fix: duplicate price for multiple ticks

go.mod

@@ -19,8 +19,8 @@ require (
 	github.com/mattn/go-sqlite3 v1.14.16
 	github.com/ory/dockertest/v3 v3.10.0
 	github.com/osmosis-labs/go-mutesting v0.0.0-20221208041716-b43bcd97b3b3
-	github.com/osmosis-labs/osmosis/osmomath v0.0.3-dev.0.20230503232557-ba905586c111
-	github.com/osmosis-labs/osmosis/osmoutils v0.0.0-20230511015306-615fa4fcbe56
+	github.com/osmosis-labs/osmosis/osmomath v0.0.3-dev.0.20230516205127-c213fddde069
+	github.com/osmosis-labs/osmosis/osmoutils v0.0.0-20230516205127-c213fddde069
 	github.com/osmosis-labs/osmosis/x/epochs v0.0.0-20230328024000-175ec88e4304
 	github.com/osmosis-labs/osmosis/x/ibc-hooks v0.0.0-20230331072320-5d6f6cfa2627
 	github.com/pkg/errors v0.9.1

go.sum

@@ -938,8 +938,16 @@ github.com/osmosis-labs/go-mutesting v0.0.0-20221208041716-b43bcd97b3b3 h1:Ylmch
 github.com/osmosis-labs/go-mutesting v0.0.0-20221208041716-b43bcd97b3b3/go.mod h1:lV6KnqXYD/ayTe7310MHtM3I2q8Z6bBfMAi+bhwPYtI=
 github.com/osmosis-labs/osmosis/osmomath v0.0.3-dev.0.20230503232557-ba905586c111 h1:1ahWbf9iF9sxDOjxrHWFaBGLE0nWFdpiX1pqObUaJO8=
 github.com/osmosis-labs/osmosis/osmomath v0.0.3-dev.0.20230503232557-ba905586c111/go.mod h1:a7lhiXRpn8QJ21OhFpaEnUNErTSIafaYpp02q6uI/Dk=
+github.com/osmosis-labs/osmosis/osmomath v0.0.3-dev.0.20230516200639-ee915a97c5c1 h1:NM8H0Nqhy+qvtx0P06Q46GWUPB/qyIUBzXj53Rv25is=
+github.com/osmosis-labs/osmosis/osmomath v0.0.3-dev.0.20230516200639-ee915a97c5c1/go.mod h1:a7lhiXRpn8QJ21OhFpaEnUNErTSIafaYpp02q6uI/Dk=
+github.com/osmosis-labs/osmosis/osmomath v0.0.3-dev.0.20230516205127-c213fddde069 h1:ZgDrTJ2GCH4CJGbV6rudw4O9rPMAuwWoLVZnG6cUr+A=
+github.com/osmosis-labs/osmosis/osmomath v0.0.3-dev.0.20230516205127-c213fddde069/go.mod h1:a7lhiXRpn8QJ21OhFpaEnUNErTSIafaYpp02q6uI/Dk=
 github.com/osmosis-labs/osmosis/osmoutils v0.0.0-20230511015306-615fa4fcbe56 h1:27yWLC0uXSatRy8aRn0yinHU+K31bkjBRmNnQUDO0Ks=
 github.com/osmosis-labs/osmosis/osmoutils v0.0.0-20230511015306-615fa4fcbe56/go.mod h1:hk/o9/kmTSZmZqwXcSrPuwj/gpRMCqbE/d3vj6teL2A=
+github.com/osmosis-labs/osmosis/osmoutils v0.0.0-20230516200639-ee915a97c5c1 h1:hB/CvutX3XhtWec01Esr/GMBS1uE4JGO+PtCUvAgsf8=
+github.com/osmosis-labs/osmosis/osmoutils v0.0.0-20230516200639-ee915a97c5c1/go.mod h1:hk/o9/kmTSZmZqwXcSrPuwj/gpRMCqbE/d3vj6teL2A=
+github.com/osmosis-labs/osmosis/osmoutils v0.0.0-20230516205127-c213fddde069 h1:9C/n+Nx5rre/AHPMlPsQrk1isgydrCNB68aqer86ygE=
+github.com/osmosis-labs/osmosis/osmoutils v0.0.0-20230516205127-c213fddde069/go.mod h1:hk/o9/kmTSZmZqwXcSrPuwj/gpRMCqbE/d3vj6teL2A=
 github.com/osmosis-labs/osmosis/x/epochs v0.0.0-20230328024000-175ec88e4304 h1:RIrWLzIiZN5Xd2JOfSOtGZaf6V3qEQYg6EaDTAkMnCo=
 github.com/osmosis-labs/osmosis/x/epochs v0.0.0-20230328024000-175ec88e4304/go.mod h1:yPWoJTj5RKrXKUChAicp+G/4Ni/uVEpp27mi/FF/L9c=
 github.com/osmosis-labs/osmosis/x/ibc-hooks v0.0.0-20230331072320-5d6f6cfa2627 h1:A0SwZgp4bmJFbivYJc8mmVhMjrr3EdUZluBYFke11+w=

