@drift-labs/sdk 0.2.0-master.26 → 0.2.0-master.28

package/src/math/amm.js

@@ -1,422 +0,0 @@
-"use strict";
-exports.__esModule = true;
-exports.calculateMaxBaseAssetAmountFillable = exports.calculateQuoteAssetAmountSwapped = exports.calculateMaxBaseAssetAmountToTrade = exports.calculateTerminalPrice = exports.getSwapDirection = exports.calculateSwapOutput = exports.calculateSpreadReserves = exports.calculateSpread = exports.calculateSpreadBN = exports.calculateMaxSpread = exports.calculateEffectiveLeverage = exports.calculateInventoryScale = exports.calculateMarketOpenBidAsk = exports.calculateAmmReservesAfterSwap = exports.calculatePrice = exports.calculateBidAskPrice = exports.calculateUpdatedAMMSpreadReserves = exports.calculateUpdatedAMM = exports.calculateNewAmm = exports.calculateOptimalPegAndBudget = exports.calculatePegFromTargetPrice = void 0;
-var anchor_1 = require("@project-serum/anchor");
-var numericConstants_1 = require("../constants/numericConstants");
-var types_1 = require("../types");
-var assert_1 = require("../assert/assert");
-var __1 = require("..");
-var repeg_1 = require("./repeg");
-function calculatePegFromTargetPrice(targetPrice, baseAssetReserve, quoteAssetReserve) {
-    return anchor_1.BN.max(targetPrice
-        .mul(baseAssetReserve)
-        .div(quoteAssetReserve)
-        .add(numericConstants_1.PRICE_DIV_PEG.div(new anchor_1.BN(2)))
-        .div(numericConstants_1.PRICE_DIV_PEG), numericConstants_1.ONE);
-}
-exports.calculatePegFromTargetPrice = calculatePegFromTargetPrice;
-function calculateOptimalPegAndBudget(amm, oraclePriceData) {
-    var markPriceBefore = calculatePrice(amm.baseAssetReserve, amm.quoteAssetReserve, amm.pegMultiplier);
-    var targetPrice = oraclePriceData.price;
-    var newPeg = calculatePegFromTargetPrice(targetPrice, amm.baseAssetReserve, amm.quoteAssetReserve);
-    var prePegCost = (0, repeg_1.calculateRepegCost)(amm, newPeg);
-    var totalFeeLB = amm.totalExchangeFee.div(new anchor_1.BN(2));
-    var budget = anchor_1.BN.max(numericConstants_1.ZERO, amm.totalFeeMinusDistributions.sub(totalFeeLB));
-    if (budget.lt(prePegCost)) {
-        var maxPriceSpread = new anchor_1.BN(amm.maxSpread)
-            .mul(targetPrice)
-            .div(numericConstants_1.BID_ASK_SPREAD_PRECISION);
-        var newTargetPrice = void 0;
-        var newOptimalPeg = void 0;
-        var newBudget = void 0;
-        var targetPriceGap = markPriceBefore.sub(targetPrice);
-        if (targetPriceGap.abs().gt(maxPriceSpread)) {
-            var markAdj = targetPriceGap.abs().sub(maxPriceSpread);
-            if (targetPriceGap.lt(new anchor_1.BN(0))) {
-                newTargetPrice = markPriceBefore.add(markAdj);
-            }
-            else {
-                newTargetPrice = markPriceBefore.sub(markAdj);
-            }
-            newOptimalPeg = calculatePegFromTargetPrice(newTargetPrice, amm.baseAssetReserve, amm.quoteAssetReserve);
-            newBudget = (0, repeg_1.calculateRepegCost)(amm, newOptimalPeg);
-            return [newTargetPrice, newOptimalPeg, newBudget, false];
-        }
-    }
-    return [targetPrice, newPeg, budget, true];
-}
-exports.calculateOptimalPegAndBudget = calculateOptimalPegAndBudget;
-function calculateNewAmm(amm, oraclePriceData) {
-    var _a;
-    var pKNumer = new anchor_1.BN(1);
-    var pKDenom = new anchor_1.BN(1);
