More accurate calculation of the price of kit in tez

gkaracha commented 3 years ago

This PR addresses #239, for now sidestepping tezos-checker/ctez#30. In order for the changes to work the vendored ctez version is switched to my fork, which currently points to the currently unmerged tezos-checker/ctez#30. Once tezos-checker/ctez#30 is merged, we should change the url of the submodule to https://github.com/tezos-checker/ctez.

[X] Move price calculation into a separate module. (When adding the FA2/TEZ switch we should turn this into a jinja template and allow for different price calculations.)
[x] Extend external_contracts and all relevant places with the address of the ctez cfmm (cfmm_tez_ctez.mligo). Why another ctez address? The price entrypoint comes from ctez's cfmm subcontract, not it's FA1.2 subcontract whose address we currently store.
[X] Add a new entrypoint %receive_ctez_marginal_price, to be passed to %getMarginalPrice. A callback should be able to update the price in Checker's storage.
[X] Change touch to use the most recent ctez price, and emit an additional operation for updating the ctez price for the next touch. Unfortunately this seems to increase gas costs significantly (~11K), for touch. No way around it probably, since the costs come primarily from the internal operation that requires the deserialization of ctez's cfmm. NOTE: the price we receive is currently ignored (we still use ctez/tez=1); I am not sure how to interpret it. I've added a FIXME, but we shall fix this independently of this PR.
[X] Update the ctez deployment script to account for the storage differences between ctez main and next branches (my fork extends next)—fix a bug in there as well.
[X] Add an inline pragma to cfmm_kit_in_ctez_in_prev_block since it's supposed to be a noop in the LIGO world (it asserts properties on the OCaml side).
[X] Rename last_price to last_index; we now have two prices in storage: last_index (TEZ/USD) and last_ctez_in_tez (TEZ/CTEZ).

github-actions[bot] commented 3 years ago

Gas costs: No change. Entrypoint sizes: No change.	Test coverage	47e71a7710865da73c7fcbe8c46e7c17df65173f	a61f9b63bf16dab2c12931dc466a7186cc0e9dfd	Diff
price.ml	None	100	100

github-actions[bot] commented 3 years ago

Gas costs: No change. Entrypoint sizes: No change.	Test coverage	47e71a7710865da73c7fcbe8c46e7c17df65173f	d8c0be44b7edc29ff26299939bf18b53b7f52c44	Diff
price.ml	None	100	100

github-actions[bot] commented 3 years ago

Gas costs: No change. Entrypoint sizes: No change.	Test coverage	47e71a7710865da73c7fcbe8c46e7c17df65173f	db0d8d3fe82b7131719454f1b4d26f0e77a7ddf3	Diff
price.ml	None	100	100

github-actions[bot] commented 3 years ago

Gas costs	47e71a7710865da73c7fcbe8c46e7c17df65173f	bf9884e66ec97becf2cfb1260ce7573f551d2566	Diff
checker%touch	30573	30747	174
checker%mint_kit	6983	7065	82
checker%burn_kit	7211	7292	81
checker%add_liquidity	12711	12792	81
checker%deposit_collateral	19739	19819	80
checker%buy_kit	12559	12639	80
checker%withdraw_collateral	22773	22853	80
checker%activate_burrow	19555	19635	80
checker%remove_liquidity	12641	12721	80
checker%sell_kit	11791	11871	80
checker%deactivate_burrow	23132	23212	80
checker%touch_burrow	5977	6056	79
checker%set_burrow_delegate	18064	18143	79
checker%create_burrow	22039	22118	79
checker%update_operators	5465	5544	79
checker%transfer	6190	6268	78

Entrypoint sizes	47e71a7710865da73c7fcbe8c46e7c17df65173f	bf9884e66ec97becf2cfb1260ce7573f551d2566	Diff
receive_price	122	124	2
touch	56530	56532	2

