[TRD-783] Implement CalcAmountIn for kyber limit order #657

chrisngyn · 2024-12-17T07:13:27Z

Why did we need it?

To support solve orders that need exact amount out through limit order

Related Issue

https://team-kyber.atlassian.net/browse/TRD-783

Release Note

How Has This Been Tested?

Unittest

Screenshots (if appropriate):

kyber-ci-bot · 2024-12-17T07:25:55Z

Test coverage changes:

Package	Before	After	Diff
github.com/KyberNetwork/kyberswap-dex-lib/pkg/entity	26.30%	26.30%	✔️
github.com/KyberNetwork/kyberswap-dex-lib/pkg/liquidity-source/algebra/integral	28.50%	28.50%	✔️
github.com/KyberNetwork/kyberswap-dex-lib/pkg/liquidity-source/algebra/v1	16.40%	17.90%	✔️
github.com/KyberNetwork/kyberswap-dex-lib/pkg/liquidity-source/ambient	11.80%	11.80%	✔️
github.com/KyberNetwork/kyberswap-dex-lib/pkg/liquidity-source/balancer-v1	29.60%	32.80%	✔️
github.com/KyberNetwork/kyberswap-dex-lib/pkg/liquidity-source/balancer-v2/composable-stable	36.40%	38.20%	✔️
github.com/KyberNetwork/kyberswap-dex-lib/pkg/liquidity-source/balancer-v2/math	49.00%	49.00%	✔️
github.com/KyberNetwork/kyberswap-dex-lib/pkg/liquidity-source/balancer-v2/stable	21.20%	24.90%	✔️
github.com/KyberNetwork/kyberswap-dex-lib/pkg/liquidity-source/balancer-v2/weighted	28.90%	32.30%	✔️
github.com/KyberNetwork/kyberswap-dex-lib/pkg/liquidity-source/bancor-v21	25.10%	25.10%	✔️
github.com/KyberNetwork/kyberswap-dex-lib/pkg/liquidity-source/bancor-v3	34.80%	37.30%	✔️
github.com/KyberNetwork/kyberswap-dex-lib/pkg/liquidity-source/bebop	21.90%	21.90%	✔️
github.com/KyberNetwork/kyberswap-dex-lib/pkg/liquidity-source/bedrock/unieth	6.00%	6.00%	✔️
github.com/KyberNetwork/kyberswap-dex-lib/pkg/liquidity-source/clipper	23.60%	23.60%	✔️
github.com/KyberNetwork/kyberswap-dex-lib/pkg/liquidity-source/curve/plain	21.00%	21.90%	✔️
github.com/KyberNetwork/kyberswap-dex-lib/pkg/liquidity-source/curve/stable-meta-ng	9.00%	10.10%	✔️
github.com/KyberNetwork/kyberswap-dex-lib/pkg/liquidity-source/curve/stable-ng	11.40%	12.40%	✔️
github.com/KyberNetwork/kyberswap-dex-lib/pkg/liquidity-source/curve/tricrypto-ng	23.60%	24.40%	✔️
github.com/KyberNetwork/kyberswap-dex-lib/pkg/liquidity-source/curve/twocrypto-ng	22.90%	23.80%	✔️
github.com/KyberNetwork/kyberswap-dex-lib/pkg/liquidity-source/dai-usds	10.50%	17.80%	✔️
github.com/KyberNetwork/kyberswap-dex-lib/pkg/liquidity-source/deltaswap-v1	36.20%	36.20%	✔️
github.com/KyberNetwork/kyberswap-dex-lib/pkg/liquidity-source/dexalot	29.80%	29.80%	✔️
github.com/KyberNetwork/kyberswap-dex-lib/pkg/liquidity-source/dodo/classical	25.40%	28.00%	✔️
github.com/KyberNetwork/kyberswap-dex-lib/pkg/liquidity-source/dodo/dpp	10.80%	14.10%	✔️
github.com/KyberNetwork/kyberswap-dex-lib/pkg/liquidity-source/dodo/dsp	11.20%	14.50%	✔️
github.com/KyberNetwork/kyberswap-dex-lib/pkg/liquidity-source/dodo/dvm	11.70%	15.20%	✔️
github.com/KyberNetwork/kyberswap-dex-lib/pkg/liquidity-source/dodo/libv1	73.30%	73.30%	✔️
github.com/KyberNetwork/kyberswap-dex-lib/pkg/liquidity-source/dodo/libv2	37.60%	37.60%	✔️
github.com/KyberNetwork/kyberswap-dex-lib/pkg/liquidity-source/ethena/susde	9.00%	9.00%	✔️