osmomath/int.go

@@ -435,8 +435,6 @@ func (i BigInt) MarshalAmino() ([]byte, error)   { return i.Marshal() }
 func (i *BigInt) UnmarshalAmino(bz []byte) error { return i.Unmarshal(bz) }
 
 // intended to be used with require/assert:  require.True(IntEq(...))
-//
-//nolint:thelper
 func IntEq(t *testing.T, exp, got BigInt) (*testing.T, bool, string, string, string) {
 	return t, exp.Equal(got), "expected:\t%v\ngot:\t\t%v", exp.String(), got.String()
 }

proto/osmosis/concentrated-liquidity/tx.proto

@@ -69,6 +69,12 @@ message MsgCreatePositionResponse {
     (gogoproto.moretags) = "yaml:\"liquidity_created\"",
     (gogoproto.nullable) = false
   ];
+  // the lower and upper tick are in the response because there are
+  // instances in which multiple ticks represent the same price, so
+  // we may move their provided tick to the canonical tick that represents
+  // the same price.
+  int64 lower_tick = 6 [ (gogoproto.moretags) = "yaml:\"lower_tick\"" ];
+  int64 upper_tick = 7 [ (gogoproto.moretags) = "yaml:\"upper_tick\"" ];
 }
 
 // ===================== MsgAddToPosition

tests/e2e/e2e_test.go

@@ -371,9 +371,9 @@ func (s *IntegrationTestSuite) TestConcentratedLiquidity() {
 	nextInitTick := sdk.NewInt(40000) // address1 position1's upper tick
 
 	// Calculate sqrtPrice after and at the next initialized tick (upperTick of address1 position1 - 40000)
-	sqrtPriceAfterNextInitializedTick, err := cl.TickToSqrtPrice(nextInitTick.Add(tickOffset))
+	_, sqrtPriceAfterNextInitializedTick, err := cl.TickToSqrtPrice(nextInitTick.Add(tickOffset))
 	s.Require().NoError(err)
-	sqrtPriceAtNextInitializedTick, err := cl.TickToSqrtPrice(nextInitTick)
+	_, sqrtPriceAtNextInitializedTick, err := cl.TickToSqrtPrice(nextInitTick)
 	s.Require().NoError(err)
 
 	// Calculate Δ(sqrtPrice):
@@ -513,9 +513,9 @@ func (s *IntegrationTestSuite) TestConcentratedLiquidity() {
 	// Using: CalcAmount0Delta = liquidity * ((sqrtPriceB - sqrtPriceA) / (sqrtPriceB * sqrtPriceA))
 
 	// Calculate sqrtPrice after and at the next initialized tick (which is upperTick of address1 position1 - 40000)
-	sqrtPricebBelowNextInitializedTick, err := cl.TickToSqrtPrice(nextInitTick.Sub(tickOffset))
+	_, sqrtPricebBelowNextInitializedTick, err := cl.TickToSqrtPrice(nextInitTick.Sub(tickOffset))
 	s.Require().NoError(err)
-	sqrtPriceAtNextInitializedTick, err = cl.TickToSqrtPrice(nextInitTick)
+	_, sqrtPriceAtNextInitializedTick, err = cl.TickToSqrtPrice(nextInitTick)
 	s.Require().NoError(err)
 
 	// Calculate numerators

x/concentrated-liquidity/README.md

@@ -284,6 +284,15 @@ a) Preventing trade at a desirable spot price or
 b) Having the front end round the tick's actual price to the nearest
   human readable/desirable spot price
 
+One side effect of increasing precision as we get closer to the minimum tick
+is that multiple ticks can represent the same price. For example, tick
+-161795100 (along with the ticks surrounding it) correlate to a price
+of 0.000000000000000002. To get around any issues this may cause, when a
+position is created with a user defined lower and upper tick, we determine
+if a larger tick exists that represents the same price. If so, we use that tick
+instead of the user defined tick. In the above example, the tick would be
+changed to -161000000, which is the first tick that represents the same price.
+
 ## Concentrated Liquidity Module Messages
 
