perf: conver tick and exponent at price one to int64

proto/osmosis/concentrated-liquidity/pool.proto

@@ -40,19 +40,12 @@ message Pool {
     (gogoproto.moretags) = "yaml:\"spot_price\"",
     (gogoproto.nullable) = false
   ];
-  string current_tick = 8 [
-    (gogoproto.customtype) = "github.com/cosmos/cosmos-sdk/types.Int",
-    (gogoproto.moretags) = "yaml:\"current_tick\"",
-    (gogoproto.nullable) = false
-  ];
+  int64 current_tick = 8 [ (gogoproto.moretags) = "yaml:\"current_tick\"" ];
   // tick_spacing must be one of the authorized_tick_spacing values set in the
   // concentrated-liquidity parameters
   uint64 tick_spacing = 9 [ (gogoproto.moretags) = "yaml:\"tick_spacing\"" ];
-  string exponent_at_price_one = 10 [
-    (gogoproto.customtype) = "github.com/cosmos/cosmos-sdk/types.Int",
-    (gogoproto.moretags) = "yaml:\"exponent_at_price_one\"",
-    (gogoproto.nullable) = false
-  ];
+  int64 exponent_at_price_one = 10
+      [ (gogoproto.moretags) = "yaml:\"exponent_at_price_one\"" ];
 
   // swap_fee is the ratio that is charged on the amount of token in.
   string swap_fee = 11 [

tests/cl-genesis-positions/convert.go

@@ -156,15 +156,15 @@ func ConvertSubgraphToOsmosisGenesis(positionCreatorAddresses []sdk.AccAddress,
 			panic(err)
 		}
 
-		if lowerTickOsmosis.GT(upperTickOsmosis) {
+		if lowerTickOsmosis > upperTickOsmosis {
 			fmt.Printf("lowerTickOsmosis (%s) > upperTickOsmosis (%s), skipping", lowerTickOsmosis, upperTickOsmosis)
 			continue
 		}
 
-		if lowerTickOsmosis.Equal(upperTickOsmosis) {
+		if lowerTickOsmosis == upperTickOsmosis {
 			// bump up the upper tick by one. We don't care about having exactly the same tick range
 			// Just a roughly similar breakdown
-			upperTickOsmosis = upperTickOsmosis.Add(sdk.OneInt())
+			upperTickOsmosis = upperTickOsmosis + 1
 		}
 
 		depositedAmount0, failedParsing := parseStringToInt(uniV3Position.DepositedToken0)
@@ -186,8 +186,8 @@ func ConvertSubgraphToOsmosisGenesis(positionCreatorAddresses []sdk.AccAddress,
 		position, err := clMsgServer.CreatePosition(sdk.WrapSDKContext(osmosis.Ctx), &cltypes.MsgCreatePosition{
 			PoolId:          poolId,
 			Sender:          randomCreator.String(),
-			LowerTick:       lowerTickOsmosis.Int64(),
-			UpperTick:       upperTickOsmosis.Int64(),
+			LowerTick:       lowerTickOsmosis,
+			UpperTick:       upperTickOsmosis,
 			TokensProvided:  tokensProvided,
 			TokenMinAmount0: sdk.ZeroInt(),
 			TokenMinAmount1: sdk.ZeroInt(),
@@ -208,8 +208,8 @@ func ConvertSubgraphToOsmosisGenesis(positionCreatorAddresses []sdk.AccAddress,
 			JoinTime:   osmosis.Ctx.BlockTime().Format("2006-01-02T15:04:05Z"), // ISO 8601
 			Liquidity:  position.LiquidityCreated.String(),
 			PositionID: strconv.FormatUint(position.PositionId, 10),
-			LowerTick:  lowerTickOsmosis.String(),
-			UpperTick:  upperTickOsmosis.String(),
+			LowerTick:  strconv.FormatInt(lowerTickOsmosis, 10),
+			UpperTick:  strconv.FormatInt(upperTickOsmosis, 10),
 		})
 	}
 

tests/e2e/e2e_test.go

@@ -30,7 +30,7 @@ import (
 	v16 "github.com/osmosis-labs/osmosis/v15/app/upgrades/v16"
 	"github.com/osmosis-labs/osmosis/v15/tests/e2e/configurer/config"
 	"github.com/osmosis-labs/osmosis/v15/tests/e2e/initialization"
-	cl "github.com/osmosis-labs/osmosis/v15/x/concentrated-liquidity"
+	clmath "github.com/osmosis-labs/osmosis/v15/x/concentrated-liquidity/math"
 	cltypes "github.com/osmosis-labs/osmosis/v15/x/concentrated-liquidity/types"
 )
 
