Twap: Add twapkeeper wiring (#2193)

* Twap: Add twapkeeper wiring

* Add changelog entry

CHANGELOG.md

@@ -42,9 +42,6 @@ and this project adheres to [Semantic Versioning](https://semver.org/spec/v2.0.0
 
 ## Unreleased
 
-* [#2016](https://github.com/osmosis-labs/osmosis/pull/2016) Add fixed 10000 gas cost for each Balancer swap
-* [$2147](https://github.com/osmosis-labs/osmosis/pull/2147) Set MaxAgeNumBlocks in v11 Upgrade Handler to two weeks.
-
 ### Breaking Changes
 
 
@@ -54,6 +51,9 @@ and this project adheres to [Semantic Versioning](https://semver.org/spec/v2.0.0
 * [#1825](https://github.com/osmosis-labs/osmosis/pull/1825) Fixes Interchain Accounts (host side) by adding it to AppModuleBasics
 * [#1699](https://github.com/osmosis-labs/osmosis/pull/1699) Fixes bug in sig fig rounding on spot price queries for small values
 * [#1994](https://github.com/osmosis-labs/osmosis/pull/1994) Removed bech32ibc module
+* [#2016](https://github.com/osmosis-labs/osmosis/pull/2016) Add fixed 10000 gas cost for each Balancer swap
+* [#2147](https://github.com/osmosis-labs/osmosis/pull/2147) Set MaxAgeNumBlocks in v11 Upgrade Handler to two weeks.
+* [#2193](https://github.com/osmosis-labs/osmosis/pull/2193) Add TwapKeeper to the Osmosis app
 
 #### Golang API breaks
 
@@ -66,7 +66,7 @@ and this project adheres to [Semantic Versioning](https://semver.org/spec/v2.0.0
 * [#1630](https://github.com/osmosis-labs/osmosis/pull/1630) Delete the v043_temp module, now that we're on an updated SDK version.
 * [#1667](https://github.com/osmosis-labs/osmosis/pull/1673) Move wasm-bindings code out of app package into its own root level package.
 * [#2013](https://github.com/osmosis-labs/osmosis/pull/2013) Make `SetParams`, `SetPool`, `SetTotalLiquidity`, and `SetDenomLiquidity` GAMM APIs private
-*[#1857](https://github.com/osmosis-labs/osmosis/pull/1857) x/mint rename GetLastHalvenEpochNum to GetLastReductionEpochNum
+* [#1857](https://github.com/osmosis-labs/osmosis/pull/1857) x/mint rename GetLastHalvenEpochNum to GetLastReductionEpochNum
 
 ### Features
 

app/apptesting/gamm.go

@@ -96,3 +96,21 @@ func (s *KeeperTestHelper) PrepareBalancerPoolWithPoolAsset(assets []balancer.Po
 	s.NoError(err)
 	return poolId
 }
+
+func (s *KeeperTestHelper) RunBasicSwap(poolId uint64) {
+	denoms, err := s.App.GAMMKeeper.GetPoolDenoms(s.Ctx, poolId)
+	s.Require().NoError(err)
+
+	swapIn := sdk.NewCoins(sdk.NewCoin(denoms[0], sdk.NewInt(1000)))
+	s.FundAcc(s.TestAccs[0], swapIn)
+
+	msg := gammtypes.MsgSwapExactAmountIn{
+		Sender:            string(s.TestAccs[0]),
+		Routes:            []gammtypes.SwapAmountInRoute{{PoolId: poolId, TokenOutDenom: denoms[1]}},
+		TokenIn:           swapIn[0],
+		TokenOutMinAmount: sdk.ZeroInt(),
+	}
+	// TODO: switch to message
+	_, err = s.App.GAMMKeeper.SwapExactAmountIn(s.Ctx, s.TestAccs[0], poolId, msg.TokenIn, denoms[1], msg.TokenOutMinAmount)
+	s.Require().NoError(err)
+}

app/apptesting/test_suite.go

@@ -61,6 +61,16 @@ func (s *KeeperTestHelper) CreateTestContext() sdk.Context {
 	return sdk.NewContext(ms, tmtypes.Header{}, false, logger)
 }
 
