Wire InGivenOut APIs to /custom-direct-quote

domain/candidate_routes.go

@@ -65,10 +65,15 @@ var (
 
 // CandidateRouteSearcher is the interface for finding candidate routes.
 type CandidateRouteSearcher interface {
-	// FindCandidateRoutes finds candidate routes for a given tokenIn and tokenOutDenom
+	// FindCandidateRoutesOutGivenIn finds candidate routes for a given tokenIn and tokenOutDenom
 	// using the given options.
 	// Returns the candidate routes and an error if any.
-	FindCandidateRoutes(tokenIn sdk.Coin, tokenOutDenom string, options CandidateRouteSearchOptions) (ingesttypes.CandidateRoutes, error)
+	FindCandidateRoutesOutGivenIn(tokenIn sdk.Coin, tokenOutDenom string, options CandidateRouteSearchOptions) (ingesttypes.CandidateRoutes, error)
+
+	// FindCandidateRoutesOutGivenIn finds candidate routes for a given tokenOut and tokenInDenom
+	// using the given options.
+	// Returns the candidate routes and an error if any.
+	FindCandidateRoutesInGivenOut(tokenOut sdk.Coin, tokenInDenom string, options CandidateRouteSearchOptions) (ingesttypes.CandidateRoutes, error)
 }
 
 // CandidateRouteDenomData represents the data for a candidate route for a given denom.

domain/mocks/candidate_route_finder_mock.go

@@ -13,7 +13,12 @@ type CandidateRouteFinderMock struct {
 
 var _ domain.CandidateRouteSearcher = CandidateRouteFinderMock{}
 
-// FindCandidateRoutes implements domain.CandidateRouteSearcher.
-func (c CandidateRouteFinderMock) FindCandidateRoutes(tokenIn types.Coin, tokenOutDenom string, options domain.CandidateRouteSearchOptions) (ingesttypes.CandidateRoutes, error) {
+// FindCandidateRoutesOutGivenIn implements domain.CandidateRouteSearcher.
+func (c CandidateRouteFinderMock) FindCandidateRoutesOutGivenIn(tokenIn types.Coin, tokenOutDenom string, options domain.CandidateRouteSearchOptions) (ingesttypes.CandidateRoutes, error) {
+	return c.Routes, c.Error
+}
+
+// FindCandidateRoutesInGivenOut implements domain.CandidateRouteSearcher.
+func (c CandidateRouteFinderMock) FindCandidateRoutesInGivenOut(tokenOut types.Coin, tokenInDenom string, options domain.CandidateRouteSearchOptions) (ingesttypes.CandidateRoutes, error) {
 	return c.Routes, c.Error
 }

domain/mocks/quote_mock.go

@@ -11,7 +11,7 @@ import (
 
 type MockQuote struct {
 	GetAmountInFunc  func() types.Coin
-	GetAmountOutFunc func() math.Int
+	GetAmountOutFunc func() types.Coin
 	GetRouteFunc     func() []domain.SplitRoute
 }
 
@@ -25,7 +25,7 @@ func (m *MockQuote) GetAmountIn() types.Coin {
 }
 
 // GetAmountOut implements domain.Quote.
-func (m *MockQuote) GetAmountOut() math.Int {
+func (m *MockQuote) GetAmountOut() types.Coin {
 	if m.GetAmountOutFunc != nil {
 		return m.GetAmountOutFunc()
 	}

domain/mocks/quote_simulator_mock.go

@@ -12,7 +12,7 @@ type QuoteSimulatorMock struct {
 }
 
 // SimulateQuote implements domain.QuoteSimulator.
-func (q *QuoteSimulatorMock) SimulateQuote(ctx context.Context, quote domain.Quote, slippageToleranceMultiplier math.LegacyDec, simulatorAddress string) domain.TxFeeInfo {
+func (q *QuoteSimulatorMock) SimulateQuoteOutGivenIn(ctx context.Context, quote domain.Quote, slippageToleranceMultiplier math.LegacyDec, simulatorAddress string) domain.TxFeeInfo {
 	if q.SimulateQuoteFn != nil {
 		return q.SimulateQuoteFn(ctx, quote, slippageToleranceMultiplier, simulatorAddress)
 	}

