BE-724 | Fix spot price calculation for orderbooks (#646)

deividaspetraitis · web-flow · commit b55f157247b5 · 2025-05-02T12:05:36.000+03:00
* BE-724 | Fix spot price calculation for orderbooks

Shallow orderbooks may compute spot price incorrectly leading to not
accurate price impact.

This change introduces a fall back of spot price calculation for
orderbooks based on on-chain pricing that would better reflect actual spot
price across all on-chain orderbooks.
diff --git a/app/sidecar_query_server.go b/app/sidecar_query_server.go
@@ -194,6 +194,9 @@ func NewSideCarQueryServer(ctx context.Context, appCodec codec.Codec, config dom
 		return nil, err
 	}
 
+	// Set the default quote denom on the tokens use case
+	tokensUseCase.SetDefaultQuoteDenom(defaultQuoteDenom)
+
 	// Get liquidity pricer
 	liquidityPricer := pricingWorker.NewLiquidityPricer(defaultQuoteDenom, tokensUseCase.GetChainScalingFactorByDenomMut)
 
diff --git a/domain/mocks/quote_mock.go b/domain/mocks/quote_mock.go
@@ -58,7 +58,7 @@ func (m *MockQuote) GetRoute() []domain.SplitRoute {
 }
 
 // PrepareResult implements domain.Quote.
-func (m *MockQuote) PrepareResult(ctx context.Context, scalingFactor math.LegacyDec, logger log.Logger) ([]domain.SplitRoute, math.LegacyDec, error) {
+func (m *MockQuote) PrepareResult(ctx context.Context, scalingFactor math.LegacyDec, spotPriceCalculator domain.SpotPriceQuoteCalculator, logger log.Logger) ([]domain.SplitRoute, math.LegacyDec, error) {
 	panic("unimplemented")
 }
 
diff --git a/domain/mocks/route_mock.go b/domain/mocks/route_mock.go
@@ -16,8 +16,8 @@ type RouteMock struct {
 	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)
+	PrepareResultPoolsExactAmountInFunc  func(ctx context.Context, tokenIn types.Coin, spotPriceCalculator domain.SpotPriceQuoteCalculator, logger log.Logger) ([]domain.RoutablePool, math.LegacyDec, math.LegacyDec, error)
+	PrepareResultPoolsExactAmountOutFunc func(ctx context.Context, tokenOut types.Coin, spotPriceCalculator domain.SpotPriceQuoteCalculator, logger log.Logger) ([]domain.RoutablePool, math.LegacyDec, math.LegacyDec, error)
 	StringFunc                           func() string
 
 	GetAmountInFunc  func() math.Int
@@ -79,16 +79,17 @@ func (r *RouteMock) GetTokenInDenom() string {
 }
 
 // PrepareResultPoolsOutGivenIn implements domain.Route.
-func (r *RouteMock) PrepareResultPoolsOutGivenIn(ctx context.Context, tokenIn types.Coin, logger log.Logger) ([]domain.RoutablePool, math.LegacyDec, math.LegacyDec, error) {
+func (r *RouteMock) PrepareResultPoolsOutGivenIn(ctx context.Context, tokenIn types.Coin, spotPriceCalculator domain.SpotPriceQuoteCalculator, logger log.Logger) ([]domain.RoutablePool, math.LegacyDec, math.LegacyDec, error) {
 	if r.PrepareResultPoolsExactAmountInFunc != nil {
-		return r.PrepareResultPoolsExactAmountInFunc(ctx, tokenIn, logger)
+		return r.PrepareResultPoolsExactAmountInFunc(ctx, tokenIn, spotPriceCalculator, logger)
 	}
 
