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Add mutative, non mutative method for PoolI #1147

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merged 4 commits into from
Apr 5, 2022
Merged

Add mutative, non mutative method for PoolI #1147

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18acaca
Add mutative, non mutative method for PoolI
mattverse Mar 25, 2022
0b9b915
Remove ApplySwap and its usage
mattverse Mar 28, 2022
a68928e
Add internal steps for liquidity update before swap calc
mattverse Mar 29, 2022
c274e44
merge main
mattverse Apr 5, 2022
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14 changes: 4 additions & 10 deletions x/gamm/keeper/swap.go
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Original file line number Diff line number Diff line change
Expand Up @@ -32,11 +32,11 @@ func (k Keeper) SwapExactAmountIn(
return sdk.Int{}, sdkerrors.Wrapf(types.ErrPoolLocked, "swap on inactive pool")
}

tokenOutDecCoin, err := pool.CalcOutAmtGivenIn(ctx, tokensIn, tokenOutDenom, swapFee)
tokenOutCoin, err := pool.SwapOutAmtGivenIn(ctx, tokensIn, tokenOutDenom, swapFee)
if err != nil {
return sdk.Int{}, err
}
tokenOutCoin, _ := tokenOutDecCoin.TruncateDecimal()

tokenOutAmount = tokenOutCoin.Amount
if tokenOutAmount.LTE(sdk.ZeroInt()) {
return sdk.Int{}, sdkerrors.Wrapf(types.ErrInvalidMathApprox, "token amount is zero or negative")
Expand Down Expand Up @@ -81,12 +81,10 @@ func (k Keeper) SwapExactAmountOut(
return sdk.Int{}, sdkerrors.Wrapf(types.ErrTooManyTokensOut,
"can't get more tokens out than there are tokens in the pool")
}

tokenInDecCoin, err := pool.CalcInAmtGivenOut(ctx, sdk.Coins{tokenOut}, tokenInDenom, swapFee)
tokenInCoin, err := pool.SwapInAmtGivenOut(ctx, sdk.Coins{tokenOut}, tokenInDenom, swapFee)
if err != nil {
return sdk.Int{}, err
}
tokenInCoin, _ := tokenInDecCoin.TruncateDecimal()
tokenInAmount = tokenInCoin.Amount

if tokenInAmount.LTE(sdk.ZeroInt()) {
Expand Down Expand Up @@ -119,11 +117,7 @@ func (k Keeper) updatePoolForSwap(
tokensIn := sdk.Coins{tokenIn}
tokensOut := sdk.Coins{tokenOut}

err := pool.ApplySwap(ctx, tokensIn, tokensOut)
if err != nil {
return err
}
err = k.SetPool(ctx, pool)
err := k.SetPool(ctx, pool)
if err != nil {
return err
}
Expand Down
130 changes: 104 additions & 26 deletions x/gamm/pool-models/balancer/amm.go
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Original file line number Diff line number Diff line change
Expand Up @@ -4,7 +4,9 @@ import (
"errors"

sdk "github.com/cosmos/cosmos-sdk/types"
sdkerrors "github.com/cosmos/cosmos-sdk/types/errors"
"github.com/osmosis-labs/osmosis/v7/osmomath"
"github.com/osmosis-labs/osmosis/v7/x/gamm/types"
)

// solveConstantFunctionInvariant solves the constant function of an AMM
Expand Down Expand Up @@ -61,7 +63,32 @@ func (p Pool) CalcOutAmtGivenIn(
return sdk.NewDecCoinFromDec(tokenOutDenom, tokenAmountOut), nil
}

