Check liquidity for Uniswap V3 oracle

- If there's not enough liquidity price can get crazy
safe-global · Sep 28, 2022 · d54202c · d54202c
1 parent 2ac06eb
commit d54202c
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Showing 2 changed files with 23 additions and 2 deletions.
diff --git a/gnosis/eth/oracles/uniswap_v3.py b/gnosis/eth/oracles/uniswap_v3.py
@@ -141,14 +141,26 @@ def get_price(
         pool_contract = self.w3.eth.contract(pool_address, abi=uniswap_v3_pool_abi)
 
         try:
-            sqrt_price_x96, _, _, _, _, _, _ = pool_contract.functions.slot0().call()
+            (
+                liquidity,
+                (sqrt_price_x96, _, _, _, _, _, _),
+            ) = self.ethereum_client.batch_call(
+                [pool_contract.functions.liquidity(), pool_contract.functions.slot0()]
+            )
+            if liquidity == 0:
+                error_message = (
+                    f"Not enough liquidity on uniswap v3 for pair token_1={token_address} "
+                    f"token_2={token_address_2}"
+                )
+                logger.warning(error_message)
+                raise CannotGetPriceFromOracle(error_message)
         except (
             ValueError,
             BadFunctionCallOutput,
             DecodingError,
         ) as e:
             error_message = (
-                f"Cannot get uniswap v2 price for pair token_1={token_address} "
+                f"Cannot get uniswap v3 price for pair token_1={token_address} "
                 f"token_2={token_address_2}"
             )
             logger.warning(error_message)

diff --git a/gnosis/eth/tests/oracles/test_uniswap_v3.py b/gnosis/eth/tests/oracles/test_uniswap_v3.py
@@ -59,6 +59,15 @@ def test_get_price(self):
         ):
             uniswap_v3_oracle.get_price(random_token)
 
+        # Test token with no liquidity
+        s_usd_token_mainnet_address = "0x57Ab1ec28D129707052df4dF418D58a2D46d5f51"
+        with self.assertRaisesMessage(
+            CannotGetPriceFromOracle,
+            f"Not enough liquidity on uniswap v3 for pair token_1={s_usd_token_mainnet_address} "
+            f"token_2=0xC02aaA39b223FE8D0A0e5C4F27eAD9083C756Cc2",
+        ):
+            uniswap_v3_oracle.get_price(s_usd_token_mainnet_address)
+
     def test_get_price_contract_not_deployed(self):
         self.assertFalse(UniswapV3Oracle.is_available(self.ethereum_client))
         with self.assertRaisesMessage(