@0xfps/pmamm-js 0.0.1

package/dist/index.d.mts

@@ -0,0 +1,53 @@
+type MarketTime = {
+    startTime: number;
+    currentTime: number;
+    endTime: number;
+};
+
+declare function getEffectiveLiquidity({ currentTime, endTime }: MarketTime): number;
+
+type AfterTrade = {
+    oldXReserve: number;
+    oldYReserve: number;
+    oldPrice: number;
+    newXReserve: number;
+    newYReserve: number;
+    newPrice: number;
+    cost: number;
+    averageCost: number;
+};
+
+type Order = {
+    shares: number;
+    isBuy: boolean;
+    price: number;
+    marketTime: MarketTime;
+};
+
+declare function getNewReservesDataForXAfterYTrade(order: Order): AfterTrade;
+
+declare function getNewReservesDataForYAfterXTrade(order: Order): AfterTrade;
+
+type Reserves = {
+    x: number;
+    y: number;
+};
+
+declare function getPriceFromReseves({ x, y }: Reserves, marketTime: MarketTime): number;
+
+declare function getReservesFromPrice(price: number, marketTime: MarketTime): Reserves;
+
+type Limits = {
+    min: number;
+    max: number;
+};
+
+declare const pmAmm: {
+    getEffectiveLiquidity: typeof getEffectiveLiquidity;
+    getNewReservesDataForXAfterYTrade: typeof getNewReservesDataForXAfterYTrade;
+    getNewReservesDataForYAfterXTrade: typeof getNewReservesDataForYAfterXTrade;
+    getPriceFromReseves: typeof getPriceFromReseves;
+    getReservesFromPrice: typeof getReservesFromPrice;
+};
+
+export { type AfterTrade, type Limits, type MarketTime, type Order, type Reserves, pmAmm as default };

package/dist/index.d.ts

@@ -0,0 +1,53 @@
+type MarketTime = {
+    startTime: number;
+    currentTime: number;
+    endTime: number;
+};
+
+declare function getEffectiveLiquidity({ currentTime, endTime }: MarketTime): number;
+
+type AfterTrade = {
+    oldXReserve: number;
+    oldYReserve: number;
+    oldPrice: number;
+    newXReserve: number;
+    newYReserve: number;
+    newPrice: number;
+    cost: number;
+    averageCost: number;
+};
+
+type Order = {
+    shares: number;
+    isBuy: boolean;
+    price: number;
+    marketTime: MarketTime;
+};
+
+declare function getNewReservesDataForXAfterYTrade(order: Order): AfterTrade;
+
+declare function getNewReservesDataForYAfterXTrade(order: Order): AfterTrade;
+
+type Reserves = {
+    x: number;
+    y: number;
+};
+
+declare function getPriceFromReseves({ x, y }: Reserves, marketTime: MarketTime): number;
+
+declare function getReservesFromPrice(price: number, marketTime: MarketTime): Reserves;
+
+type Limits = {
+    min: number;
+    max: number;
+};
+
+declare const pmAmm: {
+    getEffectiveLiquidity: typeof getEffectiveLiquidity;
+    getNewReservesDataForXAfterYTrade: typeof getNewReservesDataForXAfterYTrade;
+    getNewReservesDataForYAfterXTrade: typeof getNewReservesDataForYAfterXTrade;
+    getPriceFromReseves: typeof getPriceFromReseves;
+    getReservesFromPrice: typeof getReservesFromPrice;
+};
+
+export { type AfterTrade, type Limits, type MarketTime, type Order, type Reserves, pmAmm as default };

package/dist/index.js

@@ -0,0 +1,219 @@
+"use strict";
+var __create = Object.create;
+var __defProp = Object.defineProperty;
+var __getOwnPropDesc = Object.getOwnPropertyDescriptor;
+var __getOwnPropNames = Object.getOwnPropertyNames;
+var __getProtoOf = Object.getPrototypeOf;
+var __hasOwnProp = Object.prototype.hasOwnProperty;
+var __export = (target, all) => {
+  for (var name in all)
+    __defProp(target, name, { get: all[name], enumerable: true });
+};
+var __copyProps = (to, from, except, desc) => {
+  if (from && typeof from === "object" || typeof from === "function") {
+    for (let key of __getOwnPropNames(from))
+      if (!__hasOwnProp.call(to, key) && key !== except)
+        __defProp(to, key, { get: () => from[key], enumerable: !(desc = __getOwnPropDesc(from, key)) || desc.enumerable });
+  }
+  return to;
+};
+var __toESM = (mod, isNodeMode, target) => (target = mod != null ? __create(__getProtoOf(mod)) : {}, __copyProps(
+  // If the importer is in node compatibility mode or this is not an ESM
+  // file that has been converted to a CommonJS file using a Babel-
+  // compatible transform (i.e. "__esModule" has not been set), then set
+  // "default" to the CommonJS "module.exports" for node compatibility.
+  isNodeMode || !mod || !mod.__esModule ? __defProp(target, "default", { value: mod, enumerable: true }) : target,
+  mod
+));
+var __toCommonJS = (mod) => __copyProps(__defProp({}, "__esModule", { value: true }), mod);
+
+// src/index.ts
+var index_exports = {};
+__export(index_exports, {
+  default: () => index_default
+});
+module.exports = __toCommonJS(index_exports);
+
+// src/constants.ts
+var PRICE_DECIMALS = 6;
+var LIQUIDITY_FACTOR = 100;
+
+// src/amm-math/get-effective-liquidity.ts
+function getEffectiveLiquidity({ currentTime, endTime }) {
+  return LIQUIDITY_FACTOR * Math.sqrt(endTime - currentTime);
+}
+
+// src/amm-math/gaussian.ts
+var import_gaussian = __toESM(require("gaussian"));
+var distribution = (0, import_gaussian.default)(0, 1);
+function Phi(x) {
+  return distribution.cdf(x);
+}
+function phi(x) {
+  return distribution.pdf(x);
+}
+function Phi_inverse(x) {
+  return distribution.ppf(x);
+}
+
+// src/amm-math/get-price-from-reserves.ts
+function getPriceFromReseves({ x, y }, marketTime) {
+  const effectiveL = getEffectiveLiquidity(marketTime);
+  const z = (y - x) / effectiveL;
+  const price = Phi(z);
+  return price;
+}
+
+// src/utils/get-new-price-data.ts
+function getNewPriceCostAverageCost(newReserves, marketTime, oldPrice, shares) {
+  const newPrice = getPriceFromReseves(newReserves, marketTime);
