@exponent-labs/market-three-math 0.1.8

package/build/utilsV2.js

@@ -0,0 +1,180 @@
+"use strict";
+Object.defineProperty(exports, "__esModule", { value: true });
+exports.getFeeFromAmount = exports.calculateFeeRate = exports.normalizedTimeRemaining = exports.TicksWrapper = exports.EffSnap = void 0;
+const SECONDS_PER_YEAR = 365 * 24 * 60 * 60;
+const TICK_KEY_BASE_POINTS = 1_000_000;
+/**
+ * Effective price snapshot
+ * Matches the Rust EffSnap struct
+ */
+class EffSnap {
+    timeFactor;
+    syExchangeRate;
+    constructor(timeFactor, syExchangeRate) {
+        this.timeFactor = timeFactor;
+        this.syExchangeRate = syExchangeRate;
+    }
+    /**
+     * Calculate effective price from spot price
+     * Rust: C(u) = u^(-(τ-1)) / (r * (τ - 1))
+     */
+    getEffectivePrice(u) {
+        if (this.timeFactor === 1.0) {
+            throw new Error("time_factor cannot be 1.0");
+        }
+        return Math.pow(u, -this.timeFactor + 1.0) / (this.syExchangeRate * (this.timeFactor - 1.0));
+    }
+    /**
+     * Convert effective price back to spot price
+     * Rust: u = (r * C * (τ - 1))^(1/(1-τ))
+     */
+    spotPriceFromEffectivePrice(cEff) {
+        const base = this.syExchangeRate * cEff * (this.timeFactor - 1.0);
+        return Math.pow(base, 1.0 / (1.0 - this.timeFactor));
+    }
+}
+exports.EffSnap = EffSnap;
+/**
+ * TicksWrapper - wraps the ticks array and provides RB-tree-like operations
+ * This simulates the Rust RB-tree behavior using a sorted map
+ */
+class TicksWrapper {
+    ticksByKey; // key (apyBasePoints) -> Tick
+    sortedKeys; // sorted list of keys for successor/predecessor
+    currentSpotPrice;
+    currentTickKey; // Store key instead of array index
+    currentPrefixSum;
+    feeGrowthIndexGlobalPt;
+    feeGrowthIndexGlobalSy;
+    constructor(ticks) {
+        this.ticksByKey = new Map();
+        // Build map from apyBasePoints -> Tick
+        for (const tick of ticks.ticksTree) {
+            if (tick.apyBasePoints > 0) {
+                this.ticksByKey.set(tick.apyBasePoints, tick);
+            }
+        }
+        // Get sorted keys for efficient successor/predecessor lookup
+        this.sortedKeys = Array.from(this.ticksByKey.keys()).sort((a, b) => a - b);
+        this.currentSpotPrice = ticks.currentSpotPrice;
+        this.currentPrefixSum = ticks.currentPrefixSum;
+        this.feeGrowthIndexGlobalPt = ticks.feeGrowthIndexGlobalPt;
+        this.feeGrowthIndexGlobalSy = ticks.feeGrowthIndexGlobalSy;
+        // Convert currentTick (1-based index) to key
+        // In Rust, currentTick is stored as 1-based index into the ticks tree
+        // We need to find the corresponding key (apyBasePoints)
+        const currentTickFromArray = ticks.ticksTree[ticks.currentTick - 1];
+        if (currentTickFromArray && currentTickFromArray.apyBasePoints > 0) {
+            this.currentTickKey = currentTickFromArray.apyBasePoints;
+        }
+        else {
+            // Fallback: find tick with spot price closest to currentSpotPrice
+            this.currentTickKey = this.findTickKeyBySpotPrice(ticks.currentSpotPrice);
+        }
+    }
+    /**
+     * Find tick key by spot price (for initialization)
+     */
+    findTickKeyBySpotPrice(spotPrice) {
+        let closestKey = this.sortedKeys[0] || 0;
+        // let prevKey: number | null = null
+        // Iterate through sorted keys to ensure order
+        for (const key of this.sortedKeys) {
+            const tick = this.ticksByKey.get(key);
+            if (!tick)
+                continue;
+            const diff = spotPrice - tick.impliedRate;
