-
Notifications
You must be signed in to change notification settings - Fork 581
/
swap.go
201 lines (170 loc) · 5.95 KB
/
swap.go
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
32
33
34
35
36
37
38
39
40
41
42
43
44
45
46
47
48
49
50
51
52
53
54
55
56
57
58
59
60
61
62
63
64
65
66
67
68
69
70
71
72
73
74
75
76
77
78
79
80
81
82
83
84
85
86
87
88
89
90
91
92
93
94
95
96
97
98
99
100
101
102
103
104
105
106
107
108
109
110
111
112
113
114
115
116
117
118
119
120
121
122
123
124
125
126
127
128
129
130
131
132
133
134
135
136
137
138
139
140
141
142
143
144
145
146
147
148
149
150
151
152
153
154
155
156
157
158
159
160
161
162
163
164
165
166
167
168
169
170
171
172
173
174
175
176
177
178
179
180
181
182
183
184
185
186
187
188
189
190
191
192
193
194
195
196
197
198
199
200
201
package keeper
import (
"errors"
sdk "github.com/cosmos/cosmos-sdk/types"
sdkerrors "github.com/cosmos/cosmos-sdk/types/errors"
"github.com/osmosis-labs/osmosis/v6/x/gamm/types"
)
func (k Keeper) SwapExactAmountIn(
ctx sdk.Context,
sender sdk.AccAddress,
poolId uint64,
tokenIn sdk.Coin,
tokenOutDenom string,
tokenOutMinAmount sdk.Int,
) (tokenOutAmount sdk.Int, spotPriceAfter sdk.Dec, err error) {
if tokenIn.Denom == tokenOutDenom {
return sdk.Int{}, sdk.Dec{}, errors.New("cannot trade same denomination in and out")
}
pool, inPoolAsset, outPoolAsset, err :=
k.getPoolAndInOutAssets(ctx, poolId, tokenIn.Denom, tokenOutDenom)
if err != nil {
return sdk.Int{}, sdk.Dec{}, err
}
if !pool.IsActive(ctx.BlockTime()) {
return sdk.Int{}, sdk.Dec{}, sdkerrors.Wrapf(types.ErrPoolLocked, "swap on inactive pool")
}
// TODO: Understand if we are handling swap fee consistently,
// with the global swap fee and the pool swap fee
tokenOutAmount = calcOutGivenIn(
inPoolAsset.Token.Amount.ToDec(),
inPoolAsset.Weight.ToDec(),
outPoolAsset.Token.Amount.ToDec(),
outPoolAsset.Weight.ToDec(),
tokenIn.Amount.ToDec(),
pool.GetPoolParams().SwapFee,
).TruncateInt()
if tokenOutAmount.LTE(sdk.ZeroInt()) {
return sdk.Int{}, sdk.Dec{}, sdkerrors.Wrapf(types.ErrInvalidMathApprox, "token amount is zero or negative")
}
if tokenOutAmount.LT(tokenOutMinAmount) {
return sdk.Int{}, sdk.Dec{}, sdkerrors.Wrapf(types.ErrLimitMinAmount, "%s token is lesser than min amount", outPoolAsset.Token.Denom)
}
inPoolAsset.Token.Amount = inPoolAsset.Token.Amount.Add(tokenIn.Amount)
outPoolAsset.Token.Amount = outPoolAsset.Token.Amount.Sub(tokenOutAmount)
tokenOut := sdk.Coin{Denom: tokenOutDenom, Amount: tokenOutAmount}
err = k.updatePoolForSwap(ctx, pool, sender, inPoolAsset, outPoolAsset, tokenIn, tokenOut)
if err != nil {
return sdk.Int{}, sdk.Dec{}, err
}
return tokenOutAmount, spotPriceAfter, nil
}
func (k Keeper) SwapExactAmountOut(
ctx sdk.Context,
sender sdk.AccAddress,
poolId uint64,
tokenInDenom string,
tokenInMaxAmount sdk.Int,
tokenOut sdk.Coin,
) (tokenInAmount sdk.Int, spotPriceAfter sdk.Dec, err error) {
if tokenInDenom == tokenOut.Denom {
return sdk.Int{}, sdk.Dec{}, errors.New("cannot trade same denomination in and out")
}
pool, inPoolAsset, outPoolAsset, err :=
k.getPoolAndInOutAssets(ctx, poolId, tokenInDenom, tokenOut.Denom)
if err != nil {
return sdk.Int{}, sdk.Dec{}, err
}
if !pool.IsActive(ctx.BlockTime()) {
return sdk.Int{}, sdk.Dec{}, sdkerrors.Wrapf(types.ErrPoolLocked, "swap on inactive pool")
}
