}],"stateMutability":"payable","type":"function"},{"inputs":[{"internalType":"address","name":"token","type":"address"},{"internalType":"uint256","name":"amountMinimum","type":"uint256"},{"internalType":"address","name":"recipient","type":"address"}],"name":"sweepToken","outputs":[],"stateMutability":"payable","type":"function"},{"inputs":[{"internalType":"address","name":"token","type":"address"},{"internalType":"uint256","name":"amountMinimum","type":"uint256"}],"name":"sweepToken","outputs":[],"stateMutability":"payable","type":"function"},{"inputs":[{"internalType":"address","name":"token","type":"address"},{"internalType":"uint256","name":"amountMinimum","type":"uint256"},{"internalType":"uint256","name":"feeBips","type":"uint256"},{"internalType":"address","name":"feeRecipient","type":"address"}],"name":"sweepTokenWithFee","outputs":[],"stateMutability":"payable","type":"function"},{"inputs":[{"internalType":"address","name":"token","type":"address"},{"internalType":"uint256","name":"amountMinimum","type":"uint256"},{"internalType":"address","name":"recipient","type":"address"},{"internalType":"uint256","name":"feeBips","type":"uint256"},{"internalType":"address","name":"feeRecipient","type":"address"}],"name":"sweepTokenWithFee","outputs":[],"stateMutability":"payable","type":"function"},{"inputs":[{"internalType":"int256","name":"amount0Delta","type":"int256"},{"internalType":"int256","name":"amount1Delta","type":"int256"},{"internalType":"bytes","name":"_data","type":"bytes"}],"name":"uniswapV3SwapCallback","outputs":[],"stateMutability":"nonpayable","type":"function"},{"inputs":[{"internalType":"uint256","name":"amountMinimum","type":"uint256"},{"internalType":"address","name":"recipient","type":"address"}],"name":"unwrapWETH9","outputs":[],"stateMutability":"payable","type":"function"},{"inputs":[{"internalType":"uint256","name":"amountMinimum","type":"uint256"}],"name":"unwrapWETH9","outputs":[],"stateMutability":"payable","type":"function"},{"inputs":[{"internalType":"uint256","name":"amountMinimum","type":"uint256"},{"internalType":"address","name":"recipient","type":"address"},{"internalType":"uint256","name":"feeBips","type":"uint256"},{"internalType":"address","name":"feeRecipient","type":"address"}],"name":"unwrapWETH9WithFee","outputs":[],"stateMutability":"payable","type":"function"},{"inputs":[{"internalType":"uint256","name":"amountMinimum","type":"uint256"},{"internalType":"uint256","name":"feeBips","type":"uint256"},{"internalType":"address","name":"feeRecipient","type":"address"}],"name":"unwrapWETH9WithFee","outputs":[],"stateMutability":"payable","type":"function"},{"inputs":[{"internalType":"uint256","name":"value","type":"uint256"}],"name":"wrapETH","outputs":[],"stateMutability":"payable","type":"function"},{"stateMutability":"payable","type":"receive"}]';
