@0dotxyz/p0-ts-sdk 2.3.0-alpha.3 → 2.3.0-alpha.5

package/dist/index.d.cts

@@ -1251,23 +1251,17 @@ interface MakeSwapCollateralTxParams {
     swapEngineRunner?: SwapEngineRunner;
 }
 /**
- * Params for {@link makeRollPtTx} — rolling a matured Exponent PT collateral position
- * into its next-maturity PT, entirely within Exponent (no unwrap, no external aggregator).
- *
- * SY is Exponent's internal unit of account and is maturity-independent (the same SY mint
- * backs every maturity of an underlying), so the roll stays in SY end-to-end:
- *   1. withdraw the old PT, then `merge` it into SY (Exponent, 1:1, no slippage)
- *   2. buy the new PT with that SY on the successor maturity's venue
+ * Params for {@link makeRollPtTx} — rolling a matured Exponent PT collateral position into
+ * its next-maturity PT, so the **full deposit ends up as new PT** (no leftover), in one
+ * flash-loan-wrapped bundle:
+ *   1. withdraw the old PT, then Exponent `merge` (redeem PT → SY, post-maturity, 1:1)
+ *   2. buy the new PT with that SY directly on the successor's **CLMM** (`MarketThree`) PT/SY
+ *      pool via `trade_pt` — no base-token round-trip, no external aggregator
  *   3. deposit the new PT.
  *
- * The buy leg (step 2) is **venue-agnostic**: the caller supplies the SY→PT_new
- * instructions via `rollOpts.buyInstructions` (+ any `buyLookupTables`). They may come from
- * `strip` ({@link makeExponentStripIx}, *mints* PT — unbounded), the legacy `MarketTwo`
- * ({@link makeExponentTradePtIx}), the CLMM/orderbook, etc. The only requirements: the buy
- * spends from the SY account the `merge` writes to (`mergeAccounts.sySrcDstAta`) and
- * delivers ≥ `ptOutNative` of the deposit bank's PT mint to the owner's PT ATA.
- *
- * Mirrors {@link MakeSwapCollateralTxParams} (`rollOpts` is the roll's analog of `swapOpts`).
+ * The buy is liquidity-bounded by the successor pool's depth. The SY → PT price is quoted by
+ * simulating the redeem + trade (reading the CLMM `TradePtEvent.amount_out`), so the deposit
+ * is sized to the guaranteed minimum out.
  */
 interface MakeRollPtTxParams {
     program: MarginfiProgram;
@@ -1289,7 +1283,7 @@ interface MakeRollPtTxParams {
         depositBank: BankType;
         tokenProgram: PublicKey;
     };
-    /** Exponent merge + buy-leg config (the roll's analog of swap-collateral's `swapOpts`). */
+    /** Exponent redeem (`merge`) + successor-CLMM buy config for the matured PT. */
     rollOpts: RollPtOpts;
     addressLookupTableAccounts?: AddressLookupTableAccount[];
     overrideInferAccounts?: {
@@ -1299,51 +1293,27 @@ interface MakeRollPtTxParams {
     crossbarUrl?: string;
 }
 /**
- * High-level Exponent config for {@link makeRollPtTx} — the roll's analog of `swapOpts`.
- *
- * `makeRollPtTx` resolves the matured `merge` and (by default) builds the `strip` buy leg
- * internally from these addresses, so the caller never assembles Exponent accounts/ixs.
- * For a non-strip venue, supply a pre-built buy leg via {@link RollPtOpts.buy} (the analog
- * of `makeLoopTx`'s `swapEngineRunner` override).
+ * Exponent roll config for {@link makeRollPtTx}. `makeRollPtTx` resolves the matured vault's
+ * `merge` accounts and the successor pool's CLMM `trade_pt` accounts internally from these
+ * addresses — the caller never assembles Exponent accounts/ixs.
