[CL][Liquidity Provision]: investigate implementation of join pool / exit pool methods with hardcoded values

[p0mvn]

Background

For Milestone 1, out goal is to be able to provide liquidity with pre-computed hard-coded values.

This task is focused on analyzing, prototyping and documenting our existing pool interface methods defined on the concentrated liquidity pool

Suggested Design

We need to have a direction for the following methods:

• JoinPoolNoSwap / CalcJoinPoolSharesNoSwap
• ExitPool / CalcExitPoolShares

Additionally, it seems that JoinPool is not valid for concentrated liquidity pools because we must always be adding liquidity proportional to the existing pool reserves.

Recall that the proportion of current pool reserves tells the current spot price. Assume we added 1 ETH and 5000 USDC. So if we want to put more tokens into the pool and keep the same price, the amounts must be proportional, e.g.: 2 ETH and 10,000 USDC; 10 ETH and 50,000 USDC, etc.

Therefore we need to determine how we are going to go about JoinPool / CalcJoinPoolShares methods. Options are:

• Disable it by always erroring or panicking
• Move it into an extension interface
• Modifying the spec to be compatible with the new abstraction and verifying that balancer and stableswap implementation are still aligned with the spec

Acceptance Criteria

• Summary of the subsequent steps for each of the above methods / potentially a prototype
• Summary of constraints that we need to tackle (e.g. logarithm implementation)
• New issues with the next steps created

[mattverse]

This is to be completed in milestone2, given that the current structure of pool-models is not suitable for storing additional states

[p0mvn]

Agreed, moving to milestone 2. This is blocked by #3045 and #3044

[p0mvn]

The direction is clear now.

We will utilize the store logic from here: https://github.com/osmosis-labs/osmosis/blob/concentrated-liquidity/proto/osmosis/concentrated-liquidity/concentratedPool.proto

JoinPool logic is implemented on the keeper, swaps are routed directly into the concentrated liquidity pool defined here: #3047