@exponent-labs/exponent-fetcher 0.0.3

package/build/utils/meteora.js

@@ -0,0 +1,116 @@
+"use strict";
+var __importDefault = (this && this.__importDefault) || function (mod) {
+    return (mod && mod.__esModule) ? mod : { "default": mod };
+};
+Object.defineProperty(exports, "__esModule", { value: true });
+exports.computeD = exports.computeStableSwapInvariant = exports.getAmountByShare = exports.calculateUnlockedAmount = void 0;
+const anchor_1 = require("@coral-xyz/anchor");
+const bn_sqrt_1 = __importDefault(require("bn-sqrt"));
+/**
+ * Calculates the unlocked (withdrawable) amount of tokens in a Meteora vault.
+ *
+ * @param onChainTime - Current blockchain timestamp in seconds
+ * @param vaultState - The state of the Meteora vault
+ * @returns A BN representing the unlocked amount that can be withdrawn from the vault
+ *
+ */
+function calculateUnlockedAmount(onChainTime, vaultState) {
+    const { lockedProfitTracker: { lastReport, lockedProfitDegradation, lastUpdatedLockedProfit }, totalAmount: vaultTotalAmount, } = vaultState;
+    const lockedProfitDegradationDenominator = new anchor_1.BN(1_000_000_000_000);
+    const duration = new anchor_1.BN(onChainTime).sub(lastReport);
+    const lockedFundRatio = duration.mul(lockedProfitDegradation);
+    if (lockedFundRatio.gt(lockedProfitDegradationDenominator)) {
+        return vaultTotalAmount;
+    }
+    const lockedProfit = lastUpdatedLockedProfit
+        .mul(lockedProfitDegradationDenominator.sub(lockedFundRatio))
+        .div(lockedProfitDegradationDenominator);
+    return vaultTotalAmount.sub(lockedProfit);
+}
+exports.calculateUnlockedAmount = calculateUnlockedAmount;
+/**
+ * Calculates the amount of tokens corresponding to a share of the vault.
+ *
+ * @param share - Share amount of LP tokens
+ * @param totalSupply - Total supply of LP tokens
+ * @param vaultState - Current state of the vault
+ * @param onChainTime - Current blockchain timestamp in seconds
+ * @returns The amount of underlying tokens represented by the shares
+ *
+ */
+function getAmountByShare(share, totalSupply, vaultState, onChainTime) {
+    const withdrawableAmount = calculateUnlockedAmount(onChainTime, vaultState);
+    return totalSupply.isZero() ? new anchor_1.BN(0) : share.mul(withdrawableAmount).div(totalSupply);
+}
+exports.getAmountByShare = getAmountByShare;
+/**
+ * Computes the StableSwap invariant (D) based on the Curve Finance formula.
+ *
+ * This function implements the iterative algorithm to find the value D such that:
+ * Ann * S + D * P / (A * N^n) = D^(n+1) / (n^n * prod(x_i))
+ *
+ * Where:
+ * - Ann is amplification coefficient * n^n
+ * - S is the sum of all coin amounts
+ * - P is the product of all coin amounts
+ * - n is the number of coins (2 in this case)
+ *
+ * @param ampFactor - Amplification coefficient (A)
+ * @param amountA - Amount of token A in the pool
+ * @param amountB - Amount of token B in the pool
+ * @returns The computed invariant D
+ *
+ */
+const computeStableSwapInvariant = (ampFactor, amountA, amountB) => {
+    const N_COINS = new anchor_1.BN(2);
+    const ZERO = new anchor_1.BN(0);
+    const ONE = new anchor_1.BN(1);
+    const MAX_ITERS = 20;
+    const Ann = ampFactor.mul(N_COINS); // A*n^n
+    const S = amountA.add(amountB); // sum(x_i), a.k.a S
+    if (S === ZERO) {
+        return ZERO;
+    }
+    let dPrev = ZERO;
+    let d = S;
+    for (let i = 0; d.sub(dPrev).abs().gt(ONE) && i < MAX_ITERS; i++) {
+        dPrev = d;
+        let dP = d;
+        dP = dP.mul(d).div(amountA.mul(N_COINS));
+        dP = dP.mul(d).div(amountB.mul(N_COINS));
+        const dNumerator = d.mul(Ann.mul(S).add(dP.mul(N_COINS)));
+        const dDenominator = d.mul(Ann.sub(ONE)).add(dP.mul(N_COINS.add(ONE)));
+        d = dNumerator.div(dDenominator);
+    }
+    return d;
+};
+exports.computeStableSwapInvariant = computeStableSwapInvariant;
+/**
+ * Computes the invariant D value for a token pair based on curve type.
+ *
+ * @param curve - Type of curve (ConstantProduct or Stable with parameters)
+ * @param tokenAmountA - Amount of token A
+ * @param tokenAmountB - Amount of token B
+ * @returns The calculated invariant D value
+ *
+ * Corresponds to `compute_d` function in Rust implementation.
+ *
+ */
+function computeD(curve, tokenAmountA, tokenAmountB) {
+    if ("cosntantProduct" in curve) {
+        return (0, bn_sqrt_1.default)(tokenAmountA.mul(tokenAmountB));
+    }
+    else if ("stable" in curve) {
+        const PRECISION = new anchor_1.BN(1_000_000);
+        const { amp, tokenMultiplier, depeg } = curve.stable;
+        const upscaledTokenA = tokenMultiplier.tokenAMultiplier.mul(tokenAmountA);
+        const upscaledTokenB = tokenMultiplier.tokenBMultiplier.mul(tokenAmountB);
+        let invariantD = (0, exports.computeStableSwapInvariant)(amp, upscaledTokenA, upscaledTokenB);
+        if (!depeg.depegType["none"]) {
+            return invariantD.div(PRECISION);
+        }
+        return invariantD;
+    }
+}
+exports.computeD = computeD;
+//# sourceMappingURL=meteora.js.map

