@exponent-labs/market-three-math 0.1.8

package/CHANGELOG.md

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+# Changelog
+
+## 0.1.0
+
+- Initial release
+- Port of CLMM swap simulation from Rust
+- Port of CLMM add_liquidity simulation from Rust
+- Tick-based math and effective price calculations

package/README.md

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+# @exponent-labs/market-three-math
+
+Mathematical simulation package for Exponent CLMM (Concentrated Liquidity Market Maker) markets.
+
+## Overview
+
+This package provides TypeScript implementations of the CLMM mathematical functions from the Exponent protocol. It enables client-side simulation of:
+
+- **Swap operations**: Simulate PT ↔ SY trades with accurate pricing and fee calculations
+- **Liquidity deposits**: Calculate required token amounts for concentrated liquidity positions
+- **Price calculations**: Convert between effective prices, implied rates, and tick indices
+
+The implementations are direct ports from the Rust on-chain program code in `solana/programs/exponent_clmm`.
+
+## Installation
+
+```bash
+yarn add @exponent-labs/market-three-math
+```
+
+## Usage
+
+### Simulating a Swap
+
+```typescript
+import { MarketThreeState, SwapDirection, simulateSwap } from "@exponent-labs/market-three-math"
+
+// Prepare market state
+const marketState: MarketThreeState = {
+  financials: {
+    expirationTs: Date.now() / 1000 + 86400, // 1 day from now
+    ptBalance: 1000000,
+    syBalance: 1000000,
+    liquidityBalance: 1000000,
+  },
+  configurationOptions: {
+    lnFeeRateRoot: 0.001,
+    rateScalarRoot: 5.0,
+    treasuryFeeBps: 2000, // 20%
+    lastLnImpliedRate: 0.05,
+    epsilonClamp: 0.000001,
+    minLpTickAmount: 1000,
+    maxLpSupply: 10000000000,
+    tickSpace: 100,
+    priceDecimals: 4,
+  },
+  ticks: {
+    currentTick: 500,
+    currentSpotPrice: 0.05,
+    feeGrowthIndexGlobalPt: 0,
+    feeGrowthIndexGlobalSy: 0,
+    ticks: [
+      // ... tick data
+    ],
+    market: "marketAddress",
+  },
+  currentSyExchangeRate: 1.0,
+}
+
+// Simulate buying PT with SY
+const swapResult = simulateSwap(marketState, {
+  direction: SwapDirection.SyToPt,
+  amountIn: 100000, // 100k SY
+  syExchangeRate: 1.0,
+  isCurrentFlashSwap: false,
+  priceSpotLimit: 0.06, // Maximum price willing to pay
+})
+
+console.log("PT received:", swapResult.amountOut)
+console.log("Fees paid:", swapResult.lpFeeChargedOutToken + swapResult.protocolFeeChargedOutToken)
+console.log("Final price:", swapResult.finalSpotPrice)
+```
+
+### Simulating Liquidity Deposit
+
+```typescript
+import { estimateBalancedDeposit, simulateAddLiquidity } from "@exponent-labs/market-three-math"
+
+// Estimate balanced amounts for a target liquidity
+const { ptNeeded, syNeeded } = estimateBalancedDeposit(
+  marketState,
+  100000, // Target liquidity
+  4.5, // Lower tick APY (%)
+  5.5, // Upper tick APY (%)
+)
+
+// Simulate the actual deposit
+const depositResult = simulateAddLiquidity(marketState, {
+  lowerTick: 45000, // 4.5% in basis points
+  upperTick: 55000, // 5.5% in basis points
+  maxSy: syNeeded,
+  maxPt: ptNeeded,
+  syExchangeRate: 1.0,
+})
+
+console.log("Liquidity added:", depositResult.deltaL)
