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feat: improve math for single asset join #1115

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merged 9 commits into from
Dec 13, 2022
Merged

feat: improve math for single asset join #1115

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98bfa98
feat: improve math for single asset join
matthiasmatt Dec 11, 2022
3c6f13f
chore: changelog
matthiasmatt Dec 11, 2022
04a8e4a
feat: update to easier calculation
matthiasmatt Dec 12, 2022
fad5e3f
fix: remove unneeded function
matthiasmatt Dec 12, 2022
4ed7792
Update x/dex/types/pool.go
matthiasmatt Dec 13, 2022
b709e7c
Update x/dex/types/shares.go
matthiasmatt Dec 13, 2022
507e27c
fix: use sdk approx sqrt instead of float sqrt
matthiasmatt Dec 13, 2022
58253fb
Merge branch 'mat/dex-saj-v2' of github.com:NibiruChain/nibiru into m…
matthiasmatt Dec 13, 2022
fa257af
gix: merge with remote
matthiasmatt Dec 13, 2022
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3 changes: 3 additions & 0 deletions CHANGELOG.md
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Expand Up @@ -41,6 +41,9 @@ and this project adheres to [Semantic Versioning](https://semver.org/spec/v2.0.0

## Unreleased

### Features
* [#1115](https://github.com/NibiruChain/nibiru/pull/1115) - feat: improve single asset join calculation

### Bug Fixes
* [#1113](https://github.com/NibiruChain/nibiru/pull/1113) - fix: fix quick simulation issue
* [#1114](https://github.com/NibiruChain/nibiru/pull/1114) - fix(dex): fix single asset join
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2 changes: 2 additions & 0 deletions x/common/common.go
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Expand Up @@ -37,6 +37,8 @@ var (

// Precision for int representation in sdk.Int objects
Precision = int64(1_000_000)

BigIntPrecision = int64(18)
)

//-----------------------------------------------------------------------------
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22 changes: 11 additions & 11 deletions x/dex/keeper/keeper_test.go
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Expand Up @@ -669,7 +669,6 @@ func TestJoinPoolAllAssets(t *testing.T) {
{
name: "join with some assets, pool empty in one side, none remaining",
joinerInitialFunds: sdk.NewCoins(
sdk.NewInt64Coin("bar", 100),
sdk.NewInt64Coin("foo", 100),
),
initialPool: mock.DexPool(
Expand All @@ -682,20 +681,20 @@ func TestJoinPoolAllAssets(t *testing.T) {
tokensIn: sdk.NewCoins(
sdk.NewInt64Coin("foo", 100),
),
expectedNumSharesOut: sdk.NewInt64Coin(shareDenom, 900),
expectedRemCoins: sdk.NewCoins(sdk.NewInt64Coin("foo", 1)),
expectedNumSharesOut: sdk.NewInt64Coin(shareDenom, 904),
NibiruHeisenberg marked this conversation as resolved.
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expectedRemCoins: sdk.NewCoins(),
expectedJoinerFinalFunds: sdk.NewCoins(
sdk.NewInt64Coin(shareDenom, 50),
sdk.NewInt64Coin(shareDenom, 904),
sdk.NewInt64Coin("bar", 0),
sdk.NewInt64Coin("foo", 0),
),
expectedFinalPool: mock.DexPool(
/*poolId=*/ 1,
/*assets=*/ sdk.NewCoins(
sdk.NewInt64Coin("bar", 100),
sdk.NewInt64Coin("foo", 100),
sdk.NewInt64Coin("foo", 101),
),
/*shares=*/ 1000),
/*shares=*/ 1004),
},
{
name: "join with some assets, but swap done",
Expand All @@ -714,20 +713,20 @@ func TestJoinPoolAllAssets(t *testing.T) {
sdk.NewInt64Coin("bar", 50),
sdk.NewInt64Coin("foo", 75),
),
expectedNumSharesOut: sdk.NewInt64Coin(shareDenom, 61),
expectedNumSharesOut: sdk.NewInt64Coin(shareDenom, 62),
expectedRemCoins: sdk.NewCoins(),
expectedJoinerFinalFunds: sdk.NewCoins(
sdk.NewInt64Coin(shareDenom, 50),
sdk.NewInt64Coin("bar", 35),
sdk.NewInt64Coin("foo", 35),
sdk.NewInt64Coin(shareDenom, 62),
sdk.NewInt64Coin("bar", 50),
sdk.NewInt64Coin("foo", 25),
),
expectedFinalPool: mock.DexPool(
/*poolId=*/ 1,
/*assets=*/ sdk.NewCoins(
sdk.NewInt64Coin("bar", 150),
sdk.NewInt64Coin("foo", 175),
),
/*shares=*/ 161),
/*shares=*/ 162),
},
}

