@cubee_ee/sdk 0.5.3 → 0.5.4

package/dist/math/maxSelloff.d.ts

@@ -1,138 +0,0 @@
-/**
- * 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.
- */
-import BN from "bn.js";
-/** Mirrors cubic-pool::constants::SURGE_FEE_SEGMENTS. */
-export declare const SURGE_FEE_SEGMENTS = 4;
-export interface SelloffWindowInputs {
-    maxSelloffPct: number;
-    periodLength: number;
-    previousSelloff: BN;
-    currentSelloff: BN;
-    windowStartTimestamp: BN;
-    selloffVbSnapshot: BN;
-    /** Current pre-trade virtual balance of the token. */
-    virtualBalance: BN;
-    /** Unix seconds. */
-    now: number;
-}
-export interface SelloffWindowStatus {
-    /** True when the limiter is configured (`maxSelloffPct > 0`). */
-    enabled: boolean;
-    cap: BN;
-    /** Effective decayed usage WITHOUT a hypothetical trade. */
-    used: BN;
-    /** `max(0, cap - used)`. */
-    remaining: BN;
-    /** `used/cap` in PERCENT_SCALE units (0..10_000+); 0 when disabled/cap=0. */
-    fillPct: number;
-    windowStartTimestamp: BN;
-    periodLength: number;
-    /** Whether the projection at `now` rotated the window vs stored state. */
-    rotated: boolean;
-    /** Snapshot the cap was resolved against (post-projection). */
-    vbSnapshot: BN;
-}
-/** Result of the pure bigint window projection. */
-export interface WindowProjection {
-    opened: boolean;
-    windowStart: bigint;
-    elapsedInWindow: bigint;
-    /** Carried-over previous usage, POST v5.1 snapshot rescale. */
-    previous: bigint;
-    current: bigint;
-    vbSnapshot: bigint;
-    cap: bigint;
-    weightedPrev: bigint;
-    /** weightedPrev + current (decayed effective, WITHOUT a hypothetical trade). */
-    usedWithoutTrade: bigint;
-}
-/**
- * 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.
- */
-export declare function projectSelloffWindow(params: {
-    maxSelloffPct: number;
-    periodLength: number;
-    previousSelloff: bigint;
-    currentSelloff: bigint;
-    windowStartTimestamp: bigint;
-    selloffVbSnapshot: bigint;
-    virtualBalance: bigint;
-    now: number;
-}): WindowProjection;
-/** Read-only status of a token's max-selloff window at `now`. */
-export declare function computeSelloffWindow(inputs: SelloffWindowInputs): SelloffWindowStatus;
-/**
- * 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.
- */
-export declare function calcSurgeFeePct(effectiveSelloffBefore: bigint, effectiveSelloffAfter: bigint, cap: bigint, thresholdPct: number, slopeLowPct: number, slopeMidPct: number, slopeHighPct: number, kinkPct: number): number;
-/**
- * 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.
- */
-export declare function calcSurgeFeeAmount(amountOut: bigint, surgePct: number): bigint;
-export interface SegmentedSurgeFeeParams {
-    /** Window fill before the trade (`usedWithoutTrade`). */
-    effectiveSelloffBefore: bigint;
-    /** Window fill after the trade (`before + amountInNet`). */
-    effectiveSelloffAfter: bigint;
-    cap: bigint;
-    thresholdPct: number;
-    slopeLowPct: number;
-    slopeMidPct: number;
-    slopeHighPct: number;
-    kinkPct: number;
-    /** Post-swap-fee input driving the AMM curve (`amount_in_after_fee`). */
-    amountInAfterFee: bigint;
-    /** Full curve output of the trade (gross, pre-surge). */
-    amountOut: bigint;
-    /**
-     * Cumulative AMM output for an input slice `x ∈ [0, amountInAfterFee]`
-     * against the PRE-TRADE balances (i.e. `calc_out_given_in` with the same
-     * arguments that produced `amountOut`).
-     */
-    curveOut: (amountInSlice: bigint) => bigint;
-    /** Defaults to the contract's SURGE_FEE_SEGMENTS (= 4). */
-    segments?: number;
-}
-/**
- * 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.
- */
-export declare function calcSegmentedSurgeFeeAmount(p: SegmentedSurgeFeeParams): bigint;
-//# sourceMappingURL=maxSelloff.d.ts.map

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

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package/dist/math/maxSelloff.js

@@ -1,330 +0,0 @@
-"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;
-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;
-}
-//# sourceMappingURL=maxSelloff.js.map

package/dist/math/maxSelloff.js.map

@@ -1 +0,0 @@
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package/dist/math/selloff.d.ts

