generic approach to look at liquidity depth for the major exchanges, so Uniswap V2/V3, Curve and Sushi.
So we would need to model the existing liquidity that is available for every price tick in a Uni V3 Pool and the liquidity over the whole pool in Uni V2, and Sushi. Can we then aggregate this data into one liquidity graph and show it of over a timeframe (like the last year - so since V3 launched)?
To start things - we might start with the ETH /USDC pair for Uni V2, V3 and Sushi
1: V3 pool 0x8ad599c3A0ff1De082011EFDDc58f1908eb6e6D8
2: V2 pool 0xB4e16d0168e52d35CaCD2c6185b44281Ec28C9Dc
3: Sushi pool 0x397FF1542f962076d0BFE58eA045FfA2d347ACa0
we then should show the current price of ETH in USDC and the available liquidity for this price.
And shown on a chart over the past 2 years ?
And show +/- 2% depth for a $100k trade ?
generic approach to look at liquidity depth for the major exchanges, so Uniswap V2/V3, Curve and Sushi.
So we would need to model the existing liquidity that is available for every price tick in a Uni V3 Pool and the liquidity over the whole pool in Uni V2, and Sushi. Can we then aggregate this data into one liquidity graph and show it of over a timeframe (like the last year - so since V3 launched)?
To start things - we might start with the ETH /USDC pair for Uni V2, V3 and Sushi
1: V3 pool 0x8ad599c3A0ff1De082011EFDDc58f1908eb6e6D8
2: V2 pool 0xB4e16d0168e52d35CaCD2c6185b44281Ec28C9Dc
3: Sushi pool 0x397FF1542f962076d0BFE58eA045FfA2d347ACa0
we then should show the current price of ETH in USDC and the available liquidity for this price.
And shown on a chart over the past 2 years ?
And show +/- 2% depth for a $100k trade ?