@coffer_so/sdk 1.0.0

package/dist/math/maxSelloff.js

@@ -0,0 +1,397 @@
+"use strict";
+/**
+ * Sliding-window cumulative-sell rate limiter + variable sell-off surge fee.
+ *
+ * Port of the v5.1 (post-audit) contracts:
+ *   `programs/cubic-pool/src/math/max_selloff.rs` (`check_and_advance`)
+ *   `programs/cubic-pool/src/math/surge_fee.rs`  (`calc_surge_fee_pct`)
+ *   `programs/cubic-pool/src/instructions/user/swap.rs` (segmented charge)
+ *
+ * All arithmetic is bigint, mirroring the Rust u128 intermediates INCLUDING
+ * integer-division order — do not "simplify" a `a*b/c` into a different
+ * association, parity with the on-chain result depends on it. BN appears
+ * only at the SDK boundary.
+ *
+ * v5.1 curve model: the fee RATE is piecewise-LINEAR in the normalized
+ * window-fill coordinate `t ∈ [0, 1]` (threshold → 100% fill):
+ *   - no kink: low → high over [0, 1]
+ *   - kinked:  low → mid over [0, k], mid → high over [k, 1]
+ * and a swap is charged the AVERAGE rate over the span it crosses
+ * (integral / width), which makes the fee path-independent — splitting a
+ * sell into parts cannot cheapen it (audit M-05). The old exponential
+ * convexity curve (A^t) is gone.
+ */
+var __importDefault = (this && this.__importDefault) || function (mod) {
+    return (mod && mod.__esModule) ? mod : { "default": mod };
+};
+Object.defineProperty(exports, "__esModule", { value: true });
+exports.SURGE_FEE_SEGMENTS = void 0;
+exports.projectSelloffWindow = projectSelloffWindow;
+exports.computeSelloffWindow = computeSelloffWindow;
+exports.calcSurgeFeePct = calcSurgeFeePct;
+exports.calcSurgeFeeAmount = calcSurgeFeeAmount;
+exports.calcSegmentedSurgeFeeAmount = calcSegmentedSurgeFeeAmount;
+exports.checkAndAdvanceSelloff = checkAndAdvanceSelloff;
+exports.rescaleSelloffWindow = rescaleSelloffWindow;
+const bn_js_1 = __importDefault(require("bn.js"));
+const config_1 = require("../config");
+const fixedPoint_1 = require("./fixedPoint");
+const SCALE = BigInt(config_1.PERCENT_SCALE); // 10_000
+/** Mirrors cubic-pool::constants::SURGE_FEE_SEGMENTS. */
+exports.SURGE_FEE_SEGMENTS = 4;
+/**
+ * Pure bigint projection of the sliding window at `now`. Mirrors v5.1
+ * `check_and_advance`'s rotation + snapshot logic (read-only, no
+ * `amount_in`), including the audit addition: when the projection OPENS a
+ * window against a new vb snapshot, the carried-over `previous` usage is
+ * rescaled by `newSnapshot / oldSnapshot` so a liquidity change between
+ * windows doesn't distort the carried percentage.
+ */
+function projectSelloffWindow(params) {
+    const period = BigInt(params.periodLength);
+    const storedWs = params.windowStartTimestamp;
+    const nowBI = BigInt(Math.trunc(params.now));
+    const rawElapsed = nowBI - storedWs;
+    const elapsed = rawElapsed < 0n ? 0n : rawElapsed;
+    let prev;
+    let cur;
+    let ws;
+    let eiw;
+    let opened;
+    if (period > 0n && elapsed >= 2n * period) {
+        prev = 0n;
+        cur = 0n;
+        ws = nowBI;
+        eiw = 0n;
+        opened = true;
+    }
+    else if (period > 0n && elapsed >= period) {
+        ws = storedWs + period;
+        const e = nowBI - ws;
+        eiw = e < 0n ? 0n : e;
+        prev = params.currentSelloff;
+        cur = 0n;
+        opened = true;
+    }
+    else if (period <= 0n) {
+        // Degenerate config (rejected on-chain by `require!(period > 0)`);
+        // treat as a fresh reset so callers never divide by zero.