+  const cost = parseFloat(((oldPrice + newPrice) / 2 * shares).toFixed(PRICE_DECIMALS));
+  const averageCost = parseFloat((cost / shares).toFixed(PRICE_DECIMALS));
+  const afterTrade = {
+    newPrice,
+    cost,
+    averageCost
+  };
+  return afterTrade;
+}
+
+// src/amm-math/invariant.ts
+function invariant(x, y, Leff) {
+  const z = (y - x) / Leff;
+  return (y - x) * Phi(z) + Leff * phi(z) - y;
+}
+
+// src/amm-math/get-min-and-max-xy-reserves.ts
+function getMinAndMaxYReservesForNewXReserve(currentYReserve, newXReserve, marketTime) {
+  let minYReserve, maxYReserve;
+  let minYEvaluation = false, maxYEvaluation = false;
+  let margin = 5e3;
+  const leff = getEffectiveLiquidity(marketTime);
+  while (!maxYEvaluation) {
+    maxYEvaluation = invariant(newXReserve, currentYReserve, leff) < 0;
+    currentYReserve += margin;
+  }
+  maxYReserve = currentYReserve;
+  while (!minYEvaluation) {
+    currentYReserve -= margin;
+    minYEvaluation = invariant(newXReserve, currentYReserve, leff) > 0;
+  }
+  minYReserve = currentYReserve;
+  return { min: minYReserve, max: maxYReserve };
+}
+function getMinAndMaxXReservesForNewYReserve(currentXReserve, newYReserve, marketTime) {
+  let minXReserve, maxXReserve;
+  let minXEvaluation = false, maxXEvaluation = false;
+  let margin = 5e3;
+  const leff = getEffectiveLiquidity(marketTime);
+  while (!maxXEvaluation) {
+    maxXEvaluation = invariant(currentXReserve, newYReserve, leff) < 0;
+    currentXReserve += margin;
+  }
+  maxXReserve = currentXReserve;
+  while (!minXEvaluation) {
+    currentXReserve -= margin;
+    minXEvaluation = invariant(currentXReserve, newYReserve, leff) > 0;
+  }
+  minXReserve = currentXReserve;
+  return { min: minXReserve, max: maxXReserve };
+}
+
+// src/amm-math/get-reserves-from-price.ts
+function getReservesFromPrice(price, marketTime) {
+  const effectiveL = getEffectiveLiquidity(marketTime);
+  const z = Phi_inverse(price);
+  const diff = z * effectiveL;
+  const y = diff * price + effectiveL * phi(z);
+  const x = y - diff;
+  return { x, y };
+}
+
+// src/amm-math/get-new-reserves-for-x.ts
+var import_bisect = __toESM(require("bisect"));
+function getNewReservesDataForXAfterYTrade(order) {
+  const { shares, isBuy, price, marketTime } = order;
+  const { x: xReserve, y: yReserve } = getReservesFromPrice(price, marketTime);
+  if (isBuy && shares >= yReserve) throw new Error("Insufficient Y Liquidity.");
+  const leff = getEffectiveLiquidity(marketTime);
+  const newYReserve = isBuy ? yReserve - shares : yReserve + shares;
+  function evaluateX(x) {
+    return invariant(x, newYReserve, leff) < 0;
+  }
+  const currentXReserve = xReserve;
+  const { min, max } = getMinAndMaxXReservesForNewYReserve(
+    currentXReserve,
+    newYReserve,
+    marketTime
+  );
+  const newXReserve = (0, import_bisect.default)(evaluateX, min, max);
+  if (!isBuy && newXReserve <= 0) throw new Error("X Liquidity Depleted.");
+  const newReserves = { x: newXReserve, y: newYReserve };
+  const { newPrice, cost, averageCost } = getNewPriceCostAverageCost(
+    newReserves,
+    marketTime,
+    price,
+    shares
+  );
+  const afterTrade = {
+    oldXReserve: xReserve,
+    oldYReserve: yReserve,
+    oldPrice: price,
+    newXReserve,
+    newYReserve,
+    newPrice,
+    cost,
+    averageCost
+  };
+  return afterTrade;
+}
+
+// src/amm-math/get-new-reserves-for-y.ts
+var import_bisect2 = __toESM(require("bisect"));
+function getNewReservesDataForYAfterXTrade(order) {
+  const { shares, isBuy, price, marketTime } = order;
+  const { x: xReserve, y: yReserve } = getReservesFromPrice(price, marketTime);
+  if (isBuy && shares >= xReserve) throw new Error("Insufficient X Liquidity.");
+  const leff = getEffectiveLiquidity(marketTime);
+  const newXReserve = isBuy ? xReserve - shares : xReserve + shares;
+  function evaluateY(y) {
+    return invariant(newXReserve, y, leff) < 0;
+  }
+  const currentYReserve = yReserve;
+  const { min, max } = getMinAndMaxYReservesForNewXReserve(
+    currentYReserve,
+    newXReserve,
+    marketTime
+  );
+  const newYReserve = (0, import_bisect2.default)(evaluateY, min, max);
+  if (!isBuy && newYReserve <= 0) throw new Error("Y Liquidity Depleted.");
+  const newReserves = { x: newXReserve, y: newYReserve };
+  const { newPrice, cost, averageCost } = getNewPriceCostAverageCost(
+    newReserves,
+    marketTime,
+    price,
+    shares
+  );
+  const afterTrade = {
+    oldXReserve: xReserve,
+    oldYReserve: yReserve,
+    oldPrice: price,
+    newXReserve,
+    newYReserve,
+    newPrice,
+    cost,
+    averageCost
+  };
+  return afterTrade;
+}
+
+// src/index.ts
+var pmAmm = {
+  getEffectiveLiquidity,
+  getNewReservesDataForXAfterYTrade,
+  getNewReservesDataForYAfterXTrade,
+  getPriceFromReseves,
+  getReservesFromPrice
+};
+var index_default = pmAmm;
+//# sourceMappingURL=index.js.map

package/dist/index.js.map

@@ -0,0 +1 @@