domain/mocks/route_mock.go

@@ -10,13 +10,15 @@ import (
 )
 
 type RouteMock struct {
-	CalculateTokenOutByTokenInFunc      func(ctx context.Context, tokenIn types.Coin) (types.Coin, error)
-	ContainsGeneralizedCosmWasmPoolFunc func() bool
-	GetPoolsFunc                        func() []domain.RoutablePool
-	GetTokenOutDenomFunc                func() string
-	GetTokenInDenomFunc                 func() string
-	PrepareResultPoolsFunc              func(ctx context.Context, tokenIn types.Coin, logger log.Logger) ([]domain.RoutablePool, math.LegacyDec, math.LegacyDec, error)
-	StringFunc                          func() string
+	CalculateTokenOutByTokenInFunc       func(ctx context.Context, tokenIn types.Coin) (types.Coin, error)
+	CalculateTokenInByTokenOutFunc       func(ctx context.Context, tokenOut types.Coin) (types.Coin, error)
+	ContainsGeneralizedCosmWasmPoolFunc  func() bool
+	GetPoolsFunc                         func() []domain.RoutablePool
+	GetTokenOutDenomFunc                 func() string
+	GetTokenInDenomFunc                  func() string
+	PrepareResultPoolsExactAmountInFunc  func(ctx context.Context, tokenIn types.Coin, logger log.Logger) ([]domain.RoutablePool, math.LegacyDec, math.LegacyDec, error)
+	PrepareResultPoolsExactAmountOutFunc func(ctx context.Context, tokenOut types.Coin, logger log.Logger) ([]domain.RoutablePool, math.LegacyDec, math.LegacyDec, error)
+	StringFunc                           func() string
 
 	GetAmountInFunc  func() math.Int
 	GetAmountOutFunc func() math.Int
@@ -31,6 +33,15 @@ func (r *RouteMock) CalculateTokenOutByTokenIn(ctx context.Context, tokenIn type
 	panic("unimplemented")
 }
 
+// CalculateTokenOutByTokenIn implements domain.Route.
+func (r *RouteMock) CalculateTokenInByTokenOut(ctx context.Context, tokenOut types.Coin) (types.Coin, error) {
+	if r.CalculateTokenInByTokenOutFunc != nil {
+		return r.CalculateTokenInByTokenOutFunc(ctx, tokenOut)
+	}
+
+	panic("unimplemented")
+}
+
 // ContainsGeneralizedCosmWasmPool implements domain.Route.
 func (r *RouteMock) ContainsGeneralizedCosmWasmPool() bool {
 	if r.ContainsGeneralizedCosmWasmPoolFunc != nil {
@@ -67,10 +78,17 @@ func (r *RouteMock) GetTokenInDenom() string {
 	panic("unimplemented")
 }
 
-// PrepareResultPools implements domain.Route.
-func (r *RouteMock) PrepareResultPools(ctx context.Context, tokenIn types.Coin, logger log.Logger) ([]domain.RoutablePool, math.LegacyDec, math.LegacyDec, error) {
-	if r.PrepareResultPoolsFunc != nil {
-		return r.PrepareResultPoolsFunc(ctx, tokenIn, logger)
+// PrepareResultPoolsExactAmountIn implements domain.Route.
+func (r *RouteMock) PrepareResultPoolsExactAmountIn(ctx context.Context, tokenIn types.Coin, logger log.Logger) ([]domain.RoutablePool, math.LegacyDec, math.LegacyDec, error) {
+	if r.PrepareResultPoolsExactAmountInFunc != nil {
+		return r.PrepareResultPoolsExactAmountInFunc(ctx, tokenIn, logger)
+	}
+
+	panic("unimplemented")
+}
+func (r *RouteMock) PrepareResultPoolsExactAmountOut(ctx context.Context, tokenIn types.Coin, logger log.Logger) ([]domain.RoutablePool, math.LegacyDec, math.LegacyDec, error) {
+	if r.PrepareResultPoolsExactAmountOutFunc != nil {
+		return r.PrepareResultPoolsExactAmountOutFunc(ctx, tokenIn, logger)
 	}
 
 	panic("unimplemented")