+        prev = 0n;
+        cur = 0n;
+        ws = nowBI;
+        eiw = 0n;
+        opened = true;
+    }
+    else {
+        prev = params.previousSelloff;
+        cur = params.currentSelloff;
+        ws = storedWs;
+        eiw = elapsed;
+        opened = false;
+    }
+    const oldSnapshot = params.selloffVbSnapshot;
+    const vbSnapshot = opened || oldSnapshot === 0n ? params.virtualBalance : oldSnapshot;
+    // v5.1: rescale the carried previous when the window opened against a
+    // DIFFERENT snapshot (mirrors max_selloff.rs — integer division order!).
+    if (opened && oldSnapshot > 0n && vbSnapshot !== oldSnapshot) {
+        prev = (prev * vbSnapshot) / oldSnapshot;
+    }
+    const cap = (BigInt(params.maxSelloffPct) * vbSnapshot) / SCALE;
+    const weightedPrev = period > 0n ? (prev * (period - eiw)) / period : 0n;
+    const usedWithoutTrade = weightedPrev + cur;
+    return {
+        opened,
+        windowStart: ws,
+        elapsedInWindow: eiw,
+        previous: prev,
+        current: cur,
+        vbSnapshot,
+        cap,
+        weightedPrev,
+        usedWithoutTrade,
+    };
+}
+/** Read-only status of a token's max-selloff window at `now`. */
+function computeSelloffWindow(inputs) {
+    const enabled = inputs.maxSelloffPct > 0;
+    if (!enabled) {
+        return {
+            enabled: false,
+            cap: new bn_js_1.default(0),
+            used: new bn_js_1.default(0),
+            remaining: new bn_js_1.default(0),
+            fillPct: 0,
+            windowStartTimestamp: inputs.windowStartTimestamp,
+            periodLength: inputs.periodLength,
+            rotated: false,
+            vbSnapshot: new bn_js_1.default(0),
+        };
+    }
+    const proj = projectSelloffWindow({
+        maxSelloffPct: inputs.maxSelloffPct,
+        periodLength: inputs.periodLength,
+        previousSelloff: BigInt(inputs.previousSelloff.toString()),
+        currentSelloff: BigInt(inputs.currentSelloff.toString()),
+        windowStartTimestamp: BigInt(inputs.windowStartTimestamp.toString()),
+        selloffVbSnapshot: BigInt(inputs.selloffVbSnapshot.toString()),
+        virtualBalance: BigInt(inputs.virtualBalance.toString()),
+        now: inputs.now,
+    });
+    const used = proj.usedWithoutTrade;
+    const remaining = proj.cap > used ? proj.cap - used : 0n;
+    const fillPct = proj.cap === 0n ? 0 : Number((used * SCALE) / proj.cap);
+    return {
+        enabled: true,
+        cap: new bn_js_1.default(proj.cap.toString()),
+        used: new bn_js_1.default(used.toString()),
+        remaining: new bn_js_1.default(remaining.toString()),
+        fillPct,
+        windowStartTimestamp: new bn_js_1.default(proj.windowStart.toString()),
+        periodLength: inputs.periodLength,
+        rotated: proj.opened,
+        vbSnapshot: new bn_js_1.default(proj.vbSnapshot.toString()),
+    };
+}
+// ── v5.1 piecewise-linear surge curve ───────────────────────────────────────
+/**
+ * Kink position in normalized-t space. `kinkPct` is WHOLE percent of window
+ * fill (0..=100, u8 on-chain); 0 (or a kink at/outside the [threshold, 100%]
+ * band) disables the kink and the curve degenerates to low → high.
+ * Port of `surge_fee.rs::kink_t`.
