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concentrated_liquidity.go
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concentrated_liquidity.go
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package apptesting
import (
"time"
sdk "github.com/cosmos/cosmos-sdk/types"
"github.com/osmosis-labs/osmosis/osmomath"
clmath "github.com/osmosis-labs/osmosis/v21/x/concentrated-liquidity/math"
clmodel "github.com/osmosis-labs/osmosis/v21/x/concentrated-liquidity/model"
"github.com/osmosis-labs/osmosis/v21/x/concentrated-liquidity/types"
poolmanagertypes "github.com/osmosis-labs/osmosis/v21/x/poolmanager/types"
cl "github.com/osmosis-labs/osmosis/v21/x/concentrated-liquidity"
)
type ConcentratedKeeperTestHelper struct {
KeeperTestHelper
Clk *cl.Keeper
AuthorizedUptimes []time.Duration
}
// Defines a concentrated liquidity swap test case.
type ConcentratedSwapTest struct {
// Specific to swap out given in.
TokenIn sdk.Coin
TokenOutDenom string
// Specific to swap in given out.
TokenOut sdk.Coin
TokenInDenom string
// Shared.
PriceLimit osmomath.BigDec
SpreadFactor osmomath.Dec
SecondPositionLowerPrice osmomath.Dec
SecondPositionUpperPrice osmomath.Dec
ExpectedTokenIn sdk.Coin
ExpectedTokenOut sdk.Coin
ExpectedTick int64
ExpectedSqrtPrice osmomath.BigDec
ExpectedLowerTickSpreadRewardGrowth sdk.DecCoins
ExpectedUpperTickSpreadRewardGrowth sdk.DecCoins
ExpectedSpreadRewardGrowthAccumulatorValue osmomath.Dec
// since we use different values for the seondary position's tick, save (tick, expectedSpreadRewardGrowth) tuple
ExpectedSecondLowerTickSpreadRewardGrowth SecondConcentratedPosition
ExpectedSecondUpperTickSpreadRewardGrowth SecondConcentratedPosition
NewLowerPrice osmomath.Dec
NewUpperPrice osmomath.Dec
PoolLiqAmount0 osmomath.Int
PoolLiqAmount1 osmomath.Int
ExpectErr bool
}
type SecondConcentratedPosition struct {
TickIndex int64
ExpectedSpreadRewardGrowth sdk.DecCoins
}
var (
WBTC = "ibc/D1542AA8762DB13087D8364F3EA6509FD6F009A34F00426AF9E4F9FA85CBBF1F"
DefaultTickSpacing = uint64(100)
DefaultLowerPrice = osmomath.NewDec(4545)
DefaultLowerTick = int64(30545000)
DefaultUpperPrice = osmomath.NewDec(5500)
DefaultUpperTick = int64(31500000)
DefaultCurrPrice = osmomath.NewDec(5000)
DefaultCurrTick int64 = 31000000
DefaultCurrSqrtPrice = func() osmomath.BigDec {
curSqrtPrice, _ := osmomath.MonotonicSqrt(DefaultCurrPrice) // 70.710678118654752440
return osmomath.BigDecFromDec(curSqrtPrice)
}()
DefaultSpreadRewardAccumCoins = sdk.NewDecCoins(sdk.NewDecCoin("foo", osmomath.NewInt(50)))
DefaultCoinAmount = osmomath.NewInt(1000000000000000000)
// Default tokens and amounts
ETH = "eth"
DefaultAmt0 = osmomath.NewInt(1000000)
DefaultAmt0Expected = osmomath.NewInt(998976)
DefaultCoin0 = sdk.NewCoin(ETH, DefaultAmt0)
USDC = "usdc"
DefaultAmt1 = osmomath.NewInt(5000000000)
DefaultAmt1Expected = osmomath.NewInt(5000000000)
DefaultCoin1 = sdk.NewCoin(USDC, DefaultAmt1)
DefaultCoins = sdk.NewCoins(DefaultCoin0, DefaultCoin1)
// Both of the following liquidity values are calculated in x/concentrated-liquidity/python/swap_test.py
DefaultLiquidityAmt = osmomath.MustNewDecFromStr("1517882343.751510417627556287")
FullRangeLiquidityAmt = osmomath.MustNewDecFromStr("70710678.118654752941000000")
swapFundCoins = sdk.NewCoins(sdk.NewCoin("eth", osmomath.NewInt(10000000000000)), sdk.NewCoin("usdc", osmomath.NewInt(1000000000000)))
roundingError = osmomath.OneInt()
EmptyCoins = sdk.DecCoins(nil)
// Various sqrt estimates
Sqrt4994 = osmomath.MustNewDecFromStr("70.668238976219012614")
// swap out given in test cases
SwapOutGivenInCases = map[string]ConcentratedSwapTest{
// One price range
//
// 5000
// 4545 -----|----- 5500
"single position within one tick: usdc -> eth": {
TokenIn: sdk.NewCoin("usdc", osmomath.NewInt(42000000)),
TokenOutDenom: "eth",
PriceLimit: osmomath.NewBigDec(5004),
SpreadFactor: osmomath.ZeroDec(),
// from math import *
// from decimal import *
// import sys
// # import custom CL script
// sys.path.insert(0, 'x/concentrated-liquidity/python')
// from clmath import *
// getcontext().prec = 60
// precision = Decimal('1.000000000000000000000000000000000000') # 36 decimal precision
// from math import *
// from decimal import *
// token_in = Decimal("42000000")
// liq = Decimal("1517882343.751510417627556287")
// sqrt_cur = Decimal("70.710678118654752441") # sqrt5000
// rounding_direction = ROUND_DOWN # round delta down since we're swapping asset 1 in
// sqrt_delta = (token_in / liq).quantize(precision, rounding=rounding_direction)
// sqrt_next = sqrt_cur + sqrt_delta
// token_out = floor(liq * (sqrt_next - sqrt_cur) / (sqrt_next * sqrt_cur))
// token_in = ceil(liq * abs(sqrt_cur - sqrt_next))
// print(sqrt_next)
// print(token_in)
// print(token_out)
ExpectedTokenIn: sdk.NewCoin("usdc", osmomath.NewInt(42000000)),
ExpectedTokenOut: sdk.NewCoin("eth", osmomath.NewInt(8396)),
ExpectedTick: 31003913,
// Corresponds to sqrt_next in script above
ExpectedSqrtPrice: osmomath.MustNewBigDecFromStr("70.738348247484497718514800000003600626"),
// tick's accum coins stay same since crossing tick does not occur in this case
},
"single position within one tick: usdc -> eth, with zero price limit": {
TokenIn: sdk.NewCoin("usdc", osmomath.NewInt(42000000)),
TokenOutDenom: "eth",
PriceLimit: osmomath.ZeroBigDec(),
SpreadFactor: osmomath.ZeroDec(),
// from math import *
// from decimal import *
// import sys
// # import custom CL script
// sys.path.insert(0, 'x/concentrated-liquidity/python')
// from clmath import *
// getcontext().prec = 60
// precision = Decimal('1.000000000000000000000000000000000000') # 36 decimal precision
// from math import *
// from decimal import *
// token_in = Decimal("42000000")
// liq = Decimal("1517882343.751510417627556287")
// sqrt_cur = Decimal("70.710678118654752441") # sqrt5000
// rounding_direction = ROUND_DOWN # round delta down since we're swapping asset 1 in
// sqrt_delta = (token_in / liq).quantize(precision, rounding=rounding_direction)
// sqrt_next = sqrt_cur + sqrt_delta
