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fix: cl spotprice query #5863

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merged 5 commits into from
Aug 2, 2023
+18 −16
Merged

fix: cl spotprice query #5863

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95ae3bb
fix: cl spotprice
doggystylez Jul 18, 2023
d06cc6d
fix tests
doggystylez Jul 18, 2023
15a002e
Update CHANGELOG.md
czarcas7ic Aug 2, 2023
97db376
Merge branch 'main' into spotprice
czarcas7ic Aug 2, 2023
23aa80b
swap base quote for twap e2e
czarcas7ic Aug 2, 2023
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1 change: 1 addition & 0 deletions CHANGELOG.md
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Expand Up @@ -45,6 +45,7 @@ and this project adheres to [Semantic Versioning](https://semver.org/spec/v2.0.0
### State Breaking

* [#5532](https://github.com/osmosis-labs/osmosis/pull/5532) fix: Fix x/tokenfactory genesis import denoms reset x/bank existing denom metadata
* [#5863](https://github.com/osmosis-labs/osmosis/pull/5863) fix: swap base/quote asset for CL spot price query
* [#5869](https://github.com/osmosis-labs/osmosis/pull/5869) fix negative interval accumulation with spread rewards
* [#5872](https://github.com/osmosis-labs/osmosis/pull/5872) fix negative interval accumulation with incentive rewards
* [#5883](https://github.com/osmosis-labs/osmosis/pull/5883) feat: Uninitialize empty ticks
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10 changes: 5 additions & 5 deletions tests/e2e/e2e_test.go
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Expand Up @@ -1071,7 +1071,7 @@ func (s *IntegrationTestSuite) CreateConcentratedLiquidityPoolVoting_And_TWAP()
// Check initial TWAP
// We expect this to error since there is no spot price yet.
s.T().Log("initial twap check")
initialTwapBOverA, err := chainANode.QueryGeometricTwapToNow(concentratedPool.GetId(), concentratedPool.GetToken0(), concentratedPool.GetToken1(), timeBeforePositionCreationBeforeSwap)
initialTwapBOverA, err := chainANode.QueryGeometricTwapToNow(concentratedPool.GetId(), concentratedPool.GetToken1(), concentratedPool.GetToken0(), timeBeforePositionCreationBeforeSwap)
s.Require().Error(err)
s.Require().Equal(sdk.Dec{}, initialTwapBOverA)

Expand All @@ -1080,7 +1080,7 @@ func (s *IntegrationTestSuite) CreateConcentratedLiquidityPoolVoting_And_TWAP()
chainANode.CreateConcentratedPosition(address1, "[-120000]", "40000", fmt.Sprintf("10000000%s,20000000%s", concentratedPool.GetToken0(), concentratedPool.GetToken1()), 0, 0, concentratedPool.GetId())
timeAfterPositionCreationBeforeSwap := chainANode.QueryLatestBlockTime()
chainA.WaitForNumHeights(2)
firstPositionTwapBOverA, err := chainANode.QueryGeometricTwapToNow(concentratedPool.GetId(), concentratedPool.GetToken0(), concentratedPool.GetToken1(), timeAfterPositionCreationBeforeSwap)
firstPositionTwapBOverA, err := chainANode.QueryGeometricTwapToNow(concentratedPool.GetId(), concentratedPool.GetToken1(), concentratedPool.GetToken0(), timeAfterPositionCreationBeforeSwap)
s.Require().NoError(err)
s.Require().Equal(sdk.MustNewDecFromStr("0.5"), firstPositionTwapBOverA)

Expand All @@ -1094,7 +1094,7 @@ func (s *IntegrationTestSuite) CreateConcentratedLiquidityPoolVoting_And_TWAP()
timeAfterSwapPlus1Height := chainANode.QueryLatestBlockTime()

s.T().Log("querying for the TWAP after swap")
afterSwapTwapBOverA, err := chainANode.QueryGeometricTwap(concentratedPool.GetId(), concentratedPool.GetToken0(), concentratedPool.GetToken1(), timeAfterSwap, timeAfterSwapPlus1Height)
afterSwapTwapBOverA, err := chainANode.QueryGeometricTwap(concentratedPool.GetId(), concentratedPool.GetToken1(), concentratedPool.GetToken0(), timeAfterSwap, timeAfterSwapPlus1Height)
s.Require().NoError(err)

