phase 2 - added trade config (#995)

proto/stride/stakeibc/trade_route.proto

@@ -16,27 +16,8 @@ message TradeHop {
   ICAAccount to_account = 3 [ (gogoproto.nullable) = false ];
 }
 
-// TradeRoute represents a round trip including info on transfer and how to do
-// the swap. It makes the assumption that the reward token is always foreign to
-// the host so therefore the first two hops are to unwind the ibc denom enroute
-// to the trade chain and the last hop is the return so funds start/end in the
-// withdrawl ICA on hostZone
-message TradeRoute {
-  // ibc denom for the reward on the host zone
-  string reward_denom_on_host_zone = 1;
-  // should be the native denom for the reward chain
-  string reward_denom_on_reward_zone = 2;
-  // ibc denom of the reward on the trade chain, input to the swap
-  string reward_denom_on_trade_zone = 3;
-  // ibc of the host denom on the trade chain, output from the swap
-  string host_denom_on_trade_zone = 4;
-  // should be the same as the native host denom on the host chain
-  string host_denom_on_host_zone = 5;
-
-  TradeHop host_to_reward_hop = 6 [ (gogoproto.nullable) = false ];
-  TradeHop reward_to_trade_hop = 7 [ (gogoproto.nullable) = false ];
-  TradeHop trade_to_host_hop = 8 [ (gogoproto.nullable) = false ];
-
+// Stores pool information needed to execute the swap along a trade route
+message TradeConfig {
   // Currently Osmosis is the only trade chain so this is an osmosis pool id
   uint64 pool_id = 9;
 
@@ -72,3 +53,31 @@ message TradeRoute {
     (gogoproto.nullable) = false
   ];
 }
+
+// TradeRoute represents a round trip including info on transfer and how to do
+// the swap. It makes the assumption that the reward token is always foreign to
+// the host so therefore the first two hops are to unwind the ibc denom enroute
+// to the trade chain and the last hop is the return so funds start/end in the
+// withdrawl ICA on hostZone
+// The structure is key'd on reward denom and host denom in their native forms
+// (i.e. reward_denom_on_reward_zone and host_denom_on_host_zone)
+message TradeRoute {
+  // ibc denom for the reward on the host zone
+  string reward_denom_on_host_zone = 1;
+  // should be the native denom for the reward chain
+  string reward_denom_on_reward_zone = 2;
+  // ibc denom of the reward on the trade chain, input to the swap
+  string reward_denom_on_trade_zone = 3;
+  // ibc of the host denom on the trade chain, output from the swap
+  string host_denom_on_trade_zone = 4;
+  // should be the same as the native host denom on the host chain
+  string host_denom_on_host_zone = 5;
+
+  TradeHop host_to_reward_hop = 6 [ (gogoproto.nullable) = false ];
+  TradeHop reward_to_trade_hop = 7 [ (gogoproto.nullable) = false ];
+  TradeHop trade_to_host_hop = 8 [ (gogoproto.nullable) = false ];
+
+  // specifies the configuration needed to execute the swap
+  // such as pool_id, slippage, min trade amount, etc.
+  TradeConfig trade_config = 9 [ (gogoproto.nullable) = false ];
+}

proto/stride/stakeibc/tx.proto

@@ -211,6 +211,7 @@ message MsgResumeHostZone {
 }
 message MsgResumeHostZoneResponse {}
 
+// Creates a new trade route
 message MsgCreateTradeRoute {
   option (cosmos.msg.v1.signer) = "authority";
   option (amino.name) = "stride/x/stakeibc/MsgCreateTradeRoute";
@@ -251,31 +252,69 @@ message MsgCreateTradeRoute {
   // from the current value
   string max_allowed_swap_loss_rate = 14;
 
-  // min and max set boundaries of reward denom on trade chain we will swap
-  uint64 min_swap_amount = 15;
-  uint64 max_swap_amount = 16;
+  // minimum amount of reward tokens to initate a swap
+  // if not provided, defaults to 0
+  string min_swap_amount = 15 [
+    (gogoproto.customtype) = "github.com/cosmos/cosmos-sdk/types.Int",
+    (gogoproto.nullable) = false
+  ];
+  // maximum amount of reward tokens in a single swap
+  // if not provided, defaults to 10e24
+  string max_swap_amount = 16 [
+    (gogoproto.customtype) = "github.com/cosmos/cosmos-sdk/types.Int",
+    (gogoproto.nullable) = false
+  ];
 }
 message MsgCreateTradeRouteResponse {}
 
