Pools: use Rate represented as 18 decimals

libs/mocks/src/pools.rs

@@ -78,7 +78,6 @@ pub mod pallet {
 	impl<T: Config> PoolInspect<T::AccountId, T::CurrencyId> for Pallet<T> {
 		type Moment = Moment;
 		type PoolId = T::PoolId;
-		type Rate = T::Rate;
 		type TrancheId = T::TrancheId;
 
 		fn pool_exists(a: T::PoolId) -> bool {

libs/traits/src/lib.rs

@@ -124,7 +124,6 @@ pub trait PoolNAV<PoolId, Amount> {
 pub trait PoolInspect<AccountId, CurrencyId> {
 	type PoolId;
 	type TrancheId;
-	type Rate;
 	type Moment;
 
 	/// check if the pool exists

pallets/investments/src/lib.rs

@@ -251,8 +251,11 @@ pub mod pallet {
 		type WeightInfo: weights::WeightInfo;
 	}
 
+	const STORAGE_VERSION: StorageVersion = StorageVersion::new(1);
+
 	#[pallet::pallet]
 	#[pallet::generate_store(pub (super) trait Store)]
+	#[pallet::storage_version(STORAGE_VERSION)]
 	pub struct Pallet<T>(_);
 
 	#[pallet::hooks]

pallets/liquidity-pools/src/lib.rs

@@ -150,7 +150,6 @@ pub mod pallet {
 		type PoolInspect: PoolInspect<
 			Self::AccountId,
 			CurrencyIdOf<Self>,
-			Rate = Self::Rate,
 			PoolId = Self::PoolId,
 			TrancheId = Self::TrancheId,
 		>;

pallets/pool-registry/src/mock.rs

@@ -15,7 +15,7 @@ use cfg_mocks::pallet_mock_write_off_policy;
 use cfg_primitives::{BlockNumber, CollectionId, Moment, PoolEpochId, TrancheWeight};
 use cfg_traits::{OrderManager, PoolMutate, PoolUpdateGuard, PreConditions, UpdateState};
 use cfg_types::{
-	fixed_point::Rate,
+	fixed_point::{Quantity, Rate},
 	permissions::{PermissionScope, Role},
 	tokens::{CurrencyId, CustomMetadata, TrancheCurrency},
 };
@@ -138,6 +138,7 @@ impl cfg_test_utils::mocks::nav::Config for Test {
 impl pallet_pool_system::Config for Test {
 	type AssetRegistry = RegistryMock;
 	type Balance = Balance;
+	type BalanceRatio = Quantity;
 	type ChallengeTime = ChallengeTime;
 	type Currency = Balances;
 	type CurrencyId = CurrencyId;
@@ -307,7 +308,7 @@ parameter_types! {
 impl pallet_investments::Config for Test {
 	type Accountant = PoolSystem;
 	type Amount = Balance;
-	type BalanceRatio = Rate;
+	type BalanceRatio = Quantity;
 	type InvestmentId = TrancheCurrency;
 	type MaxOutstandingCollects = MaxOutstandingCollects;
 	type PreConditions = Always;

pallets/pool-system/src/impls.rs

@@ -30,7 +30,6 @@ use crate::{
 impl<T: Config> PoolInspect<T::AccountId, T::CurrencyId> for Pallet<T> {
 	type Moment = Moment;
 	type PoolId = T::PoolId;
-	type Rate = T::Rate;
 	type TrancheId = T::TrancheId;
 
 	fn pool_exists(pool_id: Self::PoolId) -> bool {
@@ -55,13 +54,13 @@ impl<T: Config> PoolInspect<T::AccountId, T::CurrencyId> for Pallet<T> {
 impl<T: Config> TrancheTokenPrice<T::AccountId, T::CurrencyId> for Pallet<T> {
 	type Moment = Moment;
 	type PoolId = T::PoolId;
-	type Rate = T::Rate;
+	type Rate = T::BalanceRatio;
 	type TrancheId = T::TrancheId;
 
 	fn get(
 		pool_id: Self::PoolId,
 		tranche_id: Self::TrancheId,
-	) -> Option<PriceValue<T::CurrencyId, T::Rate, Moment>> {
+	) -> Option<PriceValue<T::CurrencyId, T::BalanceRatio, Moment>> {
 		let now = Self::now();
 		let mut pool = Pool::<T>::get(pool_id)?;
 
