perf: Use SDK math v1.3.0 to speedup BigDec casts to/from Dec (backport

#7577) (#7594)

* perf: Use SDK math v1.3.0 to speedup BigDec casts to/from Dec (#7577)

* Using sdk math v1.3.0, create BigDecFromDecMut, and use that wherever applicable

* tryfix build

* One more speedup

* Add CeilMut

* Use CeilMut

(cherry picked from commit ef33c2c)

# Conflicts:
#	go.mod
#	go.sum

* tidy

---------

Co-authored-by: Dev Ojha <ValarDragon@users.noreply.github.com>
Co-authored-by: Adam Tucker <adamleetucker@outlook.com>

go.mod

@@ -10,7 +10,7 @@ require (
 	github.com/CosmWasm/wasmd v0.45.1-0.20231128163306-4b9b61faeaa3
 	github.com/CosmWasm/wasmvm v1.5.2
 	github.com/cometbft/cometbft v0.37.4
-	github.com/cometbft/cometbft-db v0.8.0
+	github.com/cometbft/cometbft-db v0.10.0
 	github.com/cosmos/cosmos-proto v1.0.0-beta.3
 	github.com/cosmos/cosmos-sdk v0.47.8
 	github.com/cosmos/go-bip39 v1.0.0
@@ -27,9 +27,9 @@ require (
 	github.com/mattn/go-sqlite3 v1.14.17
 	github.com/ory/dockertest/v3 v3.10.0
 	github.com/osmosis-labs/go-mutesting v0.0.0-20221208041716-b43bcd97b3b3
-	github.com/osmosis-labs/osmosis/osmomath v0.0.9
-	github.com/osmosis-labs/osmosis/osmoutils v0.0.10-0.20240221055803-03fd233402eb
-	github.com/osmosis-labs/osmosis/x/epochs v0.0.5
+	github.com/osmosis-labs/osmosis/osmomath v0.0.9-0.20240222171503-685566578734
+	github.com/osmosis-labs/osmosis/osmoutils v0.0.9-0.20240222004208-b602d1901059
+	github.com/osmosis-labs/osmosis/x/epochs v0.0.4
 	github.com/osmosis-labs/osmosis/x/ibc-hooks v0.0.10
 	github.com/osmosis-labs/sqs/sqsdomain v0.0.0-20240208035010-35d5b08f4975
 	github.com/pkg/errors v0.9.1
@@ -70,23 +70,21 @@ require (
 	github.com/DataDog/zstd v1.4.5 // indirect
 	github.com/Djarvur/go-err113 v0.1.0 // indirect
 	github.com/GaijinEntertainment/go-exhaustruct/v3 v3.1.0 // indirect
-	github.com/HdrHistogram/hdrhistogram-go v1.1.2 // indirect
 	github.com/OpenPeeDeeP/depguard/v2 v2.1.0 // indirect
 	github.com/alecthomas/go-check-sumtype v0.1.3 // indirect
 	github.com/alexkohler/nakedret/v2 v2.0.2 // indirect
 	github.com/alingse/asasalint v0.0.11 // indirect
 	github.com/aws/aws-sdk-go v1.44.224 // indirect
 	github.com/bgentry/go-netrc v0.0.0-20140422174119-9fd32a8b3d3d // indirect
 	github.com/btcsuite/btcd/btcec/v2 v2.3.2 // indirect
-	github.com/btcsuite/btcd/btcutil v1.1.3 // indirect
 	github.com/butuzov/mirror v1.1.0 // indirect
 	github.com/catenacyber/perfsprint v0.2.0 // indirect
 	github.com/ccojocar/zxcvbn-go v1.0.1 // indirect
 	github.com/chzyer/readline v1.5.1 // indirect
 	github.com/cockroachdb/apd/v2 v2.0.2 // indirect
 	github.com/cockroachdb/errors v1.10.0 // indirect
 	github.com/cockroachdb/logtags v0.0.0-20230118201751-21c54148d20b // indirect
-	github.com/cockroachdb/pebble v0.0.0-20220817183557-09c6e030a677 // indirect
+	github.com/cockroachdb/pebble v1.0.0 // indirect
 	github.com/cockroachdb/redact v1.1.5 // indirect
 	github.com/coinbase/rosetta-sdk-go/types v1.0.0 // indirect
 	github.com/cosmos/cosmos-db v1.0.0 // indirect
@@ -124,7 +122,7 @@ require (
 	github.com/kkHAIKE/contextcheck v1.1.4 // indirect
 	github.com/kr/pretty v0.3.1 // indirect
 	github.com/kr/text v0.2.0 // indirect
-	github.com/linxGnu/grocksdb v1.7.16 // indirect
+	github.com/linxGnu/grocksdb v1.8.11 // indirect
 	github.com/macabu/inamedparam v0.1.2 // indirect
 	github.com/manifoldco/promptui v0.9.0 // indirect
 	github.com/maratori/testableexamples v1.0.0 // indirect
@@ -135,7 +133,7 @@ require (
 	github.com/modern-go/reflect2 v1.0.2 // indirect
 	github.com/nunnatsa/ginkgolinter v0.14.1 // indirect
 	github.com/osmosis-labs/osmosis/v22 v22.0.0-rc0 // indirect
-	github.com/rogpeppe/go-internal v1.11.0 // indirect
+	github.com/rogpeppe/go-internal v1.12.0 // indirect
 	github.com/sagikazarmark/locafero v0.4.0 // indirect
 	github.com/sagikazarmark/slog-shim v0.1.0 // indirect
 	github.com/sashamelentyev/interfacebloat v1.1.0 // indirect
@@ -362,7 +360,7 @@ require (
 	github.com/zimmski/osutil v0.0.0-20190128123334-0d0b3ca231ac // indirect
 	github.com/zondax/hid v0.9.2 // indirect
 	gitlab.com/bosi/decorder v0.4.1 // indirect
-	go.etcd.io/bbolt v1.3.7 // indirect
+	go.etcd.io/bbolt v1.3.8 // indirect
 	go.opencensus.io v0.24.0 // indirect
 	golang.org/x/crypto v0.18.0 // indirect
 	golang.org/x/exp/typeparams v0.0.0-20230307190834-24139beb5833 // indirect