-    var _b = calculateOptimalPegAndBudget(amm, oraclePriceData), targetPrice = _b[0], _newPeg = _b[1], budget = _b[2], checkLowerBound = _b[3];
-    var prePegCost = (0, repeg_1.calculateRepegCost)(amm, _newPeg);
-    var newPeg = _newPeg;
-    if (prePegCost.gt(budget) && checkLowerBound) {
-        _a = [new anchor_1.BN(999), new anchor_1.BN(1000)], pKNumer = _a[0], pKDenom = _a[1];
-        var deficitMadeup = (0, repeg_1.calculateAdjustKCost)(amm, pKNumer, pKDenom);
-        (0, assert_1.assert)(deficitMadeup.lte(new anchor_1.BN(0)));
-        prePegCost = budget.add(deficitMadeup.abs());
-        var newAmm = Object.assign({}, amm);
-        newAmm.baseAssetReserve = newAmm.baseAssetReserve.mul(pKNumer).div(pKDenom);
-        newAmm.sqrtK = newAmm.sqrtK.mul(pKNumer).div(pKDenom);
-        var invariant = newAmm.sqrtK.mul(newAmm.sqrtK);
-        newAmm.quoteAssetReserve = invariant.div(newAmm.baseAssetReserve);
-        var directionToClose = amm.netBaseAssetAmount.gt(numericConstants_1.ZERO)
-            ? types_1.PositionDirection.SHORT
-            : types_1.PositionDirection.LONG;
-        var _c = calculateAmmReservesAfterSwap(newAmm, 'base', amm.netBaseAssetAmount.abs(), getSwapDirection('base', directionToClose)), newQuoteAssetReserve = _c[0], _newBaseAssetReserve = _c[1];
-        newAmm.terminalQuoteAssetReserve = newQuoteAssetReserve;
-        newPeg = (0, repeg_1.calculateBudgetedPeg)(newAmm, prePegCost, targetPrice);
-        prePegCost = (0, repeg_1.calculateRepegCost)(newAmm, newPeg);
-    }
-    return [prePegCost, pKNumer, pKDenom, newPeg];
-}
-exports.calculateNewAmm = calculateNewAmm;
-function calculateUpdatedAMM(amm, oraclePriceData) {
-    if (amm.curveUpdateIntensity == 0) {
-        return amm;
-    }
-    var newAmm = Object.assign({}, amm);
-    var _a = calculateNewAmm(amm, oraclePriceData), prepegCost = _a[0], pKNumer = _a[1], pKDenom = _a[2], newPeg = _a[3];
-    newAmm.baseAssetReserve = newAmm.baseAssetReserve.mul(pKNumer).div(pKDenom);
-    newAmm.sqrtK = newAmm.sqrtK.mul(pKNumer).div(pKDenom);
-    var invariant = newAmm.sqrtK.mul(newAmm.sqrtK);
-    newAmm.quoteAssetReserve = invariant.div(newAmm.baseAssetReserve);
-    newAmm.pegMultiplier = newPeg;
-    var directionToClose = amm.netBaseAssetAmount.gt(numericConstants_1.ZERO)
-        ? types_1.PositionDirection.SHORT
-        : types_1.PositionDirection.LONG;
-    var _b = calculateAmmReservesAfterSwap(newAmm, 'base', amm.netBaseAssetAmount.abs(), getSwapDirection('base', directionToClose)), newQuoteAssetReserve = _b[0], _newBaseAssetReserve = _b[1];
-    newAmm.terminalQuoteAssetReserve = newQuoteAssetReserve;
-    newAmm.totalFeeMinusDistributions =
-        newAmm.totalFeeMinusDistributions.sub(prepegCost);
-    return newAmm;
-}
-exports.calculateUpdatedAMM = calculateUpdatedAMM;
-function calculateUpdatedAMMSpreadReserves(amm, direction, oraclePriceData) {
-    var newAmm = calculateUpdatedAMM(amm, oraclePriceData);
-    var dirReserves = calculateSpreadReserves(newAmm, direction, oraclePriceData);
-    var result = {
-        baseAssetReserve: dirReserves.baseAssetReserve,
-        quoteAssetReserve: dirReserves.quoteAssetReserve,
-        sqrtK: newAmm.sqrtK,
-        newPeg: newAmm.pegMultiplier
-    };
-    return result;
-}
-exports.calculateUpdatedAMMSpreadReserves = calculateUpdatedAMMSpreadReserves;
