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osmomath: Mutative version for QuoRoundUp (#6437)
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* mutative version for QuoRoundUp

* change log & go mod

* actual mutative input

* testing

* no reuse global var zeroInt

* update go.mod

* reduce duplication and cover non-mutative with a test

* update go.mod

---------

Co-authored-by: roman <[email protected]>
(cherry picked from commit b6db671)

# Conflicts:
#	CHANGELOG.md
#	go.mod
#	go.sum
#	x/concentrated-liquidity/math/math.go
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@hieuvubk @mergify
hieuvubk authored and mergify[bot] committed Sep 20, 2023
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10 changes: 10 additions & 0 deletions CHANGELOG.md
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Expand Up @@ -45,6 +45,16 @@ and this project adheres to [Semantic Versioning](https://semver.org/spec/v2.0.0
### Features

* [#6427](https://github.com/osmosis-labs/osmosis/pull/6427) sdk.Coins Mul and Quo helpers in osmoutils
<<<<<<< HEAD
=======
* [#6437](https://github.com/osmosis-labs/osmosis/pull/6437) mutative version for QuoRoundUp

### Misc Improvements

* [#6309](https://github.com/osmosis-labs/osmosis/pull/6309) Add Cosmwasm Pool Queries to Stargate Query
### Features

>>>>>>> b6db6717 (osmomath: Mutative version for QuoRoundUp (#6437))
* [#6416](https://github.com/osmosis-labs/osmosis/pull/6416) feat[CL]: add num initialized ticks query