domain/mocks/router_usecase_mock.go

@@ -21,7 +21,8 @@ type RouterUsecaseMock struct {
 	GetOptimalQuoteFunc                          func(ctx context.Context, tokenIn sdk.Coin, tokenOutDenom string, opts ...domain.RouterOption) (domain.Quote, error)
 	GetOptimalQuoteInGivenOutFunc                func(ctx context.Context, tokenOut sdk.Coin, tokenInDenom string, opts ...domain.RouterOption) (domain.Quote, error)
 	GetBestSingleRouteQuoteFunc                  func(ctx context.Context, tokenIn sdk.Coin, tokenOutDenom string) (domain.Quote, error)
-	GetCustomDirectQuoteFunc                     func(ctx context.Context, tokenIn sdk.Coin, tokenOutDenom string, poolID uint64) (domain.Quote, error)
+	GetCustomDirectQuoteOutGivenInFunc           func(ctx context.Context, tokenIn sdk.Coin, tokenOutDenom string, poolID uint64) (domain.Quote, error)
+	GetCustomDirectQuoteInGivenOutFunc           func(ctx context.Context, tokenOut sdk.Coin, tokenInDenom string, poolID uint64) (domain.Quote, error)
 	GetCustomDirectQuoteMultiPoolFunc            func(ctx context.Context, tokenIn sdk.Coin, tokenOutDenom []string, poolIDs []uint64) (domain.Quote, error)
 	GetCustomDirectQuoteMultiPoolInGivenOutFunc  func(ctx context.Context, tokenOut sdk.Coin, tokenInDenom []string, poolIDs []uint64) (domain.Quote, error)
 	GetCandidateRoutesFunc                       func(ctx context.Context, tokenIn sdk.Coin, tokenOutDenom string) (ingesttypes.CandidateRoutes, error)
@@ -66,7 +67,7 @@ func (m *RouterUsecaseMock) GetPoolSpotPrice(ctx context.Context, poolID uint64,
 	return osmomath.BigDec{}, nil
 }
 
-func (m *RouterUsecaseMock) GetOptimalQuote(ctx context.Context, tokenIn sdk.Coin, tokenOutDenom string, opts ...domain.RouterOption) (domain.Quote, error) {
+func (m *RouterUsecaseMock) GetOptimalQuoteOutGivenIn(ctx context.Context, tokenIn sdk.Coin, tokenOutDenom string, opts ...domain.RouterOption) (domain.Quote, error) {
 	if m.GetOptimalQuoteFunc != nil {
 		return m.GetOptimalQuoteFunc(ctx, tokenIn, tokenOutDenom, opts...)
 	}
@@ -87,14 +88,21 @@ func (m *RouterUsecaseMock) GetBestSingleRouteQuote(ctx context.Context, tokenIn
 	panic("unimplemented")
 }
 
-func (m *RouterUsecaseMock) GetCustomDirectQuote(ctx context.Context, tokenIn sdk.Coin, tokenOutDenom string, poolID uint64) (domain.Quote, error) {
-	if m.GetCustomDirectQuoteFunc != nil {
-		return m.GetCustomDirectQuoteFunc(ctx, tokenIn, tokenOutDenom, poolID)
+func (m *RouterUsecaseMock) GetCustomDirectQuoteOutGivenIn(ctx context.Context, tokenIn sdk.Coin, tokenOutDenom string, poolID uint64) (domain.Quote, error) {
+	if m.GetCustomDirectQuoteOutGivenInFunc != nil {
+		return m.GetCustomDirectQuoteOutGivenInFunc(ctx, tokenIn, tokenOutDenom, poolID)
 	}
 	panic("unimplemented")
 }
 