+// CreateTestContext creates a test context.
+func (s *KeeperTestHelper) Commit() {
+	oldHeight := s.Ctx.BlockHeight()
+	oldHeader := s.Ctx.BlockHeader()
+	s.App.Commit()
+	newHeader := tmtypes.Header{Height: oldHeight + 1, ChainID: oldHeader.ChainID, Time: time.Now().UTC()}
+	s.App.BeginBlock(abci.RequestBeginBlock{Header: newHeader})
+	s.Ctx = s.App.GetBaseApp().NewContext(false, newHeader)
+}
+
 // FundAcc funds target address with specified amount.
 func (s *KeeperTestHelper) FundAcc(acc sdk.AccAddress, amounts sdk.Coins) {
 	err := simapp.FundAccount(s.App.BankKeeper, s.Ctx, acc, amounts)

app/keepers/keepers.go

@@ -52,6 +52,8 @@ import (
 	epochskeeper "github.com/osmosis-labs/osmosis/v10/x/epochs/keeper"
 	epochstypes "github.com/osmosis-labs/osmosis/v10/x/epochs/types"
 	gammkeeper "github.com/osmosis-labs/osmosis/v10/x/gamm/keeper"
+	"github.com/osmosis-labs/osmosis/v10/x/gamm/twap"
+	twaptypes "github.com/osmosis-labs/osmosis/v10/x/gamm/twap/types"
 	gammtypes "github.com/osmosis-labs/osmosis/v10/x/gamm/types"
 	incentiveskeeper "github.com/osmosis-labs/osmosis/v10/x/incentives/keeper"
 	incentivestypes "github.com/osmosis-labs/osmosis/v10/x/incentives/types"
@@ -98,6 +100,7 @@ type AppKeepers struct {
 	TransferKeeper       *ibctransferkeeper.Keeper
 	EvidenceKeeper       *evidencekeeper.Keeper
 	GAMMKeeper           *gammkeeper.Keeper
+	TwapKeeper           *twap.Keeper
 	LockupKeeper         *lockupkeeper.Keeper
 	EpochsKeeper         *epochskeeper.Keeper
 	IncentivesKeeper     *incentiveskeeper.Keeper
@@ -241,6 +244,12 @@ func (appKeepers *AppKeepers) InitNormalKeepers(
 		appKeepers.AccountKeeper, appKeepers.BankKeeper, appKeepers.DistrKeeper)
 	appKeepers.GAMMKeeper = &gammKeeper
 
+	appKeepers.TwapKeeper = twap.NewKeeper(
+		appKeepers.keys[twaptypes.StoreKey],
+		appKeepers.tkeys[twaptypes.TransientStoreKey],
+		appKeepers.GetSubspace(twaptypes.ModuleName),
+		appKeepers.GAMMKeeper)
+
 	appKeepers.LockupKeeper = lockupkeeper.NewKeeper(
 		appCodec,
 		appKeepers.keys[lockuptypes.StoreKey],
@@ -454,6 +463,7 @@ func (appKeepers *AppKeepers) SetupHooks() {
 		gammtypes.NewMultiGammHooks(
 			// insert gamm hooks receivers here
 			appKeepers.PoolIncentivesKeeper.Hooks(),
+			appKeepers.TwapKeeper.GammHooks(),
 		),
 	)
 
@@ -512,6 +522,7 @@ func KVStoreKeys() []string {
 		ibctransfertypes.StoreKey,
 		capabilitytypes.StoreKey,
 		gammtypes.StoreKey,
+		twaptypes.StoreKey,
 		lockuptypes.StoreKey,
 		incentivestypes.StoreKey,
 		epochstypes.StoreKey,

app/keepers/keys.go

@@ -4,6 +4,8 @@ import (
 	sdk "github.com/cosmos/cosmos-sdk/types"
 	capabilitytypes "github.com/cosmos/cosmos-sdk/x/capability/types"
 	paramstypes "github.com/cosmos/cosmos-sdk/x/params/types"
+
+	twaptypes "github.com/osmosis-labs/osmosis/v10/x/gamm/twap/types"
 )
 
 // GenerateKeys generates new keys (KV Store, Transient store, and memory store).
@@ -13,7 +15,7 @@ func (appKeepers *AppKeepers) GenerateKeys() {
 	appKeepers.keys = sdk.NewKVStoreKeys(KVStoreKeys()...)
 
