Revert "Add quantity_min_tick to DeepBook. Quantity must be divisible… (

#17937) …… (#17927) … by this amount, rather than lot_size. (#17335)" This reverts commit d2425d6. Describe the changes or additions included in this PR. How did you test the new or updated feature? --- Check each box that your changes affect. If none of the boxes relate to your changes, release notes aren't required. For each box you select, include information after the relevant heading that describes the impact of your changes that a user might notice and any actions they must take to implement updates. - [ ] Protocol: - [ ] Nodes (Validators and Full nodes): - [ ] Indexer: - [ ] JSON-RPC: - [ ] GraphQL: - [ ] CLI: - [ ] Rust SDK: --------- ## Description Describe the changes or additions included in this PR. ## Test plan How did you test the new or updated feature? --- ## Release notes Check each box that your changes affect. If none of the boxes relate to your changes, release notes aren't required. For each box you select, include information after the relevant heading that describes the impact of your changes that a user might notice and any actions they must take to implement updates. - [ ] Protocol: - [ ] Nodes (Validators and Full nodes): - [ ] Indexer: - [ ] JSON-RPC: - [ ] GraphQL: - [ ] CLI: - [ ] Rust SDK: --------- Co-authored-by: Timothy Zakian <[email protected]> Co-authored-by: Mark Logan <[email protected]>
MystenLabs · May 27, 2024 · b0138f3 · b0138f3
1 parent e3ace09
commit b0138f3
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diff --git a/.github/workflows/rust.yml b/.github/workflows/rust.yml
@@ -231,6 +231,7 @@ jobs:
     runs-on: [ubuntu-ghcloud]
     env:
       MSIM_WATCHDOG_TIMEOUT_MS: 60000
+      MSIM_TEST_SEED: 2
     steps:
       - uses: actions/checkout@b4ffde65f46336ab88eb53be808477a3936bae11 # Pin v4.1.1
       - uses: taiki-e/install-action@nextest

diff --git a/crates/sui-framework/docs/deepbook/clob_v2.md b/crates/sui-framework/docs/deepbook/clob_v2.md
diff --git a/crates/sui-framework/packages/deepbook/sources/clob_v2.move b/crates/sui-framework/packages/deepbook/sources/clob_v2.move
@@ -36,7 +36,7 @@ module deepbook::clob_v2 {
     const EInvalidPair: u64 = 16;
     const EInvalidFee: u64 = 18;
     const EInvalidExpireTimestamp: u64 = 19;
-    const EInvalidTickSizeMinSize: u64 = 20;
+    const EInvalidTickSizeLotSize: u64 = 20;
     const EInvalidSelfMatchingPreventionArg: u64 = 21;
 
     // <<<<<<<<<<<<<<<<<<<<<<<< Error codes <<<<<<<<<<<<<<<<<<<<<<<<
@@ -58,8 +58,6 @@ module deepbook::clob_v2 {
     const MIN_ASK_ORDER_ID: u64 = 1 << 63;
     const MIN_PRICE: u64 = 0;
     const MAX_PRICE: u64 = (1u128 << 64 - 1) as u64;
-    // Trade quantities must be in multiples of 1000. The lot_size in the pool structs is used as min_size.
-    const LOT_SIZE: u64 = 1000;
     #[test_only]
     const TIMESTAMP_INF: u64 = (1u128 << 64 - 1) as u64;
     const REFERENCE_TAKER_FEE_RATE: u64 = 2_500_000;
@@ -82,7 +80,7 @@ module deepbook::clob_v2 {
         // 10^9 scaling
         maker_rebate_rate: u64,
         tick_size: u64,
-        lot_size: u64, // lot_size in this context is the minimum trade size.
+        lot_size: u64,
     }
 
     /// Emitted when a maker order is injected into the order book.
@@ -253,7 +251,7 @@ module deepbook::clob_v2 {
         // 10^9 scaling
         maker_rebate_rate: u64,
         tick_size: u64,
-        lot_size: u64, // lot_size in this context is the minimum trade size.
+        lot_size: u64,
         // other pool info
         base_custodian: Custodian<BaseAsset>,
         quote_custodian: Custodian<QuoteAsset>,
@@ -344,15 +342,15 @@ module deepbook::clob_v2 {
         taker_fee_rate: u64,
         maker_rebate_rate: u64,
         tick_size: u64,
-        min_size: u64,
+        lot_size: u64,
         creation_fee: Balance<SUI>,
         ctx: &mut TxContext,
     ) {
         let (pool, pool_owner_cap) = create_pool_with_return_<BaseAsset, QuoteAsset>(
             taker_fee_rate,
             maker_rebate_rate,
             tick_size,
-            min_size,
+            lot_size,
             creation_fee,
             ctx
         );
@@ -363,13 +361,13 @@ module deepbook::clob_v2 {
 