// We swap stake so uosmo's supply will decrease and stake will increase.
Expand All @@ -1108,7 +1108,7 @@ func (s *IntegrationTestSuite) CreateConcentratedLiquidityPoolVoting_And_TWAP()
chainA.WaitForNumHeights(1)

s.T().Log("querying for the TWAP from after pool drained")
afterRemoveTwapBOverA, err := chainANode.QueryGeometricTwapToNow(concentratedPool.GetId(), concentratedPool.GetToken0(), concentratedPool.GetToken1(), timeAfterSwapPlus1Height)
afterRemoveTwapBOverA, err := chainANode.QueryGeometricTwapToNow(concentratedPool.GetId(), concentratedPool.GetToken1(), concentratedPool.GetToken0(), timeAfterSwapPlus1Height)
s.Require().Error(err)
s.Require().Equal(sdk.Dec{}, afterRemoveTwapBOverA)

Expand All @@ -1118,7 +1118,7 @@ func (s *IntegrationTestSuite) CreateConcentratedLiquidityPoolVoting_And_TWAP()
chainANode.CreateConcentratedPosition(address1, "[-120000]", "40000", fmt.Sprintf("10000000%s,10000000%s", concentratedPool.GetToken0(), concentratedPool.GetToken1()), 0, 0, concentratedPool.GetId())
chainA.WaitForNumHeights(1)
timeAfterSwapRemoveAndCreatePlus1Height := chainANode.QueryLatestBlockTime()
secondTwapBOverA, err := chainANode.QueryGeometricTwapToNow(concentratedPool.GetId(), concentratedPool.GetToken0(), concentratedPool.GetToken1(), timeAfterSwapRemoveAndCreatePlus1Height)
secondTwapBOverA, err := chainANode.QueryGeometricTwapToNow(concentratedPool.GetId(), concentratedPool.GetToken1(), concentratedPool.GetToken0(), timeAfterSwapRemoveAndCreatePlus1Height)
s.Require().NoError(err)
s.Require().Equal(sdk.NewDec(1), secondTwapBOverA)
}
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2 changes: 1 addition & 1 deletion x/concentrated-liquidity/model/pool.go
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Expand Up @@ -108,7 +108,7 @@ func (p Pool) IsActive(ctx sdk.Context) bool {
// SpotPrice returns the spot price of the pool.
// If base asset is the Token0 of the pool, we use the current sqrt price of the pool.
// If not, we calculate the inverse of the current sqrt price of the pool.
func (p Pool) SpotPrice(ctx sdk.Context, baseAssetDenom string, quoteAssetDenom string) (sdk.Dec, error) {
func (p Pool) SpotPrice(ctx sdk.Context, quoteAssetDenom string, baseAssetDenom string) (sdk.Dec, error) {
// validate base asset is in pool
if baseAssetDenom != p.Token0 && baseAssetDenom != p.Token1 {
return sdk.Dec{}, fmt.Errorf("base asset denom (%s) is not in pool with (%s, %s) pair", baseAssetDenom, p.Token0, p.Token1)
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2 changes: 1 addition & 1 deletion x/concentrated-liquidity/model/pool_test.go
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Expand Up @@ -206,7 +206,7 @@ func (s *ConcentratedPoolTestSuite) TestSpotPrice() {
}

// Check the spot price of the mock pool using the SpotPrice method.
spotPriceFromMethod, err := mock_pool.SpotPrice(sdk.Context{}, tc.param.baseDenom, tc.param.quoteDenom)
spotPriceFromMethod, err := mock_pool.SpotPrice(sdk.Context{}, tc.param.quoteDenom, tc.param.baseDenom)

if tc.expectedErr != nil {
s.Require().Error(err)
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9 changes: 5 additions & 4 deletions x/concentrated-liquidity/pool_test.go
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Expand Up @@ -250,14 +250,15 @@ func (s *KeeperTestSuite) TestCalculateSpotPrice() {
// set up default position to have proper spot price
s.SetupDefaultPosition(defaultPoolId)

