osmomath: mutative and efficient BigDec truncations with arbitrary decimals (backport #6261)

CHANGELOG.md

@@ -47,6 +47,7 @@ and this project adheres to [Semantic Versioning](https://semver.org/spec/v2.0.0
 * [#6427](https://github.com/osmosis-labs/osmosis/pull/6427) sdk.Coins Mul and Quo helpers in osmoutils
 * [#6437](https://github.com/osmosis-labs/osmosis/pull/6437) mutative version for QuoRoundUp. Replace some non-mutative calls with mutative for better performance.
 * [#6416](https://github.com/osmosis-labs/osmosis/pull/6416) feat[CL]: add num initialized ticks query
+* [#6261](https://github.com/osmosis-labs/osmosis/pull/6261) mutative and efficient BigDec truncations with arbitrary decimals
 
 ### Misc Improvements
 

go.mod

@@ -22,7 +22,7 @@ require (
 	github.com/mattn/go-sqlite3 v1.14.17
 	github.com/ory/dockertest/v3 v3.10.0
 	github.com/osmosis-labs/go-mutesting v0.0.0-20221208041716-b43bcd97b3b3
-	github.com/osmosis-labs/osmosis/osmomath v0.0.7-0.20230920173345-6401a459cb14
+	github.com/osmosis-labs/osmosis/osmomath v0.0.7-0.20230920194312-3eba9e93e29b
 	github.com/osmosis-labs/osmosis/osmoutils v0.0.7-0.20230920012324-f1a1ca887bd2
 	github.com/osmosis-labs/osmosis/x/epochs v0.0.2
 	github.com/osmosis-labs/osmosis/x/ibc-hooks v0.0.8

go.sum

@@ -967,6 +967,8 @@ github.com/osmosis-labs/osmosis/osmomath v0.0.7-0.20230920090526-bc02685001d4 h1
 github.com/osmosis-labs/osmosis/osmomath v0.0.7-0.20230920090526-bc02685001d4/go.mod h1:oBmsOov8oxuWoI/yMQwyKGA6QfP0cBxylLt75gFbT8s=
 github.com/osmosis-labs/osmosis/osmomath v0.0.7-0.20230920173345-6401a459cb14 h1:SR8J54Bi55oHr1KN7E+8PS1IZDXJJDPuBG+hrn/JoQA=
 github.com/osmosis-labs/osmosis/osmomath v0.0.7-0.20230920173345-6401a459cb14/go.mod h1:oBmsOov8oxuWoI/yMQwyKGA6QfP0cBxylLt75gFbT8s=
+github.com/osmosis-labs/osmosis/osmomath v0.0.7-0.20230920194312-3eba9e93e29b h1:IdvPd7vnth024fAQwFykphAjV1fpzUTSSs6VQ37QjTg=
+github.com/osmosis-labs/osmosis/osmomath v0.0.7-0.20230920194312-3eba9e93e29b/go.mod h1:oBmsOov8oxuWoI/yMQwyKGA6QfP0cBxylLt75gFbT8s=
 github.com/osmosis-labs/osmosis/osmoutils v0.0.7-0.20230920012324-f1a1ca887bd2 h1:A1Z6/SpM31atGBVyrgcgG0g50G9wHcfBxx8gIgQT9IQ=
 github.com/osmosis-labs/osmosis/osmoutils v0.0.7-0.20230920012324-f1a1ca887bd2/go.mod h1:ukjFgxfR9obDrMd8ZsxKcp3HWL7+boYORVL7Bt7YOZM=
 github.com/osmosis-labs/osmosis/x/epochs v0.0.2 h1:aEeXHGCSJMgMtAvCucsD2RSaWZ8lISFLD5u4MyF9KPc=

osmomath/decimal.go

@@ -55,6 +55,9 @@ var (
 	// initialized in init() since requires
 	// precision to be defined.
 	twoBigDec BigDec = MustNewBigDecFromStr("2")
+
+	// precisionFactors are used to adjust the scale of big.Int values to match the desired precision
+	precisionFactors = make(map[uint64]*big.Int)
 )
 