+ */
+function kinkT(kinkPct, thresholdPct) {
+    const thr = BigInt(thresholdPct);
+    if (kinkPct === 0 || thr >= SCALE)
+        return 0n;
+    const kinkFill = BigInt(kinkPct) * (SCALE / 100n);
+    if (kinkFill <= thr || kinkFill >= SCALE)
+        return 0n;
+    return ((kinkFill - thr) * fixedPoint_1.ONE) / (SCALE - thr);
+}
+/** Point rate at `t` (CEIL on the ramp, clamped to SCALE). Port of `rate_at`. */
+function rateAt(tFp, slopeLowPct, slopeMidPct, slopeHighPct, kFp) {
+    const t = tFp < fixedPoint_1.ONE ? tFp : fixedPoint_1.ONE;
+    const low = BigInt(slopeLowPct);
+    const mid = BigInt(slopeMidPct);
+    const high = BigInt(slopeHighPct);
+    let base;
+    let span;
+    let num;
+    let den;
+    if (kFp === 0n) {
+        base = low;
+        span = high > low ? high - low : 0n;
+        num = t;
+        den = fixedPoint_1.ONE;
+    }
+    else if (t <= kFp) {
+        base = low;
+        span = mid > low ? mid - low : 0n;
+        num = t;
+        den = kFp;
+    }
+    else {
+        base = mid;
+        span = high > mid ? high - mid : 0n;
+        num = t - kFp;
+        den = fixedPoint_1.ONE - kFp;
+    }
+    const prod = span * num;
+    const add = prod / den + (prod % den !== 0n ? 1n : 0n);
+    const rate = base + add;
+    return rate < SCALE ? rate : SCALE;
+}
+/**
+ * ∫ rate over [0, t] (1e18-scaled area). Port of `integral_to` — keep the
+ * `x*x/(2*den)` before the span multiply, exactly like the contract.
+ */
+function integralTo(tFp, slopeLowPct, slopeMidPct, slopeHighPct, kFp) {
+    const t = tFp < fixedPoint_1.ONE ? tFp : fixedPoint_1.ONE;
+    const low = BigInt(slopeLowPct);
+    const mid = BigInt(slopeMidPct);
+    const high = BigInt(slopeHighPct);
+    const ramp = (x, span, den) => {
+        if (den === 0n || span === 0n || x === 0n)
+            return 0n;
+        const halfSq = (x * x) / (2n * den);
+        return span * halfSq;
+    };
+    if (kFp === 0n) {
+        const span = high > low ? high - low : 0n;
+        return low * t + ramp(t, span, fixedPoint_1.ONE);
+    }
+    if (t <= kFp) {
+        const span = mid > low ? mid - low : 0n;
+        return low * t + ramp(t, span, kFp);
+    }
+    const first = (kFp * (low + mid)) / 2n;
+    const rest = t - kFp;
+    const span = high > mid ? high - mid : 0n;
+    return first + mid * rest + ramp(rest, span, fixedPoint_1.ONE - kFp);
+}
+/**
+ * Average surge-fee percentage (PERCENT_SCALE units, 0..=10_000) charged for
+ * moving the window fill from `effectiveSelloffBefore` to
+ * `effectiveSelloffAfter` against `cap`. Port of v5.1 `calc_surge_fee_pct`:
+ * the rate is INTEGRATED over the crossed span (CEIL), so the charge is
+ * path-independent. When the span is empty (`after <= before`) the point
+ * rate at `after` is returned.
+ */
+function calcSurgeFeePct(effectiveSelloffBefore, effectiveSelloffAfter, cap, thresholdPct, slopeLowPct, slopeMidPct, slopeHighPct, kinkPct) {
+    if (cap === 0n || slopeHighPct === 0)
+        return 0;
+    const thr = BigInt(thresholdPct);
+    if (thr >= SCALE)
+        return 0;
+    const kFp = kinkT(kinkPct, thresholdPct);
+    const fill = (x) => {
+        const raw = (x * SCALE) / cap;
+        return raw < SCALE ? raw : SCALE;
+    };
+    const f0 = fill(effectiveSelloffBefore);
+    const f1 = fill(effectiveSelloffAfter);
+    if (f1 <= thr)
+        return 0;
+    const denom = SCALE - thr;
+    const t1 = ((f1 - thr) * fixedPoint_1.ONE) / denom;
+    if (f1 <= f0) {
+        return Number(rateAt(t1, slopeLowPct, slopeMidPct, slopeHighPct, kFp));
+    }
+    const f0Clamped = f0 > thr ? f0 : thr;
+    const t0 = ((f0Clamped - thr) * fixedPoint_1.ONE) / denom;
+    const integral = integralTo(t1, slopeLowPct, slopeMidPct, slopeHighPct, kFp) -
+        integralTo(t0, slopeLowPct, slopeMidPct, slopeHighPct, kFp);
+    const integralClamped = integral > 0n ? integral : 0n;
+    const numerator = denom * integralClamped;
+    const width = f1 - f0Clamped;
+    const scaledDen = width * fixedPoint_1.ONE;
+    const avg = numerator / scaledDen + (numerator % scaledDen !== 0n ? 1n : 0n);
+    return Number(avg < SCALE ? avg : SCALE);
+}
+/**
+ * CEIL fee application of a known percentage on `amount`, clamped to
+ * `amount`. NOTE: the contract does NOT charge the whole output at one
+ * rate — use {@link calcSegmentedSurgeFeeAmount} to mirror an actual swap.
