refactor(osmoutils): use Dec for additive tolerance instead of Int (#…

…3711) * refactor(osmoutils): use Dec for additive tolerance instead of Int * changelog
osmosis-labs · Dec 14, 2022 · 5ab7ebf · 5ab7ebf
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Showing 7 changed files with 24 additions and 23 deletions.
diff --git a/CHANGELOG.md b/CHANGELOG.md
@@ -59,6 +59,7 @@ and this project adheres to [Semantic Versioning](https://semver.org/spec/v2.0.0
 
 * [#3611](https://github.com/osmosis-labs/osmosis/pull/3611),[#3647](https://github.com/osmosis-labs/osmosis/pull/3647) Introduce osmocli, to automate thousands of lines of CLI boilerplate
 * [#3634](https://github.com/osmosis-labs/osmosis/pull/3634) (Makefile) Ensure correct golang version in make build and make install. (Thank you @jhernandezb )
+* [#3711](https://github.com/osmosis-labs/osmosis/pull/3711) Use Dec instead of Int for additive `ErrTolerace` in `osmoutils`.
 
 ## v13.0.0
 

diff --git a/osmoutils/binary_search.go b/osmoutils/binary_search.go
@@ -23,7 +23,7 @@ import (
 // RoundingDir = RoundUnconstrained.
 // Note that if AdditiveTolerance == 0, then this is equivalent to a standard compare.
 type ErrTolerance struct {
-	AdditiveTolerance       sdk.Int
+	AdditiveTolerance       sdk.Dec
 	MultiplicativeTolerance sdk.Dec
 	RoundingDir             osmomath.RoundingDirection
 }
@@ -33,7 +33,7 @@ type ErrTolerance struct {
 // returns 1 if not, and expected > actual.
 // returns -1 if not, and expected < actual
 func (e ErrTolerance) Compare(expected sdk.Int, actual sdk.Int) int {
-	diff := expected.Sub(actual).Abs()
+	diff := expected.ToDec().Sub(actual.ToDec()).Abs()
 
 	comparisonSign := 0
 	if expected.GT(actual) {
@@ -71,7 +71,7 @@ func (e ErrTolerance) Compare(expected sdk.Int, actual sdk.Int) int {
 	}
 	// Check multiplicative tolerance equations
 	if !e.MultiplicativeTolerance.IsNil() && !e.MultiplicativeTolerance.IsZero() {
-		errTerm := diff.ToDec().Quo(sdk.MinInt(expected.Abs(), actual.Abs()).ToDec())
+		errTerm := diff.Quo(sdk.MinInt(expected.Abs(), actual.Abs()).ToDec())
 		if errTerm.GT(e.MultiplicativeTolerance) {
 			return comparisonSign
 		}
@@ -117,7 +117,7 @@ func (e ErrTolerance) CompareBigDec(expected osmomath.BigDec, actual osmomath.Bi
 			}
 		}
 
-		if diff.GT(osmomath.BigDecFromSDKDec(e.AdditiveTolerance.ToDec())) {
+		if diff.GT(osmomath.BigDecFromSDKDec(e.AdditiveTolerance)) {
 			return comparisonSign
 		}
 	}

diff --git a/osmoutils/binary_search_test.go b/osmoutils/binary_search_test.go
@@ -12,7 +12,7 @@ import (
 )
 
