concentrated liquidity: further swap/lp work (#3101)

* further swap generalization

* add step and swap state

* Update test.yml

* Update test.yml

* Further generalize swaps and lp (#3111)

* Change sqrt to caller

* Remove margin of error from mint

* Change Pool to have dec curr price

* Remove swap structs

* Adams comments

* address code review comments

* final additions

* address code review comments

* code review

Co-authored-by: Matt, Park <45252226+mattverse@users.noreply.github.com>

export_test.go

@@ -1,6 +1,10 @@
 package concentrated_liquidity
 
+import (
+	cltypes "github.com/osmosis-labs/osmosis/v12/x/concentrated-liquidity/types"
+)
+
 // OrderInitialPoolDenoms sets the pool denoms of a cl pool
-func (p *Pool) OrderInitialPoolDenoms(denom0, denom1 string) error {
-	return p.orderInitialPoolDenoms(denom0, denom1)
+func OrderInitialPoolDenoms(denom0, denom1 string) (string, string, error) {
+	return cltypes.OrderInitialPoolDenoms(denom0, denom1)
 }

lp.go

@@ -8,7 +8,7 @@ import (
 	types "github.com/osmosis-labs/osmosis/v12/x/concentrated-liquidity/types"
 )
 
-func (k Keeper) Mint(ctx sdk.Context, poolId uint64, owner sdk.AccAddress, liquidityIn sdk.Int, lowerTick, upperTick int64) (amtDenom0, amtDenom1 sdk.Int, err error) {
+func (k Keeper) Mint(ctx sdk.Context, poolId uint64, owner sdk.AccAddress, liquidityIn sdk.Dec, lowerTick, upperTick int64) (amtDenom0, amtDenom1 sdk.Int, err error) {
 	// ensure types.MinTick <= lowerTick < types.MaxTick
 	// TODO (bez): Add unit tests.
 	if lowerTick < types.MinTick || lowerTick >= types.MaxTick {
@@ -24,26 +24,22 @@ func (k Keeper) Mint(ctx sdk.Context, poolId uint64, owner sdk.AccAddress, liqui
 	if liquidityIn.IsZero() {
 		return sdk.Int{}, sdk.Int{}, fmt.Errorf("token in amount is zero")
 	}
-
+	// TODO: we need to check if TickInfo is initialized on a specific tick before updating, otherwise get wont work
+	// k.setTickInfo(ctx, poolId, lowerTick, TickInfo{})
 	// k.UpdateTickWithNewLiquidity(ctx, poolId, lowerTick, liquidityIn)
+	// k.setTickInfo(ctx, poolId, upperTick, TickInfo{})
 	// k.UpdateTickWithNewLiquidity(ctx, poolId, upperTick, liquidityIn)
-
-	// k.updatePositionWithLiquidity(ctx, poolId, owner.String(), lowerTick, upperTick, liquidityIn)
+	// k.setPosition(ctx, poolId, owner, lowerTick, upperTick, Position{})
+	// k.updatePositionWithLiquidity(ctx, poolId, owner, lowerTick, upperTick, liquidityIn)
 
 	pool := k.getPoolbyId(ctx, poolId)
 
 	currentSqrtPrice := pool.CurrentSqrtPrice
-	sqrtRatioUpperTick, err := k.getSqrtRatioAtTick(upperTick)
-	if err != nil {
-		return sdk.Int{}, sdk.Int{}, err
-	}
-	sqrtRatioLowerTick, err := k.getSqrtRatioAtTick(lowerTick)
-	if err != nil {
-		return sdk.Int{}, sdk.Int{}, err
-	}
+	sqrtRatioUpperTick, _ := k.tickToSqrtPrice(sdk.NewInt(upperTick))
+	sqrtRatioLowerTick, _ := k.tickToSqrtPrice(sdk.NewInt(lowerTick))
 
-	amtDenom0 = calcAmount0Delta(currentSqrtPrice.ToDec(), sqrtRatioUpperTick, liquidityIn.ToDec()).RoundInt()
-	amtDenom1 = calcAmount1Delta(currentSqrtPrice.ToDec(), sqrtRatioLowerTick, liquidityIn.ToDec()).RoundInt()
+	amtDenom0 = calcAmount0Delta(liquidityIn, currentSqrtPrice, sqrtRatioUpperTick).RoundInt()
+	amtDenom1 = calcAmount1Delta(liquidityIn, currentSqrtPrice, sqrtRatioLowerTick).RoundInt()
 