osmomath/decimal.go

@@ -9,6 +9,7 @@ import (
 	"strings"
 	"testing"
 
+	"cosmossdk.io/math"
 	sdk "github.com/cosmos/cosmos-sdk/types"
 )
 
@@ -36,14 +37,15 @@ const (
 )
 
 var (
-	precisionReuse        = new(big.Int).Exp(big.NewInt(10), big.NewInt(BigDecPrecision), nil)
-	squaredPrecisionReuse = new(big.Int).Mul(precisionReuse, precisionReuse)
-	precisionReuseSDK     = new(big.Int).Exp(big.NewInt(10), big.NewInt(DecPrecision), nil)
-	fivePrecision         = new(big.Int).Quo(precisionReuse, big.NewInt(2))
-	precisionMultipliers  []*big.Int
-	zeroInt               = big.NewInt(0)
-	oneInt                = big.NewInt(1)
-	tenInt                = big.NewInt(10)
+	precisionReuse               = new(big.Int).Exp(big.NewInt(10), big.NewInt(BigDecPrecision), nil)
+	squaredPrecisionReuse        = new(big.Int).Mul(precisionReuse, precisionReuse)
+	precisionReuseSDK            = new(big.Int).Exp(big.NewInt(10), big.NewInt(DecPrecision), nil)
+	bigDecDecPrecisionFactorDiff = new(big.Int).Exp(big.NewInt(10), big.NewInt(BigDecPrecision-DecPrecision), nil)
+	fivePrecision                = new(big.Int).Quo(precisionReuse, big.NewInt(2))
+	precisionMultipliers         []*big.Int
+	zeroInt                      = big.NewInt(0)
+	oneInt                       = big.NewInt(1)
+	tenInt                       = big.NewInt(10)
 