### Bug Fixes
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7 changes: 7 additions & 0 deletions go.mod
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Expand Up @@ -22,10 +22,17 @@ require (
github.com/mattn/go-sqlite3 v1.14.17
github.com/ory/dockertest/v3 v3.10.0
github.com/osmosis-labs/go-mutesting v0.0.0-20221208041716-b43bcd97b3b3
<<<<<<< HEAD
github.com/osmosis-labs/osmosis/osmomath v0.0.7-0.20230920004639-8744f48ee5fa
github.com/osmosis-labs/osmosis/osmoutils v0.0.7-0.20230920012324-f1a1ca887bd2
github.com/osmosis-labs/osmosis/x/epochs v0.0.2
github.com/osmosis-labs/osmosis/x/ibc-hooks v0.0.8
=======
github.com/osmosis-labs/osmosis/osmomath v0.0.7-0.20230920134650-28712c635b4f
github.com/osmosis-labs/osmosis/osmoutils v0.0.7-0.20230911120014-b14342e08daf
github.com/osmosis-labs/osmosis/x/epochs v0.0.3-0.20230911120014-b14342e08daf
github.com/osmosis-labs/osmosis/x/ibc-hooks v0.0.9-0.20230911120014-b14342e08daf
>>>>>>> b6db6717 (osmomath: Mutative version for QuoRoundUp (#6437))
github.com/pkg/errors v0.9.1
github.com/rakyll/statik v0.1.7
github.com/spf13/cast v1.5.1
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15 changes: 15 additions & 0 deletions go.sum
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Expand Up @@ -963,6 +963,7 @@ github.com/osmosis-labs/cosmos-sdk v0.45.0-rc1.0.20230913192254-a2075590d5a3 h1:
github.com/osmosis-labs/cosmos-sdk v0.45.0-rc1.0.20230913192254-a2075590d5a3/go.mod h1:mFGH2RJhuZa6vBuFMNe4JN85fGtIhROtdeQIyIw9isA=
github.com/osmosis-labs/go-mutesting v0.0.0-20221208041716-b43bcd97b3b3 h1:YlmchqTmlwdWSmrRmXKR+PcU96ntOd8u10vTaTZdcNY=
github.com/osmosis-labs/go-mutesting v0.0.0-20221208041716-b43bcd97b3b3/go.mod h1:lV6KnqXYD/ayTe7310MHtM3I2q8Z6bBfMAi+bhwPYtI=
<<<<<<< HEAD
github.com/osmosis-labs/osmosis/osmomath v0.0.7-0.20230920004639-8744f48ee5fa h1:FE36Ul8OgnUJn06DqxyVHrMJcjgvf+/PfGtuahhbPxY=
github.com/osmosis-labs/osmosis/osmomath v0.0.7-0.20230920004639-8744f48ee5fa/go.mod h1:oBmsOov8oxuWoI/yMQwyKGA6QfP0cBxylLt75gFbT8s=
github.com/osmosis-labs/osmosis/osmoutils v0.0.7-0.20230920012324-f1a1ca887bd2 h1:A1Z6/SpM31atGBVyrgcgG0g50G9wHcfBxx8gIgQT9IQ=
Expand All @@ -971,6 +972,20 @@ github.com/osmosis-labs/osmosis/x/epochs v0.0.2 h1:aEeXHGCSJMgMtAvCucsD2RSaWZ8lI
github.com/osmosis-labs/osmosis/x/epochs v0.0.2/go.mod h1:8dvJFHTpu6SIxmOaSaEw0tHnQ/Z9blf5qsF/ZJnMVHo=
github.com/osmosis-labs/osmosis/x/ibc-hooks v0.0.8 h1:BUGowctYQT0vdPgULrvwraEsW+sS6DnbzndTLKLmWVY=
github.com/osmosis-labs/osmosis/x/ibc-hooks v0.0.8/go.mod h1:sR0lpev9mcm9/9RY50T1og3UC3WpZAsINh/OmgrmFlg=
=======
github.com/osmosis-labs/osmosis/osmomath v0.0.7-0.20230919070012-03a878db9dad h1:I4m0TxfAAovSmxI0rYvijAVX6JhoYe12VmjM5vcABxU=
github.com/osmosis-labs/osmosis/osmomath v0.0.7-0.20230919070012-03a878db9dad/go.mod h1:pIItelRYvonB+H8A6KqucOi7xFnJxzDHaWJqOdFNLI4=
github.com/osmosis-labs/osmosis/osmomath v0.0.7-0.20230920134402-0622c30178eb h1:czhTR1cvT+a/f5EAz7kIrX3W9zEBWV/9TKIbxcfV2AE=
github.com/osmosis-labs/osmosis/osmomath v0.0.7-0.20230920134402-0622c30178eb/go.mod h1:pIItelRYvonB+H8A6KqucOi7xFnJxzDHaWJqOdFNLI4=
github.com/osmosis-labs/osmosis/osmomath v0.0.7-0.20230920134650-28712c635b4f h1:SwZwcklK2EHIQLD8gVTqMsUTD1GpTyF6X8HlMywrxTc=
github.com/osmosis-labs/osmosis/osmomath v0.0.7-0.20230920134650-28712c635b4f/go.mod h1:pIItelRYvonB+H8A6KqucOi7xFnJxzDHaWJqOdFNLI4=
github.com/osmosis-labs/osmosis/osmoutils v0.0.7-0.20230911120014-b14342e08daf h1:r5R/L3tzH+vGPahAdvnVB2Vo0KPhZR0oMNyX4+G2FEo=
github.com/osmosis-labs/osmosis/osmoutils v0.0.7-0.20230911120014-b14342e08daf/go.mod h1:7VoXHwrSSx8Sii0UFc9YIixF6C/9XfV1pdU2Dliu4WA=
github.com/osmosis-labs/osmosis/x/epochs v0.0.3-0.20230911120014-b14342e08daf h1:8lkIsAj3L7zxvOZbqVLNJRpSdDxaYhYfAIG7XjPaJiU=
github.com/osmosis-labs/osmosis/x/epochs v0.0.3-0.20230911120014-b14342e08daf/go.mod h1:C0Uqe6X4N5ASA+1xZ6guaaJyUVKLcaVJIQa4Q4LG9Vk=
github.com/osmosis-labs/osmosis/x/ibc-hooks v0.0.9-0.20230911120014-b14342e08daf h1:ZEi+yJJPgpYtmNwZ1bMiP5cMBDQ83FK/YGgmTnWmoAI=
github.com/osmosis-labs/osmosis/x/ibc-hooks v0.0.9-0.20230911120014-b14342e08daf/go.mod h1:pqkAsS04Er1kFM41gg3aWTSaYHyLe8C9Dw3Sj8KMXk8=
>>>>>>> b6db6717 (osmomath: Mutative version for QuoRoundUp (#6437))
github.com/osmosis-labs/wasmd v0.31.0-osmo-v16 h1:X747cZYdnqc/+RV48iPVeGprpVb/fUWSaKGsZUWrdbg=
github.com/osmosis-labs/wasmd v0.31.0-osmo-v16/go.mod h1:Rf8zW/GgBQyFRRB4s62VQHWA6sTlMFSjoDQQpoq64iI=
github.com/otiai10/copy v1.2.0/go.mod h1:rrF5dJ5F0t/EWSYODDu4j9/vEeYHMkc8jt0zJChqQWw=
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59 changes: 44 additions & 15 deletions osmomath/decimal.go
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Expand Up @@ -36,13 +36,14 @@ const (
)

