@exponent-labs/market-three-math 0.1.8

package/build/swap-v2.js

@@ -0,0 +1,261 @@
+"use strict";
+Object.defineProperty(exports, "__esModule", { value: true });
+exports.getSwapQuote = exports.simulateSwap = void 0;
+/**
+ * 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)
+ */
+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, 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 ?? 0;
+    let activeLiquidityF64 = 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; // Safety limit
+    const debug = false; // Set to true for debugging
+    if (debug)
+        console.log(`\nSwap Debug: direction=${args.direction}, amountIn=${args.amountIn}`);
+    if (debug)
+        console.log(`Initial: currentTick=${currentLeftBoundaryIndex}, spotPrice=${currentPriceSpot}, activeLiq=${activeLiquidityU64}`);
+    while (amountInLeft > 0 && iterations < maxIterations) {
+        iterations++;
+        if (debug)
+            console.log(`\n--- Iteration ${iterations}, amountInLeft=${amountInLeft} ---`);
+        // Get right boundary of current interval
+        const rightBoundaryIndexOpt = (0, utils_1.getSuccessorTick)(ticks, currentLeftBoundaryIndex);
+        if (debug)
+            console.log(`rightBoundary=${rightBoundaryIndexOpt}`);
+        if (rightBoundaryIndexOpt === null) {
+            if (args.direction === types_1.SwapDirection.SyToPt) {
+                // Cross to create a new interval
+                const predecessor = (0, utils_1.getPredecessorTick)(ticks, currentLeftBoundaryIndex);
+                if (predecessor === null)
+                    break;
+                // When crossing downward (SyToPt), update state
+                currentPriceSpot = (0, utils_1.getLnImpliedRate)(currentLeftBoundaryIndex); // Boundary we're crossing
+                currentLeftBoundaryIndex = predecessor; // New left boundary
+                // Update active liquidity by subtracting liquidity_net at boundary
+                const boundaryTick = (0, utils_1.findTick)(ticks, predecessor);
+                if (boundaryTick) {
+                    activeLiquidityU64 = Math.max(0, activeLiquidityU64 - boundaryTick.tick.liquidityNet);
+                    activeLiquidityF64 = activeLiquidityU64;
+                }
+                continue;
+            }
+            else {
+                // No more liquidity available
+                break;
+            }
+        }
+        const rightBoundaryIndex = rightBoundaryIndexOpt;
+        // Get anchor prices for interval boundaries
+        const anchorULeft = (0, utils_1.getLnImpliedRate)(currentLeftBoundaryIndex);
+        const anchorURight = (0, utils_1.getLnImpliedRate)(rightBoundaryIndex);
+        // Effective price at current spot
+        const cEffOld = snapshot.getEffectivePrice(currentPriceSpot);
+        // Get principal ledgers for the interval
+        const currentTickData = (0, utils_1.findTick)(ticks, currentLeftBoundaryIndex);
+        const principalPt = currentTickData?.tick.principalPt ?? 0;
+        const principalSy = currentTickData?.tick.principalSy ?? 0;
+        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 = (activeLiquidityF64 / snapshot.timeFactor) * (cEffOld - cEffAtBoundary);
+        const kappaSy = yMaxToBoundaryF > 0 ? principalSy / yMaxToBoundaryF : 0;
+        const duToLeft = currentPriceSpot - anchorULeft;
+        const ptMaxToLeftF = activeLiquidityF64 * duToLeft;
+        const kappaPt = ptMaxToLeftF > 0 ? principalPt / ptMaxToLeftF : 0;
+        const kappa = Math.min(kappaPt, kappaSy, 1.0);
+        const lTradeF64 = 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.findTick)(ticks, rightBoundaryIndex);
+                if (boundaryTick) {
+                    activeLiquidityU64 += boundaryTick.tick.liquidityNet;
+                    activeLiquidityF64 = 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, 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;
+            // If we hit boundary, cross
+            if (Math.abs(anchorURight - currentPriceSpot) <= eps && amountInLeft > 0) {
+                const boundaryTick = (0, utils_1.findTick)(ticks, rightBoundaryIndex);
+                if (boundaryTick) {
+                    activeLiquidityU64 += boundaryTick.tick.liquidityNet;
+                    activeLiquidityF64 = activeLiquidityU64;
+                }
+                currentLeftBoundaryIndex = rightBoundaryIndex;
+                currentPriceSpot = anchorURight;
