Merge pull request #472 from neutron-org/feat/add_price_to_lo

Feat/add price to limit order

proto/neutron/dex/tx.proto

@@ -113,7 +113,9 @@ message MsgPlaceLimitOrder {
   string receiver = 2;
   string token_in = 3;
   string token_out = 4;
-  int64 tick_index_in_to_out = 5;
+
+  // DEPRECATED: tick_index_in_to_out will be removed in future release; limit_sell_price should be used instead.
+  int64 tick_index_in_to_out = 5 [deprecated = true];
   string amount_in = 7 [
     (gogoproto.moretags) = "yaml:\"amount_in\"",
     (gogoproto.customtype) = "cosmossdk.io/math.Int",
@@ -132,6 +134,12 @@ message MsgPlaceLimitOrder {
     (gogoproto.nullable) = true,
     (gogoproto.jsontag) = "max_amount_out"
   ];
+  string limit_sell_price = 11 [
+    (gogoproto.moretags) = "yaml:\"limit_sell_price\"",
+    (gogoproto.customtype) = "github.com/neutron-org/neutron/v4/utils/math.PrecDec",
+    (gogoproto.nullable) = true,
+    (gogoproto.jsontag) = "limit_sell_price"
+  ];
 }
 
 message MsgPlaceLimitOrderResponse {

utils/math/prec_dec.go

@@ -13,7 +13,7 @@ import (
 )
 
 // NOTE: This file is nearly direct copy from cosmossdk.io/math/dec.go @v1.01
-// The Precesion has been changed from 18 to 26
+// The Precesion has been changed from 18 to 27
 
 // NOTE: never use new(Dec) or else we will panic unmarshalling into the
 // nil embedded big.Int
@@ -23,11 +23,11 @@ type PrecDec struct {
 
 const (
 	// number of decimal places
-	Precision = 26
+	Precision = 27
 
 	// bits required to represent the above precision
 	// Ceiling[Log2[10^Precision - 1]]
-	PrecDecimalPrecisionBits = 87
+	PrecDecimalPrecisionBits = 90
 
 	// decimalTruncateBits is the minimum number of bits removed
 	// by a truncate operation. It is equal to

wasmbinding/bindings/msg.go

@@ -239,14 +239,17 @@ type Dex struct {
 // MsgPlaceLimitOrder is a copy dextypes.MsgPlaceLimitOrder with altered ExpirationTime field,
 // it's a preferable way to pass timestamp as unixtime to contracts
 type MsgPlaceLimitOrder struct {
-	Creator          string   `json:"creator,omitempty"`
-	Receiver         string   `json:"receiver,omitempty"`
-	TokenIn          string   `json:"token_in,omitempty"`
-	TokenOut         string   `json:"token_out,omitempty"`
+	Creator  string `json:"creator,omitempty"`
+	Receiver string `json:"receiver,omitempty"`
+	TokenIn  string `json:"token_in,omitempty"`
+	TokenOut string `json:"token_out,omitempty"`
+	// Deprecated: tick_index_in_to_out will be removed in future release; limit_sell_price should be used instead.
 	TickIndexInToOut int64    `json:"tick_index_in_to_out,omitempty"`
 	AmountIn         math.Int `json:"amount_in"`
 	OrderType        string   `json:"order_type,omitempty"`
 	// expirationTime is only valid iff orderType == GOOD_TIL_TIME.
 	ExpirationTime *uint64   `json:"expiration_time,omitempty"`
 	MaxAmountOut   *math.Int `json:"max_amount_out"`
+	// Accepts standard decimals and decimals with scientific notation (ie. 1234.23E-7)
+	LimitSellPrice string `json:"limit_sell_price,omitempty"`
 }

wasmbinding/message_plugin.go

@@ -13,6 +13,7 @@ import (
 
 	dexkeeper "github.com/neutron-org/neutron/v4/x/dex/keeper"
 	dextypes "github.com/neutron-org/neutron/v4/x/dex/types"
+	dexutils "github.com/neutron-org/neutron/v4/x/dex/utils"
 
 	contractmanagerkeeper "github.com/neutron-org/neutron/v4/x/contractmanager/keeper"
 
