Gamm stableswap improvements (backport #3839) (#3933)

* Gamm stableswap improvements (#3839)

* Stableswap: README pseudocode fixes

* Stableswap: Binary search code improvement

* Stableswap: minor code improvements

* Stableswap: minor code improvements 2

* Binary search: Check potential division by zero

(cherry picked from commit 2ac5d35)

# Conflicts:
#	x/gamm/pool-models/stableswap/util_test.go

* Fix conflict

* Update osmomath go mod

Co-authored-by: Aleksandar Ljahović <[email protected]>
Co-authored-by: Dev Ojha <[email protected]>

go.mod

@@ -17,7 +17,7 @@ require (
 	github.com/mattn/go-sqlite3 v1.14.16
 	github.com/ory/dockertest/v3 v3.9.1
 	github.com/osmosis-labs/go-mutesting v0.0.0-20221208041716-b43bcd97b3b3
-	github.com/osmosis-labs/osmosis/osmomath v0.0.0-20230106110532-e17f2f459464
+	github.com/osmosis-labs/osmosis/osmomath v0.0.0-20230106133904-bf95f2df4908
 	github.com/osmosis-labs/osmosis/osmoutils v0.0.0-20230106095152-4f77cc5e42af
 	github.com/osmosis-labs/osmosis/x/ibc-hooks v0.0.0-20230106110415-61e4300ada92
 	github.com/pkg/errors v0.9.1

go.sum

@@ -853,8 +853,8 @@ github.com/osmosis-labs/cosmos-sdk v0.45.1-0.20221118211718-545aed73e94e h1:A3by
 github.com/osmosis-labs/cosmos-sdk v0.45.1-0.20221118211718-545aed73e94e/go.mod h1:rud0OaBIuq3+qOqtwT4SR7Q7iSzRp7w41fjninTjfnQ=
 github.com/osmosis-labs/go-mutesting v0.0.0-20221208041716-b43bcd97b3b3 h1:YlmchqTmlwdWSmrRmXKR+PcU96ntOd8u10vTaTZdcNY=
 github.com/osmosis-labs/go-mutesting v0.0.0-20221208041716-b43bcd97b3b3/go.mod h1:lV6KnqXYD/ayTe7310MHtM3I2q8Z6bBfMAi+bhwPYtI=
-github.com/osmosis-labs/osmosis/osmomath v0.0.0-20230106110532-e17f2f459464 h1:2562qeTuCCb1IQBcbKjQgVD+cpPxVMzi//Dr/1uQbGc=
-github.com/osmosis-labs/osmosis/osmomath v0.0.0-20230106110532-e17f2f459464/go.mod h1:KrzYoNtnWUH75rj1XAsSR4nymlHFU7jeVOx7/1KMe0k=
+github.com/osmosis-labs/osmosis/osmomath v0.0.0-20230106133904-bf95f2df4908 h1:N7JvlXT8N82iN7NDzX6CXFOFrpFTWqSfJuAZcInQ+/Y=
+github.com/osmosis-labs/osmosis/osmomath v0.0.0-20230106133904-bf95f2df4908/go.mod h1:KrzYoNtnWUH75rj1XAsSR4nymlHFU7jeVOx7/1KMe0k=
 github.com/osmosis-labs/osmosis/osmoutils v0.0.0-20230106095152-4f77cc5e42af h1:/UyyIUTH2FZaN7xULcA2SQ6+bKD9fsau4PJkYWMir3g=
 github.com/osmosis-labs/osmosis/osmoutils v0.0.0-20230106095152-4f77cc5e42af/go.mod h1:K4de+n3DtLdueen98dOzaRXZvqMd8JvigL8O1xW445o=
 github.com/osmosis-labs/osmosis/x/ibc-hooks v0.0.0-20230106110415-61e4300ada92 h1:aXAru0jzeTjrSmFEcqIXUI23yaE0RqpwKg04HK1sYcs=