 	return amtDenom0, amtDenom1, nil
 }

lp_test.go

@@ -9,25 +9,29 @@ func (s *KeeperTestSuite) TestMint() {
 	// current tick: 85176
 	// lower tick: 84222
 	// upper tick: 86129
-	// liquidity(token in):1517882343751509868544
-	// current sqrt price: 5602277097478614198912276234240
-	// denom0: uosmo
+	// liquidity(token in):1517882323
+	// current sqrt price: 70710678
+	// denom0: eth
 	// denom1: usdc
 	poolId := uint64(1)
 	currentTick := sdk.NewInt(85176)
 	lowerTick := int64(84222)
 	upperTick := int64(86129)
-	liquidity, ok := sdk.NewIntFromString("1517882343751509868544")
-	s.Require().True(ok)
-	currentSqrtP, ok := sdk.NewIntFromString("5602277097478614198912276234240")
-	s.Require().True(ok)
-	denom0 := "uosmo"
+	liquidity, err := sdk.NewDecFromStr("1517.882323")
+	s.Require().NoError(err)
+	// currentSqrtP, ok := sdk.NewIntFromString("70710678")
+	currentSqrtP, err := sdk.NewDecFromStr("70.710678")
+	s.Require().NoError(err)
+	denom0 := "eth"
 	denom1 := "usdc"
 
 	s.SetupTest()
 
 	s.App.ConcentratedLiquidityKeeper.CreateNewConcentratedLiquidityPool(s.Ctx, poolId, denom0, denom1, currentSqrtP, currentTick)
 
-	_, _, err := s.App.ConcentratedLiquidityKeeper.Mint(s.Ctx, poolId, s.TestAccs[0], liquidity, lowerTick, upperTick)
+	asset0, asset1, err := s.App.ConcentratedLiquidityKeeper.Mint(s.Ctx, poolId, s.TestAccs[0], liquidity, lowerTick, upperTick)
 	s.Require().NoError(err)
+
+	s.Require().Equal(sdk.NewInt(1), asset0)
+	s.Require().Equal(sdk.NewInt(5000), asset1)
 }

math.go

@@ -1,6 +1,8 @@
 package concentrated_liquidity
 
-import sdk "github.com/cosmos/cosmos-sdk/types"
+import (
+	sdk "github.com/cosmos/cosmos-sdk/types"
+)
 
 // liquidity0 takes an amount of asset0 in the pool as well as the sqrtpCur and the nextPrice
 // sqrtPriceA is the smaller of sqrtpCur and the nextPrice
@@ -52,3 +54,39 @@ func calcAmount1Delta(liq, sqrtPriceA, sqrtPriceB sdk.Dec) sdk.Dec {
 	diff := sqrtPriceB.Sub(sqrtPriceA)
 	return liq.Mul(diff)
 }
+
+// computeSwapStep calculates the amountIn, amountOut, and the next sqrtPrice given current price, price target, tick liquidity, and amount available to swap
+// lte is reference to "less than or equal", which determines if we are moving left or right of the current price to find the next initialized tick with liquidity
+func computeSwapStep(sqrtPriceCurrent, sqrtPriceTarget, liquidity, amountRemaining sdk.Dec, lte bool) (sqrtPriceNext sdk.Dec, amountIn sdk.Dec, amountOut sdk.Dec) {
+	if lte {
+		sqrtPriceNext = getNextSqrtPriceFromAmount1RoundingDown(sqrtPriceCurrent, liquidity, amountRemaining)
+		amountIn = calcAmount1Delta(liquidity, sqrtPriceNext, sqrtPriceCurrent)
+		amountOut = calcAmount0Delta(liquidity, sqrtPriceNext, sqrtPriceCurrent)
+	} else {
+		sqrtPriceNext = getNextSqrtPriceFromAmount0RoundingUp(sqrtPriceCurrent, liquidity, amountRemaining)
+		amountIn = calcAmount0Delta(liquidity, sqrtPriceNext, sqrtPriceCurrent)
+		amountOut = calcAmount1Delta(liquidity, sqrtPriceNext, sqrtPriceCurrent)
+	}
+	return sqrtPriceNext, amountIn, amountOut
+}
+
+func getNextSqrtPriceFromAmount0RoundingUp(sqrtPriceCurrent, liquidity, amountRemaining sdk.Dec) (sqrtPriceNext sdk.Dec) {
+	numerator := liquidity.Mul(sdk.NewDec(2))
+	product := amountRemaining.Mul(sqrtPriceCurrent)
+
+	if product.Quo(amountRemaining).Equal(sqrtPriceCurrent) {
+		denominator := numerator.Add(product)
+		if denominator.GTE(numerator) {
+			numerator = numerator.Mul(sqrtPriceCurrent)
+			sqrtPriceNext = numerator.QuoRoundUp(denominator)
+			return sqrtPriceNext
+		}
+	}
+	denominator := numerator.Quo(sqrtPriceCurrent).Add(amountRemaining)
+	sqrtPriceNext = numerator.QuoRoundUp(denominator)
+	return sqrtPriceNext
+}
+
+func getNextSqrtPriceFromAmount1RoundingDown(sqrtPriceCurrent, liquidity, amountRemaining sdk.Dec) (sqrtPriceNext sdk.Dec) {
+	return sqrtPriceCurrent.Add(amountRemaining.Quo(liquidity))
+}