+{"version":3,"sources":["../src/index.ts","../src/constants.ts","../src/amm-math/get-effective-liquidity.ts","../src/amm-math/gaussian.ts","../src/amm-math/get-price-from-reserves.ts","../src/utils/get-new-price-data.ts","../src/amm-math/invariant.ts","../src/amm-math/get-min-and-max-xy-reserves.ts","../src/amm-math/get-reserves-from-price.ts","../src/amm-math/get-new-reserves-for-x.ts","../src/amm-math/get-new-reserves-for-y.ts"],"sourcesContent":["import { getEffectiveLiquidity } from \"./amm-math/get-effective-liquidity\";\nimport { getNewReservesDataForXAfterYTrade } from \"./amm-math/get-new-reserves-for-x\";\nimport { getNewReservesDataForYAfterXTrade } from \"./amm-math/get-new-reserves-for-y\";\nimport { getPriceFromReseves } from \"./amm-math/get-price-from-reserves\";\nimport { getReservesFromPrice } from \"./amm-math/get-reserves-from-price\";\nimport { AfterTrade } from \"./types/after-trade\";\nimport { Limits } from \"./types/limits\";\nimport { MarketTime } from \"./types/market-time\";\nimport { Order } from \"./types/order\";\nimport { Reserves } from \"./types/ reserves\";\n\nexport {\n    AfterTrade,\n    Limits,\n    MarketTime,\n    Order,\n    Reserves\n}\n\nconst pmAmm = {\n    getEffectiveLiquidity,\n    getNewReservesDataForXAfterYTrade,\n    getNewReservesDataForYAfterXTrade,\n    getPriceFromReseves,\n    getReservesFromPrice,\n}\n\nexport default pmAmm","// Staring price of both sides of the market.\nexport const STARTING_PRICE = 0.5\n// This, while not needed for this package, because JS operates\n// with floating point numbers, is needed to establish the point\n// of the current price of either sides of the market as having\n// 6 decimals on the contract interface.\nexport const PRICE_DECIMALS = 6\n// This is tentative, anyone can use any liquidity factor. This,\n// just like `PRICE_DECIMALS` establish the fact that we're using\n// a 100 point liquidity factor on the contract interface.\nexport const LIQUIDITY_FACTOR = 100\n// JS deals with time in milliseconds, when recreating with Solidity,\n// multiply LF with 1,000 too even though time will not need milliseconds.\n// Concurrency.\n// Solidity computes regarding times will be operated on the normal seconds level.\nexport const TIME_FACTOR = 1000","import { LIQUIDITY_FACTOR } from \"../constants\";\nimport { MarketTime } from \"../types/market-time\";\n\n// Returns effective liquidity from liquidity factor.\n//\n// Leff = L(√(T - t))\n// Where T = End time, market closing time, t = current time.\nexport function getEffectiveLiquidity({ currentTime, endTime }: MarketTime): number {\n    return LIQUIDITY_FACTOR * Math.sqrt(endTime - currentTime)\n}","import gaussian from \"gaussian\"\n\nconst distribution = gaussian(0, 1)\n\n// CDF, Cumulative Distribution Function.\nexport function Phi(x: number): number {\n    return distribution.cdf(x)\n}\n\n// PDF, Probability Density Function.\nexport function phi(x: number): number {\n    return distribution.pdf(x)\n}\n\n// PPF or 1/CDF.\nexport function Phi_inverse(x: number): number {\n    return distribution.ppf(x)\n}","import { Reserves } from \"../types/ reserves\"\nimport { MarketTime } from \"../types/market-time\"\nimport { Phi } from \"./gaussian\"\nimport { getEffectiveLiquidity } from \"./get-effective-liquidity\"\n\nexport function getPriceFromReseves({ x, y }: Reserves, marketTime: MarketTime): number {\n    const effectiveL = getEffectiveLiquidity(marketTime)\n\n    const z = (y - x) / effectiveL\n    const price = Phi(z)\n\n    return price\n}","import { getPriceFromReseves } from \"../amm-math/get-price-from-reserves\";\nimport { PRICE_DECIMALS } from \"../constants\";\nimport { Reserves } from \"../types/ reserves\";\nimport { AfterTrade } from \"../types/after-trade\";\nimport { MarketTime } from \"../types/market-time\";\n\nexport function getNewPriceCostAverageCost(\n    newReserves: Reserves,\n    marketTime: MarketTime,\n    oldPrice: number,\n    shares: number\n): Omit<AfterTrade, \"oldXReserve\" | \"oldYReserve\" | \"oldPrice\" | \"newXReserve\" | \"newYReserve\"> {\n    const newPrice = getPriceFromReseves(newReserves, marketTime)\n    const cost = parseFloat((((oldPrice + newPrice) / 2) * shares).toFixed(PRICE_DECIMALS))\n    const averageCost = parseFloat((cost / shares).toFixed(PRICE_DECIMALS))\n\n    const afterTrade = {\n        newPrice,\n        cost,\n        averageCost\n    }\n\n    return afterTrade\n}","import { phi, Phi } from \"./gaussian\";\n\n// For a given x, y and Leff, this invariant must be equal or infinitesimally\n// close to 0.\n// Refer to https://www.paradigm.xyz/2024/11/pm-amm#90ef7fa55727.\nexport function invariant(x: number, y: number, Leff: number): number {\n    const z = (y - x) / Leff\n\n    return ((y - x) * Phi(z)) + (Leff * phi(z)) - y\n}","import { Limits } from \"../types/limits\"\nimport { MarketTime } from \"../types/market-time\"\nimport { getEffectiveLiquidity } from \"./get-effective-liquidity\"\nimport { invariant } from \"./invariant\"\n\n// Each of these two functions solve to determine the range of values\n// for y and x (yLimit and xLimit) respectively that needs to be approached\n// so that the function given at `invariant` will be equal or close to 0.\n// The whole point of these functions is that it narrows down two limits\n// `min` and `max` for both x and y. `min` is always lesser than `max`, by\n// inference, and applying `min` in the invariant yields a positive number \n// close to 0, say +0.04. `max` when applied to the invariant yields a \n// negative number close to 0, say -0.02. By establishing and using these\n// limits, it's easier for the Bisection function to find a middle ground\n// to pick which number between `min` an `max` yields the closest to 0 (on the\n// negative). That is the number we're looking for.\n//\n// As the limits of either go down, the inviariant positively expands, and it\n// negatively expands as the limits go up.\nexport function getMinAndMaxYReservesForNewXReserve(\n    currentYReserve: number,\n    newXReserve: number,\n    marketTime: MarketTime\n): Limits {\n    let minYReserve, maxYReserve\n    let minYEvaluation = false, maxYEvaluation = false\n    let margin = 5000\n    const leff = getEffectiveLiquidity(marketTime)\n\n    // Finding the upper limits.\n    // We keep adding 10,000 until the invariant\n    // results in below 0.