@exponent-labs/market-three-math 0.1.8

package/build/index.js

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+"use strict";
+/**
+ * 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
+ */
+var __createBinding = (this && this.__createBinding) || (Object.create ? (function(o, m, k, k2) {
+    if (k2 === undefined) k2 = k;
+    var desc = Object.getOwnPropertyDescriptor(m, k);
+    if (!desc || ("get" in desc ? !m.__esModule : desc.writable || desc.configurable)) {
+      desc = { enumerable: true, get: function() { return m[k]; } };
+    }
+    Object.defineProperty(o, k2, desc);
+}) : (function(o, m, k, k2) {
+    if (k2 === undefined) k2 = k;
+    o[k2] = m[k];
+}));
+var __exportStar = (this && this.__exportStar) || function(m, exports) {
+    for (var p in m) if (p !== "default" && !Object.prototype.hasOwnProperty.call(exports, p)) __createBinding(exports, m, p);
+};
+Object.defineProperty(exports, "__esModule", { value: true });
+exports.SwapDirection = exports.buildLiquidityHistogramSimple = exports.buildLiquidityHistogram = exports.bisectSearch2 = exports.getPtAndSyOnWithdrawLiquidity = exports.simulateWrapperProvideLiquidity = exports.calcDepositSyAndPtFromBaseAmount = exports.estimateBalancedDeposit = exports.calculateLpOut = exports.computeLiquidityTargetAndTokenNeeds = exports.simulateAddLiquidity = exports.simulateBuyYtWithSyIn = exports.simulateSellYt = exports.simulateBuyYt = exports.QuoteDirection = exports.getSwapQuote = exports.simulateSwap = exports.getSuccessorTickByIdx = exports.calcPtPriceInAsset = exports.convertApyBpToApy = exports.convertApyToApyBp = exports.findTickByKey = exports.getImpliedRate = exports.getPredecessorTickKey = exports.getSuccessorTickKey = exports.getActiveLiquidity = exports.getFeeFromAmount = exports.calculateFeeRate = exports.normalizedTimeRemaining = exports.EffSnap = void 0;
+// Export types
+__exportStar(require("./types"), exports);
+// Export utility functions
+var utils_1 = require("./utils");
+Object.defineProperty(exports, "EffSnap", { enumerable: true, get: function () { return utils_1.EffSnap; } });
+Object.defineProperty(exports, "normalizedTimeRemaining", { enumerable: true, get: function () { return utils_1.normalizedTimeRemaining; } });
+Object.defineProperty(exports, "calculateFeeRate", { enumerable: true, get: function () { return utils_1.calculateFeeRate; } });
+Object.defineProperty(exports, "getFeeFromAmount", { enumerable: true, get: function () { return utils_1.getFeeFromAmount; } });
+Object.defineProperty(exports, "getActiveLiquidity", { enumerable: true, get: function () { return utils_1.getActiveLiquidity; } });
+Object.defineProperty(exports, "getSuccessorTickKey", { enumerable: true, get: function () { return utils_1.getSuccessorTickKey; } });
+Object.defineProperty(exports, "getPredecessorTickKey", { enumerable: true, get: function () { return utils_1.getPredecessorTickKey; } });
+Object.defineProperty(exports, "getImpliedRate", { enumerable: true, get: function () { return utils_1.getImpliedRate; } });
+Object.defineProperty(exports, "findTickByKey", { enumerable: true, get: function () { return utils_1.findTickByKey; } });
+Object.defineProperty(exports, "convertApyToApyBp", { enumerable: true, get: function () { return utils_1.convertApyToApyBp; } });
