Fix spotprice sigfig rounding for small spot prices (backport #1699) (#…

…1703) * Fix spotprice sigfig rounding for small spot prices (#1699) * Fix spotprice sigfig rounding for small spot prices * Changelog * Fix off by one in precision * Address PR comment (cherry picked from commit c211999) # Conflicts: # CHANGELOG.md * Update CHANGELOG.md Co-authored-by: Dev Ojha <[email protected]>
osmosis-labs · Jun 7, 2022 · 7327a04 · 7327a04
1 parent ddd75fe
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diff --git a/CHANGELOG.md b/CHANGELOG.md
@@ -40,7 +40,11 @@ All notable changes to this project will be documented in this file.
 The format is based on [Keep a Changelog](https://keepachangelog.com/en/1.0.0/),
 and this project adheres to [Semantic Versioning](https://semver.org/spec/v2.0.0.html).
 
-## Unreleased
+## v9.0.1
+
+### Breaking Changes
+
+* [#1699](https://github.com/osmosis-labs/osmosis/pull/1699) Fixes bug in sig fig rounding on spot price queries for small values
 
 * [#1312] Stableswap: Createpool logic 
 * [#1230] Stableswap CFMM equations

diff --git a/app/apptesting/gamm.go b/app/apptesting/gamm.go
@@ -45,7 +45,7 @@ func (suite *KeeperTestHelper) PrepareBalancerPool() uint64 {
 	spotPrice, err = suite.App.GAMMKeeper.CalculateSpotPrice(suite.Ctx, poolId, "baz", "foo")
 	suite.NoError(err)
 	s := sdk.NewDec(1).Quo(sdk.NewDec(3))
-	sp := s.Mul(gammtypes.SigFigs).RoundInt().ToDec().Quo(gammtypes.SigFigs)
+	sp := s.MulInt(gammtypes.SigFigs).RoundInt().ToDec().QuoInt(gammtypes.SigFigs)
 	suite.Equal(sp.String(), spotPrice.String())
 
 	return poolId

diff --git a/osmomath/sigfig_round.go b/osmomath/sigfig_round.go
@@ -0,0 +1,24 @@
+package osmomath
+
+import sdk "github.com/cosmos/cosmos-sdk/types"
+
+var pointOne = sdk.OneDec().QuoInt64(10)
+
+func SigFigRound(d sdk.Dec, tenToSigFig sdk.Int) sdk.Dec {
+	// for d > .1, we do round(d * 10^sigfig) / 10^sigfig
+	// for k, where 10^k*d > .1 && 10^{k-1}*d < .1, we do:
+	// (round(10^k * d * 10^sigfig) / (10^sigfig * 10^k)
+	// take note of floor div, vs normal div
+	k := uint64(0)
+	dTimesK := d
+	for ; dTimesK.LT(pointOne); k += 1 {
+		dTimesK.MulInt64Mut(10)
+	}
+	// d * 10^k * 10^sigfig
+	dkSigFig := dTimesK.MulInt(tenToSigFig)
+	numerator := dkSigFig.RoundInt().ToDec()
+
+	tenToK := sdk.NewInt(10).ToDec().Power(k)
+	denominator := tenToSigFig.Mul(tenToK.TruncateInt())
+	return numerator.QuoInt(denominator)
+}
diff --git a/x/gamm/pool-models/balancer/amm.go b/x/gamm/pool-models/balancer/amm.go
@@ -195,7 +195,8 @@ func (p Pool) SpotPrice(ctx sdk.Context, baseAsset, quoteAsset string) (sdk.Dec,
 	invWeightRatio := quote.Weight.ToDec().Quo(base.Weight.ToDec())
 	supplyRatio := base.Token.Amount.ToDec().Quo(quote.Token.Amount.ToDec())
 	fullRatio := supplyRatio.Mul(invWeightRatio)
-	ratio := (fullRatio.Mul(types.SigFigs).RoundInt()).ToDec().Quo(types.SigFigs)
+	// we want to round this to `SigFigs` of precision
+	ratio := osmomath.SigFigRound(fullRatio, types.SigFigs)
 	return ratio, nil
 }
 

diff --git a/x/gamm/pool-models/balancer/amm_test.go b/x/gamm/pool-models/balancer/amm_test.go
@@ -53,6 +53,20 @@ func (suite *KeeperTestSuite) TestBalancerSpotPrice() {
 			expectError:         false,
 			expectedOutput:      sdk.MustNewDecFromStr("1.913043480000000000"), // ans is 1.913043478260869565, rounded is 1.91304348
 		},
+		{
+			name:                "check number of sig figs",
+			baseDenomPoolInput:  sdk.NewInt64Coin(baseDenom, 100),
+			quoteDenomPoolInput: sdk.NewInt64Coin(quoteDenom, 300),
+			expectError:         false,
+			expectedOutput:      sdk.MustNewDecFromStr("0.333333330000000000"),
+		},
+		{
+			name:                "check number of sig figs high sizes",
+			baseDenomPoolInput:  sdk.NewInt64Coin(baseDenom, 343569192534),
+			quoteDenomPoolInput: sdk.NewCoin(quoteDenom, sdk.MustNewDecFromStr("186633424395479094888742").TruncateInt()),
+			expectError:         false,
+			expectedOutput:      sdk.MustNewDecFromStr("0.000000000001840877"),
+		},
 	}
 
 	for _, tc := range tests {

diff --git a/x/gamm/types/constants.go b/x/gamm/types/constants.go
@@ -22,5 +22,5 @@ var (
 	InitPoolSharesSupply = OneShare.MulRaw(100)
 
 	// SigFigs is the amount of significant figures used to calculate SpotPrice
-	SigFigs = sdk.NewDec(10).Power(SigFigsExponent)
+	SigFigs = sdk.NewDec(10).Power(SigFigsExponent).TruncateInt()
 )