-func (m *RouterUsecaseMock) GetCustomDirectQuoteMultiPool(ctx context.Context, tokenIn sdk.Coin, tokenOutDenom []string, poolIDs []uint64) (domain.Quote, error) {
+func (m *RouterUsecaseMock) GetCustomDirectQuoteInGivenOut(ctx context.Context, tokenOut sdk.Coin, tokenInDenom string, poolID uint64) (domain.Quote, error) {
+	if m.GetCustomDirectQuoteInGivenOutFunc != nil {
+		return m.GetCustomDirectQuoteInGivenOutFunc(ctx, tokenOut, tokenInDenom, poolID)
+	}
+	panic("unimplemented")
+}
+
+func (m *RouterUsecaseMock) GetCustomDirectQuoteMultiPoolOutGivenIn(ctx context.Context, tokenIn sdk.Coin, tokenOutDenom []string, poolIDs []uint64) (domain.Quote, error) {
 	if m.GetCustomDirectQuoteMultiPoolFunc != nil {
 		return m.GetCustomDirectQuoteMultiPoolFunc(ctx, tokenIn, tokenOutDenom, poolIDs)
 	}

domain/mvc/router.go

@@ -59,19 +59,25 @@ type SimpleRouterUsecase interface {
 type RouterUsecase interface {
 	SimpleRouterUsecase
 
-	// GetOptimalQuote returns the optimal quote for the given tokenIn and tokenOutDenom.
-	GetOptimalQuote(ctx context.Context, tokenIn sdk.Coin, tokenOutDenom string, opts ...domain.RouterOption) (domain.Quote, error)
+	// GetOptimalQuoteOutGivenIn returns the optimal quote for the given tokenIn and tokenOutDenom.
+	GetOptimalQuoteOutGivenIn(ctx context.Context, tokenIn sdk.Coin, tokenOutDenom string, opts ...domain.RouterOption) (domain.Quote, error)
 
 	// GetOptimalQuoteInGivenOut returns the optimal quote for the given token swap method exact amount out.
 	GetOptimalQuoteInGivenOut(ctx context.Context, tokenOut sdk.Coin, tokenInDenom string, opts ...domain.RouterOption) (domain.Quote, error)
 
-	// GetCustomDirectQuote returns the custom direct quote for the given tokenIn, tokenOutDenom and poolID.
+	// GetCustomDirectQuoteOutGivenIn returns the custom direct quote for the given tokenIn, tokenOutDenom and poolID.
 	// It does not search for the route. It directly computes the quote for the given poolID.
 	// This allows to bypass a min liquidity requirement in the router when attempting to swap over a specific pool.
-	GetCustomDirectQuote(ctx context.Context, tokenIn sdk.Coin, tokenOutDenom string, poolID uint64) (domain.Quote, error)
-	// GetCustomDirectQuoteMultiPool calculates direct custom quote for given tokenIn and tokenOutDenom over given poolID route.
+	GetCustomDirectQuoteOutGivenIn(ctx context.Context, tokenIn sdk.Coin, tokenOutDenom string, poolID uint64) (domain.Quote, error)
+
+	// GetCustomDirectQuoteInGivenOut returns the custom direct quote for the given tokenOut, tokenInDenom and poolID.
+	// It does not search for the route. It directly computes the quote for the given poolID.
+	// This allows to bypass a min liquidity requirement in the router when attempting to swap over a specific pool.
+	GetCustomDirectQuoteInGivenOut(ctx context.Context, tokenOut sdk.Coin, tokenInDenom string, poolID uint64) (domain.Quote, error)
+
+	// GetCustomDirectQuoteMultiPoolOutGivenIn calculates direct custom quote for given tokenIn and tokenOutDenom over given poolID route.
 	// Underlying implementation uses GetCustomDirectQuote.
-	GetCustomDirectQuoteMultiPool(ctx context.Context, tokenIn sdk.Coin, tokenOutDenom []string, poolIDs []uint64) (domain.Quote, error)
+	GetCustomDirectQuoteMultiPoolOutGivenIn(ctx context.Context, tokenIn sdk.Coin, tokenOutDenom []string, poolIDs []uint64) (domain.Quote, error)
 	// GetCustomDirectQuoteMultiPool calculates direct custom quote for given tokenOut and tokenInDenom over given poolID route.
 	// Underlying implementation uses GetCustomDirectQuote.
 	GetCustomDirectQuoteMultiPoolInGivenOut(ctx context.Context, tokenOut sdk.Coin, tokenInDenom []string, poolIDs []uint64) (domain.Quote, error)

domain/quote_simulator.go

@@ -13,5 +13,5 @@ type QuoteSimulator interface {
 	// - Only direct (non-split) quotes are supported.
 	// Retursn error if:
 	// - Simulator address does not have enough funds to pay for the quote.
-	SimulateQuote(ctx context.Context, quote Quote, slippageToleranceMultiplier osmomath.Dec, simulatorAddress string) TxFeeInfo
+	SimulateQuoteOutGivenIn(ctx context.Context, quote Quote, slippageToleranceMultiplier osmomath.Dec, simulatorAddress string) TxFeeInfo
 }

domain/route_test.go

@@ -132,7 +132,7 @@ func (s *RouterTestSuite) TestPrepareResultPools() {
 		s.Run(name, func() {
 