 	// log_2(e)
 	// From: https://www.wolframalpha.com/input?i=log_2%28e%29+with+37+digits
@@ -131,6 +133,10 @@ func NewBigDecFromBigInt(i *big.Int) BigDec {
 	return NewBigDecFromBigIntWithPrec(i, 0)
 }
 
+func NewBigDecFromBigIntMut(i *big.Int) BigDec {
+	return NewBigDecFromBigIntMutWithPrec(i, 0)
+}
+
 // create a new BigDec from big integer assuming whole numbers
 // CONTRACT: prec <= BigDecPrecision
 func NewBigDecFromBigIntWithPrec(i *big.Int, prec int64) BigDec {
@@ -617,7 +623,10 @@ func (d BigDec) MustFloat64() float64 {
 // Dec returns the osmomath.Dec representation of a BigDec.
 // Values in any additional decimal places are truncated.
 func (d BigDec) Dec() Dec {
-	return d.DecWithPrecision(DecPrecision)
+	dec := math.LegacyNewDec(0)
+	decBi := dec.BigIntMut()
+	decBi.Quo(d.i, bigDecDecPrecisionFactorDiff)
+	return dec
 }
 
 // DecWithPrecision converts BigDec to Dec with desired precision
@@ -636,7 +645,7 @@ func (d BigDec) DecWithPrecision(precision uint64) Dec {
 
 	// Truncate any additional decimal values that exist due to BigDec's additional precision
 	// This relies on big.Int's Quo function doing floor division
-	intRepresentation := new(big.Int).Quo(d.BigInt(), precisionFactor)
+	intRepresentation := new(big.Int).Quo(d.BigIntMut(), precisionFactor)
 
 	// convert int representation back to SDK Dec precision
 	truncatedDec := NewDecFromBigIntWithPrec(intRepresentation, int64(precision))
@@ -680,6 +689,12 @@ func BigDecFromDec(d Dec) BigDec {
 	return NewBigDecFromBigIntMutWithPrec(d.BigInt(), DecPrecision)
 }
 
+// BigDecFromDec returns the BigDec representation of an Dec.
+// Values in any additional decimal places are truncated.
+func BigDecFromDecMut(d Dec) BigDec {
+	return NewBigDecFromBigIntMutWithPrec(d.BigIntMut(), DecPrecision)
+}
+
 // BigDecFromSDKInt returns the BigDec representation of an sdkInt.
 // Values in any additional decimal places are truncated.
 func BigDecFromSDKInt(i Int) BigDec {
@@ -846,18 +861,19 @@ func (d BigDec) TruncateDec() BigDec {
 // or equal to the given decimal.
 func (d BigDec) Ceil() BigDec {
 	tmp := new(big.Int).Set(d.i)
+	return BigDec{i: tmp}.CeilMut()
+}
 
-	quo, rem := tmp, big.NewInt(0)
-	quo, rem = quo.QuoRem(tmp, precisionReuse, rem)
+func (d BigDec) CeilMut() BigDec {
+	quo, rem := d.i, big.NewInt(0)
+	quo, rem = quo.QuoRem(quo, precisionReuse, rem)
 
 	// no need to round with a zero remainder regardless of sign
-	if rem.Sign() == 0 {
-		return NewBigDecFromBigInt(quo)
-	} else if rem.Sign() == -1 {
-		return NewBigDecFromBigInt(quo)
+	if rem.Sign() <= 0 {
+		return NewBigDecFromBigIntMut(quo)
 	}
 
-	return NewBigDecFromBigInt(quo.Add(quo, oneInt))
+	return NewBigDecFromBigIntMut(quo.Add(quo, oneInt))
 }
 
