fix(ProtoRev): Updating Binary Search Range with CL Pools (#5930)

* init * testing update * changelog * comments * nit * refactor * clean up * nit * comment * cr * cl are not symetric * smh more symetric changes * simpler safe swap * more stuff * more testing * adding comments * updating max range wit pool liq * updating readme
osmosis-labs · Aug 4, 2023 · edd1822 · edd1822
1 parent a81cfe3
commit edd1822
Show file tree

Hide file tree

Showing 13 changed files with 418 additions and 69 deletions.
diff --git a/CHANGELOG.md b/CHANGELOG.md
@@ -57,6 +57,7 @@ and this project adheres to [Semantic Versioning](https://semver.org/spec/v2.0.0
 * [#5831](https://github.com/osmosis-labs/osmosis/pull/5831) Fix superfluid_delegations query
 * [#5835](https://github.com/osmosis-labs/osmosis/pull/5835) Fix println's for "amountZeroInRemainingBigDec before fee" making it into production
 * [#5841] (https://github.com/osmosis-labs/osmosis/pull/5841) Fix protorev's out of gas erroring of the user's transcation.
+* [#5930] (https://github.com/osmosis-labs/osmosis/pull/5930) Updating Protorev Binary Search Range Logic with CL Pools
 
 ### Misc Improvements
 

diff --git a/app/keepers/keepers.go b/app/keepers/keepers.go
@@ -357,7 +357,13 @@ func (appKeepers *AppKeepers) InitNormalKeepers(
 	protorevKeeper := protorevkeeper.NewKeeper(
 		appCodec, appKeepers.keys[protorevtypes.StoreKey],
 		appKeepers.GetSubspace(protorevtypes.ModuleName),
-		appKeepers.AccountKeeper, appKeepers.BankKeeper, appKeepers.GAMMKeeper, appKeepers.EpochsKeeper, appKeepers.PoolManagerKeeper)
+		appKeepers.AccountKeeper,
+		appKeepers.BankKeeper,
+		appKeepers.GAMMKeeper,
+		appKeepers.EpochsKeeper,
+		appKeepers.PoolManagerKeeper,
+		appKeepers.ConcentratedLiquidityKeeper,
+	)
 	appKeepers.ProtoRevKeeper = &protorevKeeper
 
 	txFeesKeeper := txfeeskeeper.NewKeeper(

diff --git a/x/protorev/keeper/epoch_hook_test.go b/x/protorev/keeper/epoch_hook_test.go
@@ -152,8 +152,8 @@ func (s *KeeperTestSuite) TestUpdateHighestLiquidityPools() {
 			// There are 2 pools with epochTwo and uosmo as denoms,
 			// One in the GAMM module and one in the Concentrated Liquidity module.
 			// pool with ID 48 has a liquidity value of 1,000,000
-			// pool with ID 49 has a liquidity value of 2,000,000
-			// pool with ID 49 should be returned as the highest liquidity pool
+			// pool with ID 50 has a liquidity value of 2,000,000
+			// pool with ID 50 should be returned as the highest liquidity pool
 			// We provide epochTwo as the input base denom, to test the method chooses the correct pool
 			// across the GAMM and Concentrated Liquidity modules
 			name: "Get highest liquidity pools for one GAMM pool and one Concentrated Liquidity pool",
@@ -162,7 +162,7 @@ func (s *KeeperTestSuite) TestUpdateHighestLiquidityPools() {
 			},
 			expectedBaseDenomPools: map[string]map[string]keeper.LiquidityPoolStruct{
 				"epochTwo": {
-					"uosmo": {Liquidity: sdk.Int(sdk.NewUintFromString("999999000000000001000000000000000000")), PoolId: 49},
+					"uosmo": {Liquidity: sdk.Int(sdk.NewUintFromString("999999000000000001000000000000000000")), PoolId: 50},
 				},
 			},
 		},

diff --git a/x/protorev/keeper/hooks_test.go b/x/protorev/keeper/hooks_test.go
@@ -108,14 +108,14 @@ func (s *KeeperTestSuite) TestSwapping() {
 			param: param{
 				expectedTrades: []types.Trade{
 					{
-						Pool:     49,
+						Pool:     50,
 						TokenIn:  "uosmo",
 						TokenOut: "epochTwo",
 					},
 				},
 				executeSwap: func() {
 
