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[CL]: Increase min tick past canonical tick range #5551

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merged 15 commits into from
Jun 21, 2023
Merged

[CL]: Increase min tick past canonical tick range #5551

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4679405
increase min tick past canonical tick range
AlpinYukseloglu Jun 16, 2023
f34cbaf
remove canonical tick related tests
AlpinYukseloglu Jun 17, 2023
a9de3ef
fix more test cases
AlpinYukseloglu Jun 18, 2023
4984fd4
recompute last high level test vector
AlpinYukseloglu Jun 18, 2023
8b3670d
update low level tick tests to use new min tick
AlpinYukseloglu Jun 19, 2023
3471bfb
Merge branch 'main' into alpo/increase-min-tick
AlpinYukseloglu Jun 19, 2023
1bea678
clean up diff
AlpinYukseloglu Jun 19, 2023
8675792
add further boundary tests around min tick
AlpinYukseloglu Jun 19, 2023
28409d2
Merge branch 'main' into alpo/increase-min-tick
AlpinYukseloglu Jun 21, 2023
b84aef2
recompute tick level tests
AlpinYukseloglu Jun 21, 2023
bb6d2b9
fix migration and superfluid tests
AlpinYukseloglu Jun 21, 2023
aca6f22
clean up prints and comments
AlpinYukseloglu Jun 21, 2023
a1b7c5c
Update x/concentrated-liquidity/lp_test.go
czarcas7ic Jun 21, 2023
749212c
fix test names
AlpinYukseloglu Jun 21, 2023
bc6a4e5
Merge branch 'alpo/increase-min-tick' of https://github.com/osmosis-l…
AlpinYukseloglu Jun 21, 2023
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42 changes: 19 additions & 23 deletions x/concentrated-liquidity/lp_test.go
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Original file line number Diff line number Diff line change
Expand Up @@ -160,25 +160,6 @@ var (
amount0Expected: DefaultAmt0Expected.Add(roundingError),
amount1Expected: DefaultAmt1Expected,
},
"use ticks that are not the canonical tick for a given price, expect them to be rounded to the proper tick": {
lowerTick: -161987600,
expectedLowerTick: -161000000,
upperTick: -160009800,
expectedUpperTick: -160000000,
currentTick: DefaultUpperTick,

isNotFirstPositionWithSameAccount: true,
positionId: 2,

liquidityAmount: sdk.MustNewDecFromStr("15731321859400083838.506717486806808937").MulInt64(2),
preSetChargeSpreadRewards: oneEth,
expectedSpreadRewardGrowthOutsideLower: oneEthCoins,
expectedSpreadRewardGrowthOutsideUpper: oneEthCoins,

// Rounding up in favor of the pool.
amount0Expected: sdk.ZeroInt(),
amount1Expected: DefaultAmt1,
},
}
)

