twap_window_seconds in vault_config struct

quasar-finance · Aug 26, 2024 · 9e23567 · 9e23567
1 parent 0654332
commit 9e23567
Show file tree

Hide file tree

Showing 7 changed files with 17 additions and 3 deletions.
diff --git a/smart-contracts/osmosis/contracts/cl-vault/src/contract.rs b/smart-contracts/osmosis/contracts/cl-vault/src/contract.rs
@@ -232,6 +232,7 @@ pub fn migrate(deps: DepsMut, _env: Env, msg: MigrateMsg) -> Result<Response, Co
             swap_max_slippage: old_vault_config.swap_max_slippage,
             dex_router: old_vault_config.dex_router,
             swap_admin: msg.swap_admin,
+            twap_window_seconds: msg.twap_window_seconds,
         },
     )?;
 
@@ -314,6 +315,7 @@ mod tests {
             env,
             MigrateMsg {
                 swap_admin: Addr::unchecked("swap_admin"),
+                twap_window_seconds: 24u64,
             },
         )
         .unwrap();

diff --git a/smart-contracts/osmosis/contracts/cl-vault/src/msg.rs b/smart-contracts/osmosis/contracts/cl-vault/src/msg.rs
@@ -177,4 +177,5 @@ pub struct InstantiateMsg {
 #[cw_serde]
 pub struct MigrateMsg {
     pub swap_admin: Addr,
+    pub twap_window_seconds: u64,
 }
diff --git a/smart-contracts/osmosis/contracts/cl-vault/src/state.rs b/smart-contracts/osmosis/contracts/cl-vault/src/state.rs
@@ -23,6 +23,7 @@ pub struct VaultConfig {
     pub swap_max_slippage: Decimal,
     pub dex_router: Addr,
     pub swap_admin: Addr,
+    pub twap_window_seconds: u64,
 }
 
 pub const VAULT_CONFIG: Item<VaultConfig> = Item::new("vault_config");

diff --git a/smart-contracts/osmosis/contracts/cl-vault/src/test_helpers.rs b/smart-contracts/osmosis/contracts/cl-vault/src/test_helpers.rs
@@ -225,6 +225,7 @@ pub fn mock_deps_with_querier_with_balance(
                 swap_max_slippage: Decimal::from_ratio(1u128, 20u128),
                 dex_router: Addr::unchecked("dex_router"),
                 swap_admin: Addr::unchecked("swap_admin"),
+                twap_window_seconds: 24u64,
             },
         )
         .unwrap();
@@ -320,6 +321,7 @@ pub fn mock_deps_with_querier(
                 swap_max_slippage: Decimal::from_ratio(1u128, 20u128),
                 dex_router: Addr::unchecked("dex_router"),
                 swap_admin: Addr::unchecked("swap_admin"),
+                twap_window_seconds: 24u64,
             },
         )
         .unwrap();

diff --git a/smart-contracts/osmosis/contracts/cl-vault/src/vault/admin.rs b/smart-contracts/osmosis/contracts/cl-vault/src/vault/admin.rs
@@ -333,6 +333,7 @@ mod tests {
             swap_max_slippage: Decimal::from_ratio(1u128, 100u128),
             dex_router: Addr::unchecked("old_dex_router"),
             swap_admin: Addr::unchecked("old_swap_admin"),
+            twap_window_seconds: 0u64,
         };
         let mut deps = mock_dependencies();
         ADMIN_ADDRESS.save(deps.as_mut().storage, &admin).unwrap();
@@ -346,6 +347,7 @@ mod tests {
             swap_max_slippage: Decimal::from_ratio(1u128, 100u128),
             dex_router: Addr::unchecked("new_dex_router"),
             swap_admin: Addr::unchecked("new_swap_admin"),
+            twap_window_seconds: 24u64,
         };
         let info_admin: MessageInfo = mock_info("admin", &[]);
 
