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Make CL calculations not update accumulators #7689

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merged 4 commits into from
Mar 13, 2024
Merged

Make CL calculations not update accumulators #7689

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50e6618
Make CL calculations not update accumulators
ValarDragon Mar 7, 2024
0d64bb6
Fix lint
ValarDragon Mar 7, 2024
f03ae19
Fix calcInAmtGivenOut case
ValarDragon Mar 7, 2024
4515abd
Update Changelog
ValarDragon Mar 13, 2024
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1 change: 1 addition & 0 deletions CHANGELOG.md
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Original file line number Diff line number Diff line change
Expand Up @@ -60,6 +60,7 @@ and this project adheres to [Semantic Versioning](https://semver.org/spec/v2.0.0
* [#7622](https://github.com/osmosis-labs/osmosis/pull/7622) Remove duplicate CL accumulator update logic.
* [#7665](https://github.com/osmosis-labs/osmosis/pull/7665) feat(x/protorev): Use Transient store to store swap backruns.
* [#7503](https://github.com/osmosis-labs/osmosis/pull/7503) Add IBC wasm light clients module
* [#7689](https://github.com/osmosis-labs/osmosis/pull/7689) Make CL price estimations not cause state writes (speed and gas improvements)

### State Compatible

Expand Down
8 changes: 4 additions & 4 deletions x/concentrated-liquidity/export_test.go
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Original file line number Diff line number Diff line change
Expand Up @@ -70,9 +70,9 @@ func (k Keeper) ComputeOutAmtGivenIn(
tokenOutDenom string,
spreadFactor osmomath.Dec,
priceLimit osmomath.BigDec,

updateAccumulators bool,
) (swapResult SwapResult, poolUpdates PoolUpdates, err error) {
return k.computeOutAmtGivenIn(ctx, poolId, tokenInMin, tokenOutDenom, spreadFactor, priceLimit)
return k.computeOutAmtGivenIn(ctx, poolId, tokenInMin, tokenOutDenom, spreadFactor, priceLimit, updateAccumulators)
}

func (k Keeper) SwapInAmtGivenOut(
Expand All @@ -93,9 +93,9 @@ func (k Keeper) ComputeInAmtGivenOut(
spreadFactor osmomath.Dec,
priceLimit osmomath.BigDec,
poolId uint64,

updateAccumulators bool,
) (swapResult SwapResult, poolUpdates PoolUpdates, err error) {
return k.computeInAmtGivenOut(ctx, desiredTokenOut, tokenInDenom, spreadFactor, priceLimit, poolId)
return k.computeInAmtGivenOut(ctx, desiredTokenOut, tokenInDenom, spreadFactor, priceLimit, poolId, updateAccumulators)
}