+Object.defineProperty(exports, "convertApyBpToApy", { enumerable: true, get: function () { return utils_1.convertApyBpToApy; } });
+Object.defineProperty(exports, "calcPtPriceInAsset", { enumerable: true, get: function () { return utils_1.calcPtPriceInAsset; } });
+Object.defineProperty(exports, "getSuccessorTickByIdx", { enumerable: true, get: function () { return utils_1.getSuccessorTickByIdx; } });
+// Export swap functions
+var swap_1 = require("./swap");
+Object.defineProperty(exports, "simulateSwap", { enumerable: true, get: function () { return swap_1.simulateSwap; } });
+var quote_1 = require("./quote");
+Object.defineProperty(exports, "getSwapQuote", { enumerable: true, get: function () { return quote_1.getSwapQuote; } });
+Object.defineProperty(exports, "QuoteDirection", { enumerable: true, get: function () { return quote_1.QuoteDirection; } });
+// Export YT trade functions
+var ytTrades_1 = require("./ytTrades");
+Object.defineProperty(exports, "simulateBuyYt", { enumerable: true, get: function () { return ytTrades_1.simulateBuyYt; } });
+Object.defineProperty(exports, "simulateSellYt", { enumerable: true, get: function () { return ytTrades_1.simulateSellYt; } });
+Object.defineProperty(exports, "simulateBuyYtWithSyIn", { enumerable: true, get: function () { return ytTrades_1.simulateBuyYtWithSyIn; } });
+// Export add liquidity functions
+var addLiquidity_1 = require("./addLiquidity");
+Object.defineProperty(exports, "simulateAddLiquidity", { enumerable: true, get: function () { return addLiquidity_1.simulateAddLiquidity; } });
+Object.defineProperty(exports, "computeLiquidityTargetAndTokenNeeds", { enumerable: true, get: function () { return addLiquidity_1.computeLiquidityTargetAndTokenNeeds; } });
+Object.defineProperty(exports, "calculateLpOut", { enumerable: true, get: function () { return addLiquidity_1.calculateLpOut; } });
+Object.defineProperty(exports, "estimateBalancedDeposit", { enumerable: true, get: function () { return addLiquidity_1.estimateBalancedDeposit; } });
+Object.defineProperty(exports, "calcDepositSyAndPtFromBaseAmount", { enumerable: true, get: function () { return addLiquidity_1.calcDepositSyAndPtFromBaseAmount; } });
+Object.defineProperty(exports, "simulateWrapperProvideLiquidity", { enumerable: true, get: function () { return addLiquidity_1.simulateWrapperProvideLiquidity; } });
+var withdrawLiquidity_1 = require("./withdrawLiquidity");
+Object.defineProperty(exports, "getPtAndSyOnWithdrawLiquidity", { enumerable: true, get: function () { return withdrawLiquidity_1.getPtAndSyOnWithdrawLiquidity; } });
+// Export bisect search utility
+var bisect_1 = require("./bisect");
+Object.defineProperty(exports, "bisectSearch2", { enumerable: true, get: function () { return bisect_1.bisectSearch2; } });
+// Export liquidity histogram functions
+var liquidityHistogram_1 = require("./liquidityHistogram");
+Object.defineProperty(exports, "buildLiquidityHistogram", { enumerable: true, get: function () { return liquidityHistogram_1.buildLiquidityHistogram; } });
+Object.defineProperty(exports, "buildLiquidityHistogramSimple", { enumerable: true, get: function () { return liquidityHistogram_1.buildLiquidityHistogramSimple; } });
+var types_1 = require("./types");
+Object.defineProperty(exports, "SwapDirection", { enumerable: true, get: function () { return types_1.SwapDirection; } });
+//# sourceMappingURL=index.js.map