+ * This helper remains for coarse display math only.
+ */
+function calcSurgeFeeAmount(amountOut, surgePct) {
+    if (surgePct <= 0 || amountOut <= 0n)
+        return 0n;
+    const num = amountOut * BigInt(surgePct);
+    const fee = num / SCALE + (num % SCALE !== 0n ? 1n : 0n);
+    return fee < amountOut ? fee : amountOut;
+}
+/**
+ * Surge fee in OUTPUT-token units for one swap — the exact v5.1 on-chain
+ * charge (swap.rs): only the output produced ABOVE the threshold is taxed,
+ * segment by segment across the taxed span, each segment's REAL curve
+ * output at that segment's average rate (CEIL per segment), total clamped
+ * to `amountOut`. Charging one average rate on the whole output would
+ * re-open the audit M-05 split dodge on asymmetric pools.
+ */
+function calcSegmentedSurgeFeeAmount(p) {
+    const { effectiveSelloffBefore: before, effectiveSelloffAfter: after, cap, thresholdPct, slopeLowPct, slopeMidPct, slopeHighPct, kinkPct, amountInAfterFee, amountOut, } = p;
+    // Same precheck as swap.rs: whole-span average of 0 ⇒ nothing to charge.
+    const wholeSpanPct = calcSurgeFeePct(before, after, cap, thresholdPct, slopeLowPct, slopeMidPct, slopeHighPct, kinkPct);
+    if (wholeSpanPct === 0)
+        return 0n;
+    const thrUnits = (cap * BigInt(thresholdPct)) / SCALE;
+    const span = after > before ? after - before : 0n;
+    const taxedLo = before > thrUnits ? before : thrUnits;
+    if (span === 0n || after <= taxedLo)
+        return 0n;
+    const segments = BigInt(p.segments ?? exports.SURGE_FEE_SEGMENTS);
+    // Flooring the input slice understates the output, which overstates the
+    // taxed remainder — the safe (conservative) direction, as on-chain.
+    const cumulativeOut = (u) => {
+        if (u <= before)
+            return 0n;
+        if (u >= after)
+            return amountOut;
+        const x = (amountInAfterFee * (u - before)) / span;
+        return p.curveOut(x);
+    };
+    const taxedWidth = after - taxedLo;
+    let feeAcc = 0n;
+    let prevU = taxedLo;
+    let prevY = cumulativeOut(taxedLo);
+    for (let k = 1n; k <= segments; k++) {
+        const u = k === segments ? after : taxedLo + (taxedWidth * k) / segments;
+        const y = cumulativeOut(u);
+        const segOut = y > prevY ? y - prevY : 0n;
+        if (segOut > 0n && u > prevU) {
+            const segPct = BigInt(calcSurgeFeePct(prevU, u, cap, thresholdPct, slopeLowPct, slopeMidPct, slopeHighPct, kinkPct));
+            const num = segOut * segPct;
+            feeAcc += num / SCALE + (num % SCALE !== 0n ? 1n : 0n);
+        }
+        prevU = u;
+        prevY = y;
+    }
+    return feeAcc < amountOut ? feeAcc : amountOut;
+}
+const I64_MIN = -(1n << 63n), I64_MAX = (1n << 63n) - 1n;
+function i64(v) {
+    if (v < I64_MIN || v > I64_MAX)
+        throw new Error("timestamp: outside i64");
+    return v;
+}
+function saturatingSubI64(a, b) { const v = a - b; return v < I64_MIN ? I64_MIN : v > I64_MAX ? I64_MAX : v; }
+/** Pure: does not modify its input, including on rejection. */
+function checkAndAdvanceSelloff(params) {
+    const { state, maxSelloffPct, period, amountIn, virtualBalance, now } = params;
+    (0, fixedPoint_1.assertInteger)(maxSelloffPct, 0, 10000, "max selloff percent");
+    if (maxSelloffPct === 0)
+        return null;