+            if (diff < 0) {
+                // If diff is negative, return the previous key (the one we just passed)
+                return closestKey;
+            }
+            // Update closest key and remember previous
+            // prevKey = closestKey
+            closestKey = key;
+        }
+        return closestKey;
+    }
+    /**
+     * Get tick by key (apyBasePoints)
+     * Equivalent to Rust's ticks_tree.get_node(idx).value
+     */
+    getTickByKey(key) {
+        return this.ticksByKey.get(key) ?? null;
+    }
+    /**
+     * Get spot price for a tick key
+     * Equivalent to Rust's ticks.get_spot_price(idx)
+     * In Rust: spot_price = 1.0 + key / TICK_KEY_BASE_POINTS
+     */
+    getSpotPrice(key) {
+        const tick = this.ticksByKey.get(key);
+        if (tick) {
+            return tick.impliedRate;
+        }
+        // Fallback calculation if tick not found
+        return 1.0 + key / TICK_KEY_BASE_POINTS;
+    }
+    /**
+     * Find successor key (next tick with greater apyBasePoints)
+     * Equivalent to Rust's ticks.successor_idx(idx)
+     */
+    successorKey(currentKey) {
+        const idx = this.sortedKeys.findIndex((k) => k > currentKey);
+        return idx !== -1 ? this.sortedKeys[idx] : null;
+    }
+    /**
+     * Find predecessor key (previous tick with smaller apyBasePoints)
+     * Equivalent to Rust's ticks.predecessor_idx(idx)
+     */
+    predecessorKey(currentKey) {
+        // Find the largest key that is smaller than currentKey
+        for (let i = this.sortedKeys.length - 1; i >= 0; i--) {
+            if (this.sortedKeys[i] < currentKey) {
+                return this.sortedKeys[i];
+            }
+        }
+        return null;
+    }
+    /**
+     * Get principal values for a tick
+     */
+    getPrincipals(key) {
+        const tick = this.ticksByKey.get(key);
+        return {
+            principalPt: tick?.principalPt ?? 0n,
+            principalSy: tick?.principalSy ?? 0n,
+        };
+    }
+    /**
+     * Get liquidity net for a tick
+     */
+    getLiquidityNet(key) {
+        const tick = this.ticksByKey.get(key);
+        return tick?.liquidityNet ?? 0n;
+    }
+}
+exports.TicksWrapper = TicksWrapper;
+/**
+ * Calculate normalized time remaining
+ */
+function normalizedTimeRemaining(secondsRemaining) {
+    return secondsRemaining / SECONDS_PER_YEAR;
+}
+exports.normalizedTimeRemaining = normalizedTimeRemaining;
+/**
+ * Calculate current fee rate
+ */
+function calculateFeeRate(lnFeeRateRoot, secondsRemaining) {
+    const timeFactor = normalizedTimeRemaining(secondsRemaining);
+    return Math.exp(lnFeeRateRoot * timeFactor);
+}
+exports.calculateFeeRate = calculateFeeRate;
+/**
+ * Calculate fee from amount
+ * Mirrors Rust: ((amount as f64) * (fee_rate - 1.0)).ceil() as u64
+ */
+function getFeeFromAmount(amount, feeRate) {
+    return Math.ceil(amount * (feeRate - 1.0));
+}
+exports.getFeeFromAmount = getFeeFromAmount;
+//# sourceMappingURL=utilsV2.js.map

package/build/utilsV2.js.map

@@ -0,0 +1 @@