package/build/index.js.map

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package/build/liquidityHistogram.d.ts

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+/**
+ * Liquidity histogram utilities for CLMM markets
+ * Builds a histogram of liquidity distribution across tick_space aligned bins
+ */
+import { Ticks } from "@exponent-labs/exponent-fetcher";
+export interface LiquidityHistogramBin {
+    /** APY for this bin (tick_space aligned) */
+    apy: number;
+    /** Principal PT amount in this bin */
+    principalPt: number;
+    /** Principal SY amount in this bin */
+    principalSy: number;
+    /** Tick key (basis points) */
+    tickKey: number;
+}
+/**
+ * Build a liquidity distribution histogram with tick_space aligned bins
+ *
+ * This function projects liquidity from created ticks onto virtual bins aligned
+ * to tickSpace. The projection logic is analogous to project_anchor_shares_to_current_ticks
+ * from remove_liquidity.rs, where liquidity is distributed proportionally based on
+ * the spot price ranges.
+ *
+ * Example:
+ * - Created ticks at: 1%, 5%, 6%
+ * - tickSpace: 1% (100 basis points)
+ * - Result bins: 1%, 2%, 3%, 4%, 5%, 6%
+ *
+ * For a tick interval [1%, 5%] with principalPt=1000:
+ * - Range: 5% - 1% = 4%
+ * - Bin [1%, 2%]: gets 1000 * (2%-1%)/(5%-1%) = 250
+ * - Bin [2%, 3%]: gets 1000 * (3%-2%)/(5%-1%) = 250
+ * - Bin [3%, 4%]: gets 1000 * (4%-3%)/(5%-1%) = 250
+ * - Bin [4%, 5%]: gets 1000 * (5%-4%)/(5%-1%) = 250
+ *
+ * @param ticks - The market's ticks state
+ * @param tickSpace - The tick spacing in basis points (e.g., 100 for 1%)
+ * @returns Array of histogram bins aligned to tickSpace
+ */
+export declare function buildLiquidityHistogram(ticks: Ticks, tickSpace: number): LiquidityHistogramBin[];
+/**
+ * Build a simplified histogram without projection
+ *
+ * This version simply returns the principal amounts at each created tick,
+ * without projecting onto tickSpace-aligned bins.
+ *
+ * @param ticks - The market's ticks state
+ * @returns Array of histogram bins for created ticks only
+ */
+export declare function buildLiquidityHistogramSimple(ticks: Ticks): LiquidityHistogramBin[];

