jinhongkuan / amm-research

AMM Research Supplementary Repo

This repository contains source code for data fetching and data analysis used in the __ paper.

Installation

1. Install Julia
2. Install the Jupyter Kernel for Julia
3. Connect to the Julia kernel on Jupyter/VSCode Jupyter Extension

Usage

1. The main notebook is located under src/notebook.ipynb
2. The notebook is sectioned according to DuneAnalytics and TheGraph queries
3. All queries pre-fetched under queries/ can be manually obtained via Dune or The Graph
4. All output graphs are situated under output/ and mirrors the directory structure of queries

Queries

Dune Analytics

All Dune Analytics queries is publicly accessible. Here are the ones listed in the notebook

• DEX Fees and Volumes (By Market)
• DEX Token Pair Volume
• DEX Token Pair Fees
• DEX Venue Volume

The Graph

3. Our on-chain data is fetched via The Graph Protocol. Obtain their API key here and add it to a .env file in the root directory: GRAPHPROTOCOL_API_KEY="XXXX"

4. Run the fetcher script to retrieve relevant data: yarn fetch [token0] [token1] [start date] [end date] [output name], e.g. ts-node src/thegraph/fetch_uniswapv3_pool.ts 0xA0b86991c6218b36c1d19D4a2e9Eb0cE3606eB48 0xC02aaA39b223FE8D0A0e5C4F27eAD9083C756Cc2 2022-10-01 2023-10-01