-					route := []poolmanagertypes.SwapAmountInRoute{{PoolId: 49, TokenOutDenom: "epochTwo"}}
+					route := []poolmanagertypes.SwapAmountInRoute{{PoolId: 50, TokenOutDenom: "epochTwo"}}
 
 					_, err := s.App.PoolManagerKeeper.RouteExactAmountIn(s.Ctx, s.TestAccs[0], route, sdk.NewCoin("uosmo", sdk.NewInt(10)), sdk.NewInt(1))
 					s.Require().NoError(err)
@@ -606,7 +606,7 @@ func (s *KeeperTestSuite) TestStoreJoinExitPoolSwaps() {
 		{
 			name: "Non-Gamm Pool, Return Early Do Not Store Any Swaps",
 			param: param{
-				poolId:       49,
+				poolId:       50,
 				denom:        "uosmo",
 				isJoin:       true,
 				expectedSwap: types.Trade{},

diff --git a/x/protorev/keeper/keeper.go b/x/protorev/keeper/keeper.go
@@ -19,11 +19,12 @@ type (
 		storeKey   storetypes.StoreKey
 		paramstore paramtypes.Subspace
 
-		accountKeeper     types.AccountKeeper
-		bankKeeper        types.BankKeeper
-		gammKeeper        types.GAMMKeeper
-		epochKeeper       types.EpochKeeper
-		poolmanagerKeeper types.PoolManagerKeeper
+		accountKeeper               types.AccountKeeper
+		bankKeeper                  types.BankKeeper
+		gammKeeper                  types.GAMMKeeper
+		epochKeeper                 types.EpochKeeper
+		poolmanagerKeeper           types.PoolManagerKeeper
+		concentratedLiquidityKeeper types.ConcentratedLiquidityKeeper
 	}
 )
 
@@ -36,21 +37,23 @@ func NewKeeper(
 	gammKeeper types.GAMMKeeper,
 	epochKeeper types.EpochKeeper,
 	poolmanagerKeeper types.PoolManagerKeeper,
+	concentratedLiquidityKeeper types.ConcentratedLiquidityKeeper,
 ) Keeper {
 	// set KeyTable if it has not already been set
 	if !ps.HasKeyTable() {
 		ps = ps.WithKeyTable(types.ParamKeyTable())
 	}
 
 	return Keeper{
-		cdc:               cdc,
-		storeKey:          storeKey,
-		paramstore:        ps,
-		accountKeeper:     accountKeeper,
-		bankKeeper:        bankKeeper,
-		gammKeeper:        gammKeeper,
-		epochKeeper:       epochKeeper,
-		poolmanagerKeeper: poolmanagerKeeper,
+		cdc:                         cdc,
+		storeKey:                    storeKey,
+		paramstore:                  ps,
+		accountKeeper:               accountKeeper,
+		bankKeeper:                  bankKeeper,
+		gammKeeper:                  gammKeeper,
+		epochKeeper:                 epochKeeper,
+		poolmanagerKeeper:           poolmanagerKeeper,
+		concentratedLiquidityKeeper: concentratedLiquidityKeeper,
 	}
 }
 