func (k Keeper) InitOrUpdateTick(ctx sdk.Context, poolId uint64, tickIndex int64, liquidityIn osmomath.Dec, upper bool) (tickIsEmpty bool, err error) {
Expand Down
86 changes: 51 additions & 35 deletions x/concentrated-liquidity/swaps.go
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Original file line number Diff line number Diff line change
Expand Up @@ -250,7 +250,7 @@ func (k Keeper) swapOutAmtGivenIn(
spreadFactor osmomath.Dec,
priceLimit osmomath.BigDec,
) (calcTokenIn, calcTokenOut sdk.Coin, poolUpdates PoolUpdates, err error) {
swapResult, poolUpdates, err := k.computeOutAmtGivenIn(ctx, pool.GetId(), tokenIn, tokenOutDenom, spreadFactor, priceLimit)
swapResult, poolUpdates, err := k.computeOutAmtGivenIn(ctx, pool.GetId(), tokenIn, tokenOutDenom, spreadFactor, priceLimit, true)
if err != nil {
return sdk.Coin{}, sdk.Coin{}, PoolUpdates{}, err
}
Expand Down Expand Up @@ -281,7 +281,7 @@ func (k *Keeper) swapInAmtGivenOut(
spreadFactor osmomath.Dec,
priceLimit osmomath.BigDec,
) (calcTokenIn, calcTokenOut sdk.Coin, poolUpdates PoolUpdates, err error) {
swapResult, poolUpdates, err := k.computeInAmtGivenOut(ctx, desiredTokenOut, tokenInDenom, spreadFactor, priceLimit, pool.GetId())
swapResult, poolUpdates, err := k.computeInAmtGivenOut(ctx, desiredTokenOut, tokenInDenom, spreadFactor, priceLimit, pool.GetId(), true)
if err != nil {
return sdk.Coin{}, sdk.Coin{}, PoolUpdates{}, err
}
Expand Down Expand Up @@ -310,7 +310,7 @@ func (k Keeper) CalcOutAmtGivenIn(
spreadFactor osmomath.Dec,
) (tokenOut sdk.Coin, err error) {
cacheCtx, _ := ctx.CacheContext()
swapResult, _, err := k.computeOutAmtGivenIn(cacheCtx, poolI.GetId(), tokenIn, tokenOutDenom, spreadFactor, osmomath.ZeroBigDec())
swapResult, _, err := k.computeOutAmtGivenIn(cacheCtx, poolI.GetId(), tokenIn, tokenOutDenom, spreadFactor, osmomath.ZeroBigDec(), false)
if err != nil {
return sdk.Coin{}, err
}
Expand All @@ -325,7 +325,7 @@ func (k Keeper) CalcInAmtGivenOut(
spreadFactor osmomath.Dec,
) (sdk.Coin, error) {
cacheCtx, _ := ctx.CacheContext()
swapResult, _, err := k.computeInAmtGivenOut(cacheCtx, tokenOut, tokenInDenom, spreadFactor, osmomath.ZeroBigDec(), poolI.GetId())
swapResult, _, err := k.computeInAmtGivenOut(cacheCtx, tokenOut, tokenInDenom, spreadFactor, osmomath.ZeroBigDec(), poolI.GetId(), false)
if err != nil {
return sdk.Coin{}, err
}
Expand All @@ -335,15 +335,18 @@ func (k Keeper) CalcInAmtGivenOut(
func (k Keeper) swapSetup(ctx sdk.Context,
poolId uint64,
tokenInDenom string,
tokenOutDenom string) (pool types.ConcentratedPoolExtension, spreadAccum *accum.AccumulatorObject, err error) {
tokenOutDenom string,
getAccumulators bool) (pool types.ConcentratedPoolExtension, spreadAccum *accum.AccumulatorObject, err error) {
pool, err = k.getPoolForSwap(ctx, poolId)
if err != nil {
return pool, spreadAccum, err
}
if err := checkDenomValidity(tokenInDenom, tokenOutDenom, pool.GetToken0(), pool.GetToken1()); err != nil {
return pool, spreadAccum, err
}
spreadAccum, err = k.GetSpreadRewardAccumulator(ctx, poolId)
if getAccumulators {
spreadAccum, err = k.GetSpreadRewardAccumulator(ctx, poolId)
}
return pool, spreadAccum, err
}

Expand Down Expand Up @@ -387,8 +390,9 @@ func (k Keeper) computeOutAmtGivenIn(
tokenOutDenom string,
spreadFactor osmomath.Dec,
priceLimit osmomath.BigDec,
updateAccumulators bool,
) (swapResult SwapResult, poolUpdates PoolUpdates, err error) {
p, spreadRewardAccumulator, err := k.swapSetup(ctx, poolId, tokenInMin.Denom, tokenOutDenom)
p, spreadRewardAccumulator, err := k.swapSetup(ctx, poolId, tokenInMin.Denom, tokenOutDenom, updateAccumulators)
if err != nil {
return SwapResult{}, PoolUpdates{}, err
}
Expand Down Expand Up @@ -434,11 +438,13 @@ func (k Keeper) computeOutAmtGivenIn(
return SwapResult{}, PoolUpdates{}, err
}

