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[DO NOT MERGE] try: sdk.Uint for perp AMM reserves #1489

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[DO NOT MERGE] try: sdk.Uint for perp AMM reserves #1489

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8 changes: 4 additions & 4 deletions proto/nibiru/perp/v2/state.proto
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Original file line number Diff line number Diff line change
Expand Up @@ -115,13 +115,13 @@ message AMM {

// the amount of base reserves this AMM has
string base_reserve = 2 [
(gogoproto.customtype) = "github.com/cosmos/cosmos-sdk/types.Dec",
(gogoproto.customtype) = "cosmossdk.io/math.Uint",
(gogoproto.nullable) = false
];

// the amount of quote reserves this AMM has
string quote_reserve = 3 [
(gogoproto.customtype) = "github.com/cosmos/cosmos-sdk/types.Dec",
(gogoproto.customtype) = "cosmossdk.io/math.Uint",
(gogoproto.nullable) = false
];

Expand All @@ -139,13 +139,13 @@ message AMM {

// Total long refers to the sum of long open notional in base.
string total_long = 6 [
(gogoproto.customtype) = "github.com/cosmos/cosmos-sdk/types.Dec",
(gogoproto.customtype) = "cosmossdk.io/math.Uint",
(gogoproto.nullable) = false
];

// Total short refers to the sum of short open notional in base.
string total_short = 7 [
(gogoproto.customtype) = "github.com/cosmos/cosmos-sdk/types.Dec",
(gogoproto.customtype) = "cosmossdk.io/math.Uint",
(gogoproto.nullable) = false
];
}
Expand Down
132 changes: 67 additions & 65 deletions x/perp/v2/types/amm.go
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Original file line number Diff line number Diff line change
Expand Up @@ -13,12 +13,12 @@
)

func (amm AMM) Validate() error {
if amm.BaseReserve.LTE(sdk.ZeroDec()) {
return fmt.Errorf("init pool token supply must be > 0")
if amm.BaseReserve.IsNil() || amm.BaseReserve.IsZero() {
return fmt.Errorf("base reserves must be > 0")
}

if amm.QuoteReserve.LTE(sdk.ZeroDec()) {
return fmt.Errorf("init pool token supply must be > 0")
if amm.QuoteReserve.IsNil() || amm.QuoteReserve.IsZero() {
return fmt.Errorf("quote reserves must be > 0")
}

if amm.PriceMultiplier.LTE(sdk.ZeroDec()) {
Expand All @@ -29,10 +29,6 @@
return fmt.Errorf("init sqrt depth must be > 0")
}

if !amm.QuoteReserve.IsPositive() || !amm.BaseReserve.IsPositive() {
return ErrInvalidAmmReserves.Wrapf("amm %s has invalid reserves", amm.String())
}

computedSqrtDepth, err := amm.ComputeSqrtDepth()
if err != nil {
return err
Expand All @@ -52,13 +48,13 @@
}

// returns the amount of quote reserve equivalent to the amount of quote asset given
func (amm AMM) FromQuoteAssetToReserve(quoteAsset sdk.Dec) sdk.Dec {
return quoteAsset.Quo(amm.PriceMultiplier)
func (amm AMM) FromQuoteAssetToReserve(quoteAsset sdkmath.Uint) sdkmath.Uint {
return sdkmath.NewUintFromBigInt(amm.PriceMultiplier.QuoInt64(int64(quoteAsset.Uint64())).BigInt())
}

// returns the amount of quote asset equivalent to the amount of quote reserve given
func (amm AMM) FromQuoteReserveToAsset(quoteReserve sdk.Dec) sdk.Dec {
return quoteReserve.Mul(amm.PriceMultiplier)
func (amm AMM) FromQuoteReserveToAsset(quoteReserve sdkmath.Uint) sdkmath.Uint {
return sdkmath.NewUintFromBigInt(amm.PriceMultiplier.MulInt64(int64(quoteReserve.Uint64())).BigInt())
}

