@clonegod/ttd-bsc-common 3.0.40 → 3.0.42

package/dist/quote/depth/clmm_depth_calculator.d.ts

@@ -9,9 +9,12 @@ export interface ClmmDepthInput {
     tickSpacing: number;
     zeroForOne: boolean;
     targetBps: number;
+    inputDecimals: number;
     outputDecimals: number;
 }
 export interface DepthResult {
+    amountInWei: bigint;
+    amountIn: number;
     amountOutWei: bigint;
     amountOut: number;
 }

package/dist/quote/depth/clmm_depth_calculator.js

@@ -56,15 +56,16 @@ function getSqrtRatioAtTick(tick) {
     return (ratio >> 32n) + (ratio % (1n << 32n) === 0n ? 0n : 1n);
 }
 function calculateClmmDepth(input) {
-    const { poolAddress, tickCache, currentTick, tickSpacing, zeroForOne, targetBps, outputDecimals, } = input;
+    const { poolAddress, tickCache, currentTick, tickSpacing, zeroForOne, targetBps, inputDecimals, outputDecimals, } = input;
     const currentSqrtPriceX96 = BigInt(input.sqrtPriceX96);
     let liquidity = BigInt(input.liquidity);
     if (liquidity === 0n) {
-        return { amountOutWei: 0n, amountOut: 0 };
+        return { amountInWei: 0n, amountIn: 0, amountOutWei: 0n, amountOut: 0 };
     }
     const targetSqrtPriceX96 = computeTargetSqrtPrice(currentSqrtPriceX96, targetBps, zeroForOne);
     const allTicks = tickCache.getCachedTickIndices(poolAddress);
     const ticksToTraverse = getTicksBetween(allTicks, currentTick, targetSqrtPriceX96, zeroForOne, tickSpacing);
+    let totalInput = 0n;
     let totalOutput = 0n;
     let sqrtPriceCursor = currentSqrtPriceX96;
     for (const tick of ticksToTraverse) {
@@ -74,6 +75,7 @@ function calculateClmmDepth(input) {
         if (!zeroForOne && sqrtPriceAtTick >= targetSqrtPriceX96)
             break;
         if (liquidity > 0n) {
+            totalInput += calcInputForRange(sqrtPriceCursor, sqrtPriceAtTick, liquidity, zeroForOne);
             totalOutput += calcOutputForRange(sqrtPriceCursor, sqrtPriceAtTick, liquidity, zeroForOne);
         }
         let liquidityNet = tickCache.getTickLiquidityNet(poolAddress, tick) || 0n;
@@ -85,10 +87,12 @@ function calculateClmmDepth(input) {
         sqrtPriceCursor = sqrtPriceAtTick;
     }
     if (liquidity > 0n && sqrtPriceCursor !== targetSqrtPriceX96) {
+        totalInput += calcInputForRange(sqrtPriceCursor, targetSqrtPriceX96, liquidity, zeroForOne);
         totalOutput += calcOutputForRange(sqrtPriceCursor, targetSqrtPriceX96, liquidity, zeroForOne);
     }
+    const amountIn = Number(totalInput) / Math.pow(10, inputDecimals);
     const amountOut = Number(totalOutput) / Math.pow(10, outputDecimals);
-    return { amountOutWei: totalOutput, amountOut };
+    return { amountInWei: totalInput, amountIn, amountOutWei: totalOutput, amountOut };
 }
 function computeTargetSqrtPrice(currentSqrtPriceX96, bps, zeroForOne) {
     const PRECISION = 10n ** 18n;
@@ -131,6 +135,19 @@ function getTicksBetween(allTicks, currentTick, targetSqrtPriceX96, zeroForOne,
             .sort((a, b) => a - b);
     }
 }
+function calcInputForRange(sqrtPriceA, sqrtPriceB, liquidity, zeroForOne) {
+    const sqrtPriceLower = sqrtPriceA < sqrtPriceB ? sqrtPriceA : sqrtPriceB;
+    const sqrtPriceUpper = sqrtPriceA < sqrtPriceB ? sqrtPriceB : sqrtPriceA;
+    const diff = sqrtPriceUpper - sqrtPriceLower;
+    if (diff === 0n || liquidity === 0n)
+        return 0n;
+    if (zeroForOne) {
+        return liquidity * diff * Q96 / (sqrtPriceLower * sqrtPriceUpper);
+    }
+    else {
+        return liquidity * diff / Q96;
+    }
+}
 function calcOutputForRange(sqrtPriceA, sqrtPriceB, liquidity, zeroForOne) {
     const sqrtPriceLower = sqrtPriceA < sqrtPriceB ? sqrtPriceA : sqrtPriceB;
     const sqrtPriceUpper = sqrtPriceA < sqrtPriceB ? sqrtPriceB : sqrtPriceA;