Expand All @@ -749,6 +748,7 @@ func TestJoinPoolAllAssets(t *testing.T) {
require.Equal(t, tc.expectedFinalPool, pool)
require.Equal(t, tc.expectedNumSharesOut, numSharesOut)
require.Equal(t, tc.expectedRemCoins, remCoins)
require.Equal(t, tc.expectedJoinerFinalFunds, app.BankKeeper.GetAllBalances(ctx, joinerAddr))
})
}
}
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49 changes: 11 additions & 38 deletions x/dex/types/pool.go
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Expand Up @@ -98,10 +98,6 @@ ret:
func (pool *Pool) AddTokensToPool(tokensIn sdk.Coins) (
numShares sdk.Int, remCoins sdk.Coins, err error,
) {
if tokensIn.Len() != len(pool.PoolAssets) {
return sdk.ZeroInt(), sdk.Coins{}, errors.New("wrong number of assets to deposit into the pool")
}

// Calculate max amount of tokensIn we can deposit into pool (no swap)
if pool.PoolParams.PoolType == PoolType_STABLESWAP {
numShares, err = pool.numSharesOutFromTokensInStableSwap(tokensIn)
Expand All @@ -123,7 +119,7 @@ func (pool *Pool) AddTokensToPool(tokensIn sdk.Coins) (

/*
Adds tokens to a pool optimizing the amount of shares (swap + join) and updates the pool balances (i.e. liquidity).
We compute the swap and then join the pool.
We maximally join with both tokens first, and then perform a single asset join with the remaining assets.

This function is only necessary for balancer pool. Stableswap pool already takes all the deposit from the user.

Expand All @@ -143,48 +139,25 @@ func (pool *Pool) AddAllTokensToPool(tokensIn sdk.Coins) (
return
}

swapToken, err := pool.SwapForSwapAndJoin(tokensIn)
if err != nil {
return
}
if swapToken.Amount.LT(sdk.OneInt()) {
return pool.AddTokensToPool(tokensIn)
}

index, _, err := pool.getPoolAssetAndIndex(swapToken.Denom)

if err != nil {
return
remCoins = tokensIn
if tokensIn.Len() > 1 {
numShares, remCoins, err = pool.AddTokensToPool(tokensIn)
} else {
numShares = sdk.ZeroInt()
}

otherDenom := pool.PoolAssets[1-index].Token.Denom
tokenOut, err := pool.CalcOutAmtGivenIn(
/*tokenIn=*/ swapToken,
/*tokenOutDenom=*/ otherDenom,
/*noFee=*/ true,
)

if err != nil {
if remCoins.Empty() {
return
}

err = pool.ApplySwap(swapToken, tokenOut)

numShares2nd, _, err := pool.AddTokensToPool(remCoins)
if err != nil {
return
}

tokensIn = sdk.Coins{
{
Denom: swapToken.Denom,
Amount: tokensIn.AmountOfNoDenomValidation(swapToken.Denom).Sub(swapToken.Amount),
},
{
Denom: otherDenom,
Amount: tokensIn.AmountOfNoDenomValidation(otherDenom).Add(tokenOut.Amount),
},
}.Sort()
return pool.AddTokensToPool(tokensIn)
numShares = numShares2nd.Add(numShares)
remCoins = sdk.NewCoins()
return
}

