Move binary search from osmomath to osmoutils (#3763)

* Move binary search from osmomath to osmoutils * Add changelog (cherry picked from commit 3095a7d) # Conflicts: # osmomath/binary_search.go # x/gamm/pool-models/balancer/pool_test.go # x/gamm/pool-models/internal/cfmm_common/lp.go # x/gamm/pool-models/stableswap/amm.go # x/gamm/pool-models/stableswap/amm_test.go
osmosis-labs · Dec 16, 2022 · c598a12 · c598a12
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diff --git a/CHANGELOG.md b/CHANGELOG.md
@@ -67,6 +67,10 @@ and this project adheres to [Semantic Versioning](https://semver.org/spec/v2.0.0
 
 * Correctly apply DragonBerry IBC patch
 
+### API breaks
+
+* [#3763](https://github.com/osmosis-labs/osmosis/pull/3763) Move binary search and error tolerance code from `osmoutils` into `osmomath`
+
 ### Bug fixes
 
 * [#3608](https://github.com/osmosis-labs/osmosis/pull/3608) Make it possible to state export from any directory.
@@ -77,6 +81,7 @@ and this project adheres to [Semantic Versioning](https://semver.org/spec/v2.0.0
 * [#3634](https://github.com/osmosis-labs/osmosis/pull/3634) (Makefile) Ensure correct golang version in make build and make install. (Thank you @jhernandezb )
 * [#3712](https://github.com/osmosis-labs/osmosis/pull/3712) replace `osmomath.BigDec` `Power` with `PowerInteger` 
 
+
 ## v13.0.0
 
 This release includes stableswap, and expands the IBC safety & composability functionality of Osmosis. The primary features are:

diff --git a/osmoutils/binary_search.go → osmomath/binary_search.go b/osmoutils/binary_search.go → osmomath/binary_search.go
@@ -1,11 +1,9 @@
-package osmoutils
+package osmomath
 
 import (
 	"errors"
 
 	sdk "github.com/cosmos/cosmos-sdk/types"
-
-	"github.com/osmosis-labs/osmosis/v13/osmomath"
 )
 
 // ErrTolerance is used to define a compare function, which checks if two
@@ -25,7 +23,7 @@ import (
 type ErrTolerance struct {
 	AdditiveTolerance       sdk.Int
 	MultiplicativeTolerance sdk.Dec
-	RoundingDir             osmomath.RoundingDirection
+	RoundingDir             RoundingDirection
 }
 
 // Compare returns if actual is within errTolerance of expected.
@@ -46,11 +44,11 @@ func (e ErrTolerance) Compare(expected sdk.Int, actual sdk.Int) int {
 	// so if were supposed to round down, it must be that `expected >= actual`.
 	// likewise if were supposed to round up, it must be that `expected <= actual`.
 	// If neither of the above, then rounding direction does not enforce a constraint.
-	if e.RoundingDir == osmomath.RoundDown {
+	if e.RoundingDir == RoundDown {
 		if expected.LT(actual) {
 			return -1
 		}
-	} else if e.RoundingDir == osmomath.RoundUp {
+	} else if e.RoundingDir == RoundUp {
 		if expected.GT(actual) {
 			return 1
 		}
@@ -84,16 +82,16 @@ func (e ErrTolerance) Compare(expected sdk.Int, actual sdk.Int) int {
 // returns 0 if it is
 // returns 1 if not, and expected > actual.
 // returns -1 if not, and expected < actual
-func (e ErrTolerance) CompareBigDec(expected osmomath.BigDec, actual osmomath.BigDec) int {
+func (e ErrTolerance) CompareBigDec(expected BigDec, actual BigDec) int {
 	// Ensure that even if expected is within tolerance of actual, we don't count it as equal if its in the wrong direction.
 	// so if were supposed to round down, it must be that `expected >= actual`.
 	// likewise if were supposed to round up, it must be that `expected <= actual`.
 	// If neither of the above, then rounding direction does not enforce a constraint.
-	if e.RoundingDir == osmomath.RoundDown {
+	if e.RoundingDir == RoundDown {
 		if expected.LT(actual) {
 			return -1
 		}
-	} else if e.RoundingDir == osmomath.RoundUp {
+	} else if e.RoundingDir == RoundUp {
 		if expected.GT(actual) {
 			return 1
 		}
@@ -117,15 +115,19 @@ func (e ErrTolerance) CompareBigDec(expected osmomath.BigDec, actual osmomath.Bi
 			}
 		}
 
