fix: issue with precision

astroport-fi · Dec 7, 2023 · f6618df · f6618df
1 parent 3fd0707
commit f6618df
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Showing 2 changed files with 5 additions and 16 deletions.
diff --git a/src/astroport/pair_concentrated/math/math_decimal.rs b/src/astroport/pair_concentrated/math/math_decimal.rs
@@ -3,8 +3,8 @@ use crate::astroport::pair_concentrated::consts::{MAX_ITER, N, N_POW2, TOL};
 use cosmwasm_std::{Decimal256, StdError, StdResult};
 use itertools::Itertools;
 
-/// Internal constant to increase calculation accuracy. (1000.0)
-const PADDING: Decimal256 = Decimal256::raw(1000000000000000000000);
+/// Internal constant to increase calculation accuracy.
+const PADDING: Decimal256 = Decimal256::raw(1e36 as u128);
 
 pub fn geometric_mean(x: &[Decimal256]) -> Decimal256 {
     (x[0] * x[1]).sqrt()
@@ -87,8 +87,8 @@ pub(crate) fn df_dx(
 
     let k = a_gamma_pow2 * k0 / gamma_one_k0_pow2;
     let k0_x = x_r * N_POW2;
-    let k_x = k0_x * a_gamma_pow2 * (gamma + Decimal256::one() + k0)
-        / (d_pow2 * gamma_one_k0 * gamma_one_k0_pow2);
+    let k_x = k0_x * a_gamma_pow2 * (gamma + Decimal256::one() + k0) * PADDING
+        / (PADDING * d_pow2 * gamma_one_k0 * gamma_one_k0_pow2);
 
     (k_x * (x[0] + x[1]) + k) * d + x_r - k_x * d_pow2
 }

diff --git a/src/astroport/pair_concentrated/swap.rs b/src/astroport/pair_concentrated/swap.rs
@@ -5,7 +5,7 @@ use super::{
 };
 use crate::astroport::cosmwasm_ext::{Decimal256Ext, DecimalToInteger};
 use cosmwasm_schema::cw_serde;
-use cosmwasm_std::{Decimal, Decimal256, Fraction, StdError, StdResult, Uint128};
+use cosmwasm_std::{Decimal, Decimal256, StdError, StdResult, Uint128};
 
 #[cw_serde]
 pub struct SwapSimulationResponse {
@@ -80,7 +80,6 @@ pub fn simulate(
 #[cw_serde]
 pub struct SwapResult {
     pub new_y: Decimal256,
-    pub price: Decimal256,
     pub offer_amount: Decimal256,
     pub dy: Decimal256,
     pub spread_fee: Decimal256,
@@ -120,7 +119,6 @@ fn compute_swap(
         future_amp,
         future_gamma,
     );
-
     let d = calc_d(&ixs, &amp_gamma)?;
 
     if offer_ind == 1 {
@@ -133,14 +131,6 @@ fn compute_swap(
     let mut dy = ixs[ask_ind] - new_y;
     ixs[ask_ind] = new_y;
 
-    let price = if ask_ind == 1 {
-        dy /= price_scale;
-        price_scale.inv().unwrap()
-    } else {
-        price_scale
-    };
-
-    // Derive spread using oracle price
     let spread_fee = if ask_ind == 1 {
         dy /= price_scale;
         (offer_amount / oracle_price).saturating_sub(dy)
@@ -154,7 +144,6 @@ fn compute_swap(
 
     Ok(SwapResult {
         new_y,
-        price,
         offer_amount,
         dy,
         spread_fee,