Skip to content
New issue

Have a question about this project? Sign up for a free GitHub account to open an issue and contact its maintainers and the community.

Sign up for GitHub

By clicking “Sign up for GitHub”, you agree to our terms of service and privacy statement. We’ll occasionally send you account related emails.

Already on GitHub? Sign in to your account

refactor(osmoutils): use Dec for additive tolerance instead of Int #3711

Merged
merged 2 commits into from
Dec 14, 2022
Merged

refactor(osmoutils): use Dec for additive tolerance instead of Int #3711

Show file tree
Hide file tree
Changes from all commits
Commits
Show all changes
2 commits
Select commit Hold shift + click to select a range
a8a2711
refactor(osmoutils): use Dec for additive tolerance instead of Int
p0mvn Dec 14, 2022
460d10d
changelog
p0mvn Dec 14, 2022
File filter

Filter by extension

Filter by extension
Conversations
Failed to load comments.
Loading
Jump to
Jump to file
Failed to load files.
Loading
Diff view
Diff view
1 change: 1 addition & 0 deletions CHANGELOG.md
View file
Open in desktop
Original file line number Diff line number Diff line change
Expand Up @@ -59,6 +59,7 @@ and this project adheres to [Semantic Versioning](https://semver.org/spec/v2.0.0

* [#3611](https://github.com/osmosis-labs/osmosis/pull/3611),[#3647](https://github.com/osmosis-labs/osmosis/pull/3647) Introduce osmocli, to automate thousands of lines of CLI boilerplate
* [#3634](https://github.com/osmosis-labs/osmosis/pull/3634) (Makefile) Ensure correct golang version in make build and make install. (Thank you @jhernandezb )
* [#3711](https://github.com/osmosis-labs/osmosis/pull/3711) Use Dec instead of Int for additive `ErrTolerace` in `osmoutils`.

## v13.0.0

Expand Down
8 changes: 4 additions & 4 deletions osmoutils/binary_search.go
View file
Open in desktop
Original file line number Diff line number Diff line change
Expand Up @@ -23,7 +23,7 @@ import (
// RoundingDir = RoundUnconstrained.
// Note that if AdditiveTolerance == 0, then this is equivalent to a standard compare.
type ErrTolerance struct {
AdditiveTolerance sdk.Int
AdditiveTolerance sdk.Dec
MultiplicativeTolerance sdk.Dec
RoundingDir osmomath.RoundingDirection
}
Expand All @@ -33,7 +33,7 @@ type ErrTolerance struct {
// returns 1 if not, and expected > actual.
// returns -1 if not, and expected < actual
func (e ErrTolerance) Compare(expected sdk.Int, actual sdk.Int) int {
diff := expected.Sub(actual).Abs()
diff := expected.ToDec().Sub(actual.ToDec()).Abs()

comparisonSign := 0
if expected.GT(actual) {
Expand Down Expand Up @@ -71,7 +71,7 @@ func (e ErrTolerance) Compare(expected sdk.Int, actual sdk.Int) int {
}
// Check multiplicative tolerance equations
if !e.MultiplicativeTolerance.IsNil() && !e.MultiplicativeTolerance.IsZero() {
errTerm := diff.ToDec().Quo(sdk.MinInt(expected.Abs(), actual.Abs()).ToDec())
errTerm := diff.Quo(sdk.MinInt(expected.Abs(), actual.Abs()).ToDec())
if errTerm.GT(e.MultiplicativeTolerance) {
return comparisonSign
}
Expand Down Expand Up @@ -117,7 +117,7 @@ func (e ErrTolerance) CompareBigDec(expected osmomath.BigDec, actual osmomath.Bi
}
}

if diff.GT(osmomath.BigDecFromSDKDec(e.AdditiveTolerance.ToDec())) {
if diff.GT(osmomath.BigDecFromSDKDec(e.AdditiveTolerance)) {
return comparisonSign
}
}
Expand Down
30 changes: 15 additions & 15 deletions osmoutils/binary_search_test.go
View file
Open in desktop
Original file line number Diff line number Diff line change
Expand Up @@ -12,7 +12,7 @@ import (
)