package/build/liquidityHistogram.js

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+"use strict";
+/**
+ * Liquidity histogram utilities for CLMM markets
+ * Builds a histogram of liquidity distribution across tick_space aligned bins
+ */
+Object.defineProperty(exports, "__esModule", { value: true });
+exports.buildLiquidityHistogramSimple = exports.buildLiquidityHistogram = void 0;
+const utils_1 = require("./utils");
+/**
+ * Build a liquidity distribution histogram with tick_space aligned bins
+ *
+ * This function projects liquidity from created ticks onto virtual bins aligned
+ * to tickSpace. The projection logic is analogous to project_anchor_shares_to_current_ticks
+ * from remove_liquidity.rs, where liquidity is distributed proportionally based on
+ * the spot price ranges.
+ *
+ * Example:
+ * - Created ticks at: 1%, 5%, 6%
+ * - tickSpace: 1% (100 basis points)
+ * - Result bins: 1%, 2%, 3%, 4%, 5%, 6%
+ *
+ * For a tick interval [1%, 5%] with principalPt=1000:
+ * - Range: 5% - 1% = 4%
+ * - Bin [1%, 2%]: gets 1000 * (2%-1%)/(5%-1%) = 250
+ * - Bin [2%, 3%]: gets 1000 * (3%-2%)/(5%-1%) = 250
+ * - Bin [3%, 4%]: gets 1000 * (4%-3%)/(5%-1%) = 250
+ * - Bin [4%, 5%]: gets 1000 * (5%-4%)/(5%-1%) = 250
+ *
+ * @param ticks - The market's ticks state
+ * @param tickSpace - The tick spacing in basis points (e.g., 100 for 1%)
+ * @returns Array of histogram bins aligned to tickSpace
+ */
+function buildLiquidityHistogram(ticks, tickSpace) {
+    const histogram = [];
+    // Edge case: no ticks created yet
+    if (!ticks.ticksTree.length || ticks.ticksTree.length === 0) {
+        return histogram;
+    }
+    // Find min and max tick keys (apyBasePoints)
+    const tickKeys = ticks.ticksTree.map((t) => t.apyBasePoints).sort((a, b) => a - b);
+    const minTickKey = tickKeys[0];
+    const maxTickKey = tickKeys[tickKeys.length - 1];
+    // Align min and max to tickSpace boundaries
+    const minAlignedKey = Math.floor(minTickKey / tickSpace) * tickSpace;
+    const maxAlignedKey = Math.ceil(maxTickKey / tickSpace) * tickSpace;
+    // Create map of created ticks for fast lookup
+    const tickMap = new Map();
+    for (const tick of ticks.ticksTree) {
+        tickMap.set(tick.apyBasePoints, tick);
+    }
+    // Create bins map (virtual ticks aligned to tickSpace)
+    const binMap = new Map();
+    // Initialize all bins from min to max with tickSpace steps
+    for (let binKey = minAlignedKey; binKey <= maxAlignedKey; binKey += tickSpace) {
+        binMap.set(binKey, { principalPt: 0, principalSy: 0 });
+    }
+    // Iterate through all created tick intervals and project liquidity
+    let currentTickKey = minTickKey;
+    while (currentTickKey !== null) {
+        const currentTick = tickMap.get(currentTickKey);
+        const nextTickKey = (0, utils_1.getSuccessorTickKey)(ticks, currentTickKey);
+        if (currentTick) {
+            // Principal amounts in this tick
+            const intervalPrincipalPt = currentTick.principalPt;
+            const intervalPrincipalSy = currentTick.principalSy;
+            // Skip if no liquidity in this tick
+            if (intervalPrincipalPt > 0 || intervalPrincipalSy > 0) {
+                if (nextTickKey !== null) {
+                    // We have an interval [currentTickKey, nextTickKey)
+                    const intervalStartKey = currentTickKey;
+                    const intervalEndKey = nextTickKey;
+                    const fullRange = intervalEndKey - intervalStartKey;
+                    // Find all bins that intersect with this interval
+                    const firstBinKey = Math.ceil(intervalStartKey / tickSpace) * tickSpace;
+                    const lastBinKey = Math.floor((intervalEndKey - 1) / tickSpace) * tickSpace;
+                    // Special case: interval is smaller than tickSpace
+                    if (firstBinKey > lastBinKey) {
