@exponent-labs/market-three-math 0.1.8 → 0.9.1

package/build/addLiquidity.d.ts

@@ -1,14 +1,43 @@
+import { AddLiquidityArgs, AddLiquidityOutcome, CrossingScaleParams, CrossingTickState, LiquidityNeeds, MarketThreeState } from "./types";
+import { EffSnap } from "./utilsV2";
+import { Ticks } from "@exponent-labs/exponent-fetcher";
 /**
- * CLMM Add Liquidity simulation
- * Ported from exponent_clmm/src/state/market_three/helpers/add_liquidity.rs
+ * Get crossing tick state and price boundaries from Ticks.
+ * Matches wrapper_provide_liquidity.rs: current node's spot_price, principal_pt/sy/supply, successor's spot_price.
  */
-import { AddLiquidityArgs, AddLiquidityOutcome, LiquidityNeeds, MarketThreeState } from "./types";
-import { EffSnap } from "./utils";
+export declare function getCrossingTickStateFromTicks(ticks: Ticks): {
+    crossingTickState: CrossingTickState;
+    crossingTickPriceLeft: number;
+    crossingTickPriceRight: number;
+};
 /**
  * Compute liquidity target and token needs based on position range and budgets
  * Ported from compute_liquidity_target_and_token_needs in math.rs
  */
 export declare function computeLiquidityTargetAndTokenNeeds(snap: EffSnap, spotPriceCurrent: number, priceEffLower: number, priceEffUpper: number, lowerPrice: number, upperPrice: number, lowerTickIdx: number, upperTickIdx: number, currentIndex: number, maxSy: number, maxPt: number, epsilonClamp: number): LiquidityNeeds;
+/**
+ * Scale crossing tick token inputs from original max values to prevent double trimming.
+ *
+ * When adding liquidity that spans the current price (crossing tick), tokens get trimmed twice:
+ * 1. First by CLMM formula in computeLiquidityTargetAndTokenNeeds
+ * 2. Then by AMM formula in simulateAddLiquidityProportional
+ *
+ * This function calculates the segment's proportion of the total distribution and scales
+ * the original max values accordingly, ensuring maximum token utilization.
+ *
+ * @param scaleParams - Original max values and CLMM distribution extents
+ * @param duPtPart - PT segment length (spot price delta for this segment)
+ * @param syPerL1 - SY per unit liquidity for this segment
+ * @param clmmPtDelta - PT amount calculated from CLMM formula
+ * @param clmmSyDelta - SY amount calculated from CLMM formula
+ * @returns Tuple of [scaledPtIn, scaledSyIn] - maximum of CLMM-calculated and scaled original values
+ */
+export declare function scaleCrossingTickInputs(scaleParams: CrossingScaleParams, duPtPart: number, syPerL1: number, clmmPtDelta: number, clmmSyDelta: number): [number, number];
+/**
+ * Compute token needs with crossing tick adjustment
+ * This matches the Rust compute_token_needs_with_crossing function
+ */
+export declare function computeTokenNeedsWithCrossing(snap: EffSnap, spotPriceCurrent: number, priceEffLower: number, priceEffUpper: number, lowerPrice: number, upperPrice: number, maxSy: number, maxPt: number, epsilonClamp: number, crossingTickState: CrossingTickState, crossingTickPriceLeft: number, crossingTickPriceRight: number): [number, number];
 /**
  * Simulate adding liquidity to the CLMM market
  * This is a pure function that does not mutate the market state
@@ -36,6 +65,13 @@ export declare function calcDepositSyAndPtFromBaseAmount(params: {
     expirationTs: number;
     currentSpotPrice: number;
     syExchangeRate: number;
+    /** Optional crossing tick state for accurate ratio prediction.
+     *  When provided, the prediction accounts for the existing PT/SY proportions
+     *  in the active tick, matching the on-chain behaviour more closely. */
+    crossingTickState?: CrossingTickState;
+    crossingTickPriceLeft?: number;
+    crossingTickPriceRight?: number;
+    epsilonClamp?: number;
 }): {
     syNeeded: number;
     ptNeeded: number;
@@ -65,3 +101,28 @@ export declare function simulateWrapperProvideLiquidity(marketState: MarketThree
     ptDeposited: number;
     syDeposited: number;
 } | null;
+/**
+ * Simulate swap & supply operation (ixProvideLiquidityBase)
+ * 1. Mints SY from base asset
+ * 2. Swaps some SY for PT on the market (instead of stripping)
+ * 3. Deposits remaining SY + bought PT into liquidity position
+ *
+ * This approach has lower slippage than minting because it uses market liquidity.
+ *
+ * @param marketState - Current market state
+ * @param amountBase - Amount of base tokens (in lamports)
+ * @param lowerTick - Lower tick key (APY in basis points)
+ * @param upperTick - Upper tick key (APY in basis points)
+ * @param syExchangeRate - SY exchange rate
+ * @returns Simulation result with LP out, PT to buy, SY constraint, etc.
+ */
+export declare function simulateSwapAndSupply(marketState: MarketThreeState, amountBase: number, lowerTick: number, upperTick: number, syExchangeRate: number): {
+    lpOut: number;
+    ptToBuy: number;
+    syConstraint: number;
+    syForSwap: number;
+    syRemainder: number;
+    ptFromSwap: number;
+    syDeposited: number;
+    ptDeposited: number;
+} | null;