@@ -223,10 +224,11 @@ func (m *CustomMessenger) dispatchDexMsg(ctx sdk.Context, contractAddr sdk.AccAd
 		return handleDexMsg(ctx, dex.Withdrawal, m.DexMsgServer.Withdrawal)
 	case dex.PlaceLimitOrder != nil:
 		msg := dextypes.MsgPlaceLimitOrder{
-			Creator:          contractAddr.String(),
-			Receiver:         dex.PlaceLimitOrder.Receiver,
-			TokenIn:          dex.PlaceLimitOrder.TokenIn,
-			TokenOut:         dex.PlaceLimitOrder.TokenOut,
+			Creator:  contractAddr.String(),
+			Receiver: dex.PlaceLimitOrder.Receiver,
+			TokenIn:  dex.PlaceLimitOrder.TokenIn,
+			TokenOut: dex.PlaceLimitOrder.TokenOut,
+			//nolint: staticcheck // TODO: remove in next release
 			TickIndexInToOut: dex.PlaceLimitOrder.TickIndexInToOut,
 			AmountIn:         dex.PlaceLimitOrder.AmountIn,
 			MaxAmountOut:     dex.PlaceLimitOrder.MaxAmountOut,
@@ -246,6 +248,15 @@ func (m *CustomMessenger) dispatchDexMsg(ctx sdk.Context, contractAddr sdk.AccAd
 			t := time.Unix(int64(*(dex.PlaceLimitOrder.ExpirationTime)), 0)
 			msg.ExpirationTime = &t
 		}
+
+		if limitPriceStr := dex.PlaceLimitOrder.LimitSellPrice; limitPriceStr != "" {
+			limitPriceDec, err := dexutils.ParsePrecDecScientificNotation(limitPriceStr)
+			if err != nil {
+				return nil, nil, errors.Wrapf(err, "cannot parse string %s for limit price", limitPriceStr)
+			}
+			msg.LimitSellPrice = &limitPriceDec
+		}
+
 		return handleDexMsg(ctx, &msg, m.DexMsgServer.PlaceLimitOrder)
 	case dex.CancelLimitOrder != nil:
 		dex.CancelLimitOrder.Creator = contractAddr.String()

x/dex/client/cli/flags.go

@@ -6,6 +6,7 @@ const (
 	FlagMaxAmountOut    = "max-amount-out"
 	FlagIncludePoolData = "include-pool-data"
 	FlagCalcWithdraw    = "calc-withdraw"
+	FlagPrice           = "price"
 )
 
 func FlagSetMaxAmountOut() *flag.FlagSet {
@@ -14,6 +15,12 @@ func FlagSetMaxAmountOut() *flag.FlagSet {
 	return fs
 }
 
+func FlagSetPrice() *flag.FlagSet {
+	fs := flag.NewFlagSet("", flag.ContinueOnError)
+	fs.String(FlagPrice, "", "Sell price for limit order")
+	return fs
+}
+
 func FlagSetIncludePoolData() *flag.FlagSet {
 	fs := flag.NewFlagSet("", flag.ContinueOnError)
 	fs.Bool(FlagIncludePoolData, false, "Include pool data with response")

x/dex/client/cli/tx_place_limit_order.go

@@ -12,13 +12,14 @@ import (
 	"github.com/cosmos/cosmos-sdk/client/tx"
 	"github.com/spf13/cobra"
 
+	math_utils "github.com/neutron-org/neutron/v4/utils/math"
 	"github.com/neutron-org/neutron/v4/x/dex/types"
 )
 
 func CmdPlaceLimitOrder() *cobra.Command {
 	cmd := &cobra.Command{
 		//nolint:lll
-		Use:     "place-limit-order [receiver] [token-in] [token-out] [tick-index] [amount-in] ?[order-type] ?[expirationTime] ?(--max-amout-out)",
+		Use:     "place-limit-order [receiver] [token-in] [token-out] [tick-index] [amount-in] ?[order-type] ?[expirationTime] ?(--max-amout-out) ?(--price)",
 		Short:   "Broadcast message PlaceLimitOrder",
 		Example: "place-limit-order alice tokenA tokenB [-10] tokenA 50 GOOD_TIL_TIME '01/02/2006 15:04:05' --max-amount-out 20 --from alice",
 		Args:    cobra.RangeArgs(5, 7),
@@ -65,6 +66,7 @@ func CmdPlaceLimitOrder() *cobra.Command {
 			if err != nil {
 				return err
 			}
+
 			var maxAmountOutIntP *math.Int
 			if maxAmountOutArg != "" {
 				maxAmountOutInt, ok := math.NewIntFromString(maxAmountOutArg)
@@ -77,6 +79,20 @@ func CmdPlaceLimitOrder() *cobra.Command {
 				maxAmountOutIntP = &maxAmountOutInt
 			}
 
