phase 2 - price ICQ to Osmosis twap store

dockernet/config.sh

@@ -17,8 +17,8 @@ KEYS_LOGS=$DOCKERNET_HOME/logs/keys.log
 
 # List of hosts enabled 
 # HOST_CHAINS have liquid staking support, ACCESSORY_CHAINS do not
-HOST_CHAINS=()
-ACCESSORY_CHAINS=() 
+HOST_CHAINS=(DYDX)
+ACCESSORY_CHAINS=(NOBLE OSMO) 
 
 # If no host zones are specified above:
 #  `start-docker` defaults to just GAIA if HOST_CHAINS is empty
@@ -336,14 +336,15 @@ STRIDE_RELAYER_MNEMONICS=(
   "$RELAYER_GAIA_ICS_MNEMONIC"
   "$RELAYER_DYDX_MNEMONIC"
 )
-# Mnemonics for connections between two non-stride chains
+# Mnemonics for connections between accessory chains
 RELAYER_NOBLE_DYDX_MNEMONIC="sentence fruit crumble sail bar knife exact flame apart prosper hint myth clean among tiny burden depart purity select envelope identify cross physical emerge"
 RELAYER_DYDX_NOBLE_MNEMONIC="aerobic breeze claw climb bounce morning tank victory eight funny employ bracket hire reduce fine flee lava domain warfare loop theme fly tattoo must"
 RELAYER_NOBLE_OSMO_MNEMONIC="actual field visual wage orbit add human unit happy rich evil chair entire person february cactus deputy impact gasp elbow sunset brand possible fly"
 RELAYER_OSMO_NOBLE_MNEMONIC="obey clinic miss grunt inflict laugh sell moral kitchen tumble gold song flavor rather horn exhaust state amazing poverty differ approve spike village device"
 RELAYER_DYDX_OSMO_MNEMONIC="small fire step promote fox reward book seek arctic session illegal loyal because brass spoil minute wonder jazz shoe price muffin churn evil monitor"
 RELAYER_OSMO_DYDX_MNEMONIC="risk wool reason sweet current strategy female miracle squeeze that wire develop ocean rapid domain lift blame monkey sick round museum item maze trumpet"
-
+RELAYER_STRIDE_OSMO_MNEMONIC="father october lonely ticket leave regret pudding buffalo return asthma plastic piano beef orient ill clip right phone ready pottery helmet hip solid galaxy"
+RELAYER_OSMO_STRIDE_MNEMONIC="narrow assist come feel canyon anxiety three reason satoshi inspire region little attend impulse what student dog armor economy faculty dutch distance upon calm"
 
 STRIDE_ADDRESS() { 
   # After an upgrade, the keys query can sometimes print migration info, 

dockernet/config/relayer_config_dydx_noble.yaml

@@ -4,6 +4,21 @@ global:
   memo: ""
   light-cache-size: 20
 chains:
+  stride:
+    type: cosmos
+    value:
+      key: stride
+      chain-id: STRIDE
+      rpc-addr: http://stride1:26657
+      account-prefix: stride
+      keyring-backend: test
+      gas-adjustment: 1.3
+      gas-prices: 0.02ustrd
+      coin-type: 118
+      debug: false
+      timeout: 20s
+      output-format: json
+      sign-mode: direct
   dydx:
     type: cosmos
     value:
@@ -50,6 +65,14 @@ chains:
       output-format: json
       sign-mode: direct
 paths:
+  stride-osmo:
+    src:
+      chain-id: STRIDE
+    dst:
+      chain-id: OSMO
+    src-channel-filter:
+      rule: ""
+      channel-list: []
   dydx-noble:
     src:
       chain-id: DYDX

dockernet/docker-compose.yml

@@ -350,3 +350,10 @@ services:
       - ./state/relayer-osmo-dydx:/home/relayer/.relayer
     restart: always
     command: [ "bash", "start.sh", "osmo-dydx" ]
+
+  relayer-stride-osmo:
+    image: stridezone:relayer
+    volumes:
+      - ./state/relayer-stride-osmo:/home/relayer/.relayer
+    restart: always
+    command: [ "bash", "start.sh", "stride-osmo" ]

