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

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merged 3 commits into from
Dec 23, 2022
Merged

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

merged 3 commits into from
Dec 23, 2022

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p0mvn
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@p0mvn p0mvn commented Dec 23, 2022 •
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Closes: #XXX

What is the purpose of the change

This PR handles spot price errors in the context of geometric twap. When a spot price error occurs, twap module sets sp0 and sp1 to zero.

In geometric calculation logic, we take the log of sp0. Since logarithm of zero is undefined, we should be careful not to do it.

Therefore, we handle this edge case by not updating the geometric accumulator and setting last error time to the newTime

Additionally, it includes test cases for sig fig rounding and spot price that I use to facilitate my understanding of when errors are returned.

Testing and Verifying

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

@github-actions github-actions bot added the C:x/twap Changes to the twap module label Dec 23, 2022
@github-actions github-actions bot added the C:x/gamm Changes, features and bugs related to the gamm module. label Dec 23, 2022
@p0mvn p0mvn added the V:state/compatible/no_backport State machine compatible PR, depends on prior breaks label Dec 23, 2022
@p0mvn p0mvn marked this pull request as ready for review December 23, 2022 04:09
ValarDragon
ValarDragon reviewed Dec 23, 2022
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x/twap/logic.go
Comment on lines +272 to +274
if price.IsZero() {
panic("twap: cannot take logarithm of zero")
}
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This LGTM, but I feel like the mental overhead is better here if we make this return an error in such case instead. (We have to be careful that this panic is never called due to this being end block logic. Vs if its an error, we can just check that caller handles errors correctly, which is already the case w/ our errcheck linter)

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I don't think this panic can ever be reached because we have an additional safeguard in its only caller:

osmosis/x/twap/logic.go

Lines 200 to 203 in a15947d

if record.P0LastSpotPrice.IsZero() {
newRecord.LastErrorTime = newTime
return newRecord
}

This is just a defense-in-depth sanity check.

The problem with returning an error is that it would require a large refactor to propagate this error to multiple callers of recordWithUpdatedAccumulators.

I'm going to keep this as is and merge it. However, please let me know if you have further concerns, happy to discuss and address in another PR if needed

czarcas7ic
czarcas7ic reviewed Dec 23, 2022
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Not approving since I lack context, but just letting you know I reviewed and the logic all LGTM

@p0mvn p0mvn merged commit 678ef58 into main Dec 23, 2022
@p0mvn p0mvn deleted the roman/geometric-sp-error branch December 23, 2022 20:35
czarcas7ic pushed a commit that referenced this pull request Jan 4, 2023
@p0mvn @czarcas7ic
refactor(x/twap): handle spot price error case in the context of geom…
129cbcb 
…etric twap (#3845)

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

* supporting test cases

* table-driven log tests
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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Reviewers

@czarcas7ic czarcas7ic czarcas7ic left review comments

@ValarDragon ValarDragon ValarDragon approved these changes

@nicolaslara nicolaslara Awaiting requested review from nicolaslara nicolaslara is a code owner

@stackman27 stackman27 Awaiting requested review from stackman27

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C:x/gamm Changes, features and bugs related to the gamm module. C:x/twap Changes to the twap module F: geometric-twap V:state/compatible/no_backport State machine compatible PR, depends on prior breaks
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