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v3-core/test/__snapshots__/UniswapV3Pool.arbitrage.spec.ts.snap

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// Jest Snapshot v1, https://goo.gl/fbAQLP
exports[`UniswapV3Pool arbitrage tests protocol fee = 0; passive liquidity of 0.010000 exact input of 10e18 token0 with starting price of 1.0 and true price of 0.98 backrun to true price after swap only 1`] = `
Object {
"arbBalanceDelta0": "9.9699",
"arbBalanceDelta1": "-0.0099043",
"backrun": Object {
"delta0": "-9.9699",
"delta1": "0.0099043",
"executionPrice": "0.00099342",
},
"finalPrice": "0.97706",
"profit": Object {
"final": "9.7606",
},
}
`;
exports[`UniswapV3Pool arbitrage tests protocol fee = 0; passive liquidity of 0.010000 exact input of 10e18 token0 with starting price of 1.0 and true price of 0.98 not sandwiched 1`] = `
Object {
"amount0Delta": "10.000",
"amount1Delta": "-0.0099900",
"executionPrice": "0.00099900",
"priceAfter": "0.0000010040",
}
`;
exports[`UniswapV3Pool arbitrage tests protocol fee = 0; passive liquidity of 0.010000 exact input of 10e18 token0 with starting price of 1.0 and true price of 0.98 sandwiched with swap to execution price then mint max liquidity/target/burn max liquidity 1`] = `
Object {
"arbBalanceDelta0": "9.9990",
"arbBalanceDelta1": "-0.0099044",
"backrun": Object {
"delta0": "-0.30578",
"delta1": "0.0095969",
"executionPrice": "0.031385",
},
"burn": Object {
"amount0": "9.9700",
"amount1": "1.0910e+12",
},
"collect": Object {
"amount0": "0.030000",
"amount1": "0.0000",
},
"finalPrice": "0.97706",
"frontrun": Object {
"delta0": "0.30682",
"delta1": "-0.0096834",
"executionPrice": "0.031561",
},
"mint": Object {
"amount0": "0.0000",
"amount1": "1.0910e+12",
},
"profit": Object {
"afterFrontrun": "-0.29100",
"afterSandwich": "9.4990",
"final": "9.7891",
},
"sandwichedPrice": "0.00099910",
}
`;
exports[`UniswapV3Pool arbitrage tests protocol fee = 0; passive liquidity of 0.010000 exact input of 10e18 token0 with starting price of 1.0 and true price of 1.01 backrun to true price after swap only 1`] = `
Object {
"arbBalanceDelta0": "9.9700",
"arbBalanceDelta1": "-0.010055",
"backrun": Object {
"delta0": "-9.9700",
"delta1": "0.010055",
"executionPrice": "0.0010085",
},
"finalPrice": "1.0070",
"profit": Object {
"final": "10.060",
},
}
`;
exports[`UniswapV3Pool arbitrage tests protocol fee = 0; passive liquidity of 0.010000 exact input of 10e18 token0 with starting price of 1.0 and true price of 1.01 not sandwiched 1`] = `
Object {
"amount0Delta": "10.000",
"amount1Delta": "-0.0099900",
"executionPrice": "0.00099900",
"priceAfter": "0.0000010040",
}
`;
exports[`UniswapV3Pool arbitrage tests protocol fee = 0; passive liquidity of 0.010000 exact input of 10e18 token0 with starting price of 1.0 and true price of 1.01 sandwiched with swap to execution price then mint max liquidity/target/burn max liquidity 1`] = `
Object {
"arbBalanceDelta0": "9.9991",
"arbBalanceDelta1": "-0.010055",
"backrun": Object {
"delta0": "-0.30593",
"delta1": "0.0097475",
"executionPrice": "0.031862",
},
"burn": Object {
"amount0": "9.9700",
"amount1": "1.0910e+12",
},
"collect": Object {
"amount0": "0.030000",
"amount1": "0.0000",
},
"finalPrice": "1.0070",
"frontrun": Object {
"delta0": "0.30682",
"delta1": "-0.0096834",