 var (
-	withinOne     = ErrTolerance{AdditiveTolerance: sdk.OneInt()}
+	withinOne     = ErrTolerance{AdditiveTolerance: sdk.OneDec()}
 	withinFactor8 = ErrTolerance{MultiplicativeTolerance: sdk.NewDec(8)}
 	zero          = osmomath.ZeroDec()
 )
@@ -29,10 +29,10 @@ func TestBinarySearch(t *testing.T) {
 		output := sdk.Int(result)
 		return output, nil
 	}
-	noErrTolerance := ErrTolerance{AdditiveTolerance: sdk.ZeroInt()}
-	testErrToleranceAdditive := ErrTolerance{AdditiveTolerance: sdk.NewInt(1 << 20)}
-	testErrToleranceMultiplicative := ErrTolerance{AdditiveTolerance: sdk.ZeroInt(), MultiplicativeTolerance: sdk.NewDec(10)}
-	testErrToleranceBoth := ErrTolerance{AdditiveTolerance: sdk.NewInt(1 << 20), MultiplicativeTolerance: sdk.NewDec(1 << 3)}
+	noErrTolerance := ErrTolerance{AdditiveTolerance: sdk.ZeroDec()}
+	testErrToleranceAdditive := ErrTolerance{AdditiveTolerance: sdk.NewDec(1 << 20)}
+	testErrToleranceMultiplicative := ErrTolerance{AdditiveTolerance: sdk.ZeroDec(), MultiplicativeTolerance: sdk.NewDec(10)}
+	testErrToleranceBoth := ErrTolerance{AdditiveTolerance: sdk.NewDec(1 << 20), MultiplicativeTolerance: sdk.NewDec(1 << 3)}
 	tests := map[string]struct {
 		f             func(sdk.Int) (sdk.Int, error)
 		lowerbound    sdk.Int
@@ -153,9 +153,9 @@ var fnMap = map[string]searchFn{"line": lineF, "cubic": cubicF, "neg_cubic": neg
 // This function tests that any value in a given range can be reached within expected num iterations.
 func TestIterationDepthRandValue(t *testing.T) {
 	tests := map[string]binarySearchTestCase{}
-	exactEqual := ErrTolerance{AdditiveTolerance: sdk.ZeroInt()}
-	withinOne := ErrTolerance{AdditiveTolerance: sdk.OneInt()}
-	within32 := ErrTolerance{AdditiveTolerance: sdk.OneInt().MulRaw(32)}
+	exactEqual := ErrTolerance{AdditiveTolerance: sdk.ZeroDec()}
+	withinOne := ErrTolerance{AdditiveTolerance: sdk.OneDec()}
+	within32 := ErrTolerance{AdditiveTolerance: sdk.OneDec().Mul(sdk.NewDec(32))}
 
 	createRandInput := func(fnName string, lowerbound, upperbound int64,
 		errTolerance ErrTolerance, maxNumIters int, errToleranceName string) {
@@ -227,8 +227,8 @@ func runBinarySearchTestCases(t *testing.T, tests map[string]binarySearchTestCas
 }
 
 func TestBinarySearchBigDec(t *testing.T) {
-	testErrToleranceAdditive := ErrTolerance{AdditiveTolerance: sdk.NewInt(1 << 30)}
-	errToleranceBoth := ErrTolerance{AdditiveTolerance: sdk.NewInt(1 << 30), MultiplicativeTolerance: sdk.NewDec(1 << 3)}
+	testErrToleranceAdditive := ErrTolerance{AdditiveTolerance: sdk.NewDec(1 << 30)}
+	errToleranceBoth := ErrTolerance{AdditiveTolerance: sdk.NewDec(1 << 30), MultiplicativeTolerance: sdk.NewDec(1 << 3)}
 
 	twoTo50 := osmomath.NewBigDec(1 << 50)
 	twoTo25PlusOne := osmomath.NewBigDec(1 + (1 << 25))
@@ -279,7 +279,7 @@ func TestBinarySearchBigDec(t *testing.T) {
 }
 
 func TestBinarySearchRoundingBehavior(t *testing.T) {
-	withinTwoTo30 := ErrTolerance{AdditiveTolerance: sdk.NewInt(1 << 30)}
+	withinTwoTo30 := ErrTolerance{AdditiveTolerance: sdk.NewDec(1 << 30)}
 
 	twoTo50 := osmomath.NewBigDec(1 << 50)
 	// twoTo25PlusOne := osmomath.NewBigDec(1 + (1 << 25))
@@ -318,10 +318,10 @@ func TestBinarySearchRoundingBehavior(t *testing.T) {
 }
 
 func TestErrTolerance_Compare(t *testing.T) {
-	ZeroErrTolerance := ErrTolerance{AdditiveTolerance: sdk.ZeroInt(), MultiplicativeTolerance: sdk.Dec{}}
-	NonZeroErrAdditive := ErrTolerance{AdditiveTolerance: sdk.NewInt(10), MultiplicativeTolerance: sdk.Dec{}}
-	NonZeroErrMultiplicative := ErrTolerance{AdditiveTolerance: sdk.Int{}, MultiplicativeTolerance: sdk.NewDec(10)}
-	NonZeroErrBoth := ErrTolerance{AdditiveTolerance: sdk.NewInt(1), MultiplicativeTolerance: sdk.NewDec(10)}
+	ZeroErrTolerance := ErrTolerance{AdditiveTolerance: sdk.ZeroDec(), MultiplicativeTolerance: sdk.Dec{}}
+	NonZeroErrAdditive := ErrTolerance{AdditiveTolerance: sdk.NewDec(10), MultiplicativeTolerance: sdk.Dec{}}
+	NonZeroErrMultiplicative := ErrTolerance{AdditiveTolerance: sdk.Dec{}, MultiplicativeTolerance: sdk.NewDec(10)}
+	NonZeroErrBoth := ErrTolerance{AdditiveTolerance: sdk.NewDec(1), MultiplicativeTolerance: sdk.NewDec(10)}
 	tests := []struct {
 		name         string
 		tol          ErrTolerance