+    (0, fixedPoint_1.assertInteger)(period, 1, 0xffffffff, "selloff period");
+    (0, fixedPoint_1.assertU64)(amountIn);
+    (0, fixedPoint_1.assertU64)(virtualBalance);
+    (0, fixedPoint_1.assertU64)(state.previousSelloff);
+    (0, fixedPoint_1.assertU64)(state.currentSelloff);
+    (0, fixedPoint_1.assertU64)(state.selloffVbSnapshot);
+    i64(now);
+    i64(state.windowStartTimestamp);
+    const p = BigInt(period), rawElapsed = saturatingSubI64(now, state.windowStartTimestamp);
+    let elapsed = rawElapsed < 0n ? 0n : rawElapsed;
+    let previous = state.previousSelloff, current = state.currentSelloff, windowStart = state.windowStartTimestamp, opened = false;
+    if (elapsed >= 2n * p) {
+        previous = 0n;
+        current = 0n;
+        windowStart = now;
+        elapsed = 0n;
+        opened = true;
+    }
+    else if (elapsed >= p) {
+        previous = current;
+        current = 0n;
+        windowStart = i64(windowStart + p);
+        elapsed = saturatingSubI64(now, windowStart);
+        if (elapsed < 0n)
+            elapsed = 0n;
+        opened = true;
+    }
+    const snapshot = opened || state.selloffVbSnapshot === 0n ? virtualBalance : state.selloffVbSnapshot;
+    if (opened && state.selloffVbSnapshot > 0n && snapshot !== state.selloffVbSnapshot)
+        previous = (0, fixedPoint_1.assertU64)((0, fixedPoint_1.assertU128)(previous * snapshot) / state.selloffVbSnapshot);
+    const cap = (0, fixedPoint_1.assertU64)(BigInt(maxSelloffPct) * snapshot / 10000n);
+    const before = previous * (p - elapsed) / p + current;
+    const effective = before + amountIn;
+    if (effective > cap)
+        throw new Error("MaxSelloffExceeded");
+    return { effectiveSelloffBefore: before, effectiveSelloff: effective, maxSelloffCap: cap, vbSnapshot: snapshot, previousSelloff: previous, currentSelloff: (0, fixedPoint_1.assertU64)(current + amountIn), windowStartTimestamp: windowStart };
+}
+/** Mirror of window rescaling after proportional add/remove liquidity. */
+function rescaleSelloffWindow(state, ratio, isIncrease, maxSelloffPct) {
+    (0, fixedPoint_1.assertU128)(ratio);
+    (0, fixedPoint_1.assertInteger)(maxSelloffPct, 0, 10000, "max selloff percent");
+    if (ratio === 0n || maxSelloffPct === 0)
+        return { ...state };
+    const scale = (value) => {
+        (0, fixedPoint_1.assertU64)(value);
+        if (value === 0n)
+            return 0n;
+        const delta = (0, fixedPoint_1.mulDown)(value, ratio);
+        return isIncrease ? (0, fixedPoint_1.assertU64)(value + delta) : value > delta ? value - delta : 0n;
+    };
+    return { ...state, previousSelloff: scale(state.previousSelloff), currentSelloff: scale(state.currentSelloff), selloffVbSnapshot: scale(state.selloffVbSnapshot) };
+}
+//# sourceMappingURL=maxSelloff.js.map

package/dist/math/maxSelloff.js.map

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package/dist/math/singleToken.d.ts

@@ -0,0 +1,54 @@
+export interface AllocationResult {
+    /** Per-token integer amount allocations; sum = amountIn. */
+    allocations: bigint[];
+    /** Scaled W values, for inspection/debugging. */
+    wScaled: bigint[];
+    /** Sum of wScaled. */
+    sumW: bigint;
+}
+/**
+ * Port of stld `compute_allocations` from
+ * `contracts/programs/single-token-liquidity/src/math.rs`.