package/dist/quote/depth/index.d.ts

@@ -1,17 +1,44 @@
+import { ClmmTickCache } from '../tick/clmm_tick_cache';
 export { calculateClmmDepth, getSqrtRatioAtTick, computeTargetSqrtPrice, bigIntSqrt } from './clmm_depth_calculator';
 export type { ClmmDepthInput, DepthResult } from './clmm_depth_calculator';
 export { calculateAmmDepth } from './amm_depth_calculator';
 export type { AmmDepthInput, AmmDepthResult } from './amm_depth_calculator';
 export { verifyDepth, isDepthVerifyEnabled } from './verify_depth';
 export type { DepthVerifyInput } from './verify_depth';
-export interface PoolDepthData {
-    ask: Record<number, {
-        amount: number;
-        amountUsd: number;
-    }>;
-    bid: Record<number, {
-        amount: number;
-        amountUsd: number;
-    }>;
-}
+import { PoolDepthData } from '@clonegod/ttd-core';
+export type { PoolDepthData } from '@clonegod/ttd-core';
 export declare function getDepthBps(): number[];
+export interface BuildClmmDepthInput {
+    poolInfo: {
+        pool_name: string;
+        tokenA: any;
+        tokenB: any;
+        quote_token: string;
+    };
+    poolAddress: string;
+    tickCache: ClmmTickCache;
+    poolState: {
+        tick: number;
+        sqrtPriceX96: string;
+        liquidity: string;
+        tickSpacing: number;
+        token0: string;
+    };
+    basePriceUsd: number;
+    quotePriceUsd: number;
+}
+export declare function buildClmmDepth(input: BuildClmmDepthInput): PoolDepthData | undefined;
+export interface BuildAmmDepthInput {
+    poolInfo: {
+        pool_name: string;
+        tokenA: any;
+        tokenB: any;
+        quote_token: string;
+    };
+    reserve0: string;
+    reserve1: string;
+    token0Address: string;
+    basePriceUsd: number;
+    quotePriceUsd: number;
+}
+export declare function buildAmmDepth(input: BuildAmmDepthInput): PoolDepthData | undefined;