+console.log("PT spent:", depositResult.ptSpent)
+console.log("SY spent:", depositResult.sySpent)
+```
+
+### Working with Effective Prices
+
+```typescript
+import { EffSnap, normalizedTimeRemaining } from "@exponent-labs/market-three-math"
+
+const secondsRemaining = 86400 // 1 day
+const syExchangeRate = 1.0
+
+const snap = new EffSnap(normalizedTimeRemaining(secondsRemaining), syExchangeRate)
+
+// Convert ln implied rate to effective price
+const lnImpliedRate = 0.05 // 5%
+const effectivePrice = snap.getEffectivePrice(lnImpliedRate)
+
+// Convert back from effective price to implied rate
+const recoveredRate = snap.impliedRateFromEffectivePrice(effectivePrice)
+```
+
+## Key Concepts
+
+### Effective Price Model
+
+The CLMM uses an effective price model where:
+
+```
+C = e^(-τ * u) / r
+```
+
+Where:
+
+- `C` = effective price (PT per SY)
+- `τ` = time factor (normalized time to expiry)
+- `u` = ln implied rate (spot price)
+- `r` = SY exchange rate
+
+### Tick-Based Liquidity
+
+Liquidity is concentrated in tick ranges, similar to Uniswap v3:
+
+- Each tick represents a specific implied rate
+- Liquidity is active only when the current price is within the tick range
+- Ticks store principal PT and SY for accurate accounting
+
+### Fee Structure
+
+Fees are calculated as:
+
+- LP fee: Retained by liquidity providers
+- Protocol fee: Sent to treasury (typically 20% of total fee)
+- Total fee rate increases as expiration approaches
+
+## API Reference
+
+### Types
+
+- `MarketThreeState`: Complete market state required for simulations
+- `SwapArgs`: Arguments for swap simulation
+- `SwapOutcome`: Results of a swap simulation
+- `AddLiquidityArgs`: Arguments for liquidity deposit simulation
+- `AddLiquidityOutcome`: Results of liquidity deposit simulation
+- `Tick`: Individual tick data structure
+- `Ticks`: Complete ticks array with metadata
+
+### Functions
+
+#### Swap Functions
+
+- `simulateSwap(marketState, args)`: Simulate a swap operation
+- `getSwapQuote(marketState, amountIn, direction)`: Quick quote for a swap
+
+#### Liquidity Functions
+
+- `simulateAddLiquidity(marketState, args)`: Simulate liquidity deposit
+- `estimateBalancedDeposit(marketState, targetLiquidity, lowerTickApy, upperTickApy)`: Estimate balanced PT/SY amounts
+- `computeLiquidityTargetAndTokenNeeds(...)`: Low-level liquidity calculation
+
+#### Utility Functions
+
+- `EffSnap`: Effective price snapshot class
+- `calculateFeeRate(lnFeeRateRoot, secondsRemaining)`: Calculate current fee rate
+- `normalizedTimeRemaining(secondsRemaining)`: Normalize time to [0,1]
+- `getLnImpliedRate(tickKey)`: Convert tick key to implied rate
+- `convertApyToApyBp(apyPercent)` / `convertApyBpToApy(apyBp)`: APY conversion utilities
+
+## Relationship to On-Chain Code
+
+This package is a direct port of the Rust implementations from:
+
+- `solana/programs/exponent_clmm/src/state/market_three/helpers/swap.rs`
+- `solana/programs/exponent_clmm/src/state/market_three/helpers/add_liquidity.rs`
+- `solana/programs/exponent_clmm/src/utils/math.rs`
+
+The TypeScript implementations maintain mathematical equivalence with the on-chain code to ensure accurate simulations.
+
+## License
+
+AGPL-3.0