"executionPrice": "0.031561",
},
"mint": Object {
"amount0": "0.0000",
"amount1": "1.0910e+12",
},
"profit": Object {
"afterFrontrun": "-0.30020",
"afterSandwich": "9.7898",
"final": "10.089",
},
"sandwichedPrice": "0.00099910",
}
`;
exports[`UniswapV3Pool arbitrage tests protocol fee = 0; passive liquidity of 1.0000 exact input of 10e18 token0 with starting price of 1.0 and true price of 0.98 backrun to true price after swap only 1`] = `
Object {
"arbBalanceDelta0": "9.9583",
"arbBalanceDelta1": "-0.90001",
"backrun": Object {
"delta0": "-9.9583",
"delta1": "0.90001",
"executionPrice": "0.090377",
},
"finalPrice": "0.97706",
"profit": Object {
"final": "8.8592",
},
}
`;
exports[`UniswapV3Pool arbitrage tests protocol fee = 0; passive liquidity of 1.0000 exact input of 10e18 token0 with starting price of 1.0 and true price of 0.98 not sandwiched 1`] = `
Object {
"amount0Delta": "10.000",
"amount1Delta": "-0.90884",
"executionPrice": "0.090884",
"priceAfter": "0.0083097",
}
`;
exports[`UniswapV3Pool arbitrage tests protocol fee = 0; passive liquidity of 1.0000 exact input of 10e18 token0 with starting price of 1.0 and true price of 0.98 sandwiched with swap to execution price then mint max liquidity/target/burn max liquidity 1`] = `
Object {
"arbBalanceDelta0": "9.9814",
"arbBalanceDelta1": "-0.90054",
"backrun": Object {
"delta0": "-2.2983",
"delta1": "0.68841",
"executionPrice": "0.29953",
},
"burn": Object {
"amount0": "9.9700",
"amount1": "1.0412e+13",
},
"collect": Object {
"amount0": "0.030000",
"amount1": "0.0000",
},
"finalPrice": "0.97706",
"frontrun": Object {
"delta0": "2.3169",
"delta1": "-0.69788",
"executionPrice": "0.30121",
},
"mint": Object {
"amount0": "0.0000",
"amount1": "1.0412e+13",
},
"profit": Object {
"afterFrontrun": "-1.5727",
"afterSandwich": "7.3173",
"final": "8.8812",
},
"sandwichedPrice": "0.091001",
}
`;
exports[`UniswapV3Pool arbitrage tests protocol fee = 0; passive liquidity of 1.0000 exact input of 10e18 token0 with starting price of 1.0 and true price of 1.01 backrun to true price after swap only 1`] = `
Object {
"arbBalanceDelta0": "9.9735",
"arbBalanceDelta1": "-0.91507",
"backrun": Object {
"delta0": "-9.9735",
"delta1": "0.91507",
"executionPrice": "0.091750",
},
"finalPrice": "1.0070",
"profit": Object {
"final": "9.1581",
},
}
`;
exports[`UniswapV3Pool arbitrage tests protocol fee = 0; passive liquidity of 1.0000 exact input of 10e18 token0 with starting price of 1.0 and true price of 1.01 not sandwiched 1`] = `
Object {
"amount0Delta": "10.000",
"amount1Delta": "-0.90884",
"executionPrice": "0.090884",
"priceAfter": "0.0083097",
}
`;
exports[`UniswapV3Pool arbitrage tests protocol fee = 0; passive liquidity of 1.0000 exact input of 10e18 token0 with starting price of 1.0 and true price of 1.01 sandwiched with swap to execution price then mint max liquidity/target/burn max liquidity 1`] = `
Object {
"arbBalanceDelta0": "9.9965",
"arbBalanceDelta1": "-0.91560",
"backrun": Object {
"delta0": "-2.3134",
"delta1": "0.70347",
"executionPrice": "0.30408",
},
"burn": Object {
"amount0": "9.9700",
"amount1": "1.0412e+13",
},
"collect": Object {
"amount0": "0.030000",
"amount1": "0.0000",
},
"finalPrice": "1.0070",
"frontrun": Object {
"delta0": "2.3169",
"delta1": "-0.69788",
"executionPrice": "0.30121",