Expand Down Expand Up @@ -447,8 +428,20 @@ func (s *KeeperTestSuite) TestWithdrawPosition() {
setupConfig: baseCase,
sutConfigOverwrite: &lpTest{
// Note: subtracting one due to truncations in favor of the pool when withdrawing.
amount0Expected: DefaultAmt0.Sub(sdk.OneInt()),
amount1Expected: DefaultAmt1.Sub(sdk.OneInt()),
// amount0Expected = (liquidity * (sqrtPriceB - sqrtPriceA)) / (sqrtPriceB * sqrtPriceA)
// Where:
// * liquidity = FullRangeLiquidityAmt
// * sqrtPriceB = MaxSqrtPrice
// * sqrtPriceA = DefaultCurrSqrtPrice
// Exact calculation: https://www.wolframalpha.com/input?i=70710678.118654752940000000+*+%2810000000000000000000.000000000000000000+-+70.710678118654752440%29+%2F+%2810000000000000000000.000000000000000000+*+70.710678118654752440%29
amount0Expected: sdk.NewInt(999999),
// amount1Expected = liq * (sqrtPriceB - sqrtPriceA)
// Where:
// * liquidity = FullRangeLiquidityAmt
// * sqrtPriceB = DefaultCurrSqrtPrice
// * sqrtPriceA = MinSqrtPrice
// Exact calculation: https://www.wolframalpha.com/input?i=70710678.118654752940000000+*+%2870.710678118654752440+-+0.000001000000000000%29
amount1Expected: sdk.NewInt(4999999929),
liquidityAmount: FullRangeLiquidityAmt,
underlyingLockId: 1,
},
Expand Down Expand Up @@ -835,8 +828,11 @@ func (s *KeeperTestSuite) TestAddToPosition() {
// 1998976eth (amount withdrawn with rounded down amounts) + 998977(token amount in)
amount0Expected: sdk.NewInt(2997953),
// tokens Provided for token1 is 9999999999 (amount withdrawn) + 5000000000 = 14999999999usdc.
// we calcualte calc amount1 by using: https://www.wolframalpha.com/input?i=70.728769315114743567+*+212041526.154556192320661969
amount1Expected: sdk.NewInt(14997436189),
// We calculate calc amount1 by using the following equation:
// liq * (sqrtPriceB - sqrtPriceA), where liq is equal to the original joined liq + added liq, sqrtPriceB is current sqrt price, and sqrtPriceA is min sqrt price.
// Note that these numbers were calculated using `GetLiquidityFromAmounts` and `TickToSqrtPrice` and thus assume correctness of those functions.
// https://www.wolframalpha.com/input?i=212041526.154556192317664016+*+%2870.728769315114743566+-+0.000001000000000000%29
amount1Expected: sdk.NewInt(14997435977),
Comment on lines +833 to +835
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Note that these numbers were calculated using GetLiquidityFromAmounts and TickToSqrtPrice and thus assume correctness of those functions.

Are you explaining being off by one compared to the Wolfram calculation?

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Ah yes sorry – the expected output is bankers rounded instead of truncated due to GetLiquidityFromAmounts being bankers rounded. This does not pose any security risks as the balance is still deducted from the caller.

},
timeElapsed: defaultTimeElapsed,
amount0ToAdd: amount0PerfectRatio,
Expand Down
126 changes: 79 additions & 47 deletions x/concentrated-liquidity/math/tick_test.go
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Original file line number Diff line number Diff line change
Expand Up @@ -105,12 +105,12 @@ func (suite *ConcentratedMathTestSuite) TestTickToSqrtPrice() {
expectedPrice: types.MaxSpotPrice,
},
"Min tick and max k": {
tickIndex: -162000000,
tickIndex: types.MinTick,
expectedPrice: types.MinSpotPrice,
},
"error: tickIndex less than minimum": {
tickIndex: -162000000 - 1,
expectedError: types.TickIndexMinimumError{MinTick: -162000000},
tickIndex: types.MinTick - 1,
expectedError: types.TickIndexMinimumError{MinTick: types.MinTick},
},
"error: tickIndex greater than maximum": {
tickIndex: 342000000 + 1,
Expand Down Expand Up @@ -234,25 +234,25 @@ func (suite *ConcentratedMathTestSuite) TestTicksToSqrtPrice() {
expectedUpperPrice: sdk.MustNewDecFromStr("10733"),
},
"Max tick and min k": {
lowerTickIndex: sdk.NewInt(-162000000),
upperTickIndex: sdk.NewInt(342000000),
lowerTickIndex: sdk.NewInt(types.MinTick),
upperTickIndex: sdk.NewInt(types.MaxTick),
expectedUpperPrice: types.MaxSpotPrice,
expectedLowerPrice: types.MinSpotPrice,
},
"error: lowerTickIndex less than minimum": {
lowerTickIndex: sdk.NewInt(-162000000 - 1),
lowerTickIndex: sdk.NewInt(types.MinTick - 1),
upperTickIndex: sdk.NewInt(36073300),
expectedError: types.TickIndexMinimumError{MinTick: -162000000},
expectedError: types.TickIndexMinimumError{MinTick: types.MinTick},
},
"error: upperTickIndex greater than maximum": {
lowerTickIndex: sdk.NewInt(-162000000),
upperTickIndex: sdk.NewInt(342000000 + 1),
expectedError: types.TickIndexMaximumError{MaxTick: 342000000},
lowerTickIndex: sdk.NewInt(types.MinTick),
upperTickIndex: sdk.NewInt(types.MaxTick + 1),
expectedError: types.TickIndexMaximumError{MaxTick: types.MaxTick},
},
"error: provided lower tick and upper tick are same": {
lowerTickIndex: sdk.NewInt(-162000000),
upperTickIndex: sdk.NewInt(-162000000),
expectedError: types.InvalidLowerUpperTickError{LowerTick: sdk.NewInt(-162000000).Int64(), UpperTick: sdk.NewInt(-162000000).Int64()},
lowerTickIndex: sdk.NewInt(types.MinTick),
upperTickIndex: sdk.NewInt(types.MinTick),
expectedError: types.InvalidLowerUpperTickError{LowerTick: sdk.NewInt(types.MinTick).Int64(), UpperTick: sdk.NewInt(types.MinTick).Int64()},
},
}