// token_out = floor(liq * (sqrt_next - sqrt_cur) / (sqrt_next * sqrt_cur))
// token_in = ceil(liq * abs(sqrt_cur - sqrt_next))
// print(sqrt_next)
// print(token_in)
// print(token_out)
ExpectedTokenIn: sdk.NewCoin("usdc", osmomath.NewInt(42000000)),
ExpectedTokenOut: sdk.NewCoin("eth", osmomath.NewInt(8396)),
ExpectedTick: 31003913,
// Corresponds to sqrt_next in script above
ExpectedSqrtPrice: osmomath.MustNewBigDecFromStr("70.738348247484497718514800000003600626"),
// tick's accum coins stay same since crossing tick does not occur in this case
},
"single position within one tick: eth -> usdc": {
TokenIn: sdk.NewCoin("eth", osmomath.NewInt(13370)),
TokenOutDenom: "usdc",
PriceLimit: osmomath.NewBigDec(4993),
SpreadFactor: osmomath.ZeroDec(),
// from math import *
// from decimal import *
// import sys
// # import custom CL script
// sys.path.insert(0, 'x/concentrated-liquidity/python')
// from clmath import *
// getcontext().prec = 60
// precision = Decimal('1.000000000000000000000000000000000000') # 36 decimal precision
// from math import *
// from decimal import *
// liquidity = Decimal("1517882343.751510417627556287")
// sqrt_cur = Decimal("70.710678118654752441") # sqrt5000
// token_in = 13370
// sqrt_next = get_next_sqrt_price_from_amount0_in_round_up(liquidity, sqrt_cur, token_in)
// token_out = round_sdk_prec_down(calc_amount_one_delta(liquidity, sqrt_cur, sqrt_next, False))
// token_in = ceil(calc_amount_zero_delta(liquidity, sqrt_cur, sqrt_next, True))
// # Summary
// print(sqrt_next)
// print(token_out)
// print(token_in)
ExpectedTokenIn: sdk.NewCoin("eth", osmomath.NewInt(13370)),
ExpectedTokenOut: sdk.NewCoin("usdc", osmomath.NewInt(66808388)),
ExpectedTick: 30993777,
ExpectedSqrtPrice: osmomath.MustNewBigDecFromStr("70.666663910857144332134093938182290274"),
},
"single position within one tick: eth -> usdc, with zero price limit": {
TokenIn: sdk.NewCoin("eth", osmomath.NewInt(13370)),
TokenOutDenom: "usdc",
PriceLimit: osmomath.ZeroBigDec(),
SpreadFactor: osmomath.ZeroDec(),
// from math import *
// from decimal import *
// getcontext().prec = 60
// precision = Decimal('1.000000000000000000000000000000000000') # 36 decimal precision
// liquidity = Decimal("1517882343.751510417627556287")
// sqrt_cur = Decimal("70.710678118654752441") # sqrt5000
// token_in = 13370
// sqrt_next = (liquidity * sqrt_cur / (liquidity + token_in * sqrt_cur)).quantize(precision, rounding=ROUND_UP)
// # CalcAmount0Delta rounded up
// expectedTokenIn = ((liquidity * (sqrt_cur - sqrt_next)) / (sqrt_cur * sqrt_next)).quantize(Decimal('1'), rounding=ROUND_UP)
// # CalcAmount1Delta rounded down
// expectedTokenOut = (liquidity * (sqrt_cur - sqrt_next)).quantize(Decimal('1'), rounding=ROUND_DOWN)
// # Summary
// print(sqrt_next)
// print(expectedTokenIn)
// print(expectedTokenOut)
ExpectedTokenIn: sdk.NewCoin("eth", osmomath.NewInt(13370)),
ExpectedTokenOut: sdk.NewCoin("usdc", osmomath.NewInt(66808388)),
ExpectedTick: 30993777,
// True value with arbitrary precision: 70.6666639108571443321...
// Expected value due to our monotonic sqrt's >= true value guarantee: 70.666663910857144333
ExpectedSqrtPrice: osmomath.MustNewBigDecFromStr("70.666663910857144332134093938182290274"),
},
// Two equal price ranges
//
// 5000
// 4545 -----|----- 5500
// 4545 -----|----- 5500
"two positions within one tick: usdc -> eth": {
TokenIn: sdk.NewCoin("usdc", osmomath.NewInt(42000000)),
TokenOutDenom: "eth",
PriceLimit: osmomath.NewBigDec(5002),
SpreadFactor: osmomath.ZeroDec(),
SecondPositionLowerPrice: DefaultLowerPrice,
SecondPositionUpperPrice: DefaultUpperPrice,
// from math import *
// from decimal import *
// getcontext().prec = 60
// precision = Decimal('1.000000000000000000000000000000000000') # 36 decimal precision
// token_in = Decimal("42000000")
// liq = 2 * Decimal("1517882343.751510417627556287")
// sqrt_cur = Decimal("70.710678118654752441") # sqrt5000
// rounding_direction = ROUND_DOWN # round delta down since we're swapping asset 1 in
// sqrt_delta = (token_in / liq).quantize(precision, rounding=rounding_direction)
// sqrt_next = sqrt_cur + sqrt_delta
// token_out = floor(liq * (sqrt_next - sqrt_cur) / (sqrt_next * sqrt_cur))
// token_in = ceil(liq * abs(sqrt_cur - sqrt_next))
// print(sqrt_next)
// print(token_in)
// print(token_out)
ExpectedTokenIn: sdk.NewCoin("usdc", osmomath.NewInt(42000000)),
ExpectedTokenOut: sdk.NewCoin("eth", osmomath.NewInt(8398)),
ExpectedTick: 31001956,
// Corresponds to sqrt_next in script above
ExpectedSqrtPrice: osmomath.MustNewBigDecFromStr("70.724513183069625079757400000001800313"),
// two positions with same liquidity entered
PoolLiqAmount0: osmomath.NewInt(1000000).MulRaw(2),
PoolLiqAmount1: osmomath.NewInt(5000000000).MulRaw(2),
},
"two positions within one tick: eth -> usdc": {
TokenIn: sdk.NewCoin("eth", osmomath.NewInt(13370)),
TokenOutDenom: "usdc",
PriceLimit: osmomath.NewBigDec(4996),
SpreadFactor: osmomath.ZeroDec(),
SecondPositionLowerPrice: DefaultLowerPrice,
SecondPositionUpperPrice: DefaultUpperPrice,
// from math import *
// from decimal import *
// getcontext().prec = 60
// liquidity = 2 * Decimal("1517882343.751510417627556287")
// sqrt_cur = Decimal("70.710678118654752441") # sqrt5000
// token_in = 13370
// precision = Decimal('1.000000000000000000000000000000000000') # 36 decimal precision
// sqrt_next = (liquidity * sqrt_cur / (liquidity + token_in * sqrt_cur)).quantize(precision, rounding=ROUND_UP)
// # CalcAmount0Delta rounded up
// expectedTokenIn = ((liquidity * (sqrt_cur - sqrt_next)) / (sqrt_cur * sqrt_next)).quantize(Decimal('1'), rounding=ROUND_UP)
// # CalcAmount1Delta rounded down
// expectedTokenOut = (liquidity * (sqrt_cur - sqrt_next)).quantize(Decimal('1'), rounding=ROUND_DOWN)
// # Summary
// print(sqrt_next)
// print(expectedTokenIn)
// print(expectedTokenOut)
ExpectedTokenIn: sdk.NewCoin("eth", osmomath.NewInt(13370)),
ExpectedTokenOut: sdk.NewCoin("usdc", osmomath.NewInt(66829187)),
ExpectedTick: 30996887,
// True value with arbitrary precision: 70.6886641634088363202...