+{"version":3,"file":"utilsV2.js","sourceRoot":"","sources":["../src/utilsV2.ts"],"names":[],"mappings":";;;AAOA,MAAM,gBAAgB,GAAG,GAAG,GAAG,EAAE,GAAG,EAAE,GAAG,EAAE,CAAA;AAC3C,MAAM,oBAAoB,GAAG,SAAS,CAAA;AAEtC;;;GAGG;AACH,MAAa,OAAO;IAClB,UAAU,CAAQ;IAClB,cAAc,CAAQ;IAEtB,YAAY,UAAkB,EAAE,cAAsB;QACpD,IAAI,CAAC,UAAU,GAAG,UAAU,CAAA;QAC5B,IAAI,CAAC,cAAc,GAAG,cAAc,CAAA;IACtC,CAAC;IAED;;;OAGG;IACH,iBAAiB,CAAC,CAAS;QACzB,IAAI,IAAI,CAAC,UAAU,KAAK,GAAG,EAAE,CAAC;YAC5B,MAAM,IAAI,KAAK,CAAC,2BAA2B,CAAC,CAAA;QAC9C,CAAC;QACD,OAAO,IAAI,CAAC,GAAG,CAAC,CAAC,EAAE,CAAC,IAAI,CAAC,UAAU,GAAG,GAAG,CAAC,GAAG,CAAC,IAAI,CAAC,cAAc,GAAG,CAAC,IAAI,CAAC,UAAU,GAAG,GAAG,CAAC,CAAC,CAAA;IAC9F,CAAC;IAED;;;OAGG;IACH,2BAA2B,CAAC,IAAY;QACtC,MAAM,IAAI,GAAG,IAAI,CAAC,cAAc,GAAG,IAAI,GAAG,CAAC,IAAI,CAAC,UAAU,GAAG,GAAG,CAAC,CAAA;QACjE,OAAO,IAAI,CAAC,GAAG,CAAC,IAAI,EAAE,GAAG,GAAG,CAAC,GAAG,GAAG,IAAI,CAAC,UAAU,CAAC,CAAC,CAAA;IACtD,CAAC;CACF;AA5BD,0BA4BC;AAED;;;GAGG;AACH,MAAa,YAAY;IACf,UAAU,CAAmB,CAAC,8BAA8B;IAC5D,UAAU,CAAU,CAAC,gDAAgD;IAE7E,gBAAgB,CAAQ;IACxB,cAAc,CAAQ,CAAC,mCAAmC;IAC1D,gBAAgB,CAAQ;IACxB,sBAAsB,CAAQ;IAC9B,sBAAsB,CAAQ;IAE9B,YAAY,KAAY;QACtB,IAAI,CAAC,UAAU,GAAG,IAAI,GAAG,EAAE,CAAA;QAE3B,uCAAuC;QACvC,KAAK,MAAM,IAAI,IAAI,KAAK,CAAC,SAAS,EAAE,CAAC;YACnC,IAAI,IAAI,CAAC,aAAa,GAAG,CAAC,EAAE,CAAC;gBAC3B,IAAI,CAAC,UAAU,CAAC,GAAG,CAAC,IAAI,CAAC,aAAa,EAAE,IAAI,CAAC,CAAA;YAC/C,CAAC;QACH,CAAC;QAED,6DAA6D;QAC7D,IAAI,CAAC,UAAU,GAAG,KAAK,CAAC,IAAI,CAAC,IAAI,CAAC,UAAU,CAAC,IAAI,EAAE,CAAC,CAAC,IAAI,CAAC,CAAC,CAAC,EAAE,CAAC,EAAE,EAAE,CAAC,CAAC,GAAG,CAAC,CAAC,CAAA;QAE1E,IAAI,CAAC,gBAAgB,GAAG,KAAK,CAAC,gBAAgB,CAAA;QAC9C,IAAI,CAAC,gBAAgB,GAAG,KAAK,CAAC,gBAAgB,CAAA;QAC9C,IAAI,CAAC,sBAAsB,GAAG,KAAK,CAAC,sBAAsB,CAAA;QAC1D,IAAI,CAAC,sBAAsB,GAAG,KAAK,CAAC,sBAAsB,CAAA;QAE1D,6CAA6C;QAC7C,sEAAsE;QACtE,wDAAwD;QACxD,MAAM,oBAAoB,GAAG,KAAK,CAAC,SAAS,CAAC,KAAK,CAAC,WAAW,GAAG,CAAC,CAAC,CAAA;QACnE,IAAI,oBAAoB,IAAI,oBAAoB,CAAC,aAAa,GAAG,CAAC,EAAE,CAAC;YACnE,IAAI,CAAC,cAAc,GAAG,oBAAoB,CAAC,aAAa,CAAA;QAC1D,CAAC;aAAM,CAAC;YACN,kEAAkE;YAClE,IAAI,CAAC,cAAc,GAAG,IAAI,CAAC,sBAAsB,CAAC,KAAK,CAAC,gBAAgB,CAAC,CAAA;QAC3E,CAAC;IACH,CAAC;IAED;;OAEG;IACK,sBAAsB,CAAC,SAAiB;QAC9C,IAAI,UAAU,GAAG,IAAI,CAAC,UAAU,CAAC,CAAC,CAAC,IAAI,CAAC,CAAA;QACxC,oCAAoC;QAEpC,8CAA8C;QAC9C,KAAK,MAAM,GAAG,IAAI,IAAI,CAAC,UAAU,EAAE,CAAC;YAClC,MAAM,IAAI,GAAG,IAAI,CAAC,UAAU,CAAC,GAAG,CAAC,GAAG,CAAC,CAAA;YACrC,IAAI,CAAC,IAAI;gBAAE,SAAQ;YAEnB,MAAM,IAAI,GAAG,SAAS,GAAG,IAAI,CAAC,WAAW,CAAA;YACzC,IAAI,IAAI,GAAG,CAAC,EAAE,CAAC;gBACb,wEAAwE;gBACxE,OAAO,UAAU,CAAA;YACnB,CAAC;YACD,2CAA2C;YAC3C,uBAAuB;YACvB,UAAU,GAAG,GAAG,CAAA;QAClB,CAAC;QAED,OAAO,UAAU,CAAA;IACnB,CAAC;IAED;;;OAGG;IACH,YAAY,CAAC,GAAW;QACtB,OAAO,IAAI,CAAC,UAAU,CAAC,GAAG,CAAC,GAAG,CAAC,IAAI,IAAI,CAAA;IACzC,CAAC;IAED;;;;OAIG;IACH,YAAY,CAAC,GAAW;QACtB,MAAM,IAAI,GAAG,IAAI,CAAC,UAAU,CAAC,GAAG,CAAC,GAAG,CAAC,CAAA;QACrC,IAAI,IAAI,EAAE,CAAC;YACT,OAAO,IAAI,CAAC,WAAW,CAAA;QACzB,CAAC;QACD,yCAAyC;QACzC,OAAO,GAAG,GAAG,GAAG,GAAG,oBAAoB,CAAA;IACzC,CAAC;IAED;;;OAGG;IACH,YAAY,CAAC,UAAkB;QAC7B,MAAM,GAAG,GAAG,IAAI,CAAC,UAAU,CAAC,SAAS,CAAC,CAAC,CAAC,EAAE,EAAE,CAAC,CAAC,GAAG,UAAU,CAAC,CAAA;QAC5D,OAAO,GAAG,KAAK,CAAC,CAAC,CAAC,CAAC,CAAC,IAAI,CAAC,UAAU,CAAC,GAAG,CAAC,CAAC,CAAC,CAAC,IAAI,CAAA;IACjD,CAAC;IAED;;;OAGG;IACH,cAAc,CAAC,UAAkB;QAC/B,uDAAuD;QACvD,KAAK,IAAI,CAAC,GAAG,IAAI,CAAC,UAAU,CAAC,MAAM,GAAG,CAAC,EAAE,CAAC,IAAI,CAAC,EAAE,CAAC,EAAE,EAAE,CAAC;YACrD,IAAI,IAAI,CAAC,UAAU,CAAC,CAAC,CAAC,GAAG,UAAU,EAAE,CAAC;gBACpC,OAAO,IAAI,CAAC,UAAU,CAAC,CAAC,CAAC,CAAA;YAC3B,CAAC;QACH,CAAC;QACD,OAAO,IAAI,CAAA;IACb,CAAC;IAED;;OAEG;IACH,aAAa,CAAC,GAAW;QACvB,MAAM,IAAI,GAAG,IAAI,CAAC,UAAU,CAAC,GAAG,CAAC,GAAG,CAAC,CAAA;QACrC,OAAO;YACL,WAAW,EAAE,IAAI,EAAE,WAAW,IAAI,EAAE;YACpC,WAAW,EAAE,IAAI,EAAE,WAAW,IAAI,EAAE;SACrC,CAAA;IACH,CAAC;IAED;;OAEG;IACH,eAAe,CAAC,GAAW;QACzB,MAAM,IAAI,GAAG,IAAI,CAAC,UAAU,CAAC,GAAG,CAAC,GAAG,CAAC,CAAA;QACrC,OAAO,IAAI,EAAE,YAAY,IAAI,EAAE,CAAA;IACjC,CAAC;CACF;AAhID,oCAgIC;AAED;;GAEG;AACH,SAAgB,uBAAuB,CAAC,gBAAwB;IAC9D,OAAO,gBAAgB,GAAG,gBAAgB,CAAA;AAC5C,CAAC;AAFD,0DAEC;AAED;;GAEG;AACH,SAAgB,gBAAgB,CAAC,aAAqB,EAAE,gBAAwB;IAC9E,MAAM,UAAU,GAAG,uBAAuB,CAAC,gBAAgB,CAAC,CAAA;IAC5D,OAAO,IAAI,CAAC,GAAG,CAAC,aAAa,GAAG,UAAU,CAAC,CAAA;AAC7C,CAAC;AAHD,4CAGC;AAED;;;GAGG;AACH,SAAgB,gBAAgB,CAAC,MAAc,EAAE,OAAe;IAC9D,OAAO,IAAI,CAAC,IAAI,CAAC,MAAM,GAAG,CAAC,OAAO,GAAG,GAAG,CAAC,CAAC,CAAA;AAC5C,CAAC;AAFD,4CAEC"}

