[CL:Test] Add sqrtPrice check to swaps_test (#4201)

* added sqrt check

* Added all wolfram

* nit

* rebased

* work

* go work sum fix

* rebased

* rebase fix

* fixed some fees

* fixed test

* added checks

* fixed

* fix gosum

* fixed conflicts

* Update x/concentrated-liquidity/swaps_test.go

* Update x/concentrated-liquidity/swaps_test.go

scripts/cl/one_for_zero.py

@@ -4,23 +4,26 @@
 from common import *
 import common.sdk_dec as sdk_dec
 
+
 def get_next_sqrt_price(liquidity: Decimal, sqrt_price_current: Decimal, token_in: Decimal) -> Decimal:
     """ Return the next sqrt price when swapping token one for zero.
     """
     return sqrt_price_current + sdk_dec.quo(token_in, liquidity)
 
+
 def get_token_out(liquidity: Decimal, sqrt_price_current: Decimal, sqrt_price_next: Decimal) -> Decimal:
     """ Returns the token out when swapping token one for zero given the token in.
     """
     return sdk_dec.mul(liquidity, sdk_dec.quo((sqrt_price_next - sqrt_price_current), sdk_dec.mul(sqrt_price_next, sqrt_price_current)))
 
+
 def get_token_in_swap_in_given_out(liquidity: Decimal, sqrt_price_current: Decimal, sqrt_price_next: Decimal) -> Decimal:
     """ Returns the token in when swapping token one for zero given the token out.
-
     In this case, the calculation is the same as computing token out when given token in.
     """
     return get_token_out(liquidity, sqrt_price_current, sqrt_price_next)
 
+
 def calc_amount_one_delta(liquidity: Decimal, sqrt_price_current: Decimal, sqrt_price_next: Decimal, should_round_up: bool) -> Decimal:
     """ Returns the expected token in when swapping token one for zero. 
     """
@@ -29,20 +32,23 @@ def calc_amount_one_delta(liquidity: Decimal, sqrt_price_current: Decimal, sqrt_
         return Decimal(math.ceil(result))
     return result
 
+
 def calc_test_case_out_given_in(liquidity: Decimal, sqrt_price_current: Decimal, token_in_remaining: Decimal, swap_fee: Decimal) -> Tuple[Decimal, Decimal, Decimal]:
     """ Computes and prints all one for zero test case parameters when swapping for out given in.
     Next sqrt price is computed from the given parameters.
-
     Returns the next square root price, token out and fee amount per share.
     """
 
-    token_in_remaining_after_fee = sdk_dec.mul(token_in_remaining, (sdk_dec.one - swap_fee))
+    token_in_remaining_after_fee = sdk_dec.mul(
+        token_in_remaining, (sdk_dec.one - swap_fee))
+
+    sqrt_price_next = get_next_sqrt_price(
+        liquidity, sqrt_price_current, token_in_remaining_after_fee)
 
-    sqrt_price_next = get_next_sqrt_price(liquidity, sqrt_price_current, token_in_remaining_after_fee)
-
     print(F"token_in_remaining_after_fee: {token_in_remaining_after_fee}")
 
-    token_in_after_fee_rounded_up = calc_amount_one_delta(liquidity, sqrt_price_current, sqrt_price_next, True)
+    token_in_after_fee_rounded_up = calc_amount_one_delta(
+        liquidity, sqrt_price_current, sqrt_price_next, True)
 
     print(F"token_in_after_fee_rounded_up: {token_in_after_fee_rounded_up}")
     token_out = get_token_out(liquidity, sqrt_price_current, sqrt_price_next)
@@ -60,17 +66,21 @@ def calc_test_case_out_given_in(liquidity: Decimal, sqrt_price_current: Decimal,
 