  */
 interface RollPtOpts {
-    /** The matured PT's Exponent `MarketTwo` — used to resolve `merge` (one of market/vault required). */
+    /** The matured PT's Exponent `MarketTwo` — its `vault` is read (one of market/vault required). */
     maturedMarket?: PublicKey;
     /** …or the matured vault directly. */
     maturedVault?: PublicKey;
-    /**
-     * The successor (active) vault to `strip` PT_new from — one of vault/market required for
-     * the default strip buy leg (ignored when {@link RollPtOpts.buy} is provided).
-     */
-    successorVault?: PublicKey;
-    /** …or the successor market (its vault is read). */
-    successorMarket?: PublicKey;
+    /** The successor maturity's **CLMM** (`MarketThree`) pool — where the new PT trades (SY → PT). */
+    successorMarket: PublicKey;
+    /** Slippage tolerance (bps) for the SY → PT CLMM swap. Defaults to 50. */
+    slippageBps?: number;
+    /** Token program for the shared SY mint (defaults to the classic Token program). */
+    syTokenProgram?: PublicKey;
     /**
      * Optional dedicated PT-roll address lookup table (fetched internally) that compresses the
-     * strip flashloan's two SY-CPI account sets back under the tx size limit
-     * (see `examples/create-pt-roll-lut.ts`).
+     * merge + CLMM-swap flashloan bytes (see `examples/create-pt-roll-lut.ts`). Account *locks*
+     * are already bounded by the compact, fixed CLMM footprint.
      */
     lookupTable?: PublicKey;
-    /**
-     * Slippage/rounding buffer in basis points applied to the strip's SY-in and the minted-PT
-     * deposit floor, so on-chain merge rounding / SY-rate lag never short the strip. Default 10.
-     */
-    slippageBps?: number;
-    /**
-     * Escape hatch: a pre-built SY→PT_new buy leg (e.g. legacy `MarketTwo` `trade_pt`, CLMM)
-     * to use instead of the internal `strip`. When set, `successorVault`/`successorMarket` and
-     * the internal strip build are skipped. The buy must spend from the merge's SY account
-     * (`mergeAccounts.sySrcDstAta`) and deliver ≥ `ptOutNative` PT to the owner's PT ATA.
-     */
-    buy?: {
-        instructions: TransactionInstruction[];
-        /** ATA creates etc. — placed in the setup tx, not the flashloan. */
-        setupInstructions?: TransactionInstruction[];
-        /** LUTs the buy instructions reference. */
-        lookupTables?: AddressLookupTableAccount[];
-        /** Native PT the buy guarantees — the deposit amount (byte-patched). */
-        ptOutNative: bigint;
-    };
 }
 interface MakeSwapDebtTxParams {
     program: MarginfiProgram;
@@ -3391,15 +3361,19 @@ declare function makeSwapDebtTx(params: MakeSwapDebtTxParams): Promise<{
 }>;
 
 /**
- * Roll a matured Exponent PT collateral position into its next-maturity PT, in one
- * flash-loan-wrapped bundle — entirely within Exponent, no unwrap, no external swap:
+ * Roll a matured Exponent PT collateral position into its next-maturity PT, so the **full
+ * deposit ends up as new PT** (no leftover), in one flash-loan-wrapped bundle:
  *
- *   withdraw PT_old → Exponent `merge` (PT_old → SY) → SY → PT_new buy → deposit PT_new
+ *   withdraw PT_old → Exponent `merge` (PT_old → SY) → CLMM `trade_pt` (SY → PT_new)
+ *     → deposit PT_new
  *
- * The caller passes high-level config (`rollOpts`: the matured + successor markets); this
- * resolves the `merge` and (by default) builds the `strip` buy leg internally — the same
- * way `makeLoopTx`/`makeSwapCollateralTx` internalize their swap. For a non-strip venue
- * (e.g. legacy `MarketTwo` `trade_pt`), pass a pre-built buy leg via `rollOpts.buy`.
+ * The matured PT is redeemed 1:1 to its SY, then the successor PT is bought **directly on its
+ * CLMM (`MarketThree`) PT/SY pool** — no base-token round-trip and no external aggregator. The
+ * newer maturities (e.g. October bulkSOL) only list a CLMM pool (no `MarketTwo`, no order
+ * book), and the CLMM uses a single `ticks` account, so the swap is a fixed, compact account
+ * set regardless of trade size. The caller passes the matured Exponent market/vault + the
+ * successor CLMM pool (`rollOpts`); everything Exponent is resolved internally. The buy is
+ * bounded by the pool's depth.