+			priceArg, err := cmd.Flags().GetString(FlagPrice)
+			if err != nil {
+				return err
+			}
+
+			var priceDecP *math_utils.PrecDec
+			if priceArg != "" {
+				priceDec, err := math_utils.NewPrecDecFromStr(priceArg)
+				if err != nil {
+					return err
+				}
+				priceDecP = &priceDec
+			}
+
 			clientCtx, err := client.GetClientTxContext(cmd)
 			if err != nil {
 				return err
@@ -92,6 +108,7 @@ func CmdPlaceLimitOrder() *cobra.Command {
 				orderType,
 				goodTil,
 				maxAmountOutIntP,
+				priceDecP,
 			)
 
 			return tx.GenerateOrBroadcastTxCLI(clientCtx, cmd.Flags(), msg)
@@ -100,6 +117,7 @@ func CmdPlaceLimitOrder() *cobra.Command {
 
 	flags.AddTxFlagsToCmd(cmd)
 	cmd.Flags().AddFlagSet(FlagSetMaxAmountOut())
+	cmd.Flags().AddFlagSet(FlagSetPrice())
 
 	return cmd
 }

x/dex/keeper/integration_placelimitorder_test.go

@@ -7,6 +7,7 @@ import (
 	sdkmath "cosmossdk.io/math"
 	sdkerrors "github.com/cosmos/cosmos-sdk/types/errors"
 
+	math_utils "github.com/neutron-org/neutron/v4/utils/math"
 	"github.com/neutron-org/neutron/v4/x/dex/types"
 )
 
@@ -346,6 +347,41 @@ func (s *DexTestSuite) TestPlaceLimitOrderTooSmallAfterSwapFails() {
 	s.assertAliceLimitSellFails(types.ErrTradeTooSmall, "TokenA", 149_149, 5)
 }
 
+func (s *DexTestSuite) TestPlaceLimitOrderWithPrice0To1() {
+	s.fundAliceBalances(10, 0)
+	s.fundBobBalances(0, 100)
+
+	// GIVEN
+	// Alice place LO at price ~10.0
+	trancheKey0 := s.limitSellsWithPrice(s.alice, "TokenA", math_utils.NewPrecDec(10), 10)
+
+	// WHEN bob swaps through all of Alice's LO
+	s.bobLimitSells("TokenB", -23078, 100, types.LimitOrderType_IMMEDIATE_OR_CANCEL)
+	s.aliceWithdrawsLimitSell(trancheKey0)
+
+	// THEN alice gets out ~100 TOKENB and bob gets ~10 TOKENA
+	s.assertAliceBalancesInt(sdkmath.ZeroInt(), sdkmath.NewInt(99_999_977))
+	s.assertBobBalancesInt(sdkmath.NewInt(10000000), sdkmath.NewInt(22))
+}
+
+func (s *DexTestSuite) TestPlaceLimitOrderWithPrice1To0() {
+	s.fundAliceBalances(0, 200)
+	s.fundBobBalances(10, 0)
+	makerPrice := math_utils.MustNewPrecDecFromStr("0.25")
+	takerPrice := math_utils.MustNewPrecDecFromStr("3.99")
+	// GIVEN
+	// Alice place LO at price ~.25
+	trancheKey0 := s.limitSellsWithPrice(s.alice, "TokenB", makerPrice, 200)
+
+	// WHEN bob swaps through Alice's LO
+	s.limitSellsWithPrice(s.bob, "TokenA", takerPrice, 10)
+	s.aliceWithdrawsLimitSell(trancheKey0)
+
+	// THEN alice gets out ~10 TOKENA and bob gets ~40 TOKENB
+	s.assertAliceBalancesInt(sdkmath.NewInt(9999999), sdkmath.ZeroInt())
+	s.assertBobBalancesInt(sdkmath.ZeroInt(), sdkmath.NewInt(40001452))
+}
+
 // Fill Or Kill limit orders ///////////////////////////////////////////////////////////
 func (s *DexTestSuite) TestPlaceLimitOrderFoKNoLiq() {
 	s.fundAliceBalances(10, 0)

x/dex/keeper/msg_server.go

@@ -129,12 +129,19 @@ func (k MsgServer) PlaceLimitOrder(
 	if err != nil {
 		return &types.MsgPlaceLimitOrderResponse{}, err
 	}
+	tickIndex := msg.TickIndexInToOut
+	if msg.LimitSellPrice != nil {
+		tickIndex, err = types.CalcTickIndexFromPrice(*msg.LimitSellPrice)
+		if err != nil {
+			return &types.MsgPlaceLimitOrderResponse{}, errors.Wrapf(err, "invalid LimitSellPrice %s", msg.LimitSellPrice.String())
+		}
+	}
 	trancheKey, coinIn, _, coinOutSwap, err := k.PlaceLimitOrderCore(
 		goCtx,
 		msg.TokenIn,
 		msg.TokenOut,
 		msg.AmountIn,
-		msg.TickIndexInToOut,
+		tickIndex,
 		msg.OrderType,
 		msg.ExpirationTime,
 		msg.MaxAmountOut,

x/dex/keeper/msg_server_test.go

@@ -398,6 +398,29 @@ func (s *DexTestSuite) limitSellsWithMaxOut(
 	return msg.TrancheKey
 }
 