 	panic("unimplemented")
 }
-func (r *RouteMock) PrepareResultPoolsExactAmountOut(ctx context.Context, tokenIn types.Coin, logger log.Logger) ([]domain.RoutablePool, math.LegacyDec, math.LegacyDec, error) {
+
+func (r *RouteMock) PrepareResultPoolsExactAmountOut(ctx context.Context, tokenIn types.Coin, spotPriceCalculator domain.SpotPriceQuoteCalculator, logger log.Logger) ([]domain.RoutablePool, math.LegacyDec, math.LegacyDec, error) {
 	if r.PrepareResultPoolsExactAmountOutFunc != nil {
-		return r.PrepareResultPoolsExactAmountOutFunc(ctx, tokenIn, logger)
+		return r.PrepareResultPoolsExactAmountOutFunc(ctx, tokenIn, spotPriceCalculator, logger)
 	}
 
 	panic("unimplemented")
@@ -119,5 +120,7 @@ func (r *RouteMock) GetAmountOut() math.Int {
 	panic("unimplemented")
 }
 
-var _ domain.Route = &RouteMock{}
-var _ domain.SplitRoute = &RouteMock{}
+var (
+	_ domain.Route      = &RouteMock{}
+	_ domain.SplitRoute = &RouteMock{}
+)
diff --git a/domain/mocks/tokens_usecase_mock.go b/domain/mocks/tokens_usecase_mock.go
@@ -31,6 +31,8 @@ type TokensUsecaseMock struct {
 	UpdateAssetsAtHeightIntervalSyncFunc func(height uint64) error
 	SetTokenRegistryLoaderFunc           func(loader domain.TokenRegistryLoader)
 	ClearPoolDenomMetadataFunc           func()
+	CalcSpotPriceFunc                    func(ctx context.Context, baseDenom string, quoteDenom string) (osmomath.BigDec, error)
+	CalcScalingFactorFunc                func(baseDenom string, quoteDenom string) (osmomath.BigDec, error)
 }
 
 var _ mvc.TokensUsecase = &TokensUsecaseMock{}
@@ -172,3 +174,19 @@ func (m *TokensUsecaseMock) ClearPoolDenomMetadata() {
 	}
 	panic("unimplemented")
 }
+
+// CalcSpotPrice implements mvc.TokensUsecase.
+func (m *TokensUsecaseMock) CalcSpotPrice(ctx context.Context, baseDenom string, quoteDenom string) (osmomath.BigDec, error) {
+	if m.CalcSpotPriceFunc != nil {
+		return m.CalcSpotPriceFunc(ctx, baseDenom, quoteDenom)
+	}
+	return osmomath.BigDec{}, nil
+}
+
+// CalcScalingFactor implements mvc.TokensUsecase.
+func (m *TokensUsecaseMock) CalcScalingFactor(baseDenom string, quoteDenom string) (osmomath.BigDec, error) {
+	if m.CalcScalingFactorFunc != nil {
+		return m.CalcScalingFactorFunc(baseDenom, quoteDenom)
+	}
+	return osmomath.BigDec{}, nil
+}
diff --git a/domain/mvc/tokens.go b/domain/mvc/tokens.go
@@ -1,7 +1,6 @@
 package mvc
 
 import (
-	"context"
 	"fmt"
 
 	sdk "github.com/cosmos/cosmos-sdk/types"
@@ -50,14 +49,11 @@ type TokensUsecase interface {
 	// GetSpotPriceScalingFactorByDenomMut returns the scaling factor for spot price.
 	GetSpotPriceScalingFactorByDenom(baseDenom, quoteDenom string) (osmomath.Dec, error)
 
+	// CalcSpotPrice calculates the spot price between two denoms.
+	domain.SpotPriceQuoteCalculator
+
 	// GetPrices returns prices for all given base and quote denoms given a pricing source type or, otherwise, error, if any.
-	// The options configure some customization with regards to how prices are computed.
-	// By default, the prices are computes by using cache and the default min liquidity parameter set via config.
-	// The options are capable of overriding the defaults.
-	// The outer map consists of base denoms as keys.
-	// The inner map consists of quote denoms as keys.
-	// The result of the inner map is prices of the outer base and inner quote.
-	GetPrices(ctx context.Context, baseDenoms []string, quoteDenoms []string, pricingSourceType domain.PricingSourceType, opts ...domain.PricingOption) (domain.PricesResult, error)
+	domain.TokensPriceFetcher
 
