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test: proof non-monotonicity with low precision #6019

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test: proof non-monotonicity with low precision #6019

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37 changes: 37 additions & 0 deletions x/concentrated-liquidity/math/tick_test.go
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Original file line number Diff line number Diff line change
Expand Up @@ -891,3 +891,40 @@ func TestSqrtPriceToTickRoundDownSpacing(t *testing.T) {
})
}
}

func TestMonotnicityAtPriceBounds(t *testing.T) {
// Note: this starting value was manually adjusted until it was on the boundary of where the
// ticks started becoming monotonic
x := int64(-108000002)
lastValueMonotonic := true
highestMonotonicTick := types.MinInitializedTick

// Find the highest tick where the sqrt price is monotonic. If nothing is found in 50,000 ticks,
// lastValueMonotonic is false and starting value should be adjusted.
for i := 0; i < 50000; i++ {
_, xSqrtPrice, err := math.TickToSqrtPrice(x)
require.NoError(t, err)
_, xSqrtPriceNext, err := math.TickToSqrtPrice(x + 1)
require.NoError(t, err)
if xSqrtPrice.GTE(xSqrtPriceNext) {
fmt.Printf("Non-monotonic behavior detected at x = %d\n", x)
lastValueMonotonic = false
} else if !lastValueMonotonic {
highestMonotonicTick = x
lastValueMonotonic = true
} else {
lastValueMonotonic = true
}
x++
}
fmt.Println("Last value was monotonic: ", lastValueMonotonic)

// highestMonotonicTick lands on tick -108000000
fmt.Println("Highest monotonic tick: ", highestMonotonicTick)

// smallestSupportedPrice = 10^-12
smallestSupportedPrice, smallestSqrtPrice, err := math.TickToSqrtPrice(highestMonotonicTick)
require.NoError(t, err)
fmt.Println("smallestSupportedPrice: ", smallestSupportedPrice)
fmt.Println("smallestSqrtPrice: ", smallestSqrtPrice)
}
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
MinInitializedTick, MaxTick int64 = -108000000, 342000000
MinInitializedTick, MaxTick int64 = -162000000, 342000000
// If we consume all liquidity and cross the min initialized tick,
// our current tick will equal to MinInitializedTick - 1 with zero liquidity.
// However, note that this tick cannot be crossed. If current tick
Expand All @@ -28,7 +28,7 @@ const (

var (
MaxSpotPrice = sdk.MustNewDecFromStr("100000000000000000000000000000000000000")
MinSpotPrice = sdk.MustNewDecFromStr("0.000000000001") // 10^-12
MinSpotPrice = sdk.MustNewDecFromStr("0.000000000000000001") // 10^-12
MaxSqrtPrice = osmomath.MustMonotonicSqrt(MaxSpotPrice)
MinSqrtPrice = osmomath.MustMonotonicSqrt(MinSpotPrice)
MaxSqrtPriceBigDec = osmomath.BigDecFromSDKDec(MaxSqrtPrice)
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