v4quote

Exact-integer AMM quote math for Python: Uniswap v2 / v3 / v4 (including some v4 hooks), Algebra Integral, LFJ Liquidity Book, OpenZeppelin ERC-4626 vaults and Metric OMM pools. Given a pool's state at a block, v4quote returns the same amounts as the protocol's own quoter or swap(), to the wei, including the cases where the contract reverts. It also includes a thin web3.py layer that loads pool state at a pinned block (Multicall3, StateView, tick-bitmap words) and an optional Rust backend that returns identical results.

• Exact, not approximate. Python integers mirror the Solidity arithmetic (rounding, overflow checks, unchecked blocks). The swap path never uses floats, and tests/unit/test_no_float.py enforces this.
• Refuses instead of guessing. A pool feature that is not modelled raises UnsupportedPool (for example a swap-altering v4 hook, or an LB hook outside the allowlist). A swap that walks past the ticks or bins you loaded raises InsufficientState. A contract revert raises MathRevert.
• Pure functions over frozen state dataclasses. You can snapshot state, serialise it to JSON losslessly and replay quotes offline.

Supported pools

Verification

Each claim below is backed by a test in this repository.

Offline (no network). Run all of them with uv run pytest -m "not onchain".

On-chain (marker onchain). These compare the model with the protocol's own contracts at one pinned block. Each chain's tests run only when <CHAIN>_RPC_URL is set and are skipped otherwise. Some of them need an archive endpoint, and rate-limited public endpoints can fail with HTTP 429.

uv run pytest -m "not onchain"                 # offline suite
AVALANCHE_RPC_URL=... uv run pytest -m onchain  # on-chain comparisons for one chain

Install

Requires Python >= 3.11.

pip install v4quote

The PyPI package is pure Python. The optional Rust backend gives the same results faster; it is built from source and needs Python >= 3.12 and a Rust toolchain >= 1.90:

git clone https://github.com/m6xcom/v4quote && cd v4quote
uv sync --extra dev                    # pure Python
uv sync --extra dev --extra native     # + Rust backend (builds ./native with maturin)

You can also use pip: pip install -e ".[dev]". To add the Rust backend, also run pip install ./native.

The Rust backend is used when it imports, was built from the current native/ sources (a build fingerprint is checked), and V4QUOTE_NATIVE is not 0. Otherwise every call runs the Python code, and the results are the same. v4quote.amm.native.describe() tells you which backend is active and why. The native path for v4 pools is opt-in: call native.enable_v4().

Logging: v4quote.chain.rpc.get_web3 / web3_from_url raise the web3.providers, web3._utils.http_session_manager, urllib3.connectionpool and urllib3 loggers to INFO (when unset or lower) and add a redaction filter, because their DEBUG records contain the endpoint URL, which often embeds an API key. A level you set to INFO or higher is kept.

Quickstart: quote a v4 pool and check it against V4Quoter

examples/quickstart_v4.py:

from v4quote.amm import uniswap_v4 as v4
from v4quote.chain.loaders import load_v4_pool
from v4quote.chain.quoters import v4_quoter_exact_input_single
from v4quote.chain.rpc import get_web3

# Avalanche C-Chain, Uniswap v4: native AVAX / USDC, fee 500 pips, tickSpacing 10, no hooks
STATE_VIEW = "0xc3c9e198c735a4b97e3e683f391ccbdd60b69286"
V4_QUOTER = "0xbe40675bb704506a3c2ccfb762dcfd1e979845c2"
USDC = "0xB97EF9Ef8734C71904D8002F8b6Bc66Dd9c48a6E"
KEY = v4.PoolKey(v4.ZERO_ADDRESS, USDC, 500, 10)

w3 = get_web3("avalanche")  # reads AVALANCHE_RPC_URL; the URL never appears in errors or logs
block = w3.eth.block_number - 2

state = load_v4_pool(w3, STATE_VIEW, KEY, block, words_each_side=16)
amount_in = 25 * 10**18  # 25 AVAX
ours = v4.quote_exact_input(state, True, amount_in).amount_out  # AVAX -> USDC, computed locally
chain = v4_quoter_exact_input_single(w3, V4_QUOTER, KEY, True, amount_in, block)
assert ours == chain

AVALANCHE_RPC_URL=https://api.avax.network/ext/bc/C/rpc uv run python examples/quickstart_v4.py

When the swap walks past the loaded tick-bitmap words, the quote raises InsufficientState instead of returning a wrong number. Reload with a larger words_each_side (or None for the full bitmap). After that, state is a plain frozen dataclass: quote it as often as you like, apply a swap with v4.apply_swap, or store it with v4quote.amm.serialization.