Test coverage	47e71a7710865da73c7fcbe8c46e7c17df65173f	bf9884e66ec97becf2cfb1260ce7573f551d2566	Diff
price.ml	None	100	100
checker.ml	95.46	94.61	-0.8499999999999943
TOTAL	93.32	93.16	-0.1599999999999966

github-actions[bot] commented 3 years ago

Gas costs	47e71a7710865da73c7fcbe8c46e7c17df65173f	3a55569a0f4fa4396aa28388a8a125a4b1057795	Diff
checker%touch	30573	30821	248
checker%burn_kit	7211	7339	128
checker%mint_kit	6983	7111	128
checker%add_liquidity	12711	12817	106
checker%sell_kit	11791	11895	104
checker%withdraw_collateral	22773	22877	104
checker%activate_burrow	19555	19659	104
checker%remove_liquidity	12641	12745	104
checker%buy_kit	12559	12663	104
checker%deactivate_burrow	23132	23236	104
checker%deposit_collateral	19739	19843	104
checker%create_burrow	22039	22142	103
checker%touch_burrow	5977	6078	101
checker%update_operators	5465	5565	100
checker%set_burrow_delegate	18064	18164	100
checker%transfer	6190	6287	97

Entrypoint sizes	47e71a7710865da73c7fcbe8c46e7c17df65173f	3a55569a0f4fa4396aa28388a8a125a4b1057795	Diff
burn_kit	1494	1514	20
mint_kit	1517	1537	20
touch	56530	56550	20
touch_liquidation_slices	14338	14350	12
cancel_liquidation_slice	12124	12130	6
mark_for_liquidation	16959	16965	6
withdraw_collateral	1296	1298	2
deactivate_burrow	1463	1465	2
create_burrow	1190	1192	2
touch_burrow	609	611	2
deposit_collateral	1143	1145	2
receive_price	122	120	-2
activate_burrow	1270	1272	2

Test coverage	47e71a7710865da73c7fcbe8c46e7c17df65173f	3a55569a0f4fa4396aa28388a8a125a4b1057795	Diff
price.ml	None	100	100
checker.ml	95.46	94.61	-0.8499999999999943
TOTAL	93.32	93.16	-0.1599999999999966

github-actions[bot] commented 3 years ago

Gas costs	47e71a7710865da73c7fcbe8c46e7c17df65173f	5b334dd181d6586dc837c764dbc3ed4be737fc71	Diff
checker%touch	30573	30874	301
checker%mint_kit	6983	7111	128
checker%burn_kit	7211	7339	128
checker%add_liquidity	12711	12817	106
checker%sell_kit	11791	11895	104
checker%withdraw_collateral	22773	22877	104
checker%buy_kit	12559	12663	104
checker%deactivate_burrow	23132	23236	104
checker%deposit_collateral	19739	19843	104
checker%remove_liquidity	12641	12745	104
checker%activate_burrow	19555	19659	104
checker%create_burrow	22039	22142	103
checker%touch_burrow	5977	6078	101
checker%set_burrow_delegate	18064	18164	100
checker%update_operators	5465	5565	100
checker%transfer	6190	6287	97

Entrypoint sizes	47e71a7710865da73c7fcbe8c46e7c17df65173f	5b334dd181d6586dc837c764dbc3ed4be737fc71	Diff
touch	56530	56618	88
burn_kit	1494	1514	20
mint_kit	1517	1537	20
touch_liquidation_slices	14338	14350	12
mark_for_liquidation	16959	16965	6
cancel_liquidation_slice	12124	12130	6
activate_burrow	1270	1272	2
deposit_collateral	1143	1145	2
withdraw_collateral	1296	1298	2
create_burrow	1190	1192	2
deactivate_burrow	1463	1465	2
receive_price	122	120	-2
touch_burrow	609	611	2

Test coverage	47e71a7710865da73c7fcbe8c46e7c17df65173f	5b334dd181d6586dc837c764dbc3ed4be737fc71	Diff
price.ml	None	55.56	55.56
checker.ml	95.46	94.61	-0.8499999999999943
TOTAL	93.32	93.01	-0.30999999999998806

github-actions[bot] commented 3 years ago

Gas costs	47e71a7710865da73c7fcbe8c46e7c17df65173f	63f004d3fd514d6622f214089a7420d5d23b4c06	Diff
checker%touch	30573	30903	330
checker%burn_kit	7211	7351	140
checker%mint_kit	6983	7122	139
checker%add_liquidity	12711	12828	117
checker%remove_liquidity	12641	12757	116
checker%deactivate_burrow	23132	23248	116
checker%deposit_collateral	19739	19855	116
checker%buy_kit	12559	12675	116
checker%activate_burrow	19555	19671	116
checker%withdraw_collateral	22773	22889	116
checker%sell_kit	11791	11907	116
checker%create_burrow	22039	22153	114
checker%touch_burrow	5977	6090	113
checker%update_operators	5465	5577	112
checker%set_burrow_delegate	18064	18175	111
checker%transfer	6190	6299	109