github.com/KyberNetwork/kyberswap-dex-lib/pkg/liquidity-source/ether-vista	2.00%	2.00%	✔️
github.com/KyberNetwork/kyberswap-dex-lib/pkg/liquidity-source/etherfi/eeth	7.70%	7.70%	✔️
github.com/KyberNetwork/kyberswap-dex-lib/pkg/liquidity-source/etherfi/vampire	4.50%	4.50%	✔️
github.com/KyberNetwork/kyberswap-dex-lib/pkg/liquidity-source/etherfi/weeth	6.20%	6.20%	✔️
github.com/KyberNetwork/kyberswap-dex-lib/pkg/liquidity-source/fluid/dex-t1	53.00%	53.00%	✔️
github.com/KyberNetwork/kyberswap-dex-lib/pkg/liquidity-source/fluid/vault-t1	9.30%	9.30%	✔️
github.com/KyberNetwork/kyberswap-dex-lib/pkg/liquidity-source/frax/sfrxeth	8.90%	8.90%	✔️
github.com/KyberNetwork/kyberswap-dex-lib/pkg/liquidity-source/frax/sfrxeth-convertor	16.90%	16.90%	✔️
github.com/KyberNetwork/kyberswap-dex-lib/pkg/liquidity-source/generic-simple-rate	17.40%	21.80%	✔️
github.com/KyberNetwork/kyberswap-dex-lib/pkg/liquidity-source/gyroscope/2clp	30.30%	30.30%	✔️
github.com/KyberNetwork/kyberswap-dex-lib/pkg/liquidity-source/gyroscope/3clp	32.60%	32.60%	✔️
github.com/KyberNetwork/kyberswap-dex-lib/pkg/liquidity-source/gyroscope/eclp	50.10%	50.10%	✔️
github.com/KyberNetwork/kyberswap-dex-lib/pkg/liquidity-source/gyroscope/math	14.30%	14.30%	✔️
github.com/KyberNetwork/kyberswap-dex-lib/pkg/liquidity-source/hashflow-v3	53.50%	53.50%	✔️
github.com/KyberNetwork/kyberswap-dex-lib/pkg/liquidity-source/integral	21.90%	26.60%	✔️
github.com/KyberNetwork/kyberswap-dex-lib/pkg/liquidity-source/kelp/rseth	6.90%	6.90%	✔️
github.com/KyberNetwork/kyberswap-dex-lib/pkg/liquidity-source/lo1inch	48.10%	48.10%	✔️
github.com/KyberNetwork/kyberswap-dex-lib/pkg/liquidity-source/mantle/meth	14.20%	14.20%	✔️
github.com/KyberNetwork/kyberswap-dex-lib/pkg/liquidity-source/mkr-sky	14.30%	21.10%	✔️
github.com/KyberNetwork/kyberswap-dex-lib/pkg/liquidity-source/mx-trading	35.00%	35.00%	✔️
github.com/KyberNetwork/kyberswap-dex-lib/pkg/liquidity-source/native-v1	30.90%	30.90%	✔️
github.com/KyberNetwork/kyberswap-dex-lib/pkg/liquidity-source/nomiswap/nomiswapstable	6.60%	7.90%	✔️
github.com/KyberNetwork/kyberswap-dex-lib/pkg/liquidity-source/ondo-usdy	13.50%	13.50%	✔️
github.com/KyberNetwork/kyberswap-dex-lib/pkg/liquidity-source/puffer/pufeth	10.60%	10.60%	✔️
github.com/KyberNetwork/kyberswap-dex-lib/pkg/liquidity-source/renzo/ezeth	5.70%	5.70%	✔️
github.com/KyberNetwork/kyberswap-dex-lib/pkg/liquidity-source/ringswap	11.00%	12.60%	✔️
github.com/KyberNetwork/kyberswap-dex-lib/pkg/liquidity-source/rocketpool/reth	10.30%	10.30%	✔️
github.com/KyberNetwork/kyberswap-dex-lib/pkg/liquidity-source/staderethx	15.50%	15.50%	✔️
github.com/KyberNetwork/kyberswap-dex-lib/pkg/liquidity-source/swaap-v2	19.90%	26.70%	✔️
github.com/KyberNetwork/kyberswap-dex-lib/pkg/liquidity-source/swell/rsweth	4.30%	4.30%	✔️
github.com/KyberNetwork/kyberswap-dex-lib/pkg/liquidity-source/swell/sweth	4.30%	4.30%	✔️
github.com/KyberNetwork/kyberswap-dex-lib/pkg/liquidity-source/syncswapv2/aqua	18.00%	20.00%	✔️
github.com/KyberNetwork/kyberswap-dex-lib/pkg/liquidity-source/syncswapv2/classic	15.40%	19.20%	✔️
