fix(dex): fix calculation of stableswap swaps and add tests

CHANGELOG.md

@@ -64,6 +64,7 @@ and this project adheres to [Semantic Versioning](https://semver.org/spec/v2.0.0
 
 * [#1126](https://github.com/NibiruChain/nibiru/pull/1126) - test(oracle): stop the tyrannical behavior of TestFuzz_PickReferencePair 
 * [#1131](https://github.com/NibiruChain/nibiru/pull/1131) - fix(oracle): use correct distribution module account
+* [#1151](https://github.com/NibiruChain/nibiru/pull/1151) - fix(dex): fix swap calculation for stableswap pools
 
 ## [v0.16.3](https://github.com/NibiruChain/nibiru/releases/tag/v0.16.3)
 

contrib/scripts/localnet.sh

@@ -48,7 +48,7 @@ CHAIN_ID="nibiru-localnet-0"
 RPC_PORT="26657"
 GRPC_PORT="9090"
 MNEMONIC="guard cream sadness conduct invite crumble clock pudding hole grit liar hotel maid produce squeeze return argue turtle know drive eight casino maze host"
-GENESIS_COINS="10000000000000unibi,10000000000000unusd,10000000000000uusdt"
+GENESIS_COINS="10000000000000unibi,10000000000000unusd,10000000000000uusdt,10000000000000uusdc"
 CHAIN_DIR="$HOME/.nibid"
 echo "CHAIN_DIR: $CHAIN_DIR"
 echo "CHAIN_ID: $CHAIN_ID"

scripts/e2e/localnet.sh

@@ -9,25 +9,26 @@ console_log_text_color() {
   reset=$(tput sgr0)
 }
 
-if [ console_log_text_color ]; then echo "succesfully toggled console coloring"
+if [ console_log_text_color ]; then
+  echo "succesfully toggled console coloring"
 else
   # For Ubuntu and Debian. MacOS has tput by default.
   apt-get install libncurses5-dbg -y
 fi
 
-echo_info () {
+echo_info() {
   echo "${blue}"
   echo "$1"
   echo "${reset}"
 }
 
-echo_error () {
+echo_error() {
   echo "${red}"
   echo "$1"
   echo "${reset}"
 }
 
-echo_success () {
+echo_success() {
   echo "${green}"
   echo "$1"
   echo "${reset}"
@@ -48,9 +49,9 @@ if [[ "$OSTYPE" == "darwin"* ]]; then
 fi
 
 # Stop nibid if it is already running
-if pgrep -x "$BINARY" > /dev/null; then
-    echo_error "Terminating $BINARY..."
-    killall nibid
+if pgrep -x "$BINARY" >/dev/null; then
+  echo_error "Terminating $BINARY..."
+  killall nibid
 fi
 
 # Remove previous data
@@ -71,7 +72,6 @@ else
   echo_error "Failed to initialize $CHAIN_ID"
 fi
 
-
 # Configure keyring-backend to "test"
 echo_info "Configuring keyring-backend..."
 if $BINARY config keyring-backend test; then
@@ -80,7 +80,6 @@ else
   echo_error "Failed to configure keyring-backend"
 fi
 
-
 # Configure chain-id
 echo_info "Configuring chain-id..."
 if $BINARY config chain-id $CHAIN_ID; then
@@ -162,7 +161,7 @@ fi
 add_genesis_param() {
   echo "jq input $1"
   # copy param ($1) to tmp_genesis.json
-  cat $CHAIN_DIR/config/genesis.json | jq "$1" > $CHAIN_DIR/config/tmp_genesis.json
+  cat $CHAIN_DIR/config/genesis.json | jq "$1" >$CHAIN_DIR/config/tmp_genesis.json
   # rewrite genesis.json with the contents of tmp_genesis.json
   mv $CHAIN_DIR/config/tmp_genesis.json $CHAIN_DIR/config/genesis.json
 }
@@ -174,13 +173,13 @@ add_genesis_vpools_with_coingecko_prices() {
   curl -X 'GET' \
     'https://api.coingecko.com/api/v3/simple/price?ids=bitcoin%2Cethereum&vs_currencies=usd' \
     -H 'accept: application/json' \
-    > $temp_json_fname
+    >$temp_json_fname
 
   local M=1000000
 
   local num_users=24000
-  local faucet_nusd_amt=100 
-  local quote_amt=$(($num_users * $faucet_nusd_amt * $M)) 
+  local faucet_nusd_amt=100
+  local quote_amt=$(($num_users * $faucet_nusd_amt * $M))
 