const ABI_Pool = '[{\"inputs\":[],\"stateMutability\":\"nonpayable\",\"type\":\"constructor\"},{\"anonymous\":false,\"inputs\":[{\"indexed\":true,\"internalType\":\"address\",\"name\":\"owner\",\"type\":\"address\"},{\"indexed\":true,\"internalType\":\"int24\",\"name\":\"tickLower\",\"type\":\"int24\"},{\"indexed\":true,\"internalType\":\"int24\",\"name\":\"tickUpper\",\"type\":\"int24\"},{\"indexed\":false,\"internalType\":\"uint128\",\"name\":\"amount\",\"type\":\"uint128\"},{\"indexed\":false,\"internalType\":\"uint256\",\"name\":\"amount0\",\"type\":\"uint256\"},{\"indexed\":false,\"internalType\":\"uint256\",\"name\":\"amount1\",\"type\":\"uint256\"}],\"name\":\"Burn\",\"type\":\"event\"},{\"anonymous\":false,\"inputs\":[{\"indexed\":true,\"internalType\":\"address\",\"name\":\"owner\",\"type\":\"address\"},{\"indexed\":false,\"internalType\":\"address\",\"name\":\"recipient\",\"type\":\"address\"},{\"indexed\":true,\"internalType\":\"int24\",\"name\":\"tickLower\",\"type\":\"int24\"},{\"indexed\":true,\"internalType\":\"int24\",\"name\":\"tickUpper\",\"type\":\"int24\"},{\"indexed\":false,\"internalType\":\"uint128\",\"name\":\"amount0\",\"type\":\"uint128\"},{\"indexed\":false,\"internalType\":\"uint128\",\"name\":\"amount1\",\"type\":\"uint128\"}],\"name\":\"Collect\",\"type\":\"event\"},{\"anonymous\":false,\"inputs\":[{\"indexed\":true,\"internalType\":\"address\",\"name\":\"sender\",\"type\":\"address\"},{\"indexed\":true,\"internalType\":\"address\",\"name\":\"recipient\",\"type\":\"address\"},{\"indexed\":false,\"internalType\":\"uint128\",\"name\":\"amount0\",\"type\":\"uint128\"},{\"indexed\":false,\"internalType\":\"uint128\",\"name\":\"amount1\",\"type\":\"uint128\"}],\"name\":\"CollectProtocol\",\"type\":\"event\"},{\"anonymous\":false,\"inputs\":[{\"indexed\":true,\"internalType\":\"address\",\"name\":\"sender\",\"type\":\"address\"},{\"indexed\":true,\"internalType\":\"address\",\"name\":\"recipient\",\"type\":\"address\"},{\"indexed\":false,\"internalType\":\"uint256\",\"name\":\"amount0\",\"type\":\"uint256\"},{\"indexed\":false,\"internalType\":\"uint256\",\"name\":\"amount1\",\"type\":\"uint256\"},{\"indexed\":false,\"internalType\":\"uint256\",\"name\":\"paid0\",\"type\":\"uint256\"},{\"indexed\":false,\"internalType\":\"uint256\",\"name\":\"paid1\",\"type\":\"uint256\"}],\"name\":\"Flash\",\"type\":\"event\"},{\"anonymous\":false,\"inputs\":[{\"indexed\":false,\"internalType\":\"uint16\",\"name\":\"observationCardinalityNextOld\",\"type\":\"uint16\"},{\"indexed\":false,\"internalType\":\"uint16\",\"name\":\"observationCardinalityNextNew\",\"type\":\"uint16\"}],\"name\":\"IncreaseObservationCardinalityNext\",\"type\":\"event\"},{\"anonymous\":false,\"inputs\":[{\"indexed\":false,\"internalType\":\"uint160\",\"name\":\"sqrtPriceX96\",\"type\":\"uint160\"},{\"indexed\":false,\"internalType\":\"int24\",\"name\":\"tick\",\"type\":\"int24\"}],\"name\":\"Initialize\",\"type\":\"event\"},{\"anonymous\":false,\"inputs\":[{\"indexed\":false,\"internalType\":\"address\",\"name\":\"sender\",\"type\":\"address\"},{\"indexed\":true,\"internalType\":\"address\",\"name\":\"owner\",\"type\":\"address\"},{\"indexed\":true,\"internalType\":\"int24\",\"name\":\"tickLower\",\"type\":\"int24\"},{\"indexed\":true,\"internalType\":\"int24\",\"name\":\"tickUpper\",\"type\":\"int24\"},{\"indexed\":false,\"internalType\":\"uint128\",\"name\":\"amount\",\"type\":\"uint128\"},{\"indexed\":false,\"internalType\":\"uint256\",\"name\":\