-function calculateBidAskPrice(amm, oraclePriceData, withUpdate) {
-    if (withUpdate === void 0) { withUpdate = true; }
-    var newAmm;
-    if (withUpdate) {
-        newAmm = calculateUpdatedAMM(amm, oraclePriceData);
-    }
-    else {
-        newAmm = amm;
-    }
-    var askReserves = calculateSpreadReserves(newAmm, types_1.PositionDirection.LONG, oraclePriceData);
-    var bidReserves = calculateSpreadReserves(newAmm, types_1.PositionDirection.SHORT, oraclePriceData);
-    var askPrice = calculatePrice(askReserves.baseAssetReserve, askReserves.quoteAssetReserve, newAmm.pegMultiplier);
-    var bidPrice = calculatePrice(bidReserves.baseAssetReserve, bidReserves.quoteAssetReserve, newAmm.pegMultiplier);
-    return [bidPrice, askPrice];
-}
-exports.calculateBidAskPrice = calculateBidAskPrice;
-/**
- * Calculates a price given an arbitrary base and quote amount (they must have the same precision)
- *
- * @param baseAssetReserves
- * @param quoteAssetReserves
- * @param pegMultiplier
- * @returns price : Precision MARK_PRICE_PRECISION
- */
-function calculatePrice(baseAssetReserves, quoteAssetReserves, pegMultiplier) {
-    if (baseAssetReserves.abs().lte(numericConstants_1.ZERO)) {
-        return new anchor_1.BN(0);
-    }
-    return quoteAssetReserves
-        .mul(numericConstants_1.MARK_PRICE_PRECISION)
-        .mul(pegMultiplier)
-        .div(numericConstants_1.PEG_PRECISION)
-        .div(baseAssetReserves);
-}
-exports.calculatePrice = calculatePrice;
-/**
- * Calculates what the amm reserves would be after swapping a quote or base asset amount.
- *
- * @param amm
- * @param inputAssetType
- * @param swapAmount
- * @param swapDirection
- * @returns quoteAssetReserve and baseAssetReserve after swap. : Precision AMM_RESERVE_PRECISION
- */
-function calculateAmmReservesAfterSwap(amm, inputAssetType, swapAmount, swapDirection) {
-    var _a, _b;
-    (0, assert_1.assert)(swapAmount.gte(numericConstants_1.ZERO), 'swapAmount must be greater than 0');
-    var newQuoteAssetReserve;
-    var newBaseAssetReserve;
-    if (inputAssetType === 'quote') {
-        swapAmount = swapAmount
-            .mul(numericConstants_1.AMM_TIMES_PEG_TO_QUOTE_PRECISION_RATIO)
-            .div(amm.pegMultiplier);
-        _a = calculateSwapOutput(amm.quoteAssetReserve, swapAmount, swapDirection, amm.sqrtK.mul(amm.sqrtK)), newQuoteAssetReserve = _a[0], newBaseAssetReserve = _a[1];
-    }
-    else {
-        _b = calculateSwapOutput(amm.baseAssetReserve, swapAmount, swapDirection, amm.sqrtK.mul(amm.sqrtK)), newBaseAssetReserve = _b[0], newQuoteAssetReserve = _b[1];
-    }
-    return [newQuoteAssetReserve, newBaseAssetReserve];
-}
-exports.calculateAmmReservesAfterSwap = calculateAmmReservesAfterSwap;
-function calculateMarketOpenBidAsk(baseAssetReserve, minBaseAssetReserve, maxBaseAssetReserve) {
-    // open orders
-    var openAsks;
-    if (maxBaseAssetReserve > baseAssetReserve) {
-        openAsks = maxBaseAssetReserve.sub(baseAssetReserve).mul(new anchor_1.BN(-1));
-    }
-    else {
-        openAsks = numericConstants_1.ZERO;
-    }
-    var openBids;
-    if (minBaseAssetReserve < baseAssetReserve) {
-        openBids = baseAssetReserve.sub(minBaseAssetReserve);
-    }
-    else {
-        openBids = numericConstants_1.ZERO;
-    }
-    return [openBids, openAsks];
-}
-exports.calculateMarketOpenBidAsk = calculateMarketOpenBidAsk;