+<<<<<<< HEAD:osmoutils/binary_search.go
 		if diff.GT(osmomath.BigDecFromSDKDec(e.AdditiveTolerance.ToDec())) {
+=======
+		if diff.GT(BigDecFromSDKDec(e.AdditiveTolerance)) {
+>>>>>>> 3095a7d3 (Move binary search from osmomath to osmoutils (#3763)):osmomath/binary_search.go
 			return comparisonSign
 		}
 	}
 	// Check multiplicative tolerance equations
 	if !e.MultiplicativeTolerance.IsNil() && !e.MultiplicativeTolerance.IsZero() {
-		errTerm := diff.Quo(osmomath.MinDec(expected.Abs(), actual.Abs()))
+		errTerm := diff.Quo(MinDec(expected.Abs(), actual.Abs()))
 		// fmt.Printf("err term %v\n", errTerm)
-		if errTerm.GT(osmomath.BigDecFromSDKDec(e.MultiplicativeTolerance)) {
+		if errTerm.GT(BigDecFromSDKDec(e.MultiplicativeTolerance)) {
 			return comparisonSign
 		}
 	}
@@ -184,18 +186,18 @@ type SdkDec[D any] interface {
 //
 // It binary searches on the input range, until it finds an input y s.t. f(y) meets the err tolerance constraints for how close it is to x.
 // If we perform more than maxIterations (or equivalently lowerbound = upperbound), we return an error.
-func BinarySearchBigDec(f func(input osmomath.BigDec) (osmomath.BigDec, error),
-	lowerbound osmomath.BigDec,
-	upperbound osmomath.BigDec,
-	targetOutput osmomath.BigDec,
+func BinarySearchBigDec(f func(input BigDec) (BigDec, error),
+	lowerbound BigDec,
+	upperbound BigDec,
+	targetOutput BigDec,
 	errTolerance ErrTolerance,
 	maxIterations int,
-) (osmomath.BigDec, error) {
+) (BigDec, error) {
 	// Setup base case of loop
-	curEstimate := lowerbound.Add(upperbound).Quo(osmomath.NewBigDec(2))
+	curEstimate := lowerbound.Add(upperbound).Quo(NewBigDec(2))
 	curOutput, err := f(curEstimate)
 	if err != nil {
-		return osmomath.BigDec{}, err
+		return BigDec{}, err
 	}
 	curIteration := 0
 	for ; curIteration < maxIterations; curIteration += 1 {
@@ -208,12 +210,12 @@ func BinarySearchBigDec(f func(input osmomath.BigDec) (osmomath.BigDec, error),
 		} else {
 			return curEstimate, nil
 		}
-		curEstimate = lowerbound.Add(upperbound).Quo(osmomath.NewBigDec(2))
+		curEstimate = lowerbound.Add(upperbound).Quo(NewBigDec(2))
 		curOutput, err = f(curEstimate)
 		if err != nil {
-			return osmomath.BigDec{}, err
+			return BigDec{}, err
 		}
 	}
 