 	// GetPoolDenomMetadata returns the pool denom metadata of a pool denom.
 	// This metadata is accumulated from all pools.
diff --git a/domain/pools.go b/domain/pools.go
@@ -32,25 +32,17 @@ type ScalingFactorGetterCb func(denom string) (osmomath.Dec, error)
 type QuoteEstimatorCb func(ctx context.Context, tokenIn sdk.Coin, tokenOutDenom string) (sdk.Coin, error)
 
 // SpotPriceQuoteCalculator is an interface that defines a contract for computing spot price using
-// the quote method. Using this method, the calculator swaps 1 precision-scaled unit of the quote denom
-// For majority of the spot prices with USDC as a quote, this is a reliable method for computing spot price.
-// There are edge cases where this method might prove unreliable. For example, swaping 1 WBTC, might lead
-// to a severe price impact and an unreliable estimation method. On the other hand, swapping 1 PEPE might
-// be too small of an amount, leading to an output of zero.
-// To deal with these issues, we might introduce custom overwrites based on denom down the road.
-//
-// This method primarily exists to workaround a bug with Astroport PCL pools that fail to compute spot price
-// correctly due to downstream issues.
+// the quote method.
 type SpotPriceQuoteCalculator interface {
-	// Calculate returns spot price for base denom and quote denom.
+	// CalcSpotPrice returns spot price for base denom and quote denom.
 	// Returns error if:
 	// * Fails to retrieve scaling factor for the quote denom.
 	// * Quote fails to be computed.
 	// * Quote outputs nil coin.
 	// * Quoute outputs coin with nil amount.
 	// * Quote outputs coin with zero amount
 	// * Truncation in intermediary calculations happens, leading to spot price of zero.
-	Calculate(ctx context.Context, baseDenom string, quoteDenom string) (osmomath.BigDec, error)
+	CalcSpotPrice(ctx context.Context, baseDenom string, quoteDenom string) (osmomath.BigDec, error)
 }
 
 // UnsetScalingFactorGetterCb is a callback that is used to unset the scaling factor getter callback.
diff --git a/domain/route_test.go b/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.PrepareResultPoolsOutGivenIn(context.TODO(), sdk.NewCoin(DenomTwo, DefaultAmt0), &log.NoOpLogger{})
+			actualPools, _, _, err := tc.route.PrepareResultPoolsOutGivenIn(context.TODO(), sdk.NewCoin(DenomTwo, DefaultAmt0), nil, &log.NoOpLogger{})
 			s.Require().NoError(err)
 
 			s.ValidateRoutePools(tc.expectedPools, actualPools)
diff --git a/domain/router.go b/domain/router.go
@@ -50,7 +50,7 @@ type Route interface {
 	// 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.
-	PrepareResultPoolsOutGivenIn(ctx context.Context, tokenIn sdk.Coin, logger log.Logger) ([]RoutablePool, osmomath.Dec, osmomath.Dec, error)
+	PrepareResultPoolsOutGivenIn(ctx context.Context, tokenIn sdk.Coin, spotPriceCalculator SpotPriceQuoteCalculator, logger log.Logger) ([]RoutablePool, osmomath.Dec, osmomath.Dec, error)
 
 	String() string
 }
@@ -74,7 +74,7 @@ type Quote interface {
 	// scalingFactor is the spot price scaling factor according to chain precision.
 	// scalingFactor of zero is a valid value. It might occur if we do not have precision information
 	// for the tokens. In that case, we invalidate spot price by setting it to zero.
-	PrepareResult(ctx context.Context, scalingFactor osmomath.Dec, logger log.Logger) ([]SplitRoute, osmomath.Dec, error)
+	PrepareResult(ctx context.Context, scalingFactor osmomath.Dec, spotPriceCalculator SpotPriceQuoteCalculator, logger log.Logger) ([]SplitRoute, osmomath.Dec, error)
 
