Merge pull request #299 from InjectiveLabs/feat/update_gas_cost_in_gas_estimator

Feat/update gas cost in gas estimator

Author: aarmoa

CHANGELOG.md

@@ -2,6 +2,12 @@
 
 All notable changes to this project will be documented in this file.
 
+## [1.2.0] - 2024-01-25
+### Changed
+- Updated reference gas cost for all messages in the gas estimator
+- Included different calculation for Post Only orders
+- Updated all proto definitions for Injective Core 1.12.1
+
 ## [1.1.1] - 2024-01-18
 ### Changed
 - Updated the logic to create a `MsgLiquidatePosition` message

Makefile

@@ -28,7 +28,7 @@ clean-all:
 	$(call clean_repos)
 
 clone-injective-core:
-	git clone https://github.com/InjectiveLabs/injective-core.git -b v1.12.0 --depth 1 --single-branch
+	git clone https://github.com/InjectiveLabs/injective-core.git -b v1.12.1 --depth 1 --single-branch
 
 clone-injective-indexer:
 	git clone https://github.com/InjectiveLabs/injective-indexer.git -b v1.12.79.1 --depth 1 --single-branch

pyinjective/core/gas_limit_estimator.py

@@ -1,15 +1,28 @@
+import math
 from abc import ABC, abstractmethod
+from typing import List, Union
 
 from google.protobuf import any_pb2
 
 from pyinjective.proto.cosmos.authz.v1beta1 import tx_pb2 as cosmos_authz_tx_pb
 from pyinjective.proto.cosmos.gov.v1beta1 import tx_pb2 as gov_tx_pb
 from pyinjective.proto.cosmwasm.wasm.v1 import tx_pb2 as wasm_tx_pb
-from pyinjective.proto.injective.exchange.v1beta1 import tx_pb2 as injective_exchange_tx_pb
+from pyinjective.proto.injective.exchange.v1beta1 import (
+    exchange_pb2 as injective_exchange_pb,
+    tx_pb2 as injective_exchange_tx_pb,
+)
+
+SPOT_ORDER_CREATION_GAS_LIMIT = 50_000
+DERIVATIVE_ORDER_CREATION_GAS_LIMIT = 70_000
+SPOT_ORDER_CANCELATION_GAS_LIMIT = 50_000
+DERIVATIVE_ORDER_CANCELATION_GAS_LIMIT = 60_000
+# POST ONLY orders take around 50% more gas to create than normal orders due to the required validations
+SPOT_POST_ONLY_ORDER_MULTIPLIER = 0.5
+DERIVATIVE_POST_ONLY_ORDER_MULTIPLIER = 0.5
 
 
 class GasLimitEstimator(ABC):
-    GENERAL_MESSAGE_GAS_LIMIT = 5_000
+    GENERAL_MESSAGE_GAS_LIMIT = 15_000
     BASIC_REFERENCE_GAS_LIMIT = 150_000
 
     @classmethod
@@ -57,6 +70,16 @@ def _parsed_message(self, message: any_pb2.Any) -> any_pb2.Any:
             parsed_message = message
         return parsed_message
 
+    def _select_post_only_orders(
+        self,
+        orders: List[Union[injective_exchange_pb.SpotOrder, injective_exchange_pb.DerivativeOrder]],
+    ) -> List[Union[injective_exchange_pb.SpotOrder, injective_exchange_pb.DerivativeOrder]]:
+        return [
+            order
+            for order in orders
+            if order.order_type in [injective_exchange_pb.OrderType.BUY_PO, injective_exchange_pb.OrderType.SELL_PO]
+        ]
+
 
 class DefaultGasLimitEstimator(GasLimitEstimator):
     DEFAULT_GAS_LIMIT = 150_000
@@ -74,8 +97,6 @@ def _message_class(self, message: any_pb2.Any):
 
 
 class BatchCreateSpotLimitOrdersGasLimitEstimator(GasLimitEstimator):
-    ORDER_GAS_LIMIT = 45_000
-
     def __init__(self, message: any_pb2.Any):
         self._message = self._parsed_message(message=message)
 
