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

package/build/swap-v2.js.map

@@ -1 +0,0 @@
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package/build/swapLegacy.d.ts

@@ -1,16 +0,0 @@
-/**
- * CLMM Swap simulation
- * Ported from exponent_clmm/src/state/market_three/helpers/swap.rs
- */
-import { MarketThreeState, SwapArgs, SwapDirection, SwapOutcome } from "./types";
-/**
- * Simulate a swap on the CLMM market
- * This is a pure function that does not mutate the market state
- * Returns the swap outcome including amounts and final state
- */
-export declare function simulateSwap(marketState: MarketThreeState, args: SwapArgs): SwapOutcome;
-/**
- * Calculate the expected output for a given input amount
- * This is a convenience wrapper around simulateSwap
- */
-export declare function getSwapQuote(marketState: MarketThreeState, amountIn: number, direction: SwapDirection): SwapOutcome;

package/build/swapLegacy.js

@@ -1,229 +0,0 @@
-"use strict";
-Object.defineProperty(exports, "__esModule", { value: true });
-exports.getSwapQuote = exports.simulateSwap = void 0;
-/**
- * CLMM Swap simulation
- * Ported from exponent_clmm/src/state/market_three/helpers/swap.rs
- */
-const types_1 = require("./types");
-const utils_1 = require("./utils");
-const BASE_POINTS = 10000;
-/**
- * Simulate a swap on the CLMM market
- * This is a pure function that does not mutate the market state
- * Returns the swap outcome including amounts and final state
- */
-function simulateSwap(marketState, args) {
-    const { financials, configurationOptions, ticks } = marketState;
-    const secondsRemaining = Math.max(0, Number(financials.expirationTs) - Date.now() / 1000);
-    // Create effective price snapshot
-    const snapshot = new utils_1.EffSnap((0, utils_1.normalizedTimeRemaining)(secondsRemaining), args.syExchangeRate);
-    // Current state
-    let currentPriceSpot = ticks.currentSpotPrice;
-    let currentLeftBoundaryIndex = ticks.currentTick;
-    // Use currentPrefixSum if available, otherwise fall back to calculating it
-    let activeLiquidityU64 = ticks.currentPrefixSum ?? 0n;
-    let activeLiquidityF64 = Number(activeLiquidityU64);
-    // Fees
-    const lpFeeRate = (0, utils_1.calculateFeeRate)(configurationOptions.lnFeeRateRoot, secondsRemaining);
-    const protocolFeeBps = configurationOptions.treasuryFeeBps;
-    // Check price limits
-    if (args.priceSpotLimit !== undefined) {
-        if (args.direction === types_1.SwapDirection.PtToSy) {
-            if (args.priceSpotLimit < currentPriceSpot) {
-                throw new Error("Price limit violated: limit must be >= current price for PtToSy");
-            }
-        }
-        else {
-            if (args.priceSpotLimit > currentPriceSpot) {
-                throw new Error("Price limit violated: limit must be <= current price for SyToPt");
-            }
-        }
-    }
-    // Accumulators
-    let amountOutNet = 0;
-    let feeLpOut = 0;
-    let feeProtocolOut = 0;
-    let amountInLeft = args.amountIn;
-    // Main loop across contiguous intervals
-    let iterations = 0;
-    const maxIterations = 1000;
-    while (amountInLeft > 0 && iterations < maxIterations) {
-        iterations++;
-        // Get right boundary of current interval
-        const rightBoundaryIndexOpt = (0, utils_1.getSuccessorTickKey)(ticks, currentLeftBoundaryIndex);
-        if (rightBoundaryIndexOpt === null) {
-            if (args.direction === types_1.SwapDirection.SyToPt) {
-                // Cross to create a new interval
-                const predecessor = (0, utils_1.getPredecessorTickKey)(ticks, currentLeftBoundaryIndex);
-                if (predecessor === null)
-                    break;
-                // When crossing downward (SyToPt), update state
-                currentPriceSpot = (0, utils_1.getImpliedRate)(currentLeftBoundaryIndex); // Boundary we're crossing
-                currentLeftBoundaryIndex = predecessor; // New left boundary