 	// SetQuotePriceInfo sets the quote price info.
 	SetQuotePriceInfo(info *TxFeeInfo)
diff --git a/domain/tokens.go b/domain/tokens.go
@@ -1,6 +1,8 @@
 package domain
 
 import (
+	"context"
+
 	"github.com/osmosis-labs/osmosis/osmomath"
 )
 
@@ -71,3 +73,15 @@ const (
 	// Unknown swap method, used for error handling.
 	TokenSwapMethodInvalid
 )
+
+// TokensPriceFetcher is the contract for fetching prices of base and quote tokens from different sources.
+type TokensPriceFetcher interface {
+	// GetPrices returns prices for all given base and quote denoms given a pricing source type or, otherwise, error, if any.
+	// The options configure some customization with regards to how prices are computed.
+	// By default, the prices are computes by using cache and the default min liquidity parameter set via config.
+	// The options are capable of overriding the defaults.
+	// The outer map consists of base denoms as keys.
+	// The inner map consists of quote denoms as keys.
+	// The result of the inner map is prices of the outer base and inner quote.
+	GetPrices(ctx context.Context, baseDenoms []string, quoteDenoms []string, pricingSourceType PricingSourceType, opts ...PricingOption) (PricesResult, error)
+}
diff --git a/pools/usecase/pools_usecase_test.go b/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.PrepareResultPoolsOutGivenIn(context.TODO(), tokenIn, logger)
+				actualPools, _, _, err := actualRoute.PrepareResultPoolsOutGivenIn(context.TODO(), tokenIn, nil, logger)
 				s.Require().NoError(err)
-				expectedPools, _, _, err := expectedRoute.PrepareResultPoolsOutGivenIn(context.TODO(), tokenIn, logger)
+				expectedPools, _, _, err := expectedRoute.PrepareResultPoolsOutGivenIn(context.TODO(), tokenIn, nil, logger)
 				s.Require().NoError(err)
 
 				// Validates:
diff --git a/router/delivery/http/router_handler.go b/router/delivery/http/router_handler.go
@@ -142,7 +142,7 @@ func (a *RouterHandler) GetOptimalQuote(c echo.Context) (err error) {
 		scalingFactor = a.getSpotPriceScalingFactor(tokenIn.Denom, tokenOutDenom)
 	}
 
-	_, _, err = quote.PrepareResult(ctx, scalingFactor, a.logger)
+	_, _, err = quote.PrepareResult(ctx, scalingFactor, a.TUsecase, a.logger)
 	if err != nil {
 		return c.JSON(domain.GetStatusCode(err), domain.ResponseError{Message: err.Error()})
 	}
@@ -245,7 +245,7 @@ func (a *RouterHandler) GetDirectCustomQuote(c echo.Context) (err error) {
 		scalingFactor = a.getSpotPriceScalingFactor(tokenIn.Denom, tokenOutDenom[len(tokenOutDenom)-1])
 	}
 
-	_, _, err = quote.PrepareResult(ctx, scalingFactor, a.logger)
+	_, _, err = quote.PrepareResult(ctx, scalingFactor, a.TUsecase, a.logger)
 	if err != nil {
 		return c.JSON(domain.GetStatusCode(err), domain.ResponseError{Message: err.Error()})
 	}
diff --git a/router/usecase/optimized_routes_test.go b/router/usecase/optimized_routes_test.go
@@ -137,7 +137,8 @@ func (s *RouterTestSuite) TestGetBestSplitRoutesQuote() {
 			routes: []route.RouteImpl{
 				WithRoutePools(route.RouteImpl{}, []domain.RoutablePool{
 					mocks.WithChainPoolModel(mocks.WithTokenOutDenom(DefaultMockPool, DenomOne), defaultBalancerPool),
-				})},
+				}),
+			},
 			tokenIn: sdk.NewCoin(DenomTwo, osmomath.NewInt(100)),
 