@@ -222,7 +222,7 @@ func (s *IntegrationTestSuite) TestConcentratedLiquidity() {
 	concentratedPool := s.updatedPool(chainANode, poolID)
 
 	// Sanity check that pool initialized with valid parameters (the ones that we haven't explicitly specified)
-	s.Require().Equal(concentratedPool.GetCurrentTick(), sdk.ZeroInt())
+	s.Require().Equal(concentratedPool.GetCurrentTick(), int64(0))
 	s.Require().Equal(concentratedPool.GetCurrentSqrtPrice(), sdk.ZeroDec())
 	s.Require().Equal(concentratedPool.GetLiquidity(), sdk.ZeroDec())
 
@@ -365,15 +365,15 @@ func (s *IntegrationTestSuite) TestConcentratedLiquidity() {
 	// * Uncollected fees from multiple swaps are correctly summed up and collected
 
 	// tickOffset is a tick index after the next initialized tick to which this swap needs to move the current price
-	tickOffset := sdk.NewInt(300)
+	tickOffset := int64(300)
 	sqrtPriceBeforeSwap = concentratedPool.GetCurrentSqrtPrice()
 	liquidityBeforeSwap = concentratedPool.GetLiquidity()
-	nextInitTick := sdk.NewInt(40000) // address1 position1's upper tick
+	nextInitTick := int64(40000) // address1 position1's upper tick
 
 	// Calculate sqrtPrice after and at the next initialized tick (upperTick of address1 position1 - 40000)
-	_, sqrtPriceAfterNextInitializedTick, err := cl.TickToSqrtPrice(nextInitTick.Add(tickOffset))
+	_, sqrtPriceAfterNextInitializedTick, err := clmath.TickToSqrtPrice(nextInitTick + tickOffset)
 	s.Require().NoError(err)
-	_, sqrtPriceAtNextInitializedTick, err := cl.TickToSqrtPrice(nextInitTick)
+	_, sqrtPriceAtNextInitializedTick, err := clmath.TickToSqrtPrice(nextInitTick)
 	s.Require().NoError(err)
 
 	// Calculate Δ(sqrtPrice):
@@ -502,20 +502,20 @@ func (s *IntegrationTestSuite) TestConcentratedLiquidity() {
 	// * liquidity of positions that come in range are correctly kicked in
 
 	// tickOffset is a tick index after the next initialized tick to which this swap needs to move the current price
-	tickOffset = sdk.NewInt(300)
+	tickOffset = 300
 	sqrtPriceBeforeSwap = concentratedPool.GetCurrentSqrtPrice()
 	liquidityBeforeSwap = concentratedPool.GetLiquidity()
-	nextInitTick = sdk.NewInt(40000)
+	nextInitTick = 40000
 
 	// Calculate amount required to get to
 	// 1) next initialized tick
 	// 2) tick below next initialized (-300)
 	// Using: CalcAmount0Delta = liquidity * ((sqrtPriceB - sqrtPriceA) / (sqrtPriceB * sqrtPriceA))
 
 	// Calculate sqrtPrice after and at the next initialized tick (which is upperTick of address1 position1 - 40000)
-	_, sqrtPricebBelowNextInitializedTick, err := cl.TickToSqrtPrice(nextInitTick.Sub(tickOffset))
+	_, sqrtPricebBelowNextInitializedTick, err := clmath.TickToSqrtPrice(nextInitTick - tickOffset)
 	s.Require().NoError(err)
-	_, sqrtPriceAtNextInitializedTick, err = cl.TickToSqrtPrice(nextInitTick)
+	_, sqrtPriceAtNextInitializedTick, err = clmath.TickToSqrtPrice(nextInitTick)
 	s.Require().NoError(err)
 
 	// Calculate numerators

x/concentrated-liquidity/bench_test.go

@@ -120,14 +120,14 @@ func BenchmarkSwapExactAmountIn(b *testing.B) {
 				// Decreasing price so want to be below current tick
 
 				// minTick <= lowerTick <= currentTick
-				lowerTick = rand.Int63n(currentTick.Int64()-types.MinTick+1) + types.MinTick
+				lowerTick = rand.Int63n(currentTick-types.MinTick+1) + types.MinTick
 				// lowerTick <= upperTick <= currentTick
-				upperTick = currentTick.Int64() - rand.Int63n(int64(math.Abs(float64(currentTick.Int64()-lowerTick))))
+				upperTick = currentTick - rand.Int63n(int64(math.Abs(float64(currentTick-lowerTick))))
 			} else {
 				// Increasing price so want to be above current tick
 