-                // Update active liquidity by subtracting liquidity_net at boundary
-                const boundaryTick = (0, utils_1.findTickByKey)(ticks, predecessor);
-                if (boundaryTick) {
-                    activeLiquidityU64 = (0, utils_1.bigIntMax)(0n, activeLiquidityU64 - boundaryTick.tick.liquidityNet);
-                    activeLiquidityF64 = Number(activeLiquidityU64);
-                }
-                continue;
-            }
-            else {
-                // No more liquidity available
-                break;
-            }
-        }
-        const rightBoundaryIndex = rightBoundaryIndexOpt;
-        // Get anchor prices for interval boundaries
-        const anchorULeft = (0, utils_1.getImpliedRate)(currentLeftBoundaryIndex);
-        const anchorURight = (0, utils_1.getImpliedRate)(rightBoundaryIndex);
-        // Effective price at current spot
-        const cEffOld = snapshot.getEffectivePrice(currentPriceSpot);
-        // Get principal ledgers for the interval
-        const currentTickData = (0, utils_1.findTickByKey)(ticks, currentLeftBoundaryIndex);
-        const principalPt = currentTickData?.tick.principalPt ?? 0n;
-        const principalSy = currentTickData?.tick.principalSy ?? 0n;
-        const eps = configurationOptions.epsilonClamp;
-        // Calculate kappa (scaling factor based on available principal)
-        // Y_max = (L/τ) * (C(u_old) - C(u_right))
-        const cEffAtBoundary = snapshot.getEffectivePrice(anchorURight);
-        const yMaxToBoundaryF = (Number(activeLiquidityF64) / snapshot.timeFactor) * (cEffOld - cEffAtBoundary);
-        const kappaSy = yMaxToBoundaryF > 0 ? Number(principalSy) / Number(yMaxToBoundaryF) : 0;
-        const duToLeft = currentPriceSpot - anchorULeft;
-        const ptMaxToLeftF = Number(activeLiquidityF64) * duToLeft;
-        const kappaPt = ptMaxToLeftF > 0 ? Number(principalPt) / ptMaxToLeftF : 0;
-        const kappa = Math.min(kappaPt, kappaSy, 1.0);
-        const lTradeF64 = Number(activeLiquidityF64) * kappa;
-        if (args.direction === types_1.SwapDirection.PtToSy) {
-            // PT -> SY swap (buying SY with PT)
-            const duByInput = lTradeF64 > 0 ? amountInLeft / lTradeF64 : 0;
-            const duToBoundary = anchorURight - currentPriceSpot;
-            const duActual = Math.min(duByInput, duToBoundary);
-            if (duToBoundary <= eps) {
-                // Cross boundary
-                const boundaryTick = (0, utils_1.findTickByKey)(ticks, rightBoundaryIndex);
-                if (boundaryTick) {
-                    activeLiquidityU64 += boundaryTick.tick.liquidityNet;
-                    activeLiquidityF64 = Number(activeLiquidityU64);
-                }
-                currentLeftBoundaryIndex = rightBoundaryIndex;
-                currentPriceSpot = anchorURight;
-                continue;
-            }
-            // Token flows for this segment
-            const ptInSegment = Math.floor(lTradeF64 * duActual);
-            const anchorUNew = currentPriceSpot + duActual;
-            const cEffNew = snapshot.getEffectivePrice(anchorUNew);
-            const syOutGross = Math.floor((lTradeF64 / snapshot.timeFactor) * (cEffOld - cEffNew));
-            const syOutGrossClamped = Math.min(syOutGross, Number(principalSy));
-            if (syOutGrossClamped > 0) {
-                const totalFeeOut = (0, utils_1.getFeeFromAmount)(syOutGrossClamped, lpFeeRate);
-                const protocolFeeOut = Math.floor((totalFeeOut * protocolFeeBps) / BASE_POINTS);
-                const lpFeeOut = totalFeeOut - protocolFeeOut;
-                const syOutNet = syOutGrossClamped - totalFeeOut;
-                amountOutNet += syOutNet;
-                feeLpOut += lpFeeOut;
-                feeProtocolOut += protocolFeeOut;
-            }
-            amountInLeft -= ptInSegment;
-            currentPriceSpot = anchorUNew;
-        }
-        else {
-            // SY -> PT swap (buying PT with SY)