+ *
+ * W_i = weight_i * min(actual_i, virtual_i) / virtual_i.
+ * Division order matches the two integer divisions on-chain.
+ * share_i = W_i / ΣW. amount_alloc[i] = amountIn * share_i.
+ *
+ * Integer truncation of per-token amounts routes the remainder to the
+ * input-token slot so Σ allocations == amountIn exactly.
+ */
+export declare function computeAllocations(params: {
+    actualBalances: bigint[];
+    virtualBalances: bigint[];
+    weightsBps: number[];
+    amountIn: bigint;
+    tokenInIndex: number;
+}): AllocationResult;
+/** @deprecated Analytical base-fee-only optimizer. The deployed helper uses computeAllocations; this does not model selloff/surge. */
+export declare function computeTwoTokenOptimalAllocations(params: {
+    actualBalances: [bigint, bigint];
+    virtualBalances: [bigint, bigint];
+    protocolFeesOwed: [bigint, bigint];
+    weightsBps: [number, number];
+    amountIn: bigint;
+    tokenInIndex: 0 | 1;
+    swapFeeRate: number;
+    protocolFeeRate: number;
+}): AllocationResult;
+/**
+ * Mirror of stld `cap_deposit_amounts_to_lp_ratio`.
+ *
+ * Stored actual balances already exclude protocol fees. The helper deposits
+ * the common raw-actual ratio and refunds the remaining basket.
+ */
+export declare function capDepositAmountsToLpRatio(params: {
+    helperBalances: bigint[];
+    actualBalances: bigint[];
+    /** Retained for compatibility; actual balances already exclude these fees. */
+    protocolFeesOwed?: bigint[];
+}): {
+    depositAmounts: bigint[];
+    refundAmounts: bigint[];
+    lpBalancesForAdd: bigint[];
+};
+//# sourceMappingURL=singleToken.d.ts.map

package/dist/math/singleToken.d.ts.map

@@ -0,0 +1 @@
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package/dist/math/singleToken.js

@@ -0,0 +1,188 @@
+"use strict";
+Object.defineProperty(exports, "__esModule", { value: true });
+exports.computeAllocations = computeAllocations;
+exports.computeTwoTokenOptimalAllocations = computeTwoTokenOptimalAllocations;
+exports.capDepositAmountsToLpRatio = capDepositAmountsToLpRatio;
+const fixedPoint_1 = require("./fixedPoint");
+const cubicMath_1 = require("./cubicMath");
+const slippage_1 = require("./slippage");
+/**
+ * Port of stld `compute_allocations` from
+ * `contracts/programs/single-token-liquidity/src/math.rs`.
+ *
+ * W_i = weight_i * min(actual_i, virtual_i) / virtual_i.
+ * Division order matches the two integer divisions on-chain.
+ * share_i = W_i / ΣW. amount_alloc[i] = amountIn * share_i.
+ *
+ * Integer truncation of per-token amounts routes the remainder to the
+ * input-token slot so Σ allocations == amountIn exactly.
