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fluidex / dingir-exchange

A high performance crypto trading engine
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tool: add AMM->OrderBook script #138

Open lispc opened 3 years ago

lispc commented 3 years ago

Orderbook derived from AMM(Uniswap):

AMM info:
USDC reserve: 199311742.06352
ETH reserve: 57847.81620133813
Price:  3445.4497187900683

Converted Sell Orderbook:
price 3464.9496827138496 amount 8.32404715292796
price 3463.949682705185 amount 8.327651989318838
price 3462.949682693372 amount 8.33125942836341
price 3461.9496826837085 amount 8.334869472622813
price 3460.9496826717955 amount 8.338482124796428
price 3459.9496826635223 amount 8.34209738746722
price 3458.949682652355 amount 8.345715263320017
price 3457.9496826404306 amount 8.349335754995991
price 3456.949682631931 amount 8.352958865099936
price 3455.9496826192394 amount 8.356584596345783
price 3454.949682610186 amount 8.360212951352878
price 3453.949682601263 amount 8.363843932762393
price 3452.949682589259 amount 8.367477543295536
price 3451.949682578112 amount 8.371113785564376
price 3450.949682567929 amount 8.37475266225374
price 3449.949682557103 amount 8.378394176055735
price 3448.9496825479314 amount 8.382038329604256
price 3447.949682537059 amount 8.385685125627788
price 3446.949682525038 amount 8.389334566796606
price 3445.9496825155525 amount 8.39298665575916
Converted Buy Orderbook:
price 3444.949682506115 amount 8.396641395251208
price 3443.949682494575 amount 8.400298787950305
price 3442.94968248417 amount 8.403958836541278
price 3441.9496824733055 amount 8.407621543767164
price 3440.9496824614125 amount 8.41128691227641
price 3439.949682452448 amount 8.414954944804776
price 3438.9496824410426 amount 8.418625644088024
price 3437.949682431035 amount 8.422299012781878
price 3436.949682421907 amount 8.4259750536512
price 3435.9496824104654 amount 8.429653769409924
price 3434.9496823989143 amount 8.433335162779258
price 3433.949682388353 amount 8.437019236494962
price 3432.949682379461 amount 8.440705993270967
price 3431.949682366476 amount 8.444395435857587
price 3430.9496823561017 amount 8.448087567012408
price 3429.949682347651 amount 8.451782389427535
price 3428.9496823367963 amount 8.455479905911488
price 3427.9496823236436 amount 8.4591801191782
price 3426.94968231361 amount 8.462883031992533
price 3425.949682305216 amount 8.4665886471048
lispc commented 3 years ago

Meanwhile, Orderbook from binance

image

lispc commented 3 years ago

btw USDT-ETH liquidity is even less than USDC-ETH on Uniswap

lispc commented 3 years ago

https://github.com/lispc/convert-uniswap-to-orderbook