},
"mint": Object {
"amount0": "0.0000",
"amount1": "1.0412e+13",
},
"profit": Object {
"afterFrontrun": "-1.6422",
"afterSandwich": "7.5478",
"final": "9.1809",
},
"sandwichedPrice": "0.091001",
}
`;
exports[`UniswapV3Pool arbitrage tests protocol fee = 0; passive liquidity of 10.000 exact input of 10e18 token0 with starting price of 1.0 and true price of 0.98 backrun to true price after swap only 1`] = `
Object {
"arbBalanceDelta0": "9.8533",
"arbBalanceDelta1": "-4.8918",
"backrun": Object {
"delta0": "-9.8533",
"delta1": "4.8918",
"executionPrice": "0.49646",
},
"finalPrice": "0.97706",
"profit": Object {
"final": "4.7644",
},
}
`;
exports[`UniswapV3Pool arbitrage tests protocol fee = 0; passive liquidity of 10.000 exact input of 10e18 token0 with starting price of 1.0 and true price of 0.98 not sandwiched 1`] = `
Object {
"amount0Delta": "10.000",
"amount1Delta": "-4.9925",
"executionPrice": "0.49925",
"priceAfter": "0.25075",
}
`;
exports[`UniswapV3Pool arbitrage tests protocol fee = 0; passive liquidity of 10.000 exact input of 10e18 token0 with starting price of 1.0 and true price of 0.98 sandwiched with swap to execution price then mint max liquidity/target/burn max liquidity 1`] = `
Object {
"arbBalanceDelta0": "9.8709",
"arbBalanceDelta1": "-4.8940",
"backrun": Object {
"delta0": "-4.0029",
"delta1": "2.8107",
"executionPrice": "0.70217",
},
"burn": Object {
"amount0": "9.9700",
"amount1": "2.4408e+13",
},
"collect": Object {
"amount0": "0.030000",
"amount1": "0.0000",
},
"finalPrice": "0.97706",
"frontrun": Object {
"delta0": "4.1321",
"delta1": "-2.9177",
"executionPrice": "0.70611",
},
"mint": Object {
"amount0": "0.0000",
"amount1": "2.4408e+13",
},
"profit": Object {
"afterFrontrun": "-1.1317",
"afterSandwich": "3.6674",
"final": "4.7795",
},
"sandwichedPrice": "0.50009",
}
`;
exports[`UniswapV3Pool arbitrage tests protocol fee = 0; passive liquidity of 10.000 exact input of 10e18 token0 with starting price of 1.0 and true price of 1.01 backrun to true price after swap only 1`] = `
Object {
"arbBalanceDelta0": "10.005",
"arbBalanceDelta1": "-5.0424",
"backrun": Object {
"delta0": "-10.005",
"delta1": "5.0424",
"executionPrice": "0.50401",
},
"finalPrice": "1.0070",
"profit": Object {
"final": "5.0623",
},
}
`;
exports[`UniswapV3Pool arbitrage tests protocol fee = 0; passive liquidity of 10.000 exact input of 10e18 token0 with starting price of 1.0 and true price of 1.01 not sandwiched 1`] = `
Object {
"amount0Delta": "10.000",
"amount1Delta": "-4.9925",
"executionPrice": "0.49925",
"priceAfter": "0.25075",
}
`;
exports[`UniswapV3Pool arbitrage tests protocol fee = 0; passive liquidity of 10.000 exact input of 10e18 token0 with starting price of 1.0 and true price of 1.01 sandwiched with swap to execution price then mint max liquidity/target/burn max liquidity 1`] = `
Object {
"arbBalanceDelta0": "10.022",
"arbBalanceDelta1": "-5.0446",
"backrun": Object {
"delta0": "-4.1543",
"delta1": "2.9613",
"executionPrice": "0.71283",
},
"burn": Object {
"amount0": "9.9700",
"amount1": "2.4408e+13",
},
"collect": Object {
"amount0": "0.030000",
"amount1": "0.0000",
},
"finalPrice": "1.0070",
"frontrun": Object {
"delta0": "4.1321",
"delta1": "-2.9177",
"executionPrice": "0.70611",
},
"mint": Object {
"amount0": "0.0000",