"amount0\",\"type\":\"uint256\"},{\"indexed\":false,\"internalType\":\"uint256\",\"name\":\"amount1\",\"type\":\"uint256\"}],\"name\":\"Mint\",\"type\":\"event\"},{\"anonymous\":false,\"inputs\":[{\"indexed\":false,\"internalType\":\"uint8\",\"name\":\"feeProtocol0Old\",\"type\":\"uint8\"},{\"indexed\":false,\"internalType\":\"uint8\",\"name\":\"feeProtocol1Old\",\"type\":\"uint8\"},{\"indexed\":false,\"internalType\":\"uint8\",\"name\":\"feeProtocol0New\",\"type\":\"uint8\"},{\"indexed\":false,\"internalType\":\"uint8\",\"name\":\"feeProtocol1New\",\"type\":\"uint8\"}],\"name\":\"SetFeeProtocol\",\"type\":\"event\"},{\"anonymous\":false,\"inputs\":[{\"indexed\":true,\"internalType\":\"address\",\"name\":\"sender\",\"type\":\"address\"},{\"indexed\":true,\"internalType\":\"address\",\"name\":\"recipient\",\"type\":\"address\"},{\"indexed\":false,\"internalType\":\"int256\",\"name\":\"amount0\",\"type\":\"int256\"},{\"indexed\":false,\"internalType\":\"int256\",\"name\":\"amount1\",\"type\":\"int256\"},{\"indexed\":false,\"internalType\":\"uint160\",\"name\":\"sqrtPriceX96\",\"type\":\"uint160\"},{\"indexed\":false,\"internalType\":\"uint128\",\"name\":\"liquidity\",\"type\":\"uint128\"},{\"indexed\":false,\"internalType\":\"int24\",\"name\":\"tick\",\"type\":\"int24\"}],\"name\":\"Swap\",\"type\":\"event\"},{\"inputs\":[{\"internalType\":\"int24\",\"name\":\"tickLower\",\"type\":\"int24\"},{\"internalType\":\"int24\",\"name\":\"tickUpper\",\"type\":\"int24\"},{\"internalType\":\"uint128\",\"name\":\"amount\",\"type\":\"uint128\"}],\"name\":\"burn\",\"outputs\":[{\"internalType\":\"uint256\",\"name\":\"amount0\",\"type\":\"uint256\"},{\"internalType\":\"uint256\",\"name\":\"amount1\",\"type\":\"uint256\"}],\"stateMutability\":\"nonpayable\",\"type\":\"function\"},{\"inputs\":[{\"internalType\":\"address\",\"name\":\"recipient\",\"type\":\"address\"},{\"internalType\":\"int24\",\"name\":\"tickLower\",\"type\":\"int24\"},{\"internalType\":\"int24\",\"name\":\"tickUpper\",\"type\":\"int24\"},{\"internalType\":\"uint128\",\"name\":\"amount0Requested\",\"type\":\"uint128\"},{\"internalType\":\"uint128\",\"name\":\"amount1Requested\",\"type\":\"uint128\"}],\"name\":\"collect\",\"outputs\":[{\"internalType\":\"uint128\",\"name\":\"amount0\",\"type\":\"uint128\"},{\"internalType\":\"uint128\",\"name\":\"amount1\",\"type\":\"uint128\"}],\"stateMutability\":\"nonpayable\",\"type\":\"function\"},{\"inputs\":[{\"internalType\":\"address\",\"name\":\"recipient\",\"type\":\"address\"},{\"internalType\":\"uint128\",\"name\":\"amount0Requested\",\"type\":\"uint128\"},{\"internalType\":\"uint128\",\"name\":\"amount1Requested\",\"type\":\"uint128\"}],\"name\":\"collectProtocol\",\"outputs\":[{\"internalType\":\"uint128\",\"name\":\"amount0\",\"type\":\"uint128\"},{\"internalType\":\"uint128\",\"name\":\"amount1\",\"type\":\"uint128\"}],\"stateMutability\":\"nonpayable\",\"type\":\"function\"},{\"inputs\":[],\"name\":\"factory\",\"outputs\":[{\"internalType\":\"address\",\"name\":\"\",\"type\":\"address\"}],\"stateMutability\":\"view\",\"type\":\"function\"},{\"inputs\":[],\"name\":\"fee\",\"outputs\":[{\"internalType\":\"uint24