package/build/withdrawLiquidity.d.ts

@@ -0,0 +1,8 @@
+import { LpPositionCLMM, MarketThree, Ticks } from "@exponent-labs/exponent-fetcher";
+/**
+ * Returns the total PT and SY amounts that would be removed from a position
+ */
+export declare function getPtAndSyOnWithdrawLiquidity(marketEmissions: MarketThree["emissions"], ticks: Ticks, position: LpPositionCLMM, liquidityToRemove: bigint): {
+    totalPtOut: bigint;
+    totalSyOut: bigint;
+};

package/build/withdrawLiquidity.js

@@ -0,0 +1,174 @@
+"use strict";
+Object.defineProperty(exports, "__esModule", { value: true });
+exports.getPtAndSyOnWithdrawLiquidity = void 0;
+const utils_1 = require("./utils");
+function projectAnchorSharesToCurrentTicks(ticks, rootShares) {
+    const SENTINEL = 0xffffffff; // Sentinel value for tree traversal (matches Rust implementation)
+    const stack = [...rootShares]; // Clone the trackers array
+    const newShares = []; // This will hold the leaf shares
+    while (stack.length > 0) {
+        const principalShare = stack.pop();
+        // Find the tick node for this share
+        const tickNode = ticks.ticksTree.at(principalShare.tickIdx - 1) ?? null;
+        if (!tickNode) {
+            //? Tick node not found for tickIdx
+            continue;
+        }
+        const lastSplitEpoch = tickNode.lastSplitEpoch;
+        // Check if we need to split this share (if the tick has been split since this share was created)
+        if (principalShare.splitEpoch < lastSplitEpoch) {
+            const rightIndex = principalShare.rightTickIdx;
+            if (rightIndex !== SENTINEL) {
+                // Find the successor tick (the split point)
+                const splitedIndex = (0, utils_1.getSuccessorTickByIdx)(ticks, principalShare.tickIdx);
+                if (splitedIndex === null) {
+                    //? No successor tick found for splitting
+                    continue;
+                }
+                const tickSpotPrice = tickNode.impliedRate;
+                const rightTickNode = ticks.ticksTree.at(rightIndex - 1) ?? null;
+                const splitedTickNode = ticks.ticksTree.at(splitedIndex - 1) ?? null;
+                if (!rightTickNode || !splitedTickNode) {
+                    //? Could not find right or split tick nodes
+                    continue;
+                }
+                // Calculate the proportions based on spot price ranges
+                const splitedFullRange = rightTickNode.impliedRate - tickSpotPrice;
+                const currentSplitRange = splitedTickNode.impliedRate - tickSpotPrice;
+                // Calculate how much LP share goes to the left portion
+                const leftShare = Math.floor(Number(principalShare.lpShare) * (currentSplitRange / splitedFullRange));
+                // Create new emission trackers with staged reset to 0
+                const newEmissions = principalShare.emissions.map((tracker) => ({
+                    staged: 0n,
+                    lastSeenIndex: tracker.lastSeenIndex,
+                }));
+                // Calculate the migrated share (right portion)
+                const migratedShare = principalShare.lpShare - BigInt(leftShare);
+                // Update the current share to be the left portion
+                principalShare.lpShare = BigInt(leftShare);
+                principalShare.rightTickIdx = splitedIndex;
+                // Push the right portion back onto the stack for further processing
