Feat: Add a helper function that adds price to a swap events dataframe #9
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ah i think i forgot to pull before committing. ruh roh. |
aadams
reviewed
May 16, 2024
| Helper function to add a new column with sqrtPriceX96 converted to price | ||
| """ | ||
| sqrtPrice_list = data.select(pl.col("sqrtPriceX96")).to_series().to_list() | ||
| price_list = [(int(i)/(2 ** 96))**2 for i in sqrtPrice_list] |
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i think i would prefer floats here. sometimes prices are very small because they are inverted to your expectation/high supply.
i think you should also be able to apply map_batches
| sqrtPrice_list = data.select(pl.col("sqrtPriceX96")).to_series().to_list() | ||
| price_list = [(int(i)/(2 ** 96))**2 for i in sqrtPrice_list] | ||
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| df = data.with_columns(price = pl.Series(values=price_list, dtype=pl.UInt64)) |
| "amount0":pl.Float64, | ||
| "amount1":pl.Float64, | ||
| "sqrtPriceX96":pl.Float64, | ||
| "liquidity":pl.Float64, |
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might be nice to see if this is convertible to a no precision loss value since liquidity is must be less than an int128, but in practice is quite a bit smaller than that (due to the max liquidity in tick math)
| "block_timestamp":pl.Datetime, | ||
| "amount0":pl.Float64, | ||
| "amount1":pl.Float64, | ||
| "sqrtPriceX96":pl.Float64, |
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heres as well since X96 is also a uint160
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TODO: all fixes + would be nice to use a consistent datetime granularity across swaps and mint/burn |
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Working with pool price is likely a common task for many explorations. However, Polars only supports uints up to 64 bytes, whereas sqrtPriceX96 can be a uint up to 160 bytes, and is commonly > 2^64. Therefore, working with sqrtPriceX96 in Polars natively causes overflows at the rust level, and casting to Float64 is insufficient to make it work (as far as Grace and I could figure out)
It would be helpful to be able to add a
pricecolumn that converts down to a more manageable number (i.e., taking 2^160 down to 2^64).This is not yet ready. It doesn't guarantee a lack of overflows, as the maximum value of
priceis 2^128.