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Basic geometric twap e2e test #3835

Merged
merged 25 commits into from
Dec 23, 2022
Merged

Basic geometric twap e2e test #3835

merged 25 commits into from
Dec 23, 2022

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hieuvubk
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@hieuvubk hieuvubk commented Dec 22, 2022 •
edited by p0mvn
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Closes: #3728

What is the purpose of the change

This PR adds a geometric twap e2e test.
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 uatom, supply changes, making uosmo less expensive.

As a result of the swap, twap changes to 0.5.

Testing and Verifying

This change added tests.

Documentation and Release Note

  • Does this pull request introduce a new feature or user-facing behavior changes? no
  • Is a relevant changelog entry added to the Unreleased section in CHANGELOG.md? no
  • How is the feature or change documented? not applicable

@hieuvubk hieuvubk changed the title Hieu/geom twap e2e test Basic geometric twap e2e test Dec 22, 2022
@hieuvubk hieuvubk requested a review from p0mvn December 23, 2022 05:21
@p0mvn p0mvn added F: geometric-twap V:state/compatible/no_backport State machine compatible PR, depends on prior breaks labels Dec 23, 2022
@p0mvn p0mvn marked this pull request as ready for review December 23, 2022 20:39
p0mvn
p0mvn approved these changes Dec 23, 2022
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LGTM. Thank you for implementing this e2e test @hieuvubk

I added some comments to explain what's going on here and removed some logic that is not needed for testing geometric twap specifically. For example, made swap and exit fee be zero and weights be 1 for simpler calculations.

The core logic of the test is sound, great work!

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@p0mvn p0mvn requested a review from czarcas7ic December 23, 2022 21:14
czarcas7ic
czarcas7ic approved these changes Dec 23, 2022
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p0mvn and others added 3 commits December 23, 2022 13:42
@p0mvn p0mvn merged commit b57d6d7 into main Dec 23, 2022
@p0mvn p0mvn deleted the hieu/geom-twap-e2e-test branch December 23, 2022 22:08
czarcas7ic added a commit that referenced this pull request Jan 4, 2023
@hieuvubk @p0mvn @czarcas7ic
Basic geometric twap e2e test (#3835)
c7c0222 
* 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]>
czarcas7ic added a commit that referenced this pull request Jan 5, 2023
@czarcas7ic @nicolaslara
@p0mvn @ValarDragon @hieuvubk @iboss-ptk @stackman27 @pysel @mattverse @byeongsu-hong
chore: osmoutils, twap, downtime-detector, ibc-hooks cherry-pick to v…
961738a 
…14 (#3925)

* Upgrade IBC to v4.2.0 (#3838)

* initial changes to migrate to ibc v4

* added checksum to proposal

* begin and end block are now being called inside nextBlock

* added changelog

* linked pr on changelog

* remove local replace

* using error acks from osmoutils

* osmoutils tagged

* go sum

* added checksum

* feat(x/twap): modify cli to add geometric option (#3812)

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

* revert cli change

* query gen

* wire up API

* test

* fix

* fixes

* cli

* lint

* refactor via flag

* refactor

* refactor

* fixes

* lint

* add arithmetic twap alias

* Make wasm hooks importable (#3850)

* moved ibc-hooks to its own go.mod

* updated ibc hooks version

* go sum

* add ics23 patch into x/ibc-hooks

* Fix wasm import version conflict

* Update x/ibc-hooks to osmoutils v0.0.2

* Update versions

Co-authored-by: Dev Ojha <[email protected]>

* refactor(x/twap): handle spot price error case in the context of geometric twap (#3845)

* refactor(x/twap): handle spot price error case

* supporting test cases

* table-driven log tests

* test(x/twap): add randomized geometric twap test on a balancer pool (#3844)

* test(x/twap): add randomized test with a balancer pool

* comments

* multiplicative tolerance, fewer retries and larger initial supply range

* 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]>

* feat(x/twap): whitelist GeometricTwap and GeometricTwapToNow (#3852)

* feat(x/twap): GeometricTwap and GeometricTwapToNow queries added to Stargate whitelist