// calcInAmtGivenOut calculates token to be provided, fee added,
// SwapOutAmtGivenIn is a mutative method for CalcOutAmtGivenIn, which includes the actual swap.
func (p *Pool) SwapOutAmtGivenIn(
ctx sdk.Context,
tokensIn sdk.Coins,
tokenOutDenom string,
swapFee sdk.Dec,
) (
tokenOut sdk.Coin, err error,
) {
tokenOutDecCoin, err := p.CalcOutAmtGivenIn(ctx, tokensIn, tokenOutDenom, swapFee)
if err != nil {
return sdk.Coin{}, err
}
tokenOutCoin, _ := tokenOutDecCoin.TruncateDecimal()
if !tokenOutCoin.Amount.IsPositive() {
return sdk.Coin{}, sdkerrors.Wrapf(types.ErrInvalidMathApprox, "token amount must be positive")
}

err = p.applySwap(ctx, tokensIn, sdk.Coins{tokenOutCoin})
if err != nil {
return sdk.Coin{}, err
}
return tokenOutCoin, nil
}

// CalcInAmtGivenOut calculates token to be provided, fee added,
// given the swapped out amount, using solveConstantFunctionInvariant.
func (p Pool) CalcInAmtGivenOut(
ctx sdk.Context, tokensOut sdk.Coins, tokenInDenom string, swapFee sdk.Dec) (
Expand All @@ -88,8 +115,29 @@ func (p Pool) CalcInAmtGivenOut(
return sdk.NewDecCoinFromDec(tokenInDenom, tokenAmountInBeforeFee), nil
}

// SwapInAmtGivenOut is a mutative method for CalcOutAmtGivenIn, which includes the actual swap.
func (p *Pool) SwapInAmtGivenOut(
ctx sdk.Context, tokensOut sdk.Coins, tokenInDenom string, swapFee sdk.Dec) (
tokenIn sdk.Coin, err error,
) {
tokenInDecCoin, err := p.CalcInAmtGivenOut(ctx, tokensOut, tokenInDenom, swapFee)
if err != nil {
return sdk.Coin{}, sdkerrors.Wrapf(types.ErrInvalidMathApprox, "token amount is zero or negative")
}
tokenInCoin, _ := tokenInDecCoin.TruncateDecimal()
if !tokenInCoin.Amount.IsPositive() {
return sdk.Coin{}, sdkerrors.Wrapf(types.ErrInvalidMathApprox, "token amount must be positive")
}

err = p.applySwap(ctx, sdk.Coins{tokenInCoin}, tokensOut)
if err != nil {
return sdk.Coin{}, err
}
return tokenInCoin, nil
}

// ApplySwap.
func (p *Pool) ApplySwap(ctx sdk.Context, tokensIn sdk.Coins, tokensOut sdk.Coins) error {
func (p *Pool) applySwap(ctx sdk.Context, tokensIn sdk.Coins, tokensOut sdk.Coins) error {
// Also ensures that len(tokensIn) = 1 = len(tokensOut)
inPoolAsset, outPoolAsset, err := p.parsePoolAssetsCoins(tokensIn, tokensOut)
if err != nil {
Expand Down Expand Up @@ -160,11 +208,7 @@ func calcPoolOutGivenSingleIn(
}

// calcPoolOutGivenSingleIn - balance pAo.
func (p *Pool) singleAssetJoin(tokenIn sdk.Coin, swapFee sdk.Dec) (numShares sdk.Int, err error) {
tokenInPoolAsset, err := p.GetPoolAsset(tokenIn.Denom)
if err != nil {
return sdk.ZeroInt(), err
}
func (p *Pool) calcSingleAssetJoin(tokenIn sdk.Coin, swapFee sdk.Dec, tokenInPoolAsset PoolAsset, totalShares sdk.Int) (numShares sdk.Int, err error) {
totalWeight := p.GetTotalWeight()
if totalWeight.IsZero() {
return sdk.ZeroInt(), errors.New("pool misconfigured, total weight = 0")
Expand All @@ -173,7 +217,7 @@ func (p *Pool) singleAssetJoin(tokenIn sdk.Coin, swapFee sdk.Dec) (numShares sdk
return calcPoolOutGivenSingleIn(
tokenInPoolAsset.Token.Amount.ToDec(),
normalizedWeight,
p.GetTotalShares().ToDec(),
totalShares.ToDec(),
tokenIn.Amount.ToDec(),
swapFee,
).TruncateInt(), nil
Expand Down Expand Up @@ -222,35 +266,77 @@ func (p *Pool) maximalExactRatioJoin(tokensIn sdk.Coins) (numShares sdk.Int, rem
}