Entrypoint sizes	47e71a7710865da73c7fcbe8c46e7c17df65173f	63f004d3fd514d6622f214089a7420d5d23b4c06	Diff
receive_ctez_marginal_price	None	128	128
touch	56530	56618	88
mint_kit	1517	1537	20
burn_kit	1494	1514	20
touch_liquidation_slices	14338	14350	12
cancel_liquidation_slice	12124	12130	6
mark_for_liquidation	16959	16965	6
withdraw_collateral	1296	1298	2
deactivate_burrow	1463	1465	2
touch_burrow	609	611	2
deposit_collateral	1143	1145	2
activate_burrow	1270	1272	2
create_burrow	1190	1192	2
receive_price	122	120	-2

Test coverage	47e71a7710865da73c7fcbe8c46e7c17df65173f	63f004d3fd514d6622f214089a7420d5d23b4c06	Diff
price.ml	None	55.56	55.56
checkerEntrypoints.ml	100	97.73	-2.269999999999996
checker.ml	95.46	93.97	-1.4899999999999949
TOTAL	93.32	92.77	-0.5499999999999972

github-actions[bot] commented 3 years ago

Gas costs	47e71a7710865da73c7fcbe8c46e7c17df65173f	e820043dd4fcda6e9956fc86014792f298cb718a	Diff
checker%touch	30573	30909	336
checker%burn_kit	7211	7353	142
checker%mint_kit	6983	7124	141
checker%add_liquidity	12711	12830	119
checker%withdraw_collateral	22773	22891	118
checker%sell_kit	11791	11909	118
checker%remove_liquidity	12641	12759	118
checker%activate_burrow	19555	19673	118
checker%deposit_collateral	19739	19857	118
checker%buy_kit	12559	12677	118
checker%deactivate_burrow	23132	23250	118
checker%create_burrow	22039	22155	116
checker%touch_burrow	5977	6092	115
checker%update_operators	5465	5579	114
checker%set_burrow_delegate	18064	18177	113
checker%transfer	6190	6301	111

Entrypoint sizes	47e71a7710865da73c7fcbe8c46e7c17df65173f	e820043dd4fcda6e9956fc86014792f298cb718a	Diff
receive_ctez_marginal_price	None	136	136
touch	56530	56608	78
burn_kit	1494	1514	20
mint_kit	1517	1537	20
touch_liquidation_slices	14338	14350	12
cancel_liquidation_slice	12124	12130	6
mark_for_liquidation	16959	16965	6
touch_burrow	609	611	2
deposit_collateral	1143	1145	2
create_burrow	1190	1192	2
deactivate_burrow	1463	1465	2
withdraw_collateral	1296	1298	2
receive_price	122	120	-2
activate_burrow	1270	1272	2

Test coverage	47e71a7710865da73c7fcbe8c46e7c17df65173f	e820043dd4fcda6e9956fc86014792f298cb718a	Diff
price.ml	None	83.33	83.33
checkerEntrypoints.ml	100	97.73	-2.269999999999996
checker.ml	95.46	93.97	-1.4899999999999949
TOTAL	93.32	92.89	-0.4299999999999926

github-actions[bot] commented 3 years ago

Gas costs	47e71a7710865da73c7fcbe8c46e7c17df65173f	477b1d20b1648b3176d5fd49f8fc39a110bb9b02	Diff
checker%touch	30573	30909	336
checker%burn_kit	7211	7353	142
checker%mint_kit	6983	7124	141
checker%add_liquidity	12711	12830	119
checker%deactivate_burrow	23132	23250	118
checker%remove_liquidity	12641	12759	118
checker%buy_kit	12559	12677	118
checker%activate_burrow	19555	19673	118
checker%withdraw_collateral	22773	22891	118
checker%deposit_collateral	19739	19857	118
checker%sell_kit	11791	11909	118
checker%create_burrow	22039	22155	116
checker%touch_burrow	5977	6092	115
checker%update_operators	5465	5579	114
checker%set_burrow_delegate	18064	18177	113
checker%transfer	6190	6301	111

