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MultihopEstimateInGivenExactAmountOut and MultihopEstimateOutGivenExactAmountIn panic recovering #4248

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merged 19 commits into from
Feb 8, 2023
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MultihopEstimateInGivenExactAmountOut and MultihopEstimateOutGivenExactAmountIn panic recovering #4248

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3c4871b
add panic recovering to multihop estimate functions
pysel Feb 7, 2023
89076b6
unit test for making sure recovery works as expected
pysel Feb 7, 2023
faf7b61
change error message
pysel Feb 7, 2023
3846ec9
separate tests
pysel Feb 7, 2023
fa3ed28
refactoring
pysel Feb 7, 2023
04be5ff
refactor
pysel Feb 7, 2023
071d8df
add panic catching to RouteExactAmountOut
pysel Feb 7, 2023
4f3d63c
add panic catching assertions to existing tests
pysel Feb 7, 2023
c0b0de0
delete old unit tests
pysel Feb 7, 2023
ccb0250
remove fmt
pysel Feb 7, 2023
47d39fc
hardcoded stableswap to enum
pysel Feb 7, 2023
e06e28b
getSetupPoolsStrategy as a helper function
pysel Feb 7, 2023
6a04dfa
remove callback return
pysel Feb 7, 2023
703698a
remove redundant swap fee variable
pysel Feb 7, 2023
1127cdf
.String rm
pysel Feb 7, 2023
48e3f0d
docs fix/rename
pysel Feb 7, 2023
65e8d1a
typo
pysel Feb 7, 2023
5b6ef14
typo2
pysel Feb 7, 2023
d39171c
changelog entry
pysel Feb 8, 2023
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6 changes: 3 additions & 3 deletions app/apptesting/gamm.go
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Original file line number Diff line number Diff line change
Expand Up @@ -13,9 +13,9 @@ import (

var DefaultAcctFunds sdk.Coins = sdk.NewCoins(
sdk.NewCoin("uosmo", sdk.NewInt(10000000000)),
sdk.NewCoin("foo", sdk.NewInt(10000000)),
sdk.NewCoin("bar", sdk.NewInt(10000000)),
sdk.NewCoin("baz", sdk.NewInt(10000000)),
sdk.NewCoin("foo", sdk.NewInt(10000000000)),
sdk.NewCoin("bar", sdk.NewInt(10000000000)),
sdk.NewCoin("baz", sdk.NewInt(10000000000)),
)

var DefaultPoolAssets = []balancer.PoolAsset{
Expand Down
26 changes: 25 additions & 1 deletion x/poolmanager/router.go
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Original file line number Diff line number Diff line change
Expand Up @@ -141,6 +141,14 @@ func (k Keeper) MultihopEstimateOutGivenExactAmountIn(
sumOfSwapFees sdk.Dec
)

// recover from panic
defer func() {
if r := recover(); r != nil {
tokenOutAmount = sdk.Int{}
err = fmt.Errorf("function MultihopEstimateOutGivenExactAmountIn failed due to internal reason: %v", r)
}
}()

route := types.SwapAmountInRoutes(routes)
if err := route.Validate(); err != nil {
return sdk.Int{}, err
Expand Down Expand Up @@ -206,6 +214,13 @@ func (k Keeper) RouteExactAmountOut(ctx sdk.Context,
return sdk.Int{}, err
}

defer func() {
if r := recover(); r != nil {
tokenInAmount = sdk.Int{}
err = fmt.Errorf("function RouteExactAmountOut failed due to internal reason: %v", r)
}
}()

// in this loop, we check if:
// - the route is of length 2
// - route 1 and route 2 don't trade via the same pool
Expand Down Expand Up @@ -295,6 +310,16 @@ func (k Keeper) MultihopEstimateInGivenExactAmountOut(
tokenOut sdk.Coin,
) (tokenInAmount sdk.Int, err error) {
isMultiHopRouted, routeSwapFee, sumOfSwapFees := false, sdk.Dec{}, sdk.Dec{}
var insExpected []sdk.Int

