perf: convert ticks to int64

tests/cl-genesis-positions/convert.go

@@ -156,15 +156,15 @@ func ConvertSubgraphToOsmosisGenesis(positionCreatorAddresses []sdk.AccAddress,
 			panic(err)
 		}
 
-		if lowerTickOsmosis.GT(upperTickOsmosis) {
+		if lowerTickOsmosis > upperTickOsmosis {
 			fmt.Printf("lowerTickOsmosis (%s) > upperTickOsmosis (%s), skipping", lowerTickOsmosis, upperTickOsmosis)
 			continue
 		}
 
-		if lowerTickOsmosis.Equal(upperTickOsmosis) {
+		if lowerTickOsmosis == upperTickOsmosis {
 			// bump up the upper tick by one. We don't care about having exactly the same tick range
 			// Just a roughly similar breakdown
-			upperTickOsmosis = upperTickOsmosis.Add(sdk.OneInt())
+			upperTickOsmosis = upperTickOsmosis + 1
 		}
 
 		depositedAmount0, failedParsing := parseStringToInt(uniV3Position.DepositedToken0)
@@ -186,8 +186,8 @@ func ConvertSubgraphToOsmosisGenesis(positionCreatorAddresses []sdk.AccAddress,
 		position, err := clMsgServer.CreatePosition(sdk.WrapSDKContext(osmosis.Ctx), &cltypes.MsgCreatePosition{
 			PoolId:          poolId,
 			Sender:          randomCreator.String(),
-			LowerTick:       lowerTickOsmosis.Int64(),
-			UpperTick:       upperTickOsmosis.Int64(),
+			LowerTick:       lowerTickOsmosis,
+			UpperTick:       upperTickOsmosis,
 			TokensProvided:  tokensProvided,
 			TokenMinAmount0: sdk.ZeroInt(),
 			TokenMinAmount1: sdk.ZeroInt(),
@@ -208,8 +208,8 @@ func ConvertSubgraphToOsmosisGenesis(positionCreatorAddresses []sdk.AccAddress,
 			JoinTime:   osmosis.Ctx.BlockTime().Format("2006-01-02T15:04:05Z"), // ISO 8601
 			Liquidity:  position.LiquidityCreated.String(),
 			PositionID: strconv.FormatUint(position.PositionId, 10),
-			LowerTick:  lowerTickOsmosis.String(),
-			UpperTick:  upperTickOsmosis.String(),
+			LowerTick:  strconv.FormatInt(lowerTickOsmosis, 10),
+			UpperTick:  strconv.FormatInt(upperTickOsmosis, 10),
 		})
 	}
 

tests/e2e/e2e_test.go

@@ -30,7 +30,7 @@ import (
 	v16 "github.com/osmosis-labs/osmosis/v15/app/upgrades/v16"
 	"github.com/osmosis-labs/osmosis/v15/tests/e2e/configurer/config"
 	"github.com/osmosis-labs/osmosis/v15/tests/e2e/initialization"
-	cl "github.com/osmosis-labs/osmosis/v15/x/concentrated-liquidity"
+	clmath "github.com/osmosis-labs/osmosis/v15/x/concentrated-liquidity/math"
 	cltypes "github.com/osmosis-labs/osmosis/v15/x/concentrated-liquidity/types"
 )
 
@@ -222,7 +222,7 @@ func (s *IntegrationTestSuite) TestConcentratedLiquidity() {
 	concentratedPool := s.updatedPool(chainANode, poolID)
 
 	// Sanity check that pool initialized with valid parameters (the ones that we haven't explicitly specified)
-	s.Require().Equal(concentratedPool.GetCurrentTick(), sdk.ZeroInt())
+	s.Require().Equal(concentratedPool.GetCurrentTick().Int64(), int64(0))
 	s.Require().Equal(concentratedPool.GetCurrentSqrtPrice(), sdk.ZeroDec())
 	s.Require().Equal(concentratedPool.GetLiquidity(), sdk.ZeroDec())
 