     return sqrt_price_next, token_out, fee_amount_per_share
 
+
 def calc_test_case_in_given_out(liquidity: Decimal, sqrt_price_current: Decimal, token_in: Decimal, swap_fee: Decimal) -> Tuple[Decimal, Decimal, Decimal]:
     """ Computes and prints all one for zero test case parameters when swapping for in given out.
     Next sqrt price is computed from the given parameters.
-
     Returns the next square root price, token in and fee amount per share.
     """
-    sqrt_price_next = get_next_sqrt_price(liquidity, sqrt_price_current, token_in)
+    sqrt_price_next = get_next_sqrt_price(
+        liquidity, sqrt_price_current, token_in)
     price_next = math.pow(sqrt_price_next, 2)
-    token_in = get_token_in_swap_in_given_out(liquidity, sqrt_price_current, sqrt_price_next)
+
+    token_in = get_token_in_swap_in_given_out(
+        liquidity, sqrt_price_current, sqrt_price_next)
 
-    total_fee = sdk_dec.quo(sdk_dec.mul(token_in, swap_fee), (sdk_dec.one - swap_fee))
+    total_fee = sdk_dec.quo(sdk_dec.mul(
+        token_in, swap_fee), (sdk_dec.one - swap_fee))
 
     fee_amount_per_share = sdk_dec.quo(total_fee, liquidity)
 
@@ -84,16 +94,18 @@ def calc_test_case_in_given_out(liquidity: Decimal, sqrt_price_current: Decimal,
 
     return sqrt_price_next, token_in_after_fee, fee_amount_per_share
 
+
 def calc_test_case_with_next_sqrt_price_out_given_in(liquidity: Decimal, sqrt_price_current: Decimal, sqrt_price_next: Decimal, swap_fee: Decimal) -> Tuple[Decimal, Decimal, Decimal]:
     """ Computes and prints one for zero test case parameters when next square root price is known.
     Assumes swapping for token out given in.
-
     Returns the expected token in, token out and fee amount per share. 
     """
-    expected_token_in_before_fee = calc_amount_one_delta(liquidity, sqrt_price_current, sqrt_price_next, True)
+    expected_token_in_before_fee = calc_amount_one_delta(
+        liquidity, sqrt_price_current, sqrt_price_next, True)
     expected_fee = sdk_dec.zero
     if swap_fee > sdk_dec.zero:
-        expected_fee = sdk_dec.quo(sdk_dec.mul(expected_token_in_before_fee, swap_fee), sdk_dec.one - swap_fee)
+        expected_fee = sdk_dec.quo(sdk_dec.mul(
+            expected_token_in_before_fee, swap_fee), sdk_dec.one - swap_fee)
 
     expected_token_in = expected_token_in_before_fee + expected_fee
 
@@ -111,16 +123,22 @@ def calc_test_case_with_next_sqrt_price_out_given_in(liquidity: Decimal, sqrt_pr
 
     return expected_token_in, token_out, fee_amount_per_share
 
+
 def calc_test_case_with_next_sqrt_price_in_given_out(liquidity: Decimal, sqrt_price_current: Decimal, sqrt_price_next: Decimal, swap_fee: Decimal) -> Tuple[Decimal, Decimal, Decimal]:
     """ Computes and prints one for zero test case parameters when next square root price is known.
     Assumes swapping for token in given out.
-    
+
     Returns expected token out, token in after fee, and fee amount per share. 
     """
-    expected_token_out = calc_amount_one_delta(liquidity, sqrt_price_current, sqrt_price_next, True)
-    token_in = get_token_in_swap_in_given_out(liquidity, sqrt_price_current, sqrt_price_next)
+
+    expected_token_out = calc_amount_one_delta(
+        liquidity, sqrt_price_current, sqrt_price_next, True)
+    token_in = get_token_in_swap_in_given_out(
+        liquidity, sqrt_price_current, sqrt_price_next)
+
+    total_fee = sdk_dec.quo(sdk_dec.mul(
+        token_in, swap_fee), (sdk_dec.one - swap_fee))
 