spotPriceBaseUSDC, err := s.App.ConcentratedLiquidityKeeper.CalculateSpotPrice(s.Ctx, poolId, ETH, USDC)
// ETH is token0 so its price will be the DefaultCurrSqrtPrice squared
spotPriceBaseETH, err := s.App.ConcentratedLiquidityKeeper.CalculateSpotPrice(s.Ctx, poolId, USDC, ETH)
s.Require().NoError(err)
s.Require().Equal(spotPriceBaseUSDC, DefaultCurrSqrtPrice.PowerInteger(2).SDKDec())
s.Require().Equal(spotPriceBaseETH, DefaultCurrSqrtPrice.PowerInteger(2).SDKDec())

// test that we have correct values for reversed quote asset and base asset
spotPriceBaseETH, err := s.App.ConcentratedLiquidityKeeper.CalculateSpotPrice(s.Ctx, poolId, USDC, ETH)
spotPriceBaseUSDC, err := s.App.ConcentratedLiquidityKeeper.CalculateSpotPrice(s.Ctx, poolId, ETH, USDC)
s.Require().NoError(err)
s.Require().Equal(spotPriceBaseETH, osmomath.OneDec().Quo(DefaultCurrSqrtPrice.PowerInteger(2)).SDKDec())
s.Require().Equal(spotPriceBaseUSDC, osmomath.OneDec().Quo(DefaultCurrSqrtPrice.PowerInteger(2)).SDKDec())

// try getting spot price from a non-existent pool
spotPrice, err = s.App.ConcentratedLiquidityKeeper.CalculateSpotPrice(s.Ctx, poolId+1, USDC, ETH)
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4 changes: 2 additions & 2 deletions x/concentrated-liquidity/swaps_test.go
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Expand Up @@ -3081,9 +3081,9 @@ func (s *KeeperTestSuite) inverseRelationshipInvariants(firstTokenIn, firstToken
s.Require().Equal(liquidityBefore, liquidityAfter)

// Within a margin of error, the spot price should be the same before and after the swap
oldSpotPrice, err := poolBefore.SpotPrice(s.Ctx, pool.GetToken0(), pool.GetToken1())
oldSpotPrice, err := poolBefore.SpotPrice(s.Ctx, pool.GetToken1(), pool.GetToken0())
s.Require().NoError(err)
newSpotPrice, err := poolAfter.SpotPrice(s.Ctx, pool.GetToken0(), pool.GetToken1())
newSpotPrice, err := poolAfter.SpotPrice(s.Ctx, pool.GetToken1(), pool.GetToken0())
s.Require().NoError(err)
multiplicativeTolerance = osmomath.ErrTolerance{
MultiplicativeTolerance: sdk.MustNewDecFromStr("0.001"),
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2 changes: 1 addition & 1 deletion x/poolmanager/client/cli/query.go
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Expand Up @@ -91,7 +91,7 @@ func GetCmdPool() (*osmocli.QueryDescriptor, *queryproto.PoolRequest) {

func GetCmdSpotPrice() (*osmocli.QueryDescriptor, *queryproto.SpotPriceRequest) {
return &osmocli.QueryDescriptor{
Use: "spot-price <pool-ID> [quote-asset-denom] [base-asset-denom]",
Use: "spot-price <pool-ID> [base-asset-denom] [quote-asset-denom]",
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note to other reviewers: This changed due to order of proto query client

Short: "Query spot-price",
Long: `Query spot-price
{{.CommandPrefix}} spot-price 1 uosmo ibc/27394FB092D2ECCD56123C74F36E4C1F926001CEADA9CA97EA622B25F41E5EB2
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4 changes: 2 additions & 2 deletions x/poolmanager/router_test.go
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Expand Up @@ -270,8 +270,8 @@ func (s *KeeperTestSuite) TestRouteCalculateSpotPrice() {
"valid concentrated liquidity pool with position": {
preCreatePoolType: types.Concentrated,
poolId: 1,
quoteAssetDenom: "eth",
baseAssetDenom: "usdc",
quoteAssetDenom: "usdc",
baseAssetDenom: "eth",
setPositionForCLPool: true,
// We generate this value using the scripts in x/concentrated-liquidity/python
// Exact output: 5000.000000000000000129480272834995458481
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