test

.github/workflows/protocol-build-and-push-snapshot.yml

@@ -3,6 +3,7 @@ name: Protocol Build & Push Image to AWS ECR
 on:  # yamllint disable-line rule:truthy
   push:
     branches:
+      - roy/roy2
       - main
       - 'release/[a-z]+/v0.[0-9]+.x'  # e.g. release/protocol/v0.1.x
       - 'release/[a-z]+/v[0-9]+.x'  # e.g. release/protocol/v1.x

.github/workflows/protocol-build-and-push.yml

@@ -3,6 +3,7 @@ name: Protocol Build & Push Image to AWS ECR
 on:  # yamllint disable-line rule:truthy
   push:
     branches:
+      - roy/roy2
       - main
       - 'release/[a-z]+/v0.[0-9]+.x'  # e.g. release/protocol/v0.1.x
       - 'release/[a-z]+/v[0-9]+.x'  # e.g. release/protocol/v1.x

protocol/go.mod

@@ -22,6 +22,7 @@ require (
 	github.com/gorilla/mux v1.8.1
 	github.com/grpc-ecosystem/grpc-gateway v1.16.0
 	github.com/h2non/gock v1.2.0
+	github.com/holiman/uint256 v1.2.4 // indirect
 	github.com/ory/dockertest v3.3.5+incompatible
 	github.com/pkg/errors v0.9.1
 	github.com/rakyll/statik v0.1.7
@@ -241,7 +242,6 @@ require (
 	github.com/hashicorp/yamux v0.1.1 // indirect
 	github.com/hdevalence/ed25519consensus v0.1.0 // indirect
 	github.com/hexops/gotextdiff v1.0.3 // indirect
-	github.com/holiman/uint256 v1.2.2-0.20230321075855-87b91420868c // indirect
 	github.com/huandu/skiplist v1.2.0 // indirect
 	github.com/iancoleman/strcase v0.3.0 // indirect
 	github.com/imdario/mergo v0.3.13 // indirect

protocol/go.sum

@@ -932,8 +932,8 @@ github.com/hexops/gotextdiff v1.0.3 h1:gitA9+qJrrTCsiCl7+kh75nPqQt1cx4ZkudSTLoUq
 github.com/hexops/gotextdiff v1.0.3/go.mod h1:pSWU5MAI3yDq+fZBTazCSJysOMbxWL1BSow5/V2vxeg=
 github.com/holiman/bloomfilter/v2 v2.0.3 h1:73e0e/V0tCydx14a0SCYS/EWCxgwLZ18CZcZKVu0fao=
 github.com/holiman/bloomfilter/v2 v2.0.3/go.mod h1:zpoh+gs7qcpqrHr3dB55AMiJwo0iURXE7ZOP9L9hSkA=
-github.com/holiman/uint256 v1.2.2-0.20230321075855-87b91420868c h1:DZfsyhDK1hnSS5lH8l+JggqzEleHteTYfutAiVlSUM8=
-github.com/holiman/uint256 v1.2.2-0.20230321075855-87b91420868c/go.mod h1:SC8Ryt4n+UBbPbIBKaG9zbbDlp4jOru9xFZmPzLUTxw=
+github.com/holiman/uint256 v1.2.4 h1:jUc4Nk8fm9jZabQuqr2JzednajVmBpC+oiTiXZJEApU=
+github.com/holiman/uint256 v1.2.4/go.mod h1:EOMSn4q6Nyt9P6efbI3bueV4e1b3dGlUCXeiRV4ng7E=
 github.com/hpcloud/tail v1.0.0/go.mod h1:ab1qPbhIpdTxEkNHXyeSf5vhxWSCs/tWer42PpOxQnU=
 github.com/huandu/go-assert v1.1.5 h1:fjemmA7sSfYHJD7CUqs9qTwwfdNAx7/j2/ZlHXzNB3c=
 github.com/huandu/go-assert v1.1.5/go.mod h1:yOLvuqZwmcHIC5rIzrBhT7D3Q9c3GFnd0JrPVhn/06U=

protocol/lib/big_math.go

@@ -4,6 +4,8 @@ import (
 	"fmt"
 	"math"
 	"math/big"
+
+	"github.com/holiman/uint256"
 )
 
 // BigMulPow10 returns the result of `val * 10^exponent`, in *big.Rat.
@@ -101,6 +103,11 @@ func BigRatMulPpm(input *big.Rat, ppm uint32) *big.Rat {
 	)
 }
 
+func MulPpmUint256(input *uint256.Int, ppm uint32) *uint256.Int {
+	result := new(uint256.Int).Mul(input, uint256.NewInt(uint64(ppm)))
+	return result.Div(result, uint256.NewInt(1_000_000))
+}
+
 // bigGenericClamp is a helper function for BigRatClamp and BigIntClamp
 // takes an input, upper bound, and lower bound. It returns the result
 // bounded within the upper and lower bound, inclusive.

protocol/lib/quantums.go

@@ -2,6 +2,8 @@ package lib
 
 import (
 	"math/big"
+
+	"github.com/holiman/uint256"
 )
 
 // BaseToQuoteQuantums converts an amount denoted in base quantums, to an equivalent amount denoted in quote
@@ -37,6 +39,20 @@ func BaseToQuoteQuantums(
 	)
 }
 
+func BaseToQuoteQuantumsUint256(
+	baseQuantums *uint256.Int,
+	baseCurrencyAtomicResolution int32,
+	priceValue uint64,
+	priceExponent int32,
+) (bigNotional *uint256.Int) {
+	return multiplyByPriceUint256(
+		baseQuantums,
+		baseCurrencyAtomicResolution,
+		priceValue,
+		priceExponent,
+	)
+}
+
 // QuoteToBaseQuantums converts an amount denoted in quote quantums, to an equivalent amount denoted in base
 // quantums. To determine the equivalent amount, an oracle price is used.
 //
@@ -117,6 +133,22 @@ func multiplyByPrice(
 	)
 }
 