\n    while (!maxYEvaluation) {\n        maxYEvaluation = invariant(newXReserve, currentYReserve, leff) < 0\n        currentYReserve += margin\n    }\n\n    maxYReserve = currentYReserve\n\n    // Finding the lower limits.\n    // We keep adding 10,000 until the invariant\n    // results in above 0.\n    while (!minYEvaluation) {\n        currentYReserve -= margin\n        minYEvaluation = invariant(newXReserve, currentYReserve, leff) > 0\n    }\n\n    minYReserve = currentYReserve\n\n    return { min: minYReserve, max: maxYReserve }\n}\n\nexport function getMinAndMaxXReservesForNewYReserve(\n    currentXReserve: number,\n    newYReserve: number,\n    marketTime: MarketTime\n): Limits {\n    let minXReserve, maxXReserve\n    let minXEvaluation = false, maxXEvaluation = false\n    let margin = 5000\n    const leff = getEffectiveLiquidity(marketTime)\n\n    // Finding the upper limits.\n    // We keep adding 10,000 until the invariant\n    // results in below 0.\n    while (!maxXEvaluation) {\n        maxXEvaluation = invariant(currentXReserve, newYReserve, leff) < 0\n        currentXReserve += margin\n    }\n\n    maxXReserve = currentXReserve\n\n    // Finding the lower limits.\n    // We keep adding 10,000 until the invariant\n    // results in above 0.\n    while (!minXEvaluation) {\n        currentXReserve -= margin\n        minXEvaluation = invariant(currentXReserve, newYReserve, leff) > 0\n    }\n\n    minXReserve = currentXReserve\n\n    return { min: minXReserve, max: maxXReserve }\n}","import { Reserves } from \"../types/ reserves\"\nimport { MarketTime } from \"../types/market-time\"\nimport { phi, Phi_inverse } from \"./gaussian\"\nimport { getEffectiveLiquidity } from \"./get-effective-liquidity\"\n\nexport function getReservesFromPrice(price: number, marketTime: MarketTime): Reserves {\n    const effectiveL = getEffectiveLiquidity(marketTime)\n    const z = Phi_inverse(price)\n    const diff = (z) * effectiveL\n\n    const y = (diff * price) + (effectiveL * phi(z))\n    const x = y - diff\n\n    return { x, y }\n}","import { AfterTrade } from \"../types/after-trade\"\nimport { Order } from \"../types/order\"\nimport { getNewPriceCostAverageCost } from \"../utils/get-new-price-data\"\nimport { getEffectiveLiquidity } from \"./get-effective-liquidity\"\nimport { getMinAndMaxXReservesForNewYReserve } from \"./get-min-and-max-xy-reserves\"\nimport { getReservesFromPrice } from \"./get-reserves-from-price\"\nimport { invariant } from \"./invariant\"\nimport bisect from \"bisect\"\n\nexport function getNewReservesDataForXAfterYTrade(order: Order): AfterTrade {\n    const { shares, isBuy, price, marketTime } = order\n    const { x: xReserve, y: yReserve } = getReservesFromPrice(price, marketTime)\n\n    if (isBuy && shares >= yReserve) throw new Error(\"Insufficient Y Liquidity.\")\n\n    const leff = getEffectiveLiquidity(marketTime)\n    const newYReserve = isBuy ? yReserve - shares : yReserve + shares\n\n    function evaluateX(x: number) {\n        return invariant(x, newYReserve, leff) < 0\n    }\n\n    const currentXReserve = xReserve\n    const { min, max } = getMinAndMaxXReservesForNewYReserve(\n        currentXReserve,\n        newYReserve,\n        marketTime\n    )\n    const newXReserve = bisect(evaluateX, min, max)\n\n    if (!isBuy && newXReserve <= 0) throw new Error(\"X Liquidity Depleted.\")\n\n    const newReserves = { x: newXReserve, y: newYReserve }\n    const { newPrice, cost, averageCost } = getNewPriceCostAverageCost(\n        newReserves,\n        marketTime,\n        price,\n        shares\n    )\n\n    const afterTrade = {\n        oldXReserve: xReserve,\n        oldYReserve: yReserve,\n        oldPrice: price,\n        newXReserve,\n        newYReserve,\n        newPrice,\n        cost,\n        averageCost\n    }\n\n    return afterTrade\n}","import { AfterTrade } from \"../types/after-trade\"\nimport { Order } from \"../types/order\"\nimport { getNewPriceCostAverageCost } from \"../utils/get-new-price-data\"\nimport { getEffectiveLiquidity } from \"./get-effective-liquidity\"\nimport { getMinAndMaxYReservesForNewXReserve } from \"./get-min-and-max-xy-reserves\"\nimport { getReservesFromPrice } from \"./get-reserves-from-price\"\nimport { invariant } from \"./invariant\"\nimport bisect from \"bisect\"\n\nexport function getNewReservesDataForYAfterXTrade(order: Order): AfterTrade {\n    const { shares, isBuy, price, marketTime } = order\n    const { x: xReserve, y: yReserve } = getReservesFromPrice(price, marketTime)\n\n    if (isBuy && shares >= xReserve) throw new Error(\"Insufficient X Liquidity.\")\n\n    const leff = getEffectiveLiquidity(marketTime)\n    const newXReserve = isBuy ? xReserve - shares : xReserve + shares\n\n    function evaluateY(y: number) {\n        return invariant(newXReserve, y, leff) < 0\n    }\n\n    const currentYReserve = yReserve\n    const { min, max } = getMinAndMaxYReservesForNewXReserve(\n        currentYReserve,\n        newXReserve,\n        marketTime\n    )\n    const newYReserve = bisect(evaluateY, min, max)\n\n    if (!isBuy && newYReserve <= 0) throw new Error(\"Y Liquidity Depleted.