perf!: Simplify the spread factor calculation #8073
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ValarDragon
requested review from
czarcas7ic,
p0mvn and
AlpinYukseloglu
as code owners
WalkthroughThe concentrated liquidity module changes revolve around refining spread reward calculations in swap strategies. These updates streamline variable naming, introduce new fields, and adjust function implementations to enhance accuracy and efficiency in reward computations during swaps. Changes
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Actionable comments posted: 1
Actionable comments outside the diff hunks (9)
CHANGELOG.md (9)
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984-984: Ensure consistent heading levels.- #### Features + ### Features
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996-996: Ensure consistent heading levels.- #### Minor improvements & Bug Fixes + ### Minor improvements & Bug Fixes
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1005-1005: Ensure consistent heading levels.- #### SDK fork updates + ### SDK fork updates
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1010-1010: Ensure consistent heading levels.- #### IAVL fork updates + ### IAVL fork updates
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1062-1062: Ensure consistent heading levels.- #### Features + ### Features
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323-323: Remove trailing punctuation in heading.- ## [v6.4.0] + ## v6.4.0
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586-586: Convert bare URL to a markdown link for better readability.- See: [SDK v0.43.0 Release Notes](https://github.com/cosmos/cosmos-sdk/releases/tag/v0.43.0) For more details + See: [SDK v0.43.0 Release Notes](https://github.com/cosmos/cosmos-sdk/releases/tag/v0.43.0) for more details.
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644-644: Convert bare URL to a markdown link for better readability.- [wasmd-v.022.0-osmo-v7.2](https://github.com/osmosis-labs/wasmd/releases/tag/v0.22.0-osmo-v7.2) Upgrade SDK and IAVL dependencies to use fast storage + [wasmd-v.022.0-osmo-v7.2](https://github.com/osmosis-labs/wasmd/releases/tag/v0.22.0-osmo-v7.2) Upgrade SDK and IAVL dependencies to use fast storage.
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1225-1225: Ensure there are no empty links in the document.- [v6.4.0](https://github.com/osmosis-labs/osmosis/releases/tag/v6.4.0) + [v6.4.0](https://github.com/osmosis-labs/osmosis/releases/tag/v6.4.0) - Description of the release.
CHANGELOG.md
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| * [#8073](https://github.com/osmosis-labs/osmosis/pull/8073) Speedup CL spread factor calculations, but mildly changes rounding behavior in the final decimal place. | ||
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Ensure consistent heading levels.
- ### State Breaking
+ ## State BreakingCommittable suggestion
‼️ IMPORTANT
Carefully review the code before committing. Ensure that it accurately replaces the highlighted code, contains no missing lines, and has no issues with indentation.
| * [#8073](https://github.com/osmosis-labs/osmosis/pull/8073) Speedup CL spread factor calculations, but mildly changes rounding behavior in the final decimal place. | |
| * [#8073](https://github.com/osmosis-labs/osmosis/pull/8073) Speedup CL spread factor calculations, but mildly changes rounding behavior in the final decimal place. | |
| @@ -189,6 +191,13 @@ func (s zeroForOneStrategy) getOneMinusSpreadFactor() osmomath.Dec { | |||
| return s.oneMinusSpreadFactor | |||
| } | |||
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| func (s zeroForOneStrategy) getSpfOverOneMinusSpf() osmomath.Dec { | |||
| if s.spfOverOneMinusSpf.IsNil() { | |||
| s.spfOverOneMinusSpf = s.spreadFactor.QuoRoundUp(s.getOneMinusSpreadFactor()) | |||
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just curious, whats the reason we do round up?
