@exponent-labs/market-three-math 0.9.15 → 0.9.17

package/build/addLiquidity.d.ts

@@ -2,46 +2,19 @@
  * CLMM Add Liquidity simulation
  * Ported from exponent_clmm/src/state/market_three/helpers/add_liquidity.rs
  */
-import { Ticks } from "@exponent-labs/exponent-fetcher";
-import { AddLiquidityArgs, AddLiquidityOutcome, CrossingScaleParams, CrossingTickState, LiquidityNeeds, MarketThreeState } from "./types";
+import type { LpPositionCLMM } from "@exponent-labs/exponent-fetcher";
+import { AddLiquidityArgs, AddLiquidityOutcome, LiquidityNeeds, MarketThreeState } from "./types";
 import { EffSnap } from "./utilsV2";
-/**
- * Get crossing tick state and price boundaries from Ticks.
- * Matches wrapper_provide_liquidity.rs: current node's spot_price, principal_pt/sy/supply, successor's spot_price.
- */
-export declare function getCrossingTickStateFromTicks(ticks: Ticks): {
-    crossingTickState: CrossingTickState;
-    crossingTickPriceLeft: number;
-    crossingTickPriceRight: number;
+type AddLiquiditySimulationOptions = {
+    existingPosition?: LpPositionCLMM;
 };
 /**
  * Compute liquidity target and token needs based on position range and budgets
  * Ported from compute_liquidity_target_and_token_needs in math.rs
  */
 export declare function computeLiquidityTargetAndTokenNeeds(snap: EffSnap, spotPriceCurrent: number, priceEffLower: number, priceEffUpper: number, lowerPrice: number, upperPrice: number, lowerTickIdx: number, upperTickIdx: number, currentIndex: number, maxSy: number, maxPt: number, epsilonClamp: number): LiquidityNeeds;
-/**
- * Scale crossing tick token inputs from original max values to prevent double trimming.
- *
- * When adding liquidity that spans the current price (crossing tick), tokens get trimmed twice:
- * 1. First by CLMM formula in computeLiquidityTargetAndTokenNeeds
- * 2. Then by AMM formula in simulateAddLiquidityProportional
- *
- * This function calculates the segment's proportion of the total distribution and scales
- * the original max values accordingly, ensuring maximum token utilization.
- *
- * @param scaleParams - Original max values and CLMM distribution extents
- * @param duPtPart - PT segment length (spot price delta for this segment)
- * @param syPerL1 - SY per unit liquidity for this segment
- * @param clmmPtDelta - PT amount calculated from CLMM formula
- * @param clmmSyDelta - SY amount calculated from CLMM formula
- * @returns Tuple of [scaledPtIn, scaledSyIn] - maximum of CLMM-calculated and scaled original values
- */
-export declare function scaleCrossingTickInputs(scaleParams: CrossingScaleParams, duPtPart: number, syPerL1: number, clmmPtDelta: number, clmmSyDelta: number): [number, number];
-/**
- * Compute token needs with crossing tick adjustment
- * This matches the Rust compute_token_needs_with_crossing function
- */
-export declare function computeTokenNeedsWithCrossing(snap: EffSnap, spotPriceCurrent: number, priceEffLower: number, priceEffUpper: number, lowerPrice: number, upperPrice: number, maxSy: number, maxPt: number, epsilonClamp: number, crossingTickState: CrossingTickState, crossingTickPriceLeft: number, crossingTickPriceRight: number): [number, number];
+/** Compute curve-level token needs without raw crossing-tick cap scaling. */
+export declare function computeTokenNeedsWithCrossing(snap: EffSnap, spotPriceCurrent: number, priceEffLower: number, priceEffUpper: number, lowerPrice: number, upperPrice: number, maxSy: number, maxPt: number, epsilonClamp: number): [number, number];
 /**
  * Simulate adding liquidity to the CLMM market
  * This is a pure function that does not mutate the market state
@@ -69,12 +42,6 @@ export declare function calcDepositSyAndPtFromBaseAmount(params: {
     expirationTs: number;
     currentSpotPrice: number;
     syExchangeRate: number;
-    /** Optional crossing tick state for accurate ratio prediction.
-     *  When provided, the prediction accounts for the existing PT/SY proportions
-     *  in the active tick, matching the on-chain behaviour more closely. */
-    crossingTickState?: CrossingTickState;
-    crossingTickPriceLeft?: number;
-    crossingTickPriceRight?: number;
     epsilonClamp?: number;
 }): {
     syNeeded: number;
@@ -94,9 +61,10 @@ export declare function calcDepositSyAndPtFromBaseAmount(params: {
  * @param lowerTick - Lower tick (APY in basis points)
  * @param upperTick - Upper tick (APY in basis points)
  * @param syExchangeRate - SY exchange rate
+ * @param options - Optional existing LP position to include fixed crossing-split equalization spend
  * @returns Simulation result with LP out, YT out, amounts spent, etc.
  */
-export declare function simulateWrapperProvideLiquidity(marketState: MarketThreeState, amountBase: number, lowerTick: number, upperTick: number, syExchangeRate: number): {
+export declare function simulateWrapperProvideLiquidity(marketState: MarketThreeState, amountBase: number, lowerTick: number, upperTick: number, syExchangeRate: number, options?: AddLiquiditySimulationOptions): {
     lpOut: number;
     ytOut: number;
     syToStrip: number;
@@ -118,9 +86,10 @@ export declare function simulateWrapperProvideLiquidity(marketState: MarketThree
  * @param lowerTick - Lower tick key (APY in basis points)
  * @param upperTick - Upper tick key (APY in basis points)
  * @param syExchangeRate - SY exchange rate
+ * @param options - Optional existing LP position to include fixed crossing-split equalization spend
  * @returns Simulation result with LP out, PT to buy, SY constraint, etc.
  */
-export declare function simulateSwapAndSupply(marketState: MarketThreeState, amountBase: number, lowerTick: number, upperTick: number, syExchangeRate: number): {
+export declare function simulateSwapAndSupply(marketState: MarketThreeState, amountBase: number, lowerTick: number, upperTick: number, syExchangeRate: number, options?: AddLiquiditySimulationOptions): {
     lpOut: number;
     ptToBuy: number;
     syConstraint: number;
@@ -130,3 +99,4 @@ export declare function simulateSwapAndSupply(marketState: MarketThreeState, amo
     syDeposited: number;
     ptDeposited: number;
 } | null;
+export {};