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osmomath: QuoTruncate with no reallocation (backport #6428) (#6471)
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* osmomath: QuoTruncate with no reallocation (backport #6428)

* updates

---------

Co-authored-by: roman <[email protected]>
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@mergify @p0mvn
mergify[bot] and p0mvn authored Sep 20, 2023
1 parent 992b5b2 commit 16e7593
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1 change: 1 addition & 0 deletions CHANGELOG.md
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Expand Up @@ -47,6 +47,7 @@ and this project adheres to [Semantic Versioning](https://semver.org/spec/v2.0.0
* [#6427](https://github.com/osmosis-labs/osmosis/pull/6427) sdk.Coins Mul and Quo helpers in osmoutils
* [#6437](https://github.com/osmosis-labs/osmosis/pull/6437) mutative version for QuoRoundUp. Replace some non-mutative calls with mutative for better performance.
* [#6416](https://github.com/osmosis-labs/osmosis/pull/6416) feat[CL]: add num initialized ticks query
* [#6428](https://github.com/osmosis-labs/osmosis/pull/6428) osmomath: QuoTruncateMut
* [#6261](https://github.com/osmosis-labs/osmosis/pull/6261) mutative and efficient BigDec truncations with arbitrary decimals

### Misc Improvements
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2 changes: 1 addition & 1 deletion go.mod
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Expand Up @@ -22,7 +22,7 @@ require (
github.com/mattn/go-sqlite3 v1.14.17
github.com/ory/dockertest/v3 v3.10.0
github.com/osmosis-labs/go-mutesting v0.0.0-20221208041716-b43bcd97b3b3
github.com/osmosis-labs/osmosis/osmomath v0.0.7-0.20230920194312-3eba9e93e29b
github.com/osmosis-labs/osmosis/osmomath v0.0.7-0.20230920201621-b1fe95c65d83
github.com/osmosis-labs/osmosis/osmoutils v0.0.7-0.20230920012324-f1a1ca887bd2
github.com/osmosis-labs/osmosis/x/epochs v0.0.2
github.com/osmosis-labs/osmosis/x/ibc-hooks v0.0.8
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6 changes: 2 additions & 4 deletions go.sum
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Expand Up @@ -963,12 +963,10 @@ github.com/osmosis-labs/cosmos-sdk v0.45.0-rc1.0.20230913192254-a2075590d5a3 h1:
github.com/osmosis-labs/cosmos-sdk v0.45.0-rc1.0.20230913192254-a2075590d5a3/go.mod h1:mFGH2RJhuZa6vBuFMNe4JN85fGtIhROtdeQIyIw9isA=
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 v0.0.7-0.20230920090526-bc02685001d4 h1:inSXiNHfKdWXrff3oU4FYFVmbK/9VYSIc73MtOpKApg=
github.com/osmosis-labs/osmosis/osmomath v0.0.7-0.20230920090526-bc02685001d4/go.mod h1:oBmsOov8oxuWoI/yMQwyKGA6QfP0cBxylLt75gFbT8s=
github.com/osmosis-labs/osmosis/osmomath v0.0.7-0.20230920173345-6401a459cb14 h1:SR8J54Bi55oHr1KN7E+8PS1IZDXJJDPuBG+hrn/JoQA=
github.com/osmosis-labs/osmosis/osmomath v0.0.7-0.20230920173345-6401a459cb14/go.mod h1:oBmsOov8oxuWoI/yMQwyKGA6QfP0cBxylLt75gFbT8s=
github.com/osmosis-labs/osmosis/osmomath v0.0.7-0.20230920194312-3eba9e93e29b h1:IdvPd7vnth024fAQwFykphAjV1fpzUTSSs6VQ37QjTg=
github.com/osmosis-labs/osmosis/osmomath v0.0.7-0.20230920194312-3eba9e93e29b/go.mod h1:oBmsOov8oxuWoI/yMQwyKGA6QfP0cBxylLt75gFbT8s=
github.com/osmosis-labs/osmosis/osmomath v0.0.7-0.20230920201621-b1fe95c65d83 h1:8y9KR1B2UdbMOpbizhZS6g3wx2RjWL/YZKBW+EYgG2o=
github.com/osmosis-labs/osmosis/osmomath v0.0.7-0.20230920201621-b1fe95c65d83/go.mod h1:oBmsOov8oxuWoI/yMQwyKGA6QfP0cBxylLt75gFbT8s=
github.com/osmosis-labs/osmosis/osmoutils v0.0.7-0.20230920012324-f1a1ca887bd2 h1:A1Z6/SpM31atGBVyrgcgG0g50G9wHcfBxx8gIgQT9IQ=
github.com/osmosis-labs/osmosis/osmoutils v0.0.7-0.20230920012324-f1a1ca887bd2/go.mod h1:ukjFgxfR9obDrMd8ZsxKcp3HWL7+boYORVL7Bt7YOZM=
github.com/osmosis-labs/osmosis/x/epochs v0.0.2 h1:aEeXHGCSJMgMtAvCucsD2RSaWZ8lISFLD5u4MyF9KPc=
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13 changes: 13 additions & 0 deletions osmomath/decimal.go
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Expand Up @@ -395,6 +395,19 @@ func (d BigDec) QuoTruncate(d2 BigDec) BigDec {
return BigDec{chopped}
}

