Check liquidity for tokens in UniswapV3 oracle

- Make sure there are at least 2 unit of each token
safe-global · Oct 10, 2022 · 15d5a0f · 15d5a0f
1 parent 54610de
commit 15d5a0f
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Showing 2 changed files with 30 additions and 10 deletions.
diff --git a/gnosis/eth/oracles/uniswap_v3.py b/gnosis/eth/oracles/uniswap_v3.py
@@ -11,6 +11,7 @@
 
 from .. import EthereumClient
 from ..constants import NULL_ADDRESS
+from ..contracts import get_erc20_contract
 from .abis.uniswap_v3 import (
     uniswap_v3_factory_abi,
     uniswap_v3_pool_abi,
@@ -138,19 +139,33 @@ def get_price(
                 f"Uniswap V3 pool does not exist for {token_address} and {token_address_2}"
             )
 
-        pool_contract = self.w3.eth.contract(pool_address, abi=uniswap_v3_pool_abi)
+        # Decimals needs to be adjusted
+        token_decimals = get_decimals(token_address, self.ethereum_client)
+        token_2_decimals = get_decimals(token_address_2, self.ethereum_client)
 
+        pool_contract = self.w3.eth.contract(pool_address, abi=uniswap_v3_pool_abi)
         try:
             (
-                liquidity,
+                token_balance,
+                token_2_balance,
                 (sqrt_price_x96, _, _, _, _, _, _),
             ) = self.ethereum_client.batch_call(
-                [pool_contract.functions.liquidity(), pool_contract.functions.slot0()]
+                [
+                    get_erc20_contract(
+                        self.ethereum_client.w3, token_address
+                    ).functions.balanceOf(pool_address),
+                    get_erc20_contract(
+                        self.ethereum_client.w3, token_address_2
+                    ).functions.balanceOf(pool_address),
+                    pool_contract.functions.slot0(),
+                ]
             )
-            if liquidity == 0:
+            if (token_balance / 10**token_decimals) < 2 or (
+                token_2_balance / 10**token_2_decimals
+            ) < 2:
                 error_message = (
                     f"Not enough liquidity on uniswap v3 for pair token_1={token_address} "
-                    f"token_2={token_address_2}"
+                    f"token_2={token_address_2}, at least 2 units of each token are required"
                 )
                 logger.warning(error_message)
                 raise CannotGetPriceFromOracle(error_message)
@@ -166,10 +181,6 @@ def get_price(
             logger.warning(error_message)
             raise CannotGetPriceFromOracle(error_message) from e
 
-        # Decimals needs to be adjusted
-        token_decimals = get_decimals(token_address, self.ethereum_client)
-        token_2_decimals = get_decimals(token_address_2, self.ethereum_client)
-
         # https://docs.uniswap.org/sdk/guides/fetching-prices
         if not reversed:
             # Multiplying by itself is way faster than exponential

diff --git a/gnosis/eth/tests/oracles/test_uniswap_v3.py b/gnosis/eth/tests/oracles/test_uniswap_v3.py
@@ -64,10 +64,19 @@ def test_get_price(self):
         with self.assertRaisesMessage(
             CannotGetPriceFromOracle,
             f"Not enough liquidity on uniswap v3 for pair token_1={s_usd_token_mainnet_address} "
-            f"token_2=0xC02aaA39b223FE8D0A0e5C4F27eAD9083C756Cc2",
+            f"token_2=0xC02aaA39b223FE8D0A0e5C4F27eAD9083C756Cc2, at least 2 units of each token are required",
         ):
             uniswap_v3_oracle.get_price(s_usd_token_mainnet_address)
 
+        # Test token with no liquidity
+        wrapped_nxm_token_mainnet_address = "0x0d438F3b5175Bebc262bF23753C1E53d03432bDE"
+        with self.assertRaisesMessage(
+            CannotGetPriceFromOracle,
+            f"Not enough liquidity on uniswap v3 for pair token_1={wrapped_nxm_token_mainnet_address} "
+            f"token_2=0xC02aaA39b223FE8D0A0e5C4F27eAD9083C756Cc2, at least 2 units of each token are required",
+        ):
+            uniswap_v3_oracle.get_price(wrapped_nxm_token_mainnet_address)
+
     def test_get_price_contract_not_deployed(self):
         self.assertFalse(UniswapV3Oracle.is_available(self.ethereum_client))
         with self.assertRaisesMessage(