-	return osmomath.BigDec{}, errors.New("hit maximum iterations, did not converge fast enough")
+	return BigDec{}, errors.New("hit maximum iterations, did not converge fast enough")
 }
diff --git a/osmoutils/binary_search_test.go → osmomath/binary_search_test.go b/osmoutils/binary_search_test.go → osmomath/binary_search_test.go
@@ -1,4 +1,4 @@
-package osmoutils
+package osmomath
 
 import (
 	"fmt"
@@ -7,14 +7,12 @@ import (
 
 	sdk "github.com/cosmos/cosmos-sdk/types"
 	"github.com/stretchr/testify/require"
-
-	"github.com/osmosis-labs/osmosis/v13/osmomath"
 )
 
 var (
 	withinOne     = ErrTolerance{AdditiveTolerance: sdk.OneInt()}
 	withinFactor8 = ErrTolerance{MultiplicativeTolerance: sdk.NewDec(8)}
-	zero          = osmomath.ZeroDec()
+	zero          = ZeroDec()
 )
 
 func TestBinarySearch(t *testing.T) {
@@ -78,30 +76,34 @@ func TestBinarySearch(t *testing.T) {
 
 // straight line function that returns input. Simplest to binary search on,
 // binary search directly reveals one bit of the answer in each iteration with this function.
-func lineF(a osmomath.BigDec) (osmomath.BigDec, error) {
+func lineF(a BigDec) (BigDec, error) {
 	return a, nil
 }
-func cubicF(a osmomath.BigDec) (osmomath.BigDec, error) {
+func cubicF(a BigDec) (BigDec, error) {
 	return a.PowerInteger(3), nil
 }
 
-var negCubicFConstant = osmomath.NewBigDec(1 << 62).PowerInteger(3).Neg()
+var negCubicFConstant BigDec
+
+func init() {
+	negCubicFConstant = NewBigDec(1 << 62).PowerInteger(3).Neg()
+}
 
-func negCubicF(a osmomath.BigDec) (osmomath.BigDec, error) {
+func negCubicF(a BigDec) (BigDec, error) {
 	return a.PowerInteger(3).Add(negCubicFConstant), nil
 }
 
-type searchFn func(osmomath.BigDec) (osmomath.BigDec, error)
+type searchFn func(BigDec) (BigDec, error)
 
 type binarySearchTestCase struct {
 	f             searchFn
-	lowerbound    osmomath.BigDec
-	upperbound    osmomath.BigDec
-	targetOutput  osmomath.BigDec
+	lowerbound    BigDec
+	upperbound    BigDec
+	targetOutput  BigDec
 	errTolerance  ErrTolerance
 	maxIterations int
 
-	expectedSolvedInput osmomath.BigDec
+	expectedSolvedInput BigDec
 	expectErr           bool
 	// This binary searches inputs to a monotonic increasing function F
 	// We stop when the answer is within error bounds stated by errTolerance
@@ -117,7 +119,7 @@ type binarySearchTestCase struct {
 func TestBinarySearchLineIterationCounts(t *testing.T) {
 	tests := map[string]binarySearchTestCase{}
 
-	generateExactTestCases := func(lowerbound, upperbound osmomath.BigDec,
+	generateExactTestCases := func(lowerbound, upperbound BigDec,
 		errTolerance ErrTolerance, maxNumIters int) {
 		tcSetName := fmt.Sprintf("simple linear case: lower %s, upper %s", lowerbound.String(), upperbound.String())
 		// first pass get it working with no err tolerance or rounding direction
@@ -142,9 +144,9 @@ func TestBinarySearchLineIterationCounts(t *testing.T) {
 		}
 	}
 
-	generateExactTestCases(osmomath.ZeroDec(), osmomath.NewBigDec(1<<20), withinOne, 20)
+	generateExactTestCases(ZeroDec(), NewBigDec(1<<20), withinOne, 20)
 	// we can go further than 50, if we could specify non-integer additive err tolerance. TODO: Add this.
-	generateExactTestCases(osmomath.NewBigDec(1<<20), osmomath.NewBigDec(1<<50), withinOne, 50)
+	generateExactTestCases(NewBigDec(1<<20), NewBigDec(1<<50), withinOne, 50)
 	runBinarySearchTestCases(t, tests, exactlyEqual)
 }
 