 			// Note: token in is chosen arbitrarily since it is irrelevant for this test
-			actualPools, _, _, err := tc.route.PrepareResultPools(context.TODO(), sdk.NewCoin(DenomTwo, DefaultAmt0), &log.NoOpLogger{})
+			actualPools, _, _, err := tc.route.PrepareResultPoolsExactAmountIn(context.TODO(), sdk.NewCoin(DenomTwo, DefaultAmt0), &log.NoOpLogger{})
 			s.Require().NoError(err)
 
 			s.ValidateRoutePools(tc.expectedPools, actualPools)

domain/router.go

@@ -30,6 +30,10 @@ type Route interface {
 	// Returns error if the calculation fails.
 	CalculateTokenOutByTokenIn(ctx context.Context, tokenIn sdk.Coin) (sdk.Coin, error)
 
+	// CalculateTokenInByTokenOut calculates the token out amount given the token in amount.
+	// Returns error if the calculation fails.
+	CalculateTokenInByTokenOut(ctx context.Context, tokenOut sdk.Coin) (sdk.Coin, error)
+
 	// Returns token out denom of the last pool in the route.
 	// If route is empty, returns empty string.
 	GetTokenOutDenom() string
@@ -38,15 +42,17 @@ type Route interface {
 	// If route is empty, returns empty string.
 	GetTokenInDenom() string
 
-	// PrepareResultPools strips away unnecessary fields
+	// PrepareResultPoolsExactAmountIn strips away unnecessary fields
 	// from each pool in the route,
 	// leaving only the data needed by client
 	// Runs the quote logic one final time to compute the effective spot price.
 	// Note that it mutates the route.
 	// Computes the spot price of the route.
 	// Returns the spot price before swap and effective spot price.
 	// The token in is the base token and the token out is the quote token.
-	PrepareResultPools(ctx context.Context, tokenIn sdk.Coin, logger log.Logger) ([]RoutablePool, osmomath.Dec, osmomath.Dec, error)
+	PrepareResultPoolsExactAmountIn(ctx context.Context, tokenIn sdk.Coin, logger log.Logger) ([]RoutablePool, osmomath.Dec, osmomath.Dec, error)
+
+	PrepareResultPoolsExactAmountOut(ctx context.Context, tokenOut sdk.Coin, logger log.Logger) ([]RoutablePool, osmomath.Dec, osmomath.Dec, error)
 
 	String() string
 }
@@ -59,7 +65,7 @@ type SplitRoute interface {
 
 type Quote interface {
 	GetAmountIn() sdk.Coin
-	GetAmountOut() osmomath.Int
+	GetAmountOut() sdk.Coin
 	GetRoute() []SplitRoute
 	GetEffectiveFee() osmomath.Dec
 	GetPriceImpact() osmomath.Dec

ingest/usecase/plugins/orderbook/fillbot/cyclic_arb.go

@@ -19,13 +19,13 @@ func (o *orderbookFillerIngestPlugin) estimateCyclicArb(ctx blockctx.BlockCtxI,
 
 	goCtx := ctx.AsGoCtx()
 
-	baseInOrderbookQuote, err := o.routerUseCase.GetCustomDirectQuote(goCtx, coinIn, denomOut, canonicalOrderbookPoolId)
+	baseInOrderbookQuote, err := o.routerUseCase.GetCustomDirectQuoteOutGivenIn(goCtx, coinIn, denomOut, canonicalOrderbookPoolId)
 	if err != nil {
 		return osmomath.Int{}, nil, err
 	}
 
 	// Make it $10 in USDC terms for quoteDenom
-	quoteInCoin := sdk.NewCoin(denomOut, baseInOrderbookQuote.GetAmountOut())
+	quoteInCoin := sdk.NewCoin(denomOut, baseInOrderbookQuote.GetAmountOut().Amount)
 	cyclicArbQuote, err := o.routerUseCase.GetSimpleQuote(goCtx, quoteInCoin, coinIn.Denom, domain.WithDisableSplitRoutes())
 	if err != nil {
 		return osmomath.Int{}, nil, err
@@ -45,7 +45,7 @@ func (o *orderbookFillerIngestPlugin) estimateCyclicArb(ctx blockctx.BlockCtxI,
 
 	fullCyclicArbRoute := append(routeThere[0].GetPools(), routeBack[0].GetPools()...)
 