package/build/addLiquidity.d.ts

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+/**
+ * CLMM Add Liquidity simulation
+ * Ported from exponent_clmm/src/state/market_three/helpers/add_liquidity.rs
+ */
+import { AddLiquidityArgs, AddLiquidityOutcome, LiquidityNeeds, MarketThreeState } from "./types";
+import { EffSnap } from "./utils";
+/**
+ * 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;
+/**
+ * Simulate adding liquidity to the CLMM market
+ * This is a pure function that does not mutate the market state
+ */
+export declare function simulateAddLiquidity(marketState: MarketThreeState, args: AddLiquidityArgs): AddLiquidityOutcome;
+/**
+ * Calculate the LP tokens that will be received for a given deposit
+ * This is useful for UI display and slippage calculations
+ */
+export declare function calculateLpOut(liquidityAdded: number, totalLiquidityBefore: number): number;
+/**
+ * Estimate the balanced amounts of PT and SY needed for a liquidity deposit
+ * Given a target liquidity amount, calculate how much PT and SY are needed
+ */
+export declare function estimateBalancedDeposit(marketState: MarketThreeState, targetLiquidity: number, lowerTickApy: number, upperTickApy: number): {
+    ptNeeded: number;
+    syNeeded: number;
+};
+/** Calculate SY and PT needed to deposit into liquidity pool from base token amount */
+/** Off-chain analogue of on-chain wrapper_provide_liquidity function */
+export declare function calcDepositSyAndPtFromBaseAmount(params: {
+    lowerPrice: number;
+    upperPrice: number;
+    baseTokenAmount: number;
+    expirationTs: number;
+    currentSpotPrice: number;
+    syExchangeRate: number;
+}): {
+    syNeeded: number;
+    ptNeeded: number;
+};
+/**
+ * Simulate wrapper_provide_liquidity instruction
+ * This matches the flow in wrapper_provide_liquidity.rs:
+ * 1. Mints SY from base asset
+ * 2. Calculates mock token needs for the tick range
+ * 3. Strips some SY into PT/YT based on the ratio
+ * 4. Deposits remaining SY + PT into concentrated liquidity position
+ * 5. Returns YT to user
+ *
+ * @param marketState - Current market state
+ * @param amountBase - Amount of base tokens (in asset terms, will be converted to SY)
+ * @param lowerTick - Lower tick (APY in basis points)
+ * @param upperTick - Upper tick (APY in basis points)
+ * @param syExchangeRate - SY exchange rate
+ * @returns Simulation result with LP out, YT out, amounts spent, etc.
+ */
+export declare function simulateWrapperProvideLiquidity(marketState: MarketThreeState, amountBase: number, lowerTick: number, upperTick: number, syExchangeRate: number): {
+    lpOut: number;
+    ytOut: number;
+    syToStrip: number;
+    ptFromStrip: number;
+    syRemainder: number;
+    ptDeposited: number;
+    syDeposited: number;
+} | null;