Entrypoint sizes	47e71a7710865da73c7fcbe8c46e7c17df65173f	477b1d20b1648b3176d5fd49f8fc39a110bb9b02	Diff
receive_ctez_marginal_price	None	136	136
touch	56530	56608	78
mint_kit	1517	1537	20
burn_kit	1494	1514	20
touch_liquidation_slices	14338	14350	12
mark_for_liquidation	16959	16965	6
cancel_liquidation_slice	12124	12130	6
receive_price	122	120	-2
deactivate_burrow	1463	1465	2
withdraw_collateral	1296	1298	2
create_burrow	1190	1192	2
deposit_collateral	1143	1145	2
touch_burrow	609	611	2
activate_burrow	1270	1272	2

Test coverage	47e71a7710865da73c7fcbe8c46e7c17df65173f	477b1d20b1648b3176d5fd49f8fc39a110bb9b02	Diff
price.ml	None	83.33	83.33
checkerEntrypoints.ml	100	97.73	-2.269999999999996
checker.ml	95.46	93.97	-1.4899999999999949
TOTAL	93.32	92.89	-0.4299999999999926

github-actions[bot] commented 3 years ago

Gas costs	47e71a7710865da73c7fcbe8c46e7c17df65173f	5dac183a5309bef56bee3a7bf51746efd64802a1	Diff
checker%touch	30573	30909	336
checker%burn_kit	7211	7353	142
checker%mint_kit	6983	7124	141
checker%add_liquidity	12711	12830	119
checker%activate_burrow	19555	19673	118
checker%remove_liquidity	12641	12759	118
checker%withdraw_collateral	22773	22891	118
checker%buy_kit	12559	12677	118
checker%deactivate_burrow	23132	23250	118
checker%deposit_collateral	19739	19857	118
checker%sell_kit	11791	11909	118
checker%create_burrow	22039	22155	116
checker%touch_burrow	5977	6092	115
checker%update_operators	5465	5579	114
checker%set_burrow_delegate	18064	18177	113
checker%transfer	6190	6301	111

Entrypoint sizes	47e71a7710865da73c7fcbe8c46e7c17df65173f	5dac183a5309bef56bee3a7bf51746efd64802a1	Diff
receive_ctez_marginal_price	None	136	136
touch	56530	56608	78
mint_kit	1517	1537	20
burn_kit	1494	1514	20
touch_liquidation_slices	14338	14350	12
mark_for_liquidation	16959	16965	6
cancel_liquidation_slice	12124	12130	6
deposit_collateral	1143	1145	2
receive_price	122	120	-2
activate_burrow	1270	1272	2
touch_burrow	609	611	2
create_burrow	1190	1192	2
deactivate_burrow	1463	1465	2
withdraw_collateral	1296	1298	2

Test coverage	47e71a7710865da73c7fcbe8c46e7c17df65173f	5dac183a5309bef56bee3a7bf51746efd64802a1	Diff
price.ml	None	83.33	83.33
checkerEntrypoints.ml	100	97.73	-2.269999999999996
checker.ml	95.46	93.97	-1.4899999999999949
TOTAL	93.32	92.89	-0.4299999999999926

github-actions[bot] commented 3 years ago

Gas costs	47e71a7710865da73c7fcbe8c46e7c17df65173f	6aff53e3d7fbc1c2c2152bba110e7e8052d491a5	Diff
checker%touch	30573	30929	356
checker%mint_kit	6983	7132	149
checker%burn_kit	7211	7360	149
checker%add_liquidity	12711	12837	126
checker%withdraw_collateral	22773	22898	125
checker%deactivate_burrow	23132	23257	125
checker%buy_kit	12559	12684	125
checker%sell_kit	11791	11916	125
checker%remove_liquidity	12641	12766	125
checker%deposit_collateral	19739	19864	125
checker%activate_burrow	19555	19680	125
checker%create_burrow	22039	22163	124
checker%touch_burrow	5977	6099	122
checker%update_operators	5465	5586	121
checker%set_burrow_delegate	18064	18185	121
checker%transfer	6190	6308	118