-function calculateInventoryScale(netBaseAssetAmount, baseAssetReserve, minBaseAssetReserve, maxBaseAssetReserve) {
-    // inventory skew
-    var _a = calculateMarketOpenBidAsk(baseAssetReserve, minBaseAssetReserve, maxBaseAssetReserve), openBids = _a[0], openAsks = _a[1];
-    var totalLiquidity = anchor_1.BN.max(openBids.abs().add(openAsks.abs()), new anchor_1.BN(1));
-    var inventoryScale = anchor_1.BN.min(netBaseAssetAmount.abs(), totalLiquidity)
-        .mul(numericConstants_1.BID_ASK_SPREAD_PRECISION.mul(new anchor_1.BN(5)))
-        .div(totalLiquidity)
-        .toNumber() / numericConstants_1.BID_ASK_SPREAD_PRECISION.toNumber();
-    return inventoryScale;
-}
-exports.calculateInventoryScale = calculateInventoryScale;
-function calculateEffectiveLeverage(baseSpread, quoteAssetReserve, terminalQuoteAssetReserve, pegMultiplier, netBaseAssetAmount, markPrice, totalFeeMinusDistributions) {
-    // inventory skew
-    var netBaseAssetValue = quoteAssetReserve
-        .sub(terminalQuoteAssetReserve)
-        .mul(pegMultiplier)
-        .div(numericConstants_1.AMM_TIMES_PEG_TO_QUOTE_PRECISION_RATIO);
-    var localBaseAssetValue = netBaseAssetAmount
-        .mul(markPrice)
-        .div(numericConstants_1.AMM_TO_QUOTE_PRECISION_RATIO.mul(numericConstants_1.MARK_PRICE_PRECISION));
-    var effectiveLeverage = localBaseAssetValue.sub(netBaseAssetValue).toNumber() /
-        (Math.max(0, totalFeeMinusDistributions.toNumber()) + 1) +
-        1 / numericConstants_1.QUOTE_PRECISION.toNumber();
-    return effectiveLeverage;
-}
-exports.calculateEffectiveLeverage = calculateEffectiveLeverage;
-function calculateMaxSpread(marginRatioInitial) {
-    var maxTargetSpread = new anchor_1.BN(marginRatioInitial)
-        .mul(numericConstants_1.BID_ASK_SPREAD_PRECISION.div(numericConstants_1.MARGIN_PRECISION))
-        .toNumber();
-    return maxTargetSpread;
-}
-exports.calculateMaxSpread = calculateMaxSpread;
-function calculateSpreadBN(baseSpread, lastOracleMarkSpreadPct, lastOracleConfPct, maxSpread, quoteAssetReserve, terminalQuoteAssetReserve, pegMultiplier, netBaseAssetAmount, markPrice, totalFeeMinusDistributions, baseAssetReserve, minBaseAssetReserve, maxBaseAssetReserve) {
-    var longSpread = baseSpread / 2;
-    var shortSpread = baseSpread / 2;
-    if (lastOracleMarkSpreadPct.gt(numericConstants_1.ZERO)) {
-        shortSpread = Math.max(shortSpread, lastOracleMarkSpreadPct.abs().toNumber() + lastOracleConfPct.toNumber());
-    }
-    else if (lastOracleMarkSpreadPct.lt(numericConstants_1.ZERO)) {
-        longSpread = Math.max(longSpread, lastOracleMarkSpreadPct.abs().toNumber() + lastOracleConfPct.toNumber());
-    }
-    var maxTargetSpread = Math.max(maxSpread, lastOracleMarkSpreadPct.abs().toNumber());
-    var MAX_INVENTORY_SKEW = 5;
-    var inventoryScale = calculateInventoryScale(netBaseAssetAmount, baseAssetReserve, minBaseAssetReserve, maxBaseAssetReserve);
-    var inventorySpreadScale = Math.min(MAX_INVENTORY_SKEW, 1 + inventoryScale);
-    if (netBaseAssetAmount.gt(numericConstants_1.ZERO)) {
-        longSpread *= inventorySpreadScale;
-    }
-    else if (netBaseAssetAmount.lt(numericConstants_1.ZERO)) {
-        shortSpread *= inventorySpreadScale;
-    }
-    var effectiveLeverage = calculateEffectiveLeverage(baseSpread, quoteAssetReserve, terminalQuoteAssetReserve, pegMultiplier, netBaseAssetAmount, markPrice, totalFeeMinusDistributions);