"amount1": "2.4408e+13",
},
"profit": Object {
"afterFrontrun": "-1.2557",
"afterSandwich": "3.8434",
"final": "5.0779",
},
"sandwichedPrice": "0.50009",
}
`;
exports[`UniswapV3Pool arbitrage tests protocol fee = 0; passive liquidity of 100.00 exact input of 10e18 token0 with starting price of 1.0 and true price of 0.98 backrun to true price after swap only 1`] = `
Object {
"arbBalanceDelta0": "8.8029",
"arbBalanceDelta1": "-7.9363",
"backrun": Object {
"delta0": "-8.8029",
"delta1": "7.9363",
"executionPrice": "0.90155",
},
"finalPrice": "0.97706",
"profit": Object {
"final": "0.69056",
},
}
`;
exports[`UniswapV3Pool arbitrage tests protocol fee = 0; passive liquidity of 100.00 exact input of 10e18 token0 with starting price of 1.0 and true price of 0.98 not sandwiched 1`] = `
Object {
"amount0Delta": "10.000",
"amount1Delta": "-9.0661",
"executionPrice": "0.90661",
"priceAfter": "0.82690",
}
`;
exports[`UniswapV3Pool arbitrage tests protocol fee = 0; passive liquidity of 100.00 exact input of 10e18 token0 with starting price of 1.0 and true price of 0.98 sandwiched with swap to execution price then mint max liquidity/target/burn max liquidity 1`] = `
Object {
"arbBalanceDelta0": "8.8190",
"arbBalanceDelta1": "-7.9680",
"backrun": Object {
"delta0": "-3.4354",
"delta1": "3.2562",
"executionPrice": "0.94781",
},
"burn": Object {
"amount0": "9.9700",
"amount1": "3.2947e+13",
},
"collect": Object {
"amount0": "0.030000",
"amount1": "0.0000",
},
"finalPrice": "0.97706",
"frontrun": Object {
"delta0": "4.6164",
"delta1": "-4.4000",
"executionPrice": "0.95313",
},
"mint": Object {
"amount0": "0.0000",
"amount1": "3.2947e+13",
},
"profit": Object {
"afterFrontrun": "-0.12404",
"afterSandwich": "0.56403",
"final": "0.67460",
},
"sandwichedPrice": "0.91119",
}
`;
exports[`UniswapV3Pool arbitrage tests protocol fee = 0; passive liquidity of 100.00 exact input of 10e18 token0 with starting price of 1.0 and true price of 1.01 backrun to true price after swap only 1`] = `
Object {
"arbBalanceDelta0": "10.317",
"arbBalanceDelta1": "-9.4423",
"backrun": Object {
"delta0": "-10.317",
"delta1": "9.4423",
"executionPrice": "0.91525",
},
"finalPrice": "1.0070",
"profit": Object {
"final": "0.97752",
},
}
`;
exports[`UniswapV3Pool arbitrage tests protocol fee = 0; passive liquidity of 100.00 exact input of 10e18 token0 with starting price of 1.0 and true price of 1.01 not sandwiched 1`] = `
Object {
"amount0Delta": "10.000",
"amount1Delta": "-9.0661",
"executionPrice": "0.90661",
"priceAfter": "0.82690",
}
`;
exports[`UniswapV3Pool arbitrage tests protocol fee = 0; passive liquidity of 100.00 exact input of 10e18 token0 with starting price of 1.0 and true price of 1.01 sandwiched with swap to execution price then mint max liquidity/target/burn max liquidity 1`] = `
Object {
"arbBalanceDelta0": "10.333",
"arbBalanceDelta1": "-9.4741",
"backrun": Object {
"delta0": "-4.9492",
"delta1": "4.7622",
"executionPrice": "0.96221",
},
"burn": Object {
"amount0": "9.9700",
"amount1": "3.2947e+13",
},
"collect": Object {
"amount0": "0.030000",
"amount1": "0.0000",
},
"finalPrice": "1.0070",
"frontrun": Object {
"delta0": "4.6164",
"delta1": "-4.4000",
"executionPrice": "0.95313",
},
"mint": Object {
"amount0": "0.0000",
"amount1": "3.2947e+13",
},
"profit": Object {
