fix: cl spotprice query (#5863)

* fix: cl spotprice * fix tests * Update CHANGELOG.md * swap base quote for twap e2e --------- Co-authored-by: Adam Tucker <[email protected]>
osmosis-labs · Aug 2, 2023 · 7331689 · 7331689
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diff --git a/CHANGELOG.md b/CHANGELOG.md
@@ -45,6 +45,7 @@ and this project adheres to [Semantic Versioning](https://semver.org/spec/v2.0.0
 ### State Breaking
 
 * [#5532](https://github.com/osmosis-labs/osmosis/pull/5532) fix: Fix x/tokenfactory genesis import denoms reset x/bank existing denom metadata
+* [#5863](https://github.com/osmosis-labs/osmosis/pull/5863) fix: swap base/quote asset for CL spot price query
 * [#5869](https://github.com/osmosis-labs/osmosis/pull/5869) fix negative interval accumulation with spread rewards
 * [#5872](https://github.com/osmosis-labs/osmosis/pull/5872) fix negative interval accumulation with incentive rewards
 * [#5883](https://github.com/osmosis-labs/osmosis/pull/5883) feat: Uninitialize empty ticks

diff --git a/tests/e2e/e2e_test.go b/tests/e2e/e2e_test.go
@@ -1071,7 +1071,7 @@ func (s *IntegrationTestSuite) CreateConcentratedLiquidityPoolVoting_And_TWAP()
 	// Check initial TWAP
 	// We expect this to error since there is no spot price yet.
 	s.T().Log("initial twap check")
-	initialTwapBOverA, err := chainANode.QueryGeometricTwapToNow(concentratedPool.GetId(), concentratedPool.GetToken0(), concentratedPool.GetToken1(), timeBeforePositionCreationBeforeSwap)
+	initialTwapBOverA, err := chainANode.QueryGeometricTwapToNow(concentratedPool.GetId(), concentratedPool.GetToken1(), concentratedPool.GetToken0(), timeBeforePositionCreationBeforeSwap)
 	s.Require().Error(err)
 	s.Require().Equal(sdk.Dec{}, initialTwapBOverA)
 
@@ -1080,7 +1080,7 @@ func (s *IntegrationTestSuite) CreateConcentratedLiquidityPoolVoting_And_TWAP()
 	chainANode.CreateConcentratedPosition(address1, "[-120000]", "40000", fmt.Sprintf("10000000%s,20000000%s", concentratedPool.GetToken0(), concentratedPool.GetToken1()), 0, 0, concentratedPool.GetId())
 	timeAfterPositionCreationBeforeSwap := chainANode.QueryLatestBlockTime()
 	chainA.WaitForNumHeights(2)
-	firstPositionTwapBOverA, err := chainANode.QueryGeometricTwapToNow(concentratedPool.GetId(), concentratedPool.GetToken0(), concentratedPool.GetToken1(), timeAfterPositionCreationBeforeSwap)
+	firstPositionTwapBOverA, err := chainANode.QueryGeometricTwapToNow(concentratedPool.GetId(), concentratedPool.GetToken1(), concentratedPool.GetToken0(), timeAfterPositionCreationBeforeSwap)
 	s.Require().NoError(err)
 	s.Require().Equal(sdk.MustNewDecFromStr("0.5"), firstPositionTwapBOverA)
 
@@ -1094,7 +1094,7 @@ func (s *IntegrationTestSuite) CreateConcentratedLiquidityPoolVoting_And_TWAP()
 	timeAfterSwapPlus1Height := chainANode.QueryLatestBlockTime()
 
 	s.T().Log("querying for the TWAP after swap")
-	afterSwapTwapBOverA, err := chainANode.QueryGeometricTwap(concentratedPool.GetId(), concentratedPool.GetToken0(), concentratedPool.GetToken1(), timeAfterSwap, timeAfterSwapPlus1Height)
+	afterSwapTwapBOverA, err := chainANode.QueryGeometricTwap(concentratedPool.GetId(), concentratedPool.GetToken1(), concentratedPool.GetToken0(), timeAfterSwap, timeAfterSwapPlus1Height)
 	s.Require().NoError(err)
 