// Expected value due to our monotonic sqrt's >= true value guarantee: 70.688664163408836321
ExpectedSqrtPrice: osmomath.MustNewBigDecFromStr("70.688664163408836320215015370847179540"),
// two positions with same liquidity entered
PoolLiqAmount0: osmomath.NewInt(1000000).MulRaw(2),
PoolLiqAmount1: osmomath.NewInt(5000000000).MulRaw(2),
},
// Consecutive price ranges
// 5000
// 4545 -----|----- 5500
// 5500 ----------- 6250
"two positions with consecutive price ranges: usdc -> eth": {
TokenIn: sdk.NewCoin("usdc", osmomath.NewInt(10000000000)),
TokenOutDenom: "eth",
PriceLimit: osmomath.NewBigDec(6255),
SpreadFactor: osmomath.ZeroDec(),
SecondPositionLowerPrice: osmomath.NewDec(5500),
SecondPositionUpperPrice: osmomath.NewDec(6250),
// from math import *
// from decimal import *
// # Range 1: From 5000 to 5500
// token_in = Decimal("10000000000")
// liq_1 = Decimal("1517882343.751510417627556287")
// sqrt_cur = Decimal("70.710678118654752441") # sqrt5000
// sqrt_next_1 = Decimal("74.161984870956629488") # sqrt5500
// token_out_1 = liq_1 * (sqrt_next_1 - sqrt_cur ) / (sqrt_next_1 * sqrt_cur)
// token_in_1 = ceil(liq_1 * abs(sqrt_cur - sqrt_next_1 ))
// token_in = token_in - token_in_1
// # Range 2: from 5500 till end
// # Using clmath.py scripts: get_liquidity_from_amounts(DefaultCurrSqrtPrice, sqrt5500, sqrt6250, DefaultPoolLiq0, DefaultPoolLiq1)
// liq_2 = Decimal("1197767444.955508123483846019")
// precision = Decimal('1.000000000000000000000000000000000000') # 36 decimal precision
// rounding_direction = ROUND_DOWN # round delta down since we're swapping asset 1 in
// sqrt_delta = (token_in / liq_2).quantize(precision, rounding=rounding_direction)
// sqrt_next_2 = sqrt_next_1 + sqrt_delta
// token_out_2 = liq_2 * (sqrt_next_2 - sqrt_next_1 ) / (sqrt_next_1 * sqrt_next_2)
// token_in_2 = ceil(liq_2 * abs(sqrt_next_2 - sqrt_next_1 ))
// # Summary:
// token_in = token_in_1 + token_in_2
// token_out = (token_out_1 + token_out_2).quantize(Decimal('1'), rounding=ROUND_DOWN)
// print(sqrt_next_2)
// print(token_in)
// print(token_out)
ExpectedTokenIn: sdk.NewCoin("usdc", osmomath.NewInt(10000000000)),
ExpectedTokenOut: sdk.NewCoin("eth", osmomath.NewInt(1820630)),
ExpectedTick: 32105414,
// Equivalent to sqrt_next_2 in the script above
ExpectedSqrtPrice: osmomath.MustNewBigDecFromStr("78.137149196095607130096044752300452857"),
// second positions both have greater tick than the current tick, thus never initialized
ExpectedSecondLowerTickSpreadRewardGrowth: SecondConcentratedPosition{TickIndex: 322500, ExpectedSpreadRewardGrowth: EmptyCoins},
ExpectedSecondUpperTickSpreadRewardGrowth: SecondConcentratedPosition{TickIndex: 315000, ExpectedSpreadRewardGrowth: EmptyCoins},
NewLowerPrice: osmomath.NewDec(5500),
NewUpperPrice: osmomath.NewDec(6250),
},
// Consecutive price ranges
//
// 5000
// 4545 -----|----- 5500
// 4000 ----------- 4545
//
"two positions with consecutive price ranges: eth -> usdc": {
TokenIn: sdk.NewCoin("eth", osmomath.NewInt(2000000)),
TokenOutDenom: "usdc",
PriceLimit: osmomath.NewBigDec(3900),
SpreadFactor: osmomath.ZeroDec(),
SecondPositionLowerPrice: osmomath.NewDec(4000),
SecondPositionUpperPrice: osmomath.NewDec(4545),
ExpectedTokenIn: sdk.NewCoin("eth", osmomath.NewInt(2000000)),
ExpectedTokenOut: sdk.NewCoin("usdc", osmomath.NewInt(9103422788)),
// crosses one tick with spread reward growth outside
ExpectedTick: 30095166,
// from math import *
// from decimal import *
// import sys
// # import custom CL script
// sys.path.insert(0, 'x/concentrated-liquidity/python')
// from clmath import *
// getcontext().prec = 60
// precision = Decimal('1.000000000000000000000000000000000000') # 36 decimal precision
// token_in = Decimal("2000000")
// # Swap step 1
// liq = Decimal("1517882343.751510417627556287")
// sqrt_cur = Decimal("70.710678118654752441") # sqrt5000
// sqrt_next_1 = Decimal("67.416615162732695594")
// token_out = round_sdk_prec_down(calc_amount_one_delta(liq, sqrt_cur, sqrt_next_1, False))
// token_in = token_in - ceil(calc_amount_zero_delta(liq, sqrt_cur, sqrt_next_1, True))
// # Swap step 2
// liq_2 = Decimal("1198735489.597250295669959397")
// sqrt_next_2 = get_next_sqrt_price_from_amount0_in_round_up(liq_2, sqrt_next_1, token_in)
// token_out = token_out + round_sdk_prec_down(calc_amount_one_delta(liq_2, sqrt_next_1, sqrt_next_2, False))
// token_in = token_in - ceil(calc_amount_zero_delta(liq_2, sqrt_next_1, sqrt_next_2, True))
// print(sqrt_next_2)
// print(token_out)
ExpectedSqrtPrice: osmomath.MustNewBigDecFromStr("63.993489023323078692803734142129673908"),
// crossing tick happens single time for each upper tick and lower tick.
