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fix: DYDX spot price bug #212

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merged 1 commit into from
May 10, 2024
Merged

fix: DYDX spot price bug #212

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4 changes: 4 additions & 0 deletions CHANGELOG.md
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Expand Up @@ -35,6 +35,10 @@ Ref: https://keepachangelog.com/en/1.0.0/

# Changelog

## Unreleased

- Fix Astroport PCL spot price bug - failure to utilize token out denom for quote estimate in edge cases

## v0.17.10

- /config-private endpoint, mask OTEL config in /config endpoint
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18 changes: 9 additions & 9 deletions router/usecase/pools/routable_cw_pool.go
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Expand Up @@ -71,6 +71,10 @@ func (r *routableCosmWasmPoolImpl) GetSpreadFactor() math.LegacyDec {
// - the token in amount is greater than the balance of the token in
// - the token in amount is greater than the balance of the token out
func (r *routableCosmWasmPoolImpl) CalculateTokenOutByTokenIn(ctx context.Context, tokenIn sdk.Coin) (sdk.Coin, error) {
return r.calculateTokenOutByTokenIn(ctx, tokenIn, r.TokenOutDenom)
}

func (r *routableCosmWasmPoolImpl) calculateTokenOutByTokenIn(ctx context.Context, tokenIn sdk.Coin, tokenOutDenom string) (sdk.Coin, error) {
poolType := r.GetType()

// Ensure that the pool is cosmwasm
Expand All @@ -79,7 +83,7 @@ func (r *routableCosmWasmPoolImpl) CalculateTokenOutByTokenIn(ctx context.Contex
}

// Configure the calc query message
calcMessage := msg.NewCalcOutAmtGivenInRequest(tokenIn, r.TokenOutDenom, r.SpreadFactor)
calcMessage := msg.NewCalcOutAmtGivenInRequest(tokenIn, tokenOutDenom, r.SpreadFactor)

calcOutAmtGivenInResponse := msg.CalcOutAmtGivenInResponse{}
if err := queryCosmwasmContract(ctx, r.wasmClient, r.ChainPool.ContractAddress, &calcMessage, &calcOutAmtGivenInResponse); err != nil {
Expand Down Expand Up @@ -113,11 +117,6 @@ func (r *routableCosmWasmPoolImpl) GetTakerFee() math.LegacyDec {
return r.TakerFee
}

// SetTokenOutDenom implements sqsdomain.RoutablePool.
func (r *routableCosmWasmPoolImpl) SetTokenOutDenom(tokenOutDenom string) {
r.TokenOutDenom = tokenOutDenom
}

// CalcSpotPrice implements sqsdomain.RoutablePool.
func (r *routableCosmWasmPoolImpl) CalcSpotPrice(ctx context.Context, baseDenom string, quoteDenom string) (osmomath.BigDec, error) {
request := msg.SpotPriceQueryMsg{
Expand All @@ -133,10 +132,11 @@ func (r *routableCosmWasmPoolImpl) CalcSpotPrice(ctx context.Context, baseDenom
codeID := r.ChainPool.CodeId
if codeID == astroportCodeID {
// Calculate the spot price using the pool's balances
out, err := r.CalculateTokenOutByTokenIn(ctx, sdk.NewCoin(baseDenom, tenE7))

out, err := r.calculateTokenOutByTokenIn(ctx, sdk.NewCoin(quoteDenom, tenE7), baseDenom)
// If error, proceed to querying cosmwasm
if err == nil {
spotPrice := osmomath.NewBigDecFromBigIntMut(out.Amount.BigIntMut()).QuoMut(osmomath.NewBigDecFromBigInt(tenE7.BigIntMut()))
if err == nil && !out.Amount.IsZero() {
spotPrice := osmomath.NewBigDecFromBigInt(tenE7.BigIntMut()).QuoMut(osmomath.NewBigDecFromBigIntMut(out.Amount.BigIntMut()))

// If spot price is not zero, return it
if !spotPrice.IsZero() {
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2 changes: 1 addition & 1 deletion router/usecase/router_usecase.go
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Expand Up @@ -705,7 +705,7 @@ func (r *routerUseCaseImpl) GetPoolSpotPrice(ctx context.Context, poolID uint64,
return osmomath.BigDec{}, fmt.Errorf("taker fee not found for pool %d, denom in (%s), denom out (%s)", poolID, quoteAsset, baseAsset)
}

spotPrice, err := r.poolsUsecase.GetPoolSpotPrice(ctx, poolID, poolTakerFee, baseAsset, quoteAsset)
spotPrice, err := r.poolsUsecase.GetPoolSpotPrice(ctx, poolID, poolTakerFee, quoteAsset, baseAsset)
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Note: This is a drive-by change. We were negating this in pricing_chain.go so it did not result in any bug

if err != nil {
return osmomath.BigDec{}, err
}
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3 changes: 0 additions & 3 deletions sqsdomain/routable_pool.go
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Expand Up @@ -33,9 +33,6 @@ type RoutablePool interface {
CalculateTokenOutByTokenIn(ctx context.Context, tokenIn sdk.Coin) (sdk.Coin, error)
ChargeTakerFeeExactIn(tokenIn sdk.Coin) (tokenInAfterFee sdk.Coin)

// SetTokenOutDenom sets the token out denom on the routable pool.
SetTokenOutDenom(tokenOutDenom string)
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Can we remove this at a later date? Will this break the node, if sqsdomain isn't updated?

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No, this will not break the node.

It would only break if we changed serialization.

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Great, happy to approve then


GetTakerFee() osmomath.Dec

GetSpreadFactor() osmomath.Dec
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2 changes: 0 additions & 2 deletions tokens/usecase/pricing/chain/pricing_chain.go
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Expand Up @@ -221,8 +221,6 @@ func (c *chainPricing) computePrice(ctx context.Context, baseDenom string, quote
if useAlternativeMethod {
// Compute on-chain price for 1 unit of base denom and quote denom.
chainPrice = osmomath.NewBigDecFromBigInt(tenQuoteCoin.Amount.BigIntMut()).QuoMut(osmomath.NewBigDecFromBigInt(quote.GetAmountOut().BigIntMut()))
} else {
chainPrice = osmomath.OneBigDec().QuoMut(chainPrice)
Comment on lines -224 to -225
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Note: This is a drive-by change. This was needed because we were confusing base and quote in router_usecase.go

}

if chainPrice.IsZero() {
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