-            const cEffLeft = snapshot.getEffectivePrice(anchorULeft);
-            const deltaCByInput = lTradeF64 > 0 ? (snapshot.timeFactor / lTradeF64) * amountInLeft : 0;
-            const deltaCToLeftBoundary = Math.max(0, cEffLeft - cEffOld);
-            const deltaCActual = Math.min(deltaCByInput, deltaCToLeftBoundary);
-            if (deltaCToLeftBoundary <= eps) {
-                // Cross boundary to the left
-                const predecessor = (0, utils_1.getPredecessorTickKey)(ticks, currentLeftBoundaryIndex);
-                if (predecessor === null)
-                    break;
-                // Update active liquidity
-                const boundaryTick = (0, utils_1.findTickByKey)(ticks, currentLeftBoundaryIndex);
-                if (boundaryTick) {
-                    activeLiquidityU64 = (0, utils_1.bigIntMax)(0n, activeLiquidityU64 - boundaryTick.tick.liquidityNet);
-                    activeLiquidityF64 = Number(activeLiquidityU64);
-                }
-                currentPriceSpot = (0, utils_1.getImpliedRate)(currentLeftBoundaryIndex);
-                currentLeftBoundaryIndex = predecessor;
-                continue;
-            }
-            // New effective price and spot price after consuming ΔC
-            const cEffNew = cEffOld + deltaCActual;
-            const spotPriceNew = snapshot.spotPriceFromEffectivePrice(cEffNew);
-            // Token flows
-            const syInSegmentF = (lTradeF64 / snapshot.timeFactor) * (cEffNew - cEffOld);
-            const duAbs = currentPriceSpot - spotPriceNew;
-            const ptOutGrossF = lTradeF64 * duAbs;
-            // Clamp gross PT by available principal
-            const ptOutGrossU64 = (0, utils_1.bigIntMin)(BigInt(Math.floor(ptOutGrossF)), principalPt);
-            const syInSegmentU64 = BigInt(Math.floor(syInSegmentF));
-            if (ptOutGrossU64 === 0n) {
-                // Nothing to pay out; try to cross
-                const predecessor = (0, utils_1.getPredecessorTickKey)(ticks, currentLeftBoundaryIndex);
-                if (predecessor === null)
-                    break;
-                // Update active liquidity
-                const boundaryTick = (0, utils_1.findTickByKey)(ticks, currentLeftBoundaryIndex);
-                if (boundaryTick) {
-                    activeLiquidityU64 = (0, utils_1.bigIntMax)(0n, activeLiquidityU64 - boundaryTick.tick.liquidityNet);
-                    activeLiquidityF64 = Number(activeLiquidityU64);
-                }
-                currentPriceSpot = (0, utils_1.getImpliedRate)(currentLeftBoundaryIndex);
-                currentLeftBoundaryIndex = predecessor;
-                continue;
-            }
-            // Fees in token_out (PT)
-            const totalFeeOut = (0, utils_1.getFeeFromAmount)(Number(ptOutGrossU64), lpFeeRate);
-            const protocolFeeOut = Math.floor((totalFeeOut * protocolFeeBps) / BASE_POINTS);
-            const lpFeeOut = totalFeeOut - protocolFeeOut;
-            const ptOutNet = Number(ptOutGrossU64) - totalFeeOut;
-            // Accumulate to user
-            amountOutNet += ptOutNet;
-            feeLpOut += lpFeeOut;
-            feeProtocolOut += protocolFeeOut;
-            // Consume input and advance state
-            amountInLeft -= Number(syInSegmentU64);
-            currentPriceSpot = spotPriceNew;
-            // If we hit boundary, cross
-            if (Math.abs(currentPriceSpot - anchorULeft) <= eps && amountInLeft > 0) {
-                const predecessor = (0, utils_1.getPredecessorTickKey)(ticks, currentLeftBoundaryIndex);
-                if (predecessor === null)
-                    break;
-                // Update active liquidity
-                const boundaryTick = (0, utils_1.findTickByKey)(ticks, currentLeftBoundaryIndex);
-                if (boundaryTick) {
-                    activeLiquidityU64 = (0, utils_1.bigIntMax)(0n, activeLiquidityU64 - boundaryTick.tick.liquidityNet);
-                    activeLiquidityF64 = Number(activeLiquidityU64);