\",\"name\":\"\",\"type\":\"uint24\"}],\"stateMutability\":\"view\",\"type\":\"function\"},{\"inputs\":[],\"name\":\"feeGrowthGlobal0X128\",\"outputs\":[{\"internalType\":\"uint256\",\"name\":\"\",\"type\":\"uint256\"}],\"stateMutability\":\"view\",\"type\":\"function\"},{\"inputs\":[],\"name\":\"feeGrowthGlobal1X128\",\"outputs\":[{\"internalType\":\"uint256\",\"name\":\"\",\"type\":\"uint256\"}],\"stateMutability\":\"view\",\"type\":\"function\"},{\"inputs\":[{\"internalType\":\"address\",\"name\":\"recipient\",\"type\":\"address\"},{\"internalType\":\"uint256\",\"name\":\"amount0\",\"type\":\"uint256\"},{\"internalType\":\"uint256\",\"name\":\"amount1\",\"type\":\"uint256\"},{\"internalType\":\"bytes\",\"name\":\"data\",\"type\":\"bytes\"}],\"name\":\"flash\",\"outputs\":[],\"stateMutability\":\"nonpayable\",\"type\":\"function\"},{\"inputs\":[{\"internalType\":\"uint16\",\"name\":\"observationCardinalityNext\",\"type\":\"uint16\"}],\"name\":\"increaseObservationCardinalityNext\",\"outputs\":[],\"stateMutability\":\"nonpayable\",\"type\":\"function\"},{\"inputs\":[{\"internalType\":\"uint160\",\"name\":\"sqrtPriceX96\",\"type\":\"uint160\"}],\"name\":\"initialize\",\"outputs\":[],\"stateMutability\":\"nonpayable\",\"type\":\"function\"},{\"inputs\":[],\"name\":\"liquidity\",\"outputs\":[{\"internalType\":\"uint128\",\"name\":\"\",\"type\":\"uint128\"}],\"stateMutability\":\"view\",\"type\":\"function\"},{\"inputs\":[],\"name\":\"maxLiquidityPerTick\",\"outputs\":[{\"internalType\":\"uint128\",\"name\":\"\",\"type\":\"uint128\"}],\"stateMutability\":\"view\",\"type\":\"function\"},{\"inputs\":[{\"internalType\":\"address\",\"name\":\"recipient\",\"type\":\"address\"},{\"internalType\":\"int24\",\"name\":\"tickLower\",\"type\":\"int24\"},{\"internalType\":\"int24\",\"name\":\"tickUpper\",\"type\":\"int24\"},{\"internalType\":\"uint128\",\"name\":\"amount\",\"type\":\"uint128\"},{\"internalType\":\"bytes\",\"name\":\"data\",\"type\":\"bytes\"}],\"name\":\"mint\",\"outputs\":[{\"internalType\":\"uint256\",\"name\":\"amount0\",\"type\":\"uint256\"},{\"internalType\":\"uint256\",\"name\":\"amount1\",\"type\":\"uint256\"}],\"stateMutability\":\"nonpayable\",\"type\":\"function\"},{\"inputs\":[{\"internalType\":\"uint256\",\"name\":\"\",\"type\":\"uint256\"}],\"name\":\"observations\",\"outputs\":[{\"internalType\":\"uint32\",\"name\":\"blockTimestamp\",\"type\":\"uint32\"},{\"internalType\":\"int56\",\"name\":\"tickCumulative\",\"type\":\"int56\"},{\"internalType\":\"uint160\",\"name\":\"secondsPerLiquidityCumulativeX128\",\"type\":\"uint160\"},{\"internalType\":\"bool\",\"name\":\"initialized\",\"type\":\"bool\"}],\"stateMutability\":\"view\",\"type\":\"function\"},{\"inputs\":[{\"internalType\":\"uint32[]\",\"name\":\"secondsAgos\",\"type\":\"uint32[]\"}],\"name\":\"observe\",\"outputs\":[{\"internalType\":\"int56[]\",\"name\":\"tickCumulatives\",\"type\":\"int56[]\"},{\"internalType\":\"uint160[]\",\"name\":\"secondsPerLiquidityCumulativeX128s\",\"type\":\"uint160[]\"}],\"stateMutability\":\"view\",\"type\":\"function\"},{\"inputs\":[{\"internalType\":\"bytes32\",\"name\":\"\",\"type\":\"bytes32\"}],\"name\":\