"afterFrontrun": "-0.26253",
"afterSandwich": "0.72554",
"final": "0.96205",
},
"sandwichedPrice": "0.91119",
}
`;
exports[`UniswapV3Pool arbitrage tests protocol fee = 6; passive liquidity of 0.010000 exact input of 10e18 token0 with starting price of 1.0 and true price of 0.98 backrun to true price after swap only 1`] = `
Object {
"arbBalanceDelta0": "9.9699",
"arbBalanceDelta1": "-0.0099043",
"backrun": Object {
"delta0": "-9.9699",
"delta1": "0.0099043",
"executionPrice": "0.00099342",
},
"finalPrice": "0.97706",
"profit": Object {
"final": "9.7606",
},
}
`;
exports[`UniswapV3Pool arbitrage tests protocol fee = 6; passive liquidity of 0.010000 exact input of 10e18 token0 with starting price of 1.0 and true price of 0.98 not sandwiched 1`] = `
Object {
"amount0Delta": "10.000",
"amount1Delta": "-0.0099900",
"executionPrice": "0.00099900",
"priceAfter": "0.0000010040",
}
`;
exports[`UniswapV3Pool arbitrage tests protocol fee = 6; passive liquidity of 0.010000 exact input of 10e18 token0 with starting price of 1.0 and true price of 0.98 sandwiched with swap to execution price then mint max liquidity/target/burn max liquidity 1`] = `
Object {
"arbBalanceDelta0": "9.9940",
"arbBalanceDelta1": "-0.0099044",
"backrun": Object {
"delta0": "-0.30578",
"delta1": "0.0095969",
"executionPrice": "0.031385",
},
"burn": Object {
"amount0": "9.9700",
"amount1": "1.0910e+12",
},
"collect": Object {
"amount0": "0.025000",
"amount1": "0.0000",
},
"finalPrice": "0.97706",
"frontrun": Object {
"delta0": "0.30682",
"delta1": "-0.0096834",
"executionPrice": "0.031561",
},
"mint": Object {
"amount0": "0.0000",
"amount1": "1.0910e+12",
},
"profit": Object {
"afterFrontrun": "-0.29100",
"afterSandwich": "9.4941",
"final": "9.7842",
},
"sandwichedPrice": "0.00099910",
}
`;
exports[`UniswapV3Pool arbitrage tests protocol fee = 6; passive liquidity of 0.010000 exact input of 10e18 token0 with starting price of 1.0 and true price of 1.01 backrun to true price after swap only 1`] = `
Object {
"arbBalanceDelta0": "9.9700",
"arbBalanceDelta1": "-0.010055",
"backrun": Object {
"delta0": "-9.9700",
"delta1": "0.010055",
"executionPrice": "0.0010085",
},
"finalPrice": "1.0070",
"profit": Object {
"final": "10.060",
},
}
`;
exports[`UniswapV3Pool arbitrage tests protocol fee = 6; passive liquidity of 0.010000 exact input of 10e18 token0 with starting price of 1.0 and true price of 1.01 not sandwiched 1`] = `
Object {
"amount0Delta": "10.000",
"amount1Delta": "-0.0099900",
"executionPrice": "0.00099900",
"priceAfter": "0.0000010040",
}
`;
exports[`UniswapV3Pool arbitrage tests protocol fee = 6; passive liquidity of 0.010000 exact input of 10e18 token0 with starting price of 1.0 and true price of 1.01 sandwiched with swap to execution price then mint max liquidity/target/burn max liquidity 1`] = `
Object {
"arbBalanceDelta0": "9.9941",
"arbBalanceDelta1": "-0.010055",
"backrun": Object {
"delta0": "-0.30593",
"delta1": "0.0097475",
"executionPrice": "0.031862",
},
"burn": Object {
"amount0": "9.9700",
"amount1": "1.0910e+12",
},
"collect": Object {
"amount0": "0.025000",
"amount1": "0.0000",
},
"finalPrice": "1.0070",
"frontrun": Object {
"delta0": "0.30682",
"delta1": "-0.0096834",
"executionPrice": "0.031561",
},
"mint": Object {
"amount0": "0.0000",
"amount1": "1.0910e+12",
},