 ### `MsgCreatePosition`

x/concentrated-liquidity/bench_test.go

@@ -23,7 +23,7 @@ type BenchTestSuite struct {
 func (s BenchTestSuite) createPosition(accountIndex int, poolId uint64, coin0, coin1 sdk.Coin, lowerTick, upperTick int64) {
 	tokensDesired := sdk.NewCoins(coin0, coin1)
 
-	_, _, _, _, _, err := s.App.ConcentratedLiquidityKeeper.CreatePosition(s.Ctx, poolId, s.TestAccs[accountIndex], tokensDesired, sdk.ZeroInt(), sdk.ZeroInt(), lowerTick, upperTick)
+	_, _, _, _, _, _, _, err := s.App.ConcentratedLiquidityKeeper.CreatePosition(s.Ctx, poolId, s.TestAccs[accountIndex], tokensDesired, sdk.ZeroInt(), sdk.ZeroInt(), lowerTick, upperTick)
 	if err != nil {
 		// This can happen for ticks that map to the very small prices
 		// e.g 2 * 10^(-18) ends up mapping to the same sqrt price
@@ -100,7 +100,7 @@ func BenchmarkSwapExactAmountIn(b *testing.B) {
 		tokenDesired0 := sdk.NewCoin(denom0, sdk.NewInt(100))
 		tokenDesired1 := sdk.NewCoin(denom1, sdk.NewInt(100))
 		tokensDesired := sdk.NewCoins(tokenDesired0, tokenDesired1)
-		_, _, _, _, _, err = clKeeper.CreatePosition(s.Ctx, poolId, s.TestAccs[0], tokensDesired, sdk.ZeroInt(), sdk.ZeroInt(), types.MinTick, types.MaxTick)
+		_, _, _, _, _, _, _, err = clKeeper.CreatePosition(s.Ctx, poolId, s.TestAccs[0], tokensDesired, sdk.ZeroInt(), sdk.ZeroInt(), types.MinTick, types.MaxTick)
 
 		pool, err := clKeeper.GetPoolById(s.Ctx, poolId)
 		noError(err)

x/concentrated-liquidity/export_internal.go

@@ -6,6 +6,6 @@ import (
 	"github.com/osmosis-labs/osmosis/v15/x/concentrated-liquidity/math"
 )
 
-func TickToSqrtPrice(tickIndex sdk.Int) (price sdk.Dec, err error) {
+func TickToSqrtPrice(tickIndex sdk.Int) (price sdk.Dec, sqrtPrice sdk.Dec, err error) {
 	return math.TickToSqrtPrice(tickIndex)
 }

x/concentrated-liquidity/export_test.go

@@ -158,6 +158,10 @@ func (k Keeper) SetPositionIdToLock(ctx sdk.Context, positionId, underlyingLockI
 	k.setPositionIdToLock(ctx, positionId, underlyingLockId)
 }
 
+func RoundTickToCanonicalPriceTick(lowerTick, upperTick int64, priceTickLower, priceTickUpper sdk.Dec, tickSpacing uint64) (int64, int64, error) {
+	return roundTickToCanonicalPriceTick(lowerTick, upperTick, priceTickLower, priceTickUpper, tickSpacing)
+}
+
 // fees methods
 func (k Keeper) CreateFeeAccumulator(ctx sdk.Context, poolId uint64) error {
 	return k.createFeeAccumulator(ctx, poolId)
@@ -191,7 +195,7 @@ func PreparePositionAccumulator(feeAccumulator accum.AccumulatorObject, position
 	return preparePositionAccumulator(feeAccumulator, positionKey, feeGrowthOutside)
 }
 
-func (k Keeper) CreatePosition(ctx sdk.Context, poolId uint64, owner sdk.AccAddress, tokensProvided sdk.Coins, amount0Min, amount1Min sdk.Int, lowerTick, upperTick int64) (uint64, sdk.Int, sdk.Int, sdk.Dec, time.Time, error) {
+func (k Keeper) CreatePosition(ctx sdk.Context, poolId uint64, owner sdk.AccAddress, tokensProvided sdk.Coins, amount0Min, amount1Min sdk.Int, lowerTick, upperTick int64) (positionId uint64, actualAmount0 sdk.Int, actualAmount1 sdk.Int, liquidityDelta sdk.Dec, joinTime time.Time, lowerTickResult int64, upperTickResult int64, err error) {
 	return k.createPosition(ctx, poolId, owner, tokensProvided, amount0Min, amount1Min, lowerTick, upperTick)
 }
 

x/concentrated-liquidity/fees_test.go

@@ -1503,7 +1503,7 @@ func (s *KeeperTestSuite) TestFunctional_Fees_LP() {
 	s.Require().Error(err)
 
