@exponent-labs/market-three-math 0.9.17 → 0.9.19
This diff represents the content of publicly available package versions that have been released to one of the supported registries. The information contained in this diff is provided for informational purposes only and reflects changes between package versions as they appear in their respective public registries.
- package/CHANGELOG.md +4 -0
- package/build/addLiquidity.js +5 -5
- package/build/addLiquidity.js.map +1 -1
- package/build/existingPositionEqualization.js +3 -15
- package/build/existingPositionEqualization.js.map +1 -1
- package/build/swapV2.js +115 -132
- package/build/swapV2.js.map +1 -1
- package/build/tickTree.d.ts +4 -0
- package/build/tickTree.js +95 -0
- package/build/tickTree.js.map +1 -0
- package/build/utils.js +5 -22
- package/build/utils.js.map +1 -1
- package/build/utilsV2.js +3 -2
- package/build/utilsV2.js.map +1 -1
- package/build/withdrawLiquidity.js +3 -15
- package/build/withdrawLiquidity.js.map +1 -1
- package/build/ytTrades.js +3 -3
- package/build/ytTrades.js.map +1 -1
- package/package.json +2 -2
- package/src/addLiquidity.ts +5 -6
- package/src/existingPositionEqualization.test.ts +12 -0
- package/src/existingPositionEqualization.ts +4 -17
- package/src/swapV2.ts +187 -155
- package/src/tickTree.ts +119 -0
- package/src/utils.ts +6 -28
- package/src/utilsV2.ts +4 -2
- package/src/withdrawLiquidity.test.ts +19 -0
- package/src/withdrawLiquidity.ts +4 -17
- package/src/ytTrades.ts +3 -3
package/build/utils.js
CHANGED
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@@ -17,6 +17,7 @@ exports.convertApyBpToApy = convertApyBpToApy;
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17
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exports.bigIntMax = bigIntMax;
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exports.bigIntMin = bigIntMin;
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exports.calcPtPriceInAsset = calcPtPriceInAsset;
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+
const tickTree_1 = require("./tickTree");
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const SECONDS_PER_YEAR = 365 * 24 * 60 * 60;
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// const BASE_POINTS = 10000
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/**
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@@ -116,7 +117,7 @@ function getActiveLiquidity(ticks, tickIndex) {
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function getSuccessorTickKey(ticks, currentTickKey) {
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let minKey = null;
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for (const tick of ticks.ticksTree) {
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119
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-
if (tick.apyBasePoints > currentTickKey) {
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120
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+
if ((0, tickTree_1.isLiveTick)(tick) && tick.apyBasePoints > currentTickKey) {
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if (minKey === null || tick.apyBasePoints < minKey) {
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minKey = tick.apyBasePoints;
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}
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@@ -129,32 +130,14 @@ function getSuccessorTickKey(ticks, currentTickKey) {
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* This is almost equivalent to the Rust successor_idx method
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*/
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function getSuccessorTickIdxByIdx(ticks, tickIdx) {
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132
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-
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const tick = ticks.ticksTree.at(tickIdx - 1) ?? null;
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-
if (!tick)
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-
return null;
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-
// Find ticks with apyBasePoints greater than tickIdx
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-
const successorTicks = ticks.ticksTree
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-
.filter((t) => t.apyBasePoints > tick.apyBasePoints)
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-
.sort((a, b) => a.apyBasePoints - b.apyBasePoints);
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-
const successorTick = successorTicks.at(0) ?? null;