   price_btc=$(cat tmp_vpool_prices.json | jq -r '.bitcoin.usd')
   price_btc=${price_btc%.*}
@@ -205,7 +204,7 @@ add_genesis_vpools_default() {
   local quote_amt=10$KILO$MEGA
   local base_amt_btc=$(($quote_amt / 16500))
   local base_amt_eth=$(($quote_amt / 1200))
-  $BINARY add-genesis-vpool ubtc:unusd $base_amt_btc $quote_amt  0.1 0.1 0.1 0.0625 12
+  $BINARY add-genesis-vpool ubtc:unusd $base_amt_btc $quote_amt 0.1 0.1 0.1 0.0625 12
   $BINARY add-genesis-vpool ueth:unusd $base_amt_eth $quote_amt 0.1 0.1 0.1 0.0625 10
 }
 
@@ -231,7 +230,12 @@ add_genesis_param '.app_state.perp.pair_metadata[0].latest_cumulative_premium_fr
 add_genesis_param '.app_state.perp.pair_metadata[1].pair = {token0:"ueth",token1:"unusd"}'
 add_genesis_param '.app_state.perp.pair_metadata[1].latest_cumulative_premium_fraction = "0"'
 
-cat $HOME/.nibid/config/genesis.json | jq '.app_state.pricefeed.params.twap_lookback_window = "900s"' > $HOME/.nibid/config/tmp_genesis.json && mv $HOME/.nibid/config/tmp_genesis.json $HOME/.nibid/config/genesis.json
+add_genesis_param '.app_state.oracle.params.twap_lookback_window = "900s"'
+add_genesis_param '.app_state.oracle.params.vote_period = "10"'
+add_genesis_param '.app_state.oracle.exchange_rates[0].pair = "ubtc:unusd"'
+add_genesis_param '.app_state.oracle.exchange_rates[0].exchange_rate = "20000"'
+add_genesis_param '.app_state.oracle.exchange_rates[1].pair = "ueth:unusd"'
+add_genesis_param '.app_state.oracle.exchange_rates[1].exchange_rate = "2000"'
 
 # Start the network
 echo_info "Starting $CHAIN_ID in $CHAIN_DIR..."

x/dex/keeper/msg_server_test.go

@@ -809,12 +809,12 @@ func TestMsgServerExitPool(t *testing.T) {
 			),
 			poolSharesIn: sdk.NewInt64Coin(shareDenom, 100),
 			expectedTokensOut: sdk.NewCoins(
-				sdk.NewInt64Coin("unibi", 99),
-				sdk.NewInt64Coin(common.DenomNUSD, 99),
+				sdk.NewInt64Coin("unibi", 100),
+				sdk.NewInt64Coin(common.DenomNUSD, 100),
 			),
 			expectedJoinerFinalFunds: sdk.NewCoins(
-				sdk.NewInt64Coin("unibi", 199),
-				sdk.NewInt64Coin(common.DenomNUSD, 199),
+				sdk.NewInt64Coin("unibi", 200),
+				sdk.NewInt64Coin(common.DenomNUSD, 200),
 			),
 			expectedFinalPool: mock.DexStablePool(
 				/*poolId=*/ 1,
@@ -846,19 +846,19 @@ func TestMsgServerExitPool(t *testing.T) {
 			),
 			poolSharesIn: sdk.NewInt64Coin(shareDenom, 50),
 			expectedTokensOut: sdk.NewCoins(
-				sdk.NewInt64Coin("unibi", 49),
-				sdk.NewInt64Coin(common.DenomNUSD, 49),
+				sdk.NewInt64Coin("unibi", 50),
+				sdk.NewInt64Coin(common.DenomNUSD, 50),
 			),
 			expectedJoinerFinalFunds: sdk.NewCoins(
-				sdk.NewInt64Coin("unibi", 149),
-				sdk.NewInt64Coin(common.DenomNUSD, 149),
+				sdk.NewInt64Coin("unibi", 150),
+				sdk.NewInt64Coin(common.DenomNUSD, 150),
 				sdk.NewInt64Coin(shareDenom, 50),
 			),
 			expectedFinalPool: mock.DexStablePool(
 				/*poolId=*/ 1,
 				/*assets=*/ sdk.NewCoins(
-					sdk.NewInt64Coin("unibi", 51),
-					sdk.NewInt64Coin(common.DenomNUSD, 51),
+					sdk.NewInt64Coin("unibi", 50),
+					sdk.NewInt64Coin(common.DenomNUSD, 50),
 				),
 				/*shares=*/ 50,
 			),
@@ -1080,15 +1080,15 @@ func TestMsgServerSwapAssets(t *testing.T) {
 			),
 			tokenIn:          sdk.NewInt64Coin("unibi", 100),
 			tokenOutDenom:    common.DenomNUSD,
-			expectedTokenOut: sdk.NewInt64Coin(common.DenomNUSD, 30),
+			expectedTokenOut: sdk.NewInt64Coin(common.DenomNUSD, 95),
 			expectedUserFinalFunds: sdk.NewCoins(
-				sdk.NewInt64Coin(common.DenomNUSD, 30),
+				sdk.NewInt64Coin(common.DenomNUSD, 95),
 			),
 			expectedFinalPool: mock.DexStablePool(
 				/*poolId=*/ 1,
 				/*assets=*/ sdk.NewCoins(
 					sdk.NewInt64Coin("unibi", 200),
-					sdk.NewInt64Coin(common.DenomNUSD, 70),
+					sdk.NewInt64Coin(common.DenomNUSD, 5),
 				),
 				/*shares=*/ 100,
 			),

