通过艰难的方式，我找到了正确的方式:)
计算代币价格的正确方法是询问流动性池（该代币与本地 PEG 或一些美元代币的对）插入多少 PEG 与多少代币的比率（有关流动性的更多详细信息pool 表示，参见https://uniswap.org/docs/v2/core-concepts/pools/）。
所以对于python使用：
from web3 import Web3
from web3.middleware import geth_poa_middleware # Needed for Binance
from json import loads
from decimal import Decimal
ETHER = 10 ** 18
WBNB = '0xbb4CdB9CBd36B01bD1cBaEBF2De08d9173bc095c'
CAKE_ROUTER_V2 = web3.toChecksumAddress('0x10ed43c718714eb63d5aa57b78b54704e256024e')
web3 = Web3(Web3.HTTPProvider('https://bsc-dataseed1.binance.org:443'))
web3.middleware_onion.inject(geth_poa_middleware, layer=0) # Again, this is needed for Binance, not Ethirium
ABI = loads('[{"inputs":[],"name":"decimals","outputs":[{"internalType":"uint256","name":"","type":"uint256"}],"stateMutability":"view","type":"function"},{"constant":true,"inputs":[],"name":"token0","outputs":[{"internalType":"address","name":"","type":"address"}],"payable":false,"stateMutability":"view","type":"function"},{"inputs":[],"name":"factory","outputs":[{"internalType":"address","name":"","type":"address"}],"stateMutability":"view","type":"function"},{"constant":true,"inputs":[{"internalType":"address","name":"","type":"address"},{"internalType":"address","name":"","type":"address"}],"name":"getPair","outputs":[{"internalType":"address","name":"","type":"address"}],"payable":false,"stateMutability":"view","type":"function"},{"constant":true,"inputs":[],"name":"getReserves","outputs":[{"internalType":"uint112","name":"_reserve0","type":"uint112"},{"internalType":"uint112","name":"_reserve1","type":"uint112"},{"internalType":"uint32","name":"_blockTimestampLast","type":"uint32"}],"payable":false,"stateMutability":"view","type":"function"}]')
def get_price(token, decimals, pair_contract, is_reversed, is_price_in_peg):
peg_reserve = 0
token_reserve = 0
(reserve0, reserve1, blockTimestampLast) = pair_contract.functions.getReserves().call()
if is_reversed:
peg_reserve = reserve0
token_reserve = reserve1
else:
peg_reserve = reserve1
token_reserve = reserve0
if token_reserve and peg_reserve:
if is_price_in_peg:
# CALCULATE PRICE BY TOKEN PER PEG
price = (Decimal(token_reserve) / 10 ** decimals) / (Decimal(peg_reserve) / ETHER)
else:
# CALCULATE PRICE BY PEG PER TOKEN
price = (Decimal(peg_reserve) / ETHER) / (Decimal(token_reserve) / 10 ** decimals)
return price
return Decimal('0')
if __name__ == '__main__':
CAKE_FACTORY_V2 = web3.eth.contract(address=CAKE_ROUTER_V2, abi=ABI).functions.factory().call()
token = web3.toChecksumAddress('0x126f5f2a88451d24544f79d11f869116351d46e1')
pair = web3.eth.contract(address=CAKE_FACTORY_V2, abi=ABI).functions.getPair(token, WBNB).call()
pair_contract = web3.eth.contract(address=pair, abi=ABI)
is_reversed = pair_contract.functions.token0().call() == WBNB
decimals = web3.eth.contract(address=token, abi=ABI).functions.decimals().call()
is_price_in_peg = True
print(get_price(token, decimals, pair_contract, is_reversed, is_price_in_peg), 'BNB')
对于 JS 使用：
var ETHER = Math.pow(10, 18);
var WBNB = '0xbb4CdB9CBd36B01bD1cBaEBF2De08d9173bc095c';