-    if (totalFeeMinusDistributions.gt(numericConstants_1.ZERO)) {
-        var spreadScale = Math.min(MAX_INVENTORY_SKEW, 1 + effectiveLeverage);
-        if (netBaseAssetAmount.gt(numericConstants_1.ZERO)) {
-            longSpread *= spreadScale;
-        }
-        else {
-            shortSpread *= spreadScale;
-        }
-    }
-    else {
-        longSpread *= MAX_INVENTORY_SKEW;
-        shortSpread *= MAX_INVENTORY_SKEW;
-    }
-    var totalSpread = longSpread + shortSpread;
-    if (totalSpread > maxTargetSpread) {
-        if (longSpread > shortSpread) {
-            longSpread = Math.min(longSpread, maxTargetSpread);
-            shortSpread = maxTargetSpread - longSpread;
-        }
-        else {
-            shortSpread = Math.min(shortSpread, maxTargetSpread);
-            longSpread = maxTargetSpread - shortSpread;
-        }
-    }
-    return [longSpread, shortSpread];
-}
-exports.calculateSpreadBN = calculateSpreadBN;
-function calculateSpread(amm, direction, oraclePriceData) {
-    if (amm.baseSpread == 0 || amm.curveUpdateIntensity == 0) {
-        return amm.baseSpread / 2;
-    }
-    var markPrice = calculatePrice(amm.baseAssetReserve, amm.quoteAssetReserve, amm.pegMultiplier);
-    var targetPrice = (oraclePriceData === null || oraclePriceData === void 0 ? void 0 : oraclePriceData.price) || markPrice;
-    var confInterval = oraclePriceData.confidence || numericConstants_1.ZERO;
-    var targetMarkSpreadPct = markPrice
-        .sub(targetPrice)
-        .mul(numericConstants_1.BID_ASK_SPREAD_PRECISION)
-        .div(markPrice);
-    var confIntervalPct = confInterval
-        .mul(numericConstants_1.BID_ASK_SPREAD_PRECISION)
-        .div(markPrice);
-    var _a = calculateSpreadBN(amm.baseSpread, targetMarkSpreadPct, confIntervalPct, amm.maxSpread, amm.quoteAssetReserve, amm.terminalQuoteAssetReserve, amm.pegMultiplier, amm.netBaseAssetAmount, markPrice, amm.totalFeeMinusDistributions, amm.baseAssetReserve, amm.minBaseAssetReserve, amm.maxBaseAssetReserve), longSpread = _a[0], shortSpread = _a[1];
-    var spread;
-    if ((0, types_1.isVariant)(direction, 'long')) {
-        spread = longSpread;
-    }
-    else {
-        spread = shortSpread;
-    }
-    return spread;
-}
-exports.calculateSpread = calculateSpread;
-function calculateSpreadReserves(amm, direction, oraclePriceData) {
-    var spread = calculateSpread(amm, direction, oraclePriceData);
-    if (spread === 0) {
-        return {
-            baseAssetReserve: amm.baseAssetReserve,
-            quoteAssetReserve: amm.quoteAssetReserve
-        };
-    }
-    var quoteAsserReserveDelta = amm.quoteAssetReserve.div(numericConstants_1.BID_ASK_SPREAD_PRECISION.div(new anchor_1.BN(spread / 2)));
-    var quoteAssetReserve;
-    if ((0, types_1.isVariant)(direction, 'long')) {
-        quoteAssetReserve = amm.quoteAssetReserve.add(quoteAsserReserveDelta);
-    }
-    else {
-        quoteAssetReserve = amm.quoteAssetReserve.sub(quoteAsserReserveDelta);
-    }
-    var baseAssetReserve = amm.sqrtK.mul(amm.sqrtK).div(quoteAssetReserve);
-    return {
-        baseAssetReserve: baseAssetReserve,
-        quoteAssetReserve: quoteAssetReserve
-    };
-}
-exports.calculateSpreadReserves = calculateSpreadReserves;
-/**