@@ -231,7 +231,7 @@ func (s *IntegrationTestSuite) TestConcentratedLiquidity() {
 	s.Require().Equal(concentratedPool.GetToken0(), denom0)
 	s.Require().Equal(concentratedPool.GetToken1(), denom1)
 	s.Require().Equal(concentratedPool.GetTickSpacing(), tickSpacing)
-	s.Require().Equal(concentratedPool.GetExponentAtPriceOne(), cltypes.ExponentAtPriceOne)
+	s.Require().Equal(concentratedPool.GetExponentAtPriceOne().Int64(), cltypes.ExponentAtPriceOne)
 	s.Require().Equal(concentratedPool.GetSwapFee(sdk.Context{}), sdk.MustNewDecFromStr(swapFee))
 
 	fundTokens := []string{"100000000uosmo", "100000000uion", "100000000stake"}
@@ -365,15 +365,15 @@ func (s *IntegrationTestSuite) TestConcentratedLiquidity() {
 	// * Uncollected fees from multiple swaps are correctly summed up and collected
 
 	// tickOffset is a tick index after the next initialized tick to which this swap needs to move the current price
-	tickOffset := sdk.NewInt(300)
+	tickOffset := int64(300)
 	sqrtPriceBeforeSwap = concentratedPool.GetCurrentSqrtPrice()
 	liquidityBeforeSwap = concentratedPool.GetLiquidity()
-	nextInitTick := sdk.NewInt(40000) // address1 position1's upper tick
+	nextInitTick := int64(40000) // address1 position1's upper tick
 
 	// Calculate sqrtPrice after and at the next initialized tick (upperTick of address1 position1 - 40000)
-	_, sqrtPriceAfterNextInitializedTick, err := cl.TickToSqrtPrice(nextInitTick.Add(tickOffset))
+	_, sqrtPriceAfterNextInitializedTick, err := clmath.TickToSqrtPrice(nextInitTick + tickOffset)
 	s.Require().NoError(err)
-	_, sqrtPriceAtNextInitializedTick, err := cl.TickToSqrtPrice(nextInitTick)
+	_, sqrtPriceAtNextInitializedTick, err := clmath.TickToSqrtPrice(nextInitTick)
 	s.Require().NoError(err)
 
 	// Calculate Δ(sqrtPrice):
@@ -502,20 +502,20 @@ func (s *IntegrationTestSuite) TestConcentratedLiquidity() {
 	// * liquidity of positions that come in range are correctly kicked in
 
 	// tickOffset is a tick index after the next initialized tick to which this swap needs to move the current price
-	tickOffset = sdk.NewInt(300)
+	tickOffset = 300
 	sqrtPriceBeforeSwap = concentratedPool.GetCurrentSqrtPrice()
 	liquidityBeforeSwap = concentratedPool.GetLiquidity()
-	nextInitTick = sdk.NewInt(40000)
+	nextInitTick = 40000
 
 	// Calculate amount required to get to
 	// 1) next initialized tick
 	// 2) tick below next initialized (-300)
 	// Using: CalcAmount0Delta = liquidity * ((sqrtPriceB - sqrtPriceA) / (sqrtPriceB * sqrtPriceA))
 
 	// Calculate sqrtPrice after and at the next initialized tick (which is upperTick of address1 position1 - 40000)
-	_, sqrtPricebBelowNextInitializedTick, err := cl.TickToSqrtPrice(nextInitTick.Sub(tickOffset))
+	_, sqrtPricebBelowNextInitializedTick, err := clmath.TickToSqrtPrice(nextInitTick - tickOffset)
 	s.Require().NoError(err)
-	_, sqrtPriceAtNextInitializedTick, err = cl.TickToSqrtPrice(nextInitTick)
+	_, sqrtPriceAtNextInitializedTick, err = clmath.TickToSqrtPrice(nextInitTick)
 	s.Require().NoError(err)
 
 	// Calculate numerators

x/concentrated-liquidity/export_test.go

@@ -51,7 +51,7 @@ func (k Keeper) SendCoinsBetweenPoolAndUser(ctx sdk.Context, denom0, denom1 stri
 	return k.sendCoinsBetweenPoolAndUser(ctx, denom0, denom1, amount0, amount1, sender, receiver)
 }
 
-func (k Keeper) CalcInAmtGivenOutInternal(ctx sdk.Context, desiredTokenOut sdk.Coin, tokenInDenom string, swapFee sdk.Dec, priceLimit sdk.Dec, poolId uint64) (writeCtx func(), tokenIn, tokenOut sdk.Coin, updatedTick sdk.Int, updatedLiquidity, updatedSqrtPrice sdk.Dec, err error) {
+func (k Keeper) CalcInAmtGivenOutInternal(ctx sdk.Context, desiredTokenOut sdk.Coin, tokenInDenom string, swapFee sdk.Dec, priceLimit sdk.Dec, poolId uint64) (writeCtx func(), tokenIn, tokenOut sdk.Coin, updatedTick int64, updatedLiquidity, updatedSqrtPrice sdk.Dec, err error) {
 	return k.calcInAmtGivenOut(ctx, desiredTokenOut, tokenInDenom, swapFee, priceLimit, poolId)
 }
 