var CAKE_ROUTER_V2 = Web3.utils.toChecksumAddress('0x10ed43c718714eb63d5aa57b78b54704e256024e');
var web3 = new Web3('https://bsc-dataseed1.binance.org:443');
var ABI = [{"inputs":[],"name":"decimals","outputs":[{"internalType":"uint256","name":"","type":"uint256"}],"stateMutability":"view","type":"function"},{"constant":true,"inputs":[],"name":"token0","outputs":[{"internalType":"address","name":"","type":"address"}],"payable":false,"stateMutability":"view","type":"function"},{"inputs":[],"name":"factory","outputs":[{"internalType":"address","name":"","type":"address"}],"stateMutability":"view","type":"function"},{"constant":true,"inputs":[{"internalType":"address","name":"","type":"address"},{"internalType":"address","name":"","type":"address"}],"name":"getPair","outputs":[{"internalType":"address","name":"","type":"address"}],"payable":false,"stateMutability":"view","type":"function"},{"constant":true,"inputs":[],"name":"getReserves","outputs":[{"internalType":"uint112","name":"_reserve0","type":"uint112"},{"internalType":"uint112","name":"_reserve1","type":"uint112"},{"internalType":"uint32","name":"_blockTimestampLast","type":"uint32"}],"payable":false,"stateMutability":"view","type":"function"}];
var get_price = async function(token, decimals, pair_contract, is_reverse, is_price_in_peg) {
var price,
peg_reserve = 0,
token_reserve = 0,
res = await pair_contract.methods.getReserves().call(),
reserve0 = res[0],
reserve1 = res[1];
if (is_reverse) {
peg_reserve = reserve0;
token_reserve = reserve1;
} else {
peg_reserve = reserve1;
token_reserve = reserve0;
}
if (token_reserve && peg_reserve) {
if (is_price_in_peg) {
// CALCULATE PRICE BY TOKEN PER PEG
price = (Number(token_reserve) / Number(Math.pow(10, decimals))) / (Number(peg_reserve) / Number(ETHER));
} else {
// CALCULATE PRICE BY PEG PER TOKEN
price = (Number(peg_reserve) / Number(ETHER)) / (Number(token_reserve) / Number(Math.pow(10, decimals)));
}
return price;
}
return Number(0);
};
var token = Web3.utils.toChecksumAddress('0x126f5f2a88451d24544f79d11f869116351d46e1');
var pair = await (await (new web3.eth.Contract(ABI, CAKE_FACTORY_V2))).methods.getPair(token, WBNB).call();
var pair_contract = await new web3.eth.Contract(ABI, pair);
var is_reversed = (await pair_contract.methods.token0().call()) == WBNB;
var decimals = await (await new web3.eth.Contract(ABI, token)).methods.decimals().call();
var is_price_in_peg = true;
console.log(await get_price(token, decimals, pair_contract, is_reversed, is_price_in_peg), 'BNB')
注 1：这仅适用于对 WBNB 具有流动性的代币。如果流动性与其他硬币相反，您必须递归地了解该链中的所有价格并将它们相互关联，直到您达到 WBNB（或其他网络中的任何其他 PEG）。
注 2. 根据https://arxiv.org/pdf/2009.14021.pdf：
预期执行价格 (E[P])：当流动性接受者在 X/Y 上发出交易时，接受者希望以预期执行价格 E[P] 执行交易（基于 AMM 算法和 X/Y 状态） ，给定预期的滑点。
执行价格 (P)：在流动性接受者发出交易和正在执行的交易（例如在一个区块中开采）之间的时间差期间，AMM 市场 X/Y 的状态可能会发生变化。这种状态变化可能会导致意外滑点，从而导致执行价格 P != E[P]。
意外价格滑点 (P − E[P])：是 P 和 E[P] 之间的差异。
意外滑点率 ((P − E[P]) / E[P])：是超出预期价格的意外滑点。
因此，在我们的情况下，是E[P]我们的结果，是金额（例如 1Kwei）除以我们提供的金额（本示例中为 1K）的结果，因此我们甚至可以通过最终减去来计算滑点get_price()PgetAmounsOut()P − E[P]