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Use Uniswap v3 per block mid_price in PriceStructure #489

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miohtama opened this issue Jul 27, 2023 · 0 comments
Open

Use Uniswap v3 per block mid_price in PriceStructure #489

miohtama opened this issue Jul 27, 2023 · 0 comments
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@AlexTheLion123
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priority: P1 An important issue that must be fixed before the next release, but does nto require immediate focus.

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@miohtama
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  • With UniswapV3LivePricing we currently deduct midprice using math
  • This may result PriceStructure.mid_price to be incorrect, causing slippage etc. calculations to suffer
  • However this math might be incorrect because we do not know Uni v3 liquidity state
  • Switch to new get_onchain_price() function and make sure it is using the correct block number (block identifier) when we are recording down this data
@miohtama miohtama added the priority: P1 An important issue that must be fixed before the next release, but does nto require immediate focus. label Jul 27, 2023
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@AlexTheLion123 AlexTheLion123

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@miohtama @AlexTheLion123