@@ -365,6 +367,7 @@ mod tests {
             swap_max_slippage: Decimal::from_ratio(1u128, 100u128),
             dex_router: Addr::unchecked("old_dex_router"),
             swap_admin: Addr::unchecked("old_swap_admin"),
+            twap_window_seconds: 0u64,
         };
         let mut deps = mock_dependencies();
         ADMIN_ADDRESS.save(deps.as_mut().storage, &admin).unwrap();
@@ -378,6 +381,7 @@ mod tests {
             swap_max_slippage: Decimal::from_ratio(1u128, 100u128),
             dex_router: Addr::unchecked("new_dex_router"),
             swap_admin: Addr::unchecked("new_swap_admin"),
+            twap_window_seconds: 24u64,
         };
         let info_not_admin = mock_info("not_admin", &[]);
 
@@ -397,6 +401,7 @@ mod tests {
             swap_max_slippage: Decimal::from_ratio(1u128, 100u128),
             dex_router: Addr::unchecked("old_dex_router"),
             swap_admin: Addr::unchecked("old_swap_admin"),
+            twap_window_seconds: 0u64,
         };
         let mut deps = mock_dependencies();
         ADMIN_ADDRESS.save(deps.as_mut().storage, &admin).unwrap();
@@ -410,6 +415,7 @@ mod tests {
             swap_max_slippage: Decimal::from_ratio(1u128, 100u128),
             dex_router: Addr::unchecked("new_dex_router"),
             swap_admin: Addr::unchecked("new_swap_admin"),
+            twap_window_seconds: 24u64,
         };
 
         let info_admin_with_funds = mock_info("admin", &[coin(1, "token")]);
@@ -427,6 +433,7 @@ mod tests {
             swap_max_slippage: Decimal::from_ratio(1u128, 100u128),
             dex_router: Addr::unchecked("old_dex_router"),
             swap_admin: Addr::unchecked("old_swap_admin"),
+            twap_window_seconds: 24u64,
         };
         let mut deps = mock_dependencies();
         ADMIN_ADDRESS.save(deps.as_mut().storage, &admin).unwrap();

diff --git a/smart-contracts/osmosis/contracts/cl-vault/src/vault/deposit.rs b/smart-contracts/osmosis/contracts/cl-vault/src/vault/deposit.rs
@@ -10,7 +10,7 @@ use crate::{
     },
     query::{query_total_assets, query_total_vault_token_supply},
     reply::Replies,
-    state::{CURRENT_SWAP_ANY_DEPOSIT, DEX_ROUTER, POOL_CONFIG, SHARES, VAULT_DENOM},
+    state::{CURRENT_SWAP_ANY_DEPOSIT, DEX_ROUTER, POOL_CONFIG, SHARES, VAULT_CONFIG, VAULT_DENOM},
     vault::{
         concentrated_liquidity::{get_cl_pool_info, get_position},
         swap::{estimate_swap_min_out_amount, swap_msg},
@@ -60,10 +60,11 @@ pub(crate) fn execute_any_deposit(
         return execute_deposit(&mut deps, env, recipient, deposit_info);
     }
 
+    let vault_config = VAULT_CONFIG.load(deps.storage)?;
     let twap_price = get_twap_price(
         &deps.querier,
         env.block.time,
-        24u64,
+        vault_config.twap_window_seconds,
         pool_config.pool_id,
         pool_config.clone().token0,
         pool_config.clone().token1,

diff --git a/smart-contracts/osmosis/contracts/cl-vault/src/vault/swap.rs b/smart-contracts/osmosis/contracts/cl-vault/src/vault/swap.rs
@@ -92,7 +92,7 @@ fn prepare_swap_msg(
     let twap_price = get_twap_price(
         &deps.querier,
         env.block.time,
-        twap_window_seconds.unwrap_or(24u64),
+        twap_window_seconds.unwrap_or(vault_config.twap_window_seconds),
         pool_id,
         token_in.denom.to_string(),
         token_out_denom.to_string(),