fix(CL Swaps): incorrect rounding; redundant computations (#3962)

* fix(CL Swaps): incorrect rounding; redundant computatations * strategy * fix strategy tests
osmosis-labs · Jan 12, 2023 · 9cc4599 · 9cc4599
1 parent fb45d52
commit 9cc4599
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Showing 4 changed files with 6 additions and 6 deletions.
diff --git a/x/concentrated-liquidity/internal/math/math.go b/x/concentrated-liquidity/internal/math/math.go
@@ -113,7 +113,7 @@ func GetNextSqrtPriceFromAmount0RoundingUp(sqrtPriceCurrent, liquidity, amountRe
 // getNextSqrtPriceFromAmount1RoundingDown utilizes the current squareRootPrice, liquidity of denom1, and amount of denom1 that still needs
 // to be swapped in order to determine the next squareRootPrice
 func GetNextSqrtPriceFromAmount1RoundingDown(sqrtPriceCurrent, liquidity, amountRemaining sdk.Dec) (sqrtPriceNext sdk.Dec) {
-	return sqrtPriceCurrent.Add(amountRemaining.Quo(liquidity))
+	return sqrtPriceCurrent.Add(amountRemaining.QuoTruncate(liquidity))
 }
 
 // getLiquidityFromAmounts takes the current sqrtPrice and the sqrtPrice for the upper and lower ticks as well as the amounts of asset0 and asset1

diff --git a/x/concentrated-liquidity/internal/swapstrategy/one_for_zero.go b/x/concentrated-liquidity/internal/swapstrategy/one_for_zero.go
@@ -38,8 +38,8 @@ func (s oneForZeroStrategy) ComputeSwapStep(sqrtPriceCurrent, nextSqrtPrice, liq
 	amountIn := math.CalcAmount1Delta(liquidity, nextSqrtPrice, sqrtPriceCurrent, false)
 	if amountRemaining.LT(amountIn) {
 		nextSqrtPrice = math.GetNextSqrtPriceFromAmount1RoundingDown(sqrtPriceCurrent, liquidity, amountRemaining)
+		amountIn = math.CalcAmount1Delta(liquidity, nextSqrtPrice, sqrtPriceCurrent, false)
 	}
-	amountIn = math.CalcAmount1Delta(liquidity, nextSqrtPrice, sqrtPriceCurrent, false)
 	amountOut := math.CalcAmount0Delta(liquidity, nextSqrtPrice, sqrtPriceCurrent, false)
 
 	return nextSqrtPrice, amountIn, amountOut

diff --git a/x/concentrated-liquidity/internal/swapstrategy/swap_strategy_test.go b/x/concentrated-liquidity/internal/swapstrategy/swap_strategy_test.go
@@ -59,9 +59,9 @@ func (suite *StrategyTestSuite) TestComputeSwapState() {
 			// TODO: test case where it does affect.
 			sqrtPriceLimit:        sdk.MustNewDecFromStr("70.738956735309575810").Add(sdk.OneDec()), // 5003
 			zeroForOne:            false,
-			expectedSqrtPriceNext: "70.738348247484497718",
-			expectedAmountIn:      "42000000.000000000749226725",
-			expectedAmountOut:     "8396.714242162445246671",
+			expectedSqrtPriceNext: "70.738348247484497717",
+			expectedAmountIn:      "41999999.999999999231344381",
+			expectedAmountOut:     "8396.714242162444943332",
 		},
 	}
 

diff --git a/x/concentrated-liquidity/internal/swapstrategy/zero_for_one.go b/x/concentrated-liquidity/internal/swapstrategy/zero_for_one.go
@@ -38,8 +38,8 @@ func (s zeroForOneStrategy) ComputeSwapStep(sqrtPriceCurrent, nextSqrtPrice, liq
 	amountIn := math.CalcAmount0Delta(liquidity, nextSqrtPrice, sqrtPriceCurrent, false)
 	if amountRemaining.LT(amountIn) {
 		nextSqrtPrice = math.GetNextSqrtPriceFromAmount0RoundingUp(sqrtPriceCurrent, liquidity, amountRemaining)
+		amountIn = math.CalcAmount0Delta(liquidity, nextSqrtPrice, sqrtPriceCurrent, false)
 	}
-	amountIn = math.CalcAmount0Delta(liquidity, nextSqrtPrice, sqrtPriceCurrent, false)
 	amountOut := math.CalcAmount1Delta(liquidity, nextSqrtPrice, sqrtPriceCurrent, false)
 
 	return nextSqrtPrice, amountIn, amountOut