github.com/KyberNetwork/kyberswap-dex-lib/pkg/liquidity-source/syncswapv2/stable	20.70%	24.10%	✔️
github.com/KyberNetwork/kyberswap-dex-lib/pkg/liquidity-source/uniswap-v1	8.60%	12.80%	✔️
github.com/KyberNetwork/kyberswap-dex-lib/pkg/liquidity-source/uniswap-v2	7.60%	9.30%	✔️
github.com/KyberNetwork/kyberswap-dex-lib/pkg/liquidity-source/usd0pp	13.70%	13.70%	✔️
github.com/KyberNetwork/kyberswap-dex-lib/pkg/liquidity-source/velocore-v2/cpmm	40.30%	42.50%	✔️
github.com/KyberNetwork/kyberswap-dex-lib/pkg/liquidity-source/velocore-v2/math	16.80%	16.80%	✔️
github.com/KyberNetwork/kyberswap-dex-lib/pkg/liquidity-source/velocore-v2/math/sd59x18	51.90%	51.90%	✔️
github.com/KyberNetwork/kyberswap-dex-lib/pkg/liquidity-source/velocore-v2/wombat-stable	19.10%	23.90%	✔️
github.com/KyberNetwork/kyberswap-dex-lib/pkg/liquidity-source/velodrome-v1	26.40%	29.70%	✔️
github.com/KyberNetwork/kyberswap-dex-lib/pkg/liquidity-source/velodrome-v2	28.50%	31.90%	✔️
github.com/KyberNetwork/kyberswap-dex-lib/pkg/liquidity-source/virtual-fun	27.90%	27.90%	✔️
github.com/KyberNetwork/kyberswap-dex-lib/pkg/liquidity-source/woofi-v2	37.40%	41.30%	✔️
github.com/KyberNetwork/kyberswap-dex-lib/pkg/liquidity-source/woofi-v21	36.30%	39.40%	✔️
github.com/KyberNetwork/kyberswap-dex-lib/pkg/source/algebrav1	16.40%	17.90%	✔️
github.com/KyberNetwork/kyberswap-dex-lib/pkg/source/balancer-composable-stable	39.90%	42.40%	✔️
github.com/KyberNetwork/kyberswap-dex-lib/pkg/source/balancer/stable	29.50%	33.40%	✔️
github.com/KyberNetwork/kyberswap-dex-lib/pkg/source/balancer/weighted	29.60%	32.70%	✔️
github.com/KyberNetwork/kyberswap-dex-lib/pkg/source/camelot	27.50%	31.80%	✔️
github.com/KyberNetwork/kyberswap-dex-lib/pkg/source/curve/aave	19.00%	20.30%	✔️
github.com/KyberNetwork/kyberswap-dex-lib/pkg/source/curve/base	11.80%	13.10%	✔️
github.com/KyberNetwork/kyberswap-dex-lib/pkg/source/curve/compound	11.30%	12.70%	✔️
github.com/KyberNetwork/kyberswap-dex-lib/pkg/source/curve/meta	19.10%	20.20%	✔️
github.com/KyberNetwork/kyberswap-dex-lib/pkg/source/curve/plain-oracle	10.00%	11.30%	✔️
github.com/KyberNetwork/kyberswap-dex-lib/pkg/source/curve/tricrypto	25.00%	26.10%	✔️
github.com/KyberNetwork/kyberswap-dex-lib/pkg/source/curve/two	11.10%	12.20%	✔️
github.com/KyberNetwork/kyberswap-dex-lib/pkg/source/dmm	19.40%	24.70%	✔️
github.com/KyberNetwork/kyberswap-dex-lib/pkg/source/dodo	28.50%	31.50%	✔️
github.com/KyberNetwork/kyberswap-dex-lib/pkg/source/equalizer	18.00%	22.90%	✔️
github.com/KyberNetwork/kyberswap-dex-lib/pkg/source/fraxswap	13.40%	18.70%	✔️
github.com/KyberNetwork/kyberswap-dex-lib/pkg/source/fulcrom	22.70%	26.00%	✔️
github.com/KyberNetwork/kyberswap-dex-lib/pkg/source/fxdx	17.60%	19.40%	✔️
github.com/KyberNetwork/kyberswap-dex-lib/pkg/source/gmx	22.70%	24.20%	✔️
github.com/KyberNetwork/kyberswap-dex-lib/pkg/source/gmx-glp	22.60%	23.70%	✔️
github.com/KyberNetwork/kyberswap-dex-lib/pkg/source/iziswap	19.40%	23.50%	✔️
github.com/KyberNetwork/kyberswap-dex-lib/pkg/source/kokonut-crypto	19.90%	21.00%	✔️
github.com/KyberNetwork/kyberswap-dex-lib/pkg/source/kyber-pmm	29.10%	32.60%	✔️
github.com/KyberNetwork/kyberswap-dex-lib/pkg/source/lido	15.60%	21.60%	✔️