var (
withinOne = ErrTolerance{AdditiveTolerance: sdk.OneInt()}
withinOne = ErrTolerance{AdditiveTolerance: sdk.OneDec()}
withinFactor8 = ErrTolerance{MultiplicativeTolerance: sdk.NewDec(8)}
zero = osmomath.ZeroDec()
)
Expand All @@ -29,10 +29,10 @@ func TestBinarySearch(t *testing.T) {
output := sdk.Int(result)
return output, nil
}
noErrTolerance := ErrTolerance{AdditiveTolerance: sdk.ZeroInt()}
testErrToleranceAdditive := ErrTolerance{AdditiveTolerance: sdk.NewInt(1 << 20)}
testErrToleranceMultiplicative := ErrTolerance{AdditiveTolerance: sdk.ZeroInt(), MultiplicativeTolerance: sdk.NewDec(10)}
testErrToleranceBoth := ErrTolerance{AdditiveTolerance: sdk.NewInt(1 << 20), MultiplicativeTolerance: sdk.NewDec(1 << 3)}
noErrTolerance := ErrTolerance{AdditiveTolerance: sdk.ZeroDec()}
testErrToleranceAdditive := ErrTolerance{AdditiveTolerance: sdk.NewDec(1 << 20)}
testErrToleranceMultiplicative := ErrTolerance{AdditiveTolerance: sdk.ZeroDec(), MultiplicativeTolerance: sdk.NewDec(10)}
testErrToleranceBoth := ErrTolerance{AdditiveTolerance: sdk.NewDec(1 << 20), MultiplicativeTolerance: sdk.NewDec(1 << 3)}
tests := map[string]struct {
f func(sdk.Int) (sdk.Int, error)
lowerbound sdk.Int
Expand Down Expand Up @@ -153,9 +153,9 @@ var fnMap = map[string]searchFn{"line": lineF, "cubic": cubicF, "neg_cubic": neg
// This function tests that any value in a given range can be reached within expected num iterations.
func TestIterationDepthRandValue(t *testing.T) {
tests := map[string]binarySearchTestCase{}
exactEqual := ErrTolerance{AdditiveTolerance: sdk.ZeroInt()}
withinOne := ErrTolerance{AdditiveTolerance: sdk.OneInt()}
within32 := ErrTolerance{AdditiveTolerance: sdk.OneInt().MulRaw(32)}
exactEqual := ErrTolerance{AdditiveTolerance: sdk.ZeroDec()}
withinOne := ErrTolerance{AdditiveTolerance: sdk.OneDec()}
within32 := ErrTolerance{AdditiveTolerance: sdk.OneDec().Mul(sdk.NewDec(32))}

createRandInput := func(fnName string, lowerbound, upperbound int64,
errTolerance ErrTolerance, maxNumIters int, errToleranceName string) {
Expand Down Expand Up @@ -227,8 +227,8 @@ func runBinarySearchTestCases(t *testing.T, tests map[string]binarySearchTestCas
}

func TestBinarySearchBigDec(t *testing.T) {
testErrToleranceAdditive := ErrTolerance{AdditiveTolerance: sdk.NewInt(1 << 30)}
errToleranceBoth := ErrTolerance{AdditiveTolerance: sdk.NewInt(1 << 30), MultiplicativeTolerance: sdk.NewDec(1 << 3)}
testErrToleranceAdditive := ErrTolerance{AdditiveTolerance: sdk.NewDec(1 << 30)}
errToleranceBoth := ErrTolerance{AdditiveTolerance: sdk.NewDec(1 << 30), MultiplicativeTolerance: sdk.NewDec(1 << 3)}

twoTo50 := osmomath.NewBigDec(1 << 50)
twoTo25PlusOne := osmomath.NewBigDec(1 + (1 << 25))
Expand Down Expand Up @@ -279,7 +279,7 @@ func TestBinarySearchBigDec(t *testing.T) {
}

func TestBinarySearchRoundingBehavior(t *testing.T) {
withinTwoTo30 := ErrTolerance{AdditiveTolerance: sdk.NewInt(1 << 30)}
withinTwoTo30 := ErrTolerance{AdditiveTolerance: sdk.NewDec(1 << 30)}

twoTo50 := osmomath.NewBigDec(1 << 50)
// twoTo25PlusOne := osmomath.NewBigDec(1 + (1 << 25))
Expand Down Expand Up @@ -318,10 +318,10 @@ func TestBinarySearchRoundingBehavior(t *testing.T) {
}

