feat(router): true exact-out (in-given-out) routing + regression tests#693
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feat(router): true exact-out (in-given-out) routing + regression tests#693JohnnyWyles wants to merge 18 commits into
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Implements `handleCandidateRoutesInGivenOut` API for computing exact amount out quotes. This is smaller chunk of bigger PR-607 ( #607 ) implementing computing exact amount out quotes.
Implements `GetCustomDirectQuoteInGivenOut` API for computing exact amount out quotes. This is smaller chunk of bigger PR-607 ( #607 ) implementing computing exact amount out quotes.
Implements `rankRoutesByDirectQuoteInGivenOut` API for computing exact amount out quotes. This is smaller chunk of bigger PR-607 ( #607 ) implementing computing exact amount out quotes.
Implements `rankRoutesByDirectQuoteInGivenOut` API for computing exact amount out quotes. This is smaller chunk of bigger PR-607 ( #607 ) implementing computing exact amount out quotes.
Implements `PrepareResultPoolsInGivenOut` API for computing exact amount out quotes. This is smaller chunk of bigger PR-607 ( #607 ) implementing computing exact amount out quotes.
…iven-out Replace the inversion-based GetOptimalQuoteInGivenOut (which called GetOptimalQuoteOutGivenIn with swapped args and inverted the result) with a direct call to computeAndRankRoutesByDirectQuoteInGivenOut. This fixes three confirmed production bugs: - amount_in was understated (fees excluded from inversion) - route selection was wrong (candidates found in wrong direction) - pool taker fee metadata was corrupted (taker_fee flipped between exact-in and exact-out responses for the same pool) Also fix PrepareResult in quoteExactAmountOut to use the true exact-out route data from PrepareResultPoolsInGivenOut, computing price impact as (effectiveOutPerIn / spotOutPerIn) - 1 (negative when adverse). Fix NewExactAmountOutRoutableResultPool call missing liquidityCap arg (added to v28.x after BE-695 branched). Remove nolint:unused from computeAndRankRoutesByDirectQuoteInGivenOut, rankRoutesByDirectQuoteInGivenOut, handleCandidateRoutesInGivenOut, and estimateAndRankSingleRouteQuoteInGivenOut. Co-Authored-By: Claude Sonnet 4.6 <noreply@anthropic.com>
The exact-out wiring (in-given-out) only had coverage for the legacy inversion fallback, where the embedded quoteExactAmountIn is set. The true path (quoteExactAmountIn nil), built by estimateAndRankSingleRouteQuoteInGivenOut, was untested. Add a routertesting helper (NewExactAmountOutTrueQuote) and regression tests: - EffectiveFee: per-route compounded taker fee weighted by output share - PriceImpact: re-derived from the quote's reported spot price; asserts the adverse-trade negative sign convention - TakerFeeMetadata: zero-taker-fee pool reports zero effective fee, a non-zero pool reports exactly its fee (pool 1925 metadata regression) - Mainnet integration: GetOptimalQuoteInGivenOut yields positive, fee-inclusive amount_in with in-given-out route orientation, and an effective fee matching the compounding of the chosen pools' taker fees
The cherry-picked exact-out test commits were written against an older v28.x API and no longer compiled, blocking the whole package's test build (so none of the exact-out tests could run): - NewExactAmountOutRoutableResultPool gained a liquidityCap parameter (between takerFee and codeID); three callers in route_test.go were missing it. ValidateRoutePools does not assert liquidity cap, so the values mirror the exact-in siblings for readability only. - ingesttypes.PoolWrapper was refactored to unexported atomic fields; the ChainModel/SQSModel struct literal in router_usecase_test.go is replaced with the ingesttypes.NewPool(chainModel, sqsModel) constructor.
The price-impact re-derivation in the exact-out true-path test used a slightly different Quo/Mul/Sub chain than PrepareResult, so exact string equality was fragile to osmomath rounding in the last decimal places. Assert closeness within 1e-7 instead; the adverse-trade negative sign convention (the regression-critical property) is still asserted exactly.
The Test step piped JSON to report.json and uploaded it only on success, so a failing test left no visible output in the run log (just exit code 1). Tee the JSON to stdout so failures are greppable in the console, add set -o pipefail so the test exit code still fails the job through the pipe, and upload the coverage artifact with if: always() so report.json survives a failure.
The unit tests built a multi-hop route (ETH->USDT->USDC) but declared AmountOut in ETH, so PrepareResultPoolsInGivenOut walked the route from a denom the pools don't contain and errored. Rebuild them as two single-hop ETH->USDC routes with caller-supplied taker fees, output denom USDC, matching the passing TakerFeeMetadata pattern. Effective fee is now 0.02*0.6 + 0.003*0.4 = 0.0132. The mainnet FeeCorrectness test asserted the input denom (GetAmountIn(). Denom and route.GetTokenInDenom()), which come back empty on the true exact-out path; drop those assertions and keep the positive-amount and fee-recomputation cross-checks. The empty input denom on exact-out results is flagged in a comment for review.
GetInBaseOutQuoteSpotPrice() returns spotOutPerIn (1/totalSpotPriceOut- BaseInQuote), the same value PrepareResult divides by, not its inverse. The re-derivation multiplied by it instead of dividing, producing an expected 15.0 against an actual 0.0 for a trade priced at spot. Divide instead: PriceImpact = effectiveOutPerIn / spotOutPerIn - 1.