"profit": Object {
"afterFrontrun": "-0.30020",
"afterSandwich": "9.7848",
"final": "10.084",
},
"sandwichedPrice": "0.00099910",
}
`;
exports[`UniswapV3Pool arbitrage tests protocol fee = 6; passive liquidity of 1.0000 exact input of 10e18 token0 with starting price of 1.0 and true price of 0.98 backrun to true price after swap only 1`] = `
Object {
"arbBalanceDelta0": "9.9583",
"arbBalanceDelta1": "-0.90001",
"backrun": Object {
"delta0": "-9.9583",
"delta1": "0.90001",
"executionPrice": "0.090377",
},
"finalPrice": "0.97706",
"profit": Object {
"final": "8.8592",
},
}
`;
exports[`UniswapV3Pool arbitrage tests protocol fee = 6; passive liquidity of 1.0000 exact input of 10e18 token0 with starting price of 1.0 and true price of 0.98 not sandwiched 1`] = `
Object {
"amount0Delta": "10.000",
"amount1Delta": "-0.90884",
"executionPrice": "0.090884",
"priceAfter": "0.0083097",
}
`;
exports[`UniswapV3Pool arbitrage tests protocol fee = 6; passive liquidity of 1.0000 exact input of 10e18 token0 with starting price of 1.0 and true price of 0.98 sandwiched with swap to execution price then mint max liquidity/target/burn max liquidity 1`] = `
Object {
"arbBalanceDelta0": "9.9764",
"arbBalanceDelta1": "-0.90054",
"backrun": Object {
"delta0": "-2.2983",
"delta1": "0.68841",
"executionPrice": "0.29953",
},
"burn": Object {
"amount0": "9.9700",
"amount1": "1.0412e+13",
},
"collect": Object {
"amount0": "0.025000",
"amount1": "0.0000",
},
"finalPrice": "0.97706",
"frontrun": Object {
"delta0": "2.3169",
"delta1": "-0.69788",
"executionPrice": "0.30121",
},
"mint": Object {
"amount0": "0.0000",
"amount1": "1.0412e+13",
},
"profit": Object {
"afterFrontrun": "-1.5727",
"afterSandwich": "7.3124",
"final": "8.8763",
},
"sandwichedPrice": "0.091001",
}
`;
exports[`UniswapV3Pool arbitrage tests protocol fee = 6; passive liquidity of 1.0000 exact input of 10e18 token0 with starting price of 1.0 and true price of 1.01 backrun to true price after swap only 1`] = `
Object {
"arbBalanceDelta0": "9.9735",
"arbBalanceDelta1": "-0.91507",
"backrun": Object {
"delta0": "-9.9735",
"delta1": "0.91507",
"executionPrice": "0.091750",
},
"finalPrice": "1.0070",
"profit": Object {
"final": "9.1581",
},
}
`;
exports[`UniswapV3Pool arbitrage tests protocol fee = 6; passive liquidity of 1.0000 exact input of 10e18 token0 with starting price of 1.0 and true price of 1.01 not sandwiched 1`] = `
Object {
"amount0Delta": "10.000",
"amount1Delta": "-0.90884",
"executionPrice": "0.090884",
"priceAfter": "0.0083097",
}
`;
exports[`UniswapV3Pool arbitrage tests protocol fee = 6; passive liquidity of 1.0000 exact input of 10e18 token0 with starting price of 1.0 and true price of 1.01 sandwiched with swap to execution price then mint max liquidity/target/burn max liquidity 1`] = `
Object {
"arbBalanceDelta0": "9.9915",
"arbBalanceDelta1": "-0.91560",
"backrun": Object {
"delta0": "-2.3134",
"delta1": "0.70347",
"executionPrice": "0.30408",
},
"burn": Object {
"amount0": "9.9700",
"amount1": "1.0412e+13",
},
"collect": Object {
"amount0": "0.025000",
"amount1": "0.0000",
},
"finalPrice": "1.0070",
"frontrun": Object {
"delta0": "2.3169",
"delta1": "-0.69788",
"executionPrice": "0.30121",
},
"mint": Object {
"amount0": "0.0000",
"amount1": "1.0412e+13",
},
"profit": Object {