 				// currentTick <= lowerTick <= maxTick
-				lowerTick := rand.Int63n(types.MaxTick-currentTick.Int64()+1) + currentTick.Int64()
+				lowerTick := rand.Int63n(types.MaxTick-currentTick+1) + currentTick
 				// lowerTick <= upperTick <= maxTick
 				upperTick = types.MaxTick - rand.Int63n(int64(math.Abs(float64(types.MaxTick-lowerTick))))
 			}
@@ -171,8 +171,8 @@ func BenchmarkSwapExactAmountIn(b *testing.B) {
 			// Within 10 ticks of the current
 			if tickSpacing <= 10 {
 				for i := 0; i < numberOfPositions; i++ {
-					lowerTick := currentTick.Int64() - 10
-					upperTick := currentTick.Int64() + 10
+					lowerTick := currentTick - 10
+					upperTick := currentTick + 10
 
 					tokenDesired0 := sdk.NewCoin(denom0, sdk.NewInt(maxAmountDeposited).MulRaw(5))
 					tokenDesired1 := sdk.NewCoin(denom1, sdk.NewInt(maxAmountDeposited).MulRaw(5))
@@ -190,8 +190,8 @@ func BenchmarkSwapExactAmountIn(b *testing.B) {
 
 			// Within 100 ticks of the current
 			for i := 0; i < numberOfPositions; i++ {
-				lowerTick := currentTick.Int64() - 100
-				upperTick := currentTick.Int64() + 100
+				lowerTick := currentTick - 100
+				upperTick := currentTick + 100
 				// Normalize lowerTick to be a multiple of tickSpacing
 				lowerTick = lowerTick + (tickSpacing - lowerTick%tickSpacing)
 				// Normalize upperTick to be a multiple of tickSpacing
@@ -214,7 +214,7 @@ func BenchmarkSwapExactAmountIn(b *testing.B) {
 		swapAmountIn := sdk.MustNewDecFromStr(amountIn).TruncateInt()
 		largeSwapInCoin := sdk.NewCoin(denomIn, swapAmountIn)
 
-		liquidityNet, err := clKeeper.GetTickLiquidityNetInDirection(s.Ctx, pool.GetId(), largeSwapInCoin.Denom, currentTick, sdk.Int{})
+		liquidityNet, err := clKeeper.GetTickLiquidityNetInDirection(s.Ctx, pool.GetId(), largeSwapInCoin.Denom, sdk.NewInt(currentTick), sdk.Int{})
 		noError(err)
 
 		fmt.Println("num_ticks_traversed", len(liquidityNet))

x/concentrated-liquidity/client/query_proto_wrap.go

@@ -153,7 +153,7 @@ func (q Querier) LiquidityNetInDirection(ctx sdk.Context, req clquery.LiquidityN
 		return nil, err
 	}
 
-	return &clquery.LiquidityNetInDirectionResponse{LiquidityDepths: liquidityDepths, CurrentLiquidity: pool.GetLiquidity(), CurrentTick: pool.GetCurrentTick().Int64()}, nil
+	return &clquery.LiquidityNetInDirectionResponse{LiquidityDepths: liquidityDepths, CurrentLiquidity: pool.GetLiquidity(), CurrentTick: pool.GetCurrentTick()}, nil
 }
 
 func (q Querier) ClaimableFees(ctx sdk.Context, req clquery.ClaimableFeesRequest) (*clquery.ClaimableFeesResponse, error) {

x/concentrated-liquidity/export_test.go

@@ -51,7 +51,7 @@ func (k Keeper) SendCoinsBetweenPoolAndUser(ctx sdk.Context, denom0, denom1 stri
 	return k.sendCoinsBetweenPoolAndUser(ctx, denom0, denom1, amount0, amount1, sender, receiver)
 }
 
-func (k Keeper) CalcInAmtGivenOutInternal(ctx sdk.Context, desiredTokenOut sdk.Coin, tokenInDenom string, swapFee sdk.Dec, priceLimit sdk.Dec, poolId uint64) (writeCtx func(), tokenIn, tokenOut sdk.Coin, updatedTick sdk.Int, updatedLiquidity, updatedSqrtPrice sdk.Dec, err error) {
+func (k Keeper) CalcInAmtGivenOutInternal(ctx sdk.Context, desiredTokenOut sdk.Coin, tokenInDenom string, swapFee sdk.Dec, priceLimit sdk.Dec, poolId uint64) (writeCtx func(), tokenIn, tokenOut sdk.Coin, updatedTick int64, updatedLiquidity, updatedSqrtPrice sdk.Dec, err error) {
 	return k.calcInAmtGivenOut(ctx, desiredTokenOut, tokenInDenom, swapFee, priceLimit, poolId)
 }
 