func (p *Pool) JoinPool(_ctx sdk.Context, tokensIn sdk.Coins, swapFee sdk.Dec) (numShares sdk.Int, err error) {
numShares, newLiquidity, err := p.CalcJoinPoolShares(_ctx, tokensIn, swapFee)
if err != nil {
return sdk.Int{}, err
}
p.updateLiquidity(numShares, newLiquidity)
return numShares, nil
}

func (p *Pool) CalcJoinPoolShares(_ctx sdk.Context, tokensIn sdk.Coins, swapFee sdk.Dec) (numShares sdk.Int, newLiquidity sdk.Coins, err error) {
poolAssets := p.GetAllPoolAssets()
poolAssetsByDenom := make(map[string]PoolAsset)
for _, poolAsset := range poolAssets {
poolAssetsByDenom[poolAsset.Token.Denom] = poolAsset
}
totalShares := p.GetTotalShares()

if tokensIn.Len() == 1 {
numShares, err = p.singleAssetJoin(tokensIn[0], swapFee)
p.updateLiquidity(numShares, tokensIn)
return numShares, err
numShares, err = p.calcSingleAssetJoin(tokensIn[0], swapFee, poolAssetsByDenom[tokensIn[0].Denom], totalShares)
newLiquidity = tokensIn
return numShares, newLiquidity, err
} else if tokensIn.Len() != p.NumAssets() {
return sdk.ZeroInt(), errors.New(
return sdk.ZeroInt(), sdk.NewCoins(), errors.New(
"balancer pool only supports LP'ing with one asset, or all assets in pool")
}
// Add all exact coins we can (no swap)
numShares, remCoins, err := p.maximalExactRatioJoin(tokensIn)
if err != nil {
return sdk.ZeroInt(), err
return sdk.ZeroInt(), sdk.NewCoins(), err
}
p.updateLiquidity(numShares, tokensIn.Sub(remCoins))
// update liquidity for accurate calcSingleAssetJoin calculation
newLiquidity = tokensIn.Sub(remCoins)
for _, coin := range newLiquidity {
poolAsset := poolAssetsByDenom[coin.Denom]
poolAsset.Token.Amount = poolAssetsByDenom[coin.Denom].Token.Amount.Add(coin.Amount)
poolAssetsByDenom[coin.Denom] = poolAsset
}
totalShares = totalShares.Add(numShares)

// if there are coins that couldn't be perfectly joined, do single asset joins for each of them.
if !remCoins.Empty() {
for _, coin := range remCoins {
newShares, err := p.singleAssetJoin(coin, swapFee)
newShares, err := p.calcSingleAssetJoin(coin, swapFee, poolAssetsByDenom[coin.Denom], totalShares)
if err != nil {
return sdk.ZeroInt(), err
return sdk.ZeroInt(), sdk.NewCoins(), err
}
p.updateLiquidity(newShares, sdk.Coins{coin})
newLiquidity = newLiquidity.Add(coin)
numShares = numShares.Add(newShares)
}
}
return numShares, nil
return numShares, newLiquidity, nil
}

func (p *Pool) ExitPool(ctx sdk.Context, exitingShares sdk.Int, exitFee sdk.Dec) (exitedCoins sdk.Coins, err error) {
exitedCoins, err = p.CalcExitPoolShares(ctx, exitingShares, exitFee)
if err != nil {
return sdk.Coins{}, err
}

balances := p.GetTotalPoolLiquidity(ctx).Sub(exitedCoins)
err = p.UpdatePoolAssetBalances(balances)
if err != nil {
return sdk.Coins{}, err
}

totalShares := p.GetTotalShares()
p.TotalShares = sdk.NewCoin(p.TotalShares.Denom, totalShares.Sub(exitingShares))

