BE-695 | Implement PrepareResultPoolsInGivenOut API

Implements `PrepareResultPoolsInGivenOut` API for computing exact amount out quotes. This is smaller chunk of bigger PR-607 ( #607 ) implementing computing exact amount out quotes.
osmosis-labs · Feb 17, 2025 · 8991038 · 8991038
1 parent 0176860
commit 8991038
Show file tree

Hide file tree

Showing 3 changed files with 94 additions and 14 deletions.
diff --git a/domain/mocks/route_mock.go b/domain/mocks/route_mock.go
@@ -10,15 +10,15 @@ import (
 )
 
 type RouteMock struct {
-	CalculateTokenOutByTokenInFunc       func(ctx context.Context, tokenIn types.Coin) (types.Coin, error)
-	CalculateTokenInByTokenOutFunc       func(ctx context.Context, tokenOut types.Coin) (types.Coin, error)
-	ContainsGeneralizedCosmWasmPoolFunc  func() bool
-	GetPoolsFunc                         func() []domain.RoutablePool
-	GetTokenOutDenomFunc                 func() string
-	GetTokenInDenomFunc                  func() string
-	PrepareResultPoolsExactAmountInFunc  func(ctx context.Context, tokenIn types.Coin, logger log.Logger) ([]domain.RoutablePool, math.LegacyDec, math.LegacyDec, error)
-	PrepareResultPoolsExactAmountOutFunc func(ctx context.Context, tokenOut types.Coin, logger log.Logger) ([]domain.RoutablePool, math.LegacyDec, math.LegacyDec, error)
-	StringFunc                           func() string
+	CalculateTokenOutByTokenInFunc      func(ctx context.Context, tokenIn types.Coin) (types.Coin, error)
+	CalculateTokenInByTokenOutFunc      func(ctx context.Context, tokenOut types.Coin) (types.Coin, error)
+	ContainsGeneralizedCosmWasmPoolFunc func() bool
+	GetPoolsFunc                        func() []domain.RoutablePool
+	GetTokenOutDenomFunc                func() string
+	GetTokenInDenomFunc                 func() string
+	PrepareResultPoolsOutGivenInFunc    func(ctx context.Context, tokenIn types.Coin, logger log.Logger) ([]domain.RoutablePool, math.LegacyDec, math.LegacyDec, error)
+	PrepareResultPoolsInGivenOutFunc    func(ctx context.Context, tokenOut types.Coin, logger log.Logger) ([]domain.RoutablePool, math.LegacyDec, math.LegacyDec, error)
+	StringFunc                          func() string
 
 	GetAmountInFunc  func() math.Int
 	GetAmountOutFunc func() math.Int
@@ -80,15 +80,16 @@ func (r *RouteMock) GetTokenInDenom() string {
 
 // PrepareResultPoolsOutGivenIn implements domain.Route.
 func (r *RouteMock) PrepareResultPoolsOutGivenIn(ctx context.Context, tokenIn types.Coin, logger log.Logger) ([]domain.RoutablePool, math.LegacyDec, math.LegacyDec, error) {
-	if r.PrepareResultPoolsExactAmountInFunc != nil {
-		return r.PrepareResultPoolsExactAmountInFunc(ctx, tokenIn, logger)
+	if r.PrepareResultPoolsOutGivenInFunc != nil {
+		return r.PrepareResultPoolsOutGivenInFunc(ctx, tokenIn, logger)
 	}
 
 	panic("unimplemented")
 }
-func (r *RouteMock) PrepareResultPoolsExactAmountOut(ctx context.Context, tokenIn types.Coin, logger log.Logger) ([]domain.RoutablePool, math.LegacyDec, math.LegacyDec, error) {
-	if r.PrepareResultPoolsExactAmountOutFunc != nil {
-		return r.PrepareResultPoolsExactAmountOutFunc(ctx, tokenIn, logger)
+
+func (r *RouteMock) PrepareResultPoolsInGivenOut(ctx context.Context, tokenIn types.Coin, logger log.Logger) ([]domain.RoutablePool, math.LegacyDec, math.LegacyDec, error) {
+	if r.PrepareResultPoolsInGivenOutFunc != nil {
+		return r.PrepareResultPoolsInGivenOutFunc(ctx, tokenIn, logger)
 	}
 
 	panic("unimplemented")

diff --git a/domain/router.go b/domain/router.go
@@ -52,6 +52,16 @@ type Route interface {
 	// The token in is the base token and the token out is the quote token.
 	PrepareResultPoolsOutGivenIn(ctx context.Context, tokenIn sdk.Coin, logger log.Logger) ([]RoutablePool, osmomath.Dec, osmomath.Dec, error)
 