@@ -62,7 +62,7 @@ func (k Keeper) SwapOutAmtGivenIn(
 	tokenIn sdk.Coin,
 	tokenOutDenom string,
 	swapFee sdk.Dec,
-	priceLimit sdk.Dec) (calcTokenIn, calcTokenOut sdk.Coin, currentTick sdk.Int, liquidity, sqrtPrice sdk.Dec, err error) {
+	priceLimit sdk.Dec) (calcTokenIn, calcTokenOut sdk.Coin, currentTick int64, liquidity, sqrtPrice sdk.Dec, err error) {
 	return k.swapOutAmtGivenIn(ctx, sender, pool, tokenIn, tokenOutDenom, swapFee, priceLimit)
 }
 
@@ -74,11 +74,11 @@ func (k Keeper) ComputeOutAmtGivenIn(
 	swapFee sdk.Dec,
 	priceLimit sdk.Dec,
 
-) (calcTokenIn, calcTokenOut sdk.Coin, currentTick sdk.Int, liquidity, sqrtPrice sdk.Dec, err error) {
+) (calcTokenIn, calcTokenOut sdk.Coin, currentTick int64, liquidity, sqrtPrice sdk.Dec, err error) {
 	return k.computeOutAmtGivenIn(ctx, poolId, tokenInMin, tokenOutDenom, swapFee, priceLimit)
 }
 
-func (k *Keeper) SwapInAmtGivenOut(ctx sdk.Context, sender sdk.AccAddress, pool types.ConcentratedPoolExtension, desiredTokenOut sdk.Coin, tokenInDenom string, swapFee sdk.Dec, priceLimit sdk.Dec) (calcTokenIn, calcTokenOut sdk.Coin, currentTick sdk.Int, liquidity, sqrtPrice sdk.Dec, err error) {
+func (k *Keeper) SwapInAmtGivenOut(ctx sdk.Context, sender sdk.AccAddress, pool types.ConcentratedPoolExtension, desiredTokenOut sdk.Coin, tokenInDenom string, swapFee sdk.Dec, priceLimit sdk.Dec) (calcTokenIn, calcTokenOut sdk.Coin, currentTick int64, liquidity, sqrtPrice sdk.Dec, err error) {
 	return k.swapInAmtGivenOut(ctx, sender, pool, desiredTokenOut, tokenInDenom, swapFee, priceLimit)
 }
 
@@ -281,7 +281,7 @@ func (k Keeper) GetAllPositions(ctx sdk.Context) ([]model.Position, error) {
 	return k.getAllPositions(ctx)
 }
 
-func (k Keeper) UpdatePoolForSwap(ctx sdk.Context, pool types.ConcentratedPoolExtension, sender sdk.AccAddress, tokenIn sdk.Coin, tokenOut sdk.Coin, newCurrentTick sdk.Int, newLiquidity sdk.Dec, newSqrtPrice sdk.Dec) error {
+func (k Keeper) UpdatePoolForSwap(ctx sdk.Context, pool types.ConcentratedPoolExtension, sender sdk.AccAddress, tokenIn sdk.Coin, tokenOut sdk.Coin, newCurrentTick int64, newLiquidity sdk.Dec, newSqrtPrice sdk.Dec) error {
 	return k.updatePoolForSwap(ctx, pool, sender, tokenIn, tokenOut, newCurrentTick, newLiquidity, newSqrtPrice)
 }
 

x/concentrated-liquidity/fees_test.go

@@ -489,8 +489,7 @@ func (suite *KeeperTestSuite) TestGetInitialFeeGrowthOppositeDirectionOfLastTrav
 		validPoolId = 1
 	)
 
