Off-chain Uniswap V2 TWAP calculator in Javascript

calculateUniswapTWAP.js

import { ethers } from 'ethers'
// To use this you need to read the Uniswap v2 contract for a pair/
// PRICE pulled from priceXCumulativeLast  
// TIMESTAMPS pulled from _blockTimestampLast in getReserves()


// Mock Data 
// In a real scenario you would fetch and store price & timestamp at an interval 
// to mirror the contract calculating the TWAP on chain
const price0 = '529527205677379158060966860839'
const timestamp = '1603273219'
const oldPrice0 = '529504297305243109940199126701'
const oldTimestamp = '1603269588'

const calculateTwap = async () => {
  // Convert Prices to BN
  const price0CumulativeLast = ethers.BigNumber.from(oldPrice0)
  let price0Cumulative = ethers.BigNumber.from(price0)

  // Convert timestamps to BN
  const latest = ethers.BigNumber.from(timestamp) // Current Uniswap contract timestamp
  const blockTimestamp = latest.mod(ethers.BigNumber.from(2).pow(32))
  const blockTimestampLast = ethers.BigNumber.from(oldTimestamp) // Saved Uniswap timestamp

  // Sub the timestamps to get distance
  const timeElapsed = blockTimestamp.sub(blockTimestampLast)

  // If subbing timestamps equals 0: no new trades have happened so use the Spot Price
  // Returning 0 here so it can be handled else where
  if (timeElapsed.toNumber() === 0) return 0

  // Do the TWAP calc
  const price0Average = price0Cumulative
    .sub(price0CumulativeLast)
    .div(timeElapsed)

  // Shifting the base to match the right numbers
  // Adjust the number of 0s as necessary.
  const targetRate = ethers.utils.parseEther('1000000000000')
  const exchangeRate0 = price0Average
    .mul(targetRate)
    .div(ethers.BigNumber.from(2).pow(112))

  // Returnthe Float of the TWAP 
  return parseFloat(ethers.utils.formatEther(exchangeRate0))
}

const main = async () => {
   const twap = await calculateTwap()
   console.log(twap)
}
main()

This code works in Javascript and should be easy to modify for different pairs.

Big thanks to @thegostep on the Uniswap discord for helping me out!