 // MaxSortableDec is the largest Dec that can be passed into SortableDecBytes()

osmomath/decimal_test.go

@@ -586,8 +586,10 @@ func (s *decimalTestSuite) TestDecCeil() {
 	}
 
 	for i, tc := range testCases {
+		tc_input_copy := tc.input.Clone()
 		res := tc.input.Ceil()
-		s.Require().Equal(tc.expected, res, "unexpected result for test case %d, input: %v", i, tc.input)
+		s.Require().Equal(tc.input, tc_input_copy, "unexpected mutation of input in test case %d, input: %v", i, tc.input)
+		s.Require().True(tc.expected.Equal(res), "unexpected result for test case %d, input: %v, got %v, expected %v:", i, tc.input, res, tc.expected)
 	}
 }
 

osmomath/rounding_direction.go

@@ -20,7 +20,7 @@ func DivIntByU64ToBigDec(i Int, u uint64, round RoundingDirection) (BigDec, erro
 	if u == 0 {
 		return BigDec{}, errors.New("div by zero")
 	}
-	d := BigDecFromDec(i.ToLegacyDec())
+	d := BigDecFromDecMut(i.ToLegacyDec())
 	if round == RoundUp {
 		return d.QuoRoundUp(NewBigDec(int64(u))), nil
 	} else if round == RoundDown {

osmomath/sqrt.go

@@ -74,7 +74,7 @@ func MonotonicSqrtBigDec(d BigDec) (BigDec, error) {
 	if check.Cmp(shiftedD) == -1 {
 		r.Add(r, oneBigInt)
 	}
-	root := NewBigDecFromBigIntWithPrec(r, 36)
+	root := NewBigDecFromBigIntMutWithPrec(r, 36)
 
 	return root, nil
 }

x/concentrated-liquidity/fuzz_test.go

@@ -332,7 +332,7 @@ func (s *KeeperTestSuite) swap(pool types.ConcentratedPoolExtension, swapInFunde
 		RoundingDir: osmomath.RoundDown,
 	}
 
-	result := errTolerance.CompareBigDec(osmomath.BigDecFromDec(swapInFunded.Amount.ToLegacyDec()), osmomath.BigDecFromDec(amountInSwapResult.Amount.ToLegacyDec()))
+	result := errTolerance.CompareBigDec(osmomath.BigDecFromDecMut(swapInFunded.Amount.ToLegacyDec()), osmomath.BigDecFromDecMut(amountInSwapResult.Amount.ToLegacyDec()))
 
 	if result != 0 {
 		// Note: did some investigations into why this happens.

x/concentrated-liquidity/lp.go

@@ -568,11 +568,12 @@ func (k Keeper) initializeInitialPositionForPool(ctx sdk.Context, pool types.Con
 	if err != nil {
 		return err
 	}
+	initialCurSqrtPriceBigDec := osmomath.BigDecFromDecMut(initialCurSqrtPrice)
 
 	// Calculate the initial tick from the initial spot price
 	// We round down here so that the tick is rounded to
 	// the nearest possible value given the tick spacing.
-	initialTick, err := math.SqrtPriceToTickRoundDownSpacing(osmomath.BigDecFromDec(initialCurSqrtPrice), pool.GetTickSpacing())
+	initialTick, err := math.SqrtPriceToTickRoundDownSpacing(initialCurSqrtPriceBigDec, pool.GetTickSpacing())
 	if err != nil {
 		return err
 	}
@@ -584,7 +585,7 @@ func (k Keeper) initializeInitialPositionForPool(ctx sdk.Context, pool types.Con
 	// However, there are ticks only at 100_000_000 X/Y and 100_000_100 X/Y.
 	// In such a case, we do not want to round the sqrt price to 100_000_000 X/Y, but rather
 	// let it float within the possible tick range.
-	pool.SetCurrentSqrtPrice(osmomath.BigDecFromDec(initialCurSqrtPrice))
+	pool.SetCurrentSqrtPrice(initialCurSqrtPriceBigDec)
 	pool.SetCurrentTick(initialTick)
 	err = k.setPool(ctx, pool)
 	if err != nil {

x/concentrated-liquidity/lp_test.go

@@ -1710,7 +1710,7 @@ func (s *KeeperTestSuite) TestInitializeInitialPositionForPool() {
 	sqrt := func(x int64) osmomath.BigDec {
 		sqrt, err := osmomath.MonotonicSqrt(osmomath.NewDec(x))
 		s.Require().NoError(err)
-		return osmomath.BigDecFromDec(sqrt)
+		return osmomath.BigDecFromDecMut(sqrt)
 	}
 
