feat: fix estimateXX dex queries #NTRN-318

proto/neutron/dex/query.proto

@@ -260,8 +260,6 @@ message QueryGetPoolReservesResponse {
 }
 
 message QueryEstimateMultiHopSwapRequest {
-  string creator = 1;
-  string receiver = 2;
   repeated MultiHopRoute routes = 3;
   string amount_in = 4 [
     (gogoproto.moretags) = "yaml:\"amount_in\"",
@@ -275,7 +273,6 @@ message QueryEstimateMultiHopSwapRequest {
     (gogoproto.nullable) = false,
     (gogoproto.jsontag) = "exit_limit_price"
   ];
-
   // If pickBestRoute == true then all routes are run and the route with the
   // best price is chosen otherwise, the first succesful route is used.
   bool pick_best_route = 6;
@@ -290,8 +287,6 @@ message QueryEstimateMultiHopSwapResponse {
 }
 
 message QueryEstimatePlaceLimitOrderRequest {
-  string creator = 1;
-  string receiver = 2;
   string token_in = 3;
   string token_out = 4;
   int64 tick_index_in_to_out = 5;
@@ -302,13 +297,12 @@ message QueryEstimatePlaceLimitOrderRequest {
     (gogoproto.jsontag) = "amount_in"
   ];
   LimitOrderType order_type = 7;
-
   // expirationTime is only valid iff orderType == GOOD_TIL_TIME.
   google.protobuf.Timestamp expiration_time = 8 [
     (gogoproto.stdtime) = true,
     (gogoproto.nullable) = true
   ];
-  string maxAmount_out = 9 [
+  string max_amount_out = 9 [
     (gogoproto.moretags) = "yaml:\"max_amount_out\"",
     (gogoproto.customtype) = "cosmossdk.io/math.Int",
     (gogoproto.nullable) = true,

wasmbinding/queries.go

@@ -146,8 +146,6 @@ func (qp *QueryPlugin) DexQuery(ctx sdk.Context, query bindings.DexQuery) (data
 		data, err = dexQuery(ctx, query.EstimateMultiHopSwap, qp.dexKeeper.EstimateMultiHopSwap)
 	case query.EstimatePlaceLimitOrder != nil:
 		q := dextypes.QueryEstimatePlaceLimitOrderRequest{
-			Creator:          query.EstimatePlaceLimitOrder.Creator,
-			Receiver:         query.EstimatePlaceLimitOrder.Receiver,
 			TokenIn:          query.EstimatePlaceLimitOrder.TokenIn,
 			TokenOut:         query.EstimatePlaceLimitOrder.TokenOut,
 			TickIndexInToOut: query.EstimatePlaceLimitOrder.TickIndexInToOut,