+	// PrepareResultPoolsInGivenOut strips away unnecessary fields
+	// from each pool in the route,
+	// leaving only the data needed by client
+	// Runs the quote logic one final time to compute the effective spot price.
+	// Note that it mutates the route.
+	// Computes the spot price of the route.
+	// Returns the spot price before swap and effective spot price.
+	// The token in is the base token and the token out is the quote token.
+	PrepareResultPoolsInGivenOut(ctx context.Context, tokenOut sdk.Coin, logger log.Logger) ([]RoutablePool, osmomath.Dec, osmomath.Dec, error)
+
 	String() string
 }
 

diff --git a/router/usecase/route/route.go b/router/usecase/route/route.go
@@ -110,6 +110,75 @@ func (r RouteImpl) PrepareResultPoolsOutGivenIn(ctx context.Context, tokenIn sdk
 	return newPools, routeSpotPriceInBaseOutQuote, effectiveSpotPriceInBaseOutQuote, nil
 }
 
+// PrepareResultPoolsOutGivenIn implements domain.Route.
+// Strips away unnecessary fields from each pool in the route,
+// leaving only the data needed by client
+// The following are the list of fields that are returned to the client in each pool:
+// - ID
+// - Type
+// - Balances
+// - Spread Factor
+// - Token Out Denom
+// - Taker Fee
+// Note that it mutates the route.
+// Returns spot price before swap and the effective spot price
+// with token out as base and token in as quote.
+func (r RouteImpl) PrepareResultPoolsInGivenOut(ctx context.Context, tokenOut sdk.Coin, logger log.Logger) ([]domain.RoutablePool, osmomath.Dec, osmomath.Dec, error) {
+	var (
+		routeSpotPriceOutBaseInQuote     = osmomath.OneDec()
+		effectiveSpotPriceOutBaseInQuote = osmomath.OneDec()
+	)
+
+	newPools := make([]domain.RoutablePool, 0, len(r.Pools))
+
+	for _, pool := range r.Pools {
+		// Compute spot price before swap.
+		spotPriceOutBaseInQuote, err := pool.CalcSpotPrice(ctx, tokenOut.Denom, pool.GetTokenInDenom())
+		if err != nil {
+			logger.Error("failed to calculate spot price for pool", zap.Error(err))
+
+			// We don't want to fail the entire quote if one pool fails to calculate spot price.
+			// This might cause miestimaions downsream but we a
+			spotPriceOutBaseInQuote = osmomath.ZeroBigDec()
+
+			// Increment the counter for the error
+			spotPriceErrorResultCounter.WithLabelValues(
+				tokenOut.Denom,
+				pool.GetTokenOutDenom(),
+				r.Pools[len(r.Pools)-1].GetTokenOutDenom(),
+			).Inc()
+		}
+
+		tokenIn, err := pool.CalculateTokenInByTokenOut(ctx, tokenOut)
+		if err != nil {
+			return nil, osmomath.Dec{}, osmomath.Dec{}, err
+		}
+
+		// Charge taker fee
+		tokenIn = pool.ChargeTakerFeeExactOut(tokenIn)
+
+		// Update effective spot price
+		effectiveSpotPriceOutBaseInQuote.MulMut(tokenIn.Amount.ToLegacyDec().QuoMut(tokenOut.Amount.ToLegacyDec()))
+
+		// Note, in the future we may want to increase the precision of the spot price
+		routeSpotPriceOutBaseInQuote.MulMut(spotPriceOutBaseInQuote.Dec())
+
+		newPool := pools.NewExactAmountOutRoutableResultPool(
+			pool.GetId(),
+			pool.GetType(),
+			pool.GetSpreadFactor(),
+			pool.GetTokenInDenom(),
+			pool.GetTakerFee(),
+			pool.GetCodeID(),
+		)
+
+		newPools = append(newPools, newPool)
+
+		tokenOut = tokenIn
+	}
+	return newPools, routeSpotPriceOutBaseInQuote, effectiveSpotPriceOutBaseInQuote, nil
+}
+
 // GetPools implements Route.
 func (r *RouteImpl) GetPools() []domain.RoutablePool {
 	return r.Pools