 	type sendTest struct {

x/concentrated-liquidity/math/math.go

@@ -80,7 +80,7 @@ func CalcAmount0Delta(liq, sqrtPriceA, sqrtPriceB osmomath.BigDec, roundUp bool)
 		// Note that the order of divisions is important here. First, we divide by a larger number (sqrtPriceB) and then by a smaller number (sqrtPriceA).
 		// This leads to a smaller error amplification. This only matters in cases where at least one of the sqrt prices is below 1.
 		// TODO (perf): QuoRoundUpMut with no reallocation.
-		return liq.MulRoundUp(diff).QuoRoundUpMut(sqrtPriceB).QuoRoundUpMut(sqrtPriceA).Ceil()
+		return liq.MulRoundUp(diff).QuoRoundUpMut(sqrtPriceB).QuoRoundUpMut(sqrtPriceA).CeilMut()
 	}
 	// These are truncated at precision end to round in favor of the pool when:
 	// - calculating amount out during swap
@@ -114,7 +114,7 @@ func CalcAmount1Delta(liq, sqrtPriceA, sqrtPriceB osmomath.BigDec, roundUp bool)
 		// Examples include:
 		// - calculating amountIn during swap
 		// - adding liquidity (request user to provide more tokens in in favor of the pool)
-		return liq.Mul(diff).Ceil()
+		return liq.Mul(diff).CeilMut()
 	}
 	// This is truncated at precision end to round in favor of the pool when:
 	// - calculating amount out during swap

x/concentrated-liquidity/math/tick.go

@@ -49,7 +49,7 @@ func TickToSqrtPrice(tickIndex int64) (osmomath.BigDec, error) {
 		if err != nil {
 			return osmomath.BigDec{}, err
 		}
-		return osmomath.BigDecFromDec(sqrtPrice), nil
+		return osmomath.BigDecFromDecMut(sqrtPrice), nil
 	}
 
 	// For the newly extended range of [tick(MinSpotPriceV2), MinInitializedTick), we use the new math
@@ -111,10 +111,11 @@ func TickToPrice(tickIndex int64) (osmomath.BigDec, error) {
 	// original math based on 18 precision decimal on the range of [MinInitializedTick, tick(MaxSpotPrice)]
 	// For the newly extended range of [MinInitializedTickV2, MinInitializedTick), we use the new math
 	// based on 36 precision decimal.
+	// TODO: Delete this code difference, it yields the exact same number every time.
 	if tickIndex < types.MinInitializedTick {
 		price = additiveSpacing.AddMut(powTenBigDec(geometricExponentDelta))
 	} else {
-		price = osmomath.BigDecFromDec(PowTenInternal(geometricExponentDelta).Add(additiveSpacing.Dec()))
+		price = osmomath.BigDecFromDecMut((additiveSpacing.Dec()).AddMut(PowTenInternal(geometricExponentDelta)))
 	}
 
 	// defense in depth, this logic would not be reached due to use having checked if given tick is in between

x/concentrated-liquidity/model/pool.go

@@ -118,13 +118,14 @@ func (p Pool) SpotPrice(ctx sdk.Context, quoteAssetDenom string, baseAssetDenom
 		return osmomath.BigDec{}, fmt.Errorf("quote asset denom (%s) is not in pool with (%s, %s) pair", quoteAssetDenom, p.Token0, p.Token1)
 	}
 