// Update the spread reward growth for the entire swap using the total spread factors charged.
spreadFactorsAccruedPerUnitOfLiquidity := swapState.updateSpreadRewardGrowthGlobal(spreadRewardCharge)
if updateAccumulators {
// Update the spread reward growth for the entire swap using the total spread factors charged.
spreadFactorsAccruedPerUnitOfLiquidity := swapState.updateSpreadRewardGrowthGlobal(spreadRewardCharge)

// Emit telemetry to detect spread reward truncation.
emitAccumulatorUpdateTelemetry(types.SpreadFactorTruncationTelemetryName, spreadFactorsAccruedPerUnitOfLiquidity, spreadRewardCharge, poolId, swapState.liquidity, "is_out_given_in", "true")
// Emit telemetry to detect spread reward truncation.
emitAccumulatorUpdateTelemetry(types.SpreadFactorTruncationTelemetryName, spreadFactorsAccruedPerUnitOfLiquidity, spreadRewardCharge, poolId, swapState.liquidity, "is_out_given_in", "true")
}

ctx.Logger().Debug("cl calc out given in")
emitSwapDebugLogs(ctx, swapState, computedSqrtPrice, amountIn, amountOut, spreadRewardCharge)
Expand All @@ -454,7 +460,7 @@ func (k Keeper) computeOutAmtGivenIn(
// bucket has been consumed and we must move on to the next bucket to complete the swap
if nextInitializedTickSqrtPrice.Equal(computedSqrtPrice) {
swapState, err = k.swapCrossTickLogic(ctx, swapState, swapStrategy,
nextInitializedTick, nextInitTickIter, p, spreadRewardAccumulator, &uptimeAccums, tokenInMin.Denom)
nextInitializedTick, nextInitTickIter, p, spreadRewardAccumulator, &uptimeAccums, tokenInMin.Denom, updateAccumulators)
if err != nil {
return SwapResult{}, PoolUpdates{}, err
}
Expand Down Expand Up @@ -489,8 +495,10 @@ func (k Keeper) computeOutAmtGivenIn(
}

// Add spread reward growth per share to the pool-global spread reward accumulator.
spreadRewardGrowth := sdk.DecCoin{Denom: tokenInMin.Denom, Amount: swapState.globalSpreadRewardGrowthPerUnitLiquidity}
spreadRewardAccumulator.AddToAccumulator(sdk.NewDecCoins(spreadRewardGrowth))
if updateAccumulators {
spreadRewardGrowth := sdk.DecCoin{Denom: tokenInMin.Denom, Amount: swapState.globalSpreadRewardGrowthPerUnitLiquidity}
spreadRewardAccumulator.AddToAccumulator(sdk.NewDecCoins(spreadRewardGrowth))
}

// Coin amounts require int values
// Round amountIn up to avoid under charging
Expand Down Expand Up @@ -519,8 +527,9 @@ func (k Keeper) computeInAmtGivenOut(
spreadFactor osmomath.Dec,
priceLimit osmomath.BigDec,
poolId uint64,
updateAccumulators bool,
) (swapResult SwapResult, poolUpdates PoolUpdates, err error) {
p, spreadRewardAccumulator, err := k.swapSetup(ctx, poolId, tokenInDenom, desiredTokenOut.Denom)
p, spreadRewardAccumulator, err := k.swapSetup(ctx, poolId, tokenInDenom, desiredTokenOut.Denom, updateAccumulators)
if err != nil {
return SwapResult{}, PoolUpdates{}, err
}
Expand Down Expand Up @@ -564,10 +573,12 @@ func (k Keeper) computeInAmtGivenOut(
return SwapResult{}, PoolUpdates{}, err
}

spreadFactorsAccruedPerUnitOfLiquidity := swapState.updateSpreadRewardGrowthGlobal(spreadRewardChargeTotal)
if updateAccumulators {
spreadFactorsAccruedPerUnitOfLiquidity := swapState.updateSpreadRewardGrowthGlobal(spreadRewardChargeTotal)

