weight balance test fixes1

elys-network · Dec 15, 2023 · 6429707 · 6429707
1 parent 17dd5d3
commit 6429707
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Showing 9 changed files with 33 additions and 19 deletions.
diff --git a/x/amm/client/wasm/query_amm_price_by_denom.go b/x/amm/client/wasm/query_amm_price_by_denom.go
@@ -38,7 +38,7 @@ func (oq *Querier) queryAmmPriceByDenom(ctx sdk.Context, query *ammtypes.QueryAM
 	tokenIn := query.TokenIn
 	discount := query.Discount
 
-	spotPrice, _, _, _, _, err := oq.keeper.CalcInRouteSpotPrice(ctx, tokenIn, routes, discount, sdk.ZeroDec())
+	spotPrice, _, _, _, _, _, err := oq.keeper.CalcInRouteSpotPrice(ctx, tokenIn, routes, discount, sdk.ZeroDec())
 	if err != nil {
 		return nil, errorsmod.Wrap(err, "failed to get in route by denom")
 	}

diff --git a/x/amm/keeper/msg_server_exit_pool_test.go b/x/amm/keeper/msg_server_exit_pool_test.go
@@ -74,7 +74,7 @@ func (suite *KeeperTestSuite) TestMsgServerExitPool() {
 				SwapFee:                     sdk.ZeroDec(),
 				ExitFee:                     sdk.ZeroDec(),
 				UseOracle:                   true,
-				WeightBreakingFeeMultiplier: sdk.NewDecWithPrec(1, 0),  // 1.00
+				WeightBreakingFeeMultiplier: sdk.NewDecWithPrec(1, 2),  // 0.01
 				WeightBreakingFeeExponent:   sdk.NewDecWithPrec(25, 1), // 2.5
 				ExternalLiquidityRatio:      sdk.NewDec(1),
 				LpFeePortion:                sdk.ZeroDec(),
@@ -85,9 +85,9 @@ func (suite *KeeperTestSuite) TestMsgServerExitPool() {
 			},
 			shareInAmount: types.OneShare.Quo(sdk.NewInt(10)),
 			tokenOutDenom: "uusdt",
-			minAmountsOut: sdk.Coins{sdk.NewInt64Coin("uusdt", 97368)},
+			minAmountsOut: sdk.Coins{sdk.NewInt64Coin("uusdt", 98699)},
 			// expSenderBalance: sdk.Coins{sdk.NewInt64Coin("uusdt", 95114)}, // slippage enabled
-			expSenderBalance: sdk.Coins{sdk.NewInt64Coin("uusdt", 97368)}, // slippage disabled
+			expSenderBalance: sdk.Coins{sdk.NewInt64Coin("uusdt", 98699)}, // slippage disabled
 			expPass:          true,
 		},
 		{
@@ -97,7 +97,7 @@ func (suite *KeeperTestSuite) TestMsgServerExitPool() {
 				SwapFee:                     sdk.ZeroDec(),
 				ExitFee:                     sdk.ZeroDec(),
 				UseOracle:                   true,
-				WeightBreakingFeeMultiplier: sdk.NewDecWithPrec(1, 0),  // 1.00
+				WeightBreakingFeeMultiplier: sdk.NewDecWithPrec(1, 2),  // 0.01
 				WeightBreakingFeeExponent:   sdk.NewDecWithPrec(25, 1), // 2.5
 				ExternalLiquidityRatio:      sdk.NewDec(1),
 				LpFeePortion:                sdk.ZeroDec(),