dockernet/scripts/community-pool-staking/create_pool.sh

@@ -11,25 +11,21 @@ dydx_to_osmo_client=$(GET_CLIENT_ID_FROM_CHAIN_ID DYDX OSMO)
 dydx_to_osmo_connection=$(GET_CONNECTION_ID_FROM_CLIENT_ID DYDX $dydx_to_osmo_client)
 dydx_to_osmo_channel=$(GET_TRANSFER_CHANNEL_ID_FROM_CONNECTION_ID DYDX $dydx_to_osmo_connection)
 osmo_to_dydx_channel=$(GET_COUNTERPARTY_TRANSFER_CHANNEL_ID DYDX $dydx_to_osmo_channel)
-dydx_denom_on_osmo=$(GET_IBC_DENOM OSMO $osmo_to_dydx_channel $DYDX_DENOM)
 
 echo -e "\nDYDX -> OSMO:"
 echo "  Client: $dydx_to_osmo_client"
 echo "  Connection: $dydx_to_osmo_connection"
 echo "  Transfer Channel: $dydx_to_osmo_channel -> $osmo_to_dydx_channel"
-echo "  IBC Denom: $dydx_denom_on_osmo"
 
 noble_to_osmo_client=$(GET_CLIENT_ID_FROM_CHAIN_ID NOBLE OSMO)
 noble_to_osmo_connection=$(GET_CONNECTION_ID_FROM_CLIENT_ID NOBLE $noble_to_osmo_client)
 noble_to_osmo_channel=$(GET_TRANSFER_CHANNEL_ID_FROM_CONNECTION_ID NOBLE $noble_to_osmo_connection)
 osmo_to_noble_channel=$(GET_COUNTERPARTY_TRANSFER_CHANNEL_ID NOBLE $noble_to_osmo_channel)
-usdc_denom_on_osmo=$(GET_IBC_DENOM OSMO $osmo_to_noble_channel $USDC_DENOM)
 
 echo -e "\nNOBLE -> OSMO:"
 echo "  Client: $noble_to_osmo_client"
 echo "  Connection: $noble_to_osmo_connection"
 echo "  Transfer Channel: $noble_to_osmo_channel -> $osmo_to_noble_channel"
-echo "  IBC Denom: $usdc_denom_on_osmo"
 
 echo -e "\nSending dydx/usdc to osmosis for initial liquidity..."
 
@@ -45,6 +41,13 @@ sleep 15
 echo ">>> Balances:"
 $OSMO_MAIN_CMD q bank balances $(OSMO_ADDRESS)
 
+echo -e "\nDetermining IBC Denoms..."
+dydx_denom_on_osmo=$(GET_IBC_DENOM OSMO $osmo_to_dydx_channel $DYDX_DENOM)
+usdc_denom_on_osmo=$(GET_IBC_DENOM OSMO $osmo_to_noble_channel $USDC_DENOM)
+
+echo "  ibc/dydx on Osmosis: $dydx_denom_on_osmo"
+echo "  ibc/usdc on Osmosis: $usdc_denom_on_osmo"
+
 echo -e "\nCreating dydx/usdc pool on osmosis..."
 pool_file=${STATE}/${OSMO_NODE_PREFIX}1/pool.json
 cat << EOF > $pool_file

dockernet/scripts/community-pool-staking/setup_relayers.sh

@@ -3,7 +3,7 @@ set -eu
 SCRIPT_DIR=$( cd -- "$( dirname -- "${BASH_SOURCE[0]}" )" &> /dev/null && pwd )
 source ${SCRIPT_DIR}/../../config.sh
 
-for path in "dydx-noble" "noble-osmo" "osmo-dydx"; do
+for path in "dydx-noble" "noble-osmo" "osmo-dydx" "stride-osmo"; do
     relayer_logs=${LOGS}/relayer-${path}.log
     relayer_config=$STATE/relayer-${path}/config
     relayer_exec="$DOCKER_COMPOSE run --rm relayer-$path"

proto/osmosis/gamm/v1beta1/osmosis.proto

@@ -4,9 +4,11 @@ package osmosis.gamm.v1beta1;
 import "gogoproto/gogo.proto";
 import "amino/amino.proto";
 import "cosmos/base/v1beta1/coin.proto";
+import "google/protobuf/timestamp.proto";
 
 option go_package = "github.com/Stride-Labs/stride/v16/x/stakeibc/types";
 
+// MsgSwapExactAmountIn stores the tx Msg type to swap tokens in the trade ICA
 message MsgSwapExactAmountIn {
   option (amino.name) = "osmosis/gamm/swap-exact-amount-in";
 