// Emit telemetry to detect spread reward truncation.
emitAccumulatorUpdateTelemetry(types.SpreadFactorTruncationTelemetryName, spreadFactorsAccruedPerUnitOfLiquidity, spreadRewardChargeTotal, poolId, swapState.liquidity, "is_out_given_in", "false")
// Emit telemetry to detect spread reward truncation.
emitAccumulatorUpdateTelemetry(types.SpreadFactorTruncationTelemetryName, spreadFactorsAccruedPerUnitOfLiquidity, spreadRewardChargeTotal, poolId, swapState.liquidity, "is_out_given_in", "false")
}

ctx.Logger().Debug("cl calc in given out")
emitSwapDebugLogs(ctx, swapState, computedSqrtPrice, amountIn, amountOut, spreadRewardChargeTotal)
Expand All @@ -581,7 +592,7 @@ func (k Keeper) computeInAmtGivenOut(
// bucket has been consumed and we must move on to the next bucket by crossing a tick to complete the swap
if nextInitializedTickSqrtPrice.Equal(computedSqrtPrice) {
swapState, err = k.swapCrossTickLogic(ctx, swapState, swapStrategy,
nextInitializedTick, nextInitTickIter, p, spreadRewardAccumulator, &uptimeAccums, tokenInDenom)
nextInitializedTick, nextInitTickIter, p, spreadRewardAccumulator, &uptimeAccums, tokenInDenom, updateAccumulators)
if err != nil {
return SwapResult{}, PoolUpdates{}, err
}
Expand Down Expand Up @@ -615,7 +626,9 @@ func (k Keeper) computeInAmtGivenOut(
}

// Add spread reward growth per share to the pool-global spread reward accumulator.
spreadRewardAccumulator.AddToAccumulator(sdk.NewDecCoins(sdk.NewDecCoinFromDec(tokenInDenom, swapState.globalSpreadRewardGrowthPerUnitLiquidity)))
if updateAccumulators {
spreadRewardAccumulator.AddToAccumulator(sdk.NewDecCoins(sdk.NewDecCoinFromDec(tokenInDenom, swapState.globalSpreadRewardGrowthPerUnitLiquidity)))
}

// coin amounts require int values
// Round amount in up to avoid under charging the user.
Expand Down Expand Up @@ -652,29 +665,32 @@ func (k Keeper) swapCrossTickLogic(ctx sdk.Context,
nextInitializedTick int64, nextTickIter db.Iterator,
p types.ConcentratedPoolExtension,
spreadRewardAccum *accum.AccumulatorObject, uptimeAccums *[]*accum.AccumulatorObject,
tokenInDenom string) (SwapState, error) {
tokenInDenom string, updateAccumulators bool) (SwapState, error) {
Comment on lines 667 to +668
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in a subsequent PR I think I'll package these accum vars into their own struct.

nextInitializedTickInfo, err := ParseTickFromBz(nextTickIter.Value())
if err != nil {
return swapState, err
}
if *uptimeAccums == nil {
uptimeAccumsRaw, err := k.GetUptimeAccumulators(ctx, p.GetId())
if err != nil {
return swapState, err
if updateAccumulators {
if *uptimeAccums == nil {
uptimeAccumsRaw, err := k.GetUptimeAccumulators(ctx, p.GetId())
if err != nil {
return swapState, err
}
uptimeAccums = &uptimeAccumsRaw
}
uptimeAccums = &uptimeAccumsRaw
}

if err := k.updateGivenPoolUptimeAccumulatorsToNow(ctx, p, *uptimeAccums); err != nil {
return swapState, err
}
if err := k.updateGivenPoolUptimeAccumulatorsToNow(ctx, p, *uptimeAccums); err != nil {
return swapState, err
}

