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from brownie import * | |
def decode_uq112x112(num): | |
upper = num >> 112 | |
lower = num & (2 ** 112 - 1) | |
return upper + lower / 2 ** 112 | |
def main(): | |
sushi_factory = Contract('0xC0AEe478e3658e2610c5F7A4A2E1777cE9e4f2Ac') | |
ldo = '0x5a98fcbea516cf06857215779fd812ca3bef1b32' | |
weth = '0xC02aaA39b223FE8D0A0e5C4F27eAD9083C756Cc2' | |
pair = Contract(sushi_factory.getPair(ldo, weth)) | |
height = chain.height | |
sample = 10_000 | |
block_time = (chain[height].timestamp - chain[height - sample].timestamp) / sample | |
height_old = height - int(30 * 86400 / block_time) | |
prices = [ | |
decode_uq112x112(pair.price0CumulativeLast(block_identifier=x)) | |
for x in [height_old, height] | |
] | |
timestamps = [chain[x].timestamp for x in [height_old, height]] | |
twap = (prices[1] - prices[0]) / (timestamps[1] - timestamps[0]) | |
discount = 0.3 | |
ldo_sell = 462_962.9629629634 | |
eth_buy = twap * ldo_sell * (1 - discount) | |
print(f'twap = {twap} eth') | |
print(f'discount = {discount:.1%}') | |
print(f'sell = {ldo_sell} ldo') | |
print(f'buy = {eth_buy} eth') |
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