-    total_fee = sdk_dec.quo(sdk_dec.mul(token_in, swap_fee), (sdk_dec.one - swap_fee))
 
     fee_amount_per_share = sdk_dec.quo(total_fee, liquidity)
     token_in_after_fee = token_in + total_fee

scripts/cl/zero_for_one.py

@@ -4,49 +4,56 @@
 from common import *
 import common.sdk_dec as sdk_dec
 
+
 def get_next_sqrt_price(liquidity: Decimal, sqrt_price_current: Decimal, token_in: Decimal) -> Decimal:
     """ Return the next sqrt price when swapping token zero for one. 
     """
     return sdk_dec.quo(liquidity, (sdk_dec.quo(liquidity, sqrt_price_current) + token_in))
 
+
 def get_token_out(liquidity: Decimal, sqrt_price_current: Decimal, sqrt_price_next: Decimal) -> Decimal:
     """ Returns the token out when swapping token zero for one given the token in.
     """
     return sdk_dec.mul(liquidity, (sqrt_price_current - sqrt_price_next))
 
+
 def get_token_in_swap_in_given_out(liquidity: Decimal, sqrt_price_current: Decimal, sqrt_price_next: Decimal) -> Decimal:
     """ Returns the token in when swapping token zero for one given the token out.
-
     In this case, the calculation is the same as computing token out when given token in.
     """
     return get_token_out(liquidity, sqrt_price_current, sqrt_price_next)
 
+
 def calc_amount_zero_delta(liquidity: Decimal, sqrt_price_current: Decimal, sqrt_price_next: Decimal, should_round_up: bool) -> Decimal:
     """ Returns the expected token in when swapping token zero for one. 
     """
     mul1 = sdk_dec.mul(liquidity, (sqrt_price_current - sqrt_price_next))
     print(mul1)
-    result = sdk_dec.quo(sdk_dec.mul(liquidity, (sqrt_price_current - sqrt_price_next)), sdk_dec.mul(sqrt_price_current, sqrt_price_next))
+    result = sdk_dec.quo(sdk_dec.mul(liquidity, (sqrt_price_current -
+                         sqrt_price_next)), sdk_dec.mul(sqrt_price_current, sqrt_price_next))
     if should_round_up:
         return sdk_dec.new(str(math.ceil(result)))
     return result
 
+
 def calc_test_case_out_given_in(liquidity: Decimal, sqrt_price_current: Decimal, token_in_remaining: Decimal, swap_fee: Decimal) -> Tuple[Decimal, Decimal, Decimal]:
     """ Computes and prints all zero for one test case parameters. Next sqrt price is computed from the given parameters.
-
     Returns the next square root price, token out and fee amount per share.
     """
-    token_in_remaining_after_fee = sdk_dec.mul(token_in_remaining, (sdk_dec.one - swap_fee))
+    token_in_remaining_after_fee = sdk_dec.mul(
+        token_in_remaining, (sdk_dec.one - swap_fee))
     print(F"token_in_remaining_after_fee: {token_in_remaining_after_fee}")
 
-    sqrt_price_next = get_next_sqrt_price(liquidity, sqrt_price_current, token_in_remaining_after_fee)
-
-    token_in_after_fee_rounded_up = calc_amount_zero_delta(liquidity, sqrt_price_current, sqrt_price_next, True)
+    sqrt_price_next = get_next_sqrt_price(
+        liquidity, sqrt_price_current, token_in_remaining_after_fee)
+
+    token_in_after_fee_rounded_up = calc_amount_zero_delta(
+        liquidity, sqrt_price_current, sqrt_price_next, True)
 
     print(F"token_in_after_fee_rounded_up: {token_in_after_fee_rounded_up}")
 
     token_out = get_token_out(liquidity, sqrt_price_current, sqrt_price_next)
-    
+
     fee_charge_total = sdk_dec.zero
     if swap_fee > sdk_dec.zero:
         fee_charge_total = token_in_remaining - token_in_after_fee_rounded_up
@@ -61,15 +68,19 @@ def calc_test_case_out_given_in(liquidity: Decimal, sqrt_price_current: Decimal,
 
