feat: fix estimateXX dex queries #NTRN-318 #543
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| Original file line number | Diff line number | Diff line change |
|---|---|---|
| @@ -0,0 +1,105 @@ | ||
| package keeper_test | ||
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| import ( | ||
| "cosmossdk.io/math" | ||
| sdkerrors "github.com/cosmos/cosmos-sdk/types/errors" | ||
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| "github.com/neutron-org/neutron/v4/x/dex/types" | ||
| ) | ||
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| func (s *DexTestSuite) TestEstimatePlaceLimitOrderGTC() { | ||
| // GIVEN liquidity A<>B | ||
| s.SetupMultiplePools( | ||
| NewPoolSetup("TokenA", "TokenB", 0, 1, 0, 1), | ||
| NewPoolSetup("TokenA", "TokenB", 0, 1, 1, 1), | ||
| ) | ||
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| // WHEN estimate GTC Limit order selling "TokenA" | ||
| resp, err := s.App.DexKeeper.EstimatePlaceLimitOrder(s.Ctx, &types.QueryEstimatePlaceLimitOrderRequest{ | ||
| TokenIn: "TokenA", | ||
| TokenOut: "TokenB", | ||
| TickIndexInToOut: 4, | ||
|
There was a problem hiding this comment. it's out of scope of the pr, but message QueryEstimatePlaceLimitOrderRequest {
MsgPlaceLimitOrder msg = 1;
}to not copypaste whole bunch of fields. The only downside i can see you can get rid of |
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| AmountIn: math.NewInt(3_000_000), | ||
| OrderType: types.LimitOrderType_GOOD_TIL_CANCELLED, | ||
| }) | ||
| s.NoError(err) | ||
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| // Then estimate is 3 BIG TokenA in with 2 BIG TokenB out from swap | ||
| s.True(math.NewInt(3_000_000).Equal(resp.TotalInCoin.Amount), "Got %v", resp.TotalInCoin.Amount) | ||
| s.Equal("TokenA", resp.TotalInCoin.Denom) | ||
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| s.True(math.NewInt(2_000_301).Equal(resp.SwapInCoin.Amount), "Got %v", resp.SwapInCoin.Amount) | ||
| s.Equal("TokenA", resp.SwapInCoin.Denom) | ||
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| s.True(math.NewInt(2_000_000).Equal(resp.SwapOutCoin.Amount), "Got %v", resp.SwapOutCoin.Amount) | ||
| s.Equal("TokenB", resp.SwapOutCoin.Denom) | ||
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| // AND state is not altered | ||
| s.assertDexBalanceWithDenom("TokenA", 0) | ||
| s.assertDexBalanceWithDenom("TokenB", 2) | ||
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| // No events are emitted | ||
| s.AssertEventValueNotEmitted(types.TickUpdateEventKey, "Expected no events") | ||
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| // Subsequent transactions use the original BankKeeper | ||
| // ie. The simulation bankkeeper is not retained giving users unlimited funds | ||
| s.assertBobLimitSellFails(sdkerrors.ErrInsufficientFunds, "TokenA", -400_000, 100_000_000) | ||
| } | ||
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| func (s *DexTestSuite) TestEstimatePlaceLimitOrderFoK() { | ||
| // GIVEN liquidity TokenB | ||
| s.SetupMultiplePools( | ||
| NewPoolSetup("TokenA", "TokenB", 0, 1, 0, 1), | ||
| NewPoolSetup("TokenA", "TokenB", 0, 1, 1, 1), | ||
| ) | ||
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| // WHEN estimate FoK Limit order selling "TokenA" | ||
| resp, err := s.App.DexKeeper.EstimatePlaceLimitOrder(s.Ctx, &types.QueryEstimatePlaceLimitOrderRequest{ | ||
| TokenIn: "TokenA", | ||
| TokenOut: "TokenB", | ||
| TickIndexInToOut: 4, | ||
| AmountIn: math.NewInt(1_500_000), | ||
| OrderType: types.LimitOrderType_FILL_OR_KILL, | ||
| }) | ||
| s.NoError(err) | ||
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| // Then estimate is 1.5 BIG TokenA in with 1.5 BIG TokenB out from swap | ||
| s.True(math.NewInt(1_500_000).Equal(resp.TotalInCoin.Amount), "Got %v", resp.TotalInCoin.Amount) | ||
| s.Equal("TokenA", resp.TotalInCoin.Denom) | ||
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| s.True(math.NewInt(1_500_000).Equal(resp.SwapInCoin.Amount), "Got %v", resp.SwapInCoin.Amount) | ||
| s.Equal("TokenA", resp.SwapInCoin.Denom) | ||
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| s.True(math.NewInt(1_499_800).Equal(resp.SwapOutCoin.Amount), "Got %v", resp.SwapOutCoin.Amount) | ||
| s.Equal("TokenB", resp.SwapOutCoin.Denom) | ||
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| // AND state is not altered | ||
| s.assertDexBalanceWithDenom("TokenA", 0) | ||
| s.assertDexBalanceWithDenom("TokenB", 2) | ||
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| // No events are emitted | ||