package/build/addLiquidity.js

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+"use strict";
+Object.defineProperty(exports, "__esModule", { value: true });
+exports.simulateWrapperProvideLiquidity = exports.calcDepositSyAndPtFromBaseAmount = exports.estimateBalancedDeposit = exports.calculateLpOut = exports.simulateAddLiquidity = exports.computeLiquidityTargetAndTokenNeeds = void 0;
+const utils_1 = require("./utils");
+const TICK_KEY_BASE_POINTS = 1_000_000;
+/**
+ * Compute liquidity target and token needs based on position range and budgets
+ * Ported from compute_liquidity_target_and_token_needs in math.rs
+ */
+function computeLiquidityTargetAndTokenNeeds(snap, spotPriceCurrent, priceEffLower, priceEffUpper, lowerPrice, upperPrice, lowerTickIdx, upperTickIdx, currentIndex, maxSy, maxPt, epsilonClamp) {
+    // Decide region and compute target ΔL and token needs
+    // IMPORTANT: Price below range = SY only; Price above range = PT only
+    if (spotPriceCurrent <= lowerPrice) {
+        // Below range: SY only (NOT PT!)
+        const deltaCTotal = Math.max(priceEffLower - priceEffUpper, epsilonClamp);
+        const liquidityFromSy = maxSy / deltaCTotal;
+        const liquidityTarget = liquidityFromSy;
+        const syNeed = liquidityTarget * (priceEffLower - priceEffUpper);
+        return {
+            liquidityTarget: Math.floor(liquidityTarget),
+            syNeeded: Math.floor(syNeed),
+            ptNeeded: 0,
+            priceSplitForNeed: lowerPrice,
+            priceSplitTickIdx: lowerTickIdx,
+        };
+    }
+    else if (spotPriceCurrent >= upperPrice) {
+        // Above range: PT only (NOT SY!)
+        const duTotal = Math.max(upperPrice - lowerPrice, epsilonClamp);
+        const liquidityFromPt = maxPt / duTotal;
+        const liquidityTarget = liquidityFromPt;
+        const ptNeed = liquidityTarget * duTotal;
+        return {
+            liquidityTarget: Math.floor(liquidityTarget),
+            syNeeded: 0,
+            ptNeeded: Math.floor(ptNeed),
+            priceSplitForNeed: upperPrice,
+            priceSplitTickIdx: upperTickIdx,
+        };
+    }
+    else {
+        // Inside range: both sides
+        const duLeft = Math.max(spotPriceCurrent - lowerPrice, epsilonClamp);
+        const liquidityFromPt = maxPt / duLeft;
+        const priceEffCurrent = snap.getEffectivePrice(spotPriceCurrent);
+        const deltaCRight = Math.max(priceEffCurrent - priceEffUpper, epsilonClamp);
+        const liquidityFromSy = maxSy / deltaCRight;
+        const liquidityTarget = Math.min(liquidityFromPt, liquidityFromSy);
+        const ptNeed = liquidityTarget * duLeft;
+        const syNeed = liquidityTarget * deltaCRight;
+        return {
+            liquidityTarget: Math.floor(liquidityTarget),
+            syNeeded: Math.floor(syNeed),
+            ptNeeded: Math.floor(ptNeed),
+            priceSplitForNeed: spotPriceCurrent,
+            priceSplitTickIdx: currentIndex,
+        };
+    }
+}
+exports.computeLiquidityTargetAndTokenNeeds = computeLiquidityTargetAndTokenNeeds;
+/**
+ * Simulate adding liquidity to the CLMM market
+ * This is a pure function that does not mutate the market state
+ */
+function simulateAddLiquidity(marketState, args) {
+    const { financials, configurationOptions, ticks } = marketState;
+    const secondsRemaining = Math.max(0, Number(financials.expirationTs) - Date.now() / 1000);
+    // Create effective price snapshot
+    const snap = new utils_1.EffSnap((0, utils_1.normalizedTimeRemaining)(secondsRemaining), args.syExchangeRate);
