Fix spotprice sigfig rounding for small spot prices #1699
Merged
Conversation
This file contains bidirectional Unicode text that may be interpreted or compiled differently than what appears below. To review, open the file in an editor that reveals hidden Unicode characters.
Learn more about bidirectional Unicode characters
github-actions
bot
added
the
C:x/gamm
p0mvn
approved these changes
Jun 7, 2022
osmomath/sigfig_round.go
Outdated
| dkSigFig := dTimesK.MulInt(tenToSigFig) | ||
| numerator := dkSigFig.RoundInt().ToDec() | ||
| denominator := tenToSigFig | ||
| if k != 0 { |
There was a problem hiding this comment.
if k == 0, then tenTok is 1 so the conditional might be redundant
Please consider removing it. I found translating the comment above directly to code to be very helpful. At first, this check got me confused.
There was a problem hiding this comment.
Yeah I guess thats fair, don't need to optimize on two multiplications right now / there are better ways to do that.
|
|
||
| var pointOne = sdk.OneDec().QuoInt64(10) | ||
|
|
||
| func SigFigRound(d sdk.Dec, tenToSigFig sdk.Int) sdk.Dec { |
There was a problem hiding this comment.
Let's create an issue to add unit tests directly for this function
mergify bot
pushed a commit
that referenced
this pull request
Jun 7, 2022
* 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
ValarDragon
added a commit
that referenced
this pull request
Jun 7, 2022
…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]>
Closed
Closed
Sign up for free
to join this conversation on GitHub.
Already have an account?
Sign in to comment
Add this suggestion to a batch that can be applied as a single commit.
This suggestion is invalid because no changes were made to the code.
Suggestions cannot be applied while the pull request is closed.
Suggestions cannot be applied while viewing a subset of changes.
Only one suggestion per line can be applied in a batch.
Add this suggestion to a batch that can be applied as a single commit.
Applying suggestions on deleted lines is not supported.
You must change the existing code in this line in order to create a valid suggestion.
Outdated suggestions cannot be applied.
This suggestion has been applied or marked resolved.
Suggestions cannot be applied from pending reviews.
Suggestions cannot be applied on multi-line comments.
Suggestions cannot be applied while the pull request is queued to merge.
Suggestion cannot be applied right now. Please check back later.
What is the purpose of the change
Fixes query bug on mainnet, for pools with an asset with
10**18precision. We passed all spot prices through 8 sig fig rounding, however our sig fig rounding was incorrect for inputs with value less than 1.This fixes a bug with spot price being called on values less than 1.
Brief Changelog
Testing and Verifying
This change added a new test for a large input from mainnet, that was returning 0.
I also checked that spot price is not called anywhere in the state machine, except in the cosmwasm bindings.
We will have to ensure that no contract gets uploaded with spot price calls in the v9.x release series, which was also the general plan since contracts should depend on TWAP not spot price.
Documentation and Release Note
Unreleasedsection inCHANGELOG.md? yes