+                stack.push({
+                    tickIdx: splitedIndex,
+                    rightTickIdx: rightIndex,
+                    splitEpoch: principalShare.splitEpoch,
+                    lpShare: migratedShare,
+                    emissions: newEmissions,
+                });
+                // Update the split epoch to mark this share as processed
+                principalShare.splitEpoch = lastSplitEpoch;
+            }
+            else {
+                // Error: we have a split range but no right index
+                //? No right index for split range
+                continue;
+            }
+        }
+        // Add the processed share to the result
+        newShares.push(principalShare);
+    }
+    // Reverse to maintain the original order (since we used a stack)
+    newShares.reverse();
+    return newShares;
+}
+/**
+ * TypeScript version of update_lp_position_shares from Rust
+ * Recompute and update the LP position's share trackers to reflect current ticks state
+ *
+ * @param market - The market account containing emission indices
+ * @param ticks - The ticks state (must be TicksExtended with emission data)
+ * @param position - The LP position with share trackers to update
+ *
+ */
+function updateLpPositionShares(marketEmissions, ticks, position) {
+    // Get market emission indices (last seen indices from market's emission trackers)
+    // Market has emissions.trackers array with lpShareIndex for each emission
+    const marketEmissionIndices = marketEmissions.trackers.map((tracker) => tracker.lpShareIndex);
+    // Project anchor shares to current ticks
+    // This handles tick splitting that may have occurred since the position was created
+    const recomputedShares = projectAnchorSharesToCurrentTicks(ticks, position.shareTrackers);
+    // Iterate through each share and update
+    for (const share of recomputedShares) {
+        const myShares = share.lpShare;
+        // Find the tick node in the ticks tree
+        const tickNode = ticks.ticksTree.at(share.tickIdx - 1) ?? null;
+        if (!tickNode) {
+            //? Tick node not found for provided tickIdx
+            continue;
+        }
+        // Update tick emissions with market emission indices
+        // In Rust: node_mut.value.update_tick_emissions(market_emission_indices)
+        for (let i = 0; i < marketEmissionIndices.length; i++) {
+            if (tickNode.emissions[i]) {
+                tickNode.emissions[i].lastSeenIndex = marketEmissionIndices[i];
+            }
+        }
+        // Accrue fees and emissions when removing
+        // In Rust: share.accrue_fees_emissions_when_remove(&node_mut.value, my_shares)
+        // This updates the share's emission trackers based on the tick's emission state
+        // and the number of LP shares
+        for (let i = 0; i < share.emissions.length; i++) {
+            const shareTracker = share.emissions[i];
+            const tickTracker = tickNode.emissions[i];
+            if (shareTracker && tickTracker) {
+                // Calculate accrued emissions based on index difference and LP shares
+                const indexDelta = tickTracker.lastSeenIndex - shareTracker.lastSeenIndex;
+                const accruedEmissions = Number(myShares) * indexDelta;
+                // Update staged emissions
+                shareTracker.staged += BigInt(Math.floor(accruedEmissions));
+                shareTracker.lastSeenIndex = tickTracker.lastSeenIndex;
+            }
+        }
+        // Update split epoch
+        share.splitEpoch = tickNode.lastSplitEpoch;