// Thus the tick's spread reward growth is DefaultSpreadRewardAccumCoins * 3 - DefaultSpreadRewardAccumCoins
ExpectedLowerTickSpreadRewardGrowth: DefaultSpreadRewardAccumCoins.MulDec(osmomath.NewDec(2)),
ExpectedUpperTickSpreadRewardGrowth: DefaultSpreadRewardAccumCoins.MulDec(osmomath.NewDec(2)),
// second positions both have greater tick than the current tick, thus never initialized
ExpectedSecondLowerTickSpreadRewardGrowth: SecondConcentratedPosition{TickIndex: 300000, ExpectedSpreadRewardGrowth: EmptyCoins},
ExpectedSecondUpperTickSpreadRewardGrowth: SecondConcentratedPosition{TickIndex: 305450, ExpectedSpreadRewardGrowth: EmptyCoins},
NewLowerPrice: osmomath.NewDec(4000),
NewUpperPrice: osmomath.NewDec(4545),
},
// Partially overlapping price ranges
// 5000
// 4545 -----|----- 5500
// 5001 ----------- 6250
//
"two positions with partially overlapping price ranges: usdc -> eth": {
TokenIn: sdk.NewCoin("usdc", osmomath.NewInt(10000000000)),
TokenOutDenom: "eth",
PriceLimit: osmomath.NewBigDec(6056),
SpreadFactor: osmomath.ZeroDec(),
SecondPositionLowerPrice: osmomath.NewDec(5001),
SecondPositionUpperPrice: osmomath.NewDec(6250),
ExpectedTokenIn: sdk.NewCoin("usdc", osmomath.NewInt(10000000000)),
ExpectedTokenOut: sdk.NewCoin("eth", osmomath.NewInt(1864161)),
ExpectedTick: 32055919,
// from math import *
// from decimal import *
// import sys
// # import custom CL script
// sys.path.insert(0, 'x/concentrated-liquidity/python')
// from clmath import *
// getcontext().prec = 60
// precision = Decimal('1.000000000000000000000000000000000000') # 36 decimal precision
// from math import *
// from decimal import *
// # Range 1: From 5000 to 5500
// token_in = Decimal("10000000000")
// # Swap step 1
// liq = Decimal("1517882343.751510417627556287")
// sqrt_cur = Decimal("70.710678118654752441") # sqrt5000
// sqrt_next_1 = Decimal("70.717748832948578243")
// token_out = round_sdk_prec_down(calc_amount_zero_delta(liq, sqrt_cur, sqrt_next_1, False))
// token_in = token_in - ceil(calc_amount_one_delta(liq, sqrt_cur, sqrt_next_1, True))
// # Swap step 2
// liq_2 = Decimal("2188298432.357179144666797069")
// sqrt_next_2 = Decimal("74.161984870956629488")
// token_out = token_out + round_sdk_prec_down(calc_amount_zero_delta(liq_2, sqrt_next_1, sqrt_next_2, False))
// token_in = token_in - ceil(calc_amount_one_delta(liq_2, sqrt_next_1, sqrt_next_2, True))
// # Swap step 3
// liq_3 = Decimal("670416088.605668727039240782")
// sqrt_next_3 = get_next_sqrt_price_from_amount1_in_round_down(liq_3, sqrt_next_2, token_in)
// print(sqrt_next_3)
// print(token_out)
ExpectedSqrtPrice: osmomath.MustNewBigDecFromStr("77.819789636800169393792766394158739007"),
ExpectedLowerTickSpreadRewardGrowth: DefaultSpreadRewardAccumCoins,
ExpectedUpperTickSpreadRewardGrowth: DefaultSpreadRewardAccumCoins,
ExpectedSecondLowerTickSpreadRewardGrowth: SecondConcentratedPosition{TickIndex: 310010, ExpectedSpreadRewardGrowth: EmptyCoins},
ExpectedSecondUpperTickSpreadRewardGrowth: SecondConcentratedPosition{TickIndex: 322500, ExpectedSpreadRewardGrowth: EmptyCoins},
NewLowerPrice: osmomath.NewDec(5001),
NewUpperPrice: osmomath.NewDec(6250),
},
"two positions with partially overlapping price ranges, not utilizing full liquidity of second position: usdc -> eth": {
TokenIn: sdk.NewCoin("usdc", osmomath.NewInt(8500000000)),
TokenOutDenom: "eth",
PriceLimit: osmomath.NewBigDec(6056),
SpreadFactor: osmomath.ZeroDec(),
// from math import *
// from decimal import *
// getcontext().prec = 60
// # Range 1: From 5000 to 5001
// token_in = Decimal("8500000000")
// liq_1 = Decimal("1517882343.751510417627556287")
// sqrt_cur = Decimal("70.710678118654752441") # sqrt5000
// sqrt_next_1 = Decimal("70.717748832948578243") # sqrt5001
// token_out_1 = liq_1 * (sqrt_next_1 - sqrt_cur ) / (sqrt_next_1 * sqrt_cur)
// token_in_1 = ceil(liq_1 * (sqrt_next_1 - sqrt_cur ))
// token_in = token_in - token_in_1
// # Range 2: from 5001 to 5500:
// # Using clmath.py scripts: get_liquidity_from_amounts(DefaultCurrSqrtPrice, sqrt5001, sqrt6250, DefaultPoolLiq0, DefaultPoolLiq1)
// second_pos_liq = Decimal("670416088.605668727039240782")
// liq_2 = liq_1 + second_pos_liq
// sqrt_next_2 = Decimal("74.161984870956629488") # sqrt5500
// token_out_2 = liq_2 * (sqrt_next_2 - sqrt_next_1 ) / (sqrt_next_1 * sqrt_next_2)
// token_in_2 = ceil(liq_2 * (sqrt_next_2 - sqrt_next_1 ))
// token_in = token_in - token_in_2
// # Range 3: from 5500 till end
// liq_3 = second_pos_liq
// precision = Decimal('1.000000000000000000000000000000000000') # 36 decimal precision
// rounding_direction = ROUND_DOWN # round delta down since we're swapping asset 1 in
// sqrt_delta = (token_in / liq_3).quantize(precision, rounding=rounding_direction)
// sqrt_next_3 = sqrt_next_2 + sqrt_delta
// token_out_3 = liq_3 * (sqrt_next_3 - sqrt_next_2 ) / (sqrt_next_3 * sqrt_next_2)