// recover from panic
defer func() {
if r := recover(); r != nil {
insExpected = []sdk.Int{}
err = fmt.Errorf("function MultihopEstimateInGivenExactAmountOut failed due to internal reason: %v", r)
}
}()

route := types.SwapAmountOutRoutes(routes)
if err := route.Validate(); err != nil {
return sdk.Int{}, err
Expand All @@ -311,7 +336,6 @@ func (k Keeper) MultihopEstimateInGivenExactAmountOut(
// Determine what the estimated input would be for each pool along the multi-hop route
// if we determined the route is an osmo multi-hop and both routes are incentivized,
// we utilize a separate function that calculates the discounted swap fees
var insExpected []sdk.Int
if isMultiHopRouted {
insExpected, err = k.createOsmoMultihopExpectedSwapOuts(ctx, routes, tokenOut, routeSwapFee, sumOfSwapFees)
} else {
Expand Down
234 changes: 181 additions & 53 deletions x/poolmanager/router_test.go
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Original file line number Diff line number Diff line change
Expand Up @@ -594,6 +594,7 @@ func (suite *KeeperTestSuite) TestEstimateMultihopSwapExactAmountIn() {
param param
expectPass bool
reducedFeeApplied bool
poolType types.PoolType
}{
{
name: "Proper swap - foo -> bar(pool 1) - bar(pool 2) -> baz",
Expand Down Expand Up @@ -652,6 +653,64 @@ func (suite *KeeperTestSuite) TestEstimateMultihopSwapExactAmountIn() {
reducedFeeApplied: true,
expectPass: true,
},
{
name: "Proper swap (stableswap pool) - foo -> bar(pool 1) - bar(pool 2) -> baz",
param: param{
routes: []types.SwapAmountInRoute{
{
PoolId: 1,
TokenOutDenom: bar,
},
{
PoolId: 2,
TokenOutDenom: baz,
},
},
estimateRoutes: []types.SwapAmountInRoute{
{
PoolId: 3,
TokenOutDenom: bar,
},
{
PoolId: 4,
TokenOutDenom: baz,
},
},
tokenIn: sdk.NewCoin(foo, sdk.NewInt(100000)),
tokenOutMinAmount: sdk.NewInt(1),
},
expectPass: true,
poolType: types.Stableswap,
},
{
name: "Asserts panic catching in MultihopEstimateInGivenExactAmountOut works: tokenOut more than pool reserves",
param: param{
routes: []types.SwapAmountInRoute{
{
PoolId: 1,
TokenOutDenom: bar,
},
{
PoolId: 2,
TokenOutDenom: baz,
},
},
estimateRoutes: []types.SwapAmountInRoute{
{
PoolId: 3,
TokenOutDenom: bar,
},
{
PoolId: 4,
TokenOutDenom: baz,
},
},
tokenIn: sdk.NewCoin(foo, sdk.NewInt(9000000000000000000)),
tokenOutMinAmount: sdk.NewInt(1),
},
expectPass: false,
poolType: types.Stableswap,
},
}

for _, test := range tests {
Expand All @@ -660,53 +719,36 @@ func (suite *KeeperTestSuite) TestEstimateMultihopSwapExactAmountIn() {

suite.Run(test.name, func() {
poolmanagerKeeper := suite.App.PoolManagerKeeper
poolDefaultSwapFee := sdk.NewDecWithPrec(1, 2) // 1%

// Prepare 4 pools,
// Two pools for calculating `MultihopSwapExactAmountIn`
// and two pools for calculating `EstimateMultihopSwapExactAmountIn`
suite.PrepareBalancerPoolWithPoolParams(balancer.PoolParams{
SwapFee: poolDefaultSwapFee,
ExitFee: sdk.NewDec(0),
})
suite.PrepareBalancerPoolWithPoolParams(balancer.PoolParams{
SwapFee: poolDefaultSwapFee,
ExitFee: sdk.NewDec(0),
})

firstEstimatePoolId := suite.PrepareBalancerPoolWithPoolParams(balancer.PoolParams{
SwapFee: poolDefaultSwapFee,
ExitFee: sdk.NewDec(0),
})
secondEstimatePoolId := suite.PrepareBalancerPoolWithPoolParams(balancer.PoolParams{
SwapFee: poolDefaultSwapFee,
ExitFee: sdk.NewDec(0),
})
firstEstimatePoolId, secondEstimatePoolId := suite.setupPoolsStrategy(test.poolType, defaultPoolSwapFee)

firstEstimatePool, err := suite.App.GAMMKeeper.GetPoolAndPoke(suite.Ctx, firstEstimatePoolId)
suite.Require().NoError(err)
secondEstimatePool, err := suite.App.GAMMKeeper.GetPoolAndPoke(suite.Ctx, secondEstimatePoolId)
suite.Require().NoError(err)