+    }
+    return {
+        ...position,
+        shareTrackers: recomputedShares,
+    };
+}
+/**
+ * Calculate the total PT and SY amounts that would be removed from a position
+ * without actually modifying any state.
+ *
+ * TypeScript version based on Rust remove_liquidity logic
+ *
+ * @param position - The LP position to calculate removal amounts for
+ * @param ticks - The ticks data structure containing tick information
+ * @param liquidityToRemove - The amount of liquidity to remove (in L units)
+ * @returns Object with totalPtOut and totalSyOut
+ */
+function calculatePtSyRemoval(position, ticks, liquidityToRemove) {
+    let totalPtOut = 0n;
+    let totalSyOut = 0n;
+    for (const share of position.shareTrackers) {
+        const myShares = share.lpShare;
+        const tickNode = ticks.ticksTree.at(share.tickIdx - 1) ?? null;
+        if (!tickNode) {
+            //? Tick node not found for provided tickIdx
+            continue;
+        }
+        const supply = tickNode.principalShareSupply;
+        // Calculate burn shares: r = l_remove / pos.L
+        // burn_shares = my_shares * liquidity_to_remove / position.lp_balance
+        const burnShares = (myShares * liquidityToRemove) / position.lpBalance;
+        // Calculate PT output for this tick
+        // pt_out = principal_pt * burn_shares / supply
+        const ptOut = (tickNode.principalPt * burnShares) / supply;
+        // Calculate SY output for this tick
+        // sy_out = principal_sy * burn_shares / supply
+        const syOut = (tickNode.principalSy * burnShares) / supply;
+        totalPtOut += ptOut;
+        totalSyOut += syOut;
+    }
+    return { totalPtOut, totalSyOut };
+}
+/**
+ * Returns the total PT and SY amounts that would be removed from a position
+ */
+function getPtAndSyOnWithdrawLiquidity(marketEmissions, ticks, position, liquidityToRemove) {
+    const updatedPosition = updateLpPositionShares(marketEmissions, ticks, position);
+    return calculatePtSyRemoval(updatedPosition, ticks, liquidityToRemove);
+}
+exports.getPtAndSyOnWithdrawLiquidity = getPtAndSyOnWithdrawLiquidity;
+//# sourceMappingURL=withdrawLiquidity.js.map

package/build/withdrawLiquidity.js.map

@@ -0,0 +1 @@
+{"version":3,"file":"withdrawLiquidity.js","sourceRoot":"","sources":["../src/withdrawLiquidity.ts"],"names":[],"mappings":";;;AAEA,mCAA+C;AAiB/C,SAAS,iCAAiC,CAAC,KAAY,EAAE,UAA0B;IACjF,MAAM,QAAQ,GAAG,UAAU,CAAA,CAAC,kEAAkE;IAE9F,MAAM,KAAK,GAAG,CAAC,GAAG,UAAU,CAAC,CAAA,CAAC,2BAA2B;IACzD,MAAM,SAAS,GAAmB,EAAE,CAAA,CAAC,iCAAiC;IAEtE,OAAO,KAAK,CAAC,MAAM,GAAG,CAAC,EAAE,CAAC;QACxB,MAAM,cAAc,GAAG,KAAK,CAAC,GAAG,EAAG,CAAA;QAEnC,oCAAoC;QACpC,MAAM,QAAQ,GAAG,KAAK,CAAC,SAAS,CAAC,EAAE,CAAC,cAAc,CAAC,OAAO,GAAG,CAAC,CAAC,IAAI,IAAI,CAAA;QAEvE,IAAI,CAAC,QAAQ,EAAE,CAAC;YACd,mCAAmC;YACnC,SAAQ;QACV,CAAC;QAED,MAAM,cAAc,GAAG,QAAQ,CAAC,cAAc,CAAA;QAE9C,iGAAiG;QACjG,IAAI,cAAc,CAAC,UAAU,GAAG,cAAc,EAAE,CAAC;YAC/C,MAAM,UAAU,GAAG,cAAc,CAAC,YAAY,CAAA;YAE9C,IAAI,UAAU,KAAK,QAAQ,EAAE,CAAC;gBAC5B,4CAA4C;gBAC5C,MAAM,YAAY,GAAG,IAAA,6BAAqB,EAAC,KAAK,EAAE,cAAc,CAAC,OAAO,CAAC,CAAA;gBAEzE,IAAI,YAAY,KAAK,IAAI,EAAE,CAAC;oBAC1B,yCAAyC;oBACzC,SAAQ;gBACV,CAAC;gBAED,MAAM,aAAa,GAAG,QAAQ,CAAC,WAAW,CAAA;gBAC1C,MAAM,aAAa,GAAG,KAAK,CAAC,SAAS,CAAC,EAAE,CAAC,UAAU,GAAG,CAAC,CAAC,IAAI,IAAI,CAAA;gBAChE,MAAM,eAAe,GAAG,KAAK,CAAC,SAAS,CAAC,EAAE,CAAC,YAAY,GAAG,CAAC,CAAC,IAAI,IAAI,CAAA;gBAEpE,IAAI,CAAC,aAAa,IAAI,CAAC,eAAe,EAAE,CAAC;oBACvC,4CAA4C;oBAC5C,SAAQ;gBACV,CAAC;gBAED,uDAAuD;gBACvD,MAAM,gBAAgB,GAAG,aAAa,CAAC,WAAW,GAAG,aAAa,CAAA;gBAClE,MAAM,iBAAiB,GAAG,eAAe,CAAC,WAAW,GAAG,aAAa,CAAA;gBAErE,uDAAuD;gBACvD