func TestErrTolerance_Compare(t *testing.T) {
ZeroErrTolerance := ErrTolerance{AdditiveTolerance: sdk.ZeroInt(), MultiplicativeTolerance: sdk.Dec{}}
NonZeroErrAdditive := ErrTolerance{AdditiveTolerance: sdk.NewInt(10), MultiplicativeTolerance: sdk.Dec{}}
NonZeroErrMultiplicative := ErrTolerance{AdditiveTolerance: sdk.Int{}, MultiplicativeTolerance: sdk.NewDec(10)}
NonZeroErrBoth := ErrTolerance{AdditiveTolerance: sdk.NewInt(1), MultiplicativeTolerance: sdk.NewDec(10)}
ZeroErrTolerance := ErrTolerance{AdditiveTolerance: sdk.ZeroDec(), MultiplicativeTolerance: sdk.Dec{}}
NonZeroErrAdditive := ErrTolerance{AdditiveTolerance: sdk.NewDec(10), MultiplicativeTolerance: sdk.Dec{}}
NonZeroErrMultiplicative := ErrTolerance{AdditiveTolerance: sdk.Dec{}, MultiplicativeTolerance: sdk.NewDec(10)}
NonZeroErrBoth := ErrTolerance{AdditiveTolerance: sdk.NewDec(1), MultiplicativeTolerance: sdk.NewDec(10)}
tests := []struct {
name string
tol ErrTolerance
Expand Down
2 changes: 1 addition & 1 deletion x/gamm/pool-models/balancer/pool_test.go
View file
Open in desktop
Original file line number Diff line number Diff line change
Expand Up @@ -569,7 +569,7 @@ func (suite *BalancerTestSuite) TestBalancerCalculateAmountOutAndIn_InverseRelat
suite.Require().NotNil(pool)

errTolerance := osmoutils.ErrTolerance{
AdditiveTolerance: sdk.OneInt(), MultiplicativeTolerance: sdk.Dec{}}
AdditiveTolerance: sdk.OneDec(), MultiplicativeTolerance: sdk.Dec{}}
sut := func() {
test_helpers.TestCalculateAmountOutAndIn_InverseRelationship(suite.T(), ctx, pool, poolAssetIn.Token.Denom, poolAssetOut.Token.Denom, tc.initialCalcOut, swapFeeDec, errTolerance)
}
Expand Down
2 changes: 1 addition & 1 deletion x/gamm/pool-models/internal/cfmm_common/lp.go
View file
Open in desktop
Original file line number Diff line number Diff line change
Expand Up @@ -155,7 +155,7 @@ func BinarySearchSingleAssetJoin(
}

// We accept an additive tolerance of 1 LP share error and round down
errTolerance := osmoutils.ErrTolerance{AdditiveTolerance: sdk.OneInt(), MultiplicativeTolerance: sdk.Dec{}, RoundingDir: osmomath.RoundDown}
errTolerance := osmoutils.ErrTolerance{AdditiveTolerance: sdk.OneDec(), MultiplicativeTolerance: sdk.Dec{}, RoundingDir: osmomath.RoundDown}

numLPShares, err = osmoutils.BinarySearch(
estimateCoinOutGivenShares,
Expand Down
2 changes: 1 addition & 1 deletion x/gamm/pool-models/stableswap/amm.go
View file
Open in desktop
Original file line number Diff line number Diff line change
Expand Up @@ -327,7 +327,7 @@ func solveCFMMBinarySearchMulti(xReserve, yReserve, wSumSquares, yIn osmomath.Bi
maxIterations := 256

// we use a geometric error tolerance that guarantees approximately 10^-12 precision on outputs
errTolerance := osmoutils.ErrTolerance{AdditiveTolerance: sdk.Int{}, MultiplicativeTolerance: sdk.NewDecWithPrec(1, 12)}
errTolerance := osmoutils.ErrTolerance{AdditiveTolerance: sdk.Dec{}, MultiplicativeTolerance: sdk.NewDecWithPrec(1, 12)}

// if yIn is positive, we want to under-estimate the amount of xOut.
// This means, we want x_out to be rounded down, as x_out = x_init - x_final, for x_init > x_final.
Expand Down
2 changes: 1 addition & 1 deletion x/gamm/pool-models/stableswap/amm_test.go
View file
Open in desktop
Original file line number Diff line number Diff line change
Expand Up @@ -727,7 +727,7 @@ func (suite *StableSwapTestSuite) Test_StableSwap_CalculateAmountOutAndIn_Invers
pool := createTestPool(suite.T(), tc.poolLiquidity, swapFeeDec, exitFeeDec, tc.scalingFactors)
suite.Require().NotNil(pool)
errTolerance := osmoutils.ErrTolerance{
AdditiveTolerance: sdk.Int{}, MultiplicativeTolerance: sdk.NewDecWithPrec(1, 12)}
AdditiveTolerance: sdk.Dec{}, MultiplicativeTolerance: sdk.NewDecWithPrec(1, 12)}
test_helpers.TestCalculateAmountOutAndIn_InverseRelationship(suite.T(), ctx, pool, tc.denomIn, tc.denomOut, tc.initialCalcOut, swapFeeDec, errTolerance)
})
}
Expand Down