Entrypoint sizes	47e71a7710865da73c7fcbe8c46e7c17df65173f	6aff53e3d7fbc1c2c2152bba110e7e8052d491a5	Diff
receive_ctez_marginal_price	None	136	136
touch	56530	56608	78
mint_kit	1517	1537	20
burn_kit	1494	1514	20
touch_liquidation_slices	14338	14350	12
mark_for_liquidation	16959	16965	6
cancel_liquidation_slice	12124	12130	6
touch_burrow	609	611	2
deactivate_burrow	1463	1465	2
deposit_collateral	1143	1145	2
withdraw_collateral	1296	1298	2
receive_price	122	120	-2
activate_burrow	1270	1272	2
create_burrow	1190	1192	2

Test coverage	47e71a7710865da73c7fcbe8c46e7c17df65173f	6aff53e3d7fbc1c2c2152bba110e7e8052d491a5	Diff
price.ml	None	83.33	83.33
checkerEntrypoints.ml	100	97.73	-2.269999999999996
checker.ml	95.46	94.64	-0.8199999999999932
checkerMain.ml	93.18	93.33	0.14999999999999147
TOTAL	93.32	93.03	-0.28999999999999204

github-actions[bot] commented 3 years ago

Gas costs	47e71a7710865da73c7fcbe8c46e7c17df65173f	3edd1b077118e089a1a748b238fcecab2f0d0600	Diff
checker%touch	30573	42369	11796
checker%burn_kit	7211	7360	149
checker%mint_kit	6983	7132	149
checker%add_liquidity	12711	12839	128
checker%sell_kit	11791	11917	126
checker%buy_kit	12559	12685	126
checker%remove_liquidity	12641	12767	126
checker%activate_burrow	19555	19680	125
checker%deposit_collateral	19739	19864	125
checker%deactivate_burrow	23132	23257	125
checker%withdraw_collateral	22773	22898	125
checker%create_burrow	22039	22163	124
checker%touch_burrow	5977	6100	123
checker%update_operators	5465	5587	122
checker%set_burrow_delegate	18064	18185	121
checker%transfer	6190	6309	119

Entrypoint sizes	47e71a7710865da73c7fcbe8c46e7c17df65173f	3edd1b077118e089a1a748b238fcecab2f0d0600	Diff
touch	56530	56749	219
receive_ctez_marginal_price	None	136	136
mint_kit	1517	1537	20
burn_kit	1494	1514	20
touch_liquidation_slices	14338	14350	12
mark_for_liquidation	16959	16965	6
cancel_liquidation_slice	12124	12130	6
receive_price	122	120	-2
create_burrow	1190	1192	2
deactivate_burrow	1463	1465	2
touch_burrow	609	611	2
activate_burrow	1270	1272	2
deposit_collateral	1143	1145	2
withdraw_collateral	1296	1298	2

Test coverage	47e71a7710865da73c7fcbe8c46e7c17df65173f	3edd1b077118e089a1a748b238fcecab2f0d0600	Diff
price.ml	None	83.33	83.33
checkerEntrypoints.ml	100	97.73	-2.269999999999996
checker.ml	95.46	94.29	-1.1699999999999875
checkerMain.ml	93.18	93.33	0.14999999999999147
TOTAL	93.32	92.96	-0.35999999999999943

gkaracha commented 3 years ago

Wow, 3edd1b0 shows that the operation to ctez's cfmm to update the price in our storage costs over 11K gas :confused:

github-actions[bot] commented 3 years ago

Gas costs	47e71a7710865da73c7fcbe8c46e7c17df65173f	7d9f98569298eb93143a39aecc82186c70b37acd	Diff
checker%touch	30573	42370	11797
checker%mint_kit	6983	7132	149
checker%burn_kit	7211	7360	149
checker%add_liquidity	12711	12839	128
checker%sell_kit	11791	11917	126
checker%remove_liquidity	12641	12767	126
checker%buy_kit	12559	12685	126
checker%deposit_collateral	19739	19864	125
checker%activate_burrow	19555	19680	125
checker%withdraw_collateral	22773	22898	125
checker%deactivate_burrow	23132	23257	125
checker%create_burrow	22039	22163	124
checker%touch_burrow	5977	6100	123
checker%update_operators	5465	5587	122
checker%set_burrow_delegate	18064	18185	121
checker%transfer	6190	6309	119