+// Deletes a trade route
 message MsgDeleteTradeRoute {
-  string creator = 1;
-  string host_denom = 2;
-  string reward_denom = 3;
+  option (cosmos.msg.v1.signer) = "authority";
+  option (amino.name) = "stride/x/stakeibc/MsgDeleteTradeRoute";
+
+  // authority is the address that controls the module (defaults to x/gov unless
+  // overwritten).
+  string authority = 1 [ (cosmos_proto.scalar) = "cosmos.AddressString" ];
+
+  // The reward denom of the route in it's native form (e.g. usdc)
+  string reward_denom = 2;
+  // The host zone's denom in it's native form (e.g. dydx)
+  string host_denom = 3;
 }
 message MsgDeleteTradeRouteResponse {}
 
+// Updates the config of a trade route
 message MsgUpdateTradeRoute {
-  string creator = 1;
-  string host_denom = 2;
-  string reward_denom = 3;
+  option (cosmos.msg.v1.signer) = "authority";
+  option (amino.name) = "stride/x/stakeibc/MsgUpdateTradeRoute";
+
+  // authority is the address that controls the module (defaults to x/gov unless
+  // overwritten).
+  string authority = 1 [ (cosmos_proto.scalar) = "cosmos.AddressString" ];
+
+  // The reward denom of the route in it's native form (e.g. usdc)
+  string reward_denom = 2;
+  // The host zone's denom in it's native form (e.g. dydx)
+  string host_denom = 3;
+
+  // The osmosis pool ID
   uint64 pool_id = 4;
-  string min_swap_amount = 5 [
-    (cosmos_proto.scalar) = "cosmos.Int",
+
+  // Threshold defining the percentage of tokens that could be lost in the trade
+  // This captures both the loss from slippage and from a stale price on stride
+  // "0.05" means the output from the trade can be no less than a 5% deviation
+  // from the current value
+  string max_allowed_swap_loss_rate = 5;
+
+  // minimum amount of reward tokens to initate a swap
+  // if not provided, defaults to 0
+  string min_swap_amount = 6 [
     (gogoproto.customtype) = "github.com/cosmos/cosmos-sdk/types.Int",
     (gogoproto.nullable) = false
   ];
-  string max_swap_amount = 6 [
-    (cosmos_proto.scalar) = "cosmos.Int",
+  // maximum amount of reward tokens in a single swap
+  // if not provided, defaults to 10e24
+  string max_swap_amount = 7 [
     (gogoproto.customtype) = "github.com/cosmos/cosmos-sdk/types.Int",
     (gogoproto.nullable) = false
   ];

x/stakeibc/client/cli/tx.go

@@ -40,8 +40,6 @@ func GetTxCmd() *cobra.Command {
 	cmd.AddCommand(CmdUndelegateHost())
 	cmd.AddCommand(CmdUpdateInnerRedemptionRateBounds())
 	cmd.AddCommand(CmdResumeHostZone())
-	cmd.AddCommand(CmdDeleteTradeRoute())
-	cmd.AddCommand(CmdUpdateTradeRoute())
 
 	return cmd
 }

x/stakeibc/keeper/icqcallbacks_pool_price.go

@@ -25,8 +25,8 @@ import (
 //	P0LastSpotPrice gives the ratio of Asset0Denom / Asset1Denom
 //	P1LastSpotPrice gives the ratio of Asset1Denom / Asset0Denom
 //
-// When storing down the price, we want to store down the ratio of HostDenom.
-// Meaning, if Asset0Denom is the host denom, we want to store P0LastSpotPrice
+// When storing down the price, we want to store down the ratio of HostDenom to RewardDenom
+// Meaning, if Asset0Denom is the HostDenom, we want to store P0LastSpotPrice
 func PoolPriceCallback(k Keeper, ctx sdk.Context, args []byte, query icqtypes.Query) error {
 	k.Logger(ctx).Info(utils.LogICQCallbackWithHostZone(query.ChainId, ICQCallbackID_PoolPrice,
 		"Starting pool spot price callback, QueryId: %vs, QueryType: %s, Connection: %s", query.Id, query.QueryType, query.ConnectionId))
@@ -65,8 +65,8 @@ func PoolPriceCallback(k Keeper, ctx sdk.Context, args []byte, query icqtypes.Qu
 		tradeRoute.RewardDenomOnTradeZone, tradeRoute.HostDenomOnTradeZone, price))
 
