refactor(CL): convert priceLimit API in swaps to BigDec

x/concentrated-liquidity/export_test.go

@@ -60,7 +60,7 @@ func (k Keeper) SwapOutAmtGivenIn(
 	tokenIn sdk.Coin,
 	tokenOutDenom string,
 	spreadFactor osmomath.Dec,
-	priceLimit osmomath.Dec) (calcTokenIn, calcTokenOut sdk.Coin, poolUpdates PoolUpdates, err error) {
+	priceLimit osmomath.BigDec) (calcTokenIn, calcTokenOut sdk.Coin, poolUpdates PoolUpdates, err error) {
 	return k.swapOutAmtGivenIn(ctx, sender, pool, tokenIn, tokenOutDenom, spreadFactor, priceLimit)
 }
 
@@ -70,7 +70,7 @@ func (k Keeper) ComputeOutAmtGivenIn(
 	tokenInMin sdk.Coin,
 	tokenOutDenom string,
 	spreadFactor osmomath.Dec,
-	priceLimit osmomath.Dec,
+	priceLimit osmomath.BigDec,
 
 ) (swapResult SwapResult, poolUpdates PoolUpdates, err error) {
 	return k.computeOutAmtGivenIn(ctx, poolId, tokenInMin, tokenOutDenom, spreadFactor, priceLimit)
@@ -83,7 +83,7 @@ func (k Keeper) SwapInAmtGivenOut(
 	desiredTokenOut sdk.Coin,
 	tokenInDenom string,
 	spreadFactor osmomath.Dec,
-	priceLimit osmomath.Dec) (calcTokenIn, calcTokenOut sdk.Coin, poolUpdates PoolUpdates, err error) {
+	priceLimit osmomath.BigDec) (calcTokenIn, calcTokenOut sdk.Coin, poolUpdates PoolUpdates, err error) {
 	return k.swapInAmtGivenOut(ctx, sender, pool, desiredTokenOut, tokenInDenom, spreadFactor, priceLimit)
 }
 
@@ -92,7 +92,7 @@ func (k Keeper) ComputeInAmtGivenOut(
 	desiredTokenOut sdk.Coin,
 	tokenInDenom string,
 	spreadFactor osmomath.Dec,
-	priceLimit osmomath.Dec,
+	priceLimit osmomath.BigDec,
 	poolId uint64,
 
 ) (swapResult SwapResult, poolUpdates PoolUpdates, err error) {
@@ -321,7 +321,7 @@ func (k Keeper) GetLargestSupportedUptimeDuration(ctx sdk.Context) time.Duration
 
 func (k Keeper) SetupSwapStrategy(ctx sdk.Context, p types.ConcentratedPoolExtension,
 	spreadFactor osmomath.Dec, tokenInDenom string,
-	priceLimit osmomath.Dec) (strategy swapstrategy.SwapStrategy, sqrtPriceLimit osmomath.BigDec, err error) {
+	priceLimit osmomath.BigDec) (strategy swapstrategy.SwapStrategy, sqrtPriceLimit osmomath.BigDec, err error) {
 	return k.setupSwapStrategy(p, spreadFactor, tokenInDenom, priceLimit)
 }
 

x/concentrated-liquidity/fuzz_test.go

@@ -288,7 +288,7 @@ func (s *KeeperTestSuite) swap(pool types.ConcentratedPoolExtension, swapInFunde
 	// // Execute swap
 	fmt.Printf("swap in: %s\n", swapInFunded)
 	cacheCtx, writeOutGivenIn := s.Ctx.CacheContext()
-	_, tokenOut, _, err := s.clk.SwapOutAmtGivenIn(cacheCtx, s.TestAccs[0], pool, swapInFunded, swapOutDenom, pool.GetSpreadFactor(s.Ctx), osmomath.ZeroDec())
+	_, tokenOut, _, err := s.clk.SwapOutAmtGivenIn(cacheCtx, s.TestAccs[0], pool, swapInFunded, swapOutDenom, pool.GetSpreadFactor(s.Ctx), osmomath.ZeroBigDec())
 	if errors.As(err, &types.InvalidAmountCalculatedError{}) {
 		// If the swap we're about to execute will not generate enough output, we skip the swap.
 		// it would error for a real user though. This is good though, since that user would just be burning funds.
@@ -307,7 +307,7 @@ func (s *KeeperTestSuite) swap(pool types.ConcentratedPoolExtension, swapInFunde
 	// We expect the returned amountIn to be roughly equal to the original swapInFunded.
 	cacheCtx, _ = s.Ctx.CacheContext()
 	fmt.Printf("swap out: %s\n", tokenOut)
-	amountInSwapResult, _, _, err := s.clk.SwapInAmtGivenOut(cacheCtx, s.TestAccs[0], pool, tokenOut, swapInFunded.Denom, pool.GetSpreadFactor(s.Ctx), osmomath.ZeroDec())
+	amountInSwapResult, _, _, err := s.clk.SwapInAmtGivenOut(cacheCtx, s.TestAccs[0], pool, tokenOut, swapInFunded.Denom, pool.GetSpreadFactor(s.Ctx), osmomath.ZeroBigDec())
 	if errors.As(err, &types.InvalidAmountCalculatedError{}) {
 		// If the swap we're about to execute will not generate enough output, we skip the swap.
 		// it would error for a real user though. This is good though, since that user would just be burning funds.