@@ -84,9 +105,12 @@ def applies_to(cls, message: any_pb2.Any):
         return cls.message_type(message=message).endswith("MsgBatchCreateSpotLimitOrders")
 
     def gas_limit(self) -> int:
+        post_only_orders = self._select_post_only_orders(orders=self._message.orders)
+
         total = 0
         total += self.GENERAL_MESSAGE_GAS_LIMIT
-        total += len(self._message.orders) * self.ORDER_GAS_LIMIT
+        total += len(self._message.orders) * SPOT_ORDER_CREATION_GAS_LIMIT
+        total += math.ceil(len(post_only_orders) * SPOT_ORDER_CREATION_GAS_LIMIT * SPOT_POST_ONLY_ORDER_MULTIPLIER)
 
         return total
 
@@ -95,8 +119,6 @@ def _message_class(self, message: any_pb2.Any):
 
 
 class BatchCancelSpotOrdersGasLimitEstimator(GasLimitEstimator):
-    ORDER_GAS_LIMIT = 45_000
-
     def __init__(self, message: any_pb2.Any):
         self._message = self._parsed_message(message=message)
 
@@ -107,7 +129,7 @@ def applies_to(cls, message: any_pb2.Any):
     def gas_limit(self) -> int:
         total = 0
         total += self.GENERAL_MESSAGE_GAS_LIMIT
-        total += len(self._message.data) * self.ORDER_GAS_LIMIT
+        total += len(self._message.data) * SPOT_ORDER_CANCELATION_GAS_LIMIT
 
         return total
 
@@ -116,8 +138,6 @@ def _message_class(self, message: any_pb2.Any):
 
 
 class BatchCreateDerivativeLimitOrdersGasLimitEstimator(GasLimitEstimator):
-    ORDER_GAS_LIMIT = 60_000
-
     def __init__(self, message: any_pb2.Any):
         self._message = self._parsed_message(message=message)
 
@@ -126,9 +146,14 @@ def applies_to(cls, message: any_pb2.Any):
         return cls.message_type(message=message).endswith("MsgBatchCreateDerivativeLimitOrders")
 
     def gas_limit(self) -> int:
+        post_only_orders = self._select_post_only_orders(orders=self._message.orders)
+
         total = 0
         total += self.GENERAL_MESSAGE_GAS_LIMIT
-        total += len(self._message.orders) * self.ORDER_GAS_LIMIT
+        total += len(self._message.orders) * DERIVATIVE_ORDER_CREATION_GAS_LIMIT
+        total += math.ceil(
+            len(post_only_orders) * DERIVATIVE_ORDER_CREATION_GAS_LIMIT * DERIVATIVE_POST_ONLY_ORDER_MULTIPLIER
+        )
 
         return total
 
@@ -137,8 +162,6 @@ def _message_class(self, message: any_pb2.Any):
 
 
 class BatchCancelDerivativeOrdersGasLimitEstimator(GasLimitEstimator):
-    ORDER_GAS_LIMIT = 55_000
-
     def __init__(self, message: any_pb2.Any):
         self._message = self._parsed_message(message=message)
 
@@ -149,7 +172,7 @@ def applies_to(cls, message: any_pb2.Any):
     def gas_limit(self) -> int:
         total = 0
         total += self.GENERAL_MESSAGE_GAS_LIMIT
-        total += len(self._message.data) * self.ORDER_GAS_LIMIT
+        total += len(self._message.data) * DERIVATIVE_ORDER_CANCELATION_GAS_LIMIT
 
         return total
 
@@ -158,13 +181,9 @@ def _message_class(self, message: any_pb2.Any):
 
 
 class BatchUpdateOrdersGasLimitEstimator(GasLimitEstimator):
-    SPOT_ORDER_CREATION_GAS_LIMIT = 40_000
-    DERIVATIVE_ORDER_CREATION_GAS_LIMIT = 60_000
-    SPOT_ORDER_CANCELATION_GAS_LIMIT = 45_000
-    DERIVATIVE_ORDER_CANCELATION_GAS_LIMIT = 55_000
-    CANCEL_ALL_SPOT_MARKET_GAS_LIMIT = 35_000
-    CANCEL_ALL_DERIVATIVE_MARKET_GAS_LIMIT = 45_000
-    MESSAGE_GAS_LIMIT = 10_000
+    CANCEL_ALL_SPOT_MARKET_GAS_LIMIT = 40_000
+    CANCEL_ALL_DERIVATIVE_MARKET_GAS_LIMIT = 50_000
+    MESSAGE_GAS_LIMIT = 15_000
 