package/dist/quote/depth/index.js

@@ -2,13 +2,19 @@
 Object.defineProperty(exports, "__esModule", { value: true });
 exports.isDepthVerifyEnabled = exports.verifyDepth = exports.calculateAmmDepth = exports.bigIntSqrt = exports.computeTargetSqrtPrice = exports.getSqrtRatioAtTick = exports.calculateClmmDepth = void 0;
 exports.getDepthBps = getDepthBps;
-var clmm_depth_calculator_1 = require("./clmm_depth_calculator");
-Object.defineProperty(exports, "calculateClmmDepth", { enumerable: true, get: function () { return clmm_depth_calculator_1.calculateClmmDepth; } });
-Object.defineProperty(exports, "getSqrtRatioAtTick", { enumerable: true, get: function () { return clmm_depth_calculator_1.getSqrtRatioAtTick; } });
-Object.defineProperty(exports, "computeTargetSqrtPrice", { enumerable: true, get: function () { return clmm_depth_calculator_1.computeTargetSqrtPrice; } });
-Object.defineProperty(exports, "bigIntSqrt", { enumerable: true, get: function () { return clmm_depth_calculator_1.bigIntSqrt; } });
-var amm_depth_calculator_1 = require("./amm_depth_calculator");
-Object.defineProperty(exports, "calculateAmmDepth", { enumerable: true, get: function () { return amm_depth_calculator_1.calculateAmmDepth; } });
+exports.buildClmmDepth = buildClmmDepth;
+exports.buildAmmDepth = buildAmmDepth;
+const ttd_core_1 = require("@clonegod/ttd-core");
+const clmm_depth_calculator_1 = require("./clmm_depth_calculator");
+const amm_depth_calculator_1 = require("./amm_depth_calculator");
+const trade_direction_1 = require("../../utils/trade_direction");
+var clmm_depth_calculator_2 = require("./clmm_depth_calculator");
+Object.defineProperty(exports, "calculateClmmDepth", { enumerable: true, get: function () { return clmm_depth_calculator_2.calculateClmmDepth; } });
+Object.defineProperty(exports, "getSqrtRatioAtTick", { enumerable: true, get: function () { return clmm_depth_calculator_2.getSqrtRatioAtTick; } });
+Object.defineProperty(exports, "computeTargetSqrtPrice", { enumerable: true, get: function () { return clmm_depth_calculator_2.computeTargetSqrtPrice; } });
+Object.defineProperty(exports, "bigIntSqrt", { enumerable: true, get: function () { return clmm_depth_calculator_2.bigIntSqrt; } });
+var amm_depth_calculator_2 = require("./amm_depth_calculator");
+Object.defineProperty(exports, "calculateAmmDepth", { enumerable: true, get: function () { return amm_depth_calculator_2.calculateAmmDepth; } });
 var verify_depth_1 = require("./verify_depth");
 Object.defineProperty(exports, "verifyDepth", { enumerable: true, get: function () { return verify_depth_1.verifyDepth; } });
 Object.defineProperty(exports, "isDepthVerifyEnabled", { enumerable: true, get: function () { return verify_depth_1.isDepthVerifyEnabled; } });
@@ -20,3 +26,75 @@ function getDepthBps() {
         .map(s => parseInt(s.trim(), 10))
         .filter(n => !isNaN(n) && n > 0);
 }
+function buildClmmDepth(input) {
+    const bpsLevels = getDepthBps();
+    if (bpsLevels.length === 0)
+        return undefined;
+    const { poolInfo, poolAddress, tickCache, poolState, basePriceUsd, quotePriceUsd } = input;
+    if (BigInt(poolState.liquidity) === 0n)
+        return undefined;
+    try {
+        const askDirection = (0, trade_direction_1.resolveTradeDirection)(poolInfo, true);
+        const bidDirection = (0, trade_direction_1.resolveTradeDirection)(poolInfo, false);
+        const askZeroForOne = askDirection.inputToken.address.toLowerCase() === poolState.token0.toLowerCase();
+        const bidZeroForOne = bidDirection.inputToken.address.toLowerCase() === poolState.token0.toLowerCase();
