fix(CL): tick iterator bugs and tests #5526
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| Original file line number | Diff line number | Diff line change |
|---|---|---|
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@@ -65,7 +65,7 @@ func newSwapState(specifiedAmount sdk.Int, p types.ConcentratedPoolExtension, st | |
| amountSpecifiedRemaining: specifiedAmount.ToDec(), | ||
| amountCalculated: sdk.ZeroDec(), | ||
| sqrtPrice: p.GetCurrentSqrtPrice(), | ||
| tick: p.GetCurrentTick(), | ||
| liquidity: p.GetLiquidity(), | ||
| globalSpreadRewardGrowthPerUnitLiquidity: sdk.ZeroDec(), | ||
| globalSpreadRewardGrowth: sdk.ZeroDec(), | ||
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@@ -362,13 +362,30 @@ func (k Keeper) computeOutAmtGivenIn( | |
| if err != nil { | ||
| return sdk.Coin{}, sdk.Coin{}, 0, sdk.Dec{}, sdk.Dec{}, sdk.Dec{}, err | ||
| } | ||
| // Update the swapState's tick with the tick we retrieved liquidity from | ||
| swapState.tick = swapStrategy.UpdateTickAfterCrossing(nextTick) | ||
| } else if !sqrtPriceStart.Equal(computedSqrtPrice) { | ||
| // Otherwise if the sqrtPrice calculated from ComputeSwapWithinBucketOutGivenIn(...) does not equal the sqrtPriceStart we started with at the | ||
| // beginning of this iteration, we set the swapState tick to the corresponding tick of the computedSqrtPrice calculated from ComputeSwapWithinBucketOutGivenIn(...) | ||
| newTick, err := math.CalculateSqrtPriceToTick(computedSqrtPrice) | ||
| if err != nil { | ||
| return sdk.Coin{}, sdk.Coin{}, 0, sdk.Dec{}, sdk.Dec{}, sdk.Dec{}, err | ||
| } | ||
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| // TEMPORARY HACK: this is to fix tick rounding error where | ||
| // the tick is off by 1 due to banker's rounding error in CalculatePriceToTick | ||
| // TODO: if this is to remain in the codebase, consider abstracting this into a | ||
| // method of swap strategy. | ||
| isZeroForOne := getZeroForOne(tokenInMin.Denom, p.GetToken0()) | ||
| if isZeroForOne { | ||
| if newTick <= swapState.tick { | ||
| swapState.tick = newTick | ||
| } | ||
| } else { | ||
| if newTick > swapState.tick { | ||
| swapState.tick = newTick | ||
|
There was a problem hiding this comment. Are there any cases where none of these branches would be hit? There was a problem hiding this comment. Prior to merging #5541 all branches were hit. Now, only "11111" is not being hit. I'm going to make an issue to investigate this separately. Merging for now |
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| } | ||
| } | ||
| } | ||
| } | ||
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@@ -552,8 +569,6 @@ func (k Keeper) swapCrossTickLogic(ctx sdk.Context, | |
| newLiquidity := swapState.liquidity.AddMut(liquidityNet) | ||
| swapState.liquidity = newLiquidity | ||
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| return swapState, nil | ||
| } | ||
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Note to reviewer: this is the key realization and fix to the original bug as opposed to tick initialization as originally thought
Once the general change is accepted, I will improve the abstraction by moving it inside the
swapCrossTickLogicmethod. Currently, I cannot put there asswapStrategyis not given as an argument toswapCrossTickLogicI put it here to avoid large code diff and be able to point at the core fix.
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This makes sense per discussions!