github.com/KyberNetwork/kyberswap-dex-lib/pkg/source/lido-steth	12.60%	17.90%	✔️
github.com/KyberNetwork/kyberswap-dex-lib/pkg/source/limitorder	30.30%	38.70%	✔️
github.com/KyberNetwork/kyberswap-dex-lib/pkg/source/liquiditybookv20	24.90%	27.00%	✔️
github.com/KyberNetwork/kyberswap-dex-lib/pkg/source/liquiditybookv21	33.00%	34.90%	✔️
github.com/KyberNetwork/kyberswap-dex-lib/pkg/source/madmex	21.70%	23.30%	✔️
github.com/KyberNetwork/kyberswap-dex-lib/pkg/source/makerpsm	23.30%	28.90%	✔️
github.com/KyberNetwork/kyberswap-dex-lib/pkg/source/mantisswap	32.90%	36.10%	✔️
github.com/KyberNetwork/kyberswap-dex-lib/pkg/source/maverickv1	48.30%	49.60%	✔️
github.com/KyberNetwork/kyberswap-dex-lib/pkg/source/metavault	24.00%	25.80%	✔️
github.com/KyberNetwork/kyberswap-dex-lib/pkg/source/nuriv2	14.50%	17.50%	✔️
github.com/KyberNetwork/kyberswap-dex-lib/pkg/source/pancakev3	30.30%	32.60%	✔️
github.com/KyberNetwork/kyberswap-dex-lib/pkg/source/platypus	18.70%	21.60%	✔️
github.com/KyberNetwork/kyberswap-dex-lib/pkg/source/pol-matic	7.70%	15.00%	✔️
github.com/KyberNetwork/kyberswap-dex-lib/pkg/source/quickperps	19.90%	21.90%	✔️
github.com/KyberNetwork/kyberswap-dex-lib/pkg/source/ramsesv2	14.40%	17.30%	✔️
github.com/KyberNetwork/kyberswap-dex-lib/pkg/source/saddle	47.30%	50.40%	✔️
github.com/KyberNetwork/kyberswap-dex-lib/pkg/source/slipstream	14.00%	14.00%	✔️
github.com/KyberNetwork/kyberswap-dex-lib/pkg/source/smardex	29.90%	34.10%	✔️
github.com/KyberNetwork/kyberswap-dex-lib/pkg/source/solidly-v3	16.70%	19.50%	✔️
github.com/KyberNetwork/kyberswap-dex-lib/pkg/source/swapbased-perp	26.60%	28.30%	✔️
github.com/KyberNetwork/kyberswap-dex-lib/pkg/source/syncswap/syncswapclassic	20.10%	24.80%	✔️
github.com/KyberNetwork/kyberswap-dex-lib/pkg/source/syncswap/syncswapstable	28.60%	32.90%	✔️
github.com/KyberNetwork/kyberswap-dex-lib/pkg/source/synthetix	31.10%	32.30%	✔️
github.com/KyberNetwork/kyberswap-dex-lib/pkg/source/traderjoev20	2.60%	2.60%	✔️
github.com/KyberNetwork/kyberswap-dex-lib/pkg/source/traderjoev21	2.60%	2.60%	✔️
github.com/KyberNetwork/kyberswap-dex-lib/pkg/source/uniswap	15.50%	16.80%	✔️
github.com/KyberNetwork/kyberswap-dex-lib/pkg/source/uniswapv3	29.70%	31.80%	✔️
github.com/KyberNetwork/kyberswap-dex-lib/pkg/source/usdfi	28.60%	33.50%	✔️
github.com/KyberNetwork/kyberswap-dex-lib/pkg/source/velocimeter	29.80%	34.80%	✔️
github.com/KyberNetwork/kyberswap-dex-lib/pkg/source/velodrome	29.40%	34.20%	✔️
github.com/KyberNetwork/kyberswap-dex-lib/pkg/source/velodromev2	29.40%	34.40%	✔️
github.com/KyberNetwork/kyberswap-dex-lib/pkg/source/vooi	22.00%	26.70%	✔️
github.com/KyberNetwork/kyberswap-dex-lib/pkg/source/wombat/wombatlsd	20.10%	23.10%	✔️
github.com/KyberNetwork/kyberswap-dex-lib/pkg/source/wombat/wombatmain	20.40%	23.40%	✔️
github.com/KyberNetwork/kyberswap-dex-lib/pkg/source/woofiv2	36.10%	40.20%	✔️
github.com/KyberNetwork/kyberswap-dex-lib/pkg/util	4.50%	4.50%	✔️
github.com/KyberNetwork/kyberswap-dex-lib/pkg/util/abi	75.00%	75.00%	✔️
github.com/KyberNetwork/kyberswap-dex-lib/pkg/util/bignumber	14.80%	14.80%	✔️