  */
 declare function makeRollPtTx(params: MakeRollPtTxParams): Promise<{
     transactions: ExtendedV0Transaction[];
@@ -5223,9 +5197,10 @@ declare class MarginfiAccount implements MarginfiAccountType {
     /**
      * Creates a transaction to roll a matured Exponent PT collateral position into its
      * next-maturity PT, in one flash-loan-wrapped bundle
-     * (withdraw PT_old → merge → buy PT_new → deposit). See {@link makeRollPtTx}.
+     * (withdraw PT_old → `wrapper_merge` to base → swap-engine buy PT_new → deposit).
+     * See {@link makeRollPtTx}.
      *
-     * @param params - Roll-PT parameters (`withdrawOpts`/`depositOpts`/`rollOpts`).
+     * @param params - Roll-PT parameters (`withdrawOpts`/`depositOpts`/`swapOpts`/`rollOpts`).
      */
     makeRollPtTx(params: Omit<MakeRollPtTxParams, "marginfiAccount">): Promise<{
         transactions: ExtendedV0Transaction[];
@@ -5595,8 +5570,8 @@ declare class MarginfiAccountWrapper {
     }>;
     /**
      * Rolls a matured Exponent PT collateral position into its next-maturity PT, with
-     * auto-injected client data (withdraw PT_old → merge → buy PT_new → deposit, flash-loan
-     * wrapped). The buy leg is venue-agnostic — supplied via `rollOpts.buyInstructions`.
+     * auto-injected client data (withdraw PT_old → `wrapper_merge` to base → swap-engine buy
+     * PT_new → deposit, flash-loan wrapped). The full deposit ends up as new PT.
      *
      * Auto-injects: program, marginfiAccount, bankMap, oraclePrices, bankMetadataMap, addressLookupTables
      *

package/dist/index.d.ts

@@ -1251,23 +1251,17 @@ interface MakeSwapCollateralTxParams {
     swapEngineRunner?: SwapEngineRunner;
 }
 /**
- * Params for {@link makeRollPtTx} — rolling a matured Exponent PT collateral position
- * into its next-maturity PT, entirely within Exponent (no unwrap, no external aggregator).
- *
- * SY is Exponent's internal unit of account and is maturity-independent (the same SY mint
- * backs every maturity of an underlying), so the roll stays in SY end-to-end:
- *   1. withdraw the old PT, then `merge` it into SY (Exponent, 1:1, no slippage)
- *   2. buy the new PT with that SY on the successor maturity's venue
+ * Params for {@link makeRollPtTx} — rolling a matured Exponent PT collateral position into
+ * its next-maturity PT, so the **full deposit ends up as new PT** (no leftover), in one
+ * flash-loan-wrapped bundle:
+ *   1. withdraw the old PT, then Exponent `merge` (redeem PT → SY, post-maturity, 1:1)
+ *   2. buy the new PT with that SY directly on the successor's **CLMM** (`MarketThree`) PT/SY
+ *      pool via `trade_pt` — no base-token round-trip, no external aggregator
  *   3. deposit the new PT.
  *
- * The buy leg (step 2) is **venue-agnostic**: the caller supplies the SY→PT_new
- * instructions via `rollOpts.buyInstructions` (+ any `buyLookupTables`). They may come from
- * `strip` ({@link makeExponentStripIx}, *mints* PT — unbounded), the legacy `MarketTwo`
- * ({@link makeExponentTradePtIx}), the CLMM/orderbook, etc. The only requirements: the buy
- * spends from the SY account the `merge` writes to (`mergeAccounts.sySrcDstAta`) and
- * delivers ≥ `ptOutNative` of the deposit bank's PT mint to the owner's PT ATA.
- *
- * Mirrors {@link MakeSwapCollateralTxParams} (`rollOpts` is the roll's analog of `swapOpts`).
