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feat(vpool): sqrt of liquidity depth tracked on pool (#1243)
* feat: implement function for getting the exact square root of an sdk.Dec * (vpool): get vpool/types passing * (vpool): keeper tests passing again * CHANGELOG #wip * #wip all vpool tests passing. perp in progress * fix tests in perp module * feat(common): SqrtDec changes * add changes from refactor * run golangci-lint * fix(vpool): cli_test.go * rm unused file * test(common): Finalize new functions, add fn docs, add large number test cases * more fn docs * refactor!: change proto order so that the Vpool.Config is still on 4 * refactor: rename MICRO → TO_MICRO * refactor(vpool): types.NewVpool abstraction for simplified constructor --------- Co-authored-by: Kevin Yang <5478483+k-yang@users.noreply.github.com>
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| Original file line number | Diff line number | Diff line change |
|---|---|---|
| @@ -0,0 +1,89 @@ | ||
| package common | ||
|
|
||
| import ( | ||
| "fmt" | ||
| "math/big" | ||
| "strings" | ||
|
|
||
| sdk "github.com/cosmos/cosmos-sdk/types" | ||
| ) | ||
|
|
||
| // MustSqrtDec computes the square root of the input decimal using its | ||
| // underlying big.Int. The big.Int.Sqrt method is part of the standard library, | ||
| // thoroughly tested, works at seemingly unbound precision (e.g. for numbers as | ||
| // large as 10**99. | ||
| // - NOTE, MustSqrtDec panics if it is called on a negative number, similar to the | ||
| // sdk.NewCoin and SqrtBigInt functions. A panic safe version of MustSqrtDec | ||
| // is available in the SqrtDec method. | ||
| func MustSqrtDec(dec sdk.Dec) sdk.Dec { | ||
| sqrtBigInt := MustSqrtBigInt(dec.BigInt()) | ||
| precision := sdk.NewDecFromBigInt(PRECISION_MULT) | ||
| return sdk.NewDecFromBigInt(sqrtBigInt).Quo(precision) | ||
| } | ||
|
|
||
| // SqrtDec computes the square root of the input decimal using its | ||
| // underlying big.Int. SqrtDec is panic-safe and returns an error if the input | ||
| // decimal is negative. | ||
| // | ||
| // The big.Int.Sqrt method is part of the standard library, | ||
| // thoroughly tested, works at seemingly unbound precision (e.g. for numbers as | ||
| // large as 10**99. | ||
| func SqrtDec(dec sdk.Dec) (sdk.Dec, error) { | ||
| var sqrtDec sdk.Dec | ||
| var panicErr error = TryCatch(func() { | ||
| sqrtDec = MustSqrtDec(dec) | ||
| })() | ||
| return sqrtDec, panicErr | ||
| } | ||
|
|
||
| // MustSqrtBigInt returns the square root of the input. | ||
| // - NOTE: MustSqrtBigInt panics if it is called on a negative number because it uses | ||
| // the `big.Int.Sqrt` from the "math/big" package. | ||
| func MustSqrtBigInt(i *big.Int) *big.Int { | ||
| sqrtInt := &big.Int{} | ||
| return sqrtInt.Sqrt(i) | ||
| } | ||
|
|
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| // SqrtInt is the panic-safe version of MustSqrtBigInt | ||
| func SqrtBigInt(i *big.Int) (*big.Int, error) { | ||
| sqrtInt := new(big.Int) | ||
| var panicErr error = TryCatch(func() { | ||
| *sqrtInt = *MustSqrtBigInt(i) | ||
| })() | ||
| return sqrtInt, panicErr | ||
| } | ||
|
|
||
| // BigIntPow10 returns a big int that is a power of 10, e.g. BigIngPow10(3) | ||
| // returns 1000. This function is useful for creating large numbers outside the | ||
| // range of an int64 or 18 decimal precision. | ||
| func BigIntPow10(power int64) *big.Int { | ||
| bigInt, _ := new(big.Int).SetString("1"+strings.Repeat("0", int(power)), 10) | ||
| return bigInt | ||
| } | ||
|
|
||
| // ———————————————————————————————————————————————— | ||
| // Logic needed from private code in the Cosmos-SDK | ||
| // See https://github.com/cosmos/cosmos-sdk/blob/v0.45.12/types/decimal.go | ||
| // | ||
|
|
||
| const ( | ||
| PRECISION = 18 | ||
| ) | ||
|
|
||
| var ( | ||
| PRECISION_MULT = calcPrecisionMultiplier(0) | ||
| PRECISION_SQRT = int64(PRECISION / 2) | ||
| tenInt = big.NewInt(10) | ||
| ) | ||
|
|
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| // calcPrecisionMultiplier computes a multiplier needed to maintain a target | ||
| // precision defined by 10 ** (PRECISION_SQRT - prec). | ||