-	initialPoolTickInt, err := math.PriceToTickRoundDown(DefaultAmt1.ToDec().Quo(DefaultAmt0.ToDec()), DefaultTickSpacing)
-	initialPoolTick := initialPoolTickInt.Int64()
+	initialPoolTick, err := math.PriceToTickRoundDown(DefaultAmt1.ToDec().Quo(DefaultAmt0.ToDec()), DefaultTickSpacing)
 	suite.Require().NoError(err)
 
 	tests := map[string]struct {
@@ -1580,12 +1579,12 @@ func (s *KeeperTestSuite) CollectAndAssertFees(ctx sdk.Context, poolId uint64, t
 
 	// Claim consecutive range position fees across two of four accounts
 	for i := 0; i < positions.numConsecutive; i++ {
-		totalFeesCollected = s.collectFeesAndCheckInvariance(ctx, i, DefaultExponentConsecutivePositionLowerTick.Int64(), DefaultExponentConsecutivePositionUpperTick.Int64(), positionIds[2][i], totalFeesCollected, expectedFeeDenoms[2], activeTicks)
+		totalFeesCollected = s.collectFeesAndCheckInvariance(ctx, i, DefaultExponentConsecutivePositionLowerTick, DefaultExponentConsecutivePositionUpperTick, positionIds[2][i], totalFeesCollected, expectedFeeDenoms[2], activeTicks)
 	}
 
 	// Claim overlapping range position fees on one of four accounts
 	for i := 0; i < positions.numOverlapping; i++ {
-		totalFeesCollected = s.collectFeesAndCheckInvariance(ctx, i, DefaultExponentOverlappingPositionLowerTick.Int64(), DefaultExponentOverlappingPositionUpperTick.Int64(), positionIds[3][i], totalFeesCollected, expectedFeeDenoms[3], activeTicks)
+		totalFeesCollected = s.collectFeesAndCheckInvariance(ctx, i, DefaultExponentOverlappingPositionLowerTick, DefaultExponentOverlappingPositionUpperTick, positionIds[3][i], totalFeesCollected, expectedFeeDenoms[3], activeTicks)
 	}
 
 	// Define error tolerance

x/concentrated-liquidity/keeper_test.go

@@ -113,12 +113,12 @@ func (s *KeeperTestSuite) SetupFullRangePositionAcc(poolId uint64, owner sdk.Acc
 }
 
 func (s *KeeperTestSuite) SetupConsecutiveRangePositionAcc(poolId uint64, owner sdk.AccAddress) uint64 {
-	_, positionId := s.SetupPosition(poolId, owner, DefaultCoins, DefaultExponentConsecutivePositionLowerTick.Int64(), DefaultExponentConsecutivePositionUpperTick.Int64(), s.Ctx.BlockTime())
+	_, positionId := s.SetupPosition(poolId, owner, DefaultCoins, DefaultExponentConsecutivePositionLowerTick, DefaultExponentConsecutivePositionUpperTick, s.Ctx.BlockTime())
 	return positionId
 }
 
 func (s *KeeperTestSuite) SetupOverlappingRangePositionAcc(poolId uint64, owner sdk.AccAddress) uint64 {
-	_, positionId := s.SetupPosition(poolId, owner, DefaultCoins, DefaultExponentOverlappingPositionLowerTick.Int64(), DefaultExponentOverlappingPositionUpperTick.Int64(), s.Ctx.BlockTime())
+	_, positionId := s.SetupPosition(poolId, owner, DefaultCoins, DefaultExponentOverlappingPositionLowerTick, DefaultExponentOverlappingPositionUpperTick, s.Ctx.BlockTime())
 	return positionId
 }
 

x/concentrated-liquidity/lp.go

@@ -437,7 +437,7 @@ func (k Keeper) initializeInitialPositionForPool(ctx sdk.Context, pool types.Con
 	// In such a case, we do not want to round the sqrt price to 100_000_000 X/Y, but rather
 	// let it float within the possible tick range.
 	pool.SetCurrentSqrtPrice(initialCurSqrtPrice)
-	pool.SetCurrentTick(initialTick)
+	pool.SetCurrentTick(sdk.NewInt(initialTick))
 	err = k.setPool(ctx, pool)
 	if err != nil {
 		return err

x/concentrated-liquidity/math/precompute.go

@@ -7,8 +7,7 @@ import (
 )
 
 var (
-	sdkOneInt      = sdk.OneInt()
-	sdkOneDec      = sdk.NewDec(1)
+	sdkOneDec      = sdk.OneDec()
 	sdkNineDec     = sdk.NewDec(9)
 	sdkTenDec      = sdk.NewDec(10)
 	powersOfTen    []sdk.Dec