osmomath/binary_search.go

@@ -69,7 +69,12 @@ func (e ErrTolerance) Compare(expected sdk.Int, actual sdk.Int) int {
 	}
 	// Check multiplicative tolerance equations
 	if !e.MultiplicativeTolerance.IsNil() && !e.MultiplicativeTolerance.IsZero() {
-		errTerm := diff.Quo(sdk.MinInt(expected.Abs(), actual.Abs()).ToDec())
+		minValue := sdk.MinInt(expected.Abs(), actual.Abs())
+		if minValue.IsZero() {
+			return comparisonSign
+		}
+
+		errTerm := diff.Quo(minValue.ToDec())
 		if errTerm.GT(e.MultiplicativeTolerance) {
 			return comparisonSign
 		}
@@ -121,7 +126,12 @@ func (e ErrTolerance) CompareBigDec(expected BigDec, actual BigDec) int {
 	}
 	// Check multiplicative tolerance equations
 	if !e.MultiplicativeTolerance.IsNil() && !e.MultiplicativeTolerance.IsZero() {
-		errTerm := diff.Quo(MinDec(expected.Abs(), actual.Abs()))
+		minValue := MinDec(expected.Abs(), actual.Abs())
+		if minValue.IsZero() {
+			return comparisonSign
+		}
+
+		errTerm := diff.Quo(minValue)
 		// fmt.Printf("err term %v\n", errTerm)
 		if errTerm.GT(BigDecFromSDKDec(e.MultiplicativeTolerance)) {
 			return comparisonSign
@@ -141,14 +151,19 @@ func BinarySearch(f func(input sdk.Int) (sdk.Int, error),
 	errTolerance ErrTolerance,
 	maxIterations int,
 ) (sdk.Int, error) {
-	// Setup base case of loop
-	curEstimate := lowerbound.Add(upperbound).QuoRaw(2)
-	curOutput, err := f(curEstimate)
-	if err != nil {
-		return sdk.Int{}, err
-	}
+	var (
+		curEstimate, curOutput sdk.Int
+		err                    error
+	)
+
 	curIteration := 0
 	for ; curIteration < maxIterations; curIteration += 1 {
+		curEstimate = lowerbound.Add(upperbound).QuoRaw(2)
+		curOutput, err = f(curEstimate)
+		if err != nil {
+			return sdk.Int{}, err
+		}
+
 		compRes := errTolerance.Compare(targetOutput, curOutput)
 		if compRes < 0 {
 			upperbound = curEstimate
@@ -157,11 +172,6 @@ func BinarySearch(f func(input sdk.Int) (sdk.Int, error),
 		} else {
 			return curEstimate, nil
 		}
-		curEstimate = lowerbound.Add(upperbound).QuoRaw(2)
-		curOutput, err = f(curEstimate)
-		if err != nil {
-			return sdk.Int{}, err
-		}
 	}
 
 	return sdk.Int{}, errors.New("hit maximum iterations, did not converge fast enough")
@@ -182,21 +192,22 @@ type SdkDec[D any] interface {
 //
 // It binary searches on the input range, until it finds an input y s.t. f(y) meets the err tolerance constraints for how close it is to x.
 // If we perform more than maxIterations (or equivalently lowerbound = upperbound), we return an error.
-func BinarySearchBigDec(f func(input BigDec) (BigDec, error),
+func BinarySearchBigDec(f func(input BigDec) BigDec,
 	lowerbound BigDec,
 	upperbound BigDec,
 	targetOutput BigDec,
 	errTolerance ErrTolerance,
 	maxIterations int,
 ) (BigDec, error) {
-	// Setup base case of loop
-	curEstimate := lowerbound.Add(upperbound).Quo(NewBigDec(2))
-	curOutput, err := f(curEstimate)
-	if err != nil {
-		return BigDec{}, err
-	}
+	var (
+		curEstimate, curOutput BigDec
+	)
+
 	curIteration := 0
 	for ; curIteration < maxIterations; curIteration += 1 {
+		curEstimate = lowerbound.Add(upperbound).Quo(NewBigDec(2))
+		curOutput = f(curEstimate)
+
 		// fmt.Println("binary search, input, target output, cur output", curEstimate, targetOutput, curOutput)
 		compRes := errTolerance.CompareBigDec(targetOutput, curOutput)
 		if compRes < 0 {
@@ -206,11 +217,6 @@ func BinarySearchBigDec(f func(input BigDec) (BigDec, error),
 		} else {
 			return curEstimate, nil
 		}
-		curEstimate = lowerbound.Add(upperbound).Quo(NewBigDec(2))
-		curOutput, err = f(curEstimate)
-		if err != nil {
-			return BigDec{}, err
-		}
 	}
 