     public fun create_pool<BaseAsset, QuoteAsset>(
         tick_size: u64,
-        min_size: u64,
+        lot_size: u64,
         creation_fee: Coin<SUI>,
         ctx: &mut TxContext,
     ) {
         create_customized_pool<BaseAsset, QuoteAsset>(
             tick_size,
-            min_size,
+            lot_size,
             REFERENCE_TAKER_FEE_RATE,
             REFERENCE_MAKER_REBATE_RATE,
             creation_fee,
@@ -382,7 +380,7 @@ module deepbook::clob_v2 {
     /// Taker_fee_rate of 0.25% should be 2_500_000 for example
     public fun create_customized_pool<BaseAsset, QuoteAsset>(
         tick_size: u64,
-        min_size: u64,
+        lot_size: u64,
         taker_fee_rate: u64,
         maker_rebate_rate: u64,
         creation_fee: Coin<SUI>,
@@ -392,7 +390,7 @@ module deepbook::clob_v2 {
             taker_fee_rate,
             maker_rebate_rate,
             tick_size,
-            min_size,
+            lot_size,
             coin::into_balance(creation_fee),
             ctx
         )
@@ -403,7 +401,7 @@ module deepbook::clob_v2 {
         taker_fee_rate: u64,
         maker_rebate_rate: u64,
         tick_size: u64,
-        min_size: u64,
+        lot_size: u64,
         creation_fee: Balance<SUI>,
         ctx: &mut TxContext,
     ): (Pool<BaseAsset, QuoteAsset>, PoolOwnerCap) {
@@ -412,7 +410,7 @@ module deepbook::clob_v2 {
         let base_type_name = type_name::get<BaseAsset>();
         let quote_type_name = type_name::get<QuoteAsset>();
 
-        assert!(clob_math::unsafe_mul(min_size, tick_size) > 0, EInvalidTickSizeMinSize);
+        assert!(clob_math::unsafe_mul(lot_size, tick_size) > 0, EInvalidTickSizeLotSize);
         assert!(base_type_name != quote_type_name, EInvalidPair);
         assert!(taker_fee_rate >= maker_rebate_rate, EInvalidFeeRateRebateRate);
 
@@ -431,7 +429,7 @@ module deepbook::clob_v2 {
             taker_fee_rate,
             maker_rebate_rate,
             tick_size,
-            lot_size: min_size,
+            lot_size,
         });
         (Pool<BaseAsset, QuoteAsset> {
             id: pool_uid,
@@ -443,7 +441,7 @@ module deepbook::clob_v2 {
             taker_fee_rate,
             maker_rebate_rate,
             tick_size,
-            lot_size: min_size,
+            lot_size,
             base_custodian: custodian::new<BaseAsset>(ctx),
             quote_custodian: custodian::new<QuoteAsset>(ctx),
             creation_fee,
@@ -455,13 +453,13 @@ module deepbook::clob_v2 {
     /// Function for creating an external pool. This API can be used to wrap deepbook pools into other objects.
     public fun create_pool_with_return<BaseAsset, QuoteAsset>(
         tick_size: u64,
-        min_size: u64,
+        lot_size: u64,
         creation_fee: Coin<SUI>,
         ctx: &mut TxContext,
     ): Pool<BaseAsset, QuoteAsset> {
         create_customized_pool_with_return<BaseAsset, QuoteAsset>(
             tick_size,
-            min_size,
+            lot_size,
             REFERENCE_TAKER_FEE_RATE,
             REFERENCE_MAKER_REBATE_RATE,
             creation_fee,
@@ -475,7 +473,7 @@ module deepbook::clob_v2 {
     /// Taker_fee_rate of 0.25% should be 2_500_000 for example
     public fun create_customized_pool_with_return<BaseAsset, QuoteAsset>(
         tick_size: u64,
-        min_size: u64,
+        lot_size: u64,
         taker_fee_rate: u64,
         maker_rebate_rate: u64,
         creation_fee: Coin<SUI>,
@@ -485,7 +483,7 @@ module deepbook::clob_v2 {
             taker_fee_rate,
             maker_rebate_rate,
             tick_size,
-            min_size,
+            lot_size,
             coin::into_balance(creation_fee),
             ctx
         );
@@ -498,7 +496,7 @@ module deepbook::clob_v2 {
     /// so with this function.
     public fun create_customized_pool_v2<BaseAsset, QuoteAsset>(
         tick_size: u64,
-        min_size: u64,
+        lot_size: u64,
         taker_fee_rate: u64,
         maker_rebate_rate: u64,
         creation_fee: Coin<SUI>,
@@ -508,7 +506,7 @@ module deepbook::clob_v2 {
             taker_fee_rate,
             maker_rebate_rate,
             tick_size,
-            min_size,
+            lot_size,
             coin::into_balance(creation_fee),
             ctx
         )
@@ -776,8 +774,8 @@ module deepbook::clob_v2 {
                             filled_quote_quantity_without_commission,
                             maker_order.price
                         );
-                        let filled_base_lot = filled_base_quantity / LOT_SIZE;
-                        filled_base_quantity = filled_base_lot * LOT_SIZE;
+                        let filled_base_lot = filled_base_quantity / pool.lot_size;
+                        filled_base_quantity = filled_base_lot * pool.lot_size;
                         // filled_quote_quantity_without_commission = 0 is permitted here since filled_base_quantity could be 0
                         filled_quote_quantity_without_commission = clob_math::unsafe_mul(
                             filled_base_quantity,
@@ -1300,8 +1298,7 @@ module deepbook::clob_v2 {
         // We start with the bid PriceLevel with the highest price by calling max_leaf on the bids Critbit Tree.
         // The inner loop for iterating over the open orders in ascending orders of order id is the same as above.
         // Then iterate over the price levels in descending order until the market order is completely filled.
-        let min_size = pool.lot_size;
-        assert!(quantity >= min_size && quantity % LOT_SIZE == 0, EInvalidQuantity);
+        assert!(quantity % pool.lot_size == 0, EInvalidQuantity);
         assert!(quantity != 0, EInvalidQuantity);
         let metadata;
         if (is_bid) {
@@ -1512,8 +1509,7 @@ module deepbook::clob_v2 {
         assert!(quantity > 0, EInvalidQuantity);
         assert!(price > 0, EInvalidPrice);
         assert!(price % pool.tick_size == 0, EInvalidPrice);
-        let min_size = pool.lot_size;
-        assert!(quantity >= min_size && quantity % LOT_SIZE == 0, EInvalidQuantity);
+        assert!(quantity % pool.lot_size == 0, EInvalidQuantity);
         assert!(expire_timestamp > clock::timestamp_ms(clock), EInvalidExpireTimestamp);
         let owner = account_owner(account_cap);
         let original_quantity = quantity;
@@ -2246,12 +2242,12 @@ module deepbook::clob_v2 {
     #[test_only] public struct USD {}
 