+ * The buy is liquidity-bounded by the successor pool's depth. The SY → PT price is quoted by
+ * simulating the redeem + trade (reading the CLMM `TradePtEvent.amount_out`), so the deposit
+ * is sized to the guaranteed minimum out.
  */
 interface MakeRollPtTxParams {
     program: MarginfiProgram;
@@ -1289,7 +1283,7 @@ interface MakeRollPtTxParams {
         depositBank: BankType;
         tokenProgram: PublicKey;
     };
-    /** Exponent merge + buy-leg config (the roll's analog of swap-collateral's `swapOpts`). */
+    /** Exponent redeem (`merge`) + successor-CLMM buy config for the matured PT. */
     rollOpts: RollPtOpts;
     addressLookupTableAccounts?: AddressLookupTableAccount[];
     overrideInferAccounts?: {
@@ -1299,51 +1293,27 @@ interface MakeRollPtTxParams {
     crossbarUrl?: string;
 }
 /**
- * High-level Exponent config for {@link makeRollPtTx} — the roll's analog of `swapOpts`.
- *
- * `makeRollPtTx` resolves the matured `merge` and (by default) builds the `strip` buy leg
- * internally from these addresses, so the caller never assembles Exponent accounts/ixs.
- * For a non-strip venue, supply a pre-built buy leg via {@link RollPtOpts.buy} (the analog
- * of `makeLoopTx`'s `swapEngineRunner` override).
+ * Exponent roll config for {@link makeRollPtTx}. `makeRollPtTx` resolves the matured vault's
+ * `merge` accounts and the successor pool's CLMM `trade_pt` accounts internally from these
+ * addresses — the caller never assembles Exponent accounts/ixs.
  */
 interface RollPtOpts {
-    /** The matured PT's Exponent `MarketTwo` — used to resolve `merge` (one of market/vault required). */
+    /** The matured PT's Exponent `MarketTwo` — its `vault` is read (one of market/vault required). */
     maturedMarket?: PublicKey;
     /** …or the matured vault directly. */
     maturedVault?: PublicKey;
-    /**
-     * The successor (active) vault to `strip` PT_new from — one of vault/market required for
-     * the default strip buy leg (ignored when {@link RollPtOpts.buy} is provided).
-     */
-    successorVault?: PublicKey;
-    /** …or the successor market (its vault is read). */
-    successorMarket?: PublicKey;
+    /** The successor maturity's **CLMM** (`MarketThree`) pool — where the new PT trades (SY → PT). */
+    successorMarket: PublicKey;
+    /** Slippage tolerance (bps) for the SY → PT CLMM swap. Defaults to 50. */
+    slippageBps?: number;
+    /** Token program for the shared SY mint (defaults to the classic Token program). */
+    syTokenProgram?: PublicKey;
     /**
      * Optional dedicated PT-roll address lookup table (fetched internally) that compresses the
-     * strip flashloan's two SY-CPI account sets back under the tx size limit
-     * (see `examples/create-pt-roll-lut.ts`).
+     * merge + CLMM-swap flashloan bytes (see `examples/create-pt-roll-lut.ts`). Account *locks*
+     * are already bounded by the compact, fixed CLMM footprint.
      */
     lookupTable?: PublicKey;
-    /**
-     * Slippage/rounding buffer in basis points applied to the strip's SY-in and the minted-PT
-     * deposit floor, so on-chain merge rounding / SY-rate lag never short the strip. Default 10.
-     */
-    slippageBps?: number;
-    /**
-     * Escape hatch: a pre-built SY→PT_new buy leg (e.g. legacy `MarketTwo` `trade_pt`, CLMM)
-     * to use instead of the internal `strip`. When set, `successorVault`/`successorMarket` and
-     * the internal strip build are skipped. The buy must spend from the merge's SY account
-     * (`mergeAccounts.sySrcDstAta`) and deliver ≥ `ptOutNative` PT to the owner's PT ATA.