 	return BigDec{}, errors.New("hit maximum iterations, did not converge fast enough")

osmomath/binary_search_test.go

@@ -76,11 +76,11 @@ func TestBinarySearch(t *testing.T) {
 
 // straight line function that returns input. Simplest to binary search on,
 // binary search directly reveals one bit of the answer in each iteration with this function.
-func lineF(a BigDec) (BigDec, error) {
-	return a, nil
+func lineF(a BigDec) BigDec {
+	return a
 }
-func cubicF(a BigDec) (BigDec, error) {
-	return a.PowerInteger(3), nil
+func cubicF(a BigDec) BigDec {
+	return a.PowerInteger(3)
 }
 
 var negCubicFConstant BigDec
@@ -89,11 +89,11 @@ func init() {
 	negCubicFConstant = NewBigDec(1 << 62).PowerInteger(3).Neg()
 }
 
-func negCubicF(a BigDec) (BigDec, error) {
-	return a.PowerInteger(3).Add(negCubicFConstant), nil
+func negCubicF(a BigDec) BigDec {
+	return a.PowerInteger(3).Add(negCubicFConstant)
 }
 
-type searchFn func(BigDec) (BigDec, error)
+type searchFn func(BigDec) BigDec
 
 type binarySearchTestCase struct {
 	f             searchFn
@@ -163,7 +163,7 @@ func TestIterationDepthRandValue(t *testing.T) {
 		errTolerance ErrTolerance, maxNumIters int, errToleranceName string) {
 		targetF := fnMap[fnName]
 		targetX := int64(rand.Intn(int(upperbound-lowerbound-1))) + lowerbound + 1
-		target, _ := targetF(NewBigDec(targetX))
+		target := targetF(NewBigDec(targetX))
 		testCase := binarySearchTestCase{
 			f:          lineF,
 			lowerbound: NewBigDec(lowerbound), upperbound: NewBigDec(upperbound),

x/gamm/pool-models/stableswap/README.md

@@ -287,7 +287,7 @@ def CalcOutAmountGivenExactAmountIn(pool, in_coin, out_denom, swap_fee):
   in_reserve, out_reserve, rem_reserves = pool.ScaledLiquidity(in_coin, out_denom, RoundingMode.RoundDown)
   in_amt_scaled = pool.ScaleToken(in_coin, RoundingMode.RoundDown)
   amm_in = in_amt_scaled * (1 - swap_fee)
-  out_amt_scaled = solve_y(in_reserve, out_reserve, remReserves, in_amt_scaled)
+  out_amt_scaled = solve_y(in_reserve, out_reserve, remReserves, amm_in)
   out_amt = pool.DescaleToken(out_amt_scaled, out_denom)
   return out_amt
 ```
@@ -308,7 +308,7 @@ We do this by having `token_in = amm_in / (1 - swapfee)`.
 ```python
 def CalcInAmountGivenExactAmountOut(pool, out_coin, in_denom, swap_fee):
   in_reserve, out_reserve, rem_reserves = pool.ScaledLiquidity(in_denom, out_coin, RoundingMode.RoundDown)
-  out_amt_scaled = pool.ScaleToken(in_coin, RoundingMode.RoundUp)
+  out_amt_scaled = pool.ScaleToken(out_coin, RoundingMode.RoundUp)
 
   amm_in_scaled = solve_y(out_reserve, in_reserve, remReserves, -out_amt_scaled)
   swap_in_scaled = ceil(amm_in_scaled / (1 - swapfee))

x/gamm/pool-models/stableswap/amm.go

@@ -38,10 +38,6 @@ func cfmmConstant(xReserve, yReserve osmomath.BigDec) osmomath.BigDec {
 // We use this version for calculations since the u
 // term in the full CFMM is constant.
 func cfmmConstantMultiNoV(xReserve, yReserve, wSumSquares osmomath.BigDec) osmomath.BigDec {
-	if !xReserve.IsPositive() || !yReserve.IsPositive() || wSumSquares.IsNegative() {
-		panic("invalid input: reserves must be positive")
-	}
-
 	return cfmmConstantMultiNoVY(xReserve, yReserve, wSumSquares).Mul(yReserve)
 }
 