x/dex/keeper/swap_test.go

@@ -1,6 +1,7 @@
 package keeper_test
 
 import (
+	"fmt"
 	"testing"
 
 	"github.com/NibiruChain/nibiru/x/testutil"
@@ -59,11 +60,11 @@ func TestSwapExactAmountIn(t *testing.T) {
 			},
 			tokenIn:          sdk.NewInt64Coin("unusd", 1_500_000_000),
 			tokenOutDenom:    "uusdt",
-			expectedTokenOut: sdk.NewInt64Coin("uusdt", 1_019_823),
+			expectedTokenOut: sdk.NewInt64Coin("uusdt", 6_670_336),
 			expectedUserFinalFunds: sdk.NewCoins(
 				sdk.NewInt64Coin("unibi", 236_534_500),
 				sdk.NewInt64Coin("unusd", 200_000_000),
-				sdk.NewInt64Coin("uusdt", 702_804_893),
+				sdk.NewInt64Coin("uusdt", 708_455_406),
 			),
 			expectedFinalPool: types.Pool{
 				Id: 1,
@@ -76,14 +77,43 @@ func TestSwapExactAmountIn(t *testing.T) {
 				PoolAssets: []types.PoolAsset{
 					{Token: sdk.NewInt64Coin("unusd", 3_010_778_598),
 						Weight: sdk.NewInt(1)},
-					{Token: sdk.NewInt64Coin("uusdt", 6_692_233),
+					{Token: sdk.NewInt64Coin("uusdt", 1_041_720),
 						Weight: sdk.NewInt(1)},
 				},
 				TotalWeight: sdk.NewInt(2),
 				TotalShares: sdk.NewInt64Coin("nibiru/pool/1", 100),
 			},
 			expectedError: nil,
 		},
+		{
+			name: "regular stableswap",
+			userInitialFunds: sdk.NewCoins(
+				sdk.NewInt64Coin(common.DenomUSDC, 10),
+			),
+			initialPool: mock.DexStablePool(
+				/*poolId=*/ 1,
+				/*assets=*/ sdk.NewCoins(
+					sdk.NewInt64Coin(common.DenomUSDC, 100),
+					sdk.NewInt64Coin(common.DenomNUSD, 100),
+				),
+				/*shares=*/ 100,
+			),
+			tokenIn:          sdk.NewInt64Coin(common.DenomUSDC, 10),
+			tokenOutDenom:    common.DenomNUSD,
+			expectedTokenOut: sdk.NewInt64Coin(common.DenomNUSD, 10),
+			expectedUserFinalFunds: sdk.NewCoins(
+				sdk.NewInt64Coin(common.DenomNUSD, 10),
+			),
+			expectedFinalPool: mock.DexStablePool(
+				/*poolId=*/ 1,
+				/*assets=*/ sdk.NewCoins(
+					sdk.NewInt64Coin(common.DenomUSDC, 110),
+					sdk.NewInt64Coin(common.DenomNUSD, 90),
+				),
+				/*shares=*/ 100,
+			),
+			expectedError: nil,
+		},
 		{
 			name: "regular swap",
 			userInitialFunds: sdk.NewCoins(
@@ -273,3 +303,99 @@ func TestSwapExactAmountIn(t *testing.T) {
 		})
 	}
 }
+
+func TestDoubleSwapExactAmountIn(t *testing.T) {
+	tests := []struct {
+		name string
+
+		// test setup
+		userInitialFunds sdk.Coins
+		initialPool      types.Pool
+		tokenIns         []sdk.Coin
+		tokenOutDenoms   []string
+
+		// expected results
+		expectedTokenOuts      []sdk.Coin
+		expectedUserFinalFunds sdk.Coins
+		expectedFinalPool      types.Pool
+	}{
+		{
+			name: "double stableswap",
+			userInitialFunds: sdk.NewCoins(
+				sdk.NewInt64Coin(common.DenomUSDC, 10_000),
+			),
+			initialPool: mock.DexStablePool(
+				/*poolId=*/ 1,
+				/*assets=*/ sdk.NewCoins(