+                        // Put all liquidity in the bin that contains the interval start
+                        const containingBinKey = Math.floor(intervalStartKey / tickSpace) * tickSpace;
+                        const bin = binMap.get(containingBinKey);
+                        if (bin) {
+                            bin.principalPt += Number(intervalPrincipalPt);
+                            bin.principalSy += Number(intervalPrincipalSy);
+                        }
+                    }
+                    else {
+                        // Distribute proportionally across bins
+                        for (let binKey = firstBinKey; binKey <= lastBinKey; binKey += tickSpace) {
+                            const bin = binMap.get(binKey);
+                            if (!bin)
+                                continue;
+                            // Calculate the range of this bin that overlaps with the interval
+                            const binStart = Math.max(binKey, intervalStartKey);
+                            const binEnd = Math.min(binKey + tickSpace, intervalEndKey);
+                            const binRange = binEnd - binStart;
+                            // Proportional share of liquidity for this bin
+                            const share = binRange / fullRange;
+                            bin.principalPt += Math.floor(Number(intervalPrincipalPt) * share);
+                            bin.principalSy += Math.floor(Number(intervalPrincipalSy) * share);
+                        }
+                    }
+                }
+                else {
+                    // Last tick - put all liquidity in its bin
+                    const containingBinKey = Math.floor(currentTickKey / tickSpace) * tickSpace;
+                    const bin = binMap.get(containingBinKey);
+                    if (bin) {
+                        bin.principalPt += Number(intervalPrincipalPt);
+                        bin.principalSy += Number(intervalPrincipalSy);
+                    }
+                }
+            }
+        }
+        currentTickKey = nextTickKey;
+    }
+    // Convert map to sorted array
+    const sortedBinKeys = Array.from(binMap.keys()).sort((a, b) => a - b);
+    for (const binKey of sortedBinKeys) {
+        const bin = binMap.get(binKey);
+        // Only include bins with non-zero liquidity
+        if (bin.principalPt > 0 || bin.principalSy > 0) {
+            histogram.push({
+                apy: (0, utils_1.convertApyBpToApy)(binKey),
+                principalPt: bin.principalPt,
+                principalSy: bin.principalSy,
+                tickKey: binKey,
+            });
+        }
+    }
+    return histogram;
+}
+exports.buildLiquidityHistogram = buildLiquidityHistogram;
+/**
+ * Build a simplified histogram without projection
+ *
+ * This version simply returns the principal amounts at each created tick,
+ * without projecting onto tickSpace-aligned bins.
+ *
+ * @param ticks - The market's ticks state
+ * @returns Array of histogram bins for created ticks only
+ */
+function buildLiquidityHistogramSimple(ticks) {
+    const histogram = [];
+    if (!ticks.ticksTree || ticks.ticksTree.length === 0) {
+        return histogram;
+    }
+    // Sort by apyBasePoints and iterate
+    const sortedTicks = [...ticks.ticksTree].sort((a, b) => a.apyBasePoints - b.apyBasePoints);
+    for (const tick of sortedTicks) {
+        if (tick.principalPt > 0 || tick.principalSy > 0) {
+            histogram.push({
+                apy: (0, utils_1.convertApyBpToApy)(tick.apyBasePoints),
+                principalPt: Number(tick.principalPt),
+                principalSy: Number(tick.principalSy),
+                tickKey: tick.apyBasePoints,
+            });
+        }
+    }
+    return histogram;
+}
+exports.buildLiquidityHistogramSimple = buildLiquidityHistogramSimple;
+//# sourceMappingURL=liquidityHistogram.js.map