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-
return !!successorTick ? ticks.ticksTree.indexOf(successorTick) + 1 : null;
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+
return (0, tickTree_1.successorTickIdx)(ticks, tickIdx);
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}
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/**
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* Find the predecessor tick by index in the tick tree
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* This is the inverse of getSuccessorTickIdxByIdx - finds the tick with the largest apyBasePoints that is still less than the current tick
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*/
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function getPredecessorTickIdxByIdx(ticks, tickIdx) {
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-
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const tick = ticks.ticksTree.at(tickIdx - 1) ?? null;
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-
if (!tick)
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-
return null;
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-
// Find ticks with apyBasePoints less than current tick
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-
const predecessorTicks = ticks.ticksTree
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.filter((t) => t.apyBasePoints < tick.apyBasePoints)
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.sort((a, b) => b.apyBasePoints - a.apyBasePoints); // Sort descending to get the largest that's still less
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-
const predecessorTick = predecessorTicks.at(0) ?? null;
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-
return !!predecessorTick ? ticks.ticksTree.indexOf(predecessorTick) + 1 : null;
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+
return (0, tickTree_1.predecessorTickIdx)(ticks, tickIdx);
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}
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/**
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* Find the predecessor tick (next tick to the left)
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@@ -166,7 +149,7 @@ function getPredecessorTickIdxByIdx(ticks, tickIdx) {
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function getPredecessorTickKey(ticks, currentTickKey) {
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let maxKey = null;
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for (const tick of ticks.ticksTree) {
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-
if (tick.apyBasePoints < currentTickKey) {
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+
if ((0, tickTree_1.isLiveTick)(tick) && tick.apyBasePoints < currentTickKey) {
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if (maxKey === null || tick.apyBasePoints > maxKey) {
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maxKey = tick.apyBasePoints;
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}
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package/build/utils.js.map
CHANGED
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@@ -1 +1 @@
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1
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-
{"version":3,"file":"utils.js","sourceRoot":"","sources":["../src/utils.ts"],"names":[],"mappings":";;;
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1
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+
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package/build/utilsV2.js
CHANGED
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@@ -4,6 +4,7 @@ exports.TicksWrapper = exports.EffSnap = void 0;
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exports.normalizedTimeRemaining = normalizedTimeRemaining;
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exports.calculateFeeRate = calculateFeeRate;
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exports.getFeeFromAmount = getFeeFromAmount;
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+
const tickTree_1 = require("./tickTree");
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const SECONDS_PER_YEAR = 365 * 24 * 60 * 60;
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const TICK_KEY_BASE_POINTS = 1_000_000;
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const PRECISE_NUMBER_DENOM = 1000000000000000000n;
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@@ -65,7 +66,7 @@ class TicksWrapper {
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this.market = ticks.market;
