Basic geometric twap e2e test (#3835)

* feat(x/twap): geometric twap code gen query boilerplate

* revert cli change

* query gen

* wire up API

* test

* fix

* fixes

* add geometric queries

* create pool.json

* add test

* resolve conflict

* fix: swap uosmo in

* fix problem with wallet creation

* updates

* simplify and add comments

* Update tests/e2e/e2e_test.go

* Update tests/e2e/e2e_test.go

* Update tests/e2e/configurer/chain/queries.go

Co-authored-by: Adam Tucker <[email protected]>

* Update tests/e2e/configurer/chain/queries.go

Co-authored-by: Adam Tucker <[email protected]>

* Update tests/e2e/e2e_test.go

Co-authored-by: Adam Tucker <[email protected]>

* Update tests/e2e/e2e_test.go

Co-authored-by: Adam Tucker <[email protected]>

* Update tests/e2e/e2e_test.go

Co-authored-by: Adam Tucker <[email protected]>

* Update tests/e2e/e2e_test.go

Co-authored-by: Adam Tucker <[email protected]>

Co-authored-by: Roman <[email protected]>
Co-authored-by: Roman <[email protected]>
Co-authored-by: Adam Tucker <[email protected]>

tests/e2e/configurer/chain/queries.go

@@ -187,7 +187,6 @@ func (n *NodeConfig) QueryArithmeticTwapToNow(poolId uint64, baseAsset, quoteAss
 		return sdk.Dec{}, err
 	}
 
-	// nolint: staticcheck
 	var response twapqueryproto.ArithmeticTwapToNowResponse
 	err = util.Cdc.UnmarshalJSON(bz, &response)
 	require.NoError(n.t, err) // this error should not happen
@@ -209,13 +208,53 @@ func (n *NodeConfig) QueryArithmeticTwap(poolId uint64, baseAsset, quoteAsset st
 		return sdk.Dec{}, err
 	}
 
-	// nolint: staticcheck
 	var response twapqueryproto.ArithmeticTwapResponse
 	err = util.Cdc.UnmarshalJSON(bz, &response)
 	require.NoError(n.t, err) // this error should not happen
 	return response.ArithmeticTwap, nil
 }
 
+func (n *NodeConfig) QueryGeometricTwapToNow(poolId uint64, baseAsset, quoteAsset string, startTime time.Time) (sdk.Dec, error) {
+	path := "osmosis/twap/v1beta1/GeometricTwapToNow"
+
+	bz, err := n.QueryGRPCGateway(
+		path,
+		"pool_id", strconv.FormatInt(int64(poolId), 10),
+		"base_asset", baseAsset,
+		"quote_asset", quoteAsset,
+		"start_time", startTime.Format(time.RFC3339Nano),
+	)
+	if err != nil {
+		return sdk.Dec{}, err
+	}
+
+	var response twapqueryproto.GeometricTwapToNowResponse
+	err = util.Cdc.UnmarshalJSON(bz, &response)
+	require.NoError(n.t, err)
+	return response.GeometricTwap, nil
+}
+
+func (n *NodeConfig) QueryGeometricTwap(poolId uint64, baseAsset, quoteAsset string, startTime time.Time, endTime time.Time) (sdk.Dec, error) {
+	path := "osmosis/twap/v1beta1/GeometricTwap"
+
+	bz, err := n.QueryGRPCGateway(
+		path,
+		"pool_id", strconv.FormatInt(int64(poolId), 10),
+		"base_asset", baseAsset,
+		"quote_asset", quoteAsset,
+		"start_time", startTime.Format(time.RFC3339Nano),
+		"end_time", endTime.Format(time.RFC3339Nano),
+	)
+	if err != nil {
+		return sdk.Dec{}, err
+	}
+
+	var response twapqueryproto.GeometricTwapResponse
+	err = util.Cdc.UnmarshalJSON(bz, &response)
+	require.NoError(n.t, err)
+	return response.GeometricTwap, nil
+}
+
 // QueryHashFromBlock gets block hash at a specific height. Otherwise, error.
 func (n *NodeConfig) QueryHashFromBlock(height int64) (string, error) {
 	block, err := n.rpcClient.Block(context.Background(), &height)

tests/e2e/e2e_test.go

@@ -262,16 +262,16 @@ func (s *IntegrationTestSuite) TestAddToExistingLock() {
 	chainA.LockAndAddToExistingLock(sdk.NewInt(1000000000000000000), fmt.Sprintf("gamm/pool/%d", poolId), lockupWalletAddr, lockupWalletSuperfluidAddr)
 }
 
-// TestTWAP tests TWAP by creating a pool, performing a swap.
+// TestArithmeticTWAP tests TWAP by creating a pool, performing a swap.
 // These two operations should create TWAP records.
 // Then, we wait until the epoch for the records to be pruned.
 // The records are guranteed to be pruned at the next epoch
 // because twap keep time = epoch time / 4 and we use a timer
 // to wait for at least the twap keep time.
-func (s *IntegrationTestSuite) TestTWAP() {
+func (s *IntegrationTestSuite) TestArithmeticTWAP() {
 	const (
 		poolFile   = "nativeDenomThreeAssetPool.json"
-		walletName = "swap-exact-amount-in-wallet"
+		walletName = "arithmetic-twap-wallet"
 