+    // Current spot price
+    const currentSpot = ticks.currentSpotPrice;
+    // Resolve tick prices - convert tick keys (parts per million) to spot prices
+    const lowerPrice = 1 + args.lowerTick / TICK_KEY_BASE_POINTS;
+    const upperPrice = 1 + args.upperTick / TICK_KEY_BASE_POINTS;
+    // Precompute effective prices
+    const priceEffLower = snap.getEffectivePrice(lowerPrice);
+    const priceEffUpper = snap.getEffectivePrice(upperPrice);
+    // Calculate liquidity needs
+    const liquidityNeeds = computeLiquidityTargetAndTokenNeeds(snap, currentSpot, priceEffLower, priceEffUpper, lowerPrice, upperPrice, args.lowerTick, args.upperTick, ticks.currentTick, args.maxSy, args.maxPt, configurationOptions.epsilonClamp);
+    // Enforce budgets
+    const sySpent = liquidityNeeds.syNeeded;
+    const ptSpent = liquidityNeeds.ptNeeded;
+    if (sySpent > args.maxSy) {
+        throw new Error(`Insufficient SY budget: need ${sySpent}, have ${args.maxSy}`);
+    }
+    if (ptSpent > args.maxPt) {
+        throw new Error(`Insufficient PT budget: need ${ptSpent}, have ${args.maxPt}`);
+    }
+    return {
+        deltaL: liquidityNeeds.liquidityTarget,
+        sySpent,
+        ptSpent,
+    };
+}
+exports.simulateAddLiquidity = simulateAddLiquidity;
+/**
+ * Calculate the LP tokens that will be received for a given deposit
+ * This is useful for UI display and slippage calculations
+ */
+function calculateLpOut(liquidityAdded, totalLiquidityBefore) {
+    if (totalLiquidityBefore === 0) {
+        // First deposit
+        return liquidityAdded;
+    }
+    // LP tokens are proportional to liquidity added
+    return liquidityAdded;
+}
+exports.calculateLpOut = calculateLpOut;
+/**
+ * Estimate the balanced amounts of PT and SY needed for a liquidity deposit
+ * Given a target liquidity amount, calculate how much PT and SY are needed
+ */
+function estimateBalancedDeposit(marketState, targetLiquidity, lowerTickApy, upperTickApy) {
+    const { financials, ticks } = marketState;
+    const secondsRemaining = Math.max(0, Number(financials.expirationTs) - Date.now() / 1000);
+    const snap = new utils_1.EffSnap((0, utils_1.normalizedTimeRemaining)(secondsRemaining), marketState.currentSyExchangeRate);
+    const currentSpot = ticks.currentSpotPrice;
+    // Convert APY (in %) to spot price: 1 + apy/100
+    const lowerPrice = 1.0 + lowerTickApy / 100;
+    const upperPrice = 1.0 + upperTickApy / 100;
+    const priceEffLower = snap.getEffectivePrice(lowerPrice);
+    const priceEffUpper = snap.getEffectivePrice(upperPrice);
+    if (currentSpot <= lowerPrice) {
+        // Below range: SY only
+        const syNeeded = (targetLiquidity / snap.timeFactor) * (priceEffLower - priceEffUpper);
+        return { ptNeeded: 0, syNeeded };
+    }
+    else if (currentSpot >= upperPrice) {
+        // Above range: PT only
+        const ptNeeded = targetLiquidity * (upperPrice - lowerPrice);
+        return { ptNeeded, syNeeded: 0 };
+    }
+    else {
+        // Inside range: both
+        const ptNeeded = targetLiquidity * (upperPrice - currentSpot);
+        const priceEffCurrent = snap.getEffectivePrice(currentSpot);
+        const syNeeded = (targetLiquidity / snap.timeFactor) * (priceEffLower - priceEffCurrent);
+        return { ptNeeded, syNeeded };
+    }
+}
+exports.estimateBalancedDeposit = estimateBalancedDeposit;
+/** Calculate SY and PT needed to deposit into liquidity pool from base token amount */