 // Decimal errors
@@ -70,6 +73,11 @@ func init() {
 	for i := 0; i <= PrecisionBigDec; i++ {
 		precisionMultipliers[i] = calcPrecisionMultiplier(int64(i))
 	}
+
+	for precision := uint64(0); precision <= PrecisionBigDec; precision++ {
+		precisionFactor := new(big.Int).Exp(big.NewInt(10), big.NewInt(PrecisionBigDec-int64(precision)), nil)
+		precisionFactors[precision] = precisionFactor
+	}
 }
 
 func precisionInt() *big.Int {
@@ -104,35 +112,35 @@ func NewBigDec(i int64) BigDec {
 }
 
 // create a new BigDec from integer with decimal place at prec
-// CONTRACT: prec <= Precision
+// CONTRACT: prec <= PrecisionBigDec
 func NewBigDecWithPrec(i, prec int64) BigDec {
 	return BigDec{
 		new(big.Int).Mul(big.NewInt(i), precisionMultiplier(prec)),
 	}
 }
 
 // create a new BigDec from big integer assuming whole numbers
-// CONTRACT: prec <= Precision
+// CONTRACT: prec <= PrecisionBigDec
 func NewBigDecFromBigInt(i *big.Int) BigDec {
 	return NewBigDecFromBigIntWithPrec(i, 0)
 }
 
 // create a new BigDec from big integer assuming whole numbers
-// CONTRACT: prec <= Precision
+// CONTRACT: prec <= PrecisionBigDec
 func NewBigDecFromBigIntWithPrec(i *big.Int, prec int64) BigDec {
 	return BigDec{
 		new(big.Int).Mul(i, precisionMultiplier(prec)),
 	}
 }
 
 // create a new BigDec from big integer assuming whole numbers
-// CONTRACT: prec <= Precision
+// CONTRACT: prec <= PrecisionBigDec
 func NewBigDecFromInt(i BigInt) BigDec {
 	return NewBigDecFromIntWithPrec(i, 0)
 }
 
 // create a new BigDec from big integer with decimal place at prec
-// CONTRACT: prec <= Precision
+// CONTRACT: prec <= PrecisionBigDec
 func NewBigDecFromIntWithPrec(i BigInt, prec int64) BigDec {
 	return BigDec{
 		new(big.Int).Mul(i.BigInt(), precisionMultiplier(prec)),
@@ -567,23 +575,56 @@ func (d BigDec) MustFloat64() float64 {
 // Dec returns the osmomath.Dec representation of a BigDec.
 // Values in any additional decimal places are truncated.
 func (d BigDec) Dec() Dec {
-	precisionDiff := PrecisionBigDec - PrecisionDec
-	precisionFactor := new(big.Int).Exp(big.NewInt(10), big.NewInt(int64(precisionDiff)), nil)
-
-	if precisionDiff < 0 {
-		panic("invalid decimal precision")
+	return d.DecWithPrecision(PrecisionDec)
+}
+
+// DecWithPrecision converts BigDec to Dec with desired precision
+// Example:
+// BigDec: 1.010100000000153000000000000000000000
+// precision: 4
+// Output Dec: 1.010100000000000000
+// Panics if precision exceeds PrecisionDec
+func (d BigDec) DecWithPrecision(precision uint64) Dec {
+	var precisionFactor *big.Int
+	if precision > PrecisionDec {
+		panic(fmt.Sprintf("maximum Dec precision is (%v), provided (%v)", PrecisionDec, precision))
+	} else {
+		precisionFactor = precisionFactors[precision]
 	}
 
 	// Truncate any additional decimal values that exist due to BigDec's additional precision
 	// This relies on big.Int's Quo function doing floor division
 	intRepresentation := new(big.Int).Quo(d.BigInt(), precisionFactor)
 
 	// convert int representation back to SDK Dec precision
-	truncatedDec := NewDecFromBigIntWithPrec(intRepresentation, PrecisionDec)
+	truncatedDec := NewDecFromBigIntWithPrec(intRepresentation, int64(precision))
 