 	// We swap stake so uosmo's supply will decrease and stake will increase.
@@ -1108,7 +1108,7 @@ func (s *IntegrationTestSuite) CreateConcentratedLiquidityPoolVoting_And_TWAP()
 	chainA.WaitForNumHeights(1)
 
 	s.T().Log("querying for the TWAP from after pool drained")
-	afterRemoveTwapBOverA, err := chainANode.QueryGeometricTwapToNow(concentratedPool.GetId(), concentratedPool.GetToken0(), concentratedPool.GetToken1(), timeAfterSwapPlus1Height)
+	afterRemoveTwapBOverA, err := chainANode.QueryGeometricTwapToNow(concentratedPool.GetId(), concentratedPool.GetToken1(), concentratedPool.GetToken0(), timeAfterSwapPlus1Height)
 	s.Require().Error(err)
 	s.Require().Equal(sdk.Dec{}, afterRemoveTwapBOverA)
 
@@ -1118,7 +1118,7 @@ func (s *IntegrationTestSuite) CreateConcentratedLiquidityPoolVoting_And_TWAP()
 	chainANode.CreateConcentratedPosition(address1, "[-120000]", "40000", fmt.Sprintf("10000000%s,10000000%s", concentratedPool.GetToken0(), concentratedPool.GetToken1()), 0, 0, concentratedPool.GetId())
 	chainA.WaitForNumHeights(1)
 	timeAfterSwapRemoveAndCreatePlus1Height := chainANode.QueryLatestBlockTime()
-	secondTwapBOverA, err := chainANode.QueryGeometricTwapToNow(concentratedPool.GetId(), concentratedPool.GetToken0(), concentratedPool.GetToken1(), timeAfterSwapRemoveAndCreatePlus1Height)
+	secondTwapBOverA, err := chainANode.QueryGeometricTwapToNow(concentratedPool.GetId(), concentratedPool.GetToken1(), concentratedPool.GetToken0(), timeAfterSwapRemoveAndCreatePlus1Height)
 	s.Require().NoError(err)
 	s.Require().Equal(sdk.NewDec(1), secondTwapBOverA)
 }

diff --git a/x/concentrated-liquidity/model/pool.go b/x/concentrated-liquidity/model/pool.go
@@ -108,7 +108,7 @@ func (p Pool) IsActive(ctx sdk.Context) bool {
 // SpotPrice returns the spot price of the pool.
 // If base asset is the Token0 of the pool, we use the current sqrt price of the pool.
 // If not, we calculate the inverse of the current sqrt price of the pool.
-func (p Pool) SpotPrice(ctx sdk.Context, baseAssetDenom string, quoteAssetDenom string) (sdk.Dec, error) {
+func (p Pool) SpotPrice(ctx sdk.Context, quoteAssetDenom string, baseAssetDenom string) (sdk.Dec, error) {
 	// validate base asset is in pool
 	if baseAssetDenom != p.Token0 && baseAssetDenom != p.Token1 {
 		return sdk.Dec{}, fmt.Errorf("base asset denom (%s) is not in pool with (%s, %s) pair", baseAssetDenom, p.Token0, p.Token1)

diff --git a/x/concentrated-liquidity/model/pool_test.go b/x/concentrated-liquidity/model/pool_test.go
@@ -206,7 +206,7 @@ func (s *ConcentratedPoolTestSuite) TestSpotPrice() {
 			}
 
 			// Check the spot price of the mock pool using the SpotPrice method.
-			spotPriceFromMethod, err := mock_pool.SpotPrice(sdk.Context{}, tc.param.baseDenom, tc.param.quoteDenom)
+			spotPriceFromMethod, err := mock_pool.SpotPrice(sdk.Context{}, tc.param.quoteDenom, tc.param.baseDenom)
 
 			if tc.expectedErr != nil {
 				s.Require().Error(err)

diff --git a/x/concentrated-liquidity/pool_test.go b/x/concentrated-liquidity/pool_test.go
@@ -250,14 +250,15 @@ func (s *KeeperTestSuite) TestCalculateSpotPrice() {
 	// set up default position to have proper spot price
 	s.SetupDefaultPosition(defaultPoolId)
 