+        const baseToken = askDirection.baseToken;
+        const quoteToken = askDirection.quoteToken;
+        const depth = { ask: {}, bid: {} };
+        for (const bps of bpsLevels) {
+            const askResult = (0, clmm_depth_calculator_1.calculateClmmDepth)({
+                poolAddress, tickCache,
+                currentTick: poolState.tick, sqrtPriceX96: poolState.sqrtPriceX96,
+                liquidity: poolState.liquidity, tickSpacing: poolState.tickSpacing,
+                zeroForOne: askZeroForOne, targetBps: bps,
+                inputDecimals: quoteToken.decimals, outputDecimals: baseToken.decimals,
+            });
+            const bidResult = (0, clmm_depth_calculator_1.calculateClmmDepth)({
+                poolAddress, tickCache,
+                currentTick: poolState.tick, sqrtPriceX96: poolState.sqrtPriceX96,
+                liquidity: poolState.liquidity, tickSpacing: poolState.tickSpacing,
+                zeroForOne: bidZeroForOne, targetBps: bps,
+                inputDecimals: baseToken.decimals, outputDecimals: quoteToken.decimals,
+            });
+            depth.ask[bps] = { amount: askResult.amountOut, amountUsd: askResult.amountOut * basePriceUsd, amountIn: askResult.amountIn, amountInUsd: askResult.amountIn * quotePriceUsd };
+            depth.bid[bps] = { amount: bidResult.amountOut, amountUsd: bidResult.amountOut * quotePriceUsd, amountIn: bidResult.amountIn, amountInUsd: bidResult.amountIn * basePriceUsd };
+        }
+        return depth;
+    }
+    catch (error) {
+        (0, ttd_core_1.log_debug)(`[Depth] ${poolInfo.pool_name} CLMM depth failed: ${error.message}`, '');
+        return undefined;
+    }
+}
+function buildAmmDepth(input) {
+    const bpsLevels = getDepthBps();
+    if (bpsLevels.length === 0)
+        return undefined;
+    const { poolInfo, reserve0, reserve1, token0Address, basePriceUsd, quotePriceUsd } = input;
+    try {
+        const askDirection = (0, trade_direction_1.resolveTradeDirection)(poolInfo, true);
+        const baseToken = askDirection.baseToken;
+        const quoteToken = askDirection.quoteToken;
+        const baseIsToken0 = baseToken.address.toLowerCase() === token0Address.toLowerCase();
+        const depth = { ask: {}, bid: {} };
+        for (const bps of bpsLevels) {
+            const askResult = (0, amm_depth_calculator_1.calculateAmmDepth)({
+                reserve0, reserve1, targetBps: bps, isBuy: true, baseIsToken0,
+                token0Decimals: baseIsToken0 ? baseToken.decimals : quoteToken.decimals,
+                token1Decimals: baseIsToken0 ? quoteToken.decimals : baseToken.decimals,
+            });
+            const bidResult = (0, amm_depth_calculator_1.calculateAmmDepth)({
+                reserve0, reserve1, targetBps: bps, isBuy: false, baseIsToken0,
+                token0Decimals: baseIsToken0 ? baseToken.decimals : quoteToken.decimals,
+                token1Decimals: baseIsToken0 ? quoteToken.decimals : baseToken.decimals,
+            });
+            depth.ask[bps] = { amount: askResult.amountOut, amountUsd: askResult.amountOut * basePriceUsd, amountIn: 0, amountInUsd: 0 };
+            depth.bid[bps] = { amount: bidResult.amountOut, amountUsd: bidResult.amountOut * quotePriceUsd, amountIn: 0, amountInUsd: 0 };
+        }
+        return depth;
+    }
+    catch (error) {
+        (0, ttd_core_1.log_debug)(`[Depth] ${poolInfo.pool_name} AMM depth failed: ${error.message}`, '');
+        return undefined;
+    }
+}