-	return inverseAmountIn, fullCyclicArbRoute, nil
+	return inverseAmountIn.Amount, fullCyclicArbRoute, nil
 }
 
 // validateArb validates the arb opportunity by constructing a route from SQS router and then simulating it against chain.

pools/usecase/pools_usecase_test.go

@@ -256,9 +256,9 @@ func (s *PoolsUsecaseTestSuite) TestGetRoutesFromCandidates() {
 				// helper method for validation.
 				// Note token in is chosen arbitrarily since it is irrelevant for this test
 				tokenIn := sdk.NewCoin(tc.tokenInDenom, osmomath.NewInt(100))
-				actualPools, _, _, err := actualRoute.PrepareResultPools(context.TODO(), tokenIn, logger)
+				actualPools, _, _, err := actualRoute.PrepareResultPoolsExactAmountIn(context.TODO(), tokenIn, logger)
 				s.Require().NoError(err)
-				expectedPools, _, _, err := expectedRoute.PrepareResultPools(context.TODO(), tokenIn, logger)
+				expectedPools, _, _, err := expectedRoute.PrepareResultPoolsExactAmountIn(context.TODO(), tokenIn, logger)
 				s.Require().NoError(err)
 
 				// Validates:

quotesimulator/quote_simulator.go

@@ -31,7 +31,7 @@ func NewQuoteSimulator(msgSimulator tx.MsgSimulator, encodingConfig params.Encod
 }
 
 // SimulateQuote implements domain.QuoteSimulator
-func (q *quoteSimulator) SimulateQuote(ctx context.Context, quote domain.Quote, slippageToleranceMultiplier osmomath.Dec, simulatorAddress string) domain.TxFeeInfo {
+func (q *quoteSimulator) SimulateQuoteOutGivenIn(ctx context.Context, quote domain.Quote, slippageToleranceMultiplier osmomath.Dec, simulatorAddress string) domain.TxFeeInfo {
 	route := quote.GetRoute()
 	if len(route) != 1 {
 		return domain.TxFeeInfo{Err: fmt.Sprintf("route length must be 1, got %d", len(route))}
@@ -50,7 +50,7 @@ func (q *quoteSimulator) SimulateQuote(ctx context.Context, quote domain.Quote,
 
 	// Slippage bound from the token in and provided slippage tolerance multiplier
 	tokenOutAmt := quote.GetAmountOut()
-	slippageBound := tokenOutAmt.ToLegacyDec().Mul(slippageToleranceMultiplier).TruncateInt()
+	slippageBound := tokenOutAmt.Amount.ToLegacyDec().Mul(slippageToleranceMultiplier).TruncateInt()
 
 	// Create the swap message
 	swapMsg := &poolmanagertypes.MsgSwapExactAmountIn{

quotesimulator/quote_simulator_test.go

@@ -54,8 +54,8 @@ func TestSimulateQuote(t *testing.T) {
 					return uosmoCoinIn
 				},
 
-				GetAmountOutFunc: func() math.Int {
-					return osmomath.NewInt(200000)
+				GetAmountOutFunc: func() sdk.Coin {
+					return sdk.Coin{Amount: osmomath.NewInt(200000)}
 				},
 
 				GetRouteFunc: func() []domain.SplitRoute {
@@ -112,7 +112,7 @@ func TestSimulateQuote(t *testing.T) {
 			)
 
 			// System under test
-			priceInfo := simulator.SimulateQuote(
+			priceInfo := simulator.SimulateQuoteOutGivenIn(
 				context.Background(),
 				mockQuote,
 				tt.slippageToleranceMultiplier,