@@ -77,7 +76,7 @@ impl<T: Config> TrancheTokenPrice<T::AccountId, T::CurrencyId> for Pallet<T> {
 			.ok()?;
 		let prices = pool
 			.tranches
-			.calculate_prices::<T::Rate, T::Tokens, _>(total_assets, now)
+			.calculate_prices::<T::BalanceRatio, T::Tokens, _>(total_assets, now)
 			.ok()?;
 
 		let base = pool

pallets/pool-system/src/lib.rs

@@ -78,7 +78,7 @@ pub mod weights;
 #[allow(dead_code)]
 pub type EpochExecutionTrancheOf<T> = EpochExecutionTranche<
 	<T as Config>::Balance,
-	<T as Config>::Rate,
+	<T as Config>::BalanceRatio,
 	<T as Config>::TrancheWeight,
 	<T as Config>::TrancheCurrency,
 >;
@@ -87,7 +87,7 @@ pub type EpochExecutionTrancheOf<T> = EpochExecutionTranche<
 /// Type alias for EpochExecutionTranches
 pub type EpochExecutionTranchesOf<T> = EpochExecutionTranches<
 	<T as Config>::Balance,
-	<T as Config>::Rate,
+	<T as Config>::BalanceRatio,
 	<T as Config>::TrancheWeight,
 	<T as Config>::TrancheCurrency,
 	<T as Config>::MaxTranches,
@@ -129,7 +129,7 @@ pub type PoolDetailsOf<T> = PoolDetails<
 /// Type alias for `struct EpochExecutionInfo`
 type EpochExecutionInfoOf<T> = EpochExecutionInfo<
 	<T as Config>::Balance,
-	<T as Config>::Rate,
+	<T as Config>::BalanceRatio,
 	<T as Config>::EpochId,
 	<T as Config>::TrancheWeight,
 	<T as frame_system::Config>::BlockNumber,
@@ -212,6 +212,15 @@ pub mod pallet {
 			+ Convert<Self::TrancheWeight, Self::Balance>
 			+ From<u128>;
 
+		/// A fixed-point number that represent a price with decimals
+		type BalanceRatio: Member
+			+ Parameter
+			+ Default
+			+ Copy
+			+ TypeInfo
+			+ FixedPointNumber<Inner = Self::Balance>
+			+ MaxEncodedLen;
+
 		/// A fixed-point number which represents a Self::Balance
 		/// in terms of this fixed-point representation.
 		type Rate: Member
@@ -301,7 +310,7 @@ pub mod pallet {
 			Error = DispatchError,
 			InvestmentId = Self::TrancheCurrency,
 			Orders = TotalOrder<Self::Balance>,
-			Fulfillment = FulfillmentWithPrice<Self::Rate>,
+			Fulfillment = FulfillmentWithPrice<Self::BalanceRatio>,
 		>;
 
 		type Time: UnixTime;
@@ -354,8 +363,11 @@ pub mod pallet {
 		type WeightInfo: WeightInfo;
 	}
 
+	const STORAGE_VERSION: StorageVersion = StorageVersion::new(1);
+
 	#[pallet::pallet]
 	#[pallet::generate_store(pub(super) trait Store)]
+	#[pallet::storage_version(STORAGE_VERSION)]
 	pub struct Pallet<T>(_);
 
 	#[pallet::storage]
@@ -381,10 +393,6 @@ pub mod pallet {
 	#[pallet::getter(fn pool_deposits)]
 	pub type PoolDeposit<T: Config> = StorageMap<_, Blake2_128Concat, T::PoolId, PoolDepositOf<T>>;
 