@@ -24,17 +26,63 @@ message MsgSwapExactAmountIn {
   ];
 }
 
-message MsgSwapExactAmountInResponse {
-  string token_out_amount = 1 [
-
-    (gogoproto.customtype) = "cosmossdk.io/math.Int",
-    (gogoproto.moretags) = "yaml:\"token_out_amount\"",
-    (gogoproto.nullable) = false
-  ];
-}
-
 message SwapAmountInRoute {
   uint64 pool_id = 1 [ (gogoproto.moretags) = "yaml:\"pool_id\"" ];
   string token_out_denom = 2
       [ (gogoproto.moretags) = "yaml:\"token_out_denom\"" ];
 }
+
+// A TwapRecord stores the most recent price of a pair of denom's
+message OsmosisTwapRecord {
+  uint64 pool_id = 1;
+  // Lexicographically smaller denom of the pair
+  string asset0_denom = 2;
+  // Lexicographically larger denom of the pair
+  string asset1_denom = 3;
+  // height this record corresponds to, for debugging purposes
+  int64 height = 4 [
+    (gogoproto.moretags) = "yaml:\"record_height\"",
+    (gogoproto.jsontag) = "record_height"
+  ];
+  // This field should only exist until we have a global registry in the state
+  // machine, mapping prior block heights within {TIME RANGE} to times.
+  google.protobuf.Timestamp time = 5 [
+    (gogoproto.nullable) = false,
+    (gogoproto.stdtime) = true,
+    (gogoproto.moretags) = "yaml:\"record_time\""
+  ];
+
+  // We store the last spot prices in the struct, so that we can interpolate
+  // accumulator values for times between when accumulator records are stored.
+  string p0_last_spot_price = 6 [
+    (gogoproto.customtype) = "cosmossdk.io/math.LegacyDec",
+    (gogoproto.nullable) = false
+  ];
+  string p1_last_spot_price = 7 [
+    (gogoproto.customtype) = "cosmossdk.io/math.LegacyDec",
+    (gogoproto.nullable) = false
+  ];
+
+  string p0_arithmetic_twap_accumulator = 8 [
+    (gogoproto.customtype) = "cosmossdk.io/math.LegacyDec",
+    (gogoproto.nullable) = false
+  ];
+  string p1_arithmetic_twap_accumulator = 9 [
+    (gogoproto.customtype) = "cosmossdk.io/math.LegacyDec",
+    (gogoproto.nullable) = false
+  ];
+
+  string geometric_twap_accumulator = 10 [
+    (gogoproto.customtype) = "cosmossdk.io/math.LegacyDec",
+    (gogoproto.nullable) = false
+  ];
+
+  // This field contains the time in which the last spot price error occured.
+  // It is used to alert the caller if they are getting a potentially erroneous
+  // TWAP, due to an unforeseen underlying error.
+  google.protobuf.Timestamp last_error_time = 11 [
+    (gogoproto.nullable) = false,
+    (gogoproto.stdtime) = true,
+    (gogoproto.moretags) = "yaml:\"last_error_time\""
+  ];
+}

proto/stride/stakeibc/trade_route.proto

@@ -3,6 +3,8 @@ package stride.stakeibc;
 
 import "gogoproto/gogo.proto";
 import "stride/stakeibc/ica_account.proto";
+import "cosmos_proto/cosmos.proto";
+import "google/protobuf/timestamp.proto";
 
 option go_package = "github.com/Stride-Labs/stride/v16/x/stakeibc/types";
 
@@ -39,15 +41,34 @@ message TradeRoute {
   // Currently Osmosis is the only trade chain so this is an osmosis pool id
   uint64 pool_id = 9;
 
-  // Spot price is a decimal ratio of the input to output denom as a string
-  string spot_price = 10;
+  // Spot price in the pool to convert the reward denom to the host denom
+  // output_tokens = swap_price * input tokens
+  // This value may be slightly stale as it is updated by an ICQ
+  string swap_price = 10 [
+    (cosmos_proto.scalar) = "cosmos.Dec",
+    (gogoproto.customtype) = "github.com/cosmos/cosmos-sdk/types.Dec",
+    (gogoproto.nullable) = false
+  ];
+  // timestamp that the price was last updated
+  google.protobuf.Timestamp price_update_time = 11
+      [ (gogoproto.nullable) = false, (gogoproto.stdtime) = true ];
+
+  // Threshold defining the percentage of tokens that could be lost in the trade
+  // This captures both the loss from slippage and from a stale price value on
+  // stride 0.05 means the output from the trade can be no less than a 5%
+  // deviation from the current value
+  string max_allowed_swap_loss_rate = 12 [
+    (cosmos_proto.scalar) = "cosmos.Dec",
+    (gogoproto.customtype) = "github.com/cosmos/cosmos-sdk/types.Dec",
+    (gogoproto.nullable) = false
+  ];
 
