concentrated liquidity: further swap/lp work

.github/workflows/test.yml

@@ -7,6 +7,7 @@ on:
   push:
     branches:
       - "main"
+      - "concentrated-liquidity-main"
       - "v[0-9]**"
   workflow_dispatch:
 
@@ -124,3 +125,4 @@ jobs:
       -
         name: Test e2e and Upgrade
         run: make test-e2e-ci
+

x/concentrated-liquidity/export_test.go

@@ -1,6 +1,6 @@
 package concentrated_liquidity
 
 // OrderInitialPoolDenoms sets the pool denoms of a cl pool
-func (p *Pool) OrderInitialPoolDenoms(denom0, denom1 string) error {
-	return p.orderInitialPoolDenoms(denom0, denom1)
+func (k Keeper) OrderInitialPoolDenoms(denom0, denom1 string) (string, string, error) {
+	return k.orderInitialPoolDenoms(denom0, denom1)
 }

x/concentrated-liquidity/lp.go

@@ -24,26 +24,22 @@ func (k Keeper) Mint(ctx sdk.Context, poolId uint64, owner sdk.AccAddress, liqui
 	if liquidityIn.IsZero() {
 		return sdk.Int{}, sdk.Int{}, fmt.Errorf("token in amount is zero")
 	}
-
+	// TODO: we need to check if TickInfo is initialized on a specific tick before updating, otherwise get wont work
+	// k.setTickInfo(ctx, poolId, lowerTick, TickInfo{})
 	// k.UpdateTickWithNewLiquidity(ctx, poolId, lowerTick, liquidityIn)
+	// k.setTickInfo(ctx, poolId, upperTick, TickInfo{})
 	// k.UpdateTickWithNewLiquidity(ctx, poolId, upperTick, liquidityIn)
-
-	// k.updatePositionWithLiquidity(ctx, poolId, owner.String(), lowerTick, upperTick, liquidityIn)
+	// k.setPosition(ctx, poolId, owner, lowerTick, upperTick, Position{})
+	// k.updatePositionWithLiquidity(ctx, poolId, owner, lowerTick, upperTick, liquidityIn)
 
 	pool := k.getPoolbyId(ctx, poolId)
 
-	currentSqrtPrice := pool.CurrentSqrtPrice
-	sqrtRatioUpperTick, err := k.getSqrtRatioAtTick(upperTick)
-	if err != nil {
-		return sdk.Int{}, sdk.Int{}, err
-	}
-	sqrtRatioLowerTick, err := k.getSqrtRatioAtTick(lowerTick)
-	if err != nil {
-		return sdk.Int{}, sdk.Int{}, err
-	}
+	currentSqrtPrice := sdk.NewDecWithPrec(int64(pool.CurrentSqrtPrice.Uint64()), 6)
+	sqrtRatioUpperTick, _ := k.tickToPrice(sdk.NewInt(upperTick)).ApproxSqrt()
+	sqrtRatioLowerTick, _ := k.tickToPrice(sdk.NewInt(lowerTick)).ApproxSqrt()
 
-	amtDenom0 = calcAmount0Delta(currentSqrtPrice.ToDec(), sqrtRatioUpperTick, liquidityIn.ToDec()).RoundInt()
-	amtDenom1 = calcAmount1Delta(currentSqrtPrice.ToDec(), sqrtRatioLowerTick, liquidityIn.ToDec()).RoundInt()
+	amtDenom0 = calcAmount0Delta(liquidityIn.ToDec(), currentSqrtPrice, sqrtRatioUpperTick).RoundInt()
+	amtDenom1 = calcAmount1Delta(liquidityIn.ToDec(), currentSqrtPrice, sqrtRatioLowerTick).RoundInt()
 
 	return amtDenom0, amtDenom1, nil
 }

x/concentrated-liquidity/lp_test.go

@@ -9,25 +9,27 @@ func (s *KeeperTestSuite) TestMint() {
 	// current tick: 85176
 	// lower tick: 84222
 	// upper tick: 86129
-	// liquidity(token in):1517882343751509868544
-	// current sqrt price: 5602277097478614198912276234240
-	// denom0: uosmo
+	// liquidity(token in):1517882323
+	// current sqrt price: 70710678
+	// denom0: eth
 	// denom1: usdc
 	poolId := uint64(1)
 	currentTick := sdk.NewInt(85176)
 	lowerTick := int64(84222)
 	upperTick := int64(86129)
-	liquidity, ok := sdk.NewIntFromString("1517882343751509868544")
+	liquidity, ok := sdk.NewIntFromString("1517882323")
 	s.Require().True(ok)
-	currentSqrtP, ok := sdk.NewIntFromString("5602277097478614198912276234240")
+	currentSqrtP, ok := sdk.NewIntFromString("70710678")
 	s.Require().True(ok)
-	denom0 := "uosmo"
+	denom0 := "eth"
 	denom1 := "usdc"
 
 	s.SetupTest()
 
 	s.App.ConcentratedLiquidityKeeper.CreateNewConcentratedLiquidityPool(s.Ctx, poolId, denom0, denom1, currentSqrtP, currentTick)
 
-	_, _, err := s.App.ConcentratedLiquidityKeeper.Mint(s.Ctx, poolId, s.TestAccs[0], liquidity, lowerTick, upperTick)
+	asset0, asset1, err := s.App.ConcentratedLiquidityKeeper.Mint(s.Ctx, poolId, s.TestAccs[0], liquidity, lowerTick, upperTick)
 	s.Require().NoError(err)
+	s.Require().Equal(sdk.NewInt(998629), asset0)     // .998629 ETH
+	s.Require().Equal(sdk.NewInt(5000208942), asset1) // 5000.20 USDC
 }

x/concentrated-liquidity/math.go

@@ -1,6 +1,8 @@
 package concentrated_liquidity
 
-import sdk "github.com/cosmos/cosmos-sdk/types"
+import (
+	sdk "github.com/cosmos/cosmos-sdk/types"
+)
 
 // liquidity0 takes an amount of asset0 in the pool as well as the sqrtpCur and the nextPrice
 // sqrtPriceA is the smaller of sqrtpCur and the nextPrice
@@ -52,3 +54,20 @@ func calcAmount1Delta(liq, sqrtPriceA, sqrtPriceB sdk.Dec) sdk.Dec {
 	diff := sqrtPriceB.Sub(sqrtPriceA)
 	return liq.Mul(diff)
 }
+
+func computeSwapStep(sqrtPriceCurrent, sqrtPriceTarget, liquidity, amountRemaining sdk.Dec, lte bool) (sqrtPriceNext sdk.Dec, amountIn sdk.Dec, amountOut sdk.Dec) {
+	if lte {
+		priceDiff := amountRemaining.Quo(liquidity)
+		priceNext := sqrtPriceCurrent.Add(priceDiff)
+		amountIn := calcAmount1Delta(liquidity, priceNext, sqrtPriceCurrent)
+		amountOut := calcAmount0Delta(liquidity, priceNext, sqrtPriceCurrent)
+		return priceNext, amountIn, amountOut
+	} else {
+		priceNextTop := liquidity.Mul(sqrtPriceCurrent)
+		priceNextBot := liquidity.Add(amountRemaining.Mul(sqrtPriceCurrent))
+		priceNext := priceNextTop.Quo(priceNextBot)
+		amountIn := calcAmount0Delta(liquidity, priceNext, sqrtPriceCurrent)
+		amountOut := calcAmount1Delta(liquidity, priceNext, sqrtPriceCurrent)
+		return priceNext, amountIn, amountOut
+	}
+}