+            }
+        }
+        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 (debug) {
+                console.log(`SyToPt deltas: byInput=${deltaCByInput}, toBoundary=${deltaCToLeftBoundary}`);
+                console.log(`  deltaCActual=${deltaCActual}, eps=${eps}, kappa=${kappa}, lTrade=${lTradeF64}`);
+            }
+            if (deltaCToLeftBoundary <= eps) {
+                // Cross boundary to the left
+                const predecessor = (0, utils_1.getPredecessorTick)(ticks, currentLeftBoundaryIndex);
+                if (predecessor === null)
+                    break;
+                // Update active liquidity by subtracting liquidity_net at boundary
+                const boundaryTick = (0, utils_1.findTick)(ticks, currentLeftBoundaryIndex);
+                if (boundaryTick) {
+                    activeLiquidityU64 = Math.max(0, activeLiquidityU64 - boundaryTick.tick.liquidityNet);
+                    activeLiquidityF64 = activeLiquidityU64;
+                }
+                currentPriceSpot = (0, utils_1.getLnImpliedRate)(currentLeftBoundaryIndex);
+                currentLeftBoundaryIndex = predecessor;
+                continue;
+            }
+            // New effective price and spot price after consuming ΔC
+            const cEffNew = cEffOld + deltaCActual;
+            const spotPriceNew = snapshot.spotPriceFromEffectivePrice(cEffNew);
+            // Token flows
+            const syInSegmentF = (lTradeF64 / snapshot.timeFactor) * (cEffNew - cEffOld);
+            const duAbs = currentPriceSpot - spotPriceNew;
+            const ptOutGrossF = lTradeF64 * duAbs;
+            // Clamp gross PT by available principal
+            const ptOutGrossU64 = Math.min(Math.floor(ptOutGrossF), principalPt);
+            const syInSegmentU64 = Math.floor(syInSegmentF);
+            if (debug) {
+                console.log(`SyToPt: deltaCActual=${deltaCActual}, cEffNew=${cEffNew}, spotPriceNew=${spotPriceNew}`);
+                console.log(`  duAbs=${duAbs}, ptOutGrossF=${ptOutGrossF}, ptOutGrossU64=${ptOutGrossU64}`);
+                console.log(`  syInSegmentU64=${syInSegmentU64}, principalPt=${principalPt}`);
+            }
+            if (ptOutGrossU64 === 0) {
+                // Nothing to pay out; try to cross
+                const predecessor = (0, utils_1.getPredecessorTick)(ticks, currentLeftBoundaryIndex);
+                if (predecessor === null)
+                    break;
+                // Update active liquidity
+                const boundaryTick = (0, utils_1.findTick)(ticks, currentLeftBoundaryIndex);
+                if (boundaryTick) {
+                    activeLiquidityU64 = Math.max(0, activeLiquidityU64 - boundaryTick.tick.liquidityNet);
+                    activeLiquidityF64 = activeLiquidityU64;
+                }
+                currentPriceSpot = (0, utils_1.getLnImpliedRate)(currentLeftBoundaryIndex);
+                currentLeftBoundaryIndex = predecessor;
+                continue;
+            }
+            // Fees in token_out (PT)
+            const totalFeeOut = (0, utils_1.getFeeFromAmount)(ptOutGrossU64, lpFeeRate);
+            const protocolFeeOut = Math.floor((totalFeeOut * protocolFeeBps) / BASE_POINTS);
+            const lpFeeOut = totalFeeOut - protocolFeeOut;
+            const ptOutNet = ptOutGrossU64 - totalFeeOut;
+            // Accumulate to user
+            amountOutNet += ptOutNet;
+            feeLpOut += lpFeeOut;
+            feeProtocolOut += protocolFeeOut;
+            // Consume input and advance state
+            amountInLeft -= syInSegmentU64;
+            currentPriceSpot = spotPriceNew;
+            // If we hit boundary, cross
+            if (Math.abs(currentPriceSpot - anchorULeft) <= eps && amountInLeft > 0) {
+                const predecessor = (0, utils_1.getPredecessorTick)(ticks, currentLeftBoundaryIndex);
+                if (predecessor === null)
+                    break;
+                // Update active liquidity
+                const boundaryTick = (0, utils_1.findTick)(ticks, currentLeftBoundaryIndex);
+                if (boundaryTick) {
+                    activeLiquidityU64 = Math.max(0, activeLiquidityU64 - boundaryTick.tick.liquidityNet);
+                    activeLiquidityF64 = activeLiquidityU64;
+                }
+                currentPriceSpot = (0, utils_1.getLnImpliedRate)(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=swap-v2.js.map