 		denomA = "stake"
 		denomB = "uion"
@@ -569,3 +569,94 @@ func (s *IntegrationTestSuite) TestExpeditedProposals() {
 	s.T().Logf("expeditedVotingPeriodDuration within two seconds of expected time: %v", timeDelta)
 	close(totalTimeChan)
 }
+
+// TestGeometricTWAP tests geometric twap.
+// It does the following:  creates a pool, queries twap, performs a swap , and queries twap again.
+// Twap is expected to change after the swap.
+// The pool is created with 1_000_000 uosmo and 2_000_000 stake and equal weights.
+// Assuming base asset is uosmo, the initial twap is 2
+// Upon swapping 1_000_000 uosmo for stake, supply changes, making uosmo less expensive.
+// As a result of the swap, twap changes to 0.5.
+func (s *IntegrationTestSuite) TestGeometricTWAP() {
+	const (
+		// This pool contains 1_000_000 uosmo and 2_000_000 stake.
+		// Equals weights.
+		poolFile   = "geometricPool.json"
+		walletName = "geometric-twap-wallet"
+
+		denomA = "uosmo" // 1_000_000 uosmo
+		denomB = "stake" // 2_000_000 stake
+
+		minAmountOut = "1"
+
+		epochIdentifier = "day"
+	)
+
+	chainA := s.configurer.GetChainConfig(0)
+	chainANode, err := chainA.GetDefaultNode()
+	s.NoError(err)
+
+	// Triggers the creation of TWAP records.
+	poolId := chainANode.CreatePool(poolFile, initialization.ValidatorWalletName)
+	swapWalletAddr := chainANode.CreateWallet(walletName)
+
+	// We add 5 ms to avoid landing directly on block time in twap. If block time
+	// is provided as start time, the latest spot price is used. Otherwise
+	// interpolation is done.
+	timeBeforeSwapPlus5ms := chainANode.QueryLatestBlockTime().Add(5 * time.Millisecond)
+	// Wait for the next height so that the requested twap
+	// start time (timeBeforeSwap) is not equal to the block time.
+	chainA.WaitForNumHeights(1)
+
+	s.T().Log("querying for the first geometric TWAP to now (before swap)")
+	// Assume base = uosmo, quote = stake
+	// At pool creation time, the twap should be:
+	// quote assset supply / base asset supply = 2_000_000 / 1_000_000 = 2
+	initialTwapBOverA, err := chainANode.QueryGeometricTwapToNow(poolId, denomA, denomB, timeBeforeSwapPlus5ms)
+	s.Require().NoError(err)
+	s.Require().Equal(sdk.NewDec(2), initialTwapBOverA)
+
+	// Assume base = stake, quote = uosmo
+	// At pool creation time, the twap should be:
+	// quote assset supply / base asset supply = 1_000_000 / 2_000_000 = 0.5
+	initialTwapAOverB, err := chainANode.QueryGeometricTwapToNow(poolId, denomB, denomA, timeBeforeSwapPlus5ms)
+	s.Require().NoError(err)
+	s.Require().Equal(sdk.NewDecWithPrec(5, 1), initialTwapAOverB)
+
+	coinAIn := fmt.Sprintf("1000000%s", denomA)
+	chainANode.BankSend(coinAIn, chainA.NodeConfigs[0].PublicAddress, swapWalletAddr)
+
+	s.T().Logf("performing swap of %s for %s", coinAIn, denomB)
+
+	// stake out = stake supply * (1 - (uosmo supply before / uosmo supply after)^(uosmo weight / stake weight))
+	//           = 2_000_000 * (1 - (1_000_000 / 2_000_000)^1)
+	//           = 2_000_000 * 0.5
+	//           = 1_000_000
+	chainANode.SwapExactAmountIn(coinAIn, minAmountOut, fmt.Sprintf("%d", poolId), denomB, swapWalletAddr)
+
+	// New supply post swap:
+	// stake = 2_000_000 - 1_000_000 - 1_000_000
+	// uosmo = 1_000_000 + 1_000_000 = 2_000_000
+
+	timeAfterSwap := chainANode.QueryLatestBlockTime()
+	chainA.WaitForNumHeights(1)
+	timeAfterSwapPlus1Height := chainANode.QueryLatestBlockTime()
+
+	s.T().Log("querying for the TWAP from after swap to now")
+	afterSwapTwapBOverA, err := chainANode.QueryGeometricTwap(poolId, denomA, denomB, timeAfterSwap, timeAfterSwapPlus1Height)
+	s.Require().NoError(err)
+
+	// We swap uosmo so uosmo's supply will increase and stake will decrease.
+	// The the price after will be smaller than the previous one.
+	s.Require().True(initialTwapBOverA.GT(afterSwapTwapBOverA))
+
+	// Assume base = uosmo, quote = stake
+	// At pool creation, we had:
+	// quote assset supply / base asset supply = 2_000_000 / 1_000_000 = 2
+	// Next, we swapped 1_000_000 uosmo for stake.
+	// Now, we roughly have
+	// uatom = 1_000_000
+	// uosmo = 2_000_000
+	// quote assset supply / base asset supply = 1_000_000 / 2_000_000 = 0.5
+	osmoassert.DecApproxEq(s.T(), sdk.NewDecWithPrec(5, 1), afterSwapTwapBOverA, sdk.NewDecWithPrec(1, 2))
+}

tests/e2e/scripts/geometricPool.json

@@ -0,0 +1,7 @@
+{
+    "weights": "1uosmo,1stake",
+    "initial-deposit": "1000000uosmo,2000000stake",
+    "swap-fee": "0",
+    "exit-fee": "0",
+    "future-governor": ""
+}