     AVERAGE_CANCEL_ALL_AFFECTED_ORDERS = 20
 
@@ -176,14 +195,33 @@ def applies_to(cls, message: any_pb2.Any):
         return cls.message_type(message=message).endswith("MsgBatchUpdateOrders")
 
     def gas_limit(self) -> int:
+        post_only_spot_orders = self._select_post_only_orders(orders=self._message.spot_orders_to_create)
+        post_only_derivative_orders = self._select_post_only_orders(orders=self._message.derivative_orders_to_create)
+        post_only_binary_options_orders = self._select_post_only_orders(
+            orders=self._message.binary_options_orders_to_create
+        )
+
         total = 0
         total += self.MESSAGE_GAS_LIMIT
-        total += len(self._message.spot_orders_to_create) * self.SPOT_ORDER_CREATION_GAS_LIMIT
-        total += len(self._message.derivative_orders_to_create) * self.DERIVATIVE_ORDER_CREATION_GAS_LIMIT
-        total += len(self._message.binary_options_orders_to_create) * self.DERIVATIVE_ORDER_CREATION_GAS_LIMIT
-        total += len(self._message.spot_orders_to_cancel) * self.SPOT_ORDER_CANCELATION_GAS_LIMIT
-        total += len(self._message.derivative_orders_to_cancel) * self.DERIVATIVE_ORDER_CANCELATION_GAS_LIMIT
-        total += len(self._message.binary_options_orders_to_cancel) * self.DERIVATIVE_ORDER_CANCELATION_GAS_LIMIT
+        total += len(self._message.spot_orders_to_create) * SPOT_ORDER_CREATION_GAS_LIMIT
+        total += len(self._message.derivative_orders_to_create) * DERIVATIVE_ORDER_CREATION_GAS_LIMIT
+        total += len(self._message.binary_options_orders_to_create) * DERIVATIVE_ORDER_CREATION_GAS_LIMIT
+
+        total += math.ceil(len(post_only_spot_orders) * SPOT_ORDER_CREATION_GAS_LIMIT * SPOT_POST_ONLY_ORDER_MULTIPLIER)
+        total += math.ceil(
+            len(post_only_derivative_orders)
+            * DERIVATIVE_ORDER_CREATION_GAS_LIMIT
+            * DERIVATIVE_POST_ONLY_ORDER_MULTIPLIER
+        )
+        total += math.ceil(
+            len(post_only_binary_options_orders)
+            * DERIVATIVE_ORDER_CREATION_GAS_LIMIT
+            * DERIVATIVE_POST_ONLY_ORDER_MULTIPLIER
+        )
+
+        total += len(self._message.spot_orders_to_cancel) * SPOT_ORDER_CANCELATION_GAS_LIMIT
+        total += len(self._message.derivative_orders_to_cancel) * DERIVATIVE_ORDER_CANCELATION_GAS_LIMIT
+        total += len(self._message.binary_options_orders_to_cancel) * DERIVATIVE_ORDER_CANCELATION_GAS_LIMIT
 
         total += (
             len(self._message.spot_market_ids_to_cancel_all)
@@ -208,7 +246,7 @@ def _message_class(self, message: any_pb2.Any):
 
 
 class ExecGasLimitEstimator(GasLimitEstimator):
-    DEFAULT_GAS_LIMIT = 5_000
+    DEFAULT_GAS_LIMIT = 8_000
 
     def __init__(self, message: any_pb2.Any):
         self._message = self._parsed_message(message=message)
@@ -297,7 +335,7 @@ def _message_class(self, message: any_pb2.Any):
 
 
 class GenericExchangeGasLimitEstimator(GasLimitEstimator):
-    BASIC_REFERENCE_GAS_LIMIT = 100_000
+    BASIC_REFERENCE_GAS_LIMIT = 120_000
 
     def __init__(self, message: any_pb2.Any):
         self._message = message

pyinjective/denoms_devnet.ini

@@ -169,15 +169,6 @@ min_display_price_tick_size = 0.001
 min_quantity_tick_size = 10000000000000
 min_display_quantity_tick_size = 0.00001
 