x/concentrated-liquidity/keeper_test.go

@@ -546,7 +546,7 @@ func (s *KeeperTestSuite) swapToMinTickAndBack(spreadFactor osmomath.Dec, incent
 	actualSwappedInZeroForOne, tokenOut, _, err := s.App.ConcentratedLiquidityKeeper.SwapOutAmtGivenIn(
 		s.Ctx, swapper, pool,
 		coinZeroIn, pool.GetToken1(),
-		spreadFactor, osmomath.ZeroDec(),
+		spreadFactor, osmomath.ZeroBigDec(),
 	)
 	s.Require().NoError(err)
 
@@ -562,7 +562,7 @@ func (s *KeeperTestSuite) swapToMinTickAndBack(spreadFactor osmomath.Dec, incent
 	actualSwappedInOneForZero, inverseTokenOut, _, err := s.App.ConcentratedLiquidityKeeper.SwapOutAmtGivenIn(
 		s.Ctx, swapper, pool,
 		tokenOut, pool.GetToken0(),
-		spreadFactor, osmomath.ZeroDec(),
+		spreadFactor, osmomath.ZeroBigDec(),
 	)
 	s.Require().NoError(err)
 

x/concentrated-liquidity/position_test.go

@@ -1796,7 +1796,7 @@ func (s *KeeperTestSuite) TestTickRoundingEdgeCase() {
 	swapAddr := testAccs[2]
 	desiredTokenOut := sdk.NewCoin(USDC, osmomath.NewInt(10000))
 	s.FundAcc(swapAddr, sdk.NewCoins(sdk.NewCoin(ETH, osmomath.NewInt(1000000000000000000))))
-	_, _, _, err := s.clk.SwapInAmtGivenOut(s.Ctx, swapAddr, pool, desiredTokenOut, ETH, osmomath.ZeroDec(), osmomath.ZeroDec())
+	_, _, _, err := s.clk.SwapInAmtGivenOut(s.Ctx, swapAddr, pool, desiredTokenOut, ETH, osmomath.ZeroDec(), osmomath.ZeroBigDec())
 	s.Require().NoError(err)
 
 	// Both positions should be able to withdraw successfully

x/concentrated-liquidity/range_test.go

@@ -357,7 +357,7 @@ func (s *KeeperTestSuite) executeRandomizedSwap(pool types.ConcentratedPoolExten
 	}
 
 	// Note that we set the price limit to zero to ensure that the swap can execute in either direction (gets automatically set to correct limit)
-	swappedIn, swappedOut, _, err := s.clk.SwapInAmtGivenOut(s.Ctx, swapAddress, pool, swapOutCoin, swapInDenom, pool.GetSpreadFactor(s.Ctx), osmomath.ZeroDec())
+	swappedIn, swappedOut, _, err := s.clk.SwapInAmtGivenOut(s.Ctx, swapAddress, pool, swapOutCoin, swapInDenom, pool.GetSpreadFactor(s.Ctx), osmomath.ZeroBigDec())
 	s.Require().NoError(err)
 
 	return swappedIn, swappedOut
@@ -439,7 +439,7 @@ func (s *KeeperTestSuite) getInitialPositionAssets(pool types.ConcentratedPoolEx
 