   // min and max set boundaries of reward denom on trade chain we will swap
-  string min_swap_amount = 11 [
+  string min_swap_amount = 13 [
     (gogoproto.customtype) = "github.com/cosmos/cosmos-sdk/types.Int",
     (gogoproto.nullable) = false
   ];
-  string max_swap_amount = 12 [
+  string max_swap_amount = 14 [
     (gogoproto.customtype) = "github.com/cosmos/cosmos-sdk/types.Int",
     (gogoproto.nullable) = false
   ];

x/interchainquery/types/keys.go

@@ -1,5 +1,7 @@
 package types
 
+import fmt "fmt"
+
 const (
 	// ModuleName defines the module name
 	ModuleName = "interchainquery"
@@ -31,6 +33,14 @@ const (
 	STAKING_STORE_QUERY_WITH_PROOF = "store/staking/key"
 	// The bank store is key'd by the account address
 	BANK_STORE_QUERY_WITH_PROOF = "store/bank/key"
+	// The Osmosis twap store - key'd by the pool ID and denom's
+	TWAP_STORE_QUERY_WITH_PROOF = "store/twap/key"
+)
+
+var (
+	// Osmosis TWAP query info
+	OsmosisKeySeparator          = "|"
+	OsmosisMostRecentTWAPsPrefix = "recent_twap" + OsmosisKeySeparator
 )
 
 var (
@@ -42,3 +52,8 @@ var (
 func KeyPrefix(p string) []byte {
 	return []byte(p)
 }
+
+func FormatOsmosisMostRecentTWAPKey(poolId uint64, denom1, denom2 string) []byte {
+	poolIdBz := fmt.Sprintf("%0.20d", poolId)
+	return []byte(fmt.Sprintf("%s%s%s%s%s%s", OsmosisMostRecentTWAPsPrefix, poolIdBz, OsmosisKeySeparator, denom1, OsmosisKeySeparator, denom2))
+}

x/stakeibc/keeper/icqcallbacks.go

@@ -16,7 +16,7 @@ const (
 	ICQCallbackID_WithdrawalRewardBalance = "withdrawalrewardbalance"
 	ICQCallbackID_TradeRewardBalance      = "traderewardbalance"
 	ICQCallbackID_TradeConvertedBalance   = "tradeconvertedbalance"
-	ICQCallbackID_PoolSpotPrice           = "poolspotprice"
+	ICQCallbackID_PoolPrice               = "poolprice"
 )
 
 // ICQCallbacks wrapper struct for stakeibc keeper
@@ -58,5 +58,5 @@ func (c ICQCallbacks) RegisterICQCallbacks() icqtypes.QueryCallbacks {
 		AddICQCallback(ICQCallbackID_WithdrawalRewardBalance, ICQCallback(WithdrawalRewardBalanceCallback)).
 		AddICQCallback(ICQCallbackID_TradeRewardBalance, ICQCallback(TradeRewardBalanceCallback)).
 		AddICQCallback(ICQCallbackID_TradeConvertedBalance, ICQCallback(TradeConvertedBalanceCallback)).
-		AddICQCallback(ICQCallbackID_PoolSpotPrice, ICQCallback(PoolSpotPriceCallback))
+		AddICQCallback(ICQCallbackID_PoolPrice, ICQCallback(PoolPriceCallback))
 }