@@ -62,7 +62,7 @@ func (k Keeper) SwapOutAmtGivenIn(
 	tokenIn sdk.Coin,
 	tokenOutDenom string,
 	swapFee sdk.Dec,
-	priceLimit sdk.Dec) (calcTokenIn, calcTokenOut sdk.Coin, currentTick sdk.Int, liquidity, sqrtPrice sdk.Dec, err error) {
+	priceLimit sdk.Dec) (calcTokenIn, calcTokenOut sdk.Coin, currentTick int64, liquidity, sqrtPrice sdk.Dec, err error) {
 	return k.swapOutAmtGivenIn(ctx, sender, pool, tokenIn, tokenOutDenom, swapFee, priceLimit)
 }
 
@@ -74,11 +74,11 @@ func (k Keeper) ComputeOutAmtGivenIn(
 	swapFee sdk.Dec,
 	priceLimit sdk.Dec,
 
-) (calcTokenIn, calcTokenOut sdk.Coin, currentTick sdk.Int, liquidity, sqrtPrice sdk.Dec, err error) {
+) (calcTokenIn, calcTokenOut sdk.Coin, currentTick int64, liquidity, sqrtPrice sdk.Dec, err error) {
 	return k.computeOutAmtGivenIn(ctx, poolId, tokenInMin, tokenOutDenom, swapFee, priceLimit)
 }
 
-func (k *Keeper) SwapInAmtGivenOut(ctx sdk.Context, sender sdk.AccAddress, pool types.ConcentratedPoolExtension, desiredTokenOut sdk.Coin, tokenInDenom string, swapFee sdk.Dec, priceLimit sdk.Dec) (calcTokenIn, calcTokenOut sdk.Coin, currentTick sdk.Int, liquidity, sqrtPrice sdk.Dec, err error) {
+func (k *Keeper) SwapInAmtGivenOut(ctx sdk.Context, sender sdk.AccAddress, pool types.ConcentratedPoolExtension, desiredTokenOut sdk.Coin, tokenInDenom string, swapFee sdk.Dec, priceLimit sdk.Dec) (calcTokenIn, calcTokenOut sdk.Coin, currentTick int64, liquidity, sqrtPrice sdk.Dec, err error) {
 	return k.swapInAmtGivenOut(ctx, sender, pool, desiredTokenOut, tokenInDenom, swapFee, priceLimit)
 }
 
@@ -281,7 +281,7 @@ func (k Keeper) GetAllPositions(ctx sdk.Context) ([]model.Position, error) {
 	return k.getAllPositions(ctx)
 }
 
-func (k Keeper) UpdatePoolForSwap(ctx sdk.Context, pool types.ConcentratedPoolExtension, sender sdk.AccAddress, tokenIn sdk.Coin, tokenOut sdk.Coin, newCurrentTick sdk.Int, newLiquidity sdk.Dec, newSqrtPrice sdk.Dec) error {
+func (k Keeper) UpdatePoolForSwap(ctx sdk.Context, pool types.ConcentratedPoolExtension, sender sdk.AccAddress, tokenIn sdk.Coin, tokenOut sdk.Coin, newCurrentTick int64, newLiquidity sdk.Dec, newSqrtPrice sdk.Dec) error {
 	return k.updatePoolForSwap(ctx, pool, sender, tokenIn, tokenOut, newCurrentTick, newLiquidity, newSqrtPrice)
 }
 

x/concentrated-liquidity/fees.go

@@ -128,7 +128,7 @@ func (k Keeper) getFeeGrowthOutside(ctx sdk.Context, poolId uint64, lowerTick, u
 	if err != nil {
 		return sdk.DecCoins{}, err
 	}
-	currentTick := pool.GetCurrentTick().Int64()
+	currentTick := pool.GetCurrentTick()
 
 	// get lower, upper tick info
 	lowerTickInfo, err := k.GetTickInfo(ctx, poolId, lowerTick)
@@ -164,7 +164,7 @@ func (k Keeper) getInitialFeeGrowthOppositeDirectionOfLastTraversalForTick(ctx s
 		return sdk.DecCoins{}, err
 	}
 
-	currentTick := pool.GetCurrentTick().Int64()
+	currentTick := pool.GetCurrentTick()
 	if currentTick >= tick {
 		feeAccumulator, err := k.GetFeeAccumulator(ctx, poolId)
 		if err != nil {