| @@ -121,7 +121,7 @@ func (suite *StrategyTestSuite) TestComputeSwapStepOutGivenIn_ZeroForOne() { | |||
| amountZeroInConsumed: defaultAmountZero.Ceil(), | |||
| // liquidity * (sqrtPriceNext - sqrtPriceCurrent) | |||
| expectedAmountOneOut: defaultAmountOne, | |||
| expectedSpreadRewardChargeTotal: defaultAmountZero.Ceil().Quo(oneMinusDefaultSpreadFactor).Mul(defaultSpreadReward), | |||
| expectedSpreadRewardChargeTotal: defaultAmountZero.Ceil().Mul(defaultSpreadReward.Quo(oneMinusDefaultSpreadFactor)), | |||
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Just making sure, these two should be the same value right
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They weren't due to rounding differences 😅
| @@ -1630,7 +1630,7 @@ var ( | |||
| ExpectedSecondUpperTickSpreadRewardGrowth: secondPosition{TickIndex: 322500, ExpectedSpreadRewardGrowth: cl.EmptyCoins}, | |||
| NewLowerPrice: osmomath.NewDec(5500), | |||
| NewUpperPrice: osmomath.NewDec(6250), | |||
| ExpectedSpreadRewardGrowthAccumulatorValue: osmomath.MustNewDecFromStr("0.007433904623597252"), | |||
| ExpectedSpreadRewardGrowthAccumulatorValue: osmomath.MustNewDecFromStr("0.007433904623597258"), | |||
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What's the reason these changed?
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This PR changes rounding behavior is why
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Hm, this may be an invalid concern but I am worried since the rounding behavior changed in favor of the user.
Imagine a user's current expected spread rewards is 0.007433904623597252, and after the upgrade it is now 0.007433904623597258. Where do these additional funds come from?
I guess the concern is, we calculated accum values with one rounding behavior, and now claim with a rounding behavior more in favor of the user, so what effect does this have (if any)?
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So remember this is only affecting the swap amount for what gets added to the spread factor accumulator. The reward calculation is based off the difference of two accumulator values.
So how we computed past accumulator values doesn't matter. It just matters that we are consistent with new additions
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Actionable comments posted: 0
Actionable comments outside the diff hunks (9)
CHANGELOG.md (9)
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326-326: Correct the heading punctuation.-## v6.4.0 +## v6.4.0.
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589-589: Replace the bare URL with a markdown link for better readability.- https://github.com/osmosis-labs/osmosis/releases/tag/v6.4.0 + [v6.4.0](https://github.com/osmosis-labs/osmosis/releases/tag/v6.4.0)
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647-647: Replace the bare URL with a markdown link for better readability.- https://github.com/osmosis-labs/osmosis/releases/tag/v6.3.1 + [v6.3.1](https://github.com/osmosis-labs/osmosis/releases/tag/v6.3.1)
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987-987: Ensure heading levels increment by one level at a time.- #### Golang API breaks + ### Golang API breaks
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999-999: Ensure heading levels increment by one level at a time.- #### Bug Fixes + ### Bug Fixes
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1008-1008: Ensure heading levels increment by one level at a time.- #### Features + ### Features
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1013-1013: Ensure heading levels increment by one level at a time.- #### Minor improvements & Bug Fixes + ### Minor improvements & Bug Fixes
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1065-1065: Ensure heading levels increment by one level at a time.- #### SDK fork updates + ### SDK fork updates
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1228-1228: Ensure there are no empty links in the document.- [v6.3.1](https://github.com/osmosis-labs/osmosis/releases/tag/v6.3.1) + [v6.3.1](https://github.com/osmosis-labs/osmosis/releases/tag/v6.3.1) - Description or title of the link
What is the purpose of the change
Simplify the spread factor calculation in CL. We compute a coefficient
spread factor / (1 - spread factor)in each swap and then do a single multiplication by that in swaps. Eventually we can change this to be a map in memory, for all authorized spread factors so this coefficient no longer even needs to be computed.This does change rounding in the final decimal place. So we can decide to remove this if we want due to concern of it breaking spread factor calculations.
Testing and Verifying
Passes all but 5 existing tests, those tests are fixed by changing the final digit.
Documentation and Release Note
Unreleasedsection ofCHANGELOG.md?Where is the change documented?
x/{module}/README.md)Summary by CodeRabbit
Refactor
Bug Fixes