// token_in_3 = ceil(liq_3 * (sqrt_next_3 - sqrt_next_2 ))
// # Summary:
// token_in = token_in_1 + token_in_2 + token_in_3
// token_out = (token_out_1 + token_out_2 + token_out_3).quantize(Decimal('1'), rounding=ROUND_DOWN)
// print(sqrt_next_3)
// print(token_in)
// print(token_out)
SecondPositionLowerPrice: osmomath.NewDec(5001),
SecondPositionUpperPrice: osmomath.NewDec(6250),
ExpectedTokenIn: sdk.NewCoin("usdc", osmomath.NewInt(8500000000)),
ExpectedTokenOut: sdk.NewCoin("eth", osmomath.NewInt(1609138)),
ExpectedLowerTickSpreadRewardGrowth: DefaultSpreadRewardAccumCoins,
ExpectedUpperTickSpreadRewardGrowth: DefaultSpreadRewardAccumCoins,
ExpectedSecondLowerTickSpreadRewardGrowth: SecondConcentratedPosition{TickIndex: 310010, ExpectedSpreadRewardGrowth: EmptyCoins},
ExpectedSecondUpperTickSpreadRewardGrowth: SecondConcentratedPosition{TickIndex: 322500, ExpectedSpreadRewardGrowth: EmptyCoins},
ExpectedTick: 31712695,
// Corresponds to sqrt_next_3 in the script above
ExpectedSqrtPrice: osmomath.MustNewBigDecFromStr("75.582373164412551492069079174313215667"),
NewLowerPrice: osmomath.NewDec(5001),
NewUpperPrice: osmomath.NewDec(6250),
},
// Partially overlapping price ranges
//
// 5000
// 4545 -----|----- 5500
// 4000 ----------- 4999
//
"two positions with partially overlapping price ranges: eth -> usdc": {
TokenIn: sdk.NewCoin("eth", osmomath.NewInt(2000000)),
TokenOutDenom: "usdc",
PriceLimit: osmomath.NewBigDec(4128),
SpreadFactor: osmomath.ZeroDec(),
// from math import *
// from decimal import *
// getcontext().prec = 60
// precision = Decimal('1.000000000000000000000000000000000000') # 36 decimal precision
// rounding_direction = ROUND_UP # round delta up since we're swapping asset 0 in
// # Setup
// token_in = Decimal("2000000")
// liq_pos_1 = Decimal("1517882343.751510417627556287")
// # Using clmath.py scripts: get_liquidity_from_amounts(DefaultCurrSqrtPrice, sqrt4000, sqrt4999, DefaultPoolLiq0, DefaultPoolLiq1)
// liq_pos_2 = Decimal("670416215.718827443660400593")
// sqrt_cur = Decimal("70.710678118654752441") # sqrt5000
// # Swapping through range 5000 -> 4999
// liq_0 = liq_pos_1
// sqrt_next_0 = Decimal("70.703606697254136613") # sqrt4999
// token_out_0 = liq_0 * abs(sqrt_cur - sqrt_next_0 )
// token_in_0 = ceil(liq_0 * abs(sqrt_cur - sqrt_next_0 ) / (sqrt_next_0 * sqrt_cur))
// token_in = token_in - token_in_0
// # Swapping through range 4999 -> 4545
// liq_1 = liq_pos_1 + liq_pos_2
// sqrt_next_1 = Decimal("67.416615162732695594") # sqrt4545
// token_out_1 = liq_1 * abs(sqrt_next_0 - sqrt_next_1 )
// token_in_1 = ceil(liq_1 * abs(sqrt_next_0 - sqrt_next_1 ) / (sqrt_next_1 * sqrt_next_0))
// token_in = token_in - token_in_1
// # Swapping through range 4545 -> end
// liq_2 = liq_pos_2
// sqrt_next_2 = (liq_2 * sqrt_next_1 / (liq_2 + token_in * sqrt_next_1)).quantize(precision, rounding=rounding_direction)
// token_out_2 = liq_2 * (sqrt_next_1 - sqrt_next_2 )
// token_in_2 = ceil(liq_2 * (sqrt_next_1 - sqrt_next_2 ) / (sqrt_next_2 * sqrt_next_1))
// # Summary:
// token_in = token_in_0 + token_in_1 + token_in_2
// token_out = (token_out_0 + token_out_1 + token_out_2).quantize(Decimal('1'), rounding=ROUND_DOWN)
// print(sqrt_next_2)
// print(token_in)
// print(token_out)
SecondPositionLowerPrice: osmomath.NewDec(4000),
SecondPositionUpperPrice: osmomath.NewDec(4999),
ExpectedTokenIn: sdk.NewCoin("eth", osmomath.NewInt(2000000)),
ExpectedTokenOut: sdk.NewCoin("usdc", osmomath.NewInt(9321276930)),
ExpectedTick: 30129083,
// Corresponds to sqrt_next_2 in the script above
ExpectedSqrtPrice: osmomath.MustNewBigDecFromStr("64.257943794993248953756640624575523292"),
// Started from DefaultSpreadRewardAccumCoins * 3, crossed tick once, thus becoming
// DefaultSpreadRewardAccumCoins * 3 - DefaultSpreadRewardAccumCoins = DefaultSpreadRewardAccumCoins * 2
ExpectedLowerTickSpreadRewardGrowth: DefaultSpreadRewardAccumCoins.MulDec(osmomath.NewDec(2)),
ExpectedUpperTickSpreadRewardGrowth: DefaultSpreadRewardAccumCoins.MulDec(osmomath.NewDec(2)),
ExpectedSecondLowerTickSpreadRewardGrowth: SecondConcentratedPosition{TickIndex: 300000, ExpectedSpreadRewardGrowth: EmptyCoins},
ExpectedSecondUpperTickSpreadRewardGrowth: SecondConcentratedPosition{TickIndex: 309990, ExpectedSpreadRewardGrowth: EmptyCoins},
NewLowerPrice: osmomath.NewDec(4000),
NewUpperPrice: osmomath.NewDec(4999),
},
// 5000
// 4545 -----|----- 5500
// 4000 ---------- 4999
"two positions with partially overlapping price ranges, not utilizing full liquidity of second position: eth -> usdc": {
TokenIn: sdk.NewCoin("eth", osmomath.NewInt(1800000)),
TokenOutDenom: "usdc",
PriceLimit: osmomath.NewBigDec(4128),
SpreadFactor: osmomath.ZeroDec(),
SecondPositionLowerPrice: osmomath.NewDec(4000),
SecondPositionUpperPrice: osmomath.NewDec(4999),
ExpectedTokenIn: sdk.NewCoin("eth", osmomath.NewInt(1800000)),