"positions\",\"outputs\":[{\"internalType\":\"uint128\",\"name\":\"liquidity\",\"type\":\"uint128\"},{\"internalType\":\"uint256\",\"name\":\"feeGrowthInside0LastX128\",\"type\":\"uint256\"},{\"internalType\":\"uint256\",\"name\":\"feeGrowthInside1LastX128\",\"type\":\"uint256\"},{\"internalType\":\"uint128\",\"name\":\"tokensOwed0\",\"type\":\"uint128\"},{\"internalType\":\"uint128\",\"name\":\"tokensOwed1\",\"type\":\"uint128\"}],\"stateMutability\":\"view\",\"type\":\"function\"},{\"inputs\":[],\"name\":\"protocolFees\",\"outputs\":[{\"internalType\":\"uint128\",\"name\":\"token0\",\"type\":\"uint128\"},{\"internalType\":\"uint128\",\"name\":\"token1\",\"type\":\"uint128\"}],\"stateMutability\":\"view\",\"type\":\"function\"},{\"inputs\":[{\"internalType\":\"uint8\",\"name\":\"feeProtocol0\",\"type\":\"uint8\"},{\"internalType\":\"uint8\",\"name\":\"feeProtocol1\",\"type\":\"uint8\"}],\"name\":\"setFeeProtocol\",\"outputs\":[],\"stateMutability\":\"nonpayable\",\"type\":\"function\"},{\"inputs\":[],\"name\":\"slot0\",\"outputs\":[{\"internalType\":\"uint160\",\"name\":\"sqrtPriceX96\",\"type\":\"uint160\"},{\"internalType\":\"int24\",\"name\":\"tick\",\"type\":\"int24\"},{\"internalType\":\"uint16\",\"name\":\"observationIndex\",\"type\":\"uint16\"},{\"internalType\":\"uint16\",\"name\":\"observationCardinality\",\"type\":\"uint16\"},{\"internalType\":\"uint16\",\"name\":\"observationCardinalityNext\",\"type\":\"uint16\"},{\"internalType\":\"uint8\",\"name\":\"feeProtocol\",\"type\":\"uint8\"},{\"internalType\":\"bool\",\"name\":\"unlocked\",\"type\":\"bool\"}],\"stateMutability\":\"view\",\"type\":\"function\"},{\"inputs\":[{\"internalType\":\"int24\",\"name\":\"tickLower\",\"type\":\"int24\"},{\"internalType\":\"int24\",\"name\":\"tickUpper\",\"type\":\"int24\"}],\"name\":\"snapshotCumulativesInside\",\"outputs\":[{\"internalType\":\"int56\",\"name\":\"tickCumulativeInside\",\"type\":\"int56\"},{\"internalType\":\"uint160\",\"name\":\"secondsPerLiquidityInsideX128\",\"type\":\"uint160\"},{\"internalType\":\"uint32\",\"name\":\"secondsInside\",\"type\":\"uint32\"}],\"stateMutability\":\"view\",\"type\":\"function\"},{\"inputs\":[{\"internalType\":\"address\",\"name\":\"recipient\",\"type\":\"address\"},{\"internalType\":\"bool\",\"name\":\"zeroForOne\",\"type\":\"bool\"},{\"internalType\":\"int256\",\"name\":\"amountSpecified\",\"type\":\"int256\"},{\"internalType\":\"uint160\",\"name\":\"sqrtPriceLimitX96\",\"type\":\"uint160\"},{\"internalType\":\"bytes\",\"name\":\"data\",\"type\":\"bytes\"}],\"name\":\"swap\",\"outputs\":[{\"internalType\":\"int256\",\"name\":\"amount0\",\"type\":\"int256\"},{\"internalType\":\"int256\",\"name\":\"amount1\",\"type\":\"int256\"}],\"stateMutability\":\"nonpayable\",\"type\":\"function\"},{\"inputs\":[{\"internalType\":\"int16\",\"name\":\"\",\"type\":\"int16\"}],\"name\":\"tickBitmap\",\"outputs\":[{\"internalType\":\"uint256\",\"name\":\"\",\"type\":\"uint256\"}],\"stateMutability\":\"view\",\"type\":\"function\"},{\"inputs\":[],\"name\":\"tickSpacing\",\"outputs\":[{\"internalType\":\"int24\",\"name\":\"\",\"type\":\"int24\"}],\"stateMutability\":\"view\",\"type\":\"function