Entrypoint sizes	47e71a7710865da73c7fcbe8c46e7c17df65173f	7d9f98569298eb93143a39aecc82186c70b37acd	Diff
touch	56530	56749	219
receive_ctez_marginal_price	None	136	136
burn_kit	1494	1514	20
mint_kit	1517	1537	20
touch_liquidation_slices	14338	14350	12
mark_for_liquidation	16959	16965	6
cancel_liquidation_slice	12124	12130	6
receive_price	122	120	-2
withdraw_collateral	1296	1298	2
activate_burrow	1270	1272	2
touch_burrow	609	611	2
deposit_collateral	1143	1145	2
create_burrow	1190	1192	2
deactivate_burrow	1463	1465	2

Test coverage	47e71a7710865da73c7fcbe8c46e7c17df65173f	7d9f98569298eb93143a39aecc82186c70b37acd	Diff
price.ml	None	83.33	83.33
checkerEntrypoints.ml	100	97.73	-2.269999999999996
checker.ml	95.46	94.29	-1.1699999999999875
checkerMain.ml	93.18	93.33	0.14999999999999147
TOTAL	93.32	92.96	-0.35999999999999943

dorranh commented 3 years ago

Ouch (regarding the extra gas costs). Though I guess we are still significantly under where we were during protocol Florence...

gkaracha commented 3 years ago

Ouch (regarding the extra gas costs). Though I guess we are still significantly under where we were during protocol Florence...

Right?! The sad thing is that most of the cost is probably from deserializing ctez_cfmm and the operation itself; there's not much we can do. I don't remember what the gas limit per operation is for Granada, but at least we are still under it :shrug:

gkaracha commented 3 years ago

@dorranh this should finally be ready for review :slightly_smiling_face: I updated the description of the PR to match the current contents.

github-actions[bot] commented 3 years ago

Gas costs	47e71a7710865da73c7fcbe8c46e7c17df65173f	1db364f0f303da931de5fec25ac6af2716129a6d	Diff
checker%touch	30573	42370	11797
checker%burn_kit	7211	7360	149
checker%mint_kit	6983	7132	149
checker%add_liquidity	12711	12839	128
checker%remove_liquidity	12641	12767	126
checker%sell_kit	11791	11917	126
checker%buy_kit	12559	12685	126
checker%withdraw_collateral	22773	22898	125
checker%activate_burrow	19555	19680	125
checker%deposit_collateral	19739	19864	125
checker%deactivate_burrow	23132	23257	125
checker%create_burrow	22039	22163	124
checker%touch_burrow	5977	6100	123
checker%update_operators	5465	5587	122
checker%set_burrow_delegate	18064	18185	121
checker%transfer	6190	6309	119

Entrypoint sizes	47e71a7710865da73c7fcbe8c46e7c17df65173f	1db364f0f303da931de5fec25ac6af2716129a6d	Diff
touch	56530	56749	219
receive_ctez_marginal_price	None	136	136
mint_kit	1517	1537	20
burn_kit	1494	1514	20
touch_liquidation_slices	14338	14350	12
cancel_liquidation_slice	12124	12130	6
mark_for_liquidation	16959	16965	6
withdraw_collateral	1296	1298	2
deposit_collateral	1143	1145	2
touch_burrow	609	611	2
deactivate_burrow	1463	1465	2
create_burrow	1190	1192	2
activate_burrow	1270	1272	2
receive_price	122	120	-2

Test coverage	47e71a7710865da73c7fcbe8c46e7c17df65173f	1db364f0f303da931de5fec25ac6af2716129a6d	Diff
price.ml	None	83.33	83.33
checkerEntrypoints.ml	100	97.73	-2.269999999999996
checker.ml	95.46	94.29	-1.1699999999999875
checkerMain.ml	93.18	93.33	0.14999999999999147
TOTAL	93.32	92.96	-0.35999999999999943

tezos-checker / checker

More accurate calculation of the price of kit in tez #280