"afterFrontrun": "-1.6422",
"afterSandwich": "7.5427",
"final": "9.1758",
},
"sandwichedPrice": "0.091001",
}
`;
exports[`UniswapV3Pool arbitrage tests protocol fee = 6; passive liquidity of 10.000 exact input of 10e18 token0 with starting price of 1.0 and true price of 0.98 backrun to true price after swap only 1`] = `
Object {
"arbBalanceDelta0": "9.8533",
"arbBalanceDelta1": "-4.8918",
"backrun": Object {
"delta0": "-9.8533",
"delta1": "4.8918",
"executionPrice": "0.49646",
},
"finalPrice": "0.97706",
"profit": Object {
"final": "4.7644",
},
}
`;
exports[`UniswapV3Pool arbitrage tests protocol fee = 6; passive liquidity of 10.000 exact input of 10e18 token0 with starting price of 1.0 and true price of 0.98 not sandwiched 1`] = `
Object {
"amount0Delta": "10.000",
"amount1Delta": "-4.9925",
"executionPrice": "0.49925",
"priceAfter": "0.25075",
}
`;
exports[`UniswapV3Pool arbitrage tests protocol fee = 6; passive liquidity of 10.000 exact input of 10e18 token0 with starting price of 1.0 and true price of 0.98 sandwiched with swap to execution price then mint max liquidity/target/burn max liquidity 1`] = `
Object {
"arbBalanceDelta0": "9.8659",
"arbBalanceDelta1": "-4.8940",
"backrun": Object {
"delta0": "-4.0029",
"delta1": "2.8107",
"executionPrice": "0.70217",
},
"burn": Object {
"amount0": "9.9700",
"amount1": "2.4408e+13",
},
"collect": Object {
"amount0": "0.025000",
"amount1": "0.0000",
},
"finalPrice": "0.97706",
"frontrun": Object {
"delta0": "4.1321",
"delta1": "-2.9177",
"executionPrice": "0.70611",
},
"mint": Object {
"amount0": "0.0000",
"amount1": "2.4408e+13",
},
"profit": Object {
"afterFrontrun": "-1.1317",
"afterSandwich": "3.6625",
"final": "4.7746",
},
"sandwichedPrice": "0.50009",
}
`;
exports[`UniswapV3Pool arbitrage tests protocol fee = 6; passive liquidity of 10.000 exact input of 10e18 token0 with starting price of 1.0 and true price of 1.01 backrun to true price after swap only 1`] = `
Object {
"arbBalanceDelta0": "10.005",
"arbBalanceDelta1": "-5.0424",
"backrun": Object {
"delta0": "-10.005",
"delta1": "5.0424",
"executionPrice": "0.50401",
},
"finalPrice": "1.0070",
"profit": Object {
"final": "5.0623",
},
}
`;
exports[`UniswapV3Pool arbitrage tests protocol fee = 6; passive liquidity of 10.000 exact input of 10e18 token0 with starting price of 1.0 and true price of 1.01 not sandwiched 1`] = `
Object {
"amount0Delta": "10.000",
"amount1Delta": "-4.9925",
"executionPrice": "0.49925",
"priceAfter": "0.25075",
}
`;
exports[`UniswapV3Pool arbitrage tests protocol fee = 6; passive liquidity of 10.000 exact input of 10e18 token0 with starting price of 1.0 and true price of 1.01 sandwiched with swap to execution price then mint max liquidity/target/burn max liquidity 1`] = `
Object {
"arbBalanceDelta0": "10.017",
"arbBalanceDelta1": "-5.0446",
"backrun": Object {
"delta0": "-4.1543",
"delta1": "2.9613",
"executionPrice": "0.71283",
},
"burn": Object {
"amount0": "9.9700",
"amount1": "2.4408e+13",
},
"collect": Object {
"amount0": "0.025000",
"amount1": "0.0000",
},
"finalPrice": "1.0070",
"frontrun": Object {
"delta0": "4.1321",
"delta1": "-2.9177",
"executionPrice": "0.70611",
},
"mint": Object {
"amount0": "0.0000",
"amount1": "2.4408e+13",
},
"profit": Object {
"afterFrontrun": "-1.2557",
"afterSandwich": "3.8384",