-	spotPriceBaseUSDC, err := s.App.ConcentratedLiquidityKeeper.CalculateSpotPrice(s.Ctx, poolId, ETH, USDC)
+	// ETH is token0 so its price will be the DefaultCurrSqrtPrice squared
+	spotPriceBaseETH, err := s.App.ConcentratedLiquidityKeeper.CalculateSpotPrice(s.Ctx, poolId, USDC, ETH)
 	s.Require().NoError(err)
-	s.Require().Equal(spotPriceBaseUSDC, DefaultCurrSqrtPrice.PowerInteger(2).SDKDec())
+	s.Require().Equal(spotPriceBaseETH, DefaultCurrSqrtPrice.PowerInteger(2).SDKDec())
 
 	// test that we have correct values for reversed quote asset and base asset
-	spotPriceBaseETH, err := s.App.ConcentratedLiquidityKeeper.CalculateSpotPrice(s.Ctx, poolId, USDC, ETH)
+	spotPriceBaseUSDC, err := s.App.ConcentratedLiquidityKeeper.CalculateSpotPrice(s.Ctx, poolId, ETH, USDC)
 	s.Require().NoError(err)
-	s.Require().Equal(spotPriceBaseETH, osmomath.OneDec().Quo(DefaultCurrSqrtPrice.PowerInteger(2)).SDKDec())
+	s.Require().Equal(spotPriceBaseUSDC, osmomath.OneDec().Quo(DefaultCurrSqrtPrice.PowerInteger(2)).SDKDec())
 
 	// try getting spot price from a non-existent pool
 	spotPrice, err = s.App.ConcentratedLiquidityKeeper.CalculateSpotPrice(s.Ctx, poolId+1, USDC, ETH)

diff --git a/x/concentrated-liquidity/swaps_test.go b/x/concentrated-liquidity/swaps_test.go
@@ -3081,9 +3081,9 @@ func (s *KeeperTestSuite) inverseRelationshipInvariants(firstTokenIn, firstToken
 	s.Require().Equal(liquidityBefore, liquidityAfter)
 
 	// Within a margin of error, the spot price should be the same before and after the swap
-	oldSpotPrice, err := poolBefore.SpotPrice(s.Ctx, pool.GetToken0(), pool.GetToken1())
+	oldSpotPrice, err := poolBefore.SpotPrice(s.Ctx, pool.GetToken1(), pool.GetToken0())
 	s.Require().NoError(err)
-	newSpotPrice, err := poolAfter.SpotPrice(s.Ctx, pool.GetToken0(), pool.GetToken1())
+	newSpotPrice, err := poolAfter.SpotPrice(s.Ctx, pool.GetToken1(), pool.GetToken0())
 	s.Require().NoError(err)
 	multiplicativeTolerance = osmomath.ErrTolerance{
 		MultiplicativeTolerance: sdk.MustNewDecFromStr("0.001"),

diff --git a/x/poolmanager/client/cli/query.go b/x/poolmanager/client/cli/query.go
@@ -91,7 +91,7 @@ func GetCmdPool() (*osmocli.QueryDescriptor, *queryproto.PoolRequest) {
 
 func GetCmdSpotPrice() (*osmocli.QueryDescriptor, *queryproto.SpotPriceRequest) {
 	return &osmocli.QueryDescriptor{
-		Use:   "spot-price <pool-ID> [quote-asset-denom] [base-asset-denom]",
+		Use:   "spot-price <pool-ID> [base-asset-denom] [quote-asset-denom]",
 		Short: "Query spot-price",
 		Long: `Query spot-price
 {{.CommandPrefix}} spot-price 1 uosmo ibc/27394FB092D2ECCD56123C74F36E4C1F926001CEADA9CA97EA622B25F41E5EB2

diff --git a/x/poolmanager/router_test.go b/x/poolmanager/router_test.go
@@ -270,8 +270,8 @@ func (s *KeeperTestSuite) TestRouteCalculateSpotPrice() {
 		"valid concentrated liquidity pool with position": {
 			preCreatePoolType:    types.Concentrated,
 			poolId:               1,
-			quoteAssetDenom:      "eth",
-			baseAssetDenom:       "usdc",
+			quoteAssetDenom:      "usdc",
+			baseAssetDenom:       "eth",
 			setPositionForCLPool: true,
 			// We generate this value using the scripts in x/concentrated-liquidity/python
 			// Exact output: 5000.000000000000000129480272834995458481