@@ -1,89 +0,0 @@
-/**
- * Off-chain replicas of the cubic-pool v5 sell-off protections:
- *
- *   - max-selloff sliding window — `math/max_selloff.rs::check_and_advance`
- *   - variable surge-fee curve   — `math/surge_fee.rs::calc_surge_fee_pct`
- *
- * Used by routers/quoters to (a) avoid building routes that would revert
- * with `MaxSelloffExceeded` — the window is a HARD cap on how much of a
- * token can be sold into the pool per window — and (b) quote `amount_out`
- * NET of the surge fee, which is the value the contract checks
- * `minimum_amount_out` against.
- *
- * All arithmetic is bigint and mirrors the contract's u128 intermediates
- * and rounding (cap floored, surge fee rounded UP). `powFp` is the same
- * LogExpMath port the pool uses on-chain.
- */
-/** Scale shared by all `_pct` config fields: 10_000 = 100%. */
-export declare const PERCENT_SCALE = 10000n;
-export interface SelloffWindowInput {
-    /** `AssetConfig.max_selloff_pct` (PERCENT_SCALE units). `0` = disabled. */
-    maxSelloffPct: number;
-    /** `AssetConfig.max_selloff_period_length` (seconds). */
-    periodLengthSecs: number;
-    /** `AssetDynamics.previous_selloff`. */
-    previousSelloff: bigint;
-    /** `AssetDynamics.current_selloff`. */
-    currentSelloff: bigint;
-    /** `AssetDynamics.window_start_timestamp` (unix seconds). */
-    windowStartTimestamp: bigint;
-    /** `AssetDynamics.selloff_vb_snapshot`. `0` = uninitialised. */
-    selloffVbSnapshot: bigint;
-    /** The token's CURRENT (pre-swap) `virtual_balance` — becomes the new
-     *  snapshot if the window (re)opens at `now`. */
-    virtualBalance: bigint;
-}
-export interface ResolvedSelloffWindow {
-    /** `false` ⇒ no cap configured — unlimited headroom, no surge fee. */
-    enabled: boolean;
-    /** Snapshot the cap resolves against at `now` (re-baselined on rotation). */
-    vbSnapshot: bigint;
-    /** Absolute cap: `floor(pct × vbSnapshot / PERCENT_SCALE)`. */
-    cap: bigint;
-    /**
-     * `previous × (period − elapsed) / period + current` after applying any
-     * window rotation at `now` — EXCLUDING any new trade amount.
-     */
-    effectiveSelloff: bigint;
-    /** Max additional `amount_in` the window accepts now (`cap − effective`,
-     *  clamped ≥ 0). The contract requires `effective + amount_in <= cap`. */
-    headroom: bigint;
-}
-/**
- * Resolve a token's sell-off window state at `nowSecs`, WITHOUT mutating
- * anything — the read-only counterpart of the contract's
- * `check_and_advance` (which the real swap will run).
- *
- * Rotation rules (contract-identical):
- *  - `elapsed >= 2×period` → both buckets aged out; cleared, re-snapshot.
- *  - `elapsed >= period`   → `previous = current`, `current = 0`,
- *    `window_start += period` (slides one period, not to `now`), re-snapshot.
- *  - otherwise             → unchanged; reuse stored snapshot (or capture
- *    the live vb when the snapshot is still `0` / uninitialised).
- */
-export declare function resolveSelloffWindow(input: SelloffWindowInput, nowSecs: number): ResolvedSelloffWindow;
-/**
- * Surge-fee percentage (PERCENT_SCALE units, `0..=10_000`) for a swap that
- * pushes the input token's window to `effectiveSelloff` (INCLUDING the
- * swap's own `amount_in`) against `cap`.
- *
- * Curve (contract-identical):
- * ```text
- *   fee(t) = slope_low + (slope_high − slope_low) × (A^t − 1) / (A − 1)
- *   t      = (fill − threshold) / (PERCENT_SCALE − threshold) ∈ [0, 1]
- *   fill   = min(effective × PERCENT_SCALE / cap, PERCENT_SCALE)
- * ```
- * Returns `0` when disabled (`cap == 0`, `slopeHigh == 0`,
- * `threshold >= PERCENT_SCALE`) or fill is at/below the threshold.
- */
-export declare function calcSurgeFeePct(effectiveSelloff: bigint, cap: bigint, thresholdPct: number, slopeLowPct: number, slopeHighPct: number): bigint;
-/**
- * Split a gross curve output into the surge fee and the NET amount the
- * user receives. Fee rounds UP (protective fee never undercharges) and is
- * capped at `amountOut` — mirrors `instructions/user/swap.rs`.
- */
-export declare function applySurgeFee(amountOut: bigint, surgeFeePct: bigint): {
-    fee: bigint;
-    net: bigint;
-};
-//# sourceMappingURL=selloff.d.ts.map

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

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