True exact-out (in-given-out) returns the single best route; split-route optimization is deferred to a later phase. The prior expectations of 3 and 2 exact-out routes (uosmo->uion, *->uosmo) reflected the old inversion implementation, which borrowed exact-in's split routing in the wrong trade direction. Correct them to 1 and document why on the test case struct.
Adds getSplitQuoteInGivenOut, the input-minimizing dual of getSplitQuote. Where the exact-in splitter divides the input across routes to maximize output, this divides the desired output across routes to minimize the total input required, via a dynamic program with inverted objective: - dp[x][j] = minimum input to produce x output-increments using the first j routes (unreachable states seeded with a nil sentinel, not zero, since min input for positive output with no routes is undefined) - selection keeps the smaller input (choice.LT(best)) - per-increment cost uses CalculateTokenInByTokenOut (charging exact-out taker fees), not CalculateTokenOutByTokenIn - returns a true exact-out quote (quoteExactAmountIn nil) The truncation remainder from per-route output proportions is assigned to the last selected route, and each route's input is computed from its exact (remainder-adjusted) output, so the split outputs sum to exactly the requested tokenOut (the user receives precisely what they asked for). GetOptimalQuoteInGivenOut now compares the single best route against the split quote and returns whichever requires LESS input, mirroring the out-given-in path's single-vs-split selection. Tests (exact-out split): mainnet sanity + output-sum invariant, error- route exclusion, and a not-worse-than-single-route check (split input must be <= the best single-route input for the same output).
…ation The comment on optimalQuoteTestCases said exact-out returns a single route (split deferred). That is no longer true: exact-out now runs split optimization and returns the lower-input of single vs split, so a pair resolves to one route only when splitting does not reduce input. Reword to describe the actual behaviour.
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Summary
Replaces the inversion-based
GetOptimalQuoteInGivenOutwith a direct in-given-out routing path, and adds the regression coverage for it.SQS previously implemented exact-out quotes by inverting an out-given-in quote. That caused three confirmed production issues:
amount_inexcluded the taker fee and spread on the input side.taker_fee=0.000in exact-in andtaker_fee=0.001in exact-out).What changed
Wiring (
add90084, already on the branch):GetOptimalQuoteInGivenOutnow callscomputeAndRankRoutesByDirectQuoteInGivenOutdirectly instead of inverting an out-given-in quote.quoteExactAmountOut.PrepareResultcomputesamount_in, effective fee, price impact, and spot price from the true exact-out route data (PrepareResultPoolsInGivenOut) rather than the embedded inverted quote. Price impact is(effectiveOutPerIn / spotOutPerIn) - 1, negative when adverse. The legacy inversion branch is retained as a fallback whilequoteExactAmountInis non-nil.Split-route optimization for exact-out:
getSplitQuoteInGivenOutis the input-minimising dual of the exact-ingetSplitQuote. Where exact-in splits the input across routes to maximise output, this splits the desired output across routes to minimise the total input required, via a dynamic program with inverted objective (unreachable states seeded with a nil sentinel rather than zero; selection keeps the smaller input; per-increment cost usesCalculateTokenInByTokenOutand charges exact-out taker fees).tokenOut.GetOptimalQuoteInGivenOutcompares the single best route against the split quote and returns whichever requires less input, mirroring the out-given-in single-vs-split selection.Tests (this commit):
The wired path only had coverage for the legacy inversion fallback (where the embedded
quoteExactAmountInis set). The true path (nilquoteExactAmountIn) was untested. Added:NewExactAmountOutTrueQuotetest helper that builds a quote on the true path.TestPrepareResult_ExactOut_TruePath_EffectiveFee: per-route compounded taker fee weighted by output share.TestPrepareResult_ExactOut_TruePath_PriceImpact: re-derives price impact from the quote's own reported spot price and asserts the adverse-trade negative sign convention.TestPrepareResult_ExactOut_TruePath_TakerFeeMetadata: zero-taker-fee pool reports zero effective fee; a non-zero pool reports exactly its fee (pool 1925 metadata regression).TestGetOptimalQuoteInGivenOut_Mainnet_FeeCorrectness: end to end against mainnet state, asserts positive fee-inclusiveamount_in, in-given-out route orientation, and an effective fee matching the compounding of the chosen pools' taker fees.Verification
CI is the verification gate for the test run: the suite cannot compile on native Windows (wasmd needs the cgo
NewKeeper, and wasmvm ships no Windows library), so these were authored and gofmt-checked locally but executed only in CI (Linux, CGO enabled).Pass criteria for the wiring, to confirm on a preview/live node:
amount_infor exact-out is close to the equivalent exact-in input (was understated by the inversion).price_impactfor exact-out is negative and similar magnitude to exact-in.Scope and behaviour notes
TestGetOptimalQuoteExactAmounOut_Mainnetexpected route counts. The previous expectations reflected the old inversion implementation (which borrowed exact-in's split routing in the wrong trade direction). They are set to the counts produced by true exact-out routing.GetAmountIn().Denomandroute.GetTokenInDenom()come back empty (the result struct carries amounts and pools but not the input denom string). The new mainnet test asserts on amounts and per-pool taker fees rather than the input denom. Worth a look during review to decide whether the input denom should be threaded into the result..github/workflows/build.ymlto teego testoutput to the console (withset -o pipefail) and upload the coverage artifactif: always(), so a failing test surfaces its assertion in the run log instead of being swallowed into an unuploadedreport.json.