return exitedCoins, nil
}

func (p *Pool) CalcExitPoolShares(ctx sdk.Context, exitingShares sdk.Int, exitFee sdk.Dec) (exitedCoins sdk.Coins, err error) {
totalShares := p.GetTotalShares()
if exitingShares.GTE(totalShares) {
return sdk.Coins{}, errors.New(("too many shares out"))
Expand All @@ -274,14 +360,6 @@ func (p *Pool) ExitPool(ctx sdk.Context, exitingShares sdk.Int, exitFee sdk.Dec)
continue
}
exitedCoins = exitedCoins.Add(sdk.NewCoin(asset.Denom, exitAmt))
// update pool assets for this exit amount.
newAmt := asset.Amount.Sub(exitAmt)
err = p.UpdatePoolAssetBalance(sdk.NewCoin(asset.Denom, newAmt))
if err != nil {
return sdk.Coins{}, err
}
}

p.TotalShares = sdk.NewCoin(p.TotalShares.Denom, totalShares.Sub(exitingShares))
return exitedCoins, nil
}
11 changes: 6 additions & 5 deletions x/gamm/types/pool.go
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Original file line number Diff line number Diff line change
Expand Up @@ -28,21 +28,22 @@ type PoolI interface {
GetTotalShares() sdk.Int

CalcOutAmtGivenIn(ctx sdk.Context, tokenIn sdk.Coins, tokenOutDenom string, swapFee sdk.Dec) (tokenOut sdk.DecCoin, err error)
CalcInAmtGivenOut(ctx sdk.Context, tokenOut sdk.Coins, tokenInDenom string, swapFee sdk.Dec) (tokenIn sdk.DecCoin, err error)
SwapOutAmtGivenIn(ctx sdk.Context, tokenIn sdk.Coins, tokenOutDenom string, swapFee sdk.Dec) (tokenOut sdk.Coin, err error)
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nit: not that is has to be done in these PRs, but I believe that these methods are the meat n bones of the AMM state machine, or are at least a large part of it. Being so, I think each of these methods in the interface here should be very very well documented with godocs.

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Created #1183 to track


// TODO: Ensure this can only be called via gamm
// TODO: Think through the API guarantees this is providing in conjunction with the caller being
// expected to Set the pool into state as well.
ApplySwap(ctx sdk.Context, tokenIn sdk.Coins, tokenOut sdk.Coins) error
CalcInAmtGivenOut(ctx sdk.Context, tokenOut sdk.Coins, tokenInDenom string, swapFee sdk.Dec) (tokenIn sdk.DecCoin, err error)
SwapInAmtGivenOut(ctx sdk.Context, tokenOut sdk.Coins, tokenInDenom string, swapFee sdk.Dec) (tokenIn sdk.Coin, err error)

SpotPrice(ctx sdk.Context, baseAssetDenom string, quoteAssetDenom string) (sdk.Dec, error)

// JoinPool joins the pool, and uses all of the tokensIn provided.
// The AMM swaps to whatever the ratio should be and returns the number of shares created.
// Internally the pool updates its count for the number of shares in this function.
// If the function errors, or should not be mutative, then state must be reverted after this call.
CalcJoinPoolShares(ctx sdk.Context, tokensIn sdk.Coins, swapFee sdk.Dec) (numShares sdk.Int, newLiquidity sdk.Coins, err error)
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nit: seems that the comment above applies to JoinPool

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yeah we would have to go through the comments for PoolI. Many of them seemed to be like temporary comments for @ValarDragon . I'll leave it to @ValarDragon to go through / organize the final struct for PoolI: doesn't have to be in this PR

JoinPool(ctx sdk.Context, tokensIn sdk.Coins, swapFee sdk.Dec) (numShares sdk.Int, err error)

ExitPool(ctx sdk.Context, numShares sdk.Int, exitFee sdk.Dec) (exitedCoins sdk.Coins, err error)
CalcExitPoolShares(ctx sdk.Context, numShares sdk.Int, exitFee sdk.Dec) (exitedCoins sdk.Coins, err error)
}

func NewPoolAddress(poolId uint64) sdk.AccAddress {
Expand Down