package/build/swap-v2.js.map

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package/build/swap.d.ts

@@ -0,0 +1,15 @@
+/**
+ * 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, 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;

package/build/swap.js

@@ -0,0 +1,249 @@
+"use strict";
+Object.defineProperty(exports, "__esModule", { value: true });
+exports.simulateSwap = void 0;
+/**
+ * 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)
+ */
+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 MAX_ITERATIONS = 1000; // Safety limit
+    const debug = false; // Set to true for debugging
+    if (debug)
+        console.log(`\nSwap Debug: direction=${args.direction}, amountIn=${args.amountIn}`);
+    if (debug)
+        console.log(`Initial: currentTick=${currentLeftBoundaryIndex}, spotPrice=${currentPriceSpot}, activeLiq=${activeLiquidityU64}`);
+    while (amountInLeft > 0 && iterations < MAX_ITERATIONS) {
+        iterations++;
+        if (debug)
+            console.log(`\n--- Iteration ${iterations}, amountInLeft=${amountInLeft} ---`);
+        // Get right boundary of current interval
+        const rightBoundaryIndexOpt = (0, utils_1.findTickByKey)(ticks, (0, utils_1.getSuccessorTickKey)(ticks, currentLeftBoundaryIndex))?.index;
+        if (debug)
+            console.log(`rightBoundary=${rightBoundaryIndexOpt}`);
+        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;
+                // Update active liquidity by subtracting liquidity_net at boundary
+                const boundaryTick = (0, utils_1.findTickByKey)(ticks, predecessor);
+                // When crossing downward (SyToPt), update state
+                currentPriceSpot = (0, utils_1.getImpliedRate)(currentLeftBoundaryIndex); // Boundary we're crossing
+                currentLeftBoundaryIndex = boundaryTick.index; // New left boundary
+                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 ?? 0;
+        // Get anchor prices for interval boundaries
+        const anchorULeft = (0, utils_1.getImpliedRate)((0, utils_1.findTickByIndex)(ticks, currentLeftBoundaryIndex)?.apyBasePoints ?? 0);
+        const anchorURight = (0, utils_1.getImpliedRate)((0, utils_1.findTickByIndex)(ticks, rightBoundaryIndex)?.apyBasePoints ?? 0);
+        // Effective price at current spot
+        const cEffOld = snapshot.getEffectivePrice(currentPriceSpot);
+        // Get principal ledgers for the interval
+        const currentTickData = (0, utils_1.findTickByIndex)(ticks, currentLeftBoundaryIndex);
+        const principalPt = currentTickData?.principalPt ?? 0n;
+        const principalSy = currentTickData?.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 = activeLiquidityF64 * (cEffOld - cEffAtBoundary);
+        const kappaSy = yMaxToBoundaryF > 0 ? Number(principalSy) / yMaxToBoundaryF : 0;
+        const duToLeft = currentPriceSpot - anchorULeft;
+        const ptMaxToLeftF = activeLiquidityF64 * duToLeft;
+        const kappaPt = ptMaxToLeftF > 0 ? Number(principalPt) / ptMaxToLeftF : 0;
+        const kappa = Math.min(kappaPt, kappaSy);
+        // Boundary ΔC if we go to u_right
+        const lTradeF64 = 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.findTickByIndex)(ticks, rightBoundaryIndex);
+                if (boundaryTick) {
+                    activeLiquidityU64 += boundaryTick.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 * (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;
+            // If we hit boundary, cross
+            if (Math.abs(anchorURight - currentPriceSpot) <= eps && amountInLeft > 0) {
+                const boundaryTick = (0, utils_1.findTickByIndex)(ticks, rightBoundaryIndex);