pkg/source/limitorder/pool_simulator_calc_amount_in.go

it4rb · 2024-12-18T02:36:33Z

pkg/source/limitorder/pool_simulator.go

 			filledTakingAmountWei := totalAmountInAfterFee
-			filledMakingAmountWei, _ := amountOutWei.Int(nil)
+			filledMakingAmountWei := new(big.Int).Div(
+				new(big.Int).Mul(filledTakingAmountWei, remainingMakingAmountWei),


should be order's original makingAmount/takingAmount instead of the remaining amounts, there might be no different at all but it's better to follow SC logic https://github.com/KyberNetwork/ks-limit-order-sc/blob/develop/src/offchain/helpers/AmountCalculator.sol#L34

My bad. I've updated

it4rb · 2024-12-18T02:49:46Z

pkg/source/limitorder/pool_simulator_calc_amount_in_test.go

+			assert.Equal(t, nil, err)
+			got, err := testutil.MustConcurrentSafe[*pool.CalcAmountInResult](t, func() (any, error) {
+				limit := swaplimit.NewInventory("", p.CalculateLimit())
+				return p.CalcAmountIn(


maybe you can call CalcAmountOut on the result here, and check if the result is equal to tt.args.tokenAmountOut (or different within 1-2 wei)

or even better, write a random test to asset that CalcAmountOut(CalcAmountIn(random_input)) is equal or close to random_input

I've added more tests for calling both CalcAmountOut and CalcAmountIn with same input.