 	// Calculate asset amounts that would be required to get the required spot price (rounding up on asset1 to ensure we stay in the intended tick)
 	asset0Amount := osmomath.NewInt(100000000000000)
-	asset1Amount := osmomath.NewDecFromInt(asset0Amount).Mul(requiredPrice.Dec()).Ceil().TruncateInt()
+	asset1Amount := osmomath.BigDecFromDec(osmomath.NewDecFromInt(asset0Amount)).Mul(requiredPrice).Ceil().Dec().TruncateInt()
 
 	assetCoins := sdk.NewCoins(
 		sdk.NewCoin(pool.GetToken0(), asset0Amount),

x/concentrated-liquidity/spread_rewards_test.go

@@ -1371,16 +1371,16 @@ func (s *KeeperTestSuite) TestFunctional_SpreadRewards_Swaps() {
 	}
 
 	// Swap multiple times USDC for ETH, therefore increasing the spot price
-	ticksActivatedAfterEachSwap, totalSpreadRewardsExpected, _, _ := s.swapAndTrackXTimesInARow(clPool.GetId(), DefaultCoin1, ETH, types.MaxSpotPrice, positions.numSwaps)
+	ticksActivatedAfterEachSwap, totalSpreadRewardsExpected, _, _ := s.swapAndTrackXTimesInARow(clPool.GetId(), DefaultCoin1, ETH, types.MaxSpotPriceBigDec, positions.numSwaps)
 	s.CollectAndAssertSpreadRewards(s.Ctx, clPool.GetId(), totalSpreadRewardsExpected, positionIds, [][]int64{ticksActivatedAfterEachSwap}, onlyUSDC, positions)
 
 	// Swap multiple times ETH for USDC, therefore decreasing the spot price
-	ticksActivatedAfterEachSwap, totalSpreadRewardsExpected, _, _ = s.swapAndTrackXTimesInARow(clPool.GetId(), DefaultCoin0, USDC, types.MinSpotPrice, positions.numSwaps)
+	ticksActivatedAfterEachSwap, totalSpreadRewardsExpected, _, _ = s.swapAndTrackXTimesInARow(clPool.GetId(), DefaultCoin0, USDC, types.MinSpotPriceBigDec, positions.numSwaps)
 	s.CollectAndAssertSpreadRewards(s.Ctx, clPool.GetId(), totalSpreadRewardsExpected, positionIds, [][]int64{ticksActivatedAfterEachSwap}, onlyETH, positions)
 
 	// Do the same swaps as before, however this time we collect spread rewards after both swap directions are complete.
-	ticksActivatedAfterEachSwapUp, totalSpreadRewardsExpectedUp, _, _ := s.swapAndTrackXTimesInARow(clPool.GetId(), DefaultCoin1, ETH, types.MaxSpotPrice, positions.numSwaps)
-	ticksActivatedAfterEachSwapDown, totalSpreadRewardsExpectedDown, _, _ := s.swapAndTrackXTimesInARow(clPool.GetId(), DefaultCoin0, USDC, types.MinSpotPrice, positions.numSwaps)
+	ticksActivatedAfterEachSwapUp, totalSpreadRewardsExpectedUp, _, _ := s.swapAndTrackXTimesInARow(clPool.GetId(), DefaultCoin1, ETH, types.MaxSpotPriceBigDec, positions.numSwaps)
+	ticksActivatedAfterEachSwapDown, totalSpreadRewardsExpectedDown, _, _ := s.swapAndTrackXTimesInARow(clPool.GetId(), DefaultCoin0, USDC, types.MinSpotPriceBigDec, positions.numSwaps)
 	totalSpreadRewardsExpected = totalSpreadRewardsExpectedUp.Add(totalSpreadRewardsExpectedDown...)
 
 	// We expect all positions to have both denoms in their spread reward accumulators except USDC for the overlapping range position since
@@ -1414,15 +1414,15 @@ func (s *KeeperTestSuite) TestFunctional_SpreadRewards_LP() {
 	s.FundAcc(owner, fundCoins)
 
 	// Errors since no position.
-	_, _, _, err := s.App.ConcentratedLiquidityKeeper.SwapOutAmtGivenIn(s.Ctx, owner, pool, sdk.NewCoin(ETH, osmomath.OneInt()), USDC, pool.GetSpreadFactor(s.Ctx), types.MaxSpotPrice)
+	_, _, _, err := s.App.ConcentratedLiquidityKeeper.SwapOutAmtGivenIn(s.Ctx, owner, pool, sdk.NewCoin(ETH, osmomath.OneInt()), USDC, pool.GetSpreadFactor(s.Ctx), types.MaxSpotPriceBigDec)
 	s.Require().Error(err)
 