ExpectedTokenOut: sdk.NewCoin("usdc", osmomath.NewInt(8479320318)),
ExpectedTick: 30292059,
// from math import *
// from decimal import *
// import sys
// # import custom CL script
// sys.path.insert(0, 'x/concentrated-liquidity/python')
// from clmath import *
// getcontext().prec = 60
// precision = Decimal('1.000000000000000000000000000000000000') # 36 decimal precision
// token_in = Decimal("1800000")
// # Swap step 1
// liq = Decimal("1517882343.751510417627556287")
// sqrt_cur = Decimal("70.710678118654752441") # sqrt5000
// sqrt_next_1 = Decimal("70.703606697254136613")
// token_out = round_sdk_prec_down(calc_amount_one_delta(liq, sqrt_cur, sqrt_next_1, False))
// token_in = token_in - ceil(calc_amount_zero_delta(liq, sqrt_cur, sqrt_next_1, True))
// # Swap step 2
// liq_2 = Decimal("2188298559.470337861287956880")
// sqrt_next_2 = Decimal("67.416615162732695594")
// token_out = token_out + round_sdk_prec_down(calc_amount_one_delta(liq_2, sqrt_next_1, sqrt_next_2, False))
// token_in = token_in - ceil(calc_amount_zero_delta(liq_2, sqrt_next_1, sqrt_next_2, True))
// # Swap step 3
// liq_3 = Decimal("670416215.718827443660400593")
// sqrt_next_3 = get_next_sqrt_price_from_amount0_in_round_up(liq_3, sqrt_next_2, token_in)
// token_out = token_out + round_sdk_prec_down(calc_amount_one_delta(liq_3, sqrt_next_2, sqrt_next_3, False))
// token_in = token_in - ceil(calc_amount_zero_delta(liq_3, sqrt_next_2, sqrt_next_3, True))
// print(sqrt_next_3)
// print(token_out)
ExpectedSqrtPrice: osmomath.MustNewBigDecFromStr("65.513815285481060959469337552596846421"),
// Started from DefaultSpreadRewardAccumCoins * 3, crossed tick once, thus becoming
// DefaultSpreadRewardAccumCoins * 3 - DefaultSpreadRewardAccumCoins = DefaultSpreadRewardAccumCoins * 2
ExpectedLowerTickSpreadRewardGrowth: DefaultSpreadRewardAccumCoins.MulDec(osmomath.NewDec(2)),
ExpectedUpperTickSpreadRewardGrowth: DefaultSpreadRewardAccumCoins.MulDec(osmomath.NewDec(2)),
ExpectedSecondLowerTickSpreadRewardGrowth: SecondConcentratedPosition{TickIndex: 300000, ExpectedSpreadRewardGrowth: EmptyCoins},
ExpectedSecondUpperTickSpreadRewardGrowth: SecondConcentratedPosition{TickIndex: 309990, ExpectedSpreadRewardGrowth: EmptyCoins},
NewLowerPrice: osmomath.NewDec(4000),
NewUpperPrice: osmomath.NewDec(4999),
},
// Sequential price ranges with a gap
//
// 5000
// 4545 -----|----- 5500
// 5501 ----------- 6250
//
"two sequential positions with a gap": {
TokenIn: sdk.NewCoin("usdc", osmomath.NewInt(10000000000)),
TokenOutDenom: "eth",
PriceLimit: osmomath.NewBigDec(6106),
SpreadFactor: osmomath.ZeroDec(),
SecondPositionLowerPrice: osmomath.NewDec(5501),
SecondPositionUpperPrice: osmomath.NewDec(6250),
ExpectedTokenIn: sdk.NewCoin("usdc", osmomath.NewInt(10000000000)),
ExpectedTokenOut: sdk.NewCoin("eth", osmomath.NewInt(1820545)),
ExpectedTick: 32105555,
// from math import *
// from decimal import *
// import sys
// # import custom CL script
// sys.path.insert(0, 'x/concentrated-liquidity/python')
// from clmath import *
// getcontext().prec = 60
// precision = Decimal('1.000000000000000000000000000000000000') # 36 decimal precision
// token_in = Decimal("10000000000")
// # Swap step 1
// liq = Decimal("1517882343.751510417627556287")
// sqrt_cur = Decimal("70.710678118654752441") # sqrt5000
// sqrt_next_1 = Decimal("74.161984870956629488")
// token_out = round_sdk_prec_down(calc_amount_zero_delta(liq, sqrt_cur, sqrt_next_1, False))
// token_in = token_in - ceil(calc_amount_one_delta(liq, sqrt_cur, sqrt_next_1, True))
// # Swap step 2
// liq_2 = Decimal("0.000000000000000000")
// sqrt_next_2 = Decimal("74.168726563154635304")
// token_out = token_out + round_sdk_prec_down(calc_amount_zero_delta(liq_2, sqrt_next_1, sqrt_next_2, False))
// token_in = token_in - ceil(calc_amount_one_delta(liq_2, sqrt_next_1, sqrt_next_2, True))
// # Swap step 3
// liq_3 = Decimal("1199528406.187413669481596330")
// sqrt_next_3 = get_next_sqrt_price_from_amount1_in_round_down(liq_3, sqrt_next_2, token_in)
// token_out = token_out + round_sdk_prec_down(calc_amount_zero_delta(liq_3, sqrt_next_2, sqrt_next_3, False))
// token_in = token_in - ceil(calc_amount_one_delta(liq_3, sqrt_next_2, sqrt_next_3, True))
// print(sqrt_next_3)
// print(token_out)
ExpectedSqrtPrice: osmomath.MustNewBigDecFromStr("78.138055169663761658508234345605157554"),
ExpectedLowerTickSpreadRewardGrowth: DefaultSpreadRewardAccumCoins,
ExpectedUpperTickSpreadRewardGrowth: DefaultSpreadRewardAccumCoins,
ExpectedSecondLowerTickSpreadRewardGrowth: SecondConcentratedPosition{TickIndex: 315010, ExpectedSpreadRewardGrowth: EmptyCoins},
ExpectedSecondUpperTickSpreadRewardGrowth: SecondConcentratedPosition{TickIndex: 322500, ExpectedSpreadRewardGrowth: EmptyCoins},
NewLowerPrice: osmomath.NewDec(5501),
NewUpperPrice: osmomath.NewDec(6250),
},
// Slippage protection doesn't cause a failure but interrupts early.