-	#[pallet::storage]
-	#[pallet::getter(fn storage_version)]
-	pub type StorageVersion<T: Config> = StorageValue<_, Release, ValueQuery>;
-
 	#[pallet::storage]
 	pub type NotedChange<T: Config> = StorageDoubleMap<
 		_,
@@ -604,7 +612,7 @@ pub mod pallet {
 
 				let epoch_tranche_prices = pool
 					.tranches
-					.calculate_prices::<T::Rate, T::Tokens, _>(total_assets, now)?;
+					.calculate_prices::<T::BalanceRatio, T::Tokens, _>(total_assets, now)?;
 
 				// If closing the epoch would wipe out a tranche, the close is invalid.
 				// TODO: This should instead put the pool into an error state
@@ -875,7 +883,7 @@ pub mod pallet {
 
 		fn summarize_orders(
 			tranches: &TranchesOf<T>,
-			prices: &[T::Rate],
+			prices: &[T::BalanceRatio],
 		) -> Result<SummarizedOrders<T::Balance>, DispatchError> {
 			let mut acc_invest_orders = T::Balance::zero();
 			let mut acc_redeem_orders = T::Balance::zero();

pallets/pool-system/src/mock.rs

@@ -15,7 +15,7 @@ use cfg_traits::{
 	OrderManager, Permissions as PermissionsT, PoolUpdateGuard, PreConditions,
 	TrancheCurrency as TrancheCurrencyT,
 };
-pub use cfg_types::fixed_point::Rate;
+pub use cfg_types::fixed_point::{Quantity, Rate};
 use cfg_types::{
 	permissions::{PermissionRoles, PermissionScope, PoolRole, Role, UNION},
 	time::TimeProvider,
@@ -256,7 +256,7 @@ parameter_types! {
 impl pallet_investments::Config for Runtime {
 	type Accountant = PoolSystem;
 	type Amount = Balance;
-	type BalanceRatio = Rate;
+	type BalanceRatio = Quantity;
 	type InvestmentId = TrancheCurrency;
 	type MaxOutstandingCollects = MaxOutstandingCollects;
 	type PreConditions = Always;
@@ -307,6 +307,7 @@ parameter_types! {
 impl Config for Runtime {
 	type AssetRegistry = RegistryMock;
 	type Balance = Balance;
+	type BalanceRatio = Quantity;
 	type ChallengeTime = ChallengeTime;
 	type Currency = Balances;
 	type CurrencyId = CurrencyId;

pallets/pool-system/src/tests/mod.rs

@@ -153,7 +153,7 @@ fn core_constraints_currency_available_cant_cover_redemptions() {
 				.zip(vec![80, 20, 5, 5]) // no IntoIterator for arrays, so we use a vec here. Meh.
 				.map(|(_tranche, value)| EpochExecutionTranche {
 					supply: value,
-					price: One::one(),
+					price: Quantity::one(),
 					redeem: 10,
 					..Default::default()
 				})
@@ -502,7 +502,7 @@ fn pool_constraints_pass() {
 		assert_ok!(PoolSystem::inspect_solution(pool, &epoch, &full_solution));
 
 		assert_eq!(
-			calculate_risk_buffers::<u128, Rate>(&vec![3, 1], &vec![One::one(), One::one()])
+			calculate_risk_buffers::<u128, Quantity>(&vec![3, 1], &vec![One::one(), One::one()])
 				.unwrap(),
 			vec![Perquintill::zero(), Perquintill::from_float(0.75),]
 		);
@@ -577,7 +577,7 @@ fn epoch() {
 			>>::get(0, SeniorTrancheId::get())
 			.unwrap()
 			.price,
-			Rate::one()
+			Quantity::one()
 		);
 