Expand Down Expand Up @@ -425,9 +425,11 @@ func (suite *ConcentratedMathTestSuite) TestPriceToTickRoundDown() {
tickExpected: types.MinTick,
},
"tick spacing 100, Spot price one tick above min, one tick above min -> MinTick": {
price: types.MinSpotPrice.Add(sdk.SmallestDec()),
tickSpacing: defaultTickSpacing,
tickExpected: closestTickAboveMinPriceDefaultTickSpacing.Int64(),
price: types.MinSpotPrice.Add(sdk.SmallestDec()),
tickSpacing: defaultTickSpacing,
// Since the tick should always be the closest tick below (and `smallestDec` isn't sufficient
// to push us into the next tick), we expect MinTick to be returned here.
tickExpected: types.MinTick,
},
"tick spacing 100, Spot price one tick below max, one tick below max -> MaxTick - 1": {
price: closestPriceBelowMaxPriceDefaultTickSpacing,
Expand Down Expand Up @@ -505,49 +507,41 @@ func (suite *ConcentratedMathTestSuite) TestTickToSqrtPricePriceToTick_InverseRe
},
"min spot price": {
price: types.MinSpotPrice,
tickExpected: -162000000,
tickExpected: types.MinTick,
},
"smallest + min price increment": {
price: sdk.MustNewDecFromStr("0.000000000000000002"),
tickExpected: -161000000,
"smallest + min price + tick": {
price: sdk.MustNewDecFromStr("0.000000000001000001"),
tickExpected: types.MinTick + 1,
},
"min price increment 10^1": {
price: sdk.MustNewDecFromStr("0.000000000000000009"),
tickExpected: -154000000,
},
"smallest + min price increment 10^1": {
price: sdk.MustNewDecFromStr("0.000000000000000010"),
tickExpected: -153000000,
price: sdk.MustNewDecFromStr("0.000000000010000000"),
tickExpected: types.MinTick + (9 * 1e6),
},
"smallest + min price increment * 10^2": {
price: sdk.MustNewDecFromStr("0.000000000000000100"),
tickExpected: -144000000,
"min price increment 10^2": {
price: sdk.MustNewDecFromStr("0.000000000100000000"),
tickExpected: types.MinTick + (2 * 9 * 1e6),
},
"smallest + min price increment * 10^3": {
price: sdk.MustNewDecFromStr("0.000000000000001000"),
tickExpected: -135000000,
"min price increment 10^3": {
price: sdk.MustNewDecFromStr("0.000000001000000000"),
tickExpected: types.MinTick + (3 * 9 * 1e6),
},
"smallest + min price increment * 10^4": {
price: sdk.MustNewDecFromStr("0.000000000000010000"),
tickExpected: -126000000,
"min price increment 10^4": {
price: sdk.MustNewDecFromStr("0.000000010000000000"),
tickExpected: types.MinTick + (4 * 9 * 1e6),
},
"smallest + min price * increment 10^5": {
price: sdk.MustNewDecFromStr("0.000000000000100000"),
tickExpected: -117000000,
"min price increment 10^5": {
price: sdk.MustNewDecFromStr("0.000000100000000000"),
tickExpected: types.MinTick + (5 * 9 * 1e6),
},
"smallest + min price * increment 10^6": {
price: sdk.MustNewDecFromStr("0.000000000001000000"),
tickExpected: -108000000,
"min price increment 10^6": {
price: sdk.MustNewDecFromStr("0.000001000000000000"),
tickExpected: types.MinTick + (6 * 9 * 1e6),
},
"smallest + min price * increment 10^6 + tick": {
price: sdk.MustNewDecFromStr("0.000000000001000001"),
tickExpected: -107999999,
},
"smallest + min price * increment 10^17": {
"min price * increment 10^11": {
price: sdk.MustNewDecFromStr("0.100000000000000000"),
tickExpected: -9000000,
},
"smallest + min price * increment 10^18": {
"min price * increment 10^12": {
price: sdk.MustNewDecFromStr("1.000000000000000000"),
tickExpected: 0,
},
Expand Down Expand Up @@ -755,6 +749,10 @@ func (s *ConcentratedMathTestSuite) TestSqrtPriceToTickRoundDownSpacing() {
s.Require().NoError(err)
_, sqpMaxTickSubOne, err := math.TickToSqrtPrice(types.MaxTick - 1)
s.Require().NoError(err)
_, sqpMinTickPlusOne, err := math.TickToSqrtPrice(types.MinTick + 1)
s.Require().NoError(err)
_, sqpMinTickPlusTwo, err := math.TickToSqrtPrice(types.MinTick + 2)
s.Require().NoError(err)