\")\n\n    const newReserves = { x: newXReserve, y: newYReserve }\n    const { newPrice, cost, averageCost } = getNewPriceCostAverageCost(\n        newReserves,\n        marketTime,\n        price,\n        shares\n    )\n\n    const afterTrade = {\n        oldXReserve: xReserve,\n        oldYReserve: yReserve,\n        oldPrice: price,\n        newXReserve,\n        newYReserve,\n        newPrice,\n        cost,\n        averageCost\n    }\n\n    return afterTrade\n}"],"mappings":";;;;;;;;;;;;;;;;;;;;;;;;;;;;;;AAAA;AAAA;AAAA;AAAA;AAAA;;;ACMO,IAAM,iBAAiB;AAIvB,IAAM,mBAAmB;;;ACHzB,SAAS,sBAAsB,EAAE,aAAa,QAAQ,GAAuB;AAChF,SAAO,mBAAmB,KAAK,KAAK,UAAU,WAAW;AAC7D;;;ACTA,sBAAqB;AAErB,IAAM,mBAAe,gBAAAA,SAAS,GAAG,CAAC;AAG3B,SAAS,IAAI,GAAmB;AACnC,SAAO,aAAa,IAAI,CAAC;AAC7B;AAGO,SAAS,IAAI,GAAmB;AACnC,SAAO,aAAa,IAAI,CAAC;AAC7B;AAGO,SAAS,YAAY,GAAmB;AAC3C,SAAO,aAAa,IAAI,CAAC;AAC7B;;;ACZO,SAAS,oBAAoB,EAAE,GAAG,EAAE,GAAa,YAAgC;AACpF,QAAM,aAAa,sBAAsB,UAAU;AAEnD,QAAM,KAAK,IAAI,KAAK;AACpB,QAAM,QAAQ,IAAI,CAAC;AAEnB,SAAO;AACX;;;ACNO,SAAS,2BACZ,aACA,YACA,UACA,QAC4F;AAC5F,QAAM,WAAW,oBAAoB,aAAa,UAAU;AAC5D,QAAM,OAAO,aAAc,WAAW,YAAY,IAAK,QAAQ,QAAQ,cAAc,CAAC;AACtF,QAAM,cAAc,YAAY,OAAO,QAAQ,QAAQ,cAAc,CAAC;AAEtE,QAAM,aAAa;AAAA,IACf;AAAA,IACA;AAAA,IACA;AAAA,EACJ;AAEA,SAAO;AACX;;;AClBO,SAAS,UAAU,GAAW,GAAW,MAAsB;AAClE,QAAM,KAAK,IAAI,KAAK;AAEpB,UAAS,IAAI,KAAK,IAAI,CAAC,IAAM,OAAO,IAAI,CAAC,IAAK;AAClD;;;ACUO,SAAS,oCACZ,iBACA,aACA,YACM;AACN,MAAI,aAAa;AACjB,MAAI,iBAAiB,OAAO,iBAAiB;AAC7C,MAAI,SAAS;AACb,QAAM,OAAO,sBAAsB,UAAU;AAK7C,SAAO,CAAC,gBAAgB;AACpB,qBAAiB,UAAU,aAAa,iBAAiB,IAAI,IAAI;AACjE,uBAAmB;AAAA,EACvB;AAEA,gBAAc;AAKd,SAAO,CAAC,gBAAgB;AACpB,uBAAmB;AACnB,qBAAiB,UAAU,aAAa,iBAAiB,IAAI,IAAI;AAAA,EACrE;AAEA,gBAAc;AAEd,SAAO,EAAE,KAAK,aAAa,KAAK,YAAY;AAChD;AAEO,SAAS,oCACZ,iBACA,aACA,YACM;AACN,MAAI,aAAa;AACjB,MAAI,iBAAiB,OAAO,iBAAiB;AAC7C,MAAI,SAAS;AACb,QAAM,OAAO,sBAAsB,UAAU;AAK7C,SAAO,CAAC,gBAAgB;AACpB,qBAAiB,UAAU,iBAAiB,aAAa,IAAI,IAAI;AACjE,uBAAmB;AAAA,EACvB;AAEA,gBAAc;AAKd,SAAO,CAAC,gBAAgB;AACpB,uBAAmB;AACnB,qBAAiB,UAAU,iBAAiB,aAAa,IAAI,IAAI;AAAA,EACrE;AAEA,gBAAc;AAEd,SAAO,EAAE,KAAK,aAAa,KAAK,YAAY;AAChD;;;AC9EO,SAAS,qBAAqB,OAAe,YAAkC;AAClF,QAAM,aAAa,sBAAsB,UAAU;AACnD,QAAM,IAAI,YAAY,KAAK;AAC3B,QAAM,OAAQ,IAAK;AAEnB,QAAM,IAAK,OAAO,QAAU,aAAa,IAAI,CAAC;AAC9C,QAAM,IAAI,IAAI;AAEd,SAAO,EAAE,GAAG,EAAE;AAClB;;;ACPA,oBAAmB;AAEZ,SAAS,kCAAkC,OAA0B;AACxE,QAAM,EAAE,QAAQ,OAAO,OAAO,WAAW,IAAI;AAC7C,QAAM,EAAE,GAAG,UAAU,GAAG,SAAS,IAAI,qBAAqB,OAAO,UAAU;AAE3E,MAAI,SAAS,UAAU,SAAU,OAAM,IAAI,MAAM,2BAA2B;AAE5E,QAAM,OAAO,sBAAsB,UAAU;AAC7C,QAAM,cAAc,QAAQ,WAAW,SAAS,WAAW;AAE3D,WAAS,UAAU,GAAW;AAC1B,WAAO,UAAU,GAAG,aAAa,IAAI,IAAI;AAAA,EAC7C;AAEA,QAAM,kBAAkB;AACxB,QAAM,EAAE,KAAK,IAAI,IAAI;AAAA,IACjB;AAAA,IACA;AAAA,IACA;AAAA,EACJ;AACA,QAAM,kBAAc,cAAAC,SAAO,WAAW,KAAK,GAAG;AAE9C,MAAI,CAAC,SAAS,eAAe,EAAG,OAAM,IAAI,MAAM,uBAAuB;AAEvE,QAAM,cAAc,EAAE,GAAG,aAAa,GAAG,YAAY;AACrD,QAAM,EAAE,UAAU,MAAM,YAAY,IAAI;AAAA,IACpC;AAAA,IACA;AAAA,IACA;AAAA,IACA;AAAA,EACJ;AAEA,QAAM,aAAa;AAAA,IACf,aAAa;AAAA,IACb,aAAa;AAAA,IACb,UAAU;AAAA,IACV;AAAA,IACA;AAAA,IACA;AAAA,IACA;AAAA,IACA;AAAA,EACJ;AAEA,SAAO;AACX;;;AC7CA,IAAAC,iBAAmB;AAEZ,SAAS,kCAAkC,OAA0B;AACxE,QAAM,EAAE,QAAQ,OAAO,OAAO,WAAW,IAAI;AAC7C,QAAM,EAAE,GAAG,UAAU,GAAG,SAAS,IAAI,qBAAqB,OAAO,UAAU;AAE3E,MAAI,SAAS,UAAU,SAAU,OAAM,IAAI,MAAM,2BAA2B;AAE5E,QAAM,OAAO,sBAAsB,UAAU;AAC7C,QAAM,cAAc,QAAQ,WAAW,SAAS,WAAW;AAE3D,WAAS,UAAU,GAAW;AAC1B,WAAO,UAAU,aAAa,GAAG,IAAI,IAAI;AAAA,EAC7C;AAEA,QAAM,kBAAkB;AACxB,QAAM,EAAE,KAAK,IAAI,IAAI;AAAA,IACjB;AAAA,IACA;AAAA,IACA;AAAA,EACJ;AACA,QAAM,kBAAc,eAAAC,SAAO,WAAW,KAAK,GAAG;AAE9C,MAAI,CAAC,SAAS,eAAe,EAAG,OAAM,IAAI,MAAM,uBAAuB;AAEvE,QAAM,cAAc,EAAE,GAAG,aAAa,GAAG,YAAY;AACrD,QAAM,EAAE,UAAU,MAAM,YAAY,IAAI;AAAA,IACpC;AAAA,IACA;AAAA,IACA;AAAA,IACA;AAAA,EACJ;AAEA,QAAM,aAAa;AAAA,IACf,aAAa;AAAA,IACb,aAAa;AAAA,IACb,UAAU;AAAA,IACV;AAAA,IACA;AAAA,IACA;AAAA,IACA;AAAA,IACA;AAAA,EACJ;AAEA,SAAO;AACX;;;AVjCA,IAAM,QAAQ;AAAA,EACV;AAAA,EACA;AAAA,EACA;AAAA,EACA;AAAA,EACA;AACJ;AAEA,IAAO,gBAAQ;","names":["gaussian","bisect","import_bisect","bisect"]}

package/dist/index.mjs

@@ -0,0 +1,186 @@
+// src/constants.ts
+var PRICE_DECIMALS = 6;
+var LIQUIDITY_FACTOR = 100;
+
+// src/amm-math/get-effective-liquidity.ts
+function getEffectiveLiquidity({ currentTime, endTime }) {
+  return LIQUIDITY_FACTOR * Math.sqrt(endTime - currentTime);
+}
+
+// src/amm-math/gaussian.ts
+import gaussian from "gaussian";
+var distribution = gaussian(0, 1);
+function Phi(x) {
+  return distribution.cdf(x);
+}
+function phi(x) {
+  return distribution.pdf(x);
+}
+function Phi_inverse(x) {
+  return distribution.ppf(x);
+}
+
+// src/amm-math/get-price-from-reserves.ts
+function getPriceFromReseves({ x, y }, marketTime) {
+  const effectiveL = getEffectiveLiquidity(marketTime);
+  const z = (y - x) / effectiveL;
+  const price = Phi(z);
+  return price;
+}
+
+// src/utils/get-new-price-data.ts
+function getNewPriceCostAverageCost(newReserves, marketTime, oldPrice, shares) {
+  const newPrice = getPriceFromReseves(newReserves, marketTime);
+  const cost = parseFloat(((oldPrice + newPrice) / 2 * shares).toFixed(PRICE_DECIMALS));
+  const averageCost = parseFloat((cost / shares).toFixed(PRICE_DECIMALS));
+  const afterTrade = {
+    newPrice,
+    cost,
+    averageCost
+  };
+  return afterTrade;
+}
+
+// src/amm-math/invariant.ts
+function invariant(x, y, Leff) {
+  const z = (y - x) / Leff;
+  return (y - x) * Phi(z) + Leff * phi(z) - y;
+}
+
+// src/amm-math/get-min-and-max-xy-reserves.ts
+function getMinAndMaxYReservesForNewXReserve(currentYReserve, newXReserve, marketTime) {
+  let minYReserve, maxYReserve;
+  let minYEvaluation = false, maxYEvaluation = false;
+  let margin = 5e3;
+  const leff = getEffectiveLiquidity(marketTime);
+  while (!maxYEvaluation) {
+    maxYEvaluation = invariant(newXReserve, currentYReserve, leff) < 0;
+    currentYReserve += margin;
+  }
+  maxYReserve = currentYReserve;
+  while (!minYEvaluation) {
+    currentYReserve -= margin;
+    minYEvaluation = invariant(newXReserve, currentYReserve, leff) > 0;
+  }
+  minYReserve = currentYReserve;
+  return { min: minYReserve, max: maxYReserve };
+}
+function getMinAndMaxXReservesForNewYReserve(currentXReserve, newYReserve, marketTime) {
