@cubee_ee/sdk 0.5.3 → 0.5.5

package/dist/math/lpLoss.js

@@ -1,103 +0,0 @@
-"use strict";
-Object.defineProperty(exports, "__esModule", { value: true });
-exports.predictLpLoss = predictLpLoss;
-const config_1 = require("../config");
-const toWhole = (raw, decimals) => Number(raw) / 10 ** decimals;
-/**
- * Predicted total value loss of the LP position minted by a single-token
- * deposit, as a percent of the deposited value, measured AFTER arbitrageurs
- * rebalance the pool back to external prices — the slippage-proof cost the
- * depositor actually bears.
- *
- * Replays the quote's swap legs and join onto the pool state, then values
- * the position at the closed-form zero-fee-arb equilibrium: with the
- * invariant ∏V_i^w_i preserved, equilibrium virtuals are V'_i = λ·w_i/p_i
- * and actual balances move by the same deltas. Validated against a full
- * profit-maximizing arbitrage simulation of the contract math (±0.03 pp,
- * slightly conservative). Float math — ample for percent-level output.
- *
- * Returns `null` when the pool is empty or inputs cannot price.
- */
-function predictLpLoss(params) {
-    const { weightsBps, virtualBalances, lpActualBalances, decimals, bptTotalSupply, swapFeeRate, protocolFeeRate, tokenInIndex, amountIn, allocations, expectedOuts, depositedAmounts, refundAmounts, estimatedBpt, prices: externalPrices, } = params;
-    const n = weightsBps.length;
-    if (virtualBalances.length !== n ||
-        lpActualBalances.length !== n ||
-        decimals.length !== n) {
-        throw new Error("predictLpLoss: length mismatch");
-    }
-    if (tokenInIndex < 0 || tokenInIndex >= n) {
-        throw new Error("predictLpLoss: tokenInIndex out of range");
-    }
-    const supply = Number(bptTotalSupply);
-    const estBpt = Number(estimatedBpt);
-    const amountInWhole = toWhole(amountIn, decimals[tokenInIndex]);
-    if (supply <= 0 || estBpt <= 0 || amountInWhole <= 0)
-        return null;
-    const weights = [];
-    const virtuals = [];
-    const actuals = [];
-    for (let i = 0; i < n; i++) {
-        weights.push(weightsBps[i] / config_1.WEIGHT_SCALE);
-        virtuals.push(toWhole(virtualBalances[i], decimals[i]));
-        actuals.push(toWhole(lpActualBalances[i], decimals[i]));
-    }
-    const externalComplete = externalPrices !== undefined &&
-        externalPrices.length === n &&
-        externalPrices.every((p) => typeof p === "number" && p > 0);
-    const prices = [];
-    for (let i = 0; i < n; i++) {
-        const price = externalComplete
-            ? externalPrices[i]
-            : weights[i] / virtuals[i];
-        if (!Number.isFinite(price) || price <= 0)
-            return null;
-        prices.push(price);
-    }
-    const feeRate = swapFeeRate / config_1.SWAP_FEE_PRECISION;
-    const protoRate = protocolFeeRate / config_1.PROTOCOL_FEE_PRECISION;
-    for (let i = 0; i < n; i++) {
-        if (i === tokenInIndex)
-            continue;
-        const alloc = toWhole(allocations[i] ?? 0n, decimals[tokenInIndex]);
-        const out = toWhole(expectedOuts[i] ?? 0n, decimals[i]);
-        if (alloc <= 0 || out <= 0)
-            continue;
-        const protoFee = alloc * feeRate * protoRate;
-        virtuals[tokenInIndex] += alloc - protoFee;
-        actuals[tokenInIndex] += alloc - protoFee;
-        virtuals[i] -= out;
-        actuals[i] -= out;
-    }
-    const mintRatio = estBpt / supply;
-    for (let i = 0; i < n; i++) {
-        actuals[i] += toWhole(depositedAmounts[i] ?? 0n, decimals[i]);
-        virtuals[i] *= 1 + mintRatio;
-    }
-    let logInvariant = 0;
-    let logTarget = 0;
-    for (let i = 0; i < n; i++) {
-        if (weights[i] <= 0 || virtuals[i] <= 0)
-            return null;
-        logInvariant += weights[i] * Math.log(virtuals[i]);
-        logTarget += weights[i] * Math.log(weights[i] / prices[i]);
-    }
-    const lambda = Math.exp(logInvariant - logTarget);
-    let equilibriumPoolValue = 0;
-    for (let i = 0; i < n; i++) {
-        const equilibriumVirtual = (lambda * weights[i]) / prices[i];
-        const equilibriumActual = Math.max(0, actuals[i] - (virtuals[i] - equilibriumVirtual));
-        equilibriumPoolValue += equilibriumActual * prices[i];
-    }
-    const lpValue = (mintRatio / (1 + mintRatio)) * equilibriumPoolValue;
-    let refundValue = 0;
-    for (let i = 0; i < n; i++) {
-        refundValue += toWhole(refundAmounts[i] ?? 0n, decimals[i]) * prices[i];
-    }
-    const depositValue = amountInWhole * prices[tokenInIndex];
-    if (depositValue <= 0)
-        return null;
-    const loss = 1 - (lpValue + refundValue) / depositValue;
-    return Math.min(100, Math.max(0, loss * 100));
-}
-//# sourceMappingURL=lpLoss.js.map

package/dist/math/lpLoss.js.map

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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

@@ -1 +0,0 @@
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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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