// calculate token out amount using `MultihopSwapExactAmountIn`
multihopTokenOutAmount, err := poolmanagerKeeper.RouteExactAmountIn(
multihopTokenOutAmount, errMultihop := poolmanagerKeeper.RouteExactAmountIn(
suite.Ctx,
suite.TestAccs[0],
test.param.routes,
test.param.tokenIn,
test.param.tokenOutMinAmount)
suite.Require().NoError(err)

// calculate token out amount using `EstimateMultihopSwapExactAmountIn`
estimateMultihopTokenOutAmount, err := poolmanagerKeeper.MultihopEstimateOutGivenExactAmountIn(
estimateMultihopTokenOutAmount, errEstimate := poolmanagerKeeper.MultihopEstimateOutGivenExactAmountIn(
suite.Ctx,
test.param.estimateRoutes,
test.param.tokenIn)
suite.Require().NoError(err)

// ensure that the token out amount is same
suite.Require().Equal(multihopTokenOutAmount, estimateMultihopTokenOutAmount)

if test.expectPass {
suite.Require().NoError(errMultihop, "test: %v", test.name)
suite.Require().NoError(errEstimate, "test: %v", test.name)
suite.Require().Equal(multihopTokenOutAmount, estimateMultihopTokenOutAmount)
} else {
suite.Require().Error(errMultihop, "test: %v", test.name)
suite.Require().Error(errEstimate, "test: %v", test.name)
}
// ensure that pool state has not been altered after estimation
firstEstimatePoolAfterSwap, err := suite.App.GAMMKeeper.GetPoolAndPoke(suite.Ctx, firstEstimatePoolId)
suite.Require().NoError(err)
Expand Down Expand Up @@ -734,6 +776,7 @@ func (suite *KeeperTestSuite) TestEstimateMultihopSwapExactAmountOut() {
param param
expectPass bool
reducedFeeApplied bool
poolType types.PoolType
}{
{
name: "Proper swap: foo -> bar (pool 1), bar -> baz (pool 2)",
Expand Down Expand Up @@ -792,6 +835,64 @@ func (suite *KeeperTestSuite) TestEstimateMultihopSwapExactAmountOut() {
expectPass: true,
reducedFeeApplied: true,
},
{
name: "Proper swap, stableswap pool: foo -> bar (pool 1), bar -> baz (pool 2)",
param: param{
routes: []types.SwapAmountOutRoute{
{
PoolId: 1,
TokenInDenom: foo,
},
{
PoolId: 2,
TokenInDenom: bar,
},
},
estimateRoutes: []types.SwapAmountOutRoute{
{
PoolId: 3,
TokenInDenom: foo,
},
{
PoolId: 4,
TokenInDenom: bar,
},
},
tokenInMaxAmount: sdk.NewInt(90000000),
tokenOut: sdk.NewCoin(baz, sdk.NewInt(100000)),
},
expectPass: true,
poolType: types.Stableswap,
},
{
name: "Asserts panic catching in MultihopEstimateInGivenExactAmountOut works: tokenOut more than pool reserves",
param: param{
routes: []types.SwapAmountOutRoute{
{
PoolId: 1,
TokenInDenom: foo,
},
{
PoolId: 2,
TokenInDenom: bar,
},
},
estimateRoutes: []types.SwapAmountOutRoute{
{
PoolId: 3,
TokenInDenom: foo,
},
{
PoolId: 4,
TokenInDenom: bar,
},
},
tokenInMaxAmount: sdk.NewInt(90000000),
tokenOut: sdk.NewCoin(baz, sdk.NewInt(9000000000000000000)),
},
expectPass: false,
poolType: types.Stableswap,
},
}

for _, test := range tests {
Expand All @@ -800,47 +901,34 @@ func (suite *KeeperTestSuite) TestEstimateMultihopSwapExactAmountOut() {

suite.Run(test.name, func() {
poolmanagerKeeper := suite.App.PoolManagerKeeper
poolDefaultSwapFee := sdk.NewDecWithPrec(1, 2) // 1%

