fix: convert active rate to fraction to calculate opposite amount (#5322

)

* fix: convert active rate to fraction to calculate opposite amount

* test: explain problem with multiplying price

apps/cowswap-frontend/src/modules/limitOrders/hooks/useUpdateCurrencyAmount.ts

@@ -37,8 +37,8 @@ export function useUpdateCurrencyAmount() {
         outputCurrency,
       })
 
-      const newInputAmount = (field as Field) === Field.INPUT ? amount : calculatedAmount
-      const newOutputAmount = (field as Field) === Field.OUTPUT ? amount : calculatedAmount
+      const newInputAmount = field === Field.INPUT ? amount : calculatedAmount
+      const newOutputAmount = field === Field.OUTPUT ? amount : calculatedAmount
 
       const update: Partial<Writeable<LimitOrdersRawState>> = {
         orderKind,

apps/cowswap-frontend/src/utils/orderUtils/calculateAmountForRate.test.ts

@@ -0,0 +1,64 @@
+import { USDC_MAINNET, WETH_MAINNET } from '@cowprotocol/common-const'
+import { CurrencyAmount, Fraction, Price } from '@uniswap/sdk-core'
+
+import JSBI from 'jsbi'
+
+describe('calculateAmountForRate', () => {
+  it('When multiply an amount to a price instead of fraction, then the result will be zero', () => {
+    const priceAsFraction = new Fraction('320778000000000000000000000000000000', '99995600000000000000000000000000') // 3207.921148
+    const price = new Price({
+      baseAmount: CurrencyAmount.fromRawAmount(WETH_MAINNET, '1000000000000000000'),
+      quoteAmount: CurrencyAmount.fromRawAmount(USDC_MAINNET, '3208940687'),
+    })
+    const value = CurrencyAmount.fromRawAmount(WETH_MAINNET, '1000000')
+
+    const resultAfterFraction = value.multiply(priceAsFraction).quotient.toString()
+    const resultAfterPrice = value.multiply(price).quotient.toString()
+
+    expect(resultAfterFraction).toBe('3207921148') // 3207.921148
+    expect(resultAfterPrice).toBe('0')
+  })
+
+  it('When multiply an amount to a price numerator and divide to denominator, then the result will be zero', () => {
+    const price = new Price({
+      baseAmount: CurrencyAmount.fromRawAmount(WETH_MAINNET, '1000000000000000000'),
+      quoteAmount: CurrencyAmount.fromRawAmount(USDC_MAINNET, '3208940687'),
+    })
+    const value = CurrencyAmount.fromRawAmount(WETH_MAINNET, '1000000')
+
+    expect(value.numerator.toString()).toBe('1000000')
+    expect(value.denominator.toString()).toBe('1')
+
+    expect(price.numerator.toString()).toBe('3208940687')
+    expect(price.denominator.toString()).toBe('1000000000000000000')
+
+    /**
+     * The code bellow is the same if we multiply CurrencyAmount to Price
+     * I just revealed it to demonstrate a problem
+     * When we do this multiplication, we get a new Fraction where numerator and denominator have different length
+     */
+    expect(JSBI.multiply(value.numerator, price.numerator).toString()).toBe('3208940687000000')
+    expect(JSBI.multiply(value.denominator, price.denominator).toString()).toBe('1000000000000000000')
+
+    const multiplied = new Fraction(
+      JSBI.multiply(value.numerator, price.numerator),
+      JSBI.multiply(value.denominator, price.denominator),
+    )
+
+    /**
+     * This is still valid fraction, and it does make sense, but let's see what we get bellow
+     */
+    expect(multiplied.toFixed(10)).toBe('0.0032089407')
+
+    expect(multiplied.numerator.toString()).toBe('3208940687000000') // length 16
+    expect(multiplied.denominator.toString()).toBe('1000000000000000000') // length 19
+
+    /**
+     * Inside of JSBI.divide() it compares number lengths using __absoluteCompare() and if they are different it just returns zero
+     * *** It happens, because the Price was constructed from CurrencyAmounts with different decimals
+     * *** To avoid that FractionUtils.fromPrice() in order to normalize the Fraction
+     */
+    expect((JSBI as any).__absoluteCompare(multiplied.numerator, multiplied.denominator)).toBe(-1)
+    expect(JSBI.divide(multiplied.numerator, multiplied.denominator).toString()).toBe('0')
+  })
+})

apps/cowswap-frontend/src/utils/orderUtils/calculateAmountForRate.ts

@@ -1,5 +1,5 @@
 import { FractionUtils } from '@cowprotocol/common-utils'
-import { Currency, CurrencyAmount, Fraction } from '@uniswap/sdk-core'
+import { Currency, CurrencyAmount, Fraction, Price } from '@uniswap/sdk-core'
 
 import { Field } from 'legacy/state/types'
 
@@ -28,15 +28,16 @@ export function calculateAmountForRate({
   const parsedValue = FractionUtils.adjustDecimalsAtoms(
     amount,
     field === Field.INPUT ? inputDecimals : outputDecimals,
-    field === Field.INPUT ? outputDecimals : inputDecimals
+    field === Field.INPUT ? outputDecimals : inputDecimals,
   )
+  const activeRateAsFraction = activeRate instanceof Price ? FractionUtils.fromPrice(activeRate) : activeRate
 
   if (field === Field.INPUT) {
-    return CurrencyAmount.fromRawAmount(outputCurrency, parsedValue.multiply(activeRate).quotient)
+    return CurrencyAmount.fromRawAmount(outputCurrency, parsedValue.multiply(activeRateAsFraction).quotient)
   }
 
   if (field === Field.OUTPUT) {
-    return CurrencyAmount.fromRawAmount(inputCurrency, parsedValue.divide(activeRate).quotient)
+    return CurrencyAmount.fromRawAmount(inputCurrency, parsedValue.divide(activeRateAsFraction).quotient)
   }
 
   return null