+ */
+function computeAllocations(params) {
+    const { actualBalances, virtualBalances, weightsBps, amountIn, tokenInIndex } = params;
+    (0, fixedPoint_1.assertU64)(amountIn, "amountIn");
+    const n = actualBalances.length;
+    if (n !== virtualBalances.length || n !== weightsBps.length) {
+        throw new Error("computeAllocations: length mismatch");
+    }
+    if (!Number.isInteger(tokenInIndex) || tokenInIndex < 0 || tokenInIndex >= n) {
+        throw new Error("computeAllocations: tokenInIndex out of range");
+    }
+    const wScaled = [];
+    for (let i = 0; i < n; i++) {
+        if (virtualBalances[i] <= 0n) {
+            throw new Error(`computeAllocations: virtualBalance[${i}] must be positive`);
+        }
+        (0, fixedPoint_1.assertU64)(actualBalances[i]);
+        (0, fixedPoint_1.assertU64)(virtualBalances[i]);
+        (0, fixedPoint_1.assertInteger)(weightsBps[i], 0, 10000, "weight");
+        const effectiveActual = actualBalances[i] < virtualBalances[i] ? actualBalances[i] : virtualBalances[i];
+        const scaled = (0, fixedPoint_1.mulDivDown)(effectiveActual, fixedPoint_1.ONE, virtualBalances[i]);
+        const w = (0, fixedPoint_1.mulDivDown)(scaled, BigInt(weightsBps[i]), 10000n);
+        wScaled.push(w);
+    }
+    const sumW = wScaled.reduce((a, b) => a + b, 0n);
+    if (sumW === 0n) {
+        throw new Error("computeAllocations: pool not seeded (ΣW = 0)");
+    }
+    const allocations = wScaled.map((w) => (amountIn * w) / sumW);
+    const sumAlloc = allocations.reduce((a, b) => a + b, 0n);
+    if (sumAlloc < amountIn) {
+        allocations[tokenInIndex] += amountIn - sumAlloc;
+    }
+    return { allocations, wScaled, sumW };
+}
+function swapFeeAmount(amount, swapFeeRate) {
+    return (0, slippage_1.calculateSwapFee)(amount, swapFeeRate);
+}
+function amountAfterSwapFee(amount, swapFeeRate) {
+    const fee = swapFeeAmount(amount, swapFeeRate);
+    if (swapFeeRate > 0 && fee === 0n) {
+        throw new Error("computeTwoTokenOptimalAllocations: swap amount too small, fee rounds to zero");
+    }
+    return amount - fee;
+}
+function protocolFeeAmount(swapFee, protocolFeeRate) {
+    return (0, slippage_1.calculateProtocolFee)(swapFee, protocolFeeRate);
+}
+function scoreTwoTokenSwap(params) {
+    const { actualBalances, virtualBalances, protocolFeesOwed, weightsBps, amountIn, tokenInIndex, swapToOther, swapFeeRate, protocolFeeRate, } = params;
+    const other = tokenInIndex === 0 ? 1 : 0;
+    const remainingInput = amountIn - swapToOther;
+    if (swapToOther <= 0n || remainingInput <= 0n)
+        return { score: 0n, amountOut: 0n };
+    let afterFee;
+    try {
+        afterFee = amountAfterSwapFee(swapToOther, swapFeeRate);
+    }
+    catch {
+        return { score: 0n, amountOut: 0n };
+    }
+    const swapFee = swapToOther - afterFee;
+    const protocolFee = protocolFeeAmount(swapFee, protocolFeeRate);
+    const inLp = (0, slippage_1.lpBalances)(actualBalances[tokenInIndex], virtualBalances[tokenInIndex], protocolFeesOwed[tokenInIndex]);
+    const outLp = (0, slippage_1.lpBalances)(actualBalances[other], virtualBalances[other], protocolFeesOwed[other]);
+    let amountOut;
+    try {
+        amountOut = (0, cubicMath_1.calcOutGivenIn)({
+            virtualBalanceIn: inLp.lpVirtual,
+            weightInBps: BigInt(weightsBps[tokenInIndex]),
+            virtualBalanceOut: outLp.lpVirtual,
+            weightOutBps: BigInt(weightsBps[other]),
+            amountIn: afterFee,
+            actualBalanceOut: outLp.lpActual,
+        });
+    }
+    catch {
+        return { score: 0n, amountOut: 0n };
+    }
+    if (amountOut <= 0n || amountOut >= outLp.lpActual)
+        return { score: 0n, amountOut };
+    const lpInAfter = inLp.lpActual + swapToOther - protocolFee;
+    const lpOutAfter = outLp.lpActual - amountOut;
+    if (lpInAfter <= 0n || lpOutAfter <= 0n)