var (
precisionReuse = new(big.Int).Exp(big.NewInt(10), big.NewInt(PrecisionBigDec), nil)
precisionReuseSDK = new(big.Int).Exp(big.NewInt(10), big.NewInt(PrecisionDec), nil)
fivePrecision = new(big.Int).Quo(precisionReuse, big.NewInt(2))
precisionMultipliers []*big.Int
zeroInt = big.NewInt(0)
oneInt = big.NewInt(1)
tenInt = big.NewInt(10)
precisionReuse = new(big.Int).Exp(big.NewInt(10), big.NewInt(PrecisionBigDec), nil)
squaredPrecisionReuse = new(big.Int).Mul(precisionReuse, precisionReuse)
precisionReuseSDK = new(big.Int).Exp(big.NewInt(10), big.NewInt(PrecisionDec), nil)
fivePrecision = new(big.Int).Quo(precisionReuse, big.NewInt(2))
precisionMultipliers []*big.Int
zeroInt = big.NewInt(0)
oneInt = big.NewInt(1)
tenInt = big.NewInt(10)

// log_2(e)
// From: https://www.wolframalpha.com/input?i=log_2%28e%29+with+37+digits
Expand Down Expand Up @@ -401,6 +402,20 @@ func (d BigDec) QuoRoundUp(d2 BigDec) BigDec {
return BigDec{chopped}
}

// quotient, round up (mutative)
func (d BigDec) QuoRoundUpMut(d2 BigDec) BigDec {
// multiply precision twice
d.i.Mul(d.i, squaredPrecisionReuse)
d.i.Quo(d.i, d2.i)

chopPrecisionAndRoundUpMut(d.i, precisionReuse)

if d.i.BitLen() > maxDecBitLen {
panic("Int overflow")
}
return BigDec{d.i}
}

// quotient
func (d BigDec) QuoInt(i BigInt) BigDec {
mul := new(big.Int).Quo(d.i, i.i)
Expand Down Expand Up @@ -648,36 +663,44 @@ func chopPrecisionAndRound(d *big.Int) *big.Int {
}

// chopPrecisionAndRoundUpBigDec removes a Precision amount of rightmost digits and rounds up.
// Non-mutative.
func chopPrecisionAndRoundUpBigDec(d *big.Int) *big.Int {
return chopPrecisionAndRoundUp(d, precisionReuse)
// make copy
copy := new(big.Int).Set(d)
return chopPrecisionAndRoundUpMut(copy, precisionReuse)
}

// chopPrecisionAndRoundUpDec removes sdk.Precision amount of rightmost digits and rounds up.
// Non-mutative.
func chopPrecisionAndRoundUpDec(d *big.Int) *big.Int {
return chopPrecisionAndRoundUp(d, precisionReuseSDK)
copy := new(big.Int).Set(d)
return chopPrecisionAndRoundUpMut(copy, precisionReuseSDK)
}

// chopPrecisionAndRoundUp removes a Precision amount of rightmost digits and rounds up.
func chopPrecisionAndRoundUp(d *big.Int, precisionReuse *big.Int) *big.Int {
// Mutates input d.
// Mutations occur:
// - By calling chopPrecisionAndTruncateMut.
// - Using input d directly in QuoRem.
func chopPrecisionAndRoundUpMut(d *big.Int, precisionReuse *big.Int) *big.Int {
// remove the negative and add it back when returning
if d.Sign() == -1 {
// make d positive, compute chopped value, and then un-mutate d
d = d.Neg(d)
// truncate since d is negative...
d = chopPrecisionAndTruncate(d)
d = chopPrecisionAndTruncateMut(d)
d = d.Neg(d)
return d
}

// get the truncated quotient and remainder
quo, rem := d, big.NewInt(0)
quo, rem = quo.QuoRem(d, precisionReuse, rem)
_, rem := d.QuoRem(d, precisionReuse, big.NewInt(0))

if rem.Sign() == 0 { // remainder is zero
return quo
return d
}

return quo.Add(quo, oneInt)
return d.Add(d, oneInt)
}

func chopPrecisionAndRoundNonMutative(d *big.Int) *big.Int {
Expand Down Expand Up @@ -705,6 +728,12 @@ func chopPrecisionAndTruncate(d *big.Int) *big.Int {
return new(big.Int).Quo(d, precisionReuse)
}

// chopPrecisionAndTruncate is similar to chopPrecisionAndRound,
// but always rounds down. It mutates the input.
func chopPrecisionAndTruncateMut(d *big.Int) *big.Int {
return d.Quo(d, precisionReuse)
}