 			expectedTokenOutDenom: DenomOne,
@@ -270,7 +271,6 @@ func (s *RouterTestSuite) TestGetBestSplitRoutesQuote() {
 // This test ensures strict route validation.
 // See individual test cases for details.
 func (s *RouterTestSuite) TestValidateAndFilterOutGivenInRoutes() {
-
 	defaultDenomOneTwoOutTwoPool := usecase.CandidatePoolWrapper{
 		CandidatePool: ingesttypes.CandidatePool{
 			ID:            defaultPoolID,
@@ -565,7 +565,6 @@ func (s *RouterTestSuite) TestValidateAndFilterOutGivenInRoutes() {
 	for name, tc := range tests {
 		tc := tc
 		s.Run(name, func() {
-
 			filteredCandidateRoutes, err := routerusecase.ValidateAndFilterRoutesOutGivenIn(tc.routes, tc.tokenInDenom, noOpLogger)
 
 			if tc.expectError != nil {
@@ -753,7 +752,7 @@ func (s *RouterTestSuite) TestGetOptimalQuoteExactAmounOut_Mainnet() {
 			s.Require().NoError(err)
 
 			// TODO: update mainnet state and validate the quote for each test stricter.
-			routes, _, err := quote.PrepareResult(context.Background(), osmomath.NewDec(0), &log.NoOpLogger{}) //  we are not checking the scaling factor
+			routes, _, err := quote.PrepareResult(context.Background(), osmomath.NewDec(0), nil, &log.NoOpLogger{}) //  we are not checking the scaling factor
 			s.Require().NoError(err)
 
 			s.Require().Len(routes, tc.expectedRoutesCountExactAmountOut)
@@ -795,9 +794,7 @@ func (s *RouterTestSuite) TestGetCustomQuote_GetCustomDirectQuote_Mainnet_UOSMOU
 	config.MaxPoolsPerRoute = 5
 	config.MaxRoutes = 10
 
-	var (
-		amountIn = osmomath.NewInt(5000000)
-	)
+	amountIn := osmomath.NewInt(5000000)
 
 	mainnetState := s.SetupMainnetState()
 
@@ -978,7 +975,6 @@ func (s *RouterTestSuite) TestEstimateAndRankSingleRouteQuoteOutGivenIn() {
 	for _, tc := range testCases {
 		tc := tc
 		s.Run(tc.name, func() {
-
 			// Pre-set cache
 			routerUseCase.SetCandidateRouteCacheToMock(domain.TokenSwapMethodExactIn, defaultTokenIn.Denom, tokenOutDenom)
 			routerUseCase.SetRankedRouteCacheToMock(domain.TokenSwapMethodExactIn, defaultTokenIn.Denom, tokenOutDenom, tokenInOrderOfMagnitude)
@@ -1023,7 +1019,6 @@ func (s *RouterTestSuite) TestEstimateAndRankSingleRouteQuoteOutGivenIn() {
 			// Validate cache did not get invalidated
 			s.Require().True(foundcandidateRoutes)
 			s.Require().NotEmpty(cachedRankedRoutes)
-
 		})
 	}
 }
@@ -1180,7 +1175,6 @@ func (s *RouterTestSuite) TestEstimateAndRankSingleRouteQuoteInGivenOut() {
 	for _, tc := range testCases {
 		tc := tc
 		s.Run(tc.name, func() {
-
 			// Pre-set cache
 			routerUseCase.SetCandidateRouteCacheToMock(domain.TokenSwapMethodExactOut, defaultTokenOut.Denom, tokenOutDenom)
 			routerUseCase.SetRankedRouteCacheToMock(domain.TokenSwapMethodExactOut, defaultTokenOut.Denom, tokenOutDenom, tokenOutOrderOfMagnitude)
@@ -1225,7 +1219,6 @@ func (s *RouterTestSuite) TestEstimateAndRankSingleRouteQuoteInGivenOut() {
 			// Validate cache did not get invalidated
 			s.Require().True(foundcandidateRoutes)
 			s.Require().NotEmpty(cachedRankedRoutes)
-
 		})
 	}
 }
diff --git a/router/usecase/pools/routable_cw_pool.go b/router/usecase/pools/routable_cw_pool.go
@@ -211,7 +211,7 @@ func (r *routableCosmWasmPoolImpl) CalcSpotPrice(ctx context.Context, baseDenom
 	codeID := r.ChainPool.CodeId
 	if codeID == astroportCodeID {
 		// Attempt to Calculate the spot price using quote
-		spotPriceFromQuote, err := r.spotPriceQuoteCalculator.Calculate(ctx, baseDenom, quoteDenom)
+		spotPriceFromQuote, err := r.spotPriceQuoteCalculator.CalcSpotPrice(ctx, baseDenom, quoteDenom)
 		// If no error return immediately
 		if err == nil {
 			return spotPriceFromQuote, nil
diff --git a/router/usecase/pools/spot_price_quote_calculator.go b/router/usecase/pools/spot_price_quote_calculator.go
@@ -8,6 +8,16 @@ import (
 	"github.com/osmosis-labs/sqs/domain"
 )
 