x/stakeibc/keeper/icqcallbacks_pool_price.go

@@ -0,0 +1,91 @@
+package keeper
+
+import (
+	"fmt"
+
+	errorsmod "cosmossdk.io/errors"
+	sdk "github.com/cosmos/cosmos-sdk/types"
+	"github.com/cosmos/gogoproto/proto"
+
+	"github.com/Stride-Labs/stride/v16/utils"
+	icqtypes "github.com/Stride-Labs/stride/v16/x/interchainquery/types"
+	"github.com/Stride-Labs/stride/v16/x/stakeibc/types"
+)
+
+// PoolPriceCallback is a callback handler for PoolPrice query.
+// The query response returns an Osmosis TwapRecord for the associated pool denom's
+//
+// The assets in the response are identified by indicies and are sorted alphabetically
+// (e.g. if the two denom's are ibc/AXXX, and ibc/BXXX,
+// then Asset0Denom is ibc/AXXX and Asset1Denom is ibc/BXXX)
+//
+// The price fields (P0LastSpotPrice and P1LastSpotPrice) represent the relative
+// ratios of tokens in the pool
+//
+//	P0LastSpotPrice gives the ratio of Asset0Denom / Asset1Denom
+//	P1LastSpotPrice gives the ratio of Asset1Denom / Asset0Denom
+//
+// When storing down the price, we want to denominate the price of the TargetDenom,
+// relative to the price of the RewardDenom, which means we have to take the inverse
+// from the response
+func PoolPriceCallback(k Keeper, ctx sdk.Context, args []byte, query icqtypes.Query) error {
+	k.Logger(ctx).Info(utils.LogICQCallbackWithHostZone(query.ChainId, ICQCallbackID_PoolPrice,
+		"Starting pool spot price callback, QueryId: %vs, QueryType: %s, Connection: %s", query.Id, query.QueryType, query.ConnectionId))
+
+	chainId := query.ChainId // should be the tradeZoneId, used in logging
+
+	// Unmarshal the query response args, should be a TwapRecord type
+	var twapRecord types.OsmosisTwapRecord
+	err := twapRecord.Unmarshal(args)
+	if err != nil {
+		return errorsmod.Wrap(err, "unable to unmarshal the query response")
+	}
+
+	// Unmarshal the callback data containing the tradeRoute we are on
+	var tradeRoute types.TradeRoute
+	if err := proto.Unmarshal(query.CallbackData, &tradeRoute); err != nil {
+		return errorsmod.Wrapf(err, "unable to unmarshal trade reward balance callback data")
+	}
+
+	// Confirm the denom's from the query response match the denom's in the route
+	if err := AssertTwapAssetsMatchTradeRoute(twapRecord, tradeRoute); err != nil {
+		return err
+	}
+
+	// Get the associate "SpotPrice" from the twap record, based on the asset ordering
+	// The "SpotPrice" is actually a ratio of the assets in the pool
+	var price sdk.Dec
+	if twapRecord.Asset0Denom == tradeRoute.TargetDenomOnTradeZone {
+		price = twapRecord.P0LastSpotPrice
+	} else {
+		price = twapRecord.P1LastSpotPrice
+	}
+
+	k.Logger(ctx).Info(utils.LogICQCallbackWithHostZone(chainId, ICQCallbackID_PoolPrice,
+		"Query response - price ratio of %s to %s is %s",
+		tradeRoute.RewardDenomOnTradeZone, tradeRoute.TargetDenomOnTradeZone, price))
+
+	// Update the price and time on the trade route data
+	tradeRoute.SwapPrice = price
+	tradeRoute.PriceUpdateTime = ctx.BlockTime()
+	k.SetTradeRoute(ctx, tradeRoute)
+
+	return nil
+}
+
+// Helper function to confirm that the two assets in the twap record match the assets in the trade route
+// The assets in the twap record are sorted alphabetically, so we have to check both orderings
+func AssertTwapAssetsMatchTradeRoute(twapRecord types.OsmosisTwapRecord, tradeRoute types.TradeRoute) error {
+	hostDenomMatchFirst := twapRecord.Asset0Denom == tradeRoute.TargetDenomOnTradeZone
+	rewardDenomMatchSecond := twapRecord.Asset1Denom == tradeRoute.RewardDenomOnTradeZone
+
+	rewardDenomMatchFirst := twapRecord.Asset0Denom == tradeRoute.RewardDenomOnTradeZone
+	hostDenomMatchSecond := twapRecord.Asset1Denom == tradeRoute.TargetDenomOnTradeZone
+
+	if (hostDenomMatchFirst && rewardDenomMatchSecond) || (rewardDenomMatchFirst && hostDenomMatchSecond) {
+		return nil
+	}
+
+	return fmt.Errorf("Assets in query response (%s, %s) do not match denom's from trade route (%s, %s)",
+		twapRecord.Asset0Denom, twapRecord.Asset1Denom, tradeRoute.TargetDenomOnTradeZone, tradeRoute.RewardDenomOnTradeZone)
+}