// quotient truncate (mutative)
func (d BigDec) QuoTruncateMut(d2 BigDec) BigDec {
// multiply precision twice
d.i.Mul(d.i, squaredPrecisionReuse)
d.i.Quo(d.i, d2.i)

chopPrecisionAndTruncateMut(d.i)
if d.i.BitLen() > maxDecBitLen {
panic("Int overflow")
}
return d
}

// quotient, round up
func (d BigDec) QuoRoundUp(d2 BigDec) BigDec {
// multiply precision twice
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59 changes: 59 additions & 0 deletions osmomath/decimal_test.go
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Expand Up @@ -1638,3 +1638,62 @@ func (s *decimalTestSuite) TestQuoRoundUp_MutativeAndNonMutative() {
}
}
}

func (s *decimalTestSuite) TestQuoTruncate_MutativeAndNonMutative() {
tests := []struct {
d1, d2, expQuoTruncateMut osmomath.BigDec
}{
{osmomath.NewBigDec(0), osmomath.NewBigDec(0), osmomath.NewBigDec(0)},
{osmomath.NewBigDec(1), osmomath.NewBigDec(0), osmomath.NewBigDec(0)},
{osmomath.NewBigDec(0), osmomath.NewBigDec(1), osmomath.NewBigDec(0)},
{osmomath.NewBigDec(0), osmomath.NewBigDec(-1), osmomath.NewBigDec(0)},
{osmomath.NewBigDec(-1), osmomath.NewBigDec(0), osmomath.NewBigDec(0)},

{osmomath.NewBigDec(1), osmomath.NewBigDec(1), osmomath.NewBigDec(1)},
{osmomath.NewBigDec(-1), osmomath.NewBigDec(-1), osmomath.NewBigDec(1)},
{osmomath.NewBigDec(1), osmomath.NewBigDec(-1), osmomath.NewBigDec(-1)},
{osmomath.NewBigDec(-1), osmomath.NewBigDec(1), osmomath.NewBigDec(-1)},

{
osmomath.NewBigDec(3), osmomath.NewBigDec(7), osmomath.MustNewBigDecFromStr("0.428571428571428571428571428571428571"),
},
{
osmomath.NewBigDec(2), osmomath.NewBigDec(4), osmomath.NewBigDecWithPrec(5, 1),
},

{osmomath.NewBigDec(100), osmomath.NewBigDec(100), osmomath.NewBigDec(1)},

{
osmomath.NewBigDecWithPrec(15, 1), osmomath.NewBigDecWithPrec(15, 1), osmomath.NewBigDec(1),
},
{
osmomath.NewBigDecWithPrec(3333, 4), osmomath.NewBigDecWithPrec(333, 4), osmomath.MustNewBigDecFromStr("10.009009009009009009009009009009009009"),
},
}

for tcIndex, tc := range tests {
tc := tc

if tc.d2.IsZero() { // panic for divide by zero
s.Require().Panics(func() { tc.d1.QuoTruncateMut(tc.d2) })
} else {

copy := tc.d1.Clone()

nonMutResult := copy.QuoTruncate(tc.d2)

// Return is as expected
s.Require().Equal(tc.expQuoTruncateMut, nonMutResult, "exp %v, res %v, tc %d", tc.expQuoTruncateMut.String(), tc.d1.String(), tcIndex)

// Receiver is not mutated
s.Require().Equal(tc.d1, copy, "exp %v, res %v, tc %d", tc.expQuoTruncateMut.String(), tc.d1.String(), tcIndex)

// Receiver is mutated.
tc.d1.QuoTruncateMut(tc.d2)

// Make sure d1 equals to expected
s.Require().True(tc.expQuoTruncateMut.Equal(tc.d1), "exp %v, res %v, tc %d", tc.expQuoTruncateMut.String(), tc.d1.String(), tcIndex)
}
}
}

2 changes: 1 addition & 1 deletion x/concentrated-liquidity/math/math.go
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Expand Up @@ -83,7 +83,7 @@ func CalcAmount0Delta(liq, sqrtPriceA, sqrtPriceB osmomath.BigDec, roundUp bool)
// The denominator is rounded up to get a smaller final amount.
denom := sqrtPriceA.MulRoundUp(sqrtPriceB)

return liq.MulTruncate(diff).QuoTruncate(denom)
return liq.MulTruncate(diff).QuoTruncateMut(denom)
}

// CalcAmount1Delta takes the asset with the smaller liquidity in the pool as well as the sqrtpCur and the nextPrice and calculates the amount of asset 1
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