package/dist/quote/depth/verify_depth.d.ts

@@ -1,4 +1,4 @@
-import { PoolDepthData } from './index';
+import { PoolDepthData } from '@clonegod/ttd-core';
 export declare function isDepthVerifyEnabled(): boolean;
 export interface DepthVerifyInput {
     poolName: string;

package/dist/quote/depth/verify_depth.js

@@ -12,38 +12,44 @@ async function verifyDepth(input) {
     const { poolName, askPrice, bidPrice, depth, quoteByUsd } = input;
     if (askPrice <= 0 || bidPrice <= 0)
         return;
-    const results = [];
-    for (const [bpsStr, data] of Object.entries(depth.ask)) {
-        const bps = Number(bpsStr);
-        if (data.amountUsd <= 0)
-            continue;
-        try {
-            const execPrice = await quoteByUsd(data.amountUsd, true);
-            if (execPrice !== null && execPrice > 0) {
-                const actualBps = (execPrice - askPrice) / askPrice * 10000;
-                const diff = Math.abs(Math.abs(actualBps) - bps);
-                const status = diff < bps * 0.5 ? '✅' : '⚠️';
-                results.push(`  ask ${bps}bps: depth=${data.amount.toFixed(4)}, $${data.amountUsd.toFixed(2)}, 预期=${bps}bps, 实际=${Math.abs(actualBps).toFixed(2)}bps, 偏差=${diff.toFixed(2)}bps ${status}`);
+    const bpsKeys = new Set([
+        ...Object.keys(depth.ask).map(Number),
+        ...Object.keys(depth.bid).map(Number),
+    ]);
+    const lines = [];
+    for (const bps of [...bpsKeys].sort((a, b) => a - b)) {
+        const askData = depth.ask[bps];
+        const bidData = depth.bid[bps];
+        const parts = [];
+        if (askData && askData.amountInUsd > 0) {
+            try {
+                const execPrice = await quoteByUsd(askData.amountInUsd, true);
+                if (execPrice !== null && execPrice > 0) {
+                    const actualBps = Math.abs(execPrice - askPrice) / askPrice * 10000;
+                    const diff = Math.abs(actualBps - bps);
+                    const status = diff < bps * 0.3 ? '✅' : '⚠️';
+                    parts.push(`ask: ${askData.amountIn.toFixed(4)} quote -> ${askData.amount.toFixed(4)} base, ${actualBps.toFixed(1)}bps ${status}`);
+                }
             }
+            catch { }
         }
-        catch { }
-    }
-    for (const [bpsStr, data] of Object.entries(depth.bid)) {
-        const bps = Number(bpsStr);
-        if (data.amountUsd <= 0)
-            continue;
-        try {
-            const execPrice = await quoteByUsd(data.amountUsd, false);
-            if (execPrice !== null && execPrice > 0) {
-                const actualBps = (bidPrice - execPrice) / bidPrice * 10000;
-                const diff = Math.abs(Math.abs(actualBps) - bps);
-                const status = diff < bps * 0.5 ? '✅' : '⚠️';
-                results.push(`  bid ${bps}bps: depth=${data.amount.toFixed(4)}, $${data.amountUsd.toFixed(2)}, 预期=${bps}bps, 实际=${Math.abs(actualBps).toFixed(2)}bps, 偏差=${diff.toFixed(2)}bps ${status}`);
+        if (bidData && bidData.amountInUsd > 0) {
+            try {
+                const execPrice = await quoteByUsd(bidData.amountInUsd, false);
+                if (execPrice !== null && execPrice > 0) {
+                    const actualBps = Math.abs(bidPrice - execPrice) / bidPrice * 10000;
+                    const diff = Math.abs(actualBps - bps);
+                    const status = diff < bps * 0.3 ? '✅' : '⚠️';
+                    parts.push(`bid: ${bidData.amountIn.toFixed(4)} base -> ${bidData.amount.toFixed(4)} quote, ${actualBps.toFixed(1)}bps ${status}`);
+                }
             }
+            catch { }
+        }
+        if (parts.length > 0) {
+            lines.push(`  ${bps}bps => ${parts.join(' | ')}`);
         }
-        catch { }
     }
-    if (results.length > 0) {
-        (0, ttd_core_1.log_info)(`[DepthVerify] ${poolName}:\n${results.join('\n')}`);
+    if (lines.length > 0) {
+        (0, ttd_core_1.log_info)(`[DepthVerify] ${poolName}:\n${lines.join('\n')}`);
     }
 }

package/package.json

@@ -1,6 +1,6 @@
 {
   "name": "@clonegod/ttd-bsc-common",
-  "version": "3.0.40",
+  "version": "3.0.42",
   "description": "BSC common library",
   "license": "UNLICENSED",
   "main": "dist/index.js",
@@ -14,7 +14,7 @@
     "push": "npm run build && npm publish"
   },
   "dependencies": {
-    "@clonegod/ttd-core": "3.0.14",
+    "@clonegod/ttd-core": "3.0.16",
     "axios": "^1.12.0",
     "dotenv": "^16.4.7",
     "ethers": "^5.8.0",