// Returns the amount of base reserve equivalent to the amount of quote reserve given
Expand All @@ -68,36 +64,37 @@
// - dir: the direction of the trade
//
// returns:
// - baseReserveDelta: the amount of base reserve after the trade, unsigned
// - baseReserveDelta: the amount of base reserve after the trade, always positive
// - err: error
//
// NOTE: baseReserveDelta is always positive
// Throws an error if input quoteReserveAmt is negative, or if the final quote reserve is not positive
// Throws an error if the final quote reserve is not positive
func (amm AMM) GetBaseReserveAmt(
quoteReserveAmt sdk.Dec, // unsigned
quoteReserveAmt sdkmath.Uint, // unsigned
dir Direction,
) (baseReserveDelta sdk.Dec, err error) {
if quoteReserveAmt.IsNegative() {
return sdk.Dec{}, ErrInputQuoteAmtNegative
}

) (baseReserveDelta sdkmath.Uint, err error) {
invariant := amm.QuoteReserve.Mul(amm.BaseReserve) // x * y = k

var quoteReservesAfter sdk.Dec
var quoteReservesAfter sdkmath.Uint
if dir == Direction_LONG {
quoteReservesAfter = amm.QuoteReserve.Add(quoteReserveAmt)
} else {
quoteReservesAfter = amm.QuoteReserve.Sub(quoteReserveAmt)
}
if quoteReserveAmt.GT(amm.QuoteReserve) {
return sdkmath.ZeroUint(), ErrQuoteReserveAtZero.Wrapf(
"quote reserves below zero after trying to swap %s quote reserves. there are only %s quote reserves in the pool",
quoteReserveAmt.String(), amm.QuoteReserve.String(),
)
}

if !quoteReservesAfter.IsPositive() {
return sdk.Dec{}, ErrQuoteReserveAtZero
quoteReservesAfter = amm.QuoteReserve.Sub(quoteReserveAmt)
}

baseReservesAfter := invariant.Quo(quoteReservesAfter)
baseReserveDelta = baseReservesAfter.Sub(amm.BaseReserve).Abs()

return baseReserveDelta, nil
if baseReservesAfter.GT(amm.BaseReserve) {
return baseReservesAfter.Sub(amm.BaseReserve), nil
}

return amm.BaseReserve.Sub(baseReservesAfter), nil
}

// returns the amount of quote reserve equivalent to the amount of base asset given
Expand All @@ -112,33 +109,32 @@
//
// NOTE: quoteReserveDelta is always positive
func (amm AMM) GetQuoteReserveAmt(
baseReserveAmt sdk.Dec,
baseReserveAmt sdkmath.Uint,
dir Direction,
) (quoteReserveDelta sdk.Dec, err error) {
if baseReserveAmt.IsNegative() {
return sdk.Dec{}, ErrInputBaseAmtNegative
}

) (quoteReserveDelta sdkmath.Uint, err error) {
invariant := amm.QuoteReserve.Mul(amm.BaseReserve) // x * y = k

var baseReservesAfter sdk.Dec
var baseReservesAfter sdkmath.Uint
if dir == Direction_LONG {
if baseReserveAmt.GT(amm.BaseReserve) {
return sdkmath.ZeroUint(), ErrBaseReserveAtZero.Wrapf(
"base reserves below zero after trying to swap %s base reserves. there are only %s base reserves in the pool",
baseReserveAmt.String(), amm.BaseReserve.String(),
)
}

baseReservesAfter = amm.BaseReserve.Sub(baseReserveAmt)
} else {
baseReservesAfter = amm.BaseReserve.Add(baseReserveAmt)
}

if !baseReservesAfter.IsPositive() {
return sdk.Dec{}, ErrBaseReserveAtZero.Wrapf(
"base assets below zero after trying to swap %s base assets",
baseReserveAmt.String(),
)
}

quoteReservesAfter := invariant.Quo(baseReservesAfter)
quoteReserveDelta = quoteReservesAfter.Sub(amm.QuoteReserve).Abs()

return quoteReserveDelta, nil
if quoteReservesAfter.GT(amm.QuoteReserve) {
return quoteReservesAfter.Sub(amm.QuoteReserve), nil
}

return amm.QuoteReserve.Sub(quoteReservesAfter), nil
}

// Returns the instantaneous mark price of the trading pair
Expand All @@ -148,7 +144,11 @@
return sdk.ZeroDec()
}

return amm.QuoteReserve.Quo(amm.BaseReserve).Mul(amm.PriceMultiplier)
return amm.PriceMultiplier.MulInt(
sdkmath.NewIntFromUint64(
amm.QuoteReserve.Quo(amm.BaseReserve).Uint64(),
),
)
}