+// spotPriceQuoteCalculator implements domain.SpotPriceQuoteCalculator to compute spot price using the quote method.
+// Using this method, the calculator swaps 1 precision-scaled unit of the quote denom
+// For majority of the spot prices with USDC as a quote, this is a reliable method for computing spot price.
+// There are edge cases where this method might prove unreliable. For example, swaping 1 WBTC, might lead
+// to a severe price impact and an unreliable estimation method. On the other hand, swapping 1 PEPE might
+// be too small of an amount, leading to an output of zero.
+// To deal with these issues, we might introduce custom overwrites based on denom down the road.
+//
+// This method primarily exists to workaround a bug with Astroport PCL pools that fail to compute spot price
+// correctly due to downstream issues.
 type spotPriceQuoteCalculator struct {
 	scalingFactorGetterCb domain.ScalingFactorGetterCb
 	quoteEstimatorCb      domain.QuoteEstimatorCb
@@ -23,8 +33,8 @@ func NewSpotPriceQuoteComputer(scalingFactorGetterCb domain.ScalingFactorGetterC
 	}
 }
 
-// Calculate implements domain.SpotPriceQuoteCalculator
-func (s *spotPriceQuoteCalculator) Calculate(ctx context.Context, baseDenom string, quoteDenom string) (osmomath.BigDec, error) {
+// CalcSpotPrice implements domain.SpotPriceQuoteCalculator
+func (s *spotPriceQuoteCalculator) CalcSpotPrice(ctx context.Context, baseDenom string, quoteDenom string) (osmomath.BigDec, error) {
 	quoteScalingFactor, err := s.scalingFactorGetterCb(quoteDenom)
 	if err != nil {
 		return osmomath.BigDec{}, err
diff --git a/router/usecase/pools/spot_price_quote_calculator_test.go b/router/usecase/pools/spot_price_quote_calculator_test.go
@@ -201,7 +201,7 @@ func (s *RoutablePoolTestSuite) TestSpotPriceQuoteCalculator_Calculate() {
 			spotPriceQuoteCalculator := pools.NewSpotPriceQuoteComputer(mockScalingFactorGetter, mockQuoteEstimator)
 
 			// System under test
-			actualSpotPrice, err := spotPriceQuoteCalculator.Calculate(context.TODO(), tc.baseDenom, tc.quoteDenom)
+			actualSpotPrice, err := spotPriceQuoteCalculator.CalcSpotPrice(context.TODO(), tc.baseDenom, tc.quoteDenom)
 
 			if tc.expectedError != nil {
 				s.Require().Error(err)
diff --git a/router/usecase/quote_in_given_out.go b/router/usecase/quote_in_given_out.go
@@ -14,9 +14,7 @@ import (
 	sdk "github.com/cosmos/cosmos-sdk/types"
 )
 
