@exponent-labs/market-three-math 0.9.0 → 0.9.1

package/build/swapLegacy.js

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

package/build/swapLegacy.js.map

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