-[0xdf9317eac1739a23bc385e264afde5d480c0b3d2322660b5efd206071d4e70b7]
-description = 'Devnet Spot NINJA/INJ'
-base = 6
-quote = 18
-min_price_tick_size = 1000000
-min_display_price_tick_size = 0.000001
-min_quantity_tick_size = 10000000
-min_display_quantity_tick_size = 10
-
 [0x1422a13427d5eabd4d8de7907c8340f7e58cb15553a9fd4ad5c90406561886f9]
 description = 'Devnet Derivative COMP/USDT PERP'
 base = 0
@@ -308,10 +299,6 @@ decimals = 18
 peggy_denom = peggy0x7D1AfA7B718fb893dB30A3aBc0Cfc608AaCfeBB0
 decimals = 18
 
-[NINJA]
-peggy_denom = factory/inj1xtel2knkt8hmc9dnzpjz6kdmacgcfmlv5f308w/ninja
-decimals = 6
-
 [PROJ]
 peggy_denom = proj
 decimals = 18

pyinjective/denoms_mainnet.ini

@@ -637,6 +637,15 @@ min_display_price_tick_size = 0.0001
 min_quantity_tick_size = 1000000000000000
 min_display_quantity_tick_size = 0.001
 
+[0xb6c24e9a586a50062f2fac059ddd79f8b0cf1c101e263f4b2c7484b0e20d2899]
+description = 'Mainnet Spot GINGER/INJ'
+base = 6
+quote = 18
+min_price_tick_size = 100
+min_display_price_tick_size = 0.0000000001
+min_quantity_tick_size = 10000000000
+min_display_quantity_tick_size = 10000
+
 [0x9b13c89f8f10386b61dd3a58aae56d5c7995133534ed65ac9835bb8d54890961]
 description = 'Mainnet Spot SNOWY/INJ'
 base = 6
@@ -790,6 +799,24 @@ min_display_price_tick_size = 0.001
 min_quantity_tick_size = 0.1
 min_display_quantity_tick_size = 0.1
 
+[0x7a70d95e24ba42b99a30121e6a4ff0d6161847d5b86cbfc3d4b3a81d8e190a70]
+description = 'Mainnet Derivative ZRO/USDT PERP'
+base = 0
+quote = 6
+min_price_tick_size = 1000
+min_display_price_tick_size = 0.001
+min_quantity_tick_size = 0.1
+min_display_quantity_tick_size = 0.1
+
+[0x03841e74624fd885d1ee28453f921d18c211e78a0d7646c792c7903054eb152c]
+description = 'Mainnet Derivative JUP/USDT PERP'
+base = 0
+quote = 6
+min_price_tick_size = 10
+min_display_price_tick_size = 0.00001
+min_quantity_tick_size = 1
+min_display_quantity_tick_size = 1
+
 [AAVE]
 peggy_denom = peggy0x7Fc66500c84A76Ad7e9c93437bFc5Ac33E2DDaE9
 decimals = 18
@@ -850,6 +877,10 @@ decimals = 18
 peggy_denom = peggy0xAaEf88cEa01475125522e117BFe45cF32044E238
 decimals = 18
 
+[GINGER]
+peggy_denom = factory/inj172ccd0gddgz203e4pf86ype7zjx573tn8g0df9/GINGER
+decimals = 6
+
 [GRT]
 peggy_denom = peggy0xc944E90C64B2c07662A292be6244BDf05Cda44a7
 decimals = 18