-var (
-	_ domain.Quote = &quoteExactAmountOut{}
-)
+var _ domain.Quote = &quoteExactAmountOut{}
 
 // quoteExactAmountOut is a quote wrapper for exact out quotes.
 // Note that only the PrepareResult method is different from the quoteExactAmountIn.
@@ -136,9 +134,9 @@ func (q *quoteExactAmountOut) SetQuotePriceInfo(info *domain.TxFeeInfo) {
 // Computes an effective spread factor from all routes.
 //
 // Returns the updated route and the effective spread factor.
-func (q *quoteExactAmountOut) PrepareResult(ctx context.Context, scalingFactor osmomath.Dec, logger log.Logger) ([]domain.SplitRoute, osmomath.Dec, error) {
+func (q *quoteExactAmountOut) PrepareResult(ctx context.Context, scalingFactor osmomath.Dec, spotPriceCalculator domain.SpotPriceQuoteCalculator, logger log.Logger) ([]domain.SplitRoute, osmomath.Dec, error) {
 	// Prepare exact out in the quote for inputs inversion
-	if _, _, err := q.quoteExactAmountIn.PrepareResult(ctx, scalingFactor, logger); err != nil {
+	if _, _, err := q.quoteExactAmountIn.PrepareResult(ctx, scalingFactor, spotPriceCalculator, logger); err != nil {
 		return nil, osmomath.Dec{}, err
 	}
 
diff --git a/router/usecase/quote_out_given_in.go b/router/usecase/quote_out_given_in.go
diff --git a/router/usecase/quote_test.go b/router/usecase/quote_test.go
diff --git a/router/usecase/route/route.go b/router/usecase/route/route.go
diff --git a/router/usecase/route/route_test.go b/router/usecase/route/route_test.go
diff --git a/router/usecase/router_usecase_test.go b/router/usecase/router_usecase_test.go
diff --git a/tokens/usecase/export_test.go b/tokens/usecase/export_test.go
diff --git a/tokens/usecase/tokens_usecase.go b/tokens/usecase/tokens_usecase.go
diff --git a/tokens/usecase/tokens_usecase_test.go b/tokens/usecase/tokens_usecase_test.go

Original file line number	Diff line number	Diff line change
`@@ -194,6 +194,9 @@ func NewSideCarQueryServer(ctx context.Context, appCodec codec.Codec, config dom`
`194`	`194`	`return nil, err`
`195`	`195`	`}`
`196`	`196`
	`197`	`+ // Set the default quote denom on the tokens use case`
	`198`	`+ tokensUseCase.SetDefaultQuoteDenom(defaultQuoteDenom)`
	`199`	`+`
`197`	`200`	`// Get liquidity pricer`
`198`	`201`	`liquidityPricer := pricingWorker.NewLiquidityPricer(defaultQuoteDenom, tokensUseCase.GetChainScalingFactorByDenomMut)`
`199`	`202`
Original file line number	Diff line number	Diff line change
`@@ -58,7 +58,7 @@ func (m *MockQuote) GetRoute() []domain.SplitRoute {`
`58`	`58`	`}`
`59`	`59`
`60`	`60`	`// PrepareResult implements domain.Quote.`
`61`		`-func (m *MockQuote) PrepareResult(ctx context.Context, scalingFactor math.LegacyDec, logger log.Logger) ([]domain.SplitRoute, math.LegacyDec, error) {`
	`61`	`+func (m *MockQuote) PrepareResult(ctx context.Context, scalingFactor math.LegacyDec, spotPriceCalculator domain.SpotPriceQuoteCalculator, logger log.Logger) ([]domain.SplitRoute, math.LegacyDec, error) {`
`62`	`62`	`panic("unimplemented")`
`63`	`63`	`}`
`64`	`64`