* update docs

* fix(scripts): proto gen for osmoutils (#3854)

* fix(scripts): proto gen for osmoutils

* Update scripts/protocgen.sh

* fix(scripts): proto gen osmoutils path (#3859)

* added packet timeouts to wasm hooks (#3862)

* add negative to cli (#3888)

* Making osmoutils compile on chains that don't use our SDK fork (#3899)

* making osmoutils compile on chains that don't use osmosis' fork of the cosmos sdk

* updated imports for e2e tests

* go fumpt

* updated version everywhere

* added changelog entry

* remove deprecation from arithmetic & geometric twap to now query (#3917)

* Add types & boilerplate for the Downtime detector module (#3609)

Sub-component of #3603

Adds types for the thin module intended for downtime detection

- Add downtime detection module types

No tests added

  - Does this pull request introduce a new feature or user-facing behavior changes? somewhat
  - Is a relevant changelog entry added to the `Unreleased` section in `CHANGELOG.md`? yes
  - How is the feature or change documented? In its spec

* Add downtime detector module (#3688)

* WIP

* Switch to enum

* Remove params query

* Add query

* Add wiring, add import/export test

* Start begin block test

* Finish keeper tests

* Add CLI

* Wire downtime detector CLI + queries

* more module wiring

* add types test

* Fix state alteration test

* Fix superfluid test

* Add stargate whitelist support

* Apply code comment

* Rename folder

* Add requested godoc

* Update x/downtime-detector/genesis.go

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

* Apply adam suggestion for having a `-`

* move genesis test to own file

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

* Initial by hand fixes

* feat(osmomath): Exp2 function (#3708)

* feat(osmomath): exp2 function

* export exp2

* changelog

* refactor ErrTolerance to use Dec instead of Int for additive tolerance

* Update osmomath/exp2.go

* Update osmomath/exp2.go

* Update osmomath/exp2.go

* Update osmomath/exp2_test.go

* Update osmomath/exp2_test.go

* do bit shift instead of multiplication

* godoc about error bounds

* comment about bit shift equivalency

* merge conflict

* improve godoc

* typo

* remove TODOs - confirmed obsolete

* Runge's phenomenon comment

* [x/TWAP] Expose a geometric TWAP API  (#3529)

* refactored twap api.go for geometric TWAP

* added barebon docs

* romans feedback

* new

* fix

* nichola feedback

* final roman comments

* fix twap by hand

* change to gamm

* fix balancer test

* bump to v14 upgrade

* e2e fix

* add remaining diff from main to ibc-rate-limit

* update contracts test

* osmomath: `AddMut` and `QuoMut` (#3779)

* mut add

* test add mut

* quo  mut

* test quo mut/ remove want from test struct

* refactor exp

* change mutatives code

* change

* not allocaing

* exp change to quomut

* remove file

* refactor quo

* refactor ad

* refactor tests

* Modify CHANGELOG

* Whitelist EstimateSwapExactAmountOut (#3693)

* whitelist EstimateSwapExactAmountOut

* doc: changelog

* updated rate limit contract

* Fix rust checks (#3576)

* added cargo.lock

* added Cargo.lock as an artifact

* added new bytecode with lock file

Co-authored-by: Nicolas Lara <[email protected]>
Co-authored-by: Roman <[email protected]>
Co-authored-by: Dev Ojha <[email protected]>
Co-authored-by: Hieu Vu <[email protected]>
Co-authored-by: Roman <[email protected]>
Co-authored-by: Supanat <[email protected]>
Co-authored-by: Dev Ojha <[email protected]>
Co-authored-by: Sishir Giri <[email protected]>
Co-authored-by: Ruslan Akhtariev <[email protected]>
Co-authored-by: mattverse <[email protected]>
Co-authored-by: ByeongSu Hong <[email protected]>
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@czarcas7ic czarcas7ic czarcas7ic approved these changes

@p0mvn p0mvn p0mvn approved these changes

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F: geometric-twap V:state/compatible/no_backport State machine compatible PR, depends on prior breaks
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test(e2e): basic geometric twap test
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