eth-uniswap-prelim-analysis

Preliminary data analysis on Uniswap V3 on Ethereum.

Project structure

.
├── analysis
│   ├── data                        # data (gitignored, content omitted)
│   ├── 1-DataCollection.ipynb      # fetch data from subgraph and parse as DataFrames
│   ├── 2-TokenVolumeAnalysis.ipynb # analysis of token trading volume
│   ├── 3-PoolVolumeAnalysis.ipynb  # analysis of pool trading volume
│   └── 4-PoolTvlAnalysis.ipynb     # analysis of pool TVL
├── cookbook                        # useful code snippets written in notebooks
│   ├── data                        # data (gitignored, content omitted)
│   ├── subgraph_examples.ipynb     # implementation of Uniswap V3 subgraph tutorial
│   └── vertex_degrees.ipynb        # analysis of connectedness of Uniswap V3 tokens
├── pyammanalysis                   # local python module
│   ├── amm_arb                     # sub-module for AMM arbitrage
│   │   ├── __init__.py
│   │   ├── graph_arbitrage.py      # variant of Bellman-Ford algorithm to find arbitrage
│   │   └── uniswapv3_scraper.py    # scrape token pairs and produce adjacency list
│   ├── __init__.py
│   ├── graphql_helper.py           # wrapper around HTTP request.post to the subgraph URL
│   ├── pwlf_helper.py              # wrapper around pwlf (Piecewise Linear Fit) package
│   └── util.py                     # configurations like external API URL
├── .flake8                         # `flake8` Python style enforcement config file
├── .gitignore                      # ignore files that cannot be committed to Git
├── .pre-commit-config.yaml         # `pre-commit` hook config file
├── config.yaml                     # configs like whitelisted tokens
├── LICENSE.txt                     # MIT license file
├── poetry.lock                     # lock versions of dependencies managed by poetry
├── pyproject.toml                  # build system dependencies
└── README.md                       # this file

Installing dependencies

poetry install

Note: The remaining commands assume you are in a poetry shell. If you aren't, follow the instructions in the section Activating the virtual environment.

After setting up poetry, install the pre-commit hook:

pre-commit install

You can optionally run the pre-commit hook manually:

pre-commit run --all-files

Activating the virtual environment

poetry shell

Note: If you use VSCode, you may need to manually set the interpreter for the project for reading Python scripts and Jupyter notebooks.

Exit/deactivate:

exit