@@ -161,10 +163,10 @@ func TestIterationDepthRandValue(t *testing.T) {
 		errTolerance ErrTolerance, maxNumIters int, errToleranceName string) {
 		targetF := fnMap[fnName]
 		targetX := int64(rand.Intn(int(upperbound-lowerbound-1))) + lowerbound + 1
-		target, _ := targetF(osmomath.NewBigDec(targetX))
+		target, _ := targetF(NewBigDec(targetX))
 		testCase := binarySearchTestCase{
 			f:          lineF,
-			lowerbound: osmomath.NewBigDec(lowerbound), upperbound: osmomath.NewBigDec(upperbound),
+			lowerbound: NewBigDec(lowerbound), upperbound: NewBigDec(upperbound),
 			targetOutput: target, expectedSolvedInput: target,
 			errTolerance:  errTolerance,
 			maxIterations: maxNumIters,
@@ -194,7 +196,7 @@ const (
 	equalWithinOne    equalityMode = iota
 )
 
-func withRoundingDir(e ErrTolerance, r osmomath.RoundingDirection) ErrTolerance {
+func withRoundingDir(e ErrTolerance, r RoundingDirection) ErrTolerance {
 	return ErrTolerance{
 		AdditiveTolerance:       e.AdditiveTolerance,
 		MultiplicativeTolerance: e.MultiplicativeTolerance,
@@ -213,11 +215,11 @@ func runBinarySearchTestCases(t *testing.T, tests map[string]binarySearchTestCas
 			} else {
 				require.NoError(t, err)
 				if equality == exactlyEqual {
-					require.True(osmomath.DecEq(t, tc.expectedSolvedInput, actualSolvedInput))
+					require.True(DecEq(t, tc.expectedSolvedInput, actualSolvedInput))
 				} else if equality == errToleranceEqual {
 					require.True(t, tc.errTolerance.CompareBigDec(tc.expectedSolvedInput, actualSolvedInput) == 0)
 				} else {
-					_, valid, msg, dec1, dec2 := osmomath.DecApproxEq(t, tc.expectedSolvedInput, actualSolvedInput, osmomath.OneDec())
+					_, valid, msg, dec1, dec2 := DecApproxEq(t, tc.expectedSolvedInput, actualSolvedInput, OneDec())
 					require.True(t, valid, msg+" \n d1 = %s, d2 = %s", dec1, dec2,
 						tc.expectedSolvedInput, actualSolvedInput)
 				}
@@ -230,8 +232,8 @@ func TestBinarySearchBigDec(t *testing.T) {
 	testErrToleranceAdditive := ErrTolerance{AdditiveTolerance: sdk.NewInt(1 << 30)}
 	errToleranceBoth := ErrTolerance{AdditiveTolerance: sdk.NewInt(1 << 30), MultiplicativeTolerance: sdk.NewDec(1 << 3)}
 
-	twoTo50 := osmomath.NewBigDec(1 << 50)
-	twoTo25PlusOne := osmomath.NewBigDec(1 + (1 << 25))
+	twoTo50 := NewBigDec(1 << 50)
+	twoTo25PlusOne := NewBigDec(1 + (1 << 25))
 	twoTo25PlusOneCubed := twoTo25PlusOne.PowerInteger(3)
 