| s.AssertEventValueNotEmitted(types.TickUpdateEventKey, "Expected no events") | ||
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| // Subsequent transactions use the original BankKeeper | ||
| s.assertBobLimitSellFails(sdkerrors.ErrInsufficientFunds, "TokenA", -400_000, 100_000_000) | ||
| } | ||
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| func (s *DexTestSuite) TestEstimatePlaceLimitOrderFoKFails() { | ||
| // GIVEN no liquidity | ||
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| // WHEN estimate placeLimitOrder | ||
| resp, err := s.App.DexKeeper.EstimatePlaceLimitOrder(s.Ctx, &types.QueryEstimatePlaceLimitOrderRequest{ | ||
| TokenIn: "TokenA", | ||
| TokenOut: "TokenB", | ||
| TickIndexInToOut: 4, | ||
| AmountIn: math.NewInt(1_500_000), | ||
| OrderType: types.LimitOrderType_IMMEDIATE_OR_CANCEL, | ||
| }) | ||
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| // THEN error is returned | ||
| s.ErrorIs(err, types.ErrLimitPriceNotSatisfied) | ||
| s.Nil(resp) | ||
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| // Subsequent transactions use the original BankKeeper | ||
| s.assertBobLimitSellFails(sdkerrors.ErrInsufficientFunds, "TokenA", -400_000, 100_000_000) | ||
| } | ||
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| Original file line number | Diff line number | Diff line change |
|---|---|---|
|
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@@ -8,14 +8,14 @@ import ( | |
| "github.com/neutron-org/neutron/v4/x/dex/types" | ||
| ) | ||
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| func (k Keeper) EstimateMultiHopSwap( | ||
| goCtx context.Context, | ||
| req *types.QueryEstimateMultiHopSwapRequest, | ||
| ) (*types.QueryEstimateMultiHopSwapResponse, error) { | ||
| msg := types.MsgMultiHopSwap{ | ||
| // Add a random address so that Validate passes. This address is not used for anything within the query | ||
| Creator: "neutron1dft8nwxzr0u27wvr2cknpermjkreqvp9fdy0uz", | ||
| Receiver: "neutron1dft8nwxzr0u27wvr2cknpermjkreqvp9fdy0uz", | ||
|
Comment on lines
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There was a problem hiding this comment. Just a random valid address. Will add a comment. But let me know if there's a more preferable way to do this. I agree it's a bit odd. There was a problem hiding this comment. Probably need to create another message |
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| Routes: req.Routes, | ||
| AmountIn: req.AmountIn, | ||
| ExitLimitPrice: req.ExitLimitPrice, | ||
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@@ -28,23 +28,23 @@ func (k Keeper) EstimateMultiHopSwap( | |
| ctx := sdk.UnwrapSDKContext(goCtx) | ||
| cacheCtx, _ := ctx.CacheContext() | ||
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| oldBk := k.bankKeeper | ||
| k.bankKeeper = NewSimulationBankKeeper(k.bankKeeper) | ||
|
There was a problem hiding this comment. do we do that bank keeper substitution only because of these module<>bankKeeper interactions? also I can see that we use a cached context to not update the dex keeper's state. if yes, I think we should rethink the way we implemented the code. for example, speaking of the MultiHopSwapCore method: the logic for a simulation and for a real swap is mostly the same: why don't we create a separate method that does only the 1. step and is used in both simulation and real swap? in simulation we only call this method and return the result, but in the real swap we follow it up with the remaining necessary steps? There was a problem hiding this comment. more or less the same for PlaceLimitOrderCore There was a problem hiding this comment. Agree, i prefer a pure function that does estimation. |
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| coinOut, err := k.MultiHopSwapCore( | ||
| cacheCtx, | ||
| req.AmountIn, | ||
| req.Routes, | ||
| req.ExitLimitPrice, | ||
| req.PickBestRoute, | ||
| []byte("caller"), | ||
| []byte("receiver"), | ||
| ) | ||
| if err != nil { | ||
| return nil, err | ||
| } | ||
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| //nolint:staticcheck // Should be unnecessary but out of an abundance of caution we restore the old bankkeeper | ||
| k.bankKeeper = oldBk | ||
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| return &types.QueryEstimateMultiHopSwapResponse{CoinOut: coinOut}, nil | ||
| } | ||
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lets rename the file to grpc_query_estimate_place_limit_order_test to get exact before grpc_query_estimate_place_limit_order.go in listing