Reduce the length of tests 2 Reduce the length of tests 3

it4rb

sorry I don't have time to review full CalcAmountIn logic right now, but given that the reversed test cases (out->in->out) have passed I think we're good to go

chrisngyn requested review from piavgh, it4rb, NgoKimPhu and lehainam-dev as code owners December 17, 2024 07:13

chrisngyn force-pushed the feature/TRD-783-implement-calc-amount-in-for-kyber-limit-order branch 2 times, most recently from d3452a4 to 7af5090 Compare December 17, 2024 07:22

thanhpp reviewed Dec 17, 2024

View reviewed changes

hiepnv90 reviewed Dec 17, 2024

View reviewed changes

chrisngyn force-pushed the feature/TRD-783-implement-calc-amount-in-for-kyber-limit-order branch from fcc721d to a45bf52 Compare December 17, 2024 09:05

hiepnv90 reviewed Dec 17, 2024

View reviewed changes

pkg/source/limitorder/pool_simulator_calc_amount_in.go Outdated Show resolved Hide resolved

pkg/source/limitorder/pool_simulator_calc_amount_in.go Outdated Show resolved Hide resolved

chrisngyn force-pushed the feature/TRD-783-implement-calc-amount-in-for-kyber-limit-order branch from 68572b4 to adf23e3 Compare December 17, 2024 10:28

hiepnv90 approved these changes Dec 17, 2024

View reviewed changes

it4rb reviewed Dec 18, 2024

View reviewed changes

chrisngyn added 15 commits December 18, 2024 14:18

Implement CalcAmountIn without tests

ae02b15

Update test cases

cec381f

Move some logic of CalcAmountIn into its own file

038f830

Add test case same as CalcAmountOut

7ba1d76

Get rid of constant.ZeroBI

22d48ac

Get rid of big.Float when calculate amount

d27700a

Reduce math Add or Sub operations

5d75d47

Update formulor calculate making amout before fee

d141a0d

Add threshold temp variable

eca10d5

Fix datarace

82140e3

Return a copy of big.Int

f1d1cff

Update divCeil

c3f414d

Correct formular to calculate filledMakingAmountWei

b990cb9

Add test for CalcAmountOut then CalcAmountIn

17ce928

Reduce the length of new tests

2b1b81d

Reduce the length of tests 2 Reduce the length of tests 3

chrisngyn force-pushed the feature/TRD-783-implement-calc-amount-in-for-kyber-limit-order branch from 7884316 to 2b1b81d Compare December 18, 2024 07:19

it4rb approved these changes Dec 18, 2024

View reviewed changes

chrisngyn merged commit c555b4e into main Dec 18, 2024
5 checks passed

chrisngyn deleted the feature/TRD-783-implement-calc-amount-in-for-kyber-limit-order branch December 18, 2024 07:27

Provide feedback

Saved searches

Use saved searches to filter your results more quickly

[TRD-783] Implement CalcAmountIn for kyber limit order #657

[TRD-783] Implement CalcAmountIn for kyber limit order #657

chrisngyn commented Dec 17, 2024

kyber-ci-bot commented Dec 17, 2024 •

edited

Loading

it4rb Dec 18, 2024

chrisngyn Dec 18, 2024

it4rb Dec 18, 2024

chrisngyn Dec 18, 2024

it4rb left a comment

[TRD-783] Implement CalcAmountIn for kyber limit order #657

[TRD-783] Implement CalcAmountIn for kyber limit order #657

Conversation

chrisngyn commented Dec 17, 2024

Why did we need it?

Related Issue

Release Note

How Has This Been Tested?

Screenshots (if appropriate):

kyber-ci-bot commented Dec 17, 2024 • edited Loading

it4rb Dec 18, 2024

Choose a reason for hiding this comment

chrisngyn Dec 18, 2024

Choose a reason for hiding this comment

it4rb Dec 18, 2024

Choose a reason for hiding this comment

chrisngyn Dec 18, 2024

Choose a reason for hiding this comment

it4rb left a comment

Choose a reason for hiding this comment

kyber-ci-bot commented Dec 17, 2024 •

edited

Loading