+        return { score: 0n, amountOut };
+    const ratioIn = (remainingInput * fixedPoint_1.ONE) / lpInAfter;
+    const ratioOut = (amountOut * fixedPoint_1.ONE) / lpOutAfter;
+    return { score: ratioIn < ratioOut ? ratioIn : ratioOut, amountOut };
+}
+/** @deprecated Analytical base-fee-only optimizer. The deployed helper uses computeAllocations; this does not model selloff/surge. */
+function computeTwoTokenOptimalAllocations(params) {
+    const { amountIn, tokenInIndex } = params;
+    if (amountIn <= 1n) {
+        throw new Error("computeTwoTokenOptimalAllocations: amountIn too small");
+    }
+    let low = 1n;
+    let high = amountIn - 1n;
+    for (let i = 0; i < 32 && low < high; i++) {
+        const mid = low + (high - low) / 2n;
+        const current = scoreTwoTokenSwap({ ...params, swapToOther: mid }).score;
+        const next = scoreTwoTokenSwap({
+            ...params,
+            swapToOther: mid + 1n < amountIn ? mid + 1n : amountIn - 1n,
+        }).score;
+        if (next >= current)
+            low = mid + 1n;
+        else
+            high = mid;
+    }
+    const center = low < 1n ? 1n : low >= amountIn ? amountIn - 1n : low;
+    let bestSwap = center;
+    let bestScore = 0n;
+    const start = center > 8n ? center - 8n : 1n;
+    const end = center + 8n < amountIn ? center + 8n : amountIn - 1n;
+    for (let swapToOther = start; swapToOther <= end; swapToOther++) {
+        const { score, amountOut } = scoreTwoTokenSwap({ ...params, swapToOther });
+        if (amountOut > 0n && score > bestScore) {
+            bestScore = score;
+            bestSwap = swapToOther;
+        }
+    }
+    if (bestScore === 0n) {
+        throw new Error("computeTwoTokenOptimalAllocations: amount too small");
+    }
+    const allocations = [0n, 0n];
+    const other = tokenInIndex === 0 ? 1 : 0;
+    allocations[tokenInIndex] = amountIn - bestSwap;
+    allocations[other] = bestSwap;
+    return { allocations, wScaled: [], sumW: bestScore };
+}
+/**
+ * Mirror of stld `cap_deposit_amounts_to_lp_ratio`.
+ *
+ * Stored actual balances already exclude protocol fees. The helper deposits
+ * the common raw-actual ratio and refunds the remaining basket.
+ */
+function capDepositAmountsToLpRatio(params) {
+    const { helperBalances, actualBalances, protocolFeesOwed } = params;
+    const n = helperBalances.length;
+    if (n !== actualBalances.length || (protocolFeesOwed && n !== protocolFeesOwed.length)) {
+        throw new Error("capDepositAmountsToLpRatio: length mismatch");
+    }
+    helperBalances.forEach((b) => (0, fixedPoint_1.assertU64)(b));
+    const lpBalancesForAdd = actualBalances.map((actual) => (0, fixedPoint_1.assertU64)(actual));
+    let ratioMin = null;
+    for (let i = 0; i < n; i++) {
+        if (lpBalancesForAdd[i] === 0n)
+            continue;
+        if (helperBalances[i] <= 0n) {
+            throw new Error("capDepositAmountsToLpRatio: amount too small");
+        }
+        const ratio = (helperBalances[i] * fixedPoint_1.ONE) / lpBalancesForAdd[i];
+        ratioMin = ratioMin === null || ratio < ratioMin ? ratio : ratioMin;
+    }
+    if (ratioMin === null || ratioMin === 0n) {
+        throw new Error("capDepositAmountsToLpRatio: amount too small");
+    }
+    const depositAmounts = lpBalancesForAdd.map((lp, i) => {
+        if (lp === 0n)
+            return 0n;
+        const amount = (lp * ratioMin) / fixedPoint_1.ONE;
+        if (amount <= 0n) {
+            throw new Error("capDepositAmountsToLpRatio: amount too small");
+        }
+        return amount > helperBalances[i] ? helperBalances[i] : amount;
+    });
+    const refundAmounts = helperBalances.map((balance, i) => balance > depositAmounts[i] ? balance - depositAmounts[i] : 0n);
+    return { depositAmounts, refundAmounts, lpBalancesForAdd };
+}
+//# sourceMappingURL=singleToken.js.map