+	priceSquared := p.CurrentSqrtPrice.PowerInteger(2)
 	// The reason why we convert the result to Dec and then back to BigDec is to temporarily
 	// maintain backwards compatibility with the original implementation.
 	// TODO: remove before https://github.com/osmosis-labs/osmosis/issues/5726 is complete
 	if baseAssetDenom == p.Token0 {
-		return osmomath.BigDecFromDec(p.CurrentSqrtPrice.PowerInteger(2).Dec()), nil
+		return osmomath.BigDecFromDecMut(priceSquared.Dec()), nil
 	}
-	return osmomath.BigDecFromDec(osmomath.OneBigDec().Quo(p.CurrentSqrtPrice.PowerInteger(2)).Dec()), nil
+	return osmomath.BigDecFromDecMut(osmomath.OneBigDec().Quo(priceSquared).Dec()), nil
 }
 
 // GetToken0 returns the token0 of the pool

x/concentrated-liquidity/model/pool_test.go

@@ -30,14 +30,14 @@ var (
 	DefaultReverseSpotPrice = osmomath.NewDec(1).Quo(DefaultSpotPrice)
 	DefaultSqrtSpotPrice    = func() osmomath.BigDec {
 		sqrtPrice, _ := osmomath.MonotonicSqrt(DefaultSpotPrice)
-		return osmomath.BigDecFromDec(sqrtPrice)
+		return osmomath.BigDecFromDecMut(sqrtPrice)
 	}()
 	DefaultLiquidityAmt        = osmomath.MustNewDecFromStr("1517882343.751510418088349649")
 	DefaultCurrTick      int64 = 310000
 	DefaultCurrPrice           = osmomath.NewDec(5000)
 	DefaultCurrSqrtPrice       = func() osmomath.BigDec {
 		sqrtPrice, _ := osmomath.MonotonicSqrt(DefaultCurrPrice)
-		return osmomath.BigDecFromDec(sqrtPrice)
+		return osmomath.BigDecFromDecMut(sqrtPrice)
 	}() // 70.710678118654752440
 
 	DefaultSpreadFactor = osmomath.MustNewDecFromStr("0.01")

x/concentrated-liquidity/swapstrategy/swap_strategy.go

@@ -143,7 +143,7 @@ func GetSqrtPriceLimit(priceLimit osmomath.BigDec, zeroForOne bool) (osmomath.Bi
 		if err != nil {
 			return osmomath.BigDec{}, err
 		}
-		return osmomath.BigDecFromDec(sqrtPriceLimit), nil
+		return osmomath.BigDecFromDecMut(sqrtPriceLimit), nil
 	}
 
 	// On the newly extended lower price range, utilize the 36 decimal

x/gamm/pool-models/balancer/pool.go

@@ -645,7 +645,7 @@ func (p Pool) SpotPrice(ctx sdk.Context, quoteAsset, baseAsset string) (spotPric
 	supplyRatio := quote.Token.Amount.ToLegacyDec().Quo(base.Token.Amount.ToLegacyDec())
 	spotPriceDec := supplyRatio.Mul(invWeightRatio)
 
-	return osmomath.BigDecFromDec(spotPriceDec), err
+	return osmomath.BigDecFromDecMut(spotPriceDec), err
 }
 
 // calcPoolOutGivenSingleIn - balance pAo.

x/gamm/pool-models/stableswap/amm.go

@@ -178,7 +178,7 @@ func (p Pool) spotPrice(quoteDenom, baseDenom string) (spotPrice osmomath.Dec, e
 }
 
 func oneMinus(spreadFactor osmomath.Dec) osmomath.BigDec {
-	return osmomath.BigDecFromDec(osmomath.OneDec().Sub(spreadFactor))
+	return osmomath.BigDecFromDecMut(osmomath.OneDec().SubMut(spreadFactor))
 }
 
 // calcOutAmtGivenIn calculate amount of specified denom to output from a pool in osmomath.Dec given the input `tokenIn`

x/gamm/pool-models/stableswap/pool.go

@@ -317,7 +317,7 @@ func (p Pool) SpotPrice(ctx sdk.Context, quoteAssetDenom string, baseAssetDenom
 	if err != nil {
 		return osmomath.BigDec{}, err
 	}
-	return osmomath.BigDecFromDec(spotPriceDec), nil
+	return osmomath.BigDecFromDecMut(spotPriceDec), nil
 }
 
 func (p Pool) Copy() Pool {