diff --git a/x/gamm/pool-models/balancer/pool_test.go b/x/gamm/pool-models/balancer/pool_test.go
@@ -569,7 +569,7 @@ func (suite *BalancerTestSuite) TestBalancerCalculateAmountOutAndIn_InverseRelat
 				suite.Require().NotNil(pool)
 
 				errTolerance := osmoutils.ErrTolerance{
-					AdditiveTolerance: sdk.OneInt(), MultiplicativeTolerance: sdk.Dec{}}
+					AdditiveTolerance: sdk.OneDec(), MultiplicativeTolerance: sdk.Dec{}}
 				sut := func() {
 					test_helpers.TestCalculateAmountOutAndIn_InverseRelationship(suite.T(), ctx, pool, poolAssetIn.Token.Denom, poolAssetOut.Token.Denom, tc.initialCalcOut, swapFeeDec, errTolerance)
 				}

diff --git a/x/gamm/pool-models/internal/cfmm_common/lp.go b/x/gamm/pool-models/internal/cfmm_common/lp.go
@@ -155,7 +155,7 @@ func BinarySearchSingleAssetJoin(
 	}
 
 	// We accept an additive tolerance of 1 LP share error and round down
-	errTolerance := osmoutils.ErrTolerance{AdditiveTolerance: sdk.OneInt(), MultiplicativeTolerance: sdk.Dec{}, RoundingDir: osmomath.RoundDown}
+	errTolerance := osmoutils.ErrTolerance{AdditiveTolerance: sdk.OneDec(), MultiplicativeTolerance: sdk.Dec{}, RoundingDir: osmomath.RoundDown}
 
 	numLPShares, err = osmoutils.BinarySearch(
 		estimateCoinOutGivenShares,

diff --git a/x/gamm/pool-models/stableswap/amm.go b/x/gamm/pool-models/stableswap/amm.go
@@ -327,7 +327,7 @@ func solveCFMMBinarySearchMulti(xReserve, yReserve, wSumSquares, yIn osmomath.Bi
 	maxIterations := 256
 
 	// we use a geometric error tolerance that guarantees approximately 10^-12 precision on outputs
-	errTolerance := osmoutils.ErrTolerance{AdditiveTolerance: sdk.Int{}, MultiplicativeTolerance: sdk.NewDecWithPrec(1, 12)}
+	errTolerance := osmoutils.ErrTolerance{AdditiveTolerance: sdk.Dec{}, MultiplicativeTolerance: sdk.NewDecWithPrec(1, 12)}
 
 	// if yIn is positive, we want to under-estimate the amount of xOut.
 	// This means, we want x_out to be rounded down, as x_out = x_init - x_final, for x_init > x_final.

diff --git a/x/gamm/pool-models/stableswap/amm_test.go b/x/gamm/pool-models/stableswap/amm_test.go
@@ -727,7 +727,7 @@ func (suite *StableSwapTestSuite) Test_StableSwap_CalculateAmountOutAndIn_Invers
 				pool := createTestPool(suite.T(), tc.poolLiquidity, swapFeeDec, exitFeeDec, tc.scalingFactors)
 				suite.Require().NotNil(pool)
 				errTolerance := osmoutils.ErrTolerance{
-					AdditiveTolerance: sdk.Int{}, MultiplicativeTolerance: sdk.NewDecWithPrec(1, 12)}
+					AdditiveTolerance: sdk.Dec{}, MultiplicativeTolerance: sdk.NewDecWithPrec(1, 12)}
 				test_helpers.TestCalculateAmountOutAndIn_InverseRelationship(suite.T(), ctx, pool, tc.denomIn, tc.denomOut, tc.initialCalcOut, swapFeeDec, errTolerance)
 			})
 		}