| // The maximum available precision is PRECISION_SQRT (9). | ||
| func calcPrecisionMultiplier(prec int64) *big.Int { | ||
| if prec > PRECISION_SQRT { | ||
| panic(fmt.Sprintf("too much precision, maximum %v, provided %v", PRECISION_SQRT, prec)) | ||
| } | ||
| zerosToAdd := PRECISION_SQRT - prec | ||
| multiplier := new(big.Int).Exp(tenInt, big.NewInt(zerosToAdd), nil) | ||
| return multiplier | ||
| } |
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| Original file line number | Diff line number | Diff line change |
|---|---|---|
| @@ -0,0 +1,81 @@ | ||
| package common_test | ||
|
|
||
| import ( | ||
| "fmt" | ||
| "math/big" | ||
| "testing" | ||
|
|
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| sdk "github.com/cosmos/cosmos-sdk/types" | ||
|
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| "github.com/stretchr/testify/assert" | ||
|
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| "github.com/NibiruChain/nibiru/x/common" | ||
| ) | ||
|
|
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| func TestSqrtBigInt(t *testing.T) { | ||
| testCases := []struct { | ||
| bigInt *big.Int | ||
| sqrtBigInt *big.Int | ||
| }{ | ||
| {bigInt: big.NewInt(1), sqrtBigInt: big.NewInt(1)}, | ||
| {bigInt: big.NewInt(4), sqrtBigInt: big.NewInt(2)}, | ||
| {bigInt: big.NewInt(250_000), sqrtBigInt: big.NewInt(500)}, | ||
| {bigInt: big.NewInt(4_819_136_400), sqrtBigInt: big.NewInt(69_420)}, | ||
| { | ||
| bigInt: new(big.Int).Mul(big.NewInt(4_819_136_400), common.BigIntPow10(32)), | ||
| sqrtBigInt: new(big.Int).Mul(big.NewInt(69_420), common.BigIntPow10(16)), | ||
| }, | ||
| { | ||
| bigInt: new(big.Int).Mul(big.NewInt(9), common.BigIntPow10(100)), | ||
| sqrtBigInt: new(big.Int).Mul(big.NewInt(3), common.BigIntPow10(50)), | ||
| }, | ||
| } | ||
|
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| for _, testCase := range testCases { | ||
| tc := testCase | ||
| t.Run(fmt.Sprintf(`bigInt: %s, sqrtBigInt: %s`, tc.bigInt, tc.sqrtBigInt), func(t *testing.T) { | ||
| sqrtInt := common.MustSqrtBigInt(tc.bigInt) | ||
| assert.Equal(t, tc.sqrtBigInt.String(), sqrtInt.String()) | ||
| }) | ||
| } | ||
| } | ||
|
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| func TestSqrtDec(t *testing.T) { | ||
| testCases := []struct { | ||
| dec sdk.Dec | ||
| sqrtDec sdk.Dec | ||
| }{ | ||
| // -------------------------------------------------------------------- | ||
| // Cases: 1 or higher | ||
| {dec: sdk.NewDec(1), sqrtDec: sdk.NewDec(1)}, | ||
| {dec: sdk.NewDec(4), sqrtDec: sdk.NewDec(2)}, | ||
| {dec: sdk.NewDec(250_000), sqrtDec: sdk.NewDec(500)}, | ||
| {dec: sdk.NewDec(4_819_136_400), sqrtDec: sdk.NewDec(69_420)}, | ||
|
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| // -------------------------------------------------------------------- | ||
| // Cases: Between 0 and 1 | ||
| {dec: sdk.MustNewDecFromStr("0.81"), sqrtDec: sdk.MustNewDecFromStr("0.9")}, | ||
| {dec: sdk.MustNewDecFromStr("0.25"), sqrtDec: sdk.MustNewDecFromStr("0.5")}, | ||
| // ↓ dec 1e-12, sqrtDec: 1e-6 | ||
| {dec: sdk.MustNewDecFromStr("0.000000000001"), sqrtDec: sdk.MustNewDecFromStr("0.000001")}, | ||
|
|
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| // -------------------------------------------------------------------- | ||
| // The math/big library panics if you call sqrt() on a negative number. | ||
| } | ||
|
|
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| t.Run("negative sqrt should panic", func(t *testing.T) { | ||
| panicString := common.TryCatch(func() { | ||
| common.MustSqrtDec(sdk.NewDec(-9)) | ||
| })().Error() | ||
|
|
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| assert.Contains(t, panicString, "square root of negative number") | ||
| }) | ||
|
|
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| for _, testCase := range testCases { | ||
| tc := testCase | ||
| t.Run(fmt.Sprintf(`dec: %s, sqrtDec: %s`, tc.dec, tc.sqrtDec), func(t *testing.T) { | ||
| sqrtDec := common.MustSqrtDec(tc.dec) | ||
| assert.Equal(t, tc.sqrtDec.String(), sqrtDec.String()) | ||
| }) | ||
| } | ||
| } |
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