// 5000
// 4545 ---!-|----- 5500
"single position within one tick, trade completes but slippage protection interrupts trade early: eth -> usdc": {
TokenIn: sdk.NewCoin("eth", osmomath.NewInt(13370)),
TokenOutDenom: "usdc",
PriceLimit: osmomath.NewBigDec(4994),
SpreadFactor: osmomath.ZeroDec(),
// from math import *
// from decimal import *
//
// liquidity = Decimal("1517882343.751510417627556287")
// sqrt_cur = Decimal("70.710678118654752441") # sqrt5000
// token_in = 13370
//
// # Exact since we hit price limit before next initialized tick
// sqrt_next = Decimal("70.668238976219012614") # sqrt4994
//
// # CalcAmount0Delta rounded up
// expectedTokenIn = ((liquidity * (sqrt_cur - sqrt_next)) / (sqrt_cur * sqrt_next)).quantize(Decimal('1'), rounding=ROUND_UP)
// # CalcAmount1Delta rounded down
// expectedTokenOut = (liquidity * (sqrt_cur - sqrt_next)).quantize(Decimal('1'), rounding=ROUND_DOWN)
//
// # Summary
// print(sqrt_next)
// print(expectedTokenIn)
// print(expectedTokenOut)
ExpectedTokenIn: sdk.NewCoin("eth", osmomath.NewInt(12892)),
ExpectedTokenOut: sdk.NewCoin("usdc", osmomath.NewInt(64417624)),
ExpectedTick: func() int64 {
tick, _ := clmath.SqrtPriceToTickRoundDownSpacing(osmomath.BigDecFromDec(Sqrt4994), DefaultTickSpacing)
return tick
}(),
// Since the next sqrt price is based on the price limit, we can calculate this directly.
ExpectedSqrtPrice: osmomath.BigDecFromDec(osmomath.MustMonotonicSqrt(osmomath.NewDec(4994))),
},
}
)
// PrepareConcentratedPool sets up an eth usdc concentrated liquidity pool with a tick spacing of 100,
// no liquidity and zero spread factor.
func (s *KeeperTestHelper) PrepareConcentratedPool() types.ConcentratedPoolExtension {
return s.PrepareCustomConcentratedPool(s.TestAccs[0], ETH, USDC, DefaultTickSpacing, osmomath.ZeroDec())
}
// PrepareConcentratedPoolWithCoins sets up a concentrated liquidity pool with custom denoms.
func (s *KeeperTestHelper) PrepareConcentratedPoolWithCoins(denom1, denom2 string) types.ConcentratedPoolExtension {
return s.PrepareCustomConcentratedPool(s.TestAccs[0], denom1, denom2, DefaultTickSpacing, osmomath.ZeroDec())
}
// PrepareConcentratedPoolWithCoinsAndFullRangePosition sets up a concentrated liquidity pool with custom denoms.
// It also creates a full range position.
func (s *KeeperTestHelper) PrepareConcentratedPoolWithCoinsAndFullRangePosition(denom1, denom2 string) types.ConcentratedPoolExtension {
clPool := s.PrepareCustomConcentratedPool(s.TestAccs[0], denom1, denom2, DefaultTickSpacing, osmomath.ZeroDec())
fundCoins := sdk.NewCoins(sdk.NewCoin(denom1, DefaultCoinAmount), sdk.NewCoin(denom2, DefaultCoinAmount))
s.FundAcc(s.TestAccs[0], fundCoins)
s.CreateFullRangePosition(clPool, fundCoins)
return clPool
}
// createConcentratedPoolsFromCoinsWithSpreadFactor creates CL pools from given sets of coins and respective swap fees.
// Where element 1 of the input corresponds to the first pool created, element 2 to the second pool created etc.
func (s *KeeperTestHelper) CreateConcentratedPoolsAndFullRangePositionWithSpreadFactor(poolDenoms [][]string, spreadFactor []osmomath.Dec) {
for i, curPoolDenoms := range poolDenoms {
s.Require().Equal(2, len(curPoolDenoms))
var curSpreadFactor osmomath.Dec
if len(spreadFactor) > i {
curSpreadFactor = spreadFactor[i]
} else {
curSpreadFactor = osmomath.ZeroDec()
}
clPool := s.PrepareCustomConcentratedPool(s.TestAccs[0], curPoolDenoms[0], curPoolDenoms[1], DefaultTickSpacing, curSpreadFactor)
fundCoins := sdk.NewCoins(sdk.NewCoin(curPoolDenoms[0], DefaultCoinAmount), sdk.NewCoin(curPoolDenoms[1], DefaultCoinAmount))
s.FundAcc(s.TestAccs[0], fundCoins)
s.CreateFullRangePosition(clPool, fundCoins)
}
}
// createConcentratedPoolsFromCoins creates CL pools from given sets of coins (with zero swap fees).
// Where element 1 of the input corresponds to the first pool created, element 2 to the second pool created etc.
func (s *KeeperTestHelper) CreateConcentratedPoolsAndFullRangePosition(poolDenoms [][]string) {
s.CreateConcentratedPoolsAndFullRangePositionWithSpreadFactor(poolDenoms, []osmomath.Dec{osmomath.ZeroDec()})
}
// PrepareConcentratedPoolWithCoinsAndLockedFullRangePosition sets up a concentrated liquidity pool with custom denoms.
// It also creates a full range position and locks it for 14 days.
func (s *KeeperTestHelper) PrepareConcentratedPoolWithCoinsAndLockedFullRangePosition(denom1, denom2 string) (types.ConcentratedPoolExtension, uint64, uint64) {
clPool := s.PrepareCustomConcentratedPool(s.TestAccs[0], denom1, denom2, DefaultTickSpacing, osmomath.ZeroDec())
fundCoins := sdk.NewCoins(sdk.NewCoin(denom1, DefaultCoinAmount), sdk.NewCoin(denom2, DefaultCoinAmount))
s.FundAcc(s.TestAccs[0], fundCoins)
positionData, concentratedLockId, err := s.App.ConcentratedLiquidityKeeper.CreateFullRangePositionLocked(s.Ctx, clPool.GetId(), s.TestAccs[0], fundCoins, time.Hour*24*14)
s.Require().NoError(err)
clPool, err = s.App.ConcentratedLiquidityKeeper.GetConcentratedPoolById(s.Ctx, clPool.GetId())
s.Require().NoError(err)
return clPool, concentratedLockId, positionData.ID
}
// PrepareCustomConcentratedPool sets up a concentrated liquidity pool with the custom parameters.
func (s *KeeperTestHelper) PrepareCustomConcentratedPool(owner sdk.AccAddress, denom0, denom1 string, tickSpacing uint64, spreadFactor osmomath.Dec) types.ConcentratedPoolExtension {
// Mint some assets to the account.
s.FundAcc(s.TestAccs[0], s.App.PoolManagerKeeper.GetParams(s.Ctx).PoolCreationFee)
// Create a concentrated pool via the poolmanager
poolID, err := s.App.PoolManagerKeeper.CreatePool(s.Ctx, clmodel.NewMsgCreateConcentratedPool(owner, denom0, denom1, tickSpacing, spreadFactor))
s.Require().NoError(err)
// Retrieve the poolInterface via the poolID
poolI, err := s.App.ConcentratedLiquidityKeeper.GetPool(s.Ctx, poolID)
s.Require().NoError(err)
// Type cast the PoolInterface to a ConcentratedPoolExtension
pool, ok := poolI.(types.ConcentratedPoolExtension)
s.Require().True(ok)
return pool
}
// PrepareMultipleConcentratedPools returns X cl pool's with X being provided by the user.