 	tests := map[string]binarySearchTestCase{
@@ -245,34 +247,34 @@ func TestBinarySearchBigDec(t *testing.T) {
 		"cubic f, within 2^30, target 2^33 - 2^29": {
 			cubicF,
 			zero, twoTo50,
-			osmomath.NewBigDec((1 << 33) - (1 << 29)),
-			testErrToleranceAdditive, 51, osmomath.NewBigDec(1 << 11), false},
+			NewBigDec((1 << 33) - (1 << 29)),
+			testErrToleranceAdditive, 51, NewBigDec(1 << 11), false},
 		// basically same as above, but due to needing to roundup, we converge at a value > 2^11.
 		// We try (1<<11 + 1<<10)^3 which is way too large.
 		// notice by trial, that (1 << 11 + 1<<7)^3 - target > 2^30, but that
 		// (1 << 11 + 1<<6)^3 - target < 2^30, so that is the answer.
 		"cubic f, within 2^30, roundup, target 2^33 + 2^29": {
 			cubicF,
 			zero, twoTo50,
-			osmomath.NewBigDec((1 << 33) + (1 << 29)),
-			withRoundingDir(testErrToleranceAdditive, osmomath.RoundUp),
-			51, osmomath.NewBigDec(1<<11 + 1<<6), false},
+			NewBigDec((1 << 33) + (1 << 29)),
+			withRoundingDir(testErrToleranceAdditive, RoundUp),
+			51, NewBigDec(1<<11 + 1<<6), false},
 		"cubic f, large multiplicative err tolerance, converges": {
 			cubicF,
 			zero, twoTo50,
-			osmomath.NewBigDec(1 << 30), withinFactor8, 51, osmomath.NewBigDec(1 << 11), false},
+			NewBigDec(1 << 30), withinFactor8, 51, NewBigDec(1 << 11), false},
 		"cubic f, both err tolerances, converges": {
 			cubicF,
 			zero, twoTo50,
-			osmomath.NewBigDec((1 << 33) - (1 << 29)),
-			errToleranceBoth, 51, osmomath.NewBigDec(1 << 11), false},
+			NewBigDec((1 << 33) - (1 << 29)),
+			errToleranceBoth, 51, NewBigDec(1 << 11), false},
 		"neg cubic f, no err tolerance, converges": {negCubicF, zero, twoTo50,
 			twoTo25PlusOneCubed.Add(negCubicFConstant), withinOne, 51, twoTo25PlusOne, false},
 		// "neg cubic f, large multiplicative err tolerance, converges": {
 		// 	negCubicF,
 		// 	zero, twoTo50,
-		// 	osmomath.NewBigDec(1 << 30).Add(negCubicFConstant),
-		// 	withinFactor8, 51, osmomath.NewBigDec(1 << 11), false},
+		// 	NewBigDec(1 << 30).Add(negCubicFConstant),
+		// 	withinFactor8, 51, NewBigDec(1 << 11), false},
 	}
 
 	runBinarySearchTestCases(t, tests, equalWithinOne)
@@ -281,35 +283,35 @@ func TestBinarySearchBigDec(t *testing.T) {
 func TestBinarySearchRoundingBehavior(t *testing.T) {
 	withinTwoTo30 := ErrTolerance{AdditiveTolerance: sdk.NewInt(1 << 30)}
 
-	twoTo50 := osmomath.NewBigDec(1 << 50)
-	// twoTo25PlusOne := osmomath.NewBigDec(1 + (1 << 25))
+	twoTo50 := NewBigDec(1 << 50)
+	// twoTo25PlusOne := NewBigDec(1 + (1 << 25))
 	// twoTo25PlusOneCubed := twoTo25PlusOne.Power(3)
 