-                }
-                currentPriceSpot = (0, utils_1.getImpliedRate)(currentLeftBoundaryIndex);
-                currentLeftBoundaryIndex = predecessor;
-            }
-        }
-    }
-    return {
-        amountInConsumed: args.amountIn - amountInLeft,
-        amountOut: amountOutNet,
-        lpFeeChargedOutToken: feeLpOut,
-        protocolFeeChargedOutToken: feeProtocolOut,
-        finalSpotPrice: currentPriceSpot,
-        finalTickIndex: currentLeftBoundaryIndex,
-    };
-}
-exports.simulateSwap = simulateSwap;
-/**
- * Calculate the expected output for a given input amount
- * This is a convenience wrapper around simulateSwap
- */
-function getSwapQuote(marketState, amountIn, direction) {
-    return simulateSwap(marketState, {
-        direction,
-        amountIn,
-        syExchangeRate: marketState.currentSyExchangeRate,
-        isCurrentFlashSwap: false,
-    });
-}
-exports.getSwapQuote = getSwapQuote;
-//# sourceMappingURL=swapLegacy.js.map

package/build/swapLegacy.js.map

@@ -1 +0,0 @@
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package/src/swapLegacy.ts

@@ -1,272 +0,0 @@
-/**
- * CLMM Swap simulation
- * Ported from exponent_clmm/src/state/market_three/helpers/swap.rs
- */
-import { MarketThreeState, SwapArgs, SwapDirection, SwapOutcome } from "./types"
-import {
-  EffSnap,
-  bigIntMax,
-  bigIntMin,
-  calculateFeeRate,
-  findTickByKey,
-  getFeeFromAmount,
-  getImpliedRate,
-  getPredecessorTickKey,
-  getSuccessorTickKey,
-  normalizedTimeRemaining,
-} from "./utils"
-
-const BASE_POINTS = 10000
-
-/**
- * Simulate a swap on the CLMM market
- * This is a pure function that does not mutate the market state
- * Returns the swap outcome including amounts and final state
- */
-export function simulateSwap(marketState: MarketThreeState, args: SwapArgs): SwapOutcome {
-  const { financials, configurationOptions, ticks } = marketState
-  const secondsRemaining = Math.max(0, Number(financials.expirationTs) - Date.now() / 1000)
-
-  // Create effective price snapshot
-  const snapshot = new EffSnap(normalizedTimeRemaining(secondsRemaining), args.syExchangeRate)
-
-  // Current state
-  let currentPriceSpot: number = ticks.currentSpotPrice
-  let currentLeftBoundaryIndex: number = ticks.currentTick
-
-  // Use currentPrefixSum if available, otherwise fall back to calculating it
-  let activeLiquidityU64: bigint = ticks.currentPrefixSum ?? 0n
-  let activeLiquidityF64: number = Number(activeLiquidityU64)
-
-  // Fees
-  const lpFeeRate = calculateFeeRate(configurationOptions.lnFeeRateRoot, secondsRemaining)
-  const protocolFeeBps: number = configurationOptions.treasuryFeeBps
-
-  // Check price limits
-  if (args.priceSpotLimit !== undefined) {
-    if (args.direction === SwapDirection.PtToSy) {
-      if (args.priceSpotLimit < currentPriceSpot) {
-        throw new Error("Price limit violated: limit must be >= current price for PtToSy")
-      }
-    } else {
-      if (args.priceSpotLimit > currentPriceSpot) {
-        throw new Error("Price limit violated: limit must be <= current price for SyToPt")
-      }
-    }
-  }
-
-  // Accumulators
-  let amountOutNet: number = 0
-  let feeLpOut: number = 0
-  let feeProtocolOut: number = 0
-  let amountInLeft: number = args.amountIn
-
-  // Main loop across contiguous intervals
-  let iterations: number = 0
-  const maxIterations: number = 1000
-
-  while (amountInLeft > 0 && iterations < maxIterations) {
-    iterations++
-
-    // Get right boundary of current interval
-    const rightBoundaryIndexOpt = getSuccessorTickKey(ticks, currentLeftBoundaryIndex)
-
-    if (rightBoundaryIndexOpt === null) {
-      if (args.direction === SwapDirection.SyToPt) {
-        // Cross to create a new interval
-        const predecessor = getPredecessorTickKey(ticks, currentLeftBoundaryIndex)
-        if (predecessor === null) break
-
-        // When crossing downward (SyToPt), update state
-        currentPriceSpot = getImpliedRate(currentLeftBoundaryIndex) // Boundary we're crossing