 	// Create position in the default range 1.
-	positionIdOne, _, _, liquidity, _, err := concentratedLiquidityKeeper.CreatePosition(ctx, pool.GetId(), owner, DefaultCoins, sdk.ZeroInt(), sdk.ZeroInt(), DefaultLowerTick, DefaultUpperTick)
+	positionIdOne, _, _, liquidity, _, _, _, err := concentratedLiquidityKeeper.CreatePosition(ctx, pool.GetId(), owner, DefaultCoins, sdk.ZeroInt(), sdk.ZeroInt(), DefaultLowerTick, DefaultUpperTick)
 	s.Require().NoError(err)
 
 	// Swap once.
@@ -1527,7 +1527,7 @@ func (s *KeeperTestSuite) TestFunctional_Fees_LP() {
 	s.validatePositionFeeGrowth(pool.GetId(), positionIdOne, cl.EmptyCoins)
 
 	// Create position in the default range 2.
-	positionIdTwo, _, _, fullLiquidity, _, err := concentratedLiquidityKeeper.CreatePosition(ctx, pool.GetId(), owner, DefaultCoins, sdk.ZeroInt(), sdk.ZeroInt(), DefaultLowerTick, DefaultUpperTick)
+	positionIdTwo, _, _, fullLiquidity, _, _, _, err := concentratedLiquidityKeeper.CreatePosition(ctx, pool.GetId(), owner, DefaultCoins, sdk.ZeroInt(), sdk.ZeroInt(), DefaultLowerTick, DefaultUpperTick)
 	s.Require().NoError(err)
 
 	// Swap once in the other direction.
@@ -1555,7 +1555,7 @@ func (s *KeeperTestSuite) TestFunctional_Fees_LP() {
 	s.Require().Equal(expectesFeesCollected.String(), feesCollected.AmountOf(ETH).String())
 
 	// Create position in the default range 3.
-	positionIdThree, _, _, fullLiquidity, _, err := concentratedLiquidityKeeper.CreatePosition(ctx, pool.GetId(), owner, DefaultCoins, sdk.ZeroInt(), sdk.ZeroInt(), DefaultLowerTick, DefaultUpperTick)
+	positionIdThree, _, _, fullLiquidity, _, _, _, err := concentratedLiquidityKeeper.CreatePosition(ctx, pool.GetId(), owner, DefaultCoins, sdk.ZeroInt(), sdk.ZeroInt(), DefaultLowerTick, DefaultUpperTick)
 	s.Require().NoError(err)
 
 	collectedThree, err := s.App.ConcentratedLiquidityKeeper.CollectFees(ctx, owner, positionIdThree)

x/concentrated-liquidity/incentives_test.go

@@ -940,7 +940,7 @@ func (s *KeeperTestSuite) TestUpdateUptimeAccumulatorsToNow() {
 			if !tc.isInvalidBalancerPool {
 				depositedCoins := sdk.NewCoins(sdk.NewCoin(clPool.GetToken0(), testQualifyingDepositsOne), sdk.NewCoin(clPool.GetToken1(), testQualifyingDepositsOne))
 				s.FundAcc(testAddressOne, depositedCoins)
-				_, _, _, qualifyingLiquidity, _, err = clKeeper.CreatePosition(s.Ctx, clPool.GetId(), testAddressOne, depositedCoins, sdk.ZeroInt(), sdk.ZeroInt(), clPool.GetCurrentTick().Int64()-100, clPool.GetCurrentTick().Int64()+100)
+				_, _, _, qualifyingLiquidity, _, _, _, err = clKeeper.CreatePosition(s.Ctx, clPool.GetId(), testAddressOne, depositedCoins, sdk.ZeroInt(), sdk.ZeroInt(), clPool.GetCurrentTick().Int64()-100, clPool.GetCurrentTick().Int64()+100)
 				s.Require().NoError(err)
 
 				// If a canonical balancer pool exists, we add its respective shares to the qualifying amount as well.
@@ -3589,7 +3589,7 @@ func (s *KeeperTestSuite) TestFunctional_ClaimIncentices_LiquidityChange_Varying
 	s.Require().NoError(err)
 
