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fix: fix price impact calculation for 100% sell tax #53

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merged 5 commits into from
Oct 13, 2023
Merged

fix: fix price impact calculation for 100% sell tax #53

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73dcdac
catch 0 output amount case
tinaszheng Oct 13, 2023
a90651c
Fix code style issues with Prettier
lint-action Oct 13, 2023
11f9562
bump package version
tinaszheng Oct 13, 2023
fa70cfd
add error for 100% buy tax
tinaszheng Oct 13, 2023
71b572c
Fix code style issues with Prettier
lint-action Oct 13, 2023
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2 changes: 1 addition & 1 deletion package.json
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Original file line number Diff line number Diff line change
@@ -1,6 +1,6 @@
{
"name": "@uniswap/router-sdk",
"version": "1.7.0",
"version": "1.7.1",
"description": "An sdk for routing swaps using Uniswap v2 and Uniswap v3.",
"publishConfig": {
"access": "public"
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1 change: 1 addition & 0 deletions src/constants.ts
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Expand Up @@ -11,3 +11,4 @@ export const ONE = JSBI.BigInt(1)
export const V2_FEE_PATH_PLACEHOLDER = 8388608

export const ZERO_PERCENT = new Percent(ZERO)
export const ONE_HUNDRED_PERCENT = new Percent(100, 100)
10 changes: 9 additions & 1 deletion src/entities/trade.ts
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Expand Up @@ -2,7 +2,7 @@ import { Currency, CurrencyAmount, Fraction, Percent, Price, TradeType } from '@
import { Pair, Route as V2RouteSDK, Trade as V2TradeSDK } from '@uniswap/v2-sdk'
import { Pool, Route as V3RouteSDK, Trade as V3TradeSDK } from '@uniswap/v3-sdk'
import invariant from 'tiny-invariant'
import { ONE, ZERO, ZERO_PERCENT } from '../constants'
import { ONE, ONE_HUNDRED_PERCENT, ZERO, ZERO_PERCENT } from '../constants'
import { MixedRouteSDK } from './mixedRoute/route'
import { MixedRouteTrade as MixedRouteTradeSDK } from './mixedRoute/trade'
import { IRoute, MixedRoute, RouteV2, RouteV3 } from './route'
Expand Down Expand Up @@ -198,13 +198,21 @@ export class Trade<TInput extends Currency, TOutput extends Currency, TTradeType
return this._priceImpact
}

if (this.outputTax.equalTo(ONE_HUNDRED_PERCENT)) {
throw new Error('Unable to calculate price impact for a 100% buy-tax token')
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should we be throwing here? imo probably not because it makes the devx pretty rough for people using this SDK

}

let spotOutputAmount = CurrencyAmount.fromRawAmount(this.outputAmount.currency, 0)
for (const { route, inputAmount } of this.swaps) {
const midPrice = route.midPrice
const postTaxInputAmount = inputAmount.multiply(new Fraction(ONE).subtract(this.inputTax))
spotOutputAmount = spotOutputAmount.add(midPrice.quote(postTaxInputAmount))
}

// if the total output of this trade is 0, then most likely the post-tax input was also 0, and therefore this swap
// does not move the pools' market price
if (spotOutputAmount.equalTo(ZERO)) return ZERO_PERCENT

const preTaxOutputAmount = this.outputAmount.divide(new Fraction(ONE).subtract(this.outputTax))
const priceImpact = spotOutputAmount.subtract(preTaxOutputAmount).divide(spotOutputAmount)
this._priceImpact = new Percent(priceImpact.numerator, priceImpact.denominator)
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