- * Helper function calculating constant product curve output. Agnostic to whether input asset is quote or base
- *
- * @param inputAssetReserve
- * @param swapAmount
- * @param swapDirection
- * @param invariant
- * @returns newInputAssetReserve and newOutputAssetReserve after swap. : Precision AMM_RESERVE_PRECISION
- */
-function calculateSwapOutput(inputAssetReserve, swapAmount, swapDirection, invariant) {
-    var newInputAssetReserve;
-    if (swapDirection === types_1.SwapDirection.ADD) {
-        newInputAssetReserve = inputAssetReserve.add(swapAmount);
-    }
-    else {
-        newInputAssetReserve = inputAssetReserve.sub(swapAmount);
-    }
-    var newOutputAssetReserve = invariant.div(newInputAssetReserve);
-    return [newInputAssetReserve, newOutputAssetReserve];
-}
-exports.calculateSwapOutput = calculateSwapOutput;
-/**
- * Translate long/shorting quote/base asset into amm operation
- *
- * @param inputAssetType
- * @param positionDirection
- */
-function getSwapDirection(inputAssetType, positionDirection) {
-    if ((0, types_1.isVariant)(positionDirection, 'long') && inputAssetType === 'base') {
-        return types_1.SwapDirection.REMOVE;
-    }
-    if ((0, types_1.isVariant)(positionDirection, 'short') && inputAssetType === 'quote') {
-        return types_1.SwapDirection.REMOVE;
-    }
-    return types_1.SwapDirection.ADD;
-}
-exports.getSwapDirection = getSwapDirection;
-/**
- * Helper function calculating terminal price of amm
- *
- * @param market
- * @returns cost : Precision MARK_PRICE_PRECISION
- */
-function calculateTerminalPrice(market) {
-    var directionToClose = market.amm.netBaseAssetAmount.gt(numericConstants_1.ZERO)
-        ? types_1.PositionDirection.SHORT
-        : types_1.PositionDirection.LONG;
-    var _a = calculateAmmReservesAfterSwap(market.amm, 'base', market.amm.netBaseAssetAmount.abs(), getSwapDirection('base', directionToClose)), newQuoteAssetReserve = _a[0], newBaseAssetReserve = _a[1];
-    var terminalPrice = newQuoteAssetReserve
-        .mul(numericConstants_1.MARK_PRICE_PRECISION)
-        .mul(market.amm.pegMultiplier)
-        .div(numericConstants_1.PEG_PRECISION)
-        .div(newBaseAssetReserve);
-    return terminalPrice;
-}
-exports.calculateTerminalPrice = calculateTerminalPrice;
-function calculateMaxBaseAssetAmountToTrade(amm, limit_price, direction, oraclePriceData) {
-    var invariant = amm.sqrtK.mul(amm.sqrtK);
-    var newBaseAssetReserveSquared = invariant
-        .mul(numericConstants_1.MARK_PRICE_PRECISION)
-        .mul(amm.pegMultiplier)
-        .div(limit_price)
-        .div(numericConstants_1.PEG_PRECISION);
-    var newBaseAssetReserve = (0, __1.squareRootBN)(newBaseAssetReserveSquared);
-    var baseAssetReserveBefore = calculateSpreadReserves(amm, direction, oraclePriceData).baseAssetReserve;
-    if (newBaseAssetReserve.gt(baseAssetReserveBefore)) {
-        return [
-            newBaseAssetReserve.sub(baseAssetReserveBefore),
-            types_1.PositionDirection.SHORT,
-        ];
-    }
-    else if (newBaseAssetReserve.lt(baseAssetReserveBefore)) {
-        return [
-            baseAssetReserveBefore.sub(newBaseAssetReserve),
-            types_1.PositionDirection.LONG,
-        ];
-    }
-    else {
-        console.log('tradeSize Too Small');
-        return [new anchor_1.BN(0), types_1.PositionDirection.LONG];
-    }
-}