+/** Off-chain analogue of on-chain wrapper_provide_liquidity function */
+function calcDepositSyAndPtFromBaseAmount(params) {
+    const { expirationTs, currentSpotPrice, syExchangeRate, lowerPrice, upperPrice, baseTokenAmount } = params;
+    if (baseTokenAmount <= 0 || syExchangeRate <= 0) {
+        return {
+            syNeeded: 0,
+            ptNeeded: 0,
+        };
+    }
+    const secondsRemaining = Math.max(0, expirationTs);
+    const effSnap = new utils_1.EffSnap((0, utils_1.normalizedTimeRemaining)(secondsRemaining), syExchangeRate);
+    const priceEffLower = effSnap.getEffectivePrice(lowerPrice);
+    const priceEffUpper = effSnap.getEffectivePrice(upperPrice);
+    // We mirror the on-chain logic in `wrapper_provide_liquidity`:
+    // 1. Use a large mock amount for both SY and PT to infer the *ratio* of SY/PT
+    //    the market "wants" for this price range (compute_token_needs on-chain).
+    // 2. Use that ratio plus the current SY exchange rate to decide how much of the
+    //    minted SY should be stripped into PT to keep the user-close to pool proportions.
+    const { syNeeded: syMock, ptNeeded: ptMock } = computeLiquidityTargetAndTokenNeeds(effSnap, currentSpotPrice, priceEffLower, priceEffUpper, lowerPrice, upperPrice, 0, 0, 0, 1e9, 1e9, 1e-18);
+    // Total SY the user would get by minting SY from base off-chain
+    // (we approximate on-chain `mint_sy_return_data.sy_out_amount`).
+    const syAmount = Math.floor(baseTokenAmount * syExchangeRate);
+    // Off-chain analogue of on-chain `calc_strip_amount`:
+    // B = (amt_sy * market_pt_liq) / (market_pt_liq + market_sy_liq * cur_sy_rate)
+    // here: amt_sy = syAmount, market_pt_liq = ptMock, market_sy_liq = syMock
+    const denominator = syExchangeRate * syMock + ptMock;
+    const toStrip = denominator > 0 ? Math.ceil((syAmount * ptMock) / denominator) : 0;
+    const syForLiquidity = Math.max(0, syAmount - toStrip);
+    // We approximate PT created from the stripped SY as:
+    //   ptAmount ≈ toStrip * syExchangeRate
+    // which is consistent with PT being a claim on base and `syExchangeRate`
+    // giving the base value of 1 SY.
+    const ptFromStrip = Math.floor(toStrip * syExchangeRate);
+    return {
+        syNeeded: syForLiquidity,
+        ptNeeded: ptFromStrip,
+    };
+}
+exports.calcDepositSyAndPtFromBaseAmount = calcDepositSyAndPtFromBaseAmount;
+/**
+ * Calculate the amount of SY to strip into PT based on market liquidity ratio
+ * This matches the Rust implementation: calc_strip_amount in wrapper_provide_liquidity.rs
+ *
+ * The formula splits totalAmountSy into two lots: A (remains as SY) and B (stripped to PT)
+ * such that: A / (B * curSyRate) = marketSyLiq / marketPtLiq
+ *
+ * Solution: B = (totalAmountSy * marketPtLiq) / (marketPtLiq + marketSyLiq * curSyRate)
+ */
+function calcStripAmount(totalAmountSy, curSyRate, marketPtLiq, marketSyLiq) {
+    const toStrip = (totalAmountSy * marketPtLiq) / (curSyRate * marketSyLiq + marketPtLiq);
+    return Math.ceil(toStrip);
+}
+/**
+ * Simulate wrapper_provide_liquidity instruction
+ * This matches the flow in wrapper_provide_liquidity.rs:
+ * 1. Mints SY from base asset
+ * 2. Calculates mock token needs for the tick range
+ * 3. Strips some SY into PT/YT based on the ratio
+ * 4. Deposits remaining SY + PT into concentrated liquidity position
+ * 5. Returns YT to user
+ *
+ * @param marketState - Current market state
+ * @param amountBase - Amount of base tokens (in asset terms, will be converted to SY)
+ * @param lowerTick - Lower tick (APY in basis points)