package/build/liquidityHistogram.js.map

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package/build/quote.d.ts

@@ -0,0 +1,18 @@
+import { MarketThreeState } from "./types";
+export declare enum QuoteDirection {
+    PtToSy = "PtToSy",
+    SyToPt = "SyToPt",
+    YtToSy = "YtToSy",
+    SyToYt = "SyToYt"
+}
+export type Quote = {
+    amountIn: number;
+    amountOut: number;
+    lpFee: number;
+    protocolFee: number;
+};
+/**
+ * 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: QuoteDirection): Quote;

package/build/quote.js

@@ -0,0 +1,106 @@
+"use strict";
+Object.defineProperty(exports, "__esModule", { value: true });
+exports.getSwapQuote = exports.QuoteDirection = void 0;
+const swap_1 = require("./swap");
+const types_1 = require("./types");
+const ytTrades_1 = require("./ytTrades");
+var QuoteDirection;
+(function (QuoteDirection) {
+    QuoteDirection["PtToSy"] = "PtToSy";
+    QuoteDirection["SyToPt"] = "SyToPt";
+    QuoteDirection["YtToSy"] = "YtToSy";
+    QuoteDirection["SyToYt"] = "SyToYt";
+})(QuoteDirection || (exports.QuoteDirection = QuoteDirection = {}));
+/**
+ * Calculate the expected output for a given input amount
+ * This is a convenience wrapper around simulateSwap
+ */
+function getSwapQuote(marketState, amountIn, direction) {
+    //? Calculate correct currentTick index
+    //TODO Remove this logic when contract is updated!!!
+    const currentTickIndex = calculateCurrentTickIndex(marketState.ticks);
+    const marketStateMutated = {
+        ...marketState,
+        ticks: {
+            ...marketState.ticks,
+            currentTick: currentTickIndex,
+        },
+    };
+    if (direction === QuoteDirection.PtToSy) {
+        const { amountInConsumed, amountOut, lpFeeChargedOutToken, protocolFeeChargedOutToken } = (0, swap_1.simulateSwap)(marketStateMutated, {
+            direction: types_1.SwapDirection.PtToSy,
+            amountIn,
+            syExchangeRate: marketStateMutated.currentSyExchangeRate,
+            isCurrentFlashSwap: false,
+        });
+        return {
+            amountIn: amountInConsumed,
+            amountOut: amountOut,
+            lpFee: lpFeeChargedOutToken,
+            protocolFee: protocolFeeChargedOutToken,
+        };
+    }
+    if (direction === QuoteDirection.SyToPt) {
+        const { amountInConsumed, amountOut, lpFeeChargedOutToken, protocolFeeChargedOutToken } = (0, swap_1.simulateSwap)(marketStateMutated, {
+            direction: types_1.SwapDirection.SyToPt,
+            amountIn,
+            syExchangeRate: marketStateMutated.currentSyExchangeRate,
+            isCurrentFlashSwap: false,
+        });
+        return {
+            amountIn: amountInConsumed,
+            amountOut: amountOut,
+            lpFee: lpFeeChargedOutToken,
+            protocolFee: protocolFeeChargedOutToken,
+        };
+    }
+    if (direction === QuoteDirection.YtToSy) {
+        const { ytIn, netSyReceived, lpFee, protocolFee } = (0, ytTrades_1.simulateSellYt)(marketStateMutated, {
+            ytIn: amountIn,
+            syExchangeRate: marketStateMutated.currentSyExchangeRate,
+        });
+        return {
+            amountIn: ytIn,
+            amountOut: netSyReceived,
+            lpFee: lpFee,
+            protocolFee: protocolFee,
+        };
+    }
+    if (direction === QuoteDirection.SyToYt) {
+        const { ytOut, netSyCost, lpFee, protocolFee } = (0, ytTrades_1.simulateBuyYtWithSyIn)(marketStateMutated, {
+            syIn: amountIn,
+            syExchangeRate: marketStateMutated.currentSyExchangeRate,
+        });
+        return {
+            amountIn: netSyCost,
+            amountOut: ytOut,
+            lpFee: lpFee,
+            protocolFee,
+        };
+    }
+    throw new Error(`Unknown quote direction: ${direction}`);
+}
+exports.getSwapQuote = getSwapQuote;
+/**
+ * Calculate the correct currentTick index for the market state
+ *
+ * IMPORTANT: currentTick must be a 1-based ARRAY INDEX, not apyBasePoints!
+ * The simulateSwap function uses findTickByIndex which does: ticksTree.at(index - 1)
+ *
+ * @returns The 1-based array index of the tick where impliedRate <= currentSpotPrice
+ */
+function calculateCurrentTickIndex(ticksData) {
+    // Find the tick with highest impliedRate <= currentSpotPrice
+    let currentTickApyBps = ticksData.ticksTree[0]?.apyBasePoints || 0;
+    for (const tick of ticksData.ticksTree) {
+        const tickRate = Number(tick.impliedRate);
+        if (tickRate <= ticksData.currentSpotPrice) {
+            currentTickApyBps = tick.apyBasePoints;
+        }
+    }
+    // Find the array index (0-based) of this tick
+    const arrayIndex = ticksData.ticksTree.findIndex((t) => t.apyBasePoints === currentTickApyBps);
+    // Convert to 1-based index for simulateSwap
+    return arrayIndex !== -1 ? arrayIndex + 1 : 1;
+}
+//# sourceMappingURL=quote.js.map

package/build/quote.js.map

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package/build/swap-v2.d.ts

@@ -0,0 +1,20 @@
+/**
+ * CLMM Swap simulation - V2
+ * Updated to match the latest Rust on-chain implementation
+ * Key changes:
+ * - Uses currentPrefixSum for active liquidity
+ * - Implements kappa scaling for principal-limited swaps
+ * - Correct tick key conversions (1e6 basis)
+ */
+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;