// Retrieve the liquidity held in the next closest initialized tick
spreadRewardGrowth := sdk.DecCoin{Denom: tokenInDenom, Amount: swapState.globalSpreadRewardGrowthPerUnitLiquidity}
liquidityNet, err := k.crossTick(ctx, p.GetId(), nextInitializedTick, &nextInitializedTickInfo, spreadRewardGrowth, spreadRewardAccum.GetValue(), *uptimeAccums)
if err != nil {
return swapState, err
// Retrieve the liquidity held in the next closest initialized tick
spreadRewardGrowth := sdk.DecCoin{Denom: tokenInDenom, Amount: swapState.globalSpreadRewardGrowthPerUnitLiquidity}
_, err := k.crossTick(ctx, p.GetId(), nextInitializedTick, &nextInitializedTickInfo, spreadRewardGrowth, spreadRewardAccum.GetValue(), *uptimeAccums)
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In a subsequent PR I'll refactor crossTick to not return LiquidityNet, it just reads that from one of the args.

if err != nil {
return swapState, err
}
}
liquidityNet := nextInitializedTickInfo.LiquidityNet

// Move next tick iterator to the next tick as the tick is crossed.
nextTickIter.Next()
Expand Down
8 changes: 4 additions & 4 deletions x/concentrated-liquidity/swaps_test.go
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Expand Up @@ -2027,7 +2027,7 @@ func (s *KeeperTestSuite) TestComputeAndSwapOutAmtGivenIn() {
cacheCtx,
pool.GetId(),
test.TokenIn, test.TokenOutDenom,
test.SpreadFactor, test.PriceLimit)
test.SpreadFactor, test.PriceLimit, true)

if test.ExpectErr {
s.Require().Error(err)
Comment on lines 2027 to 2033
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📝 NOTE
This review was outside the diff hunks, and no overlapping diff hunk was found. Original lines [203-203]

The function populateSwapTestFields modifies the test cases in place to ensure that certain fields are not nil. Consider adding a comment to clarify the purpose of this function and why it's necessary to modify the test cases in this manner. This will improve the readability and maintainability of the test suite.

+ // populateSwapTestFields ensures that all test cases have non-nil expected values for certain fields.

Expand Down Expand Up @@ -2171,7 +2171,7 @@ func (s *KeeperTestSuite) TestComputeAndSwapInAmtGivenOut() {
swapResult, poolUpdates, err := s.App.ConcentratedLiquidityKeeper.ComputeInAmtGivenOut(
cacheCtx,
test.TokenOut, test.TokenInDenom,
test.SpreadFactor, test.PriceLimit, pool.GetId())
test.SpreadFactor, test.PriceLimit, pool.GetId(), true)
if test.ExpectErr {
s.Require().Error(err)
} else {
Expand Down Expand Up @@ -2671,7 +2671,7 @@ func (s *KeeperTestSuite) TestComputeOutAmtGivenIn() {
s.Ctx,
poolBeforeCalc.GetId(),
test.TokenIn, test.TokenOutDenom,
test.SpreadFactor, test.PriceLimit)
test.SpreadFactor, test.PriceLimit, true)
s.Require().NoError(err)

// check that the pool has not been modified after performing calc
Expand Down Expand Up @@ -2756,7 +2756,7 @@ func (s *KeeperTestSuite) TestComputeInAmtGivenOut() {
_, _, err := s.App.ConcentratedLiquidityKeeper.ComputeInAmtGivenOut(
s.Ctx,
test.TokenOut, test.TokenInDenom,
test.SpreadFactor, test.PriceLimit, poolBeforeCalc.GetId())
test.SpreadFactor, test.PriceLimit, poolBeforeCalc.GetId(), true)
s.Require().NoError(err)

// check that the pool has not been modified after performing calc
Expand Down