+func multiplyByPriceUint256(
+	value *uint256.Int,
+	baseCurrencyAtomicResolution int32,
+	priceValue uint64,
+	priceExponent int32,
+) (result *uint256.Int) {
+	result = uint256.NewInt(priceValue)
+	result.Mul(result, value)
+
+	// TODO: bad cast
+	power := uint256.NewInt(uint64(priceExponent + baseCurrencyAtomicResolution - QuoteCurrencyAtomicResolution))
+	power.Exp(uint256.NewInt(10), power)
+
+	return result.Mul(result, power)
+}
+
 // FundingRateToIndex converts funding rate (in ppm) to FundingIndex given the oracle price.
 //
 // To get funding index from funding rate, we know that:

protocol/x/assets/keeper/asset.go

@@ -13,6 +13,7 @@ import (
 	"github.com/dydxprotocol/v4-chain/protocol/indexer/indexer_manager"
 	"github.com/dydxprotocol/v4-chain/protocol/lib"
 	"github.com/dydxprotocol/v4-chain/protocol/x/assets/types"
+	"github.com/holiman/uint256"
 )
 
 func (k Keeper) CreateAsset(
@@ -218,6 +219,42 @@ func (k Keeper) GetNetCollateral(
 	return big.NewInt(0), types.ErrNotImplementedMargin
 }
 
+// GetNetCollateral returns the net collateral that a given position (quantums)
+// for a given assetId contributes to an account.
+func (k Keeper) GetNetCollateralUint256(
+	ctx sdk.Context,
+	id uint32,
+	quantums *uint256.Int,
+) (
+	netCollateralQuoteQuantums *uint256.Int,
+	err error,
+) {
+	if id == types.AssetUsdc.Id {
+		return new(uint256.Int).Set(quantums), nil
+	}
+
+	// Get asset
+	_, exists := k.GetAsset(ctx, id)
+	if !exists {
+		return uint256.NewInt(0), errorsmod.Wrap(types.ErrAssetDoesNotExist, lib.UintToString(id))
+	}
+
+	// Balance is zero.
+	if quantums.BitLen() == 0 {
+		return uint256.NewInt(0), nil
+	}
+
+	// Balance is positive.
+	// TODO(DEC-581): add multi-collateral support.
+	if quantums.Sign() == 1 {
+		return uint256.NewInt(0), types.ErrNotImplementedMulticollateral
+	}
+
+	// Balance is negative.
+	// TODO(DEC-582): add margin-trading support.
+	return uint256.NewInt(0), types.ErrNotImplementedMargin
+}
+
 // GetMarginRequirements returns the initial and maintenance margin-
 // requirements for a given position size for a given assetId.
 func (k Keeper) GetMarginRequirements(
@@ -251,6 +288,37 @@ func (k Keeper) GetMarginRequirements(
 	return big.NewInt(0), big.NewInt(0), types.ErrNotImplementedMargin
 }
 
+func (k Keeper) GetMarginRequirementsUint256(
+	ctx sdk.Context,
+	id uint32,
+	bigQuantums *uint256.Int,
+) (
+	bigInitialMarginQuoteQuantums *uint256.Int,
+	bigMaintenanceMarginQuoteQuantums *uint256.Int,
+	err error,
+) {
+	// QuoteBalance does not contribute to any margin requirements.
+	if id == types.AssetUsdc.Id {
+		return uint256.NewInt(0), uint256.NewInt(0), nil
+	}
+
+	// Get asset
+	_, exists := k.GetAsset(ctx, id)
+	if !exists {
+		return uint256.NewInt(0), uint256.NewInt(0), errorsmod.Wrap(
+			types.ErrAssetDoesNotExist, lib.UintToString(id))
+	}
+
+	// Balance is zero or positive.
+	if bigQuantums.Sign() >= 0 {
+		return uint256.NewInt(0), uint256.NewInt(0), nil
+	}
+
+	// Balance is negative.
+	// TODO(DEC-582): margin-trading
+	return uint256.NewInt(0), uint256.NewInt(0), types.ErrNotImplementedMargin
+}
+
 // ConvertAssetToCoin converts the given `assetId` and `quantums` used in `x/asset`,
 // to an `sdk.Coin` in correspoding `denom` and `amount` used in `x/bank`.
 // Also outputs `convertedQuantums` which has the equal value as converted `sdk.Coin`.

protocol/x/clob/keeper/orders.go

@@ -1095,7 +1095,7 @@ func (k Keeper) AddOrderToOrderbookCollatCheck(
 		metrics.Latency,
 	)
 
-	success, successPerSubaccountUpdate, err := k.subaccountsKeeper.CanUpdateSubaccounts(
+	success, successPerSubaccountUpdate, err := k.subaccountsKeeper.CanUpdateSubaccountsUint256(
 		ctx,
 		updates,
 		satypes.Match,

protocol/x/clob/types/expected_keepers.go

@@ -23,6 +23,15 @@ type SubaccountsKeeper interface {
 		successPerUpdate []satypes.UpdateResult,
 		err error,
 	)
+	CanUpdateSubaccountsUint256(
+		ctx sdk.Context,
+		updates []satypes.Update,
+		updateType satypes.UpdateType,
+	) (
+		success bool,
+		successPerUpdate []satypes.UpdateResult,
+		err error,
+	)
 	GetNetCollateralAndMarginRequirements(
 		ctx sdk.Context,
 		update satypes.Update,