/*
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80 changes: 41 additions & 39 deletions x/dex/types/pool_test.go
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Original file line number Diff line number Diff line change
Expand Up @@ -366,22 +366,20 @@ func TestJoinPoolAllTokens(t *testing.T) {
sdk.NewInt64Coin("aaa", 10),
sdk.NewInt64Coin("bbb", 10),
),
expectedNumShares: sdk.NewInt(6),
expectedRemCoins: sdk.NewCoins(
sdk.NewInt64Coin("aaa", 1),
),
expectedNumShares: sdk.NewInt(7),
expectedRemCoins: sdk.NewCoins(),
expectedPool: Pool{
PoolAssets: []PoolAsset{
{
Token: sdk.NewInt64Coin("aaa", 109),
Token: sdk.NewInt64Coin("aaa", 110),
Weight: sdk.NewInt(1 << 30),
},
{
Token: sdk.NewInt64Coin("bbb", 210),
Weight: sdk.NewInt(1 << 30),
},
},
TotalShares: sdk.NewInt64Coin("nibiru/pool/1", 106),
TotalShares: sdk.NewInt64Coin("nibiru/pool/1", 107),
TotalWeight: sdk.NewInt(2 << 30),
PoolParams: PoolParams{PoolType: PoolType_BALANCER, SwapFee: sdk.ZeroDec()},
},
Expand All @@ -404,69 +402,73 @@ func TestJoinPoolAllTokens(t *testing.T) {
PoolParams: PoolParams{PoolType: PoolType_BALANCER, SwapFee: sdk.ZeroDec()},
},
tokensIn: sdk.NewCoins(
sdk.NewInt64Coin("aaa", 4859), // 0.138885 % of pool
sdk.NewInt64Coin("bbb", 1345), // 0.09580147 % of pool
),
expectedNumShares: sdk.NewInt(1172),
expectedRemCoins: sdk.NewCoins(
sdk.NewInt64Coin("aaa", 3),
sdk.NewInt64Coin("aaa", 4_859), // 0.138885 % of pool
sdk.NewInt64Coin("bbb", 1_345), // 0.09580147 % of pool
),
expectedNumShares: sdk.NewInt(1173),
expectedRemCoins: sdk.NewCoins(),
expectedPool: Pool{
PoolAssets: []PoolAsset{
{
Token: sdk.NewInt64Coin("aaa", 3_503_435),
Token: sdk.NewInt64Coin("aaa", 3_503_438),
Weight: sdk.NewInt(1 << 30),
},
{
Token: sdk.NewInt64Coin("bbb", 1_405_290),
Weight: sdk.NewInt(1 << 30),
},
},
TotalShares: sdk.NewInt64Coin("nibiru/pool/1", 1_001_172),
TotalShares: sdk.NewInt64Coin("nibiru/pool/1", 1_001_173),
TotalWeight: sdk.NewInt(2 << 30),
PoolParams: PoolParams{PoolType: PoolType_BALANCER, SwapFee: sdk.ZeroDec()},
},
},
} {
tc := tc
t.Run(tc.name, func(t *testing.T) {
numShares, remCoins, err := tc.pool.AddAllTokensToPool(tc.tokensIn)
require.NoError(t, err)
require.Equal(t, tc.expectedNumShares, numShares)
require.Equal(t, tc.expectedRemCoins, remCoins)
require.Equal(t, tc.expectedPool, tc.pool)
})
}
}

func TestJoinPoolInvalidInput(t *testing.T) {
for _, tc := range []struct {
name string
pool Pool
tokensIn sdk.Coins
}{
{
name: "not enough tokens",
name: "difficult numbers - single asset join",
pool: Pool{
PoolAssets: []PoolAsset{
{
Token: sdk.NewInt64Coin("aaa", 100),
Token: sdk.NewInt64Coin("aaa", 3_498_579),
Weight: sdk.NewInt(1 << 30),
},
{
Token: sdk.NewInt64Coin("bbb", 200),
Token: sdk.NewInt64Coin("bbb", 1_403_945),
Weight: sdk.NewInt(1 << 30),
},
},
TotalShares: sdk.NewInt64Coin("nibiru/pool/1", 100),
TotalShares: sdk.NewInt64Coin("nibiru/pool/1", 1*common.Precision),
TotalWeight: sdk.NewInt(2 << 30),
PoolParams: PoolParams{PoolType: PoolType_BALANCER, SwapFee: sdk.ZeroDec()},
},
tokensIn: sdk.NewCoins(
sdk.NewInt64Coin("aaa", 10),
sdk.NewInt64Coin("aaa", 4_859), // 0.138885 % of pool
),
expectedNumShares: sdk.NewInt(694),
expectedRemCoins: sdk.NewCoins(),
expectedPool: Pool{
PoolAssets: []PoolAsset{
{
Token: sdk.NewInt64Coin("aaa", 3_503_438),
Weight: sdk.NewInt(1 << 30),
},
{
Token: sdk.NewInt64Coin("bbb", 1_403_945),
Weight: sdk.NewInt(1 << 30),
},
},
TotalShares: sdk.NewInt64Coin("nibiru/pool/1", 1_000_694),
TotalWeight: sdk.NewInt(2 << 30),
PoolParams: PoolParams{PoolType: PoolType_BALANCER, SwapFee: sdk.ZeroDec()},
},
},
} {
tc := tc
t.Run(tc.name, func(t *testing.T) {
_, _, err := tc.pool.AddTokensToPool(tc.tokensIn)
require.Error(t, err)
numShares, remCoins, err := tc.pool.AddAllTokensToPool(tc.tokensIn)
require.NoError(t, err)
require.Equal(t, tc.expectedNumShares, numShares)
require.Equal(t, tc.expectedRemCoins, remCoins)
require.Equal(t, tc.expectedPool, tc.pool)
})
}
}
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