 	// Set up position
-	positionIdOne, _, _, _, _, err := s.App.ConcentratedLiquidityKeeper.CreatePosition(s.Ctx, defaultPoolId, defaultAddress, DefaultCoins, sdk.ZeroInt(), sdk.ZeroInt(), DefaultLowerTick, DefaultUpperTick)
+	positionIdOne, _, _, _, _, _, _, err := s.App.ConcentratedLiquidityKeeper.CreatePosition(s.Ctx, defaultPoolId, defaultAddress, DefaultCoins, sdk.ZeroInt(), sdk.ZeroInt(), DefaultLowerTick, DefaultUpperTick)
 	s.Require().NoError(err)
 
 	// Increase block time by the fully charged duration (first time)
@@ -3604,7 +3604,7 @@ func (s *KeeperTestSuite) TestFunctional_ClaimIncentices_LiquidityChange_Varying
 	s.Ctx = s.Ctx.WithBlockTime(s.Ctx.BlockTime().Add(testFullChargeDuration))
 
 	// Create another position
-	positionIdTwo, _, _, _, _, err := s.App.ConcentratedLiquidityKeeper.CreatePosition(s.Ctx, defaultPoolId, defaultAddress, DefaultCoins, sdk.ZeroInt(), sdk.ZeroInt(), DefaultLowerTick, DefaultUpperTick)
+	positionIdTwo, _, _, _, _, _, _, err := s.App.ConcentratedLiquidityKeeper.CreatePosition(s.Ctx, defaultPoolId, defaultAddress, DefaultCoins, sdk.ZeroInt(), sdk.ZeroInt(), DefaultLowerTick, DefaultUpperTick)
 	s.Require().NoError(err)
 
 	// Increase block time by the fully charged duration (third time)

x/concentrated-liquidity/keeper_test.go

@@ -74,7 +74,7 @@ func (s *KeeperTestSuite) SetupDefaultPosition(poolId uint64) {
 
 func (s *KeeperTestSuite) SetupPosition(poolId uint64, owner sdk.AccAddress, providedCoins sdk.Coins, lowerTick, upperTick int64, joinTime time.Time) (sdk.Dec, uint64) {
 	s.FundAcc(owner, providedCoins)
-	positionId, _, _, _, _, err := s.App.ConcentratedLiquidityKeeper.CreatePosition(s.Ctx, poolId, owner, providedCoins, sdk.ZeroInt(), sdk.ZeroInt(), lowerTick, upperTick)
+	positionId, _, _, _, _, _, _, err := s.App.ConcentratedLiquidityKeeper.CreatePosition(s.Ctx, poolId, owner, providedCoins, sdk.ZeroInt(), sdk.ZeroInt(), lowerTick, upperTick)
 	s.Require().NoError(err)
 	liquidity, err := s.App.ConcentratedLiquidityKeeper.GetPositionLiquidity(s.Ctx, positionId)
 	s.Require().NoError(err)
@@ -136,13 +136,13 @@ func (s *KeeperTestSuite) validateTickUpdates(ctx sdk.Context, poolId uint64, ow
 	s.Require().NoError(err)
 	s.Require().Equal(expectedRemainingLiquidity.String(), lowerTickInfo.LiquidityGross.String())
 	s.Require().Equal(expectedRemainingLiquidity.String(), lowerTickInfo.LiquidityNet.String())
-	s.Require().Equal(lowerTickInfo.FeeGrowthOppositeDirectionOfLastTraversal.String(), expectedLowerFeeGrowthOppositeDirectionOfLastTraversal.String())
+	s.Require().Equal(expectedLowerFeeGrowthOppositeDirectionOfLastTraversal.String(), lowerTickInfo.FeeGrowthOppositeDirectionOfLastTraversal.String())
 
 	upperTickInfo, err := s.App.ConcentratedLiquidityKeeper.GetTickInfo(s.Ctx, poolId, upperTick)
 	s.Require().NoError(err)
 	s.Require().Equal(expectedRemainingLiquidity.String(), upperTickInfo.LiquidityGross.String())
 	s.Require().Equal(expectedRemainingLiquidity.Neg().String(), upperTickInfo.LiquidityNet.String())
-	s.Require().Equal(upperTickInfo.FeeGrowthOppositeDirectionOfLastTraversal.String(), expectedUpperFeeGrowthOppositeDirectionOfLastTraversal.String())
+	s.Require().Equal(expectedUpperFeeGrowthOppositeDirectionOfLastTraversal.String(), upperTickInfo.FeeGrowthOppositeDirectionOfLastTraversal.String())
 }
 
 func (s *KeeperTestSuite) initializeTick(ctx sdk.Context, currentTick int64, tickIndex int64, initialLiquidity sdk.Dec, feeGrowthOppositeDirectionOfTraversal sdk.DecCoins, uptimeTrackers []model.UptimeTracker, isLower bool) {