testCases := map[string]struct {
sqrtPrice sdk.Dec
Expand Down Expand Up @@ -836,6 +834,40 @@ func (s *ConcentratedMathTestSuite) TestSqrtPriceToTickRoundDownSpacing() {
tickSpacing: defaultTickSpacing,
tickExpected: types.MaxTick - defaultTickSpacing,
},
"sqrt price corresponds exactly to min tick + 1 (tick spacing 1)": {
sqrtPrice: sqpMinTickPlusOne,
tickSpacing: 1,
tickExpected: types.MinTick + 1,
},
"sqrt price corresponds exactly to min tick + 1 minus 1 ULP (tick spacing 1)": {
// Calculated using TickToSqrtPrice(types.MinTick + 1) - 1 ULP
sqrtPrice: sqpMinTickPlusOne.Sub(sdk.SmallestDec()),
tickSpacing: 1,
tickExpected: types.MinTick,
},
"sqrt price corresponds exactly to min tick + 1 plus 1 ULP (tick spacing 1)": {
// Calculated using TickToSqrtPrice(types.MinTick + 1) + 1 ULP
sqrtPrice: sqpMinTickPlusOne.Add(sdk.SmallestDec()),
tickSpacing: 1,
tickExpected: types.MinTick + 1,
},
"sqrt price corresponds exactly to min tick + 2 (tick spacing 1)": {
sqrtPrice: sqpMinTickPlusTwo,
tickSpacing: 1,
tickExpected: types.MinTick + 2,
},
"sqrt price corresponds exactly to min tick + 2 plus 1 ULP (tick spacing 1)": {
// Calculated using TickToSqrtPrice(types.MinTick + 2) + 1 ULP
sqrtPrice: sqpMinTickPlusTwo.Add(sdk.SmallestDec()),
tickSpacing: 1,
tickExpected: types.MinTick + 2,
},
"sqrt price corresponds exactly to min tick + 2 minus 1 ULP (tick spacing 1)": {
// Calculated using TickToSqrtPrice(types.MinTick + 2) - 1 ULP
sqrtPrice: sqpMinTickPlusTwo.Sub(sdk.SmallestDec()),
tickSpacing: 1,
tickExpected: types.MinTick + 1,
},
}
for name, tc := range testCases {
s.Run(name, func() {
Expand Down
2 changes: 1 addition & 1 deletion x/concentrated-liquidity/python/swap_test.py
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Original file line number Diff line number Diff line change
Expand Up @@ -3,7 +3,7 @@
from math import *

# Precomputed sqrt values using osmomath.MonotonicSqrt
minSqrtPrice = Decimal("0.000000001000000000")
minSqrtPrice = Decimal("0.000001000000000000")
sqrt4000 = Decimal("63.245553203367586640")
sqrt4545 = Decimal("67.416615162732695594")
sqrt4994 = Decimal("70.668238976219012614")
Expand Down
86 changes: 0 additions & 86 deletions x/concentrated-liquidity/tick_test.go
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Expand Up @@ -1405,89 +1405,3 @@ func (s *KeeperTestSuite) TestValidateTickRangeIsValid() {
})
}
}

func (s *KeeperTestSuite) TestRoundTickToCanonicalPriceTick() {
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Why is this removed? Is there a replacement for these test vectors?