+                if (boundaryTick) {
+                    activeLiquidityU64 += boundaryTick.liquidityNet;
+                    activeLiquidityF64 = Number(activeLiquidityU64);
+                }
+                currentLeftBoundaryIndex = rightBoundaryIndex;
+                currentPriceSpot = anchorURight;
+            }
+        }
+        else {
+            // SY -> PT swap (buying PT with SY)
+            const cEffLeft = snapshot.getEffectivePrice(anchorULeft);
+            const deltaCByInput = lTradeF64 > 0 ? amountInLeft / lTradeF64 : 0;
+            const deltaCToLeftBoundary = Math.max(0, cEffLeft - cEffOld);
+            const deltaCActual = Math.min(deltaCByInput, deltaCToLeftBoundary);
+            if (debug) {
+                console.log(`SyToPt deltas: byInput=${deltaCByInput}, toBoundary=${deltaCToLeftBoundary}`);
+                console.log(`  deltaCActual=${deltaCActual}, eps=${eps}, kappa=${kappa}, lTrade=${lTradeF64}`);
+            }
+            if (deltaCToLeftBoundary <= eps) {
+                // Cross boundary to the left
+                const predecessor = (0, utils_1.getPredecessorTickKey)(ticks, currentLeftBoundaryIndex);
+                if (predecessor === null)
+                    break;
+                // Update active liquidity by subtracting liquidity_net at boundary
+                const boundaryTick = (0, utils_1.findTickByIndex)(ticks, currentLeftBoundaryIndex);
+                if (boundaryTick) {
+                    activeLiquidityU64 = (0, utils_1.bigIntMax)(0n, activeLiquidityU64 - boundaryTick.liquidityNet);
+                    activeLiquidityF64 = Number(activeLiquidityU64);
+                }
+                currentPriceSpot = (0, utils_1.getImpliedRate)(currentLeftBoundaryIndex);
+                currentLeftBoundaryIndex = predecessor;
+                continue;
+            }
+            // New effective price and spot price after consuming ΔC
+            const cEffNew = cEffOld + deltaCActual;
+            const spotPriceNew = snapshot.spotPriceFromEffectivePrice(cEffNew);
+            // Token flows
+            const syInSegmentF = lTradeF64 * (cEffNew - cEffOld);
+            const duAbs = currentPriceSpot - spotPriceNew;
+            const ptOutGrossF = lTradeF64 * duAbs;
+            // Clamp gross PT by available principal
+            const ptOutGrossU64 = (0, utils_1.bigIntMin)(BigInt(Math.floor(ptOutGrossF)), principalPt);
+            const syInSegmentU64 = BigInt(Math.floor(syInSegmentF));
+            if (debug) {
+                console.log(`SyToPt: deltaCActual=${deltaCActual}, cEffNew=${cEffNew}, spotPriceNew=${spotPriceNew}`);
+                console.log(`  duAbs=${duAbs}, ptOutGrossF=${ptOutGrossF}, ptOutGrossU64=${ptOutGrossU64}`);
+                console.log(`  syInSegmentU64=${syInSegmentU64}, principalPt=${principalPt}`);
+            }
+            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.findTickByIndex)(ticks, currentLeftBoundaryIndex);
+                if (boundaryTick) {
+                    activeLiquidityU64 = (0, utils_1.bigIntMax)(0n, activeLiquidityU64 - boundaryTick.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.findTickByIndex)(ticks, currentLeftBoundaryIndex);
+                if (boundaryTick) {
+                    activeLiquidityU64 = (0, utils_1.bigIntMax)(0n, activeLiquidityU64 - boundaryTick.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;
+//# sourceMappingURL=swap.js.map

package/build/swap.js.map

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package/build/swapLegacy.d.ts

@@ -0,0 +1,16 @@
+/**
+ * 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;