     return sqrt_price_next, token_out, fee_amount_per_share
 
+
 def calc_test_case_in_given_out(liquidity: Decimal, sqrt_price_current: Decimal, token_out_remaining: Decimal, swap_fee: Decimal) -> Tuple[Decimal, Decimal, Decimal]:
     """ Computes and prints all zero for one test case parameters. Next sqrt price is computed from the given parameters.
-
     Returns the next square root price, token out and fee amount per share.
     """
-    sqrt_price_next = get_next_sqrt_price(liquidity, sqrt_price_current, token_out_remaining)
-    token_in = get_token_in_swap_in_given_out(liquidity, sqrt_price_current, sqrt_price_next)
+
+    sqrt_price_next = get_next_sqrt_price(
+        liquidity, sqrt_price_current, token_out_remaining)
+    token_in = get_token_in_swap_in_given_out(
+        liquidity, sqrt_price_current, sqrt_price_next)
 
-    total_fee = sdk_dec.quo(sdk_dec.mul(token_in, swap_fee), (sdk_dec.one - swap_fee))
+    total_fee = sdk_dec.quo(sdk_dec.mul(
+        token_in, swap_fee), (sdk_dec.one - swap_fee))
 
     fee_amount_per_share = sdk_dec.quo(total_fee, liquidity)
     token_in_after_fee = token_in + total_fee
@@ -82,13 +93,16 @@ def calc_test_case_in_given_out(liquidity: Decimal, sqrt_price_current: Decimal,
 
     return sqrt_price_next, token_in_after_fee, fee_amount_per_share
 
+
 def calc_test_case_with_next_sqrt_price_out_given_in(liquidity: Decimal, sqrt_price_current: Decimal, sqrt_price_next: Decimal, swap_fee: Decimal) -> Tuple[Decimal, Decimal, Decimal]:
     """ Computes and prints all zero for one test case parameters when next square root price is known.
-    
+
     Returns the expected token in, token out and fee amount per share. 
     """
-    expected_token_in_before_fee = calc_amount_zero_delta(liquidity, sqrt_price_current, sqrt_price_next, True)
-    expected_fee = sdk_dec.quo(sdk_dec.mul(expected_token_in_before_fee, swap_fee), (sdk_dec.one - swap_fee))
+    expected_token_in_before_fee = calc_amount_zero_delta(
+        liquidity, sqrt_price_current, sqrt_price_next, True)
+    expected_fee = sdk_dec.quo(sdk_dec.mul(
+        expected_token_in_before_fee, swap_fee), (sdk_dec.one - swap_fee))
     expected_token_in = expected_token_in_before_fee + expected_fee
 
     token_out = get_token_out(liquidity, sqrt_price_current, sqrt_price_next)
@@ -105,17 +119,21 @@ def calc_test_case_with_next_sqrt_price_out_given_in(liquidity: Decimal, sqrt_pr
 
     return expected_token_in, token_out, fee_amount_per_share
 
+
 def calc_test_case_with_next_sqrt_price_in_given_out(liquidity: Decimal, sqrt_price_current: Decimal, sqrt_price_next: Decimal, swap_fee: Decimal) -> Tuple[Decimal, Decimal, Decimal]:
     """ Computes and prints all zero for one test case parameters when next square root price is known.
     Assems swapping token for token in given out.
-    
+
     Returns the expected token out, token in and fee amount per share. 
     """
-    expected_token_out = calc_amount_zero_delta(liquidity, sqrt_price_current, sqrt_price_next, True)
+    expected_token_out = calc_amount_zero_delta(
+        liquidity, sqrt_price_current, sqrt_price_next, True)
 
-    token_in = get_token_in_swap_in_given_out(liquidity, sqrt_price_current, sqrt_price_next)
+    token_in = get_token_in_swap_in_given_out(
+        liquidity, sqrt_price_current, sqrt_price_next)
 
-    total_fee = sdk_dec.quo(sdk_dec.mul(token_in, swap_fee), (sdk_dec.one - swap_fee))
+    total_fee = sdk_dec.quo(sdk_dec.mul(
+        token_in, swap_fee), (sdk_dec.one - swap_fee))
 
     fee_amount_per_share = sdk_dec.quo(total_fee, liquidity)
     token_in_after_fee = token_in + total_fee