\"},{\"inputs\":[{\"internalType\":\"int24\",\"name\":\"\",\"type\":\"int24\"}],\"name\":\"ticks\",\"outputs\":[{\"internalType\":\"uint128\",\"name\":\"liquidityGross\",\"type\":\"uint128\"},{\"internalType\":\"int128\",\"name\":\"liquidityNet\",\"type\":\"int128\"},{\"internalType\":\"uint256\",\"name\":\"feeGrowthOutside0X128\",\"type\":\"uint256\"},{\"internalType\":\"uint256\",\"name\":\"feeGrowthOutside1X128\",\"type\":\"uint256\"},{\"internalType\":\"int56\",\"name\":\"tickCumulativeOutside\",\"type\":\"int56\"},{\"internalType\":\"uint160\",\"name\":\"secondsPerLiquidityOutsideX128\",\"type\":\"uint160\"},{\"internalType\":\"uint32\",\"name\":\"secondsOutside\",\"type\":\"uint32\"},{\"internalType\":\"bool\",\"name\":\"initialized\",\"type\":\"bool\"}],\"stateMutability\":\"view\",\"type\":\"function\"},{\"inputs\":[],\"name\":\"token0\",\"outputs\":[{\"internalType\":\"address\",\"name\":\"\",\"type\":\"address\"}],\"stateMutability\":\"view\",\"type\":\"function\"},{\"inputs\":[],\"name\":\"token1\",\"outputs\":[{\"internalType\":\"address\",\"name\":\"\",\"type\":\"address\"}],\"stateMutability\":\"view\",\"type\":\"function\"}]'
const ABI_Factory = '[{\"inputs\":[],\"stateMutability\":\"nonpayable\",\"type\":\"constructor\"},{\"anonymous\":false,\"inputs\":[{\"indexed\":true,\"internalType\":\"uint24\",\"name\":\"fee\",\"type\":\"uint24\"},{\"indexed\":true,\"internalType\":\"int24\",\"name\":\"tickSpacing\",\"type\":\"int24\"}],\"name\":\"FeeAmountEnabled\",\"type\":\"event\"},{\"anonymous\":false,\"inputs\":[{\"indexed\":true,\"internalType\":\"address\",\"name\":\"oldOwner\",\"type\":\"address\"},{\"indexed\":true,\"internalType\":\"address\",\"name\":\"newOwner\",\"type\":\"address\"}],\"name\":\"OwnerChanged\",\"type\":\"event\"},{\"anonymous\":false,\"inputs\":[{\"indexed\":true,\"internalType\":\"address\",\"name\":\"token0\",\"type\":\"address\"},{\"indexed\":true,\"internalType\":\"address\",\"name\":\"token1\",\"type\":\"address\"},{\"indexed\":true,\"internalType\":\"uint24\",\"name\":\"fee\",\"type\":\"uint24\"},{\"indexed\":false,\"internalType\":\"int24\",\"name\":\"tickSpacing\",\"type\":\"int24\"},{\"indexed\":false,\"internalType\":\"address\",\"name\":\"pool\",\"type\":\"address\"}],\"name\":\"PoolCreated\",\"type\":\"event\"},{\"inputs\":[{\"internalType\":\"address\",\"name\":\"tokenA\",\"type\":\"address\"},{\"internalType\":\"address\",\"name\":\"tokenB\",\"type\":\"address\"},{\"internalType\":\"uint24\",\"name\":\"fee\",\"type\":\"uint24\"}],\"name\":\"createPool\",\"outputs\":[{\"internalType\":\"address\",\"name\":\"pool\",\"type\":\"address\"}],\"stateMutability\":\"nonpayable\",\"type\":\"function\"},{\"inputs\":[{\"internalType\":\"uint24\",\"name\":\"fee\",\"type\":\"uint24\"},{\"internalType\":\"int24\",\"name\":\"tickSpacing\",\"type\":\"int24\"}],\"name\":\"enableFeeAmount\",\"outputs\":[],\"stateMutability\":\"nonpayable\",\"type\":\"function\"},{\"inputs\":[{\"internalType\":\"uint24\",\"name\":\"\",\"type\":\"uint24\"}],\"name\":\"feeAmountTickSpacing\",\"outputs\":[{\"internalType\":\"int24\",\"name\":\"\",\"type\":\"int24\"}],\"stateMutability\":\"view