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The notion of canonical price ticks no longer exist, so these vectors no longer make sense. All the test vectors added relating to the behavior in ticks surrounding the new MinTick ensure the appropriate properties hold.

tests := []struct {
name string
lowerTick int64
upperTick int64
expectedNewLowerTick int64
expectedNewUpperTick int64
expectedError error
}{
{
name: "exact upper tick for 0.000000000000000003 to exact lower tick for 0.000000000000000002",
lowerTick: -161000000,
expectedNewLowerTick: -161000000,
upperTick: -160000000,
expectedNewUpperTick: -160000000,
},
{
name: "exact upper tick for 0.000000000000000003 to inexact lower tick for 0.000000000000000002",
lowerTick: -161001234,
expectedNewLowerTick: -161000000,
upperTick: -160000000,
expectedNewUpperTick: -160000000,
},
{
name: "inexact upper tick for 0.000000000000000003 to exact lower tick for 0.000000000000000002",
lowerTick: -161000000,
expectedNewLowerTick: -161000000,
upperTick: -160001234,
expectedNewUpperTick: -160000000,
},
{
name: "inexact upper tick for 0.000000000000000003 to inexact lower tick for 0.000000000000000002",
lowerTick: -161001234,
expectedNewLowerTick: -161000000,
upperTick: -160001234,
expectedNewUpperTick: -160000000,
},
{
name: "upper tick one tick away from lower tick",
lowerTick: -161001234,
expectedNewLowerTick: -161000000,
upperTick: -160999999,
expectedNewUpperTick: -160000000,
},
{
name: "error: new upper tick is lower than new lower tick",
lowerTick: -160001234,
expectedNewLowerTick: -160000000,
upperTick: -161001234,
expectedNewUpperTick: -161000000,
expectedError: types.InvalidLowerUpperTickError{LowerTick: -160000000, UpperTick: -161000000},
},
{
name: "error: new upper tick is the same as new lower tick",
lowerTick: -160001234,
expectedNewLowerTick: -160000000,
upperTick: -160000000,
expectedNewUpperTick: -160000000,
expectedError: types.InvalidLowerUpperTickError{LowerTick: -160000000, UpperTick: -160000000},
},
}

for _, test := range tests {
s.Run(test.name, func() {
s.SetupTest()

_, sqrtPriceTickLower, err := math.TickToSqrtPrice(test.lowerTick)
s.Require().NoError(err)
_, sqrtPriceTickUpper, err := math.TickToSqrtPrice(test.upperTick)
s.Require().NoError(err)

// System Under Test
newLowerTick, newUpperTick, err := cl.RoundTickToCanonicalPriceTick(test.lowerTick, test.upperTick, sqrtPriceTickLower, sqrtPriceTickUpper, DefaultTickSpacing)

if test.expectedError != nil {
s.Require().Error(err)
s.Require().ErrorContains(err, test.expectedError.Error())
} else {
s.Require().NoError(err)
s.Require().Equal(test.expectedNewLowerTick, newLowerTick)
s.Require().Equal(test.expectedNewUpperTick, newUpperTick)
}
})
}
}
4 changes: 2 additions & 2 deletions x/concentrated-liquidity/types/constants.go
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Original file line number Diff line number Diff line change
Expand Up @@ -10,7 +10,7 @@ import (

const (
// Precomputed values for min and max tick
MinTick, MaxTick int64 = -162000000, 342000000
MinTick, MaxTick int64 = -108000000, 342000000
ExponentAtPriceOne int64 = -6
ConcentratedGasFeeForSwap = 10_000
BaseGasFeeForNewIncentive = 10_000
Expand All @@ -19,7 +19,7 @@ const (

var (
MaxSpotPrice = sdk.MustNewDecFromStr("100000000000000000000000000000000000000")
MinSpotPrice = sdk.MustNewDecFromStr("0.000000000000000001") // 10^-18
MinSpotPrice = sdk.MustNewDecFromStr("0.000000000001") // 10^-12
MaxSqrtPrice = osmomath.MustMonotonicSqrt(MaxSpotPrice)
MinSqrtPrice = osmomath.MustMonotonicSqrt(MinSpotPrice)
// Supported uptimes preset to 1 ns, 1 min, 1 hr, 1D, 1W, 2W
Expand Down
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