Quote a Metric pool

A Metric pool prices from its provider's bid / ask / reference and holds liquidity in bins around the reference. load_metric_pool reads every bin, the pool's position and the provider quote at one block; the same raw quote can be passed to the pool's hypothetical quoter, so both sides price identical state.

from v4quote.amm import metric_omm as mo
from v4quote.chain.metric import load_metric_pool, metric_quoter_exact_output
from v4quote.chain.rpc import get_web3
from v4quote.errors import UnsupportedPool

POOL = "0x1E8Fc442AD3606719F7016DED6C17B56C3cA7386"  # WETH/USDG on Robinhood Chain (chainId 4663)
w3 = get_web3("robinhood")  # reads ROBINHOOD_RPC_URL
block = w3.eth.block_number - 2
state = load_metric_pool(w3, POOL, block)  # UnreadableState if the provider gives no quote (stale feed, closed market)

ours = mo.quote_exact_output(state, False, 10**17)  # buy 0.1 WETH: USDG in, to the unit
prices = (state.bid_x64, state.ask_x64, state.reference_x64)
assert (ours.amount_in, ours.amount_out) == metric_quoter_exact_output(w3, POOL, False, 10**17, prices, block)

try:
    sold = mo.quote_exact_input(state, True, 10**17)  # sell 0.1 WETH for USDG
except UnsupportedPool:
    sold = None  # the pool's own in-bin rounding could change the last unit: ask the quoter instead

ROBINHOOD_RPC_URL=https://rpc.mainnet.chain.robinhood.com uv run python examples/quickstart_metric.py

Prices in a Metric state are the provider's raw quote. The public API's bidAdj / askAdj and depth already include the spread and fees and cannot reproduce the pool to the unit, so the model is loaded from chain state; v4quote.chain.metric also has helpers for the API's pool list and status (check_api_quotable). Swap extensions (StopLoss, velocity guards, allowlists) can only accept or reject a swap, so they never change a quoted amount, but they can reject it, exactly as they would make the quoter revert.

Adding a hook model

A v4 pool whose hook changes swap amounts is rejected (UnsupportedPool) until the hook has an exact model. To add one:

1. Read the verified source. Model only hooks whose swap path is pure arithmetic over known per-pool terms (for example a fee in bps of one leg). Note which callbacks run (beforeSwap / afterSwap), which leg they take from, and the exact rounding.

2. Describe the model. Add a kind to v4quote.amm.v4_rd_hooks.RdHook:

   • covers(flags): the hook permission flags this kind accounts for;
   • input_fee / output_fee: the take before and after the pool swap, using the contract's integer arithmetic;
   • check_post_tick, if the hook reverts on the post-swap tick.

   uniswap_v4.quote_exact_input and the native hop apply these around the pool swap. Anything the model cannot reproduce must raise MathRevert or UnsupportedPool, never approximate.

3. Write offline tests for the arithmetic: edges, rounding, reverts. Use tests/unit/test_v4_rd_hooks.py as the pattern.

4. Prove it against V4Quoter. Add an onchain test that:

   • loads the pool at a pinned block with load_v4_pool;
   • sets rd_hook from the hook's on-chain per-pool terms;
   • asserts v4.quote_exact_input(state, zfo, amount).amount_out == v4_quoter_exact_input_single(...) for both directions and several sizes, including one that crosses initialised ticks.

   Pin the hook's code hash in the test so that a redeployment fails loudly.

Fee-only hooks (which only override the LP fee) do not need a new kind. Resolve the fee the hook will apply and pass hook_fee=(fee_zero_for_one, fee_one_for_zero) in the state, then verify it against V4Quoter in the same way.

Layout

src/v4quote/      Python package (amm/, chain/, math/, routing.py, routing_pools.py, errors.py)
native/           optional Rust crate v4quote-native (pyo3 + maturin), bit-exact port of the hot quotes
tests/unit/       offline tests; fixtures in tests/fixtures/
tests/onchain/    comparisons against deployed contracts (marker onchain)
examples/         runnable examples

License

Copyright (C) 2026 m6xcom

This program is free software; you can redistribute it and/or modify it under the terms of the GNU General Public License as published by the Free Software Foundation; either version 2 of the License, or (at your option) any later version (SPDX: GPL-2.0-or-later). It is distributed WITHOUT ANY WARRANTY; see LICENSE for the full text.

Acknowledgements

The swap math is an independent Python / Rust port of the arithmetic of the Uniswap v2-core, v3-core and v4-core contracts, and of the Algebra Integral, LFJ Liquidity Book and OpenZeppelin ERC-4626 contracts, written to reproduce their results exactly. The Metric OMM model is written from Metric's public documentation, its MIT-licensed interfaces and lens contracts, and quoter measurements; it contains no code from Metric's BUSL-licensed pool contracts. Test vectors in tests/fixtures/uniswap_v3_*.json and in tests/unit/test_v3_math.py come from the test suites of Uniswap v3-core and v4-core. This project is not affiliated with or endorsed by Uniswap Labs or the other protocols' teams, including Metric.