 	// Create position in the default range 1.
 	positionDataOne, err := concentratedLiquidityKeeper.CreatePosition(ctx, pool.GetId(), owner, DefaultCoins, osmomath.ZeroInt(), osmomath.ZeroInt(), DefaultLowerTick, DefaultUpperTick)
 	s.Require().NoError(err)
 
 	// Swap once.
-	ticksActivatedAfterEachSwap, totalSpreadRewardsExpected, _, _ := s.swapAndTrackXTimesInARow(pool.GetId(), DefaultCoin1, ETH, types.MaxSpotPrice, 1)
+	ticksActivatedAfterEachSwap, totalSpreadRewardsExpected, _, _ := s.swapAndTrackXTimesInARow(pool.GetId(), DefaultCoin1, ETH, types.MaxSpotPriceBigDec, 1)
 
 	// Withdraw half.
 	halfLiquidity := positionDataOne.Liquidity.Mul(osmomath.NewDecWithPrec(5, 1))
@@ -1447,7 +1447,7 @@ func (s *KeeperTestSuite) TestFunctional_SpreadRewards_LP() {
 	fullLiquidity := positionDataTwo.Liquidity
 
 	// Swap once in the other direction.
-	ticksActivatedAfterEachSwap, totalSpreadRewardsExpected, _, _ = s.swapAndTrackXTimesInARow(pool.GetId(), DefaultCoin0, USDC, types.MinSpotPrice, 1)
+	ticksActivatedAfterEachSwap, totalSpreadRewardsExpected, _, _ = s.swapAndTrackXTimesInARow(pool.GetId(), DefaultCoin0, USDC, types.MinSpotPriceBigDec, 1)
 
 	// This should claim under the hood for position 2 since full liquidity is removed.
 	balanceBeforeWithdraw := s.App.BankKeeper.GetBalance(ctx, owner, ETH)
@@ -1583,7 +1583,7 @@ func (s *KeeperTestSuite) tickStatusInvariance(ticksActivatedAfterEachSwap [][]i
 
 // swapAndTrackXTimesInARow performs `numSwaps` swaps and tracks the tick activated after each swap.
 // It also returns the total spread rewards collected, the total token in, and the total token out.
-func (s *KeeperTestSuite) swapAndTrackXTimesInARow(poolId uint64, coinIn sdk.Coin, coinOutDenom string, priceLimit osmomath.Dec, numSwaps int) (ticksActivatedAfterEachSwap []int64, totalSpreadRewards sdk.Coins, totalTokenIn sdk.Coin, totalTokenOut sdk.Coin) {
+func (s *KeeperTestSuite) swapAndTrackXTimesInARow(poolId uint64, coinIn sdk.Coin, coinOutDenom string, priceLimit osmomath.BigDec, numSwaps int) (ticksActivatedAfterEachSwap []int64, totalSpreadRewards sdk.Coins, totalTokenIn sdk.Coin, totalTokenOut sdk.Coin) {
 	// Retrieve pool
 	clPool, err := s.App.ConcentratedLiquidityKeeper.GetPoolById(s.Ctx, poolId)
 	s.Require().NoError(err)