-        currentLeftBoundaryIndex = predecessor // New left boundary
-
-        // Update active liquidity by subtracting liquidity_net at boundary
-        const boundaryTick = findTickByKey(ticks, predecessor)
-        if (boundaryTick) {
-          activeLiquidityU64 = bigIntMax(0n, activeLiquidityU64 - boundaryTick.tick.liquidityNet)
-          activeLiquidityF64 = Number(activeLiquidityU64)
-        }
-        continue
-      } else {
-        // No more liquidity available
-        break
-      }
-    }
-
-    const rightBoundaryIndex = rightBoundaryIndexOpt
-
-    // Get anchor prices for interval boundaries
-    const anchorULeft: number = getImpliedRate(currentLeftBoundaryIndex)
-    const anchorURight: number = getImpliedRate(rightBoundaryIndex)
-
-    // Effective price at current spot
-    const cEffOld: number = snapshot.getEffectivePrice(currentPriceSpot)
-
-    // Get principal ledgers for the interval
-    const currentTickData = findTickByKey(ticks, currentLeftBoundaryIndex)
-    const principalPt: bigint = currentTickData?.tick.principalPt ?? 0n
-    const principalSy: bigint = currentTickData?.tick.principalSy ?? 0n
-
-    const eps: number = configurationOptions.epsilonClamp
-
-    // Calculate kappa (scaling factor based on available principal)
-    // Y_max = (L/τ) * (C(u_old) - C(u_right))
-    const cEffAtBoundary: number = snapshot.getEffectivePrice(anchorURight)
-    const yMaxToBoundaryF: number = (Number(activeLiquidityF64) / snapshot.timeFactor) * (cEffOld - cEffAtBoundary)
-    const kappaSy: number = yMaxToBoundaryF > 0 ? Number(principalSy) / Number(yMaxToBoundaryF) : 0
-
-    const duToLeft: number = currentPriceSpot - anchorULeft
-    const ptMaxToLeftF: number = Number(activeLiquidityF64) * duToLeft
-    const kappaPt: number = ptMaxToLeftF > 0 ? Number(principalPt) / ptMaxToLeftF : 0
-
-    const kappa: number = Math.min(kappaPt, kappaSy, 1.0)
-    const lTradeF64: number = Number(activeLiquidityF64) * kappa
-
-    if (args.direction === SwapDirection.PtToSy) {
-      // PT -> SY swap (buying SY with PT)
-      const duByInput = lTradeF64 > 0 ? amountInLeft / lTradeF64 : 0
-      const duToBoundary = anchorURight - currentPriceSpot
-      const duActual = Math.min(duByInput, duToBoundary)
-
-      if (duToBoundary <= eps) {
-        // Cross boundary
-        const boundaryTick = findTickByKey(ticks, rightBoundaryIndex)
-        if (boundaryTick) {
-          activeLiquidityU64 += boundaryTick.tick.liquidityNet
-          activeLiquidityF64 = Number(activeLiquidityU64)
-        }
-        currentLeftBoundaryIndex = rightBoundaryIndex
-        currentPriceSpot = anchorURight
-        continue
-      }
-
-      // Token flows for this segment
-      const ptInSegment: number = Math.floor(lTradeF64 * duActual)
-      const anchorUNew: number = currentPriceSpot + duActual
-      const cEffNew: number = snapshot.getEffectivePrice(anchorUNew)
-      const syOutGross: number = Math.floor((lTradeF64 / snapshot.timeFactor) * (cEffOld - cEffNew))
-      const syOutGrossClamped: number = Math.min(syOutGross, Number(principalSy))
-
-      if (syOutGrossClamped > 0) {
-        const totalFeeOut: number = getFeeFromAmount(syOutGrossClamped, lpFeeRate)
-        const protocolFeeOut: number = Math.floor((totalFeeOut * protocolFeeBps) / BASE_POINTS)
-        const lpFeeOut: number = totalFeeOut - protocolFeeOut
-        const syOutNet: number = syOutGrossClamped - totalFeeOut
-
-        amountOutNet += syOutNet
-        feeLpOut += lpFeeOut
-        feeProtocolOut += protocolFeeOut
-      }
-
-      amountInLeft -= ptInSegment
-      currentPriceSpot = anchorUNew
-    } else {
-      // SY -> PT swap (buying PT with SY)
-      const cEffLeft: number = snapshot.getEffectivePrice(anchorULeft)
-      const deltaCByInput: number = lTradeF64 > 0 ? (snapshot.timeFactor / lTradeF64) * amountInLeft : 0
-      const deltaCToLeftBoundary: number = Math.max(0, cEffLeft - cEffOld)