diff --git a/x/protorev/keeper/keeper_test.go b/x/protorev/keeper/keeper_test.go
@@ -888,20 +888,47 @@ func (s *KeeperTestSuite) setUpPools() {
 			},
 			scalingFactors: []uint64{1, 1},
 		},
+		{ // Pool 49 - Used for CL testing
+			initialLiquidity: sdk.NewCoins(
+				sdk.NewCoin("uosmo", sdk.NewInt(10_000_000_000_000)),
+				sdk.NewCoin("epochTwo", sdk.NewInt(8_000_000_000_000)),
+			),
+			poolParams: stableswap.PoolParams{
+				SwapFee: sdk.NewDecWithPrec(0, 2),
+				ExitFee: sdk.NewDecWithPrec(0, 2),
+			},
+			scalingFactors: []uint64{1, 1},
+		},
 	}
 
 	for _, pool := range s.stableSwapPools {
 		s.createStableswapPool(pool.initialLiquidity, pool.poolParams, pool.scalingFactors)
 	}
 
 	// Create a concentrated liquidity pool for epoch_hook testing
-	// Pool 49
+	// Pool 50
 	s.PrepareConcentratedPoolWithCoinsAndFullRangePosition("epochTwo", "uosmo")
 
 	// Create a cosmwasm pool for testing
-	// Pool 50
+	// Pool 51
 	s.PrepareCosmWasmPool()
 
+	// Create a concentrated liquidity pool for range testing
+	// Pool 52
+	// Create the CL pool
+	clPool := s.PrepareCustomConcentratedPool(s.TestAccs[0], "epochTwo", "uosmo", apptesting.DefaultTickSpacing, sdk.ZeroDec())
+	fundCoins := sdk.NewCoins(sdk.NewCoin("epochTwo", sdk.NewInt(10_000_000_000_000)), sdk.NewCoin("uosmo", sdk.NewInt(10_000_000_000_000)))
+	s.FundAcc(s.TestAccs[0], fundCoins)
+	s.CreateFullRangePosition(clPool, fundCoins)
+
+	// Create a concentrated liquidity pool for range testing
+	// Pool 53
+	// Create the CL pool
+	clPool = s.PrepareCustomConcentratedPool(s.TestAccs[0], "epochTwo", "uosmo", apptesting.DefaultTickSpacing, sdk.ZeroDec())
+	fundCoins = sdk.NewCoins(sdk.NewCoin("epochTwo", sdk.NewInt(2_000_000_000)), sdk.NewCoin("uosmo", sdk.NewInt(1_000_000_000)))
+	s.FundAcc(s.TestAccs[0], fundCoins)
+	s.CreateFullRangePosition(clPool, fundCoins)
+
 	// Set all of the pool info into the stores
 	err := s.App.ProtoRevKeeper.UpdatePools(s.Ctx)
 	s.Require().NoError(err)

diff --git a/x/protorev/keeper/posthandler_test.go b/x/protorev/keeper/posthandler_test.go
@@ -335,35 +335,6 @@ func (s *KeeperTestSuite) TestAnteHandle() {
 			},
 			expectPass: true,
 		},
-		{
-			name: "Concentrated Liquidity - Many Ticks Run Out of Gas While Rebalacing, Ensure Doesn't Fail User Tx",
-			params: param{
-				trades: []types.Trade{
-					{
-						Pool:     51,
-						TokenOut: "ibc/0CD3A0285E1341859B5E86B6AB7682F023D03E97607CCC1DC95706411D866DF7",
-						TokenIn:  "uosmo",
-					},
-				},
-				expectedNumOfTrades: sdk.NewInt(5),
-				expectedProfits: []sdk.Coin{
-					{
-						Denom:  "Atom",
-						Amount: sdk.NewInt(15_767_231),
-					},
-					{
-						Denom:  "ibc/0CD3A0285E1341859B5E86B6AB7682F023D03E97607CCC1DC95706411D866DF7",
-						Amount: sdk.NewInt(218_149_058),
-					},
-					{
-						Denom:  types.OsmosisDenomination,
-						Amount: sdk.NewInt(56_609_900),
-					},
-				},
-				expectedPoolPoints: 37,
-			},
-			expectPass: true,
-		},
 	}
 
 	// Ensure that the max points per tx is enough for the test suite