 	// Define transient store keys
-	appKeepers.tkeys = sdk.NewTransientStoreKeys(paramstypes.TStoreKey)
+	appKeepers.tkeys = sdk.NewTransientStoreKeys(paramstypes.TStoreKey, twaptypes.TransientStoreKey)
 
 	// MemKeys are for information that is stored only in RAM.
 	appKeepers.memKeys = sdk.NewMemoryStoreKeys(capabilitytypes.MemStoreKey)

app/keepers/modules.go

@@ -30,6 +30,7 @@ import (
 	_ "github.com/osmosis-labs/osmosis/v10/client/docs/statik"
 	"github.com/osmosis-labs/osmosis/v10/x/epochs"
 	"github.com/osmosis-labs/osmosis/v10/x/gamm"
+	"github.com/osmosis-labs/osmosis/v10/x/gamm/twap"
 	"github.com/osmosis-labs/osmosis/v10/x/incentives"
 	"github.com/osmosis-labs/osmosis/v10/x/lockup"
 	"github.com/osmosis-labs/osmosis/v10/x/mint"
@@ -74,6 +75,7 @@ var AppModuleBasics = []module.AppModuleBasic{
 	transfer.AppModuleBasic{},
 	vesting.AppModuleBasic{},
 	gamm.AppModuleBasic{},
+	twap.AppModuleBasic{},
 	txfees.AppModuleBasic{},
 	incentives.AppModuleBasic{},
 	lockup.AppModuleBasic{},

app/modules.go

@@ -47,6 +47,8 @@ import (
 	"github.com/osmosis-labs/osmosis/v10/x/epochs"
 	epochstypes "github.com/osmosis-labs/osmosis/v10/x/epochs/types"
 	"github.com/osmosis-labs/osmosis/v10/x/gamm"
+	"github.com/osmosis-labs/osmosis/v10/x/gamm/twap"
+	twaptypes "github.com/osmosis-labs/osmosis/v10/x/gamm/twap/types"
 	gammtypes "github.com/osmosis-labs/osmosis/v10/x/gamm/types"
 	"github.com/osmosis-labs/osmosis/v10/x/incentives"
 	incentivestypes "github.com/osmosis-labs/osmosis/v10/x/incentives/types"
@@ -121,6 +123,7 @@ func appModules(
 		params.NewAppModule(*app.ParamsKeeper),
 		app.TransferModule,
 		gamm.NewAppModule(appCodec, *app.GAMMKeeper, app.AccountKeeper, app.BankKeeper),
+		twap.NewAppModule(*app.TwapKeeper),
 		txfees.NewAppModule(appCodec, *app.TxFeesKeeper),
 		incentives.NewAppModule(appCodec, *app.IncentivesKeeper, app.AccountKeeper, app.BankKeeper, app.EpochsKeeper),
 		lockup.NewAppModule(appCodec, *app.LockupKeeper, app.AccountKeeper, app.BankKeeper),
@@ -165,7 +168,7 @@ func orderBeginBlockers(allModuleNames []string) []string {
 // OrderEndBlockers returns EndBlockers (crisis, govtypes, staking) with no relative order.
 func OrderEndBlockers(allModuleNames []string) []string {
 	ord := partialord.NewPartialOrdering(allModuleNames)
-	// only Osmosis modules with endblock code are: crisis, govtypes, staking
+	// only Osmosis modules with endblock code are: twap, crisis, govtypes, staking
 	// we don't care about the relative ordering between them.
 	return ord.TotalOrdering()
 }
@@ -190,6 +193,7 @@ func OrderInitGenesis(allModuleNames []string) []string {
 		ibchost.ModuleName,
 		icatypes.ModuleName,
 		gammtypes.ModuleName,
+		twaptypes.ModuleName,
 		txfeestypes.ModuleName,
 		genutiltypes.ModuleName,
 		evidencetypes.ModuleName,

app/upgrades/v11/constants.go

@@ -2,6 +2,7 @@ package v11
 
 import (
 	"github.com/osmosis-labs/osmosis/v10/app/upgrades"
+	twaptypes "github.com/osmosis-labs/osmosis/v10/x/gamm/twap/types"
 
 	store "github.com/cosmos/cosmos-sdk/store/types"
 )
@@ -12,5 +13,8 @@ const UpgradeName = "v11"
 var Upgrade = upgrades.Upgrade{
 	UpgradeName:          UpgradeName,
 	CreateUpgradeHandler: CreateUpgradeHandler,
-	StoreUpgrades:        store.StoreUpgrades{},
+	StoreUpgrades: store.StoreUpgrades{
+		Added:   []string{twaptypes.StoreKey},
+		Deleted: []string{}, // double check bech32ibc
+	},
 }

x/gamm/keeper/pool.go

@@ -8,6 +8,7 @@ import (
 	sdk "github.com/cosmos/cosmos-sdk/types"
 	sdkerrors "github.com/cosmos/cosmos-sdk/types/errors"
 