+  let minXReserve, maxXReserve;
+  let minXEvaluation = false, maxXEvaluation = false;
+  let margin = 5e3;
+  const leff = getEffectiveLiquidity(marketTime);
+  while (!maxXEvaluation) {
+    maxXEvaluation = invariant(currentXReserve, newYReserve, leff) < 0;
+    currentXReserve += margin;
+  }
+  maxXReserve = currentXReserve;
+  while (!minXEvaluation) {
+    currentXReserve -= margin;
+    minXEvaluation = invariant(currentXReserve, newYReserve, leff) > 0;
+  }
+  minXReserve = currentXReserve;
+  return { min: minXReserve, max: maxXReserve };
+}
+
+// src/amm-math/get-reserves-from-price.ts
+function getReservesFromPrice(price, marketTime) {
+  const effectiveL = getEffectiveLiquidity(marketTime);
+  const z = Phi_inverse(price);
+  const diff = z * effectiveL;
+  const y = diff * price + effectiveL * phi(z);
+  const x = y - diff;
+  return { x, y };
+}
+
+// src/amm-math/get-new-reserves-for-x.ts
+import bisect from "bisect";
+function getNewReservesDataForXAfterYTrade(order) {
+  const { shares, isBuy, price, marketTime } = order;
+  const { x: xReserve, y: yReserve } = getReservesFromPrice(price, marketTime);
+  if (isBuy && shares >= yReserve) throw new Error("Insufficient Y Liquidity.");
+  const leff = getEffectiveLiquidity(marketTime);
+  const newYReserve = isBuy ? yReserve - shares : yReserve + shares;
+  function evaluateX(x) {
+    return invariant(x, newYReserve, leff) < 0;
+  }
+  const currentXReserve = xReserve;
+  const { min, max } = getMinAndMaxXReservesForNewYReserve(
+    currentXReserve,
+    newYReserve,
+    marketTime
+  );
+  const newXReserve = bisect(evaluateX, min, max);
+  if (!isBuy && newXReserve <= 0) throw new Error("X Liquidity Depleted.");
+  const newReserves = { x: newXReserve, y: newYReserve };
+  const { newPrice, cost, averageCost } = getNewPriceCostAverageCost(
+    newReserves,
+    marketTime,
+    price,
+    shares
+  );
+  const afterTrade = {
+    oldXReserve: xReserve,
+    oldYReserve: yReserve,
+    oldPrice: price,
+    newXReserve,
+    newYReserve,
+    newPrice,
+    cost,
+    averageCost
+  };
+  return afterTrade;
+}
+
+// src/amm-math/get-new-reserves-for-y.ts
+import bisect2 from "bisect";
+function getNewReservesDataForYAfterXTrade(order) {
+  const { shares, isBuy, price, marketTime } = order;
+  const { x: xReserve, y: yReserve } = getReservesFromPrice(price, marketTime);
+  if (isBuy && shares >= xReserve) throw new Error("Insufficient X Liquidity.");
+  const leff = getEffectiveLiquidity(marketTime);
+  const newXReserve = isBuy ? xReserve - shares : xReserve + shares;
+  function evaluateY(y) {
+    return invariant(newXReserve, y, leff) < 0;
+  }
+  const currentYReserve = yReserve;
+  const { min, max } = getMinAndMaxYReservesForNewXReserve(
+    currentYReserve,
+    newXReserve,
+    marketTime
+  );
+  const newYReserve = bisect2(evaluateY, min, max);
+  if (!isBuy && newYReserve <= 0) throw new Error("Y Liquidity Depleted.");
+  const newReserves = { x: newXReserve, y: newYReserve };
+  const { newPrice, cost, averageCost } = getNewPriceCostAverageCost(
+    newReserves,
+    marketTime,
+    price,
+    shares
+  );
+  const afterTrade = {
+    oldXReserve: xReserve,
+    oldYReserve: yReserve,
+    oldPrice: price,
+    newXReserve,
+    newYReserve,
+    newPrice,
+    cost,
+    averageCost
+  };
+  return afterTrade;
+}
+
+// src/index.ts
+var pmAmm = {
+  getEffectiveLiquidity,
+  getNewReservesDataForXAfterYTrade,
+  getNewReservesDataForYAfterXTrade,
+  getPriceFromReseves,
+  getReservesFromPrice
+};
+var index_default = pmAmm;
+export {
+  index_default as default
+};
+//# sourceMappingURL=index.mjs.map

package/dist/index.mjs.map

@@ -0,0 +1 @@
+{"version":3,"sources":["../src/constants.ts","../src/amm-math/get-effective-liquidity.ts","../src/amm-math/gaussian.ts","../src/amm-math/get-price-from-reserves.ts","../src/utils/get-new-price-data.ts","../src/amm-math/invariant.ts","../src/amm-math/get-min-and-max-xy-reserves.ts","../src/amm-math/get-reserves-from-price.ts","../src/amm-math/get-new-reserves-for-x.ts","../src/amm-math/get-new-reserves-for-y.ts","../src/index.ts"],"sourcesContent":["// Staring price of both sides of the market.\nexport const STARTING_PRICE = 0.5\n// This, while not needed for this package, because JS operates\n// with floating point numbers, is needed to establish the point\n// of the current price of either sides of the market as having\n// 6 decimals on the contract interface.\nexport const PRICE_DECIMALS = 6\n// This is tentative, anyone can use any liquidity factor. This,\n// just like `PRICE_DECIMALS` establish the fact that we're using\n// a 100 point liquidity factor on the contract interface.\nexport const LIQUIDITY_FACTOR = 100\n// JS deals with time in milliseconds, when recreating with Solidity,\n// multiply LF with 1,000 too even though time will not need milliseconds.\n// Concurrency.\n// Solidity computes regarding times will be operated on the normal seconds level.\nexport const TIME_FACTOR = 1000","import { LIQUIDITY_FACTOR } from \"../constants\";\nimport { MarketTime } from \"../types/market-time\";\n\n// Returns effective liquidity from liquidity factor.\n//\n// Leff = L(√(T - t))\n// Where T = End time, market closing time, t = current time.\nexport function getEffectiveLiquidity({ currentTime, endTime }: MarketTime): number {\n    return LIQUIDITY_FACTOR * Math.sqrt(endTime - currentTime)\n}","import gaussian from \"gaussian\"\n\nconst distribution = gaussian(0, 1)\n\n// CDF, Cumulative Distribution Function.\nexport function Phi(x: number): number {\n    return distribution.cdf(x)\n}\n\n// PDF, Probability Density Function.