func (s *KeeperTestHelper) PrepareMultipleConcentratedPools(poolsToCreate uint16) []uint64 {
var poolIds []uint64
for i := uint16(0); i < poolsToCreate; i++ {
pool := s.PrepareConcentratedPool()
poolIds = append(poolIds, pool.GetId())
}
return poolIds
}
// CreateFullRangePosition creates a full range position and returns position id and the liquidity created.
func (s *KeeperTestHelper) CreateFullRangePosition(pool types.ConcentratedPoolExtension, coins sdk.Coins) (uint64, osmomath.Dec) {
s.FundAcc(s.TestAccs[0], coins)
positionData, err := s.App.ConcentratedLiquidityKeeper.CreateFullRangePosition(s.Ctx, pool.GetId(), s.TestAccs[0], coins)
s.Require().NoError(err)
return positionData.ID, positionData.Liquidity
}
// WithdrawFullRangePosition withdraws given liquidity from a position specified by id.
func (s *KeeperTestHelper) WithdrawFullRangePosition(pool types.ConcentratedPoolExtension, positionId uint64, liquidityToRemove osmomath.Dec) {
clMsgServer := cl.NewMsgServerImpl(s.App.ConcentratedLiquidityKeeper)
_, err := clMsgServer.WithdrawPosition(sdk.WrapSDKContext(s.Ctx), &types.MsgWithdrawPosition{
PositionId: positionId,
LiquidityAmount: liquidityToRemove,
Sender: s.TestAccs[0].String(),
})
s.Require().NoError(err)
}
// SetupConcentratedLiquidityDenomsAndPoolCreation sets up the default authorized quote denoms.
// Additionally, enables permissionless pool creation.
// This is to overwrite the default params set in concentrated liquidity genesis to account for the test cases that
// used various denoms before the authorized quote denoms were introduced.
func (s *KeeperTestHelper) SetupConcentratedLiquidityDenomsAndPoolCreation() {
// modify authorized quote denoms to include test denoms.
defaultParams := types.DefaultParams()
defaultParams.IsPermissionlessPoolCreationEnabled = true
s.App.ConcentratedLiquidityKeeper.SetParams(s.Ctx, defaultParams)
poolManagerParams := s.App.PoolManagerKeeper.GetParams(s.Ctx)
poolManagerParams.AuthorizedQuoteDenoms = append(poolmanagertypes.DefaultParams().AuthorizedQuoteDenoms, ETH, USDC, BAR, BAZ, FOO, UOSMO, STAKE, WBTC)
s.App.PoolManagerKeeper.SetParams(s.Ctx, poolManagerParams)
}
func (s *ConcentratedKeeperTestHelper) SetupTest() {
s.Reset()
s.setupClGeneral()
}
func (s *ConcentratedKeeperTestHelper) SetupAndFundSwapTest() {
s.SetupTest()
s.FundAcc(s.TestAccs[0], swapFundCoins)
s.FundAcc(s.TestAccs[1], swapFundCoins)
}
func (s *ConcentratedKeeperTestHelper) PreparePoolWithCustSpread(spread osmomath.Dec) types.ConcentratedPoolExtension {
clParams := s.App.ConcentratedLiquidityKeeper.GetParams(s.Ctx)
clParams.AuthorizedSpreadFactors = append(clParams.AuthorizedSpreadFactors, spread)
s.App.ConcentratedLiquidityKeeper.SetParams(s.Ctx, clParams)
return s.PrepareCustomConcentratedPool(s.TestAccs[0], "eth", "usdc", DefaultTickSpacing, spread)
}
func (s *ConcentratedKeeperTestHelper) SetupDefaultPosition(poolId uint64) {
s.SetupPosition(poolId, s.TestAccs[0], DefaultCoins, DefaultLowerTick, DefaultUpperTick, false)
}
func (s *ConcentratedKeeperTestHelper) SetupPosition(poolId uint64, owner sdk.AccAddress, providedCoins sdk.Coins, lowerTick, upperTick int64, addRoundingError bool) (osmomath.Dec, uint64) {
roundingErrorCoins := sdk.NewCoins()
if addRoundingError {
roundingErrorCoins = sdk.NewCoins(sdk.NewCoin(ETH, roundingError), sdk.NewCoin(USDC, roundingError))
}
s.FundAcc(owner, providedCoins.Add(roundingErrorCoins...))
positionData, err := s.App.ConcentratedLiquidityKeeper.CreatePosition(s.Ctx, poolId, owner, providedCoins, osmomath.ZeroInt(), osmomath.ZeroInt(), lowerTick, upperTick)
s.Require().NoError(err)
liquidity, err := s.App.ConcentratedLiquidityKeeper.GetPositionLiquidity(s.Ctx, positionData.ID)
s.Require().NoError(err)
return liquidity, positionData.ID
}
func (s *ConcentratedKeeperTestHelper) SetupSecondPosition(test ConcentratedSwapTest, pool types.ConcentratedPoolExtension) {
if !test.SecondPositionLowerPrice.IsNil() {
newLowerTick, newUpperTick := s.LowerUpperPricesToTick(test.SecondPositionLowerPrice, test.SecondPositionUpperPrice, pool.GetTickSpacing())
_, err := s.App.ConcentratedLiquidityKeeper.CreatePosition(s.Ctx, pool.GetId(), s.TestAccs[1], DefaultCoins, osmomath.ZeroInt(), osmomath.ZeroInt(), newLowerTick, newUpperTick)
s.Require().NoError(err)
}
}
func (s *ConcentratedKeeperTestHelper) LowerUpperPricesToTick(lowerPrice, upperPrice osmomath.Dec, tickSpacing uint64) (int64, int64) {
lowerSqrtPrice := osmomath.MustMonotonicSqrt(lowerPrice)
newLowerTick, err := clmath.SqrtPriceToTickRoundDownSpacing(osmomath.BigDecFromDec(lowerSqrtPrice), tickSpacing)
s.Require().NoError(err)
upperSqrtPrice := osmomath.MustMonotonicSqrt(upperPrice)
newUpperTick, err := clmath.SqrtPriceToTickRoundDownSpacing(osmomath.BigDecFromDec(upperSqrtPrice), tickSpacing)
s.Require().NoError(err)
return newLowerTick, newUpperTick
}
func (s *ConcentratedKeeperTestHelper) setupClGeneral() {
s.Clk = s.App.ConcentratedLiquidityKeeper
if s.AuthorizedUptimes != nil {
clParams := s.App.ConcentratedLiquidityKeeper.GetParams(s.Ctx)
clParams.AuthorizedUptimes = s.AuthorizedUptimes
s.App.ConcentratedLiquidityKeeper.SetParams(s.Ctx, clParams)
}
}