package/build/utils/meteora.js.map

@@ -0,0 +1 @@
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package/package.json

@@ -0,0 +1,35 @@
+{
+  "name": "@exponent-labs/exponent-fetcher",
+  "version": "0.0.3",
+  "main": "build/index.js",
+  "types": "build/index.d.ts",
+  "license": "AGPL-3.0",
+  "scripts": {
+    "build": "tsc --build"
+  },
+  "dependencies": {
+    "@coral-xyz/anchor": "0.30.0",
+    "@exponent-labs/exponent-idl": "^0.0.3",
+    "@exponent-labs/exponent-pda": "^0.0.3",
+    "@exponent-labs/exponent-types": "^0.0.3",
+    "@exponent-labs/fragmetric-idl": "^0.0.3",
+    "@exponent-labs/generic-sy-idl": "^0.0.3",
+    "@exponent-labs/generic-sy-pda": "^0.0.3",
+    "@exponent-labs/jito-restaking-sy-idl": "^0.0.3",
+    "@exponent-labs/kamino-reserve-deserializer": "^0.0.3",
+    "@exponent-labs/marginfi-sy-idl": "^0.0.3",
+    "@exponent-labs/meteora-idl": "^0.0.3",
+    "@exponent-labs/perena-sy-idl": "^0.0.3",
+    "@exponent-labs/precise-number": "^0.0.3",
+    "@exponent-labs/rust-decimal": "^0.0.3",
+    "@solana/spl-stake-pool": "1.1.8",
+    "@solana/spl-token": "0.4.6",
+    "bn-sqrt": "^1.0.0",
+    "decimal.js": "^10.4.3"
+  },
+  "devDependencies": {
+    "@types/bn.js": "^5.1.0",
+    "typescript": "5.4.5"
+  },
+  "gitHead": "209b8847e9a0fadb5b5ec96b9b47f0ace4a3bf9d"
+}