-      const deltaCActual: number = Math.min(deltaCByInput, deltaCToLeftBoundary)
-
-      if (deltaCToLeftBoundary <= eps) {
-        // Cross boundary to the left
-        const predecessor = getPredecessorTickKey(ticks, currentLeftBoundaryIndex)
-        if (predecessor === null) break
-
-        // Update active liquidity
-        const boundaryTick = findTickByKey(ticks, currentLeftBoundaryIndex)
-        if (boundaryTick) {
-          activeLiquidityU64 = bigIntMax(0n, activeLiquidityU64 - boundaryTick.tick.liquidityNet)
-          activeLiquidityF64 = Number(activeLiquidityU64)
-        }
-
-        currentPriceSpot = getImpliedRate(currentLeftBoundaryIndex)
-        currentLeftBoundaryIndex = predecessor
-        continue
-      }
-
-      // New effective price and spot price after consuming ΔC
-      const cEffNew: number = cEffOld + deltaCActual
-      const spotPriceNew: number = snapshot.spotPriceFromEffectivePrice(cEffNew)
-
-      // Token flows
-      const syInSegmentF: number = (lTradeF64 / snapshot.timeFactor) * (cEffNew - cEffOld)
-      const duAbs: number = currentPriceSpot - spotPriceNew
-      const ptOutGrossF: number = lTradeF64 * duAbs
-
-      // Clamp gross PT by available principal
-      const ptOutGrossU64: bigint = bigIntMin(BigInt(Math.floor(ptOutGrossF)), principalPt)
-      const syInSegmentU64: bigint = BigInt(Math.floor(syInSegmentF))
-
-      if (ptOutGrossU64 === 0n) {
-        // Nothing to pay out; try to cross
-        const predecessor = getPredecessorTickKey(ticks, currentLeftBoundaryIndex)
-        if (predecessor === null) break
-
-        // Update active liquidity
-        const boundaryTick = findTickByKey(ticks, currentLeftBoundaryIndex)
-        if (boundaryTick) {
-          activeLiquidityU64 = bigIntMax(0n, activeLiquidityU64 - boundaryTick.tick.liquidityNet)
-          activeLiquidityF64 = Number(activeLiquidityU64)
-        }
-
-        currentPriceSpot = getImpliedRate(currentLeftBoundaryIndex)
-        currentLeftBoundaryIndex = predecessor
-        continue
-      }
-
-      // Fees in token_out (PT)
-      const totalFeeOut = getFeeFromAmount(Number(ptOutGrossU64), lpFeeRate)
-      const protocolFeeOut = Math.floor((totalFeeOut * protocolFeeBps) / BASE_POINTS)
-      const lpFeeOut = totalFeeOut - protocolFeeOut
-      const ptOutNet = Number(ptOutGrossU64) - totalFeeOut
-
-      // Accumulate to user
-      amountOutNet += ptOutNet
-      feeLpOut += lpFeeOut
-      feeProtocolOut += protocolFeeOut
-
-      // Consume input and advance state
-      amountInLeft -= Number(syInSegmentU64)
-      currentPriceSpot = spotPriceNew
-
-      // If we hit boundary, cross
-      if (Math.abs(currentPriceSpot - anchorULeft) <= eps && amountInLeft > 0) {
-        const predecessor = getPredecessorTickKey(ticks, currentLeftBoundaryIndex)
-        if (predecessor === null) break
-
-        // Update active liquidity
-        const boundaryTick = findTickByKey(ticks, currentLeftBoundaryIndex)
-        if (boundaryTick) {
-          activeLiquidityU64 = bigIntMax(0n, activeLiquidityU64 - boundaryTick.tick.liquidityNet)
-          activeLiquidityF64 = Number(activeLiquidityU64)
-        }
-
-        currentPriceSpot = getImpliedRate(currentLeftBoundaryIndex)
-        currentLeftBoundaryIndex = predecessor
-      }
-    }
-  }
-
-  return {
-    amountInConsumed: args.amountIn - amountInLeft,
-    amountOut: amountOutNet,
-    lpFeeChargedOutToken: feeLpOut,
-    protocolFeeChargedOutToken: feeProtocolOut,
-    finalSpotPrice: currentPriceSpot,
-    finalTickIndex: currentLeftBoundaryIndex,
-  }
-}
-
-/**
- * Calculate the expected output for a given input amount
- * This is a convenience wrapper around simulateSwap
- */
-export function getSwapQuote(marketState: MarketThreeState, amountIn: number, direction: SwapDirection): SwapOutcome {
-  return simulateSwap(marketState, {
-    direction,
-    amountIn,
-    syExchangeRate: marketState.currentSyExchangeRate,
-    isCurrentFlashSwap: false,
-  })
-}