 	return truncatedDec
 }
 
+// ChopPrecisionMut truncates all decimals after precision numbers after decimal point. Mutative
+// CONTRACT: precision <= PrecisionBigDec
+// Panics if precision exceeds PrecisionBigDec
+func (d *BigDec) ChopPrecisionMut(precision uint64) BigDec {
+	if precision > PrecisionBigDec {
+		panic(fmt.Sprintf("maximum BigDec precision is (%v), provided (%v)", PrecisionDec, precision))
+	}
+
+	precisionFactor := precisionFactors[precision]
+	// big.Quo truncates numbers that would have been after decimal point
+	d.i.Quo(d.i, precisionFactor)
+	d.i.Mul(d.i, precisionFactor)
+	return BigDec{d.i}
+}
+
+// ChopPrecision truncates all decimals after precision numbers after decimal point
+// CONTRACT: precision <= PrecisionBigDec
+// Panics if precision exceeds PrecisionBigDec
+func (d *BigDec) ChopPrecision(precision uint64) BigDec {
+	copy := d.Clone()
+	return copy.ChopPrecisionMut(precision)
+}
+
 // DecRoundUp returns the osmomath.Dec representation of a BigDec.
 // Round up at precision end.
 // Values in any additional decimal places are truncated.
@@ -676,7 +717,7 @@ func chopPrecisionAndRoundUpBigDec(d *big.Int) *big.Int {
 	return chopPrecisionAndRoundUpMut(copy, precisionReuse)
 }
 
-// chopPrecisionAndRoundUpDec removes  sdk.Precision amount of rightmost digits and rounds up.
+// chopPrecisionAndRoundUpDec removes  PrecisionDec amount of rightmost digits and rounds up.
 // Non-mutative.
 func chopPrecisionAndRoundUpDec(d *big.Int) *big.Int {
 	copy := new(big.Int).Set(d)

osmomath/decimal_test.go

@@ -7,6 +7,7 @@ import (
 	"math/big"
 	"testing"
 
+	sdk "github.com/cosmos/cosmos-sdk/types"
 	"github.com/stretchr/testify/require"
 	"github.com/stretchr/testify/suite"
 	"gopkg.in/yaml.v2"
@@ -1502,6 +1503,84 @@ func (s *decimalTestSuite) TestPower() {
 	}
 }
 