+ * @param upperTick - Upper tick (APY in basis points)
+ * @param syExchangeRate - SY exchange rate
+ * @returns Simulation result with LP out, YT out, amounts spent, etc.
+ */
+function simulateWrapperProvideLiquidity(marketState, amountBase, lowerTick, upperTick, syExchangeRate) {
+    try {
+        const { financials, configurationOptions, ticks } = marketState;
+        const secondsRemaining = Math.max(0, Number(financials.expirationTs) - Date.now() / 1000);
+        // Step 1: Convert base to SY (simulating mint_sy)
+        const syAmount = amountBase / syExchangeRate;
+        // Step 2: Create effective price snapshot
+        const snap = new utils_1.EffSnap((0, utils_1.normalizedTimeRemaining)(secondsRemaining), syExchangeRate);
+        // Current spot price
+        const currentSpot = ticks.currentSpotPrice;
+        // Convert tick keys to prices using compute_spot_price formula
+        // Rust: (1.0 + (key as f64) / TICK_KEY_BASE_POINTS).ln().exp() which simplifies to 1 + key/1_000_000
+        const lowerPrice = 1.0 + lowerTick / TICK_KEY_BASE_POINTS;
+        const upperPrice = 1.0 + upperTick / TICK_KEY_BASE_POINTS;
+        // Precompute effective prices
+        const priceEffLower = snap.getEffectivePrice(lowerPrice);
+        const priceEffUpper = snap.getEffectivePrice(upperPrice);
+        // Step 3: Calculate "mock" token needs using MOCK_AMOUNT (1e9)
+        // This gives us the ratio of SY:PT needed for this tick range
+        const MOCK_AMOUNT = 1e9;
+        const mockNeeds = computeLiquidityTargetAndTokenNeeds(snap, currentSpot, priceEffLower, priceEffUpper, lowerPrice, upperPrice, lowerTick, upperTick, ticks.currentTick, MOCK_AMOUNT, MOCK_AMOUNT, configurationOptions.epsilonClamp);
+        // Step 4: Calculate how much SY to strip
+        // Uses the mock amounts to determine the ratio
+        const syToStrip = calcStripAmount(syAmount, syExchangeRate, mockNeeds.ptNeeded, mockNeeds.syNeeded);
+        console.log("[simulateWrapperProvideLiquidity] Strip calculation:", {
+            syToStrip,
+            formula: `(${syAmount} * ${mockNeeds.ptNeeded}) / (${syExchangeRate} * ${mockNeeds.syNeeded} + ${mockNeeds.ptNeeded})`,
+        });
+        // Step 5: Calculate PT and YT from stripping
+        // When you strip SY, you get PT = SY * syExchangeRate and YT = SY * syExchangeRate
+        const ptFromStrip = syToStrip * syExchangeRate;
+        const ytOut = ptFromStrip; // YT amount equals PT amount from strip
+        // Step 6: Calculate remaining SY after strip
+        const syRemainder = syAmount - syToStrip;
+        // Step 7: Simulate deposit liquidity with remaining SY and PT
+        const depositResult = simulateAddLiquidity(marketState, {
+            lowerTick,
+            upperTick,
+            maxSy: Math.floor(syRemainder),
+            maxPt: Math.floor(ptFromStrip),
+            syExchangeRate,
+        });
+        return {
+            lpOut: depositResult.deltaL,
+            ytOut: Math.floor(ytOut),
+            syToStrip: Math.floor(syToStrip),
+            ptFromStrip: Math.floor(ptFromStrip),
+            syRemainder: Math.floor(syRemainder),
+            ptDeposited: depositResult.ptSpent,
+            syDeposited: depositResult.sySpent,
+        };
+    }
+    catch (error) {
+        console.error("[simulateWrapperProvideLiquidity] Error:", error);
+        return null;
+    }
+}
+exports.simulateWrapperProvideLiquidity = simulateWrapperProvideLiquidity;
+//# sourceMappingURL=addLiquidity.js.map