+func (s *DexTestSuite) limitSellsWithPrice(
+	account sdk.AccAddress,
+	tokenIn string,
+	price math_utils.PrecDec,
+	amountIn int,
+) string {
+	tokenIn, tokenOut := dexkeeper.GetInOutTokens(tokenIn, "TokenA", "TokenB")
+
+	msg, err := s.msgServer.PlaceLimitOrder(s.Ctx, &types.MsgPlaceLimitOrder{
+		Creator:        account.String(),
+		Receiver:       account.String(),
+		TokenIn:        tokenIn,
+		TokenOut:       tokenOut,
+		LimitSellPrice: &price,
+		AmountIn:       sdkmath.NewInt(int64(amountIn)).Mul(denomMultiple),
+		OrderType:      types.LimitOrderType_GOOD_TIL_CANCELLED,
+	})
+
+	s.Assert().NoError(err)
+
+	return msg.TrancheKey
+}
+
 func (s *DexTestSuite) limitSellsInt(
 	account sdk.AccAddress,
 	tokenIn string,
@@ -1982,6 +2005,9 @@ func TestMsgPlaceLimitOrderValidate(t *testing.T) {
 
 	ZEROINT := sdkmath.ZeroInt()
 	ONEINT := sdkmath.OneInt()
+	TINYDEC := math_utils.MustNewPrecDecFromStr("0.000000000000000000000000494")
+	HUGEDEC := math_utils.MustNewPrecDecFromStr("2020125331305056766452345.127500016657360222036663652")
+	FIVEDEC := math_utils.NewPrecDec(5)
 	tests := []struct {
 		name        string
 		msg         types.MsgPlaceLimitOrder
@@ -2113,6 +2139,43 @@ func TestMsgPlaceLimitOrderValidate(t *testing.T) {
 			},
 			types.ErrTickOutsideRange,
 		},
+		{
+			"price < minPrice",
+			types.MsgPlaceLimitOrder{
+				Creator:        sample.AccAddress(),
+				Receiver:       sample.AccAddress(),
+				TokenIn:        "TokenA",
+				TokenOut:       "TokenB",
+				LimitSellPrice: &TINYDEC,
+				AmountIn:       sdkmath.OneInt(),
+			},
+			types.ErrPriceOutsideRange,
+		},
+		{
+			"price > maxPrice",
+			types.MsgPlaceLimitOrder{
+				Creator:        sample.AccAddress(),
+				Receiver:       sample.AccAddress(),
+				TokenIn:        "TokenA",
+				TokenOut:       "TokenB",
+				LimitSellPrice: &HUGEDEC,
+				AmountIn:       sdkmath.OneInt(),
+			},
+			types.ErrPriceOutsideRange,
+		},
+		{
+			"invalid tickIndexInToOut & LimitSellPrice",
+			types.MsgPlaceLimitOrder{
+				Creator:          sample.AccAddress(),
+				Receiver:         sample.AccAddress(),
+				TokenIn:          "TokenA",
+				TokenOut:         "TokenB",
+				LimitSellPrice:   &FIVEDEC,
+				TickIndexInToOut: 6,
+				AmountIn:         sdkmath.OneInt(),
+			},
+			types.ErrInvalidPriceAndTick,
+		},
 	}
 
 	for _, tt := range tests {

x/dex/types/errors.go

@@ -209,4 +209,20 @@ var (
 		1158,
 		"Cannot deposit at a price below the opposing token's current price",
 	)
+	ErrCalcTickFromPrice = sdkerrors.Register(
+		ModuleName,
+		1159,
+		"Cannot convert price to int64 tick value",
+	)
+	ErrPriceOutsideRange = sdkerrors.Register(
+		ModuleName,
+		1160,
+		"Invalid price; 0.00000000000000000000000050 < PRICE > 2020125331305056766451886.728",
+	)
+
+	ErrInvalidPriceAndTick = sdkerrors.Register(
+		ModuleName,
+		1161,
+		"Only LimitSellPrice or TickIndexInToOut should be specified",
+	)
 )