x/dex/keeper/grpc_estimate_place_limit_order_test.go

@@ -0,0 +1,105 @@
+package keeper_test
+
+import (
+	"cosmossdk.io/math"
+	sdkerrors "github.com/cosmos/cosmos-sdk/types/errors"
+
+	"github.com/neutron-org/neutron/v4/x/dex/types"
+)
+
+func (s *DexTestSuite) TestEstimatePlaceLimitOrderGTC() {
+	// GIVEN liquidity  A<>B
+	s.SetupMultiplePools(
+		NewPoolSetup("TokenA", "TokenB", 0, 1, 0, 1),
+		NewPoolSetup("TokenA", "TokenB", 0, 1, 1, 1),
+	)
+
+	// WHEN estimate GTC Limit order selling "TokenA"
+	resp, err := s.App.DexKeeper.EstimatePlaceLimitOrder(s.Ctx, &types.QueryEstimatePlaceLimitOrderRequest{
+		TokenIn:          "TokenA",
+		TokenOut:         "TokenB",
+		TickIndexInToOut: 4,
+		AmountIn:         math.NewInt(3_000_000),
+		OrderType:        types.LimitOrderType_GOOD_TIL_CANCELLED,
+	})
+	s.NoError(err)
+
+	// Then estimate is 3 BIG TokenA in with 2 BIG TokenB out from swap
+	s.True(math.NewInt(3_000_000).Equal(resp.TotalInCoin.Amount), "Got %v", resp.TotalInCoin.Amount)
+	s.Equal("TokenA", resp.TotalInCoin.Denom)
+
+	s.True(math.NewInt(2_000_301).Equal(resp.SwapInCoin.Amount), "Got %v", resp.SwapInCoin.Amount)
+	s.Equal("TokenA", resp.SwapInCoin.Denom)
+
+	s.True(math.NewInt(2_000_000).Equal(resp.SwapOutCoin.Amount), "Got %v", resp.SwapOutCoin.Amount)
+	s.Equal("TokenB", resp.SwapOutCoin.Denom)
+
+	// AND state is not altered
+	s.assertDexBalanceWithDenom("TokenA", 0)
+	s.assertDexBalanceWithDenom("TokenB", 2)
+
+	// No events are emitted
+	s.AssertEventValueNotEmitted(types.TickUpdateEventKey, "Expected no events")
+
+	// Subsequent transactions use the original BankKeeper
+	// ie. The simulation bankkeeper is not retained giving users unlimited funds
+	s.assertBobLimitSellFails(sdkerrors.ErrInsufficientFunds, "TokenA", -400_000, 100_000_000)
+}
+
+func (s *DexTestSuite) TestEstimatePlaceLimitOrderFoK() {
+	// GIVEN liquidity TokenB
+	s.SetupMultiplePools(
+		NewPoolSetup("TokenA", "TokenB", 0, 1, 0, 1),
+		NewPoolSetup("TokenA", "TokenB", 0, 1, 1, 1),
+	)
+
+	// WHEN estimate FoK Limit order selling "TokenA"
+	resp, err := s.App.DexKeeper.EstimatePlaceLimitOrder(s.Ctx, &types.QueryEstimatePlaceLimitOrderRequest{
+		TokenIn:          "TokenA",
+		TokenOut:         "TokenB",
+		TickIndexInToOut: 4,
+		AmountIn:         math.NewInt(1_500_000),
+		OrderType:        types.LimitOrderType_FILL_OR_KILL,
+	})
+	s.NoError(err)
+
+	// Then estimate is 1.5 BIG TokenA in with 1.5 BIG TokenB out from swap
+	s.True(math.NewInt(1_500_000).Equal(resp.TotalInCoin.Amount), "Got %v", resp.TotalInCoin.Amount)
+	s.Equal("TokenA", resp.TotalInCoin.Denom)
+
+	s.True(math.NewInt(1_500_000).Equal(resp.SwapInCoin.Amount), "Got %v", resp.SwapInCoin.Amount)
+	s.Equal("TokenA", resp.SwapInCoin.Denom)
+
+	s.True(math.NewInt(1_499_800).Equal(resp.SwapOutCoin.Amount), "Got %v", resp.SwapOutCoin.Amount)
+	s.Equal("TokenB", resp.SwapOutCoin.Denom)
+
+	// AND state is not altered
+	s.assertDexBalanceWithDenom("TokenA", 0)
+	s.assertDexBalanceWithDenom("TokenB", 2)
+
+	// No events are emitted
+	s.AssertEventValueNotEmitted(types.TickUpdateEventKey, "Expected no events")
+
+	// Subsequent transactions use the original BankKeeper
+	s.assertBobLimitSellFails(sdkerrors.ErrInsufficientFunds, "TokenA", -400_000, 100_000_000)
+}
+
+func (s *DexTestSuite) TestEstimatePlaceLimitOrderFoKFails() {
+	// GIVEN no liquidity
+
+	// WHEN estimate placeLimitOrder
+	resp, err := s.App.DexKeeper.EstimatePlaceLimitOrder(s.Ctx, &types.QueryEstimatePlaceLimitOrderRequest{
+		TokenIn:          "TokenA",
+		TokenOut:         "TokenB",
+		TickIndexInToOut: 4,
+		AmountIn:         math.NewInt(1_500_000),
+		OrderType:        types.LimitOrderType_IMMEDIATE_OR_CANCEL,
+	})
+
+	// THEN error is returned
+	s.ErrorIs(err, types.ErrLimitPriceNotSatisfied)
+	s.Nil(resp)
+
+	// Subsequent transactions use the original BankKeeper
+	s.assertBobLimitSellFails(sdkerrors.ErrInsufficientFunds, "TokenA", -400_000, 100_000_000)
+}

x/dex/keeper/grpc_query_estimate_multi_hop_swap.go

@@ -8,14 +8,14 @@ import (
 	"github.com/neutron-org/neutron/v4/x/dex/types"
 )
 
-// TODO: This doesn't run ValidateBasic() checks.
 func (k Keeper) EstimateMultiHopSwap(
 	goCtx context.Context,
 	req *types.QueryEstimateMultiHopSwapRequest,
 ) (*types.QueryEstimateMultiHopSwapResponse, error) {
 	msg := types.MsgMultiHopSwap{
-		Creator:        req.Creator,
-		Receiver:       req.Receiver,
+		// Add a random address so that Validate passes. This address is not used for anything within the query
+		Creator:        "neutron1dft8nwxzr0u27wvr2cknpermjkreqvp9fdy0uz",
+		Receiver:       "neutron1dft8nwxzr0u27wvr2cknpermjkreqvp9fdy0uz",
 		Routes:         req.Routes,
 		AmountIn:       req.AmountIn,
 		ExitLimitPrice: req.ExitLimitPrice,
@@ -28,23 +28,16 @@ func (k Keeper) EstimateMultiHopSwap(
 	ctx := sdk.UnwrapSDKContext(goCtx)
 	cacheCtx, _ := ctx.CacheContext()
 
-	callerAddr := sdk.MustAccAddressFromBech32(req.Creator)
-	receiverAddr := sdk.MustAccAddressFromBech32(req.Receiver)
-
-	coinOut, err := k.MultiHopSwapCore(
+	bestRoute, _, err := k.CalulateMultiHopSwap(
 		cacheCtx,
 		req.AmountIn,
 		req.Routes,
 		req.ExitLimitPrice,
 		req.PickBestRoute,
-		callerAddr,
-		receiverAddr,
 	)
 	if err != nil {
 		return nil, err
 	}
 
-	// NB: Critically, we do not write the best route's buffered state context since this is only an estimate.
-
-	return &types.QueryEstimateMultiHopSwapResponse{CoinOut: coinOut}, nil
+	return &types.QueryEstimateMultiHopSwapResponse{CoinOut: bestRoute.coinOut}, nil
 }