@@ -263,19 +259,19 @@ func targetKCalculator(x0, y0, w, yf osmomath.BigDec) osmomath.BigDec {
 
 // $$k_{iter}(x_f) = -x_{out}^3 + 3 x_0 x_{out}^2 - (y_f^2 + w + 3x_0^2)x_{out}$$
 // where x_out = x_0 - x_f
-func iterKCalculator(x0, w, yf osmomath.BigDec) func(osmomath.BigDec) (osmomath.BigDec, error) {
+func iterKCalculator(x0, w, yf osmomath.BigDec) func(osmomath.BigDec) osmomath.BigDec {
 	// compute coefficients first
 	cubicCoeff := osmomath.OneDec().Neg()
 	quadraticCoeff := x0.MulInt64(3)
 	linearCoeff := quadraticCoeff.Mul(x0).Add(w).Add(yf.Mul(yf)).Neg()
-	return func(xf osmomath.BigDec) (osmomath.BigDec, error) {
+	return func(xf osmomath.BigDec) osmomath.BigDec {
 		xOut := x0.Sub(xf)
 		// horners method
 		// ax^3 + bx^2 + cx = x(c + x(b + ax))
 		res := cubicCoeff.Mul(xOut)
 		res = res.Add(quadraticCoeff).Mul(xOut)
 		res = res.Add(linearCoeff).Mul(xOut)
-		return res, nil
+		return res
 	}
 }
 
@@ -488,34 +484,29 @@ func (p *Pool) joinPoolSharesInternal(ctx sdk.Context, tokensIn sdk.Coins, swapF
 	if !tokensIn.DenomsSubsetOf(p.GetTotalPoolLiquidity(ctx)) {
 		return sdk.ZeroInt(), sdk.NewCoins(), errors.New("attempted joining pool with assets that do not exist in pool")
 	}
+
 	if len(tokensIn) == 1 && tokensIn[0].Amount.GT(sdk.OneInt()) {
 		numShares, err = p.calcSingleAssetJoinShares(tokensIn[0], swapFee)
 		if err != nil {
 			return sdk.ZeroInt(), sdk.NewCoins(), err
 		}
 
 		tokensJoined = tokensIn
-
-		p.updatePoolForJoin(tokensJoined, numShares)
-
-		if err = validatePoolLiquidity(p.PoolLiquidity, p.ScalingFactors); err != nil {
-			return sdk.ZeroInt(), sdk.NewCoins(), err
-		}
-
-		return numShares, tokensJoined, nil
 	} else if len(tokensIn) != p.NumAssets() {
 		return sdk.ZeroInt(), sdk.NewCoins(), errors.New(
 			"stableswap pool only supports LP'ing with one asset, or all assets in pool")
-	}
+	} else {
+		// Add all exact coins we can (no swap). ctx arg doesn't matter for Stableswap
+		var remCoins sdk.Coins
+		numShares, remCoins, err = cfmm_common.MaximalExactRatioJoin(p, sdk.Context{}, tokensIn)
+		if err != nil {
+			return sdk.ZeroInt(), sdk.NewCoins(), err
+		}
 
-	// Add all exact coins we can (no swap). ctx arg doesn't matter for Stableswap
-	numShares, remCoins, err := cfmm_common.MaximalExactRatioJoin(p, sdk.Context{}, tokensIn)
-	if err != nil {
-		return sdk.ZeroInt(), sdk.NewCoins(), err
+		tokensJoined = tokensIn.Sub(remCoins)
 	}
-	p.updatePoolForJoin(tokensIn.Sub(remCoins), numShares)
 
-	tokensJoined = tokensIn.Sub(remCoins)
+	p.updatePoolForJoin(tokensJoined, numShares)
 
 	if err = validatePoolLiquidity(p.PoolLiquidity, p.ScalingFactors); err != nil {
 		return sdk.ZeroInt(), sdk.NewCoins(), err