 	tests := map[string]binarySearchTestCase{
 		"lineF, roundup within 2^30, target 2^32 + 2^30 + 1, expected=2^32 + 2^31": {f: lineF,
 			lowerbound: zero, upperbound: twoTo50,
-			targetOutput:        osmomath.NewBigDec((1 << 32) + (1 << 30) + 1),
-			errTolerance:        withRoundingDir(withinTwoTo30, osmomath.RoundUp),
+			targetOutput:        NewBigDec((1 << 32) + (1 << 30) + 1),
+			errTolerance:        withRoundingDir(withinTwoTo30, RoundUp),
 			maxIterations:       51,
-			expectedSolvedInput: osmomath.NewBigDec(1<<32 + 1<<31)},
+			expectedSolvedInput: NewBigDec(1<<32 + 1<<31)},
 		"lineF, roundup within 2^30, target 2^32 + 2^30 - 1, expected=2^32 + 2^30": {f: lineF,
 			lowerbound: zero, upperbound: twoTo50,
-			targetOutput:        osmomath.NewBigDec((1 << 32) + (1 << 30) - 1),
-			errTolerance:        withRoundingDir(withinTwoTo30, osmomath.RoundUp),
+			targetOutput:        NewBigDec((1 << 32) + (1 << 30) - 1),
+			errTolerance:        withRoundingDir(withinTwoTo30, RoundUp),
 			maxIterations:       51,
-			expectedSolvedInput: osmomath.NewBigDec(1<<32 + 1<<30)},
+			expectedSolvedInput: NewBigDec(1<<32 + 1<<30)},
 		"lineF, rounddown within 2^30, target 2^32 + 2^30 + 1, expected=2^32 + 2^31": {f: lineF,
 			lowerbound: zero, upperbound: twoTo50,
-			targetOutput:        osmomath.NewBigDec((1 << 32) + (1 << 30) + 1),
-			errTolerance:        withRoundingDir(withinTwoTo30, osmomath.RoundDown),
+			targetOutput:        NewBigDec((1 << 32) + (1 << 30) + 1),
+			errTolerance:        withRoundingDir(withinTwoTo30, RoundDown),
 			maxIterations:       51,
-			expectedSolvedInput: osmomath.NewBigDec(1<<32 + 1<<30)},
+			expectedSolvedInput: NewBigDec(1<<32 + 1<<30)},
 		"lineF, rounddown within 2^30, target 2^32 + 2^30 - 1, expected=2^32 + 2^30": {f: lineF,
 			lowerbound: zero, upperbound: twoTo50,
-			targetOutput:        osmomath.NewBigDec((1 << 32) + (1 << 30) - 1),
-			errTolerance:        withRoundingDir(withinTwoTo30, osmomath.RoundDown),
+			targetOutput:        NewBigDec((1 << 32) + (1 << 30) - 1),
+			errTolerance:        withRoundingDir(withinTwoTo30, RoundDown),
 			maxIterations:       51,
-			expectedSolvedInput: osmomath.NewBigDec(1 << 32)},
+			expectedSolvedInput: NewBigDec(1 << 32)},
 	}
 
 	runBinarySearchTestCases(t,
@@ -358,11 +360,11 @@ func TestErrTolerance_Compare(t *testing.T) {
 			if gotIntRev != -tt.expectedCompareResult {
 				t.Errorf("ErrTolerance.Compare() = %v, want %v", gotIntRev, -tt.expectedCompareResult)
 			}
-			gotBigDec := tt.tol.CompareBigDec(osmomath.NewBigDec(tt.intInput), osmomath.NewBigDec(tt.intReference))
+			gotBigDec := tt.tol.CompareBigDec(NewBigDec(tt.intInput), NewBigDec(tt.intReference))
 			if gotBigDec != tt.expectedCompareResult {
 				t.Errorf("ErrTolerance.CompareBigDec() = %v, want %v", gotBigDec, tt.expectedCompareResult)
 			}
-			gotBigDecRev := tt.tol.CompareBigDec(osmomath.NewBigDec(tt.intReference), osmomath.NewBigDec(tt.intInput))
+			gotBigDecRev := tt.tol.CompareBigDec(NewBigDec(tt.intReference), NewBigDec(tt.intInput))
 			if gotBigDecRev != -tt.expectedCompareResult {
 				t.Errorf("ErrTolerance.CompareBigDec() = %v, want %v", gotBigDecRev, -tt.expectedCompareResult)
 			}

diff --git a/osmomath/math.go b/osmomath/math.go
@@ -10,10 +10,6 @@ import (
 // TODO: Analyze choice here.
 var powPrecision, _ = sdk.NewDecFromStr("0.00000001")
 
-// Singletons.
-// nolint: deadcode, unused
-var zero sdk.Dec = sdk.ZeroDec()
-
 var (
 	one_half sdk.Dec = sdk.MustNewDecFromStr("0.5")
 	one      sdk.Dec = sdk.OneDec()