,MAAM,SAAS,GAAG,IAAI,CAAC,KAAK,CAAC,MAAM,CAAC,cAAc,CAAC,OAAO,CAAC,GAAG,CAAC,iBAAiB,GAAG,gBAAgB,CAAC,CAAC,CAAA;gBAErG,sDAAsD;gBACtD,MAAM,YAAY,GAA8B,cAAc,CAAC,SAAS,CAAC,GAAG,CAAC,CAAC,OAAO,EAAE,EAAE,CAAC,CAAC;oBACzF,MAAM,EAAE,EAAE;oBACV,aAAa,EAAE,OAAO,CAAC,aAAa;iBACrC,CAAC,CAAC,CAAA;gBAEH,+CAA+C;gBAC/C,MAAM,aAAa,GAAG,cAAc,CAAC,OAAO,GAAG,MAAM,CAAC,SAAS,CAAC,CAAA;gBAEhE,kDAAkD;gBAClD,cAAc,CAAC,OAAO,GAAG,MAAM,CAAC,SAAS,CAAC,CAAA;gBAC1C,cAAc,CAAC,YAAY,GAAG,YAAY,CAAA;gBAE1C,oEAAoE;gBACpE,KAAK,CAAC,IAAI,CAAC;oBACT,OAAO,EAAE,YAAY;oBACrB,YAAY,EAAE,UAAU;oBACxB,UAAU,EAAE,cAAc,CAAC,UAAU;oBACrC,OAAO,EAAE,aAAa;oBACtB,SAAS,EAAE,YAAY;iBACxB,CAAC,CAAA;gBAEF,yDAAyD;gBACzD,cAAc,CAAC,UAAU,GAAG,cAAc,CAAA;YAC5C,CAAC;iBAAM,CAAC;gBACN,kDAAkD;gBAClD,kCAAkC;gBAClC,SAAQ;YACV,CAAC;QACH,CAAC;QAED,wCAAwC;QACxC,SAAS,CAAC,IAAI,CAAC,cAAc,CAAC,CAAA;IAChC,CAAC;IAED,iEAAiE;IACjE,SAAS,CAAC,OAAO,EAAE,CAAA;IAEnB,OAAO,SAAS,CAAA;AAClB,CAAC;AAED;;;;;;;;GAQG;AACH,SAAS,sBAAsB,CAC7B,eAAyC,EACzC,KAAY,EACZ,QAAwB;IAExB,kFAAkF;IAClF,0EAA0E;IAC1E,MAAM,qBAAqB,GAAa,eAAe,CAAC,QAAQ,CAAC,GAAG,CAAC,CAAC,OAAO,EAAE,EAAE,CAAC,OAAO,CAAC,YAAY,CAAC,CAAA;IAEvG,yCAAyC;IACzC,oFAAoF;IACpF,MAAM,gBAAgB,GAAG,iCAAiC,CAAC,KAAK,EAAE,QAAQ,CAAC,aAAa,CAAC,CAAA;IAEzF,wCAAwC;IACxC,KAAK,MAAM,KAAK,IAAI,gBAAgB,EAAE,CAAC;QACrC,MAAM,QAAQ,GAAG,KAAK,CAAC,OAAO,CAAA;QAE9B,uCAAuC;QACvC,MAAM,QAAQ,GAAG,KAAK,CAAC,SAAS,CAAC,EAAE,CAAC,KAAK,CAAC,OAAO,GAAG,CAAC,CAAC,IAAI,IAAI,CAAA;QAE9D,IAAI,CAAC,QAAQ,EAAE,CAAC;YACd,4CAA4C;YAC5C,SAAQ;QACV,CAAC;QAED,qDAAqD;QACrD,yEAAyE;QACzE,KAAK,IAAI,CAAC,GAAG,CAAC,EAAE,CAAC,GAAG,qBAAqB,CAAC,MAAM,EAAE,CAAC,EAAE,EAAE,CAAC;YACtD,IAAI,QAAQ,CAAC,SAAS,CAAC,CAAC,CAAC,EAAE,CAAC;gBAC1B,QAAQ,CAAC,SAAS,CAAC,CAAC,CAAC,CAAC,aAAa,GAAG,qBAAqB,CAAC,CAAC,CAAC,CAAA;YAChE,CAAC;QACH,CAAC;QAED,0CAA0C;QAC1C,+EAA+E;QAC/E,gFAAgF;QAChF,8BAA8B;QAC9B,KAAK,IAAI,CAAC,GAAG,CAAC,EAAE,CAAC,GAAG,KAAK,CAAC,SAAS,CAAC,MAAM,EAAE,CAAC,EAAE,EAAE,CAAC;YAChD,MAAM,YAAY,GAAG,KAAK,CAAC,SAAS,CAAC,CAAC,CAAC,CAAA;YACvC,MAAM,WAAW,GAAG,QAAQ,CAAC,SAAS,CAAC,CAAC,CAAC,CAAA;YAEzC,IAAI,YAAY,IAAI,WAAW,EAAE,CAAC;gBAChC,sEAAsE;gBACtE,MAAM,UAAU,GAAG,WAAW,CAAC,aAAa,GAAG,YAAY,CAAC,aAAa,CAAA;gBACzE,MAAM,gBAAgB,GAAG,MAAM,CAAC,QAAQ,CAAC,GAAG,UAAU,CAAA;gBAEtD,0BAA0B;gBAC1B,YAAY,CAAC,MAAM,IAAI,MAAM,CAAC,IAAI,CAAC,KAAK,CAAC,gBAAgB,CAAC,CAAC,CAAA;gBAC3D,YAAY,CAAC,aAAa,GAAG,WAAW,CAAC,aAAa,CAAA;YACxD,CAAC;QACH,CAAC;QAED,qBAAqB;QACrB,KAAK,CAAC,UAAU,GAAG,QAAQ,CAAC,cAAc,CAAA;IAC5C,CAAC;IAED,OAAO;QACL,GAAG,QAAQ;QACX,aAAa,EAAE,gBAAgB;KAChC,CAAA;AACH,CAAC;AAED;;;;;;;;;;GAUG;AACH,SAAS,oBAAoB,CAC3B,QAAwB,EACxB,KAAY,EACZ,iBAAyB;IAEzB,IAAI,UAAU,GAAG,EAAE,CAAA;IACnB,IAAI,UAAU,GAAG,EAAE,CAAA;IAEnB,KAAK,MAAM,KAAK,IAAI,QAAQ,CAAC,aAAa,EAAE,CAAC;QAC3C,MAAM,QAAQ,GAAG,KAAK,CAAC,OAAO,CAAA;QAC9B,MAAM,QAAQ,GAAG,KAAK,CAAC,SAAS,CAAC,EAAE,CAAC,KAAK,CAAC,OAAO,GAAG,CAAC,CAAC,IAAI,IAAI,CAAA;QAE9D,IAAI,CAAC,QAAQ,EAAE,CAAC;YACd,4CAA4C;YAC5C,SAAQ;QACV,CAAC;QAED,MAAM,MAAM,GAAG,QAAQ,CAAC,oBAAoB,CAAA;QAE5C,8CAA8C;QAC9C,sEAAsE;QACtE,MAAM,UAAU,GAAG,CAAC,QAAQ,GAAG,iBAAiB,CAAC,GAAG,QAAQ,CAAC,SAAS,CAAA;QAEtE,oCAAoC;QACpC,+CAA+C;QAC/C,MAAM,KAAK,GAAG,CAAC,QAAQ,CAAC,WAAW,GAAG,UAAU,CAAC,GAAG,MAAM,CAAA;QAE1D,oCAAoC;QACpC,+CAA+C;QAC/C,MAAM,KAAK,GAAG,CAAC,QAAQ,CAAC,WAAW,GAAG,UAAU,CAAC,GAAG,MAAM,CAAA;QAE1D,UAAU,IAAI,KAAK,CAAA;QACnB,UAAU,IAAI,KAAK,CAAA;IACrB,CAAC;IAED,OAAO,EAAE,UAAU,EAAE,UAAU,EAAE,CAAA;AACnC,CAAC;AAED;;GAEG;AACH,SAAgB,6BAA6B,CAC3C,eAAyC,EACzC,KAAY,EACZ,QAAwB,EACxB,iBAAyB;IAEzB,MAAM,eAAe,GAAG,sBAAsB,CAAC,eAAe,EAAE,KAAK,EAAE,QAAQ,CAAC,CAAA;IAChF,OAAO,oBAAoB,CAAC,eAAe,EAAE,KAAK,EAAE,iBAAiB,CAAC,CAAA;AACxE,CAAC;AARD,sEAQC"}

package/build/ytTrades.d.ts

@@ -0,0 +1,106 @@
+import { MarketThreeState } from "./types";