\",\"type\":\"function\"},{\"inputs\":[{\"internalType\":\"address\",\"name\":\"\",\"type\":\"address\"},{\"internalType\":\"address\",\"name\":\"\",\"type\":\"address\"},{\"internalType\":\"uint24\",\"name\":\"\",\"type\":\"uint24\"}],\"name\":\"getPool\",\"outputs\":[{\"internalType\":\"address\",\"name\":\"\",\"type\":\"address\"}],\"stateMutability\":\"view\",\"type\":\"function\"},{\"inputs\":[],\"name\":\"owner\",\"outputs\":[{\"internalType\":\"address\",\"name\":\"\",\"type\":\"address\"}],\"stateMutability\":\"view\",\"type\":\"function\"},{\"inputs\":[],\"name\":\"parameters\",\"outputs\":[{\"internalType\":\"address\",\"name\":\"factory\",\"type\":\"address\"},{\"internalType\":\"address\",\"name\":\"token0\",\"type\":\"address\"},{\"internalType\":\"address\",\"name\":\"token1\",\"type\":\"address\"},{\"internalType\":\"uint24\",\"name\":\"fee\",\"type\":\"uint24\"},{\"internalType\":\"int24\",\"name\":\"tickSpacing\",\"type\":\"int24\"}],\"stateMutability\":\"view\",\"type\":\"function\"},{\"inputs\":[{\"internalType\":\"address\",\"name\":\"_owner\",\"type\":\"address\"}],\"name\":\"setOwner\",\"outputs\":[],\"stateMutability\":\"nonpayable\",\"type\":\"function\"}]'
let ContractV3Factory = "0x1F98431c8aD98523631AE4a59f267346ea31F984"
let ContractV3SwapRouterV2 = "0x68b3465833fb72A70ecDF485E0e4C7bD8665Fc45"
function computePoolPrice(decimals0, decimals1, sqrtPriceX96) {
    [decimals0, decimals1, sqrtPriceX96] = [decimals0, decimals1, sqrtPriceX96].map(BigInt);
    const TWO = BigInt(2);
    const TEN = BigInt(10);
    const SIX_TENTH = BigInt(1000000);
    const Q192 = (TWO ** BigInt(96)) ** TWO;
    return (
        Number((sqrtPriceX96 ** TWO * TEN ** decimals0 * SIX_TENTH) / (Q192 * TEN ** decimals1)) /
        Number(SIX_TENTH)
    );
}
function toAmount(s, decimals) {
    return Number((BigDecimal(BigInt(s))/BigDecimal(Math.pow(10, decimals))).toString())
}
function toInnerAmount(n, decimals) {
    return (BigDecimal(n)*BigDecimal(Math.pow(10,decimals))).toFixed(0)
}
$.NewUniswapV3 = function(e) {
    e = e || exchange
    if (e.GetName() !== 'Web3') {
        panic("only support Web3 exchange")
    }
    let self = {
        tokenInfo: {},
        walletAddress: e.IO("address"),
        pool: {}
    }
    // register
    e.IO("abi", ContractV3Factory, ABI_Factory)
    e.IO("abi", ContractV3SwapRouterV2, ABI_Route)
    self.addToken = function(name, address) {
        let ret = e.IO("api", address, "decimals")
        if (!ret) {
            throw "get token decimals failed"
        }
        let decimals = Number(ret)
        self.tokenInfo[name] = {
            name: name,
            decimals: decimals,
            address: address
        }
    }
    self.waitMined = function(tx) {
        while (true) {
            Sleep(1000)
            let info = e.IO("api", "eth", "eth_getTransactionReceipt", tx)
            if (info && info.gasUsed) {
                return true
            }
            Log('Transaction not yet mined', tx)
        }


來自 “ ITPUB部落格 ” ,連結:http://blog.itpub.net/70011332/viewspace-2939854/,如需轉載,請註明出處,否則將追究法律責任。

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