poolOutBal, _ := pool.GetTokenBalance(tokenOut.Denom)
if tokenOut.Amount.GTE(poolOutBal) {
return sdk.Int{}, sdk.Dec{}, sdkerrors.Wrapf(types.ErrTooManyTokensOut,
"can't get more tokens out than there are tokens in the pool")
}
tokenInAmount = calcInGivenOut(
inPoolAsset.Token.Amount.ToDec(),
inPoolAsset.Weight.ToDec(),
outPoolAsset.Token.Amount.ToDec(),
outPoolAsset.Weight.ToDec(),
tokenOut.Amount.ToDec(),
pool.GetPoolParams().SwapFee,
).TruncateInt()
if tokenInAmount.LTE(sdk.ZeroInt()) {
return sdk.Int{}, sdk.Dec{}, sdkerrors.Wrapf(types.ErrInvalidMathApprox, "token amount is zero or negative")
}
if tokenInAmount.GT(tokenInMaxAmount) {
return sdk.Int{}, sdk.Dec{}, sdkerrors.Wrapf(types.ErrLimitMaxAmount, "%s token is larger than max amount", outPoolAsset.Token.Denom)
}
inPoolAsset.Token.Amount = inPoolAsset.Token.Amount.Add(tokenInAmount)
outPoolAsset.Token.Amount = outPoolAsset.Token.Amount.Sub(tokenOut.Amount)
tokenIn := sdk.Coin{Denom: tokenInDenom, Amount: tokenInAmount}
err = k.updatePoolForSwap(ctx, pool, sender, inPoolAsset, outPoolAsset, tokenIn, tokenOut)
if err != nil {
return sdk.Int{}, sdk.Dec{}, err
}
return tokenInAmount, spotPriceAfter, nil
}
// updatePoolForSwap takes a pool, sender, post-swap pool reserves, and tokenIn, tokenOut amounts
// It then updates the pool's balances to the new reserve amounts, and
// sends the in tokens from the sender to the pool, and the out tokens from the pool to the sender.
func (k Keeper) updatePoolForSwap(
ctx sdk.Context,
pool types.PoolI,
sender sdk.AccAddress,
updatedPoolAssetIn types.PoolAsset,
updatedPoolAssetOut types.PoolAsset,
tokenIn sdk.Coin,
tokenOut sdk.Coin,
) error {
err := pool.UpdatePoolAssetBalances(sdk.NewCoins(
updatedPoolAssetIn.Token,
updatedPoolAssetOut.Token,
))
if err != nil {
return err
}
err = k.SetPool(ctx, pool)
if err != nil {
return err
}
err = k.bankKeeper.SendCoins(ctx, sender, pool.GetAddress(), sdk.Coins{
tokenIn,
})
if err != nil {
return err
}
err = k.bankKeeper.SendCoins(ctx, pool.GetAddress(), sender, sdk.Coins{
tokenOut,
})
if err != nil {
return err
}
tokensIn := sdk.Coins{tokenIn}
tokensOut := sdk.Coins{tokenOut}
k.createSwapEvent(ctx, sender, pool.GetId(), tokensIn, tokensOut)
k.hooks.AfterSwap(ctx, sender, pool.GetId(), tokensIn, tokensOut)
k.RecordTotalLiquidityIncrease(ctx, tokensIn)
k.RecordTotalLiquidityDecrease(ctx, tokensOut)
return err
}
func (k Keeper) CalculateSpotPriceWithSwapFee(ctx sdk.Context, poolId uint64, tokenInDenom, tokenOutDenom string) (sdk.Dec, error) {
pool, inPoolAsset, outPoolAsset, err :=
k.getPoolAndInOutAssets(ctx, poolId, tokenInDenom, tokenOutDenom)
if err != nil {
return sdk.Dec{}, err
}
return calcSpotPriceWithSwapFee(
inPoolAsset.Token.Amount.ToDec(),
inPoolAsset.Weight.ToDec(),
outPoolAsset.Token.Amount.ToDec(),
outPoolAsset.Weight.ToDec(),
pool.GetPoolParams().SwapFee,
), nil
}
func (k Keeper) CalculateSpotPrice(ctx sdk.Context, poolId uint64, tokenInDenom, tokenOutDenom string) (sdk.Dec, error) {
_, inPoolAsset, outPoolAsset, err :=
k.getPoolAndInOutAssets(ctx, poolId, tokenInDenom, tokenOutDenom)
if err != nil {
return sdk.Dec{}, err
}
// calcSpotPriceWithSwapFee, but with fee = 0
return calcSpotPriceWithSwapFee(
inPoolAsset.Token.Amount.ToDec(),
inPoolAsset.Weight.ToDec(),
outPoolAsset.Token.Amount.ToDec(),
outPoolAsset.Weight.ToDec(),
sdk.ZeroDec(),
), nil
}