 		assert_err!(
@@ -725,14 +725,14 @@ fn epoch() {
 			0
 		);
 		assert_eq!(pool.reserve.available, pool.reserve.total);
-		assert_eq!(pool.reserve.total, 758968368969420653370);
+		assert_eq!(pool.reserve.total, 758968368969420653250);
 		assert_eq!(
 			pool.tranches.residual_top_slice()[SENIOR_TRANCHE_INDEX as usize].reserve,
-			251031631030579346631
+			251031631030579346511
 		);
 		assert_eq!(
 			pool.reserve.total + senior_price.saturating_mul_int(250 * CURRENCY),
-			1010 * CURRENCY + 1 // TODO: Fix rounding issue with FixedPointNumberExtension
+			1009999999999999999750 // TODO: Fix rounding issue with FixedPointNumberExtension
 		);
 
 		assert_eq!(
@@ -742,7 +742,7 @@ fn epoch() {
 			>>::get(0, SeniorTrancheId::get())
 			.unwrap()
 			.price,
-			Rate::from_inner(1004126524122317386524000000)
+			Quantity::from_inner(1004126524122317386)
 		);
 	});
 }

pallets/pool-system/src/tranches.rs

@@ -15,7 +15,10 @@ use cfg_primitives::Moment;
 use cfg_primitives::{Balance, PoolId, TrancheId, TrancheWeight};
 use cfg_traits::TrancheCurrency as TrancheCurrencyT;
 #[cfg(test)]
-use cfg_types::{fixed_point::Rate, tokens::TrancheCurrency};
+use cfg_types::{
+	fixed_point::{Quantity, Rate},
+	tokens::TrancheCurrency,
+};
 use cfg_types::{
 	pools::TrancheMetadata,
 	tokens::{CrossChainTransferability, CustomMetadata},
@@ -1048,12 +1051,12 @@ pub struct EpochExecutionTranche<Balance, BalanceRatio, Weight, TrancheCurrency>
 }
 
 #[cfg(test)]
-impl Default for EpochExecutionTranche<Balance, Rate, TrancheWeight, TrancheCurrency> {
+impl Default for EpochExecutionTranche<Balance, Quantity, TrancheWeight, TrancheCurrency> {
 	fn default() -> Self {
 		Self {
 			currency: TrancheCurrency::generate(0, [0u8; 16]),
 			supply: 0,
-			price: Rate::one(),
+			price: Quantity::one(),
 			invest: 0,
 			redeem: 0,
 			min_risk_buffer: Default::default(),
@@ -1524,14 +1527,14 @@ fn finalize_combine<R, T, W>(
 pub mod test {
 	use cfg_primitives::{Balance, PoolId, TrancheId, TrancheWeight};
 	use cfg_types::{
-		fixed_point::{FixedPointNumberExtension, Rate},
+		fixed_point::{FixedPointNumberExtension, Quantity, Rate},
 		tokens::TrancheCurrency,
 	};
 
 	use super::*;
 	use crate::mock::MaxTranches;
 
-	type BalanceRatio = Rate;
+	type BalanceRatio = Quantity;
 	type TTrancheType = TrancheType<Rate>;
 	type TTranche = Tranche<Balance, Rate, TrancheWeight, TrancheCurrency>;
 	type TTranches =
@@ -3861,7 +3864,7 @@ pub mod test {
 			let tranches = default_epoch_tranches();
 
 			assert_eq!(
-				vec![Rate::one(), Rate::one(), Rate::one()],
+				vec![Quantity::one(), Quantity::one(), Quantity::one()],
 				tranches.prices()
 			)
 		}
@@ -4099,7 +4102,7 @@ pub mod test {
 		#[test]
 		fn epoch_execution_tranches_prices() {
 			let epoch_execution_tranches = default_epoch_tranches();
-			let r = Rate::one();
+			let r = Quantity::one();
 			assert_eq!(epoch_execution_tranches.prices(), vec![r, r, r])
 		}
 	}