     #[test_only]
-    public fun setup_test_with_tick_min(
+    public fun setup_test_with_tick_lot(
         taker_fee_rate: u64,
         maker_rebate_rate: u64,
         // tick size with scaling
         tick_size: u64,
-        min_size: u64,
+        lot_size: u64,
         scenario: &mut Scenario,
         sender: address,
     ) {
@@ -2266,7 +2262,7 @@ module deepbook::clob_v2 {
                 taker_fee_rate,
                 maker_rebate_rate,
                 tick_size,
-                min_size,
+                lot_size,
                 balance::create_for_testing(FEE_AMOUNT_FOR_CREATE_POOL),
                 test_scenario::ctx(scenario)
             );
@@ -2288,12 +2284,12 @@ module deepbook::clob_v2 {
     }
 
     #[test_only]
-    public fun setup_test_with_tick_min_and_wrapped_pool(
+    public fun setup_test_with_tick_lot_and_wrapped_pool(
         taker_fee_rate: u64,
         maker_rebate_rate: u64,
         // tick size with scaling
         tick_size: u64,
-        min_size: u64,
+        lot_size: u64,
         scenario: &mut Scenario,
         sender: address,
     ) {
@@ -2308,7 +2304,7 @@ module deepbook::clob_v2 {
                 taker_fee_rate,
                 maker_rebate_rate,
                 tick_size,
-                min_size,
+                lot_size,
                 balance::create_for_testing(FEE_AMOUNT_FOR_CREATE_POOL),
                 test_scenario::ctx(scenario)
             );
@@ -2327,7 +2323,7 @@ module deepbook::clob_v2 {
         scenario: &mut Scenario,
         sender: address,
     ) {
-        setup_test_with_tick_min(
+        setup_test_with_tick_lot(
             taker_fee_rate,
             maker_rebate_rate,
             1 * FLOAT_SCALING,
@@ -2344,7 +2340,7 @@ module deepbook::clob_v2 {
         scenario: &mut Scenario,
         sender: address,
     ) {
-        setup_test_with_tick_min_and_wrapped_pool(
+        setup_test_with_tick_lot_and_wrapped_pool(
             taker_fee_rate,
             maker_rebate_rate,
             1 * FLOAT_SCALING,
@@ -3175,8 +3171,8 @@ module deepbook::clob_v2 {
     }
 
     #[test]
-    #[expected_failure(abort_code = EInvalidTickSizeMinSize)]
-    fun test_create_pool_invalid_tick_size_min_size() {
+    #[expected_failure(abort_code = EInvalidTickSizeLotSize)]
+    fun test_create_pool_invalid_tick_size_lot_size() {
         let owner: address = @0xAAAA;
         let mut test = test_scenario::begin(owner);
         test_scenario::next_tx(&mut test, owner);