\nexport function phi(x: number): number {\n    return distribution.pdf(x)\n}\n\n// PPF or 1/CDF.\nexport function Phi_inverse(x: number): number {\n    return distribution.ppf(x)\n}","import { Reserves } from \"../types/ reserves\"\nimport { MarketTime } from \"../types/market-time\"\nimport { Phi } from \"./gaussian\"\nimport { getEffectiveLiquidity } from \"./get-effective-liquidity\"\n\nexport function getPriceFromReseves({ x, y }: Reserves, marketTime: MarketTime): number {\n    const effectiveL = getEffectiveLiquidity(marketTime)\n\n    const z = (y - x) / effectiveL\n    const price = Phi(z)\n\n    return price\n}","import { getPriceFromReseves } from \"../amm-math/get-price-from-reserves\";\nimport { PRICE_DECIMALS } from \"../constants\";\nimport { Reserves } from \"../types/ reserves\";\nimport { AfterTrade } from \"../types/after-trade\";\nimport { MarketTime } from \"../types/market-time\";\n\nexport function getNewPriceCostAverageCost(\n    newReserves: Reserves,\n    marketTime: MarketTime,\n    oldPrice: number,\n    shares: number\n): Omit<AfterTrade, \"oldXReserve\" | \"oldYReserve\" | \"oldPrice\" | \"newXReserve\" | \"newYReserve\"> {\n    const newPrice = getPriceFromReseves(newReserves, marketTime)\n    const cost = parseFloat((((oldPrice + newPrice) / 2) * shares).toFixed(PRICE_DECIMALS))\n    const averageCost = parseFloat((cost / shares).toFixed(PRICE_DECIMALS))\n\n    const afterTrade = {\n        newPrice,\n        cost,\n        averageCost\n    }\n\n    return afterTrade\n}","import { phi, Phi } from \"./gaussian\";\n\n// For a given x, y and Leff, this invariant must be equal or infinitesimally\n// close to 0.\n// Refer to https://www.paradigm.xyz/2024/11/pm-amm#90ef7fa55727.\nexport function invariant(x: number, y: number, Leff: number): number {\n    const z = (y - x) / Leff\n\n    return ((y - x) * Phi(z)) + (Leff * phi(z)) - y\n}","import { Limits } from \"../types/limits\"\nimport { MarketTime } from \"../types/market-time\"\nimport { getEffectiveLiquidity } from \"./get-effective-liquidity\"\nimport { invariant } from \"./invariant\"\n\n// Each of these two functions solve to determine the range of values\n// for y and x (yLimit and xLimit) respectively that needs to be approached\n// so that the function given at `invariant` will be equal or close to 0.\n// The whole point of these functions is that it narrows down two limits\n// `min` and `max` for both x and y. `min` is always lesser than `max`, by\n// inference, and applying `min` in the invariant yields a positive number \n// close to 0, say +0.04. `max` when applied to the invariant yields a \n// negative number close to 0, say -0.02. By establishing and using these\n// limits, it's easier for the Bisection function to find a middle ground\n// to pick which number between `min` an `max` yields the closest to 0 (on the\n// negative). That is the number we're looking for.\n//\n// As the limits of either go down, the inviariant positively expands, and it\n// negatively expands as the limits go up.\nexport function getMinAndMaxYReservesForNewXReserve(\n    currentYReserve: number,\n    newXReserve: number,\n    marketTime: MarketTime\n): Limits {\n    let minYReserve, maxYReserve\n    let minYEvaluation = false, maxYEvaluation = false\n    let margin = 5000\n    const leff = getEffectiveLiquidity(marketTime)\n\n    // Finding the upper limits.\n    // We keep adding 10,000 until the invariant\n    // results in below 0.\n    while (!maxYEvaluation) {\n        maxYEvaluation = invariant(newXReserve, currentYReserve, leff) < 0\n        currentYReserve += margin\n    }\n\n    maxYReserve = currentYReserve\n\n    // Finding the lower limits.\n    // We keep adding 10,000 until the invariant\n    // results in above 0.\n    while (!minYEvaluation) {\n        currentYReserve -= margin\n        minYEvaluation = invariant(newXReserve, currentYReserve, leff) > 0\n    }\n\n    minYReserve = currentYReserve\n\n    return { min: minYReserve, max: maxYReserve }\n}\n\nexport function getMinAndMaxXReservesForNewYReserve(\n    currentXReserve: number,\n    newYReserve: number,\n    marketTime: MarketTime\n): Limits {\n    let minXReserve, maxXReserve\n    let minXEvaluation = false, maxXEvaluation = false\n    let margin = 5000\n    const leff = getEffectiveLiquidity(marketTime)\n\n    // Finding the upper limits.\n    // We keep adding 10,000 until the invariant\n    // results in below 0.\n    while (!maxXEvaluation) {\n        maxXEvaluation = invariant(currentXReserve, newYReserve, leff) < 0\n        currentXReserve += margin\n    }\n\n    maxXReserve = currentXReserve\n\n    // Finding the lower limits.\n    // We keep adding 10,000 until the invariant\n    // results in above 0.\n    while (!minXEvaluation) {\n        currentXReserve -= margin\n        minXEvaluation = invariant(currentXReserve, newYReserve, leff) > 0\n    }\n\n    minXReserve = currentXReserve\n\n    return { min: minXReserve, max: maxXReserve }\n}","import { Reserves } from \"../types/ reserves\"\nimport { MarketTime } from \"../types/market-time\"\nimport { phi, Phi_inverse } from \"./gaussian\"\nimport { getEffectiveLiquidity } from \"./get-effective-liquidity\"\n\nexport function getReservesFromPrice(price: number, marketTime: MarketTime): Reserves {\n    const effectiveL = getEffectiveLiquidity(marketTime)\n    const z = Phi_inverse(price)\n    const diff = (z) * effectiveL\n\n    const y = (diff * price) + (effectiveL * phi(z))\n    const x = y - diff\n\n    return { x, y }\n}","import { AfterTrade } from \"../types/after-trade\"\nimport { Order } from \"../types/order\"\nimport { getNewPriceCostAverageCost } from \"../utils/get-new-price-data\"\nimport { getEffectiveLiquidity } from \"./get-effective-liquidity\"\nimport { getMinAndMaxXReservesForNewYReserve } from \"./get-min-and-max-xy-reserves\"\nimport { getReservesFromPrice } from \"./get-reserves-from-price\"\nimport { invariant } from \"./invariant\"\nimport bisect from \"bisect\"\n\nexport function getNewReservesDataForXAfterYTrade(order: Order): AfterTrade {\n    const { shares, isBuy, price, marketTime } = order\n    const { x: xReserve, y: yReserve } = getReservesFromPrice(price, marketTime)\n\n    if (isBuy && shares >= yReserve) throw new Error(\"Insufficient Y Liquidity.