Uniswap V3 - Triangular arbitrage

For basics about triangular arbitrage, see my other repo for centralized exchanges.

This is the implementation for DeFi. Uniswap V3 uses graphQL to query pool data (see sandbox example).

Features

1. Python part:

   • post graphQL query using python requests.
   • Group all available uniswap pools into triangular arbitrage tradeable groups.
   • Calculate the surface rate arbitrage opportunities (not yet considering slippage, fees, gas, etc.).
   • Export data to json to continue in javascript.

2. Javascript part (because uniswap SDK is built in JS):

   • For each pair in an arbitrage group, get the individual token information from the blockchain (via ethers.js and infura)
   • Get the exact quotes for the three trades and calculate the real arbitrage rate (depth, including price impact)

   to be continued...