UniswapCalculator

Uniswap V3 Fee Calculator created with React & Typescript, Visit: uniswapv3.thechun.dev

Disclaimer: please do your own research, this website is intended to be used and must be used for informational purpose only. It is very important to do your own analysis before making any investment based on your personal circumstances.

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Features

  • Fee calculation: select pair and pool, input deposit amounts, and adjust your lower and upper price
  • Liquidity position histogram and correlation chart to help you plan your strategy better
  • It's 100% open source! hope that Uniswap community will bring a lot more ideas and features to this project

Calculation Breakdown

Please correct me if I'm wrong

1. Calculate deposit amounts of token0 and token1

  • Refer to Uniswap V3 Whitepaper (Formula: 6.29, 6.30, P.8), we can calculate total amounts of each token by using these formulas: (if il <= ic < iu; where il = lowerTickId, ic = currentTickId, iu = upperTickId)
    • deltaY = deltaL * (sqrt(P) - sqrt(Pl))
    • deltaX = deltaL * (1 / sqrt(P) - 1 / sqrt(Pu))
  • For estimation of the amounts of token0 (deltaX) and token1 (deltaY) we need to know deltaL that make:
    • deltaY * priceUSDY + deltaX * priceUSDX = targetAmounts
  • So we can write a equation like this:
    • deltaL * (sqrt(P) - sqrt(Pl)) * priceUSDY + deltaL * (1 / sqrt(P) - 1 / sqrt(Pu)) * priceUSDX = targetAmounts
    • Then: deltaL = targetAmounts / (sqrt(P) - sqrt(Pl)) * priceUSDY + (1 / sqrt(P) - 1 / sqrt(Pu)) * priceUSD
  • After we've calculated deltaL, we can calculate deltaX and deltaY using these formulas mentioned in Uniswap v3 Whitepaper
    • deltaY = deltaL * (sqrt(P) - sqrt(Pl)) (Formula: 6.29, P.8)
    • deltaX = deltaL * (1 / sqrt(P) - 1 / sqrt(Pu)) (Formula: 6.30, P.8)

2. Calculate estimated fee

  • Estimated fee (daily) can be calculated by this equation:
    • fee = feeTier * volume24H * (deltaL / (L + deltaL)) where:
      • volume24H = average of 24h volume from [currentDay - 4, currentDay - 1]
      • L = total liquidity (cumulative of liquidityNet from all ticks that il <= ic)
      • deltaL = delta liquidity, can be calculated from:
        • liquidityAmount0 = amount0 * (sqrt(pu) * sqrt(pl)) / (sqrt(pu) - sqrt(pl))
        • liquidityAmount1 = amount1 / (sqrt(pu) - sqrt(pl))
        • if ic < il; deltaL = liquidityAmount0
        • if ic > iu; deltaL = liquidityAmount1
        • if ic >= il && ic <= iu; deltaL = min(liquidityAmount0, liquidityAmount1)