// Returns the sqrt k of the reserves
Expand All @@ -160,7 +160,7 @@
return sdk.Dec{}, ErrLiquidityDepthOverflow
}

liqDepth := amm.QuoteReserve.Mul(amm.BaseReserve)
liqDepth := sdkmath.LegacyNewDecFromBigInt(amm.QuoteReserve.Mul(amm.BaseReserve).BigInt())
return common.SqrtDec(liqDepth)
}

Expand All @@ -169,12 +169,12 @@
return amm
}

func (amm *AMM) WithBaseReserve(baseReserve sdk.Dec) *AMM {
func (amm *AMM) WithBaseReserve(baseReserve sdkmath.Uint) *AMM {
amm.BaseReserve = baseReserve
return amm
}

func (amm *AMM) WithQuoteReserve(quoteReserve sdk.Dec) *AMM {
func (amm *AMM) WithQuoteReserve(quoteReserve sdkmath.Uint) *AMM {
amm.QuoteReserve = quoteReserve
return amm
}
Expand All @@ -184,12 +184,12 @@
return amm
}

func (amm *AMM) WithTotalLong(totalLong sdk.Dec) *AMM {
func (amm *AMM) WithTotalLong(totalLong sdkmath.Uint) *AMM {
amm.TotalLong = totalLong
return amm
}

func (amm *AMM) WithTotalShort(totalShort sdk.Dec) *AMM {
func (amm *AMM) WithTotalShort(totalShort sdkmath.Uint) *AMM {
amm.TotalShort = totalShort
return amm
}
Expand All @@ -211,13 +211,13 @@
//
// NOTE: baseAssetDelta is always positive
func (amm *AMM) SwapQuoteAsset(
quoteAssetAmt sdk.Dec, // unsigned
quoteAssetAmt sdkmath.Uint, // unsigned
dir Direction,
) (baseAssetDelta sdk.Dec, err error) {
) (baseAssetDelta sdkmath.Uint, err error) {
quoteReserveAmt := amm.FromQuoteAssetToReserve(quoteAssetAmt)
baseReserveDelta, err := amm.GetBaseReserveAmt(quoteReserveAmt, dir)
if err != nil {
return sdk.Dec{}, err
return sdkmath.ZeroUint(), err
}

if dir == Direction_LONG {
Expand All @@ -244,10 +244,10 @@
// - err: error if any
//
// Note: quoteAssetDelta is always positive
func (amm *AMM) SwapBaseAsset(baseAssetAmt sdk.Dec, dir Direction) (quoteAssetDelta sdk.Dec, err error) {
func (amm *AMM) SwapBaseAsset(baseAssetAmt sdkmath.Uint, dir Direction) (quoteAssetDelta sdkmath.Uint, err error) {
quoteReserveDelta, err := amm.GetQuoteReserveAmt(baseAssetAmt, dir)
if err != nil {
return sdk.Dec{}, err
return sdkmath.ZeroUint(), err
}

if dir == Direction_LONG {
Expand All @@ -267,8 +267,8 @@
Bias returns the bias of the market in the base asset. It's the net amount of base assets for longs minus the net
amount of base assets for shorts.
*/
func (amm *AMM) Bias() (bias sdk.Dec) {
return amm.TotalLong.Sub(amm.TotalShort)
func (amm *AMM) Bias() (bias sdkmath.Int) {
return sdkmath.NewIntFromUint64(amm.TotalLong.Uint64()).Sub(sdkmath.NewIntFromUint64(amm.TotalShort.Uint64()))
}