package/build/addLiquidity.js.map

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

@@ -0,0 +1 @@
+export declare function bisectSearch2(func: (x: number) => number, lo: number, hi: number, epsilon?: number, maxIterations?: number): number | null;

package/build/bisect.js

@@ -0,0 +1,62 @@
+"use strict";
+Object.defineProperty(exports, "__esModule", { value: true });
+exports.bisectSearch2 = void 0;
+function bisectSearch2(func, lo, hi, epsilon = 0.0001, maxIterations = 2000) {
+    if (lo > hi) {
+        throw new Error("lo must be less than hi");
+    }
+    let iterations = 0;
+    // Evaluate boundaries once
+    const fLo = func(lo);
+    const fHi = func(hi);
+    // Check if the target is bracketed between lo and hi
+    if (fLo * fHi > 0) {
+        return null;
+    }
+    // Check if we're already at a root
+    if (Math.abs(fLo) < epsilon)
+        return lo;
+    if (Math.abs(fHi) < epsilon)
+        return hi;
+    // Track best approximation in case we don't converge exactly
+    let bestMid = (lo + hi) / 2;
+    let bestError = Infinity;
+    // Binary search within the range
+    while (iterations < maxIterations) {
+        // Use midpoint for standard bisection
+        const mid = (lo + hi) / 2;
+        const fMid = func(mid);
+        const absFMid = Math.abs(fMid);
+        iterations++;
+        // Track best approximation
+        if (absFMid < bestError) {
+            bestError = absFMid;
+            bestMid = mid;
+        }
+        // Check convergence
+        if (absFMid < epsilon) {
+            return mid;
+        }
+        // Early termination if range is too small relative to epsilon
+        const rangeSize = hi - lo;
+        if (rangeSize < epsilon * 0.01) {
+            return bestMid;
+        }
+        // Adjust the search range based on the target
+        // Use fLo instead of recalculating func(lo)
+        if (fLo * fMid < 0) {
+            // eslint-disable-next-line no-param-reassign
+            hi = mid;
+            // Note: fHi would be fMid, but we don't need to track it
+        }
+        else {
+            // eslint-disable-next-line no-param-reassign
+            lo = mid;
+            // Note: fLo would be fMid, but we recalculate in the condition anyway
+        }
+    }
+    // Return best approximation if we didn't converge
+    return bestMid;
+}
+exports.bisectSearch2 = bisectSearch2;
+//# sourceMappingURL=bisect.js.map

package/build/bisect.js.map

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package/build/index.d.ts

@@ -0,0 +1,24 @@
+/**
+ * Market Three Math - CLMM Simulation Package
+ *
+ * This package provides TypeScript implementations of the CLMM (Concentrated Liquidity Market Maker)
+ * mathematical functions from the Exponent CLMM program. It allows for client-side simulation of:
+ * - Swap operations (PT <-> SY trades)
+ * - Liquidity deposits (add_liquidity)
+ * - Price and liquidity calculations
+ *
+ * The implementations are ported from Rust code in solana/programs/exponent_clmm
+ */
+export * from "./types";
+export { EffSnap, normalizedTimeRemaining, calculateFeeRate, getFeeFromAmount, getActiveLiquidity, getSuccessorTickKey, getPredecessorTickKey, getImpliedRate, findTickByKey, convertApyToApyBp, convertApyBpToApy, calcPtPriceInAsset, getSuccessorTickByIdx, } from "./utils";
+export { simulateSwap } from "./swap";
+export { getSwapQuote, QuoteDirection } from "./quote";
+export { simulateBuyYt, simulateSellYt, simulateBuyYtWithSyIn } from "./ytTrades";
+export type { BuyYtSimulationArgs, BuyYtSimulationResult, SellYtSimulationArgs, SellYtSimulationResult, } from "./ytTrades";
+export { simulateAddLiquidity, computeLiquidityTargetAndTokenNeeds, calculateLpOut, estimateBalancedDeposit, calcDepositSyAndPtFromBaseAmount, simulateWrapperProvideLiquidity, } from "./addLiquidity";
+export { getPtAndSyOnWithdrawLiquidity } from "./withdrawLiquidity";
+export { bisectSearch2 } from "./bisect";
+export { buildLiquidityHistogram, buildLiquidityHistogramSimple } from "./liquidityHistogram";
+export type { LiquidityHistogramBin } from "./liquidityHistogram";
+export type { SwapArgs, SwapOutcome, AddLiquidityArgs, AddLiquidityOutcome, LiquidityNeeds, MarketThreeState, } from "./types";
+export { SwapDirection } from "./types";