+					sdk.NewInt64Coin(common.DenomUSDC, 100_000_000),
+					sdk.NewInt64Coin(common.DenomNUSD, 100_000_000),
+				),
+				/*shares=*/ 100,
+			),
+			tokenIns:          []sdk.Coin{sdk.NewInt64Coin(common.DenomUSDC, 10_000), sdk.NewInt64Coin("unusd", 10_000)},
+			tokenOutDenoms:    []string{common.DenomNUSD, common.DenomUSDC},
+			expectedTokenOuts: []sdk.Coin{sdk.NewInt64Coin(common.DenomNUSD, 10_000), sdk.NewInt64Coin(common.DenomUSDC, 10_001)},
+			expectedUserFinalFunds: sdk.NewCoins(
+				sdk.NewInt64Coin(common.DenomUSDC, 10_001), // TODO: fix https://github.com/NibiruChain/nibiru/issues/1152
+			),
+			expectedFinalPool: mock.DexStablePool(
+				/*poolId=*/ 1,
+				/*assets=*/ sdk.NewCoins(
+					sdk.NewInt64Coin(common.DenomUSDC, 99_999_999),
+					sdk.NewInt64Coin(common.DenomNUSD, 100_000_000),
+				),
+				/*shares=*/ 100,
+			),
+		},
+	}
+
+	for _, tc := range tests {
+		tc := tc
+		t.Run(tc.name, func(t *testing.T) {
+			app, ctx := testapp.NewTestNibiruAppAndContext(true)
+
+			// fund pool account
+			poolAddr := testutil.AccAddress()
+			tc.initialPool.Address = poolAddr.String()
+			tc.expectedFinalPool.Address = poolAddr.String()
+			require.NoError(t,
+				simapp.FundAccount(
+					app.BankKeeper,
+					ctx,
+					poolAddr,
+					tc.initialPool.PoolBalances(),
+				),
+			)
+			app.DexKeeper.SetPool(ctx, tc.initialPool)
+
+			// fund user account
+			sender := testutil.AccAddress()
+			require.NoError(t, simapp.FundAccount(app.BankKeeper, ctx, sender, tc.userInitialFunds))
+
+			// swap assets
+			for i, tokenIn := range tc.tokenIns {
+				tokenOut, err := app.DexKeeper.SwapExactAmountIn(ctx, sender, tc.initialPool.Id, tokenIn, tc.tokenOutDenoms[i])
+				require.NoError(t, err)
+
+				fmt.Println("-------------", i)
+				finalPool, err := app.DexKeeper.FetchPool(ctx, tc.initialPool.Id)
+				require.NoError(t, err)
+				fmt.Println(finalPool.PoolAssets)
+
+				require.NoError(t, err)
+				require.Equal(t, tc.expectedTokenOuts[i], tokenOut)
+			}
+
+			// check user's final funds
+			require.Equal(t,
+				tc.expectedUserFinalFunds,
+				app.BankKeeper.GetAllBalances(ctx, sender),
+			)
+
+			// check final pool state
+			finalPool, err := app.DexKeeper.FetchPool(ctx, tc.initialPool.Id)
+			require.NoError(t, err)
+			require.Equal(t, tc.expectedFinalPool, finalPool)
+		})
+	}
+}

x/dex/simulation/operations.go

@@ -189,6 +189,11 @@ func SimulateJoinPool(ak types.AccountKeeper, bk types.BankKeeper, k keeper.Keep
 			TokensIn: tokensIn,
 		}
 
+		_, err = pool.GetD(pool.PoolAssets)
+		if err != nil {
+			return simtypes.NoOpMsg(types.ModuleName, msg.Type(), "borked pool"), nil, nil
+		}
+
 		return simulation.GenAndDeliverTxWithRandFees(
 			simulation.OperationInput{
 				R:               r,