// Prepare 4 pools,
// Two pools for calculating `MultihopSwapExactAmountOut`
// and two pools for calculating `EstimateMultihopSwapExactAmountOut`
suite.PrepareBalancerPoolWithPoolParams(balancer.PoolParams{
SwapFee: poolDefaultSwapFee, // 1%
ExitFee: sdk.NewDec(0),
})
suite.PrepareBalancerPoolWithPoolParams(balancer.PoolParams{
SwapFee: poolDefaultSwapFee,
ExitFee: sdk.NewDec(0),
})
firstEstimatePoolId := suite.PrepareBalancerPoolWithPoolParams(balancer.PoolParams{
SwapFee: poolDefaultSwapFee, // 1%
ExitFee: sdk.NewDec(0),
})
secondEstimatePoolId := suite.PrepareBalancerPoolWithPoolParams(balancer.PoolParams{
SwapFee: poolDefaultSwapFee,
ExitFee: sdk.NewDec(0),
})
firstEstimatePoolId, secondEstimatePoolId := suite.setupPoolsStrategy(test.poolType, defaultPoolSwapFee)

firstEstimatePool, err := suite.App.GAMMKeeper.GetPoolAndPoke(suite.Ctx, firstEstimatePoolId)
suite.Require().NoError(err)
secondEstimatePool, err := suite.App.GAMMKeeper.GetPoolAndPoke(suite.Ctx, secondEstimatePoolId)
suite.Require().NoError(err)

multihopTokenInAmount, err := poolmanagerKeeper.RouteExactAmountOut(
multihopTokenInAmount, errMultihop := poolmanagerKeeper.RouteExactAmountOut(
suite.Ctx,
suite.TestAccs[0],
test.param.routes,
test.param.tokenInMaxAmount,
test.param.tokenOut)
suite.Require().NoError(err, "test: %v", test.name)

estimateMultihopTokenInAmount, err := poolmanagerKeeper.MultihopEstimateInGivenExactAmountOut(
estimateMultihopTokenInAmount, errEstimate := poolmanagerKeeper.MultihopEstimateInGivenExactAmountOut(
suite.Ctx,
test.param.estimateRoutes,
test.param.tokenOut)
suite.Require().NoError(err, "test: %v", test.name)

suite.Require().Equal(multihopTokenInAmount, estimateMultihopTokenInAmount)
if test.expectPass {
suite.Require().NoError(errMultihop, "test: %v", test.name)
suite.Require().NoError(errEstimate, "test: %v", test.name)
suite.Require().Equal(multihopTokenInAmount, estimateMultihopTokenInAmount)
} else {
suite.Require().Error(errMultihop, "test: %v", test.name)
suite.Require().Error(errEstimate, "test: %v", test.name)
}

// ensure that pool state has not been altered after estimation
firstEstimatePoolAfterSwap, err := suite.App.GAMMKeeper.GetPoolAndPoke(suite.Ctx, firstEstimatePoolId)
Expand Down Expand Up @@ -1030,3 +1118,43 @@ func (suite *KeeperTestSuite) TestSingleSwapExactAmountIn() {
})
}
}

// getPoolStrategy returns a function that will setup pools based on the poolType provided
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func (suite *KeeperTestSuite) setupPoolsStrategy(poolType types.PoolType, poolDefaultSwapFee sdk.Dec) (firstEstimatePoolId, secondEstimatePoolId uint64) {
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switch poolType {
case types.Stableswap:
// Prepare 4 pools,
// Two pools for calculating `MultihopSwapExactAmountOut`
// and two pools for calculating `EstimateMultihopSwapExactAmountOut`
suite.PrepareBasicStableswapPool()
suite.PrepareBasicStableswapPool()

firstEstimatePoolId = suite.PrepareBasicStableswapPool()

secondEstimatePoolId = suite.PrepareBasicStableswapPool()
return
default:
// Prepare 4 pools,
// Two pools for calculating `MultihopSwapExactAmountOut`
// and two pools for calculating `EstimateMultihopSwapExactAmountOut`
suite.PrepareBalancerPoolWithPoolParams(balancer.PoolParams{
SwapFee: poolDefaultSwapFee, // 1%
ExitFee: sdk.NewDec(0),
})
suite.PrepareBalancerPoolWithPoolParams(balancer.PoolParams{
SwapFee: poolDefaultSwapFee,
ExitFee: sdk.NewDec(0),
})

firstEstimatePoolId = suite.PrepareBalancerPoolWithPoolParams(balancer.PoolParams{
SwapFee: poolDefaultSwapFee, // 1%
ExitFee: sdk.NewDec(0),
})

secondEstimatePoolId = suite.PrepareBalancerPoolWithPoolParams(balancer.PoolParams{
SwapFee: poolDefaultSwapFee,
ExitFee: sdk.NewDec(0),
})
return
}
}