-exports.calculateMaxBaseAssetAmountToTrade = calculateMaxBaseAssetAmountToTrade;
-function calculateQuoteAssetAmountSwapped(quoteAssetReserves, pegMultiplier, swapDirection) {
-    var quoteAssetAmount = quoteAssetReserves
-        .mul(pegMultiplier)
-        .div(numericConstants_1.AMM_TIMES_PEG_TO_QUOTE_PRECISION_RATIO);
-    if ((0, types_1.isVariant)(swapDirection, 'remove')) {
-        quoteAssetAmount = quoteAssetAmount.add(numericConstants_1.ONE);
-    }
-    return quoteAssetAmount;
-}
-exports.calculateQuoteAssetAmountSwapped = calculateQuoteAssetAmountSwapped;
-function calculateMaxBaseAssetAmountFillable(amm, orderDirection) {
-    var maxFillSize = amm.baseAssetReserve.div(new anchor_1.BN(amm.maxBaseAssetAmountRatio));
-    var maxBaseAssetAmountOnSide;
-    if ((0, types_1.isVariant)(orderDirection, 'long')) {
-        maxBaseAssetAmountOnSide = anchor_1.BN.max(numericConstants_1.ZERO, amm.baseAssetReserve.sub(amm.minBaseAssetReserve));
-    }
-    else {
-        maxBaseAssetAmountOnSide = anchor_1.BN.max(numericConstants_1.ZERO, amm.maxBaseAssetReserve.sub(amm.baseAssetReserve));
-    }
-    return (0, __1.standardizeBaseAssetAmount)(anchor_1.BN.min(maxFillSize, maxBaseAssetAmountOnSide), amm.baseAssetAmountStepSize);
-}
-exports.calculateMaxBaseAssetAmountFillable = calculateMaxBaseAssetAmountFillable;

package/src/math/auction.js

@@ -1,42 +0,0 @@
-"use strict";
-exports.__esModule = true;
-exports.getAuctionPrice = exports.isAuctionComplete = void 0;
-var types_1 = require("../types");
-var _1 = require("../.");
-function isAuctionComplete(order, slot) {
-    if (order.auctionDuration === 0) {
-        return true;
-    }
-    return new _1.BN(slot).sub(order.slot).gt(new _1.BN(order.auctionDuration));
-}
-exports.isAuctionComplete = isAuctionComplete;
-function getAuctionPrice(order, slot) {
-    var slotsElapsed = new _1.BN(slot).sub(order.slot);
-    var deltaDenominator = new _1.BN(order.auctionDuration);
-    var deltaNumerator = _1.BN.min(slotsElapsed, deltaDenominator);
-    if (deltaDenominator.eq(_1.ZERO)) {
-        return order.auctionEndPrice;
-    }
-    var priceDelta;
-    if ((0, types_1.isVariant)(order.direction, 'long')) {
-        priceDelta = order.auctionEndPrice
-            .sub(order.auctionStartPrice)
-            .mul(deltaNumerator)
-            .div(deltaDenominator);
-    }
-    else {
-        priceDelta = order.auctionStartPrice
-            .sub(order.auctionEndPrice)
-            .mul(deltaNumerator)
-            .div(deltaDenominator);
-    }
-    var price;
-    if ((0, types_1.isVariant)(order.direction, 'long')) {
-        price = order.auctionStartPrice.add(priceDelta);
-    }
-    else {
-        price = order.auctionStartPrice.sub(priceDelta);
-    }
-    return price;
-}
-exports.getAuctionPrice = getAuctionPrice;

package/src/math/conversion.js

@@ -1,12 +0,0 @@
-"use strict";
-exports.__esModule = true;
-exports.convertToNumber = void 0;
-var numericConstants_1 = require("../constants/numericConstants");
-var convertToNumber = function (bigNumber, precision) {
-    if (precision === void 0) { precision = numericConstants_1.MARK_PRICE_PRECISION; }
-    if (!bigNumber)
-        return 0;
-    return (bigNumber.div(precision).toNumber() +
-        bigNumber.mod(precision).toNumber() / precision.toNumber());
-};
-exports.convertToNumber = convertToNumber;