+export interface BuyYtSimulationArgs {
+    /** Amount of YT desired to buy */
+    ytOut: number;
+    /** SY exchange rate */
+    syExchangeRate: number;
+    /** Optional spot price limit (anti-sandwich) */
+    priceSpotLimit?: number;
+}
+export interface BuyYtSimulationResult {
+    /** Amount of YT received */
+    ytOut: number;
+    /** Net SY cost to the trader */
+    netSyCost: number;
+    /** Amount of SY that needs to be stripped */
+    syToStrip: number;
+    /** Amount of PT received from stripping */
+    ptFromStrip: number;
+    /** Amount of SY received from selling PT */
+    syFromPtSale: number;
+    /** LP fee charged */
+    lpFee: number;
+    /** Protocol fee charged */
+    protocolFee: number;
+    /** Final spot price after the trade */
+    finalSpotPrice: number;
+}
+/**
+ * Simulates buying YT tokens
+ *
+ * Process:
+ * 1. Calculate how much SY to strip to get desired YT
+ * 2. Strip SY → PT + YT (PT amount ≈ YT amount)
+ * 3. Sell PT to the pool (PtToSy direction)
+ * 4. Net cost = SY stripped - SY received from PT sale
+ *
+ * @param marketState - Current market state
+ * @param args - Simulation arguments
+ * @returns Simulation result with net SY cost
+ */
+export declare function simulateBuyYt(marketState: MarketThreeState, args: BuyYtSimulationArgs): BuyYtSimulationResult;
+export interface BuyYtWithSyInSimulationArgs {
+    /** Amount of SY to spend */
+    syIn: number;
+    /** SY exchange rate */
+    syExchangeRate: number;
+    /** Optional spot price limit (anti-sandwich) */
+    priceSpotLimit?: number;
+}
+/**
+ * Simulates buying YT tokens given a SY input amount
+ *
+ * Process:
+ * 1. Strip syIn → PT + YT
+ * 2. Sell PT → get SY back (with price impact)
+ * 3. Strip SY again → more PT + YT
+ * 4. Repeat until convergence
+ * Total YT = YT₁ + YT₂ + YT₃ + ...
+ *
+ * Uses bisection search to find ytOut such that netSyCost = syIn
+ *
+ * @param marketState - Current market state
+ * @param args - Simulation arguments
+ * @returns Simulation result with calculated YT output
+ */
+export declare function simulateBuyYtWithSyIn(marketState: MarketThreeState, args: BuyYtWithSyInSimulationArgs): BuyYtSimulationResult;
+export interface SellYtSimulationArgs {
+    /** Amount of YT to sell */
+    ytIn: number;
+    /** SY exchange rate */
+    syExchangeRate: number;
+    /** Optional spot price limit (anti-sandwich) */
+    priceSpotLimit?: number;
+}
+export interface SellYtSimulationResult {
+    /** Amount of YT sold */
+    ytIn: number;
+    /** Net SY received by the trader */
+    netSyReceived: number;
+    /** Amount of SY received from merging PT + YT */
+    syFromMerge: number;
+    /** Amount of SY spent buying PT back */
+    sySpentOnPt: number;
+    /** LP fee charged */
+    lpFee: number;
+    /** Protocol fee charged */
+    protocolFee: number;
+    /** Final spot price after the trade */
+    finalSpotPrice: number;
+}
+/**
+ * Simulates selling YT tokens
+ *
+ * Process:
+ * 1. Merge PT + YT → SY (receive SY from the merge)
+ * 2. Buy PT from the pool to repay the borrowed PT (SyToPt direction)
+ * 3. Net received = SY from merge - SY spent on PT
+ *
+ * Note: The market must have at least 2x the YT amount in PT liquidity
+ * because the trader borrows PT, which is then bought back.
+ *
+ * @param marketState - Current market state
+ * @param args - Simulation arguments
+ * @returns Simulation result with net SY received
+ */
+export declare function simulateSellYt(marketState: MarketThreeState, args: SellYtSimulationArgs): SellYtSimulationResult;