// TruncateInt64 truncates the decimals from the number and returns an int64
func (d BigDec) TruncateInt64() int64 {
chopped := chopPrecisionAndTruncate(d.i)
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58 changes: 58 additions & 0 deletions osmomath/decimal_test.go
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Expand Up @@ -1480,3 +1480,61 @@ func (s *decimalTestSuite) TestPower() {
})
}
}

func (s *decimalTestSuite) TestQuoRoundUp_MutativeAndNonMutative() {
tests := []struct {
d1, d2, expQuoRoundUpMut osmomath.BigDec
}{
{osmomath.NewBigDec(0), osmomath.NewBigDec(0), osmomath.NewBigDec(0)},
{osmomath.NewBigDec(1), osmomath.NewBigDec(0), osmomath.NewBigDec(0)},
{osmomath.NewBigDec(0), osmomath.NewBigDec(1), osmomath.NewBigDec(0)},
{osmomath.NewBigDec(0), osmomath.NewBigDec(-1), osmomath.NewBigDec(0)},
{osmomath.NewBigDec(-1), osmomath.NewBigDec(0), osmomath.NewBigDec(0)},

{osmomath.NewBigDec(1), osmomath.NewBigDec(1), osmomath.NewBigDec(1)},
{osmomath.NewBigDec(-1), osmomath.NewBigDec(-1), osmomath.NewBigDec(1)},
{osmomath.NewBigDec(1), osmomath.NewBigDec(-1), osmomath.NewBigDec(-1)},
{osmomath.NewBigDec(-1), osmomath.NewBigDec(1), osmomath.NewBigDec(-1)},

{
osmomath.NewBigDec(3), osmomath.NewBigDec(7), osmomath.MustNewBigDecFromStr("0.428571428571428571428571428571428572"),
},
{
osmomath.NewBigDec(2), osmomath.NewBigDec(4), osmomath.NewBigDecWithPrec(5, 1),
},

{osmomath.NewBigDec(100), osmomath.NewBigDec(100), osmomath.NewBigDec(1)},

{
osmomath.NewBigDecWithPrec(15, 1), osmomath.NewBigDecWithPrec(15, 1), osmomath.NewBigDec(1),
},
{
osmomath.NewBigDecWithPrec(3333, 4), osmomath.NewBigDecWithPrec(333, 4), osmomath.MustNewBigDecFromStr("10.009009009009009009009009009009009010"),
},
}

for tcIndex, tc := range tests {
tc := tc

if tc.d2.IsZero() { // panic for divide by zero
s.Require().Panics(func() { tc.d1.QuoRoundUpMut(tc.d2) })
} else {

copy := tc.d1.Clone()

nonMutResult := copy.QuoRoundUp(tc.d2)

// Return is as expected
s.Require().Equal(tc.expQuoRoundUpMut, nonMutResult, "exp %v, res %v, tc %d", tc.expQuoRoundUpMut.String(), tc.d1.String(), tcIndex)

// Receiver is not mutated
s.Require().Equal(tc.d1, copy, "exp %v, res %v, tc %d", tc.expQuoRoundUpMut.String(), tc.d1.String(), tcIndex)

// Receiver is mutated.
tc.d1.QuoRoundUpMut(tc.d2)

// Make sure d1 equals to expected
s.Require().True(tc.expQuoRoundUpMut.Equal(tc.d1), "exp %v, res %v, tc %d", tc.expQuoRoundUpMut.String(), tc.d1.String(), tcIndex)
}
}
}
7 changes: 7 additions & 0 deletions x/concentrated-liquidity/math/math.go
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Expand Up @@ -72,8 +72,15 @@ func CalcAmount0Delta(liq, sqrtPriceA, sqrtPriceB osmomath.BigDec, roundUp bool)
// - calculating amountIn during swap
// - adding liquidity (request user to provide more tokens in in favor of the pool)
// The denominator is truncated to get a higher final amount.
<<<<<<< HEAD
denom := sqrtPriceA.MulTruncate(sqrtPriceB)
return liq.Mul(diff).QuoMut(denom).Ceil()
=======
// Note that the order of divisions is important here. First, we divide by a larger number (sqrtPriceB) and then by a smaller number (sqrtPriceA).
// This leads to a smaller error amplification. This only matters in cases where at least one of the sqrt prices is below 1.
// TODO (perf): QuoRoundUpMut with no reallocation.
return liq.MulRoundUp(diff).QuoRoundUpMut(sqrtPriceB).QuoRoundUpMut(sqrtPriceA).Ceil()
>>>>>>> b6db6717 (osmomath: Mutative version for QuoRoundUp (#6437))
}
// These are truncated at precision end to round in favor of the pool when:
// - calculating amount out during swap
Expand Down

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