+func (s *decimalTestSuite) TestDec_WithPrecision() {
+	tests := []struct {
+		d         osmomath.BigDec
+		want      osmomath.Dec
+		precision uint64
+		expPanic  bool
+	}{
+		// test cases for basic SDKDec() conversion
+		{osmomath.NewBigDec(0), sdk.MustNewDecFromStr("0.000000000000000000"), osmomath.PrecisionDec, false},
+		{osmomath.NewBigDec(1), sdk.MustNewDecFromStr("1.000000000000000000"), osmomath.PrecisionDec, false},
+		{osmomath.NewBigDec(10), sdk.MustNewDecFromStr("10.000000000000000000"), osmomath.PrecisionDec, false},
+		{osmomath.NewBigDec(12340), sdk.MustNewDecFromStr("12340.000000000000000000"), osmomath.PrecisionDec, false},
+		{osmomath.NewBigDecWithPrec(12340, 4), sdk.MustNewDecFromStr("1.234000000000000000"), osmomath.PrecisionDec, false},
+		{osmomath.NewBigDecWithPrec(12340, 5), sdk.MustNewDecFromStr("0.123400000000000000"), osmomath.PrecisionDec, false},
+		{osmomath.NewBigDecWithPrec(12340, 8), sdk.MustNewDecFromStr("0.000123400000000000"), osmomath.PrecisionDec, false},
+		{osmomath.NewBigDecWithPrec(1009009009009009009, 17), sdk.MustNewDecFromStr("10.090090090090090090"), osmomath.PrecisionDec, false},
+		// test cases with custom precision:
+		{osmomath.NewBigDec(0), sdk.MustNewDecFromStr("0.000000000000"), 12, false},
+		{osmomath.NewBigDec(1), sdk.MustNewDecFromStr("1.000000000000"), 12, false},
+		// specified precision is the same as the initial precision: 12.3453123123 -> 12.3453123123
+		{osmomath.NewBigDecWithPrec(123453123123, 10), sdk.MustNewDecFromStr("12.3453123123"), 10, false},
+		// cut precision to 5 decimals: 3212.4623423462346 - 3212.46234
+		{osmomath.NewBigDecWithPrec(32124623423462346, 13), sdk.MustNewDecFromStr("3212.46234"), 5, false},
+		// no decimal point: 18012004 -> 18012004
+		{osmomath.NewBigDecWithPrec(18012004, 0), sdk.MustNewDecFromStr("18012004"), 13, false},
+		// if we try to convert to osmomath.Dec while specifying bigger precision than sdk.Dec has, panics
+		{osmomath.NewBigDecWithPrec(1009009009009009009, 17), sdk.MustNewDecFromStr("10.090090090090090090"), osmomath.PrecisionDec + 2, true},
+	}
+
+	for tcIndex, tc := range tests {
+		if tc.expPanic {
+			s.Require().Panics(func() { tc.d.DecWithPrecision(tc.precision) })
+		} else {
+			var got osmomath.Dec
+			if tc.precision == osmomath.PrecisionDec {
+				got = tc.d.Dec()
+			} else {
+				got = tc.d.DecWithPrecision(tc.precision)
+			}
+			s.Require().Equal(tc.want, got, "bad Dec conversion, index: %v", tcIndex)
+		}
+	}
+}
+
+func (s *decimalTestSuite) TestChopPrecision_Mutative() {
+	tests := []struct {
+		startValue        osmomath.BigDec
+		expectedMutResult osmomath.BigDec
+		precision         uint64
+	}{
+		{osmomath.NewBigDec(0), osmomath.MustNewBigDecFromStr("0"), 0},
+		{osmomath.NewBigDec(1), osmomath.MustNewBigDecFromStr("1"), 0},
+		{osmomath.NewBigDec(10), osmomath.MustNewBigDecFromStr("10"), 2},
+		// how to read these comments: ab.cde(fgh) -> ab.cdefgh = initial BigDec; (fgh) = decimal places that will be truncated
+		// 5.1()
+		{osmomath.NewBigDecWithPrec(51, 1), osmomath.MustNewBigDecFromStr("5.1"), 1},
+		// 1.(0010)
+		{osmomath.NewBigDecWithPrec(10010, 4), osmomath.MustNewBigDecFromStr("1"), 0},
+		// 1009.31254(83952)
+		{osmomath.NewBigDecWithPrec(10093125483952, 10), osmomath.MustNewBigDecFromStr("1009.31254"), 5},
+		// 0.1009312548(3952)
+		{osmomath.NewBigDecWithPrec(10093125483952, 14), osmomath.MustNewBigDecFromStr("0.1009312548"), 10},
+		// Edge case: max precision. Should remain unchanged
+		{osmomath.MustNewBigDecFromStr("1.000000000000000000000000000000000001"), osmomath.MustNewBigDecFromStr("1.000000000000000000000000000000000001"), osmomath.PrecisionBigDec},
+	}
+	for id, tc := range tests {
+		name := "testcase_" + fmt.Sprint(id)
+		s.Run(name, func() {
+			startMut := tc.startValue.Clone()
+			startNonMut := tc.startValue.Clone()
+
+			resultMut := startMut.ChopPrecisionMut(tc.precision)
+			resultNonMut := startNonMut.ChopPrecision(tc.precision)
+
+			s.assertMutResult(tc.expectedMutResult, tc.startValue, resultMut, resultNonMut, startMut, startNonMut)
+		})
+	}
+}
 func (s *decimalTestSuite) TestQuoRoundUp_MutativeAndNonMutative() {
 	tests := []struct {
 		d1, d2, expQuoRoundUpMut osmomath.BigDec

simulation/simtypes/random/sdkrand.go

@@ -84,7 +84,7 @@ func RandomDecAmount(r *rand.Rand, max osmomath.Dec) osmomath.Dec {
 		randInt = big.NewInt(0).Rand(r, max.BigInt())
 	}
 
-	return osmomath.NewDecFromBigIntWithPrec(randInt, sdk.Precision)
+	return osmomath.NewDecFromBigIntWithPrec(randInt, osmomath.PrecisionDec)
 }
 
 // RandTimestamp generates a random timestamp

x/concentrated-liquidity/math/tick.go

@@ -199,10 +199,9 @@ func CalculatePriceToTick(price osmomath.BigDec) (tickIndex int64, err error) {
 	// N.B. this exists to maintain backwards compatibility with
 	// the old version of the function that operated on decimal with precision of 18.
 	if price.GTE(types.MinSpotPriceBigDec) {
-		// TODO: implement efficient big decimal truncation.
 		// It is acceptable to truncate price as the minimum we support is
 		// 10**-12 which is above the smallest value of sdk.Dec.
-		price = osmomath.BigDecFromDec(price.Dec())
+		price.ChopPrecisionMut(osmomath.PrecisionDec)
 	}
 
 	// The approach here is to try determine which "geometric spacing" are we in.