 	// Update the price and time on the trade route data
-	tradeRoute.SwapPrice = price
-	tradeRoute.PriceUpdateTimestamp = uint64(ctx.BlockTime().UnixNano())
+	tradeRoute.TradeConfig.SwapPrice = price
+	tradeRoute.TradeConfig.PriceUpdateTimestamp = uint64(ctx.BlockTime().UnixNano())
 	k.SetTradeRoute(ctx, tradeRoute)
 
 	return nil

x/stakeibc/keeper/msg_server_create_trade_route.go

@@ -14,7 +14,10 @@ import (
 	connectiontypes "github.com/cosmos/ibc-go/v7/modules/core/03-connection/types"
 )
 
-var DefaultMaxAllowedSwapLossRate = "0.05"
+var (
+	DefaultMaxAllowedSwapLossRate = "0.05"
+	DefaultMaxSwapAmount          = sdkmath.NewIntWithDecimal(10, 24) // 10e24
+)
 
 // Gov tx to to register a trade route that swaps reward tokens for a different denom
 //
@@ -59,10 +62,10 @@ func (ms msgServer) CreateTradeRoute(goCtx context.Context, msg *types.MsgCreate
 	}
 
 	// Validate trade route does not already exist for this denom
-	_, found := ms.Keeper.GetTradeRoute(ctx, msg.RewardDenomOnHost, msg.HostDenomOnHost)
+	_, found := ms.Keeper.GetTradeRoute(ctx, msg.RewardDenomOnReward, msg.HostDenomOnHost)
 	if found {
 		return nil, errorsmod.Wrapf(types.ErrTradeRouteAlreadyExists,
-			"startDenom: %s, endDenom: %s", msg.RewardDenomOnHost, msg.HostDenomOnHost)
+			"startDenom: %s, endDenom: %s", msg.RewardDenomOnReward, msg.HostDenomOnHost)
 	}
 
 	// Confirm the host chain exists and the withdrawal address has been initialized
@@ -109,10 +112,26 @@ func (ms msgServer) CreateTradeRoute(goCtx context.Context, msg *types.MsgCreate
 		ToAccount:         hostICA,
 	}
 
+	// If a max allowed swap loss is not provided, use the default
 	maxAllowedSwapLossRate := msg.MaxAllowedSwapLossRate
 	if maxAllowedSwapLossRate == "" {
 		maxAllowedSwapLossRate = DefaultMaxAllowedSwapLossRate
 	}
+	maxSwapAmount := msg.MaxSwapAmount
+	if maxSwapAmount.IsZero() {
+		maxSwapAmount = DefaultMaxSwapAmount
+	}
+
+	// Create the trade config to specify parameters needed for the swap
+	tradeConfig := types.TradeConfig{
+		PoolId:               msg.PoolId,
+		SwapPrice:            sdk.ZeroDec(), // this should only ever be set by ICQ so initialize to blank
+		PriceUpdateTimestamp: 0,
+
+		MaxAllowedSwapLossRate: sdk.MustNewDecFromStr(maxAllowedSwapLossRate),
+		MinSwapAmount:          msg.MinSwapAmount,
+		MaxSwapAmount:          maxSwapAmount,
+	}
 
 	// Finally build and store the main trade route
 	tradeRoute := types.TradeRoute{
@@ -126,13 +145,7 @@ func (ms msgServer) CreateTradeRoute(goCtx context.Context, msg *types.MsgCreate
 		RewardToTradeHop: rewardToTradeHop,
 		TradeToHostHop:   tradeToHostHop,
 
-		PoolId:               msg.PoolId,
-		SwapPrice:            sdk.ZeroDec(), // this should only ever be set by ICQ so initialize to blank
-		PriceUpdateTimestamp: 0,
-
-		MaxAllowedSwapLossRate: sdk.MustNewDecFromStr(maxAllowedSwapLossRate),
-		MinSwapAmount:          sdkmath.NewIntFromUint64(msg.MinSwapAmount),
-		MaxSwapAmount:          sdkmath.NewIntFromUint64(msg.MaxSwapAmount),
+		TradeConfig: tradeConfig,
 	}
 
 	ms.Keeper.SetTradeRoute(ctx, tradeRoute)