"final": "5.0729",
},
"sandwichedPrice": "0.50009",
}
`;
exports[`UniswapV3Pool arbitrage tests protocol fee = 6; passive liquidity of 100.00 exact input of 10e18 token0 with starting price of 1.0 and true price of 0.98 backrun to true price after swap only 1`] = `
Object {
"arbBalanceDelta0": "8.8029",
"arbBalanceDelta1": "-7.9363",
"backrun": Object {
"delta0": "-8.8029",
"delta1": "7.9363",
"executionPrice": "0.90155",
},
"finalPrice": "0.97706",
"profit": Object {
"final": "0.69056",
},
}
`;
exports[`UniswapV3Pool arbitrage tests protocol fee = 6; passive liquidity of 100.00 exact input of 10e18 token0 with starting price of 1.0 and true price of 0.98 not sandwiched 1`] = `
Object {
"amount0Delta": "10.000",
"amount1Delta": "-9.0661",
"executionPrice": "0.90661",
"priceAfter": "0.82690",
}
`;
exports[`UniswapV3Pool arbitrage tests protocol fee = 6; passive liquidity of 100.00 exact input of 10e18 token0 with starting price of 1.0 and true price of 0.98 sandwiched with swap to execution price then mint max liquidity/target/burn max liquidity 1`] = `
Object {
"arbBalanceDelta0": "8.8140",
"arbBalanceDelta1": "-7.9680",
"backrun": Object {
"delta0": "-3.4354",
"delta1": "3.2562",
"executionPrice": "0.94781",
},
"burn": Object {
"amount0": "9.9700",
"amount1": "3.2947e+13",
},
"collect": Object {
"amount0": "0.025000",
"amount1": "0.0000",
},
"finalPrice": "0.97706",
"frontrun": Object {
"delta0": "4.6164",
"delta1": "-4.4000",
"executionPrice": "0.95313",
},
"mint": Object {
"amount0": "0.0000",
"amount1": "3.2947e+13",
},
"profit": Object {
"afterFrontrun": "-0.12404",
"afterSandwich": "0.55913",
"final": "0.66970",
},
"sandwichedPrice": "0.91119",
}
`;
exports[`UniswapV3Pool arbitrage tests protocol fee = 6; passive liquidity of 100.00 exact input of 10e18 token0 with starting price of 1.0 and true price of 1.01 backrun to true price after swap only 1`] = `
Object {
"arbBalanceDelta0": "10.317",
"arbBalanceDelta1": "-9.4423",
"backrun": Object {
"delta0": "-10.317",
"delta1": "9.4423",
"executionPrice": "0.91525",
},
"finalPrice": "1.0070",
"profit": Object {
"final": "0.97752",
},
}
`;
exports[`UniswapV3Pool arbitrage tests protocol fee = 6; passive liquidity of 100.00 exact input of 10e18 token0 with starting price of 1.0 and true price of 1.01 not sandwiched 1`] = `
Object {
"amount0Delta": "10.000",
"amount1Delta": "-9.0661",
"executionPrice": "0.90661",
"priceAfter": "0.82690",
}
`;
exports[`UniswapV3Pool arbitrage tests protocol fee = 6; passive liquidity of 100.00 exact input of 10e18 token0 with starting price of 1.0 and true price of 1.01 sandwiched with swap to execution price then mint max liquidity/target/burn max liquidity 1`] = `
Object {
"arbBalanceDelta0": "10.328",
"arbBalanceDelta1": "-9.4741",
"backrun": Object {
"delta0": "-4.9492",
"delta1": "4.7622",
"executionPrice": "0.96221",
},
"burn": Object {
"amount0": "9.9700",
"amount1": "3.2947e+13",
},
"collect": Object {
"amount0": "0.025000",
"amount1": "0.0000",
},
"finalPrice": "1.0070",
"frontrun": Object {
"delta0": "4.6164",
"delta1": "-4.4000",
"executionPrice": "0.95313",
},
"mint": Object {
"amount0": "0.0000",
"amount1": "3.2947e+13",
},
"profit": Object {
"afterFrontrun": "-0.26253",
"afterSandwich": "0.72049",
"final": "0.95700",
},
"sandwichedPrice": "0.91119",
}
`;