\")\n\n    const leff = getEffectiveLiquidity(marketTime)\n    const newYReserve = isBuy ? yReserve - shares : yReserve + shares\n\n    function evaluateX(x: number) {\n        return invariant(x, newYReserve, leff) < 0\n    }\n\n    const currentXReserve = xReserve\n    const { min, max } = getMinAndMaxXReservesForNewYReserve(\n        currentXReserve,\n        newYReserve,\n        marketTime\n    )\n    const newXReserve = bisect(evaluateX, min, max)\n\n    if (!isBuy && newXReserve <= 0) throw new Error(\"X Liquidity Depleted.\")\n\n    const newReserves = { x: newXReserve, y: newYReserve }\n    const { newPrice, cost, averageCost } = getNewPriceCostAverageCost(\n        newReserves,\n        marketTime,\n        price,\n        shares\n    )\n\n    const afterTrade = {\n        oldXReserve: xReserve,\n        oldYReserve: yReserve,\n        oldPrice: price,\n        newXReserve,\n        newYReserve,\n        newPrice,\n        cost,\n        averageCost\n    }\n\n    return afterTrade\n}","import { AfterTrade } from \"../types/after-trade\"\nimport { Order } from \"../types/order\"\nimport { getNewPriceCostAverageCost } from \"../utils/get-new-price-data\"\nimport { getEffectiveLiquidity } from \"./get-effective-liquidity\"\nimport { getMinAndMaxYReservesForNewXReserve } from \"./get-min-and-max-xy-reserves\"\nimport { getReservesFromPrice } from \"./get-reserves-from-price\"\nimport { invariant } from \"./invariant\"\nimport bisect from \"bisect\"\n\nexport function getNewReservesDataForYAfterXTrade(order: Order): AfterTrade {\n    const { shares, isBuy, price, marketTime } = order\n    const { x: xReserve, y: yReserve } = getReservesFromPrice(price, marketTime)\n\n    if (isBuy && shares >= xReserve) throw new Error(\"Insufficient X Liquidity.\")\n\n    const leff = getEffectiveLiquidity(marketTime)\n    const newXReserve = isBuy ? xReserve - shares : xReserve + shares\n\n    function evaluateY(y: number) {\n        return invariant(newXReserve, y, leff) < 0\n    }\n\n    const currentYReserve = yReserve\n    const { min, max } = getMinAndMaxYReservesForNewXReserve(\n        currentYReserve,\n        newXReserve,\n        marketTime\n    )\n    const newYReserve = bisect(evaluateY, min, max)\n\n    if (!isBuy && newYReserve <= 0) throw new Error(\"Y Liquidity Depleted.\")\n\n    const newReserves = { x: newXReserve, y: newYReserve }\n    const { newPrice, cost, averageCost } = getNewPriceCostAverageCost(\n        newReserves,\n        marketTime,\n        price,\n        shares\n    )\n\n    const afterTrade = {\n        oldXReserve: xReserve,\n        oldYReserve: yReserve,\n        oldPrice: price,\n        newXReserve,\n        newYReserve,\n        newPrice,\n        cost,\n        averageCost\n    }\n\n    return afterTrade\n}","import { getEffectiveLiquidity } from \"./amm-math/get-effective-liquidity\";\nimport { getNewReservesDataForXAfterYTrade } from \"./amm-math/get-new-reserves-for-x\";\nimport { getNewReservesDataForYAfterXTrade } from \"./amm-math/get-new-reserves-for-y\";\nimport { getPriceFromReseves } from \"./amm-math/get-price-from-reserves\";\nimport { getReservesFromPrice } from \"./amm-math/get-reserves-from-price\";\nimport { AfterTrade } from \"./types/after-trade\";\nimport { Limits } from \"./types/limits\";\nimport { MarketTime } from \"./types/market-time\";\nimport { Order } from \"./types/order\";\nimport { Reserves } from \"./types/ reserves\";\n\nexport {\n    AfterTrade,\n    Limits,\n    MarketTime,\n    Order,\n    Reserves\n}\n\nconst pmAmm = {\n    getEffectiveLiquidity,\n    getNewReservesDataForXAfterYTrade,\n    getNewReservesDataForYAfterXTrade,\n    getPriceFromReseves,\n    getReservesFromPrice,\n}\n\nexport default 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package/package.json

@@ -0,0 +1,43 @@
+{
+  "name": "@0xfps/pmamm-js",
+  "version": "0.0.1",
+  "description": "A TypeScript implementation of the core functionalities of the PM-AMM Model by Paradigm @ https://www.paradigm.xyz/2024/11/pm-amm.",
+  "main": "./dist/index.js",
+  "module": "./dist/index.mjs",
+  "types": "./dist/index.d.ts",
+  "files": [
+    "dist"
+  ],
+  "scripts": {
+    "test": "echo \"Error: no test specified\" && exit 1",
+    "build": "rm -rf dist && tsup"
+  },
+  "repository": {
+    "type": "git",
+    "url": "git+https://github.com/0xfps/pmamm-js.git"
+  },
+  "keywords": [
+    "pm-amm",
+    "prediction-market",
+    "amm",
+    "pmamm",
+    "prediction-market-amm",
+    "automated-market-maker",
+    "prediction-market-automated-market-maker"
+  ],
+  "author": "0xfps",
+  "license": "MIT",
+  "bugs": {
+    "url": "https://github.com/0xfps/pmamm-js/issues"
+  },
+  "homepage": "https://github.com/0xfps/pmamm-js#readme",
+  "dependencies": {
+    "@types/gaussian": "^1.2.2",
+    "bisect": "^1.0.0",
+    "gaussian": "^1.3.0",
+    "tsup": "^8.5.1"
+  },
+  "devDependencies": {
+    "typescript": "^6.0.2"
+  }
+}