+	"github.com/osmosis-labs/osmosis/v10/osmoutils"
 	"github.com/osmosis-labs/osmosis/v10/x/gamm/pool-models/balancer"
 	"github.com/osmosis-labs/osmosis/v10/x/gamm/pool-models/stableswap"
 	"github.com/osmosis-labs/osmosis/v10/x/gamm/types"
@@ -197,6 +198,12 @@ func (k Keeper) DeletePool(ctx sdk.Context, poolId uint64) error {
 // 	return nil
 // }
 
+func (k Keeper) GetPoolDenoms(ctx sdk.Context, poolId uint64) ([]string, error) {
+	pool, err := k.GetPoolAndPoke(ctx, poolId)
+	denoms := osmoutils.CoinsDenoms(pool.GetTotalPoolLiquidity(ctx))
+	return denoms, err
+}
+
 // setNextPoolNumber sets next pool number.
 func (k Keeper) setNextPoolNumber(ctx sdk.Context, poolNumber uint64) {
 	store := ctx.KVStore(k.storeKey)

x/gamm/twap/hook_listener.go

@@ -1,29 +1,52 @@
 package twap
 
 import (
+	"fmt"
+
 	sdk "github.com/cosmos/cosmos-sdk/types"
 
+	epochtypes "github.com/osmosis-labs/osmosis/v10/x/epochs/types"
 	"github.com/osmosis-labs/osmosis/v10/x/gamm/types"
 )
 
 var _ types.GammHooks = &gammhook{}
+var _ epochtypes.EpochHooks = &epochhook{}
+
+type epochhook struct {
+	k Keeper
+}
+
+func (hook *epochhook) AfterEpochEnd(ctx sdk.Context, epochIdentifier string, epochNumber int64) {
+	if epochIdentifier == hook.k.PruneEpochIdentifier(ctx) {
+		fmt.Println("restore logic in subsequent PR")
+		// hook.k.pruneOldTwaps(ctx)
+	}
+}
+
+func (hook *epochhook) BeforeEpochStart(ctx sdk.Context, epochIdentifier string, epochNumber int64) {}
 
 type gammhook struct {
-	k twapkeeper
+	k Keeper
+}
+
+func (k Keeper) GammHooks() types.GammHooks {
+	return &gammhook{k}
 }
 
 // AfterPoolCreated is called after CreatePool
 func (hook *gammhook) AfterPoolCreated(ctx sdk.Context, sender sdk.AccAddress, poolId uint64) {
-	// TODO: Log pool creation to begin creating TWAPs for it
+	// err := hook.k.afterCreatePool(ctx, poolId)
+	// // Will halt pool creation
+	// if err != nil {
+	// 	panic(err)
+	// }
 }
 
 func (hook *gammhook) AfterSwap(ctx sdk.Context, sender sdk.AccAddress, poolId uint64, input sdk.Coins, output sdk.Coins) {
-	// Log that this pool had a potential spot price change
 	hook.k.trackChangedPool(ctx, poolId)
 }
 
 func (hook *gammhook) AfterJoinPool(ctx sdk.Context, sender sdk.AccAddress, poolId uint64, enterCoins sdk.Coins, shareOutAmount sdk.Int) {
-	// Log that this pool had a potential spot price change
 	hook.k.trackChangedPool(ctx, poolId)
 }
 

x/gamm/twap/keeper.go

@@ -1,8 +1,27 @@
 package twap
 
-import sdk "github.com/cosmos/cosmos-sdk/types"
+import (
+	sdk "github.com/cosmos/cosmos-sdk/types"
 
-type twapkeeper struct {
-	// storeKey     sdk.StoreKey
-	transientKey sdk.TransientStoreKey
+	paramtypes "github.com/cosmos/cosmos-sdk/x/params/types"
+
+	"github.com/osmosis-labs/osmosis/v10/x/gamm/twap/types"
+)
+
+type Keeper struct {
+	storeKey     sdk.StoreKey
+	transientKey *sdk.TransientStoreKey
+
+	paramSpace paramtypes.Subspace
+
+	ammkeeper types.AmmInterface
+}
+
+func NewKeeper(storeKey sdk.StoreKey, transientKey *sdk.TransientStoreKey, paramSpace paramtypes.Subspace, ammKeeper types.AmmInterface) *Keeper {
+	return &Keeper{storeKey: storeKey, transientKey: transientKey, paramSpace: paramSpace, ammkeeper: ammKeeper}
+}
+
+// TODO: make this read from a parameter, or hardcode it.
+func (k *Keeper) PruneEpochIdentifier(ctx sdk.Context) string {
+	return "daily"
 }