diff --git a/x/amm/keeper/msg_server_join_pool_test.go b/x/amm/keeper/msg_server_join_pool_test.go
@@ -73,7 +73,7 @@ func (suite *KeeperTestSuite) TestMsgServerJoinPool() {
 				SwapFee:                     sdk.ZeroDec(),
 				ExitFee:                     sdk.ZeroDec(),
 				UseOracle:                   true,
-				WeightBreakingFeeMultiplier: sdk.NewDecWithPrec(1, 0),  // 1.00
+				WeightBreakingFeeMultiplier: sdk.NewDecWithPrec(1, 2),  // 0.01
 				WeightBreakingFeeExponent:   sdk.NewDecWithPrec(25, 1), // 2.5
 				ExternalLiquidityRatio:      sdk.NewDec(1),
 				LpFeePortion:                sdk.ZeroDec(),
@@ -83,7 +83,7 @@ func (suite *KeeperTestSuite) TestMsgServerJoinPool() {
 				FeeDenom:                    ptypes.BaseCurrency,
 			},
 			// shareOutAmount:   sdk.NewInt(694444166666666666), // weight breaking fee - slippage enable
-			shareOutAmount:   sdk.NewInt(833333333333333333), // weight breaking fee - slippage disable
+			shareOutAmount:   sdk.NewInt(943431457505076198), // weight breaking fee - slippage disable
 			expSenderBalance: sdk.Coins{},
 			expTokenIn:       sdk.Coins{sdk.NewInt64Coin("uusdt", 1000000)},
 			expPass:          true,
@@ -96,7 +96,7 @@ func (suite *KeeperTestSuite) TestMsgServerJoinPool() {
 				SwapFee:                     sdk.ZeroDec(),
 				ExitFee:                     sdk.ZeroDec(),
 				UseOracle:                   true,
-				WeightBreakingFeeMultiplier: sdk.NewDecWithPrec(1, 0),  // 1.00
+				WeightBreakingFeeMultiplier: sdk.NewDecWithPrec(1, 2),  // 0.01
 				WeightBreakingFeeExponent:   sdk.NewDecWithPrec(25, 1), // 2.5
 				ExternalLiquidityRatio:      sdk.NewDec(1),
 				LpFeePortion:                sdk.ZeroDec(),
@@ -106,7 +106,7 @@ func (suite *KeeperTestSuite) TestMsgServerJoinPool() {
 				FeeDenom:                    ptypes.BaseCurrency,
 			},
 			// shareOutAmount:   sdk.NewInt(805987500000000000), // weight recovery direction - slippage enable
-			shareOutAmount:   sdk.NewInt(1250000000000000000), // weight recovery direction - slippage disable
+			shareOutAmount:   sdk.NewInt(1002500000000000000), // weight recovery direction - slippage disable
 			expSenderBalance: sdk.Coins{},
 			expTokenIn:       sdk.Coins{sdk.NewInt64Coin("uusdt", 1000000)},
 			expPass:          true,
@@ -119,7 +119,7 @@ func (suite *KeeperTestSuite) TestMsgServerJoinPool() {
 				SwapFee:                     sdk.ZeroDec(),
 				ExitFee:                     sdk.ZeroDec(),
 				UseOracle:                   true,
-				WeightBreakingFeeMultiplier: sdk.NewDecWithPrec(1, 0),  // 1.00
+				WeightBreakingFeeMultiplier: sdk.NewDecWithPrec(1, 2),  // 0.01
 				WeightBreakingFeeExponent:   sdk.NewDecWithPrec(25, 1), // 2.5
 				ExternalLiquidityRatio:      sdk.NewDec(1),
 				LpFeePortion:                sdk.ZeroDec(),

diff --git a/x/amm/types/pow.go b/x/amm/types/pow.go
@@ -32,11 +32,6 @@ func Pow(base sdk.Dec, exp sdk.Dec) sdk.Dec {
 	if !base.IsPositive() {
 		panic(fmt.Errorf("base must be greater than 0"))
 	}
-	// TODO: Remove this if we want to generalize the function,
-	// we can adjust the algorithm in this setting.
-	if base.GTE(two) {
-		panic(fmt.Errorf("base must be lesser than two"))
-	}
 