runtime/altair/src/lib.rs

@@ -1397,7 +1397,7 @@ impl pallet_liquidity_pools::Config for Runtime {
 	type Permission = Permissions;
 	type PoolId = PoolId;
 	type PoolInspect = PoolSystem;
-	type Rate = Rate;
+	type Rate = Quantity;
 	type RuntimeEvent = RuntimeEvent;
 	type Time = Timestamp;
 	type Tokens = Tokens;
@@ -1417,7 +1417,7 @@ impl pallet_liquidity_pools_gateway::Config for Runtime {
 	type InboundQueue = LiquidityPools;
 	type LocalEVMOrigin = pallet_liquidity_pools_gateway::EnsureLocal;
 	type MaxIncomingMessageSize = MaxIncomingMessageSize;
-	type Message = pallet_liquidity_pools::Message<Domain, PoolId, TrancheId, Balance, Rate>;
+	type Message = pallet_liquidity_pools::Message<Domain, PoolId, TrancheId, Balance, Quantity>;
 	type Router = liquidity_pools_gateway_routers::DomainRouter<Runtime>;
 	type RuntimeEvent = RuntimeEvent;
 	type RuntimeOrigin = RuntimeOrigin;
@@ -1509,6 +1509,7 @@ parameter_types! {
 impl pallet_pool_system::Config for Runtime {
 	type AssetRegistry = OrmlAssetRegistry;
 	type Balance = Balance;
+	type BalanceRatio = Quantity;
 	type ChallengeTime = ChallengeTime;
 	type Currency = Balances;
 	type CurrencyId = CurrencyId;
@@ -1655,7 +1656,7 @@ parameter_types! {
 impl pallet_investments::Config for Runtime {
 	type Accountant = PoolSystem;
 	type Amount = Balance;
-	type BalanceRatio = Rate;
+	type BalanceRatio = Quantity;
 	type InvestmentId = TrancheCurrency;
 	type MaxOutstandingCollects = MaxOutstandingCollects;
 	type PreConditions = IsTrancheInvestor<Permissions, Timestamp>;

runtime/altair/src/migrations.rs

@@ -29,6 +29,8 @@ pub type UpgradeAltair1030 = (
 	pool_system::MigrateAUSDPools,
 	runtime_common::migrations::nuke::Migration<crate::Loans, RocksDbWeight, 1>,
 	runtime_common::migrations::nuke::Migration<crate::InterestAccrual, RocksDbWeight, 0>,
+	runtime_common::migrations::nuke::Migration<crate::PoolSystem, RocksDbWeight, 0>,
+	runtime_common::migrations::nuke::Migration<crate::Investments, RocksDbWeight, 0>,
 	pallet_rewards::migrations::new_instance::FundExistentialDeposit<
 		crate::Runtime,
 		pallet_rewards::Instance2,
@@ -44,6 +46,8 @@ pub type UpgradeAltair1030 = (
 pub type UpgradeAltair1030 = (
 	runtime_common::migrations::nuke::Migration<crate::Loans, RocksDbWeight, 1>,
 	runtime_common::migrations::nuke::Migration<crate::InterestAccrual, RocksDbWeight, 0>,
+	runtime_common::migrations::nuke::Migration<crate::PoolSystem, RocksDbWeight, 0>,
+	runtime_common::migrations::nuke::Migration<crate::Investments, RocksDbWeight, 0>,
 	pallet_rewards::migrations::new_instance::FundExistentialDeposit<
 		crate::Runtime,
 		pallet_rewards::Instance2,

runtime/centrifuge/src/lib.rs

@@ -1437,6 +1437,7 @@ impl pallet_pool_registry::Config for Runtime {
 impl pallet_pool_system::Config for Runtime {
 	type AssetRegistry = OrmlAssetRegistry;
 	type Balance = Balance;
+	type BalanceRatio = Quantity;
 	type ChallengeTime = ChallengeTime;
 	type Currency = Balances;
 	type CurrencyId = CurrencyId;
@@ -1597,7 +1598,7 @@ impl<
 impl pallet_investments::Config for Runtime {
 	type Accountant = PoolSystem;
 	type Amount = Balance;
-	type BalanceRatio = Rate;
+	type BalanceRatio = Quantity;
 	type InvestmentId = TrancheCurrency;
 	type MaxOutstandingCollects = MaxOutstandingCollects;
 	type PreConditions = IsTrancheInvestor<Permissions, Timestamp>;