-     */
-    buy?: {
-        instructions: TransactionInstruction[];
-        /** ATA creates etc. — placed in the setup tx, not the flashloan. */
-        setupInstructions?: TransactionInstruction[];
-        /** LUTs the buy instructions reference. */
-        lookupTables?: AddressLookupTableAccount[];
-        /** Native PT the buy guarantees — the deposit amount (byte-patched). */
-        ptOutNative: bigint;
-    };
 }
 interface MakeSwapDebtTxParams {
     program: MarginfiProgram;
@@ -3391,15 +3361,19 @@ declare function makeSwapDebtTx(params: MakeSwapDebtTxParams): Promise<{
 }>;
 
 /**
- * Roll a matured Exponent PT collateral position into its next-maturity PT, in one
- * flash-loan-wrapped bundle — entirely within Exponent, no unwrap, no external swap:
+ * Roll a matured Exponent PT collateral position into its next-maturity PT, so the **full
+ * deposit ends up as new PT** (no leftover), in one flash-loan-wrapped bundle:
  *
- *   withdraw PT_old → Exponent `merge` (PT_old → SY) → SY → PT_new buy → deposit PT_new
+ *   withdraw PT_old → Exponent `merge` (PT_old → SY) → CLMM `trade_pt` (SY → PT_new)
+ *     → deposit PT_new
  *
- * The caller passes high-level config (`rollOpts`: the matured + successor markets); this
- * resolves the `merge` and (by default) builds the `strip` buy leg internally — the same
- * way `makeLoopTx`/`makeSwapCollateralTx` internalize their swap. For a non-strip venue
- * (e.g. legacy `MarketTwo` `trade_pt`), pass a pre-built buy leg via `rollOpts.buy`.
+ * The matured PT is redeemed 1:1 to its SY, then the successor PT is bought **directly on its
+ * CLMM (`MarketThree`) PT/SY pool** — no base-token round-trip and no external aggregator. The
+ * newer maturities (e.g. October bulkSOL) only list a CLMM pool (no `MarketTwo`, no order
+ * book), and the CLMM uses a single `ticks` account, so the swap is a fixed, compact account
+ * set regardless of trade size. The caller passes the matured Exponent market/vault + the
+ * successor CLMM pool (`rollOpts`); everything Exponent is resolved internally. The buy is
+ * bounded by the pool's depth.
  */
 declare function makeRollPtTx(params: MakeRollPtTxParams): Promise<{
     transactions: ExtendedV0Transaction[];
@@ -5223,9 +5197,10 @@ declare class MarginfiAccount implements MarginfiAccountType {
     /**
      * Creates a transaction to roll a matured Exponent PT collateral position into its
      * next-maturity PT, in one flash-loan-wrapped bundle
-     * (withdraw PT_old → merge → buy PT_new → deposit). See {@link makeRollPtTx}.
+     * (withdraw PT_old → `wrapper_merge` to base → swap-engine buy PT_new → deposit).
+     * See {@link makeRollPtTx}.
      *
-     * @param params - Roll-PT parameters (`withdrawOpts`/`depositOpts`/`rollOpts`).
+     * @param params - Roll-PT parameters (`withdrawOpts`/`depositOpts`/`swapOpts`/`rollOpts`).
      */
     makeRollPtTx(params: Omit<MakeRollPtTxParams, "marginfiAccount">): Promise<{
         transactions: ExtendedV0Transaction[];
@@ -5595,8 +5570,8 @@ declare class MarginfiAccountWrapper {
     }>;
     /**
      * Rolls a matured Exponent PT collateral position into its next-maturity PT, with
-     * auto-injected client data (withdraw PT_old → merge → buy PT_new → deposit, flash-loan
-     * wrapped). The buy leg is venue-agnostic — supplied via `rollOpts.buyInstructions`.
+     * auto-injected client data (withdraw PT_old → `wrapper_merge` to base → swap-engine buy
+     * PT_new → deposit, flash-loan wrapped). The full deposit ends up as new PT.
      *
      * Auto-injects: program, marginfiAccount, bankMap, oraclePrices, bankMetadataMap, addressLookupTables
      *