 	// We will use an approximation algorithm to compute the power.
 	// Since computing an integer power is easy, we split up the exponent into

diff --git a/x/amm/types/pow_test.go b/x/amm/types/pow_test.go
@@ -0,0 +1,16 @@
+package types_test
+
+import (
+	"testing"
+
+	sdk "github.com/cosmos/cosmos-sdk/types"
+	"github.com/elys-network/elys/x/amm/types"
+	"github.com/stretchr/testify/require"
+)
+
+func TestPow(t *testing.T) {
+	pow := types.Pow(sdk.NewDec(2), sdk.NewDecWithPrec(25, 1)) // 2^2.5
+	require.Equal(t, pow.String(), "5.656854249492380196")
+	pow = types.Pow(sdk.NewDec(10), sdk.NewDecWithPrec(25, 1)) // 10^2.5
+	require.Equal(t, pow.String(), "316.227766016837933200")
+}
diff --git a/x/amm/types/solve_constant_function_invariant.go b/x/amm/types/solve_constant_function_invariant.go
@@ -1,6 +1,8 @@
 package types
 
-import sdk "github.com/cosmos/cosmos-sdk/types"
+import (
+	sdk "github.com/cosmos/cosmos-sdk/types"
+)
 
 // solveConstantFunctionInvariant solves the constant function of an AMM
 // that determines the relationship between the differences of two sides

diff --git a/x/amm/types/swap_in_amt_given_out.go b/x/amm/types/swap_in_amt_given_out.go
@@ -124,11 +124,11 @@ func (p *Pool) SwapInAmtGivenOut(
 		// weightBreakingFee = p.PoolParams.WeightBreakingFeeMultiplier.Mul(distanceDiff)
 
 		// target weight
-		targetWeightIn := NormalizedWeight(ctx, p.PoolAssets, tokenIn.Denom)
+		targetWeightIn := NormalizedWeight(ctx, p.PoolAssets, tokenInDenom)
 		targetWeightOut := NormalizedWeight(ctx, p.PoolAssets, tokenOut.Denom)
 
 		// weight breaking fee as in Plasma pool
-		weightIn := OracleAssetWeight(ctx, oracleKeeper, newAssetPools, tokenIn.Denom)
+		weightIn := OracleAssetWeight(ctx, oracleKeeper, newAssetPools, tokenInDenom)
 		weightOut := OracleAssetWeight(ctx, oracleKeeper, newAssetPools, tokenOut.Denom)
 
 		// (45/55*60/40) ^ 2.5

diff --git a/x/margin/keeper/query_open_estimation.go b/x/margin/keeper/query_open_estimation.go
@@ -37,7 +37,7 @@ func (k Keeper) OpenEstimation(goCtx context.Context, req *types.QueryOpenEstima
 	leveragedAmount := sdk.NewDecFromBigInt(req.Collateral.Amount.BigInt()).Mul(req.Leverage).TruncateInt()
 	leveragedCoin := sdk.NewCoin(req.Collateral.Denom, leveragedAmount)
 
-	_, _, positionSize, openPrice, swapFee, discount, availableLiquidity, err := k.amm.CalcSwapEstimationByDenom(ctx, leveragedCoin, req.Collateral.Denom, req.TradingAsset, baseCurrency, req.Discount, swapFee)
+	_, _, positionSize, openPrice, swapFee, discount, availableLiquidity, _, err := k.amm.CalcSwapEstimationByDenom(ctx, leveragedCoin, req.Collateral.Denom, req.TradingAsset, baseCurrency, req.Discount, swapFee)
 	if err != nil {
 		return nil, err
 	}

diff --git a/x/margin/types/expected_keepers.go b/x/margin/types/expected_keepers.go
@@ -152,6 +152,7 @@ type AmmKeeper interface {
 		swapFee sdk.Dec,
 		discountOut sdk.Dec,
 		availableLiquidity sdk.Coin,
+		weightBonus sdk.Dec,
 		err error,
 	)
 }