@0xfps/pmamm-js 0.0.2 → 0.0.3

package/dist/index.d.mts

@@ -43,6 +43,10 @@ type Limits = {
 };
 
 declare const pmAmm: {
+    LIQUIDITY_FACTOR: number;
+    PRICE_DECIMALS: number;
+    STARTING_PRICE: number;
+    TIME_FACTOR: number;
     getEffectiveLiquidity: typeof getEffectiveLiquidity;
     getNewReservesDataAfterYTrade: typeof getNewReservesDataAfterYTrade;
     getNewReservesDataAfterXTrade: typeof getNewReservesDataAfterXTrade;

package/dist/index.d.ts

@@ -43,6 +43,10 @@ type Limits = {
 };
 
 declare const pmAmm: {
+    LIQUIDITY_FACTOR: number;
+    PRICE_DECIMALS: number;
+    STARTING_PRICE: number;
+    TIME_FACTOR: number;
     getEffectiveLiquidity: typeof getEffectiveLiquidity;
     getNewReservesDataAfterYTrade: typeof getNewReservesDataAfterYTrade;
     getNewReservesDataAfterXTrade: typeof getNewReservesDataAfterXTrade;

package/dist/index.js

@@ -35,8 +35,10 @@ __export(index_exports, {
 module.exports = __toCommonJS(index_exports);
 
 // src/constants.ts
+var STARTING_PRICE = 0.5;
 var PRICE_DECIMALS = 6;
 var LIQUIDITY_FACTOR = 100;
+var TIME_FACTOR = 1e3;
 
 // src/amm-math/get-effective-liquidity.ts
 function getEffectiveLiquidity({ currentTime, endTime }) {
@@ -209,6 +211,10 @@ function getNewReservesDataAfterXTrade(order) {
 
 // src/index.ts
 var pmAmm = {
+  LIQUIDITY_FACTOR,
+  PRICE_DECIMALS,
+  STARTING_PRICE,
+  TIME_FACTOR,
   getEffectiveLiquidity,
   getNewReservesDataAfterYTrade,
   getNewReservesDataAfterXTrade,

package/dist/index.js.map

@@ -1 +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-after-x-trade.ts","../src/amm-math/get-new-reserves-after-y-trade.ts"],"sourcesContent":["import { getEffectiveLiquidity } from \"./amm-math/get-effective-liquidity\";\nimport { getNewReservesDataAfterYTrade } from \"./amm-math/get-new-reserves-after-x-trade\";\nimport { getNewReservesDataAfterXTrade } from \"./amm-math/get-new-reserves-after-y-trade\";\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    getNewReservesDataAfterYTrade,\n    getNewReservesDataAfterXTrade,\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 and 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 getNewReservesDataAfterYTrade(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 getNewReservesDataAfterXTrade(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 ? 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+{"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-after-x-trade.ts","../src/amm-math/get-new-reserves-after-y-trade.ts"],"sourcesContent":["import { getEffectiveLiquidity } from \"./amm-math/get-effective-liquidity\";\nimport { getNewReservesDataAfterYTrade } from \"./amm-math/get-new-reserves-after-x-trade\";\nimport { getNewReservesDataAfterXTrade } from \"./amm-math/get-new-reserves-after-y-trade\";\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\";\nimport { LIQUIDITY_FACTOR, PRICE_DECIMALS, STARTING_PRICE, TIME_FACTOR } from \"./constants\";\n\nexport {\n    AfterTrade,\n    Limits,\n    MarketTime,\n    Order,\n    Reserves\n}\n\nconst pmAmm = {\n    LIQUIDITY_FACTOR,\n    PRICE_DECIMALS,\n    STARTING_PRICE,\n    TIME_FACTOR,\n    getEffectiveLiquidity,\n    getNewReservesDataAfterYTrade,\n    getNewReservesDataAfterXTrade,\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 and 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 getNewReservesDataAfterYTrade(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 getNewReservesDataAfterXTrade(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;;;ACCO,IAAM,iBAAiB;AAKvB,IAAM,iBAAiB;AAIvB,IAAM,mBAAmB;AAKzB,IAAM,cAAc;;;ACRpB,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,8BAA8B,OAA0B;AACpE,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,8BAA8B,OAA0B;AACpE,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;;;AVhCA,IAAM,QAAQ;AAAA,EACV;AAAA,EACA;AAAA,EACA;AAAA,EACA;AAAA,EACA;AAAA,EACA;AAAA,EACA;AAAA,EACA;AAAA,EACA;AACJ;AAEA,IAAO,gBAAQ;","names":["gaussian","bisect","import_bisect","bisect"]}

package/dist/index.mjs

@@ -1,6 +1,8 @@
 // src/constants.ts
+var STARTING_PRICE = 0.5;
 var PRICE_DECIMALS = 6;
 var LIQUIDITY_FACTOR = 100;
+var TIME_FACTOR = 1e3;
 
 // src/amm-math/get-effective-liquidity.ts
 function getEffectiveLiquidity({ currentTime, endTime }) {
@@ -173,6 +175,10 @@ function getNewReservesDataAfterXTrade(order) {
 
 // src/index.ts
 var pmAmm = {
+  LIQUIDITY_FACTOR,
+  PRICE_DECIMALS,
+  STARTING_PRICE,
+  TIME_FACTOR,
   getEffectiveLiquidity,
   getNewReservesDataAfterYTrade,
   getNewReservesDataAfterXTrade,

package/dist/index.mjs.map

@@ -1 +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-after-x-trade.ts","../src/amm-math/get-new-reserves-after-y-trade.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 and 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 getNewReservesDataAfterYTrade(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 getNewReservesDataAfterXTrade(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 { getNewReservesDataAfterYTrade } from \"./amm-math/get-new-reserves-after-x-trade\";\nimport { getNewReservesDataAfterXTrade } from \"./amm-math/get-new-reserves-after-y-trade\";\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    getNewReservesDataAfterYTrade,\n    getNewReservesDataAfterXTrade,\n    getPriceFromReseves,\n    getReservesFromPrice,\n}\n\nexport default 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+{"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-after-x-trade.ts","../src/amm-math/get-new-reserves-after-y-trade.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 and 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 getNewReservesDataAfterYTrade(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 getNewReservesDataAfterXTrade(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 { getNewReservesDataAfterYTrade } from \"./amm-math/get-new-reserves-after-x-trade\";\nimport { getNewReservesDataAfterXTrade } from \"./amm-math/get-new-reserves-after-y-trade\";\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\";\nimport { LIQUIDITY_FACTOR, PRICE_DECIMALS, STARTING_PRICE, TIME_FACTOR } from \"./constants\";\n\nexport {\n    AfterTrade,\n    Limits,\n    MarketTime,\n    Order,\n    Reserves\n}\n\nconst pmAmm = {\n    LIQUIDITY_FACTOR,\n    PRICE_DECIMALS,\n    STARTING_PRICE,\n    TIME_FACTOR,\n    getEffectiveLiquidity,\n    getNewReservesDataAfterYTrade,\n    getNewReservesDataAfterXTrade,\n    getPriceFromReseves,\n    getReservesFromPrice,\n}\n\nexport default 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package/package.json

@@ -1,6 +1,6 @@
 {
   "name": "@0xfps/pmamm-js",
-  "version": "0.0.2",
+  "version": "0.0.3",
   "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",