Uniswap Fee Calculator

Uniswap Fee Calculator is a tool for you to get the approximated fee APR from every trading pair on Uniswap.
Currently it supports Ethereum, Polygon, Optimism, and Arbitrum. Users can easily expand the supported trading pairs and chains by editing the config file.

Getting Started

git clone git@github.com:ZooWallet/Uniswap-Fee-Calculator.git
cd uniswap-fee-calculator
python3 -m venv .venv
source .venv/bin/activate
pip install -r requirements.txt

Get Fee APR

run the command below, and it will get the fee APR results based on the parameters in config.py. By default, the backtest is conducted with the past 3 days data, and 5000 ticks of liquidity range (about +- 65% around spot price)

python3 getFeeAPR.py 

The result will be saved into result.json in the same directory

{
    "ARB_WETHUSDC_0.05%": 16.588645734512603, 
    "ARB_GMXWETH_1%": 25.84230167178008, 
    "OP_WETHUSDC_0.05%": 17.206828558559593, 
    "MATIC_WETHUSDC_0.05%": 14.86813104467027, 
    "ETH_WETHUSDC_0.05%": 16.45983594670466
}

Behind The Scenes

1. fetchData(chain, pool, startTime, endTime) pulls raw data from Subgraph, and save it to a .txt file with raw data in it
2. Raw2CSV(chain,pool) handles the raw data and put it into a human-readable csv file
3. getFeeAPR(chain,pool,tickNumber,feeTier) reads corresponding csv file and calculate Fee APR, and return a dictionary
4. Based on the preset config file, every time a user calls getUniswapAPRs(), the program runs all of the above and return a dictionary of Fee APR

Code Breakdown

config.py

Keeps all the parameters, including:

backtestParams: how many days of data is used for the backtest, and the liquidity range for the backtest

# the backtest period for Fee APR and the range we wanna test on 
backtestParams = {
    "period" : 3, # backtest based on the past 3 days of data
    "tickNumber" : 5000 # backtest based on a 65% range of liquidity provision 
}

config: All the info for supported trading pairs, need to manually add it if user wants to support additional pairs

# the pair info, have to manually add/remove this config variable if we
# want get fee apr for more pairs
config = {
    "ARB_WETHUSDC_0.05%": {
        "ticker": "ARB_WETHUSDC_0.05%",
        "chain": "Arbitrum",
        "pool": "0xc31e54c7a869b9fcbecc14363cf510d1c41fa443",
        "feeTier": 0.0005
    },
    "ARB_GMXWETH_1%": {
        "ticker": "ARB_GMXWETH_1%",
        "chain": "Arbitrum",
        "pool": "0x80a9ae39310abf666a87c743d6ebbd0e8c42158e",
        "feeTier": 0.01
    },
    "OP_WETHUSDC_0.05%": {
        "ticker": "OP_WETHUSDC_0.05%",
        "chain": "Optimism",
        "pool": "0x85149247691df622eaf1a8bd0cafd40bc45154a9",
        "feeTier": 0.0005
    },
    "MATIC_WETHUSDC_0.05%": {
        "ticker": "MATIC_WETHUSDC_0.05%",
        "chain": "Polygon",
        "pool": "0x45dda9cb7c25131df268515131f647d726f50608",
        "feeTier": 0.0005
    },
    "ETH_WETHUSDC_0.05%": {
        "ticker": "ETH_WETHUSDC_0.05%",
        "chain": "Ethereum",
        "pool": "0x88e6a0c2ddd26feeb64f039a2c41296fcb3f5640",
        "feeTier": 0.0005
    }

}

subgraphURLs: the subgraph query URLs for different chains

# the subgraph url we use to query data from different chains
subgraphURLs = {
    "Arbitrum": "https://api.thegraph.com/subgraphs/name/ianlapham/arbitrum-minimal",
    "Optimism": "https://api.thegraph.com/subgraphs/name/ianlapham/optimism-post-regenesis",
    "Polygon": "https://api.thegraph.com/subgraphs/name/ianlapham/uniswap-v3-polygon",
    "Ethereum": "https://api.thegraph.com/subgraphs/name/uniswap/uniswap-v3"
    }

feeCalculator.py

There are four functions:
fetchData(): Based on the input params, pulling data from Subgraph and save it to a .txt file
Raw2CSV(): Handles the raw data and put it into a human-readable csv file
getEarnedFee(): Calculates the Fee APR for a single swap
getFeeAPR(): Reads corresponding csv file and calculate Fee APR, and return a dictionary

getFeeAPR.py

Traverse each trading pair in config.py to calculate the fee APR for each of them. Will save the result into result.json.