/*
Expand All @@ -292,12 +292,12 @@
dir = Direction_LONG
}

biasInQuoteReserve, err := amm.GetQuoteReserveAmt(bias.Abs(), dir)
biasInQuoteReserve, err := amm.GetQuoteReserveAmt(sdkmath.NewUintFromBigInt(bias.Abs().BigInt()), dir)
if err != nil {
return sdkmath.Int{}, err
}

costDec := biasInQuoteReserve.Mul(newPriceMultiplier.Sub(amm.PriceMultiplier))
costDec := (newPriceMultiplier.Sub(amm.PriceMultiplier)).MulInt64(int64(biasInQuoteReserve.Uint64()))

if bias.IsNegative() {
costDec = costDec.Neg()
Expand All @@ -309,11 +309,11 @@
// returns the amount of quote assets the amm has to pay out if all longs and shorts close out their positions
// positive value means the amm has to pay out quote assets
// negative value means the amm has to receive quote assets
func (amm AMM) GetMarketValue() (sdk.Dec, error) {
func (amm AMM) GetMarketValue() (sdkmath.Int, error) {
bias := amm.Bias()

if bias.IsZero() {
return sdk.ZeroDec(), nil
return sdkmath.ZeroInt(), nil
}

var dir Direction
Expand All @@ -323,16 +323,18 @@
dir = Direction_LONG
}

marketValueInReserves, err := amm.GetQuoteReserveAmt(bias.Abs(), dir)
marketValueInReserves, err := amm.GetQuoteReserveAmt(sdkmath.NewUintFromBigInt(bias.Abs().BigInt()), dir)
if err != nil {
return sdk.Dec{}, err
return sdkmath.ZeroInt(), err
}

marketValueInAssets := amm.FromQuoteReserveToAsset(marketValueInReserves)

if bias.IsNegative() {
marketValueInReserves = marketValueInReserves.Neg()
return sdkmath.NewIntFromUint64(marketValueInAssets.Uint64()).Neg(), nil
}

return amm.FromQuoteReserveToAsset(marketValueInReserves), nil
return sdkmath.NewIntFromUint64(marketValueInAssets.Uint64()), nil
}

/*
Expand Down Expand Up @@ -364,7 +366,7 @@

cost := marketValueAfter.Sub(marketValueBefore)

return cost.Ceil().TruncateInt(), nil

Check failure on line 369 in x/perp/v2/types/amm.go

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cost.Ceil undefined (type "cosmossdk.io/math".Int has no field or method Ceil)

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cost.Ceil undefined (type "cosmossdk.io/math".Int has no field or method Ceil)

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cost.Ceil undefined (type "cosmossdk.io/math".Int has no field or method Ceil)

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cost.Ceil undefined (type "cosmossdk.io/math".Int has no field or method Ceil)
}

// UpdateSwapInvariant updates the swap invariant of the amm
Expand All @@ -378,8 +380,8 @@
// Change the swap invariant while holding price constant.
// Multiplying by the same factor to both of the reserves won't affect price.
amm.SqrtDepth = newSqrtDepth
amm.BaseReserve = amm.BaseReserve.Mul(multiplier)

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cannot use multiplier (variable of type "cosmossdk.io/math".LegacyDec) as type "cosmossdk.io/math".Uint in argument to amm.BaseReserve.Mul

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cannot use multiplier (variable of type "cosmossdk.io/math".LegacyDec) as type "cosmossdk.io/math".Uint in argument to amm.BaseReserve.Mul

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cannot use multiplier (variable of type "cosmossdk.io/math".LegacyDec) as type "cosmossdk.io/math".Uint in argument to amm.BaseReserve.Mul

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cannot use multiplier (variable of type "cosmossdk.io/math".LegacyDec) as type "cosmossdk.io/math".Uint in argument to amm.BaseReserve.Mul
amm.QuoteReserve = amm.QuoteReserve.Mul(multiplier)

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cannot use multiplier (variable of type "cosmossdk.io/math".LegacyDec) as type "cosmossdk.io/math".Uint in argument to amm.QuoteReserve.Mul

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cannot use multiplier (variable of type "cosmossdk.io/math".LegacyDec) as type "cosmossdk.io/math".Uint in argument to amm.QuoteReserve.Mul

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cannot use multiplier (variable of type "cosmossdk.io/math".LegacyDec) as type "cosmossdk.io/math".Uint in argument to amm.QuoteReserve.Mul

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cannot use multiplier (variable of type "cosmossdk.io/math".LegacyDec) as type "cosmossdk.io/math".Uint in argument to amm.QuoteReserve.Mul

return amm.Validate()
}
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