x/concentrated-liquidity/swaps.go

@@ -216,7 +216,7 @@ func (k Keeper) swapOutAmtGivenIn(
 	tokenIn sdk.Coin,
 	tokenOutDenom string,
 	spreadFactor osmomath.Dec,
-	priceLimit osmomath.Dec,
+	priceLimit osmomath.BigDec,
 ) (calcTokenIn, calcTokenOut sdk.Coin, poolUpdates PoolUpdates, err error) {
 	swapResult, poolUpdates, err := k.computeOutAmtGivenIn(ctx, pool.GetId(), tokenIn, tokenOutDenom, spreadFactor, priceLimit)
 	if err != nil {
@@ -247,7 +247,7 @@ func (k *Keeper) swapInAmtGivenOut(
 	desiredTokenOut sdk.Coin,
 	tokenInDenom string,
 	spreadFactor osmomath.Dec,
-	priceLimit osmomath.Dec,
+	priceLimit osmomath.BigDec,
 ) (calcTokenIn, calcTokenOut sdk.Coin, poolUpdates PoolUpdates, err error) {
 	swapResult, poolUpdates, err := k.computeInAmtGivenOut(ctx, desiredTokenOut, tokenInDenom, spreadFactor, priceLimit, pool.GetId())
 	if err != nil {
@@ -278,7 +278,7 @@ func (k Keeper) CalcOutAmtGivenIn(
 	spreadFactor osmomath.Dec,
 ) (tokenOut sdk.Coin, err error) {
 	cacheCtx, _ := ctx.CacheContext()
-	swapResult, _, err := k.computeOutAmtGivenIn(cacheCtx, poolI.GetId(), tokenIn, tokenOutDenom, spreadFactor, osmomath.ZeroDec())
+	swapResult, _, err := k.computeOutAmtGivenIn(cacheCtx, poolI.GetId(), tokenIn, tokenOutDenom, spreadFactor, osmomath.ZeroBigDec())
 	if err != nil {
 		return sdk.Coin{}, err
 	}
@@ -293,7 +293,7 @@ func (k Keeper) CalcInAmtGivenOut(
 	spreadFactor osmomath.Dec,
 ) (sdk.Coin, error) {
 	cacheCtx, _ := ctx.CacheContext()
-	swapResult, _, err := k.computeInAmtGivenOut(cacheCtx, tokenOut, tokenInDenom, spreadFactor, osmomath.ZeroDec(), poolI.GetId())
+	swapResult, _, err := k.computeInAmtGivenOut(cacheCtx, tokenOut, tokenInDenom, spreadFactor, osmomath.ZeroBigDec(), poolI.GetId())
 	if err != nil {
 		return sdk.Coin{}, err
 	}
@@ -354,7 +354,7 @@ func (k Keeper) computeOutAmtGivenIn(
 	tokenInMin sdk.Coin,
 	tokenOutDenom string,
 	spreadFactor osmomath.Dec,
-	priceLimit osmomath.Dec,
+	priceLimit osmomath.BigDec,
 ) (swapResult SwapResult, poolUpdates PoolUpdates, err error) {
 	p, spreadRewardAccumulator, uptimeAccums, err := k.swapSetup(ctx, poolId, tokenInMin.Denom, tokenOutDenom)
 	if err != nil {
@@ -481,7 +481,7 @@ func (k Keeper) computeInAmtGivenOut(
 	desiredTokenOut sdk.Coin,
 	tokenInDenom string,
 	spreadFactor osmomath.Dec,
-	priceLimit osmomath.Dec,
+	priceLimit osmomath.BigDec,
 	poolId uint64,
 ) (swapResult SwapResult, poolUpdates PoolUpdates, err error) {
 	p, spreadRewardAccumulator, uptimeAccums, err := k.swapSetup(ctx, poolId, tokenInDenom, desiredTokenOut.Denom)
@@ -734,7 +734,7 @@ func checkDenomValidity(inDenom, outDenom, asset0, asset1 string) error {
 	return nil
 }
 
-func (k Keeper) setupSwapStrategy(p types.ConcentratedPoolExtension, spreadFactor osmomath.Dec, tokenInDenom string, priceLimit osmomath.Dec) (strategy swapstrategy.SwapStrategy, sqrtPriceLimit osmomath.BigDec, err error) {
+func (k Keeper) setupSwapStrategy(p types.ConcentratedPoolExtension, spreadFactor osmomath.Dec, tokenInDenom string, priceLimit osmomath.BigDec) (strategy swapstrategy.SwapStrategy, sqrtPriceLimit osmomath.BigDec, err error) {
 	zeroForOne := getZeroForOne(tokenInDenom, p.GetToken0())
 
 	// take provided price limit and turn this into a sqrt price limit since formulas use sqrtPrice
@@ -838,7 +838,7 @@ func (k Keeper) ComputeMaxInAmtGivenMaxTicksCrossed(
 	}
 
 	// Setup the swap strategy
-	swapStrategy, _, err := k.setupSwapStrategy(p, p.GetSpreadFactor(cacheCtx), tokenInDenom, osmomath.ZeroDec())
+	swapStrategy, _, err := k.setupSwapStrategy(p, p.GetSpreadFactor(cacheCtx), tokenInDenom, osmomath.ZeroBigDec())
 	if err != nil {
 		return sdk.Coin{}, sdk.Coin{}, err
 	}