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// Build map from apyBasePoints -> Tick
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for (const tick of this.baseTicksTree) {
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if (
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if ((0, tickTree_1.isLiveTick)(tick)) {
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this.ticksByKey.set(tick.apyBasePoints, tick);
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}
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}
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@@ -79,7 +80,7 @@ class TicksWrapper {
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// In Rust, currentTick is stored as 1-based index into the ticks tree
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80
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// We need to find the corresponding key (apyBasePoints)
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const currentTickFromArray = this.baseTicksTree[ticks.currentTick - 1];
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if (
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if ((0, tickTree_1.isLiveTick)(currentTickFromArray)) {
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this.currentTickKey = currentTickFromArray.apyBasePoints;
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}
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else {
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package/build/utilsV2.js.map
CHANGED
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@@ -1 +1 @@
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{"version":3,"file":"utilsV2.js","sourceRoot":"","sources":["../src/utilsV2.ts"],"names":[],"mappings":";;;
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|
+
{"version":3,"file":"utilsV2.js","sourceRoot":"","sources":["../src/utilsV2.ts"],"names":[],"mappings":";;;AAqUA,0DAEC;AAKD,4CAGC;AAMD,4CAEC;AAhVD,yCAAuC;AAEvC,MAAM,gBAAgB,GAAG,GAAG,GAAG,EAAE,GAAG,EAAE,GAAG,EAAE,CAAA;AAC3C,MAAM,oBAAoB,GAAG,SAAS,CAAA;AACtC,MAAM,oBAAoB,GAAG,oBAA0B,CAAA;AAEvD,SAAS,SAAS,CAAC,IAAU;IAC3B,OAAO;QACL,GAAG,IAAI;QACP,KAAK,EAAE,IAAI,CAAC,KAAK,CAAC,GAAG,CAAC,CAAC,IAAI,EAAE,EAAE,CAAC,CAAC,EAAE,GAAG,IAAI,EAAE,CAAC,CAAC;QAC9C,SAAS,EAAE,IAAI,CAAC,SAAS,CAAC,GAAG,CAAC,CAAC,QAAQ,EAAE,EAAE,CAAC,CAAC,EAAE,GAAG,QAAQ,EAAE,CAAC,CAAC;KAC/D,CAAA;AACH,CAAC;AAED;;;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;IACrE,aAAa,CAAQ;IACrB,MAAM,CAAiB;IAE/B,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;QAC3B,IAAI,CAAC,aAAa,GAAG,KAAK,CAAC,SAAS,CAAC,GAAG,CAAC,SAAS,CAAC,CAAA;QACnD,IAAI,CAAC,MAAM,GAAG,KAAK,CAAC,MAAM,CAAA;QAE1B,uCAAuC;QACvC,KAAK,MAAM,IAAI,IAAI,IAAI,CAAC,aAAa,EAAE,CAAC;YACtC,IAAI,IAAA,qBAAU,EAAC,IAAI,CAAC,EAAE,CAAC;gBACrB,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,IAAI,CAAC,aAAa,CAAC,KAAK,CAAC,WAAW,GAAG,CAAC,CAAC,CAAA;QACtE,IAAI,IAAA,qBAAU,EAAC,oBAAoB,CAAC,EAAE,CAAC;YACrC,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;QAExC,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,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;IAEO,OAAO,CAAC,KAAa;QAC3B,IAAI,CAAC,MAAM,CAAC,QAAQ,CAAC,KAAK,CAAC;YAAE,OAAO,CAAC,CAAA;QACrC,IAAI,KAAK,IAAI,CAAC;YAAE,OAAO,CAAC,CAAA;QACxB,IAAI,KAAK,IAAI,CAAC;YAAE,OAAO,CAAC,CAAA;QACxB,OAAO,KAAK,CAAA;IACd,CAAC;IAEO,cAAc,CAAC,KAAa;QAClC,MAAM,OAAO,GAAG,IAAI,CAAC,OAAO,CAAC,KAAK,CAAC,CAAA;QACnC,IAAI,OAAO,IAAI,CAAC;YAAE,OAAO,EAAE,CAAA;QAC3B,IAAI,OAAO,IAAI,CAAC;YAAE,OAAO,oBAAoB,CAAA;QAC7C,OAAO,MAAM,CAAC,IAAI,CAAC,KAAK,CAAC,OAAO,GAAG,MAAM,CAAC,oBAAoB,CAAC,CAAC,CAAC,CAAA;IACnE,CAAC;IAEO,iBAAiB,CAAC,KAAa,EAAE,WAAmB;QAC1D,OAAO,CAAC,KAAK,GAAG,WAAW,CAAC,GAAG,oBAAoB,CAAA;IACrD,CAAC;IAEO,0BAA0B,CAAC,WAAmB,EAAE,IAAa;QACnE,MAAM,OAAO,GAAG,IAAI,CAAC,cAAc,CAAC,WAAW,CAAC,CAAA;QAChD,MAAM,QAAQ,GAAG,IA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|
|
@@ -1,31 +1,19 @@
|
|
|
1
1
|
"use strict";
|
|
2
2
|
Object.defineProperty(exports, "__esModule", { value: true });
|
|
3
3
|
exports.getPtAndSyOnWithdrawLiquidity = getPtAndSyOnWithdrawLiquidity;
|
|
4
|
+
const tickTree_1 = require("./tickTree");
|
|
4
5
|
const PRECISE_NUMBER_DENOM = 1000000000000n;
|
|
5
6
|
const SENTINEL_TICK_INDEX = 0xffffffff;
|
|
6
7
|
const invariantError = (message) => new Error(`WithdrawLiquidityInvariantViolated: ${message}`);
|
|
7
8
|
const getTickByIndex = (ticks, tickIdx) => {
|
|
8
9
|
const tick = ticks.ticksTree[tickIdx - 1];
|
|
9
|
-
if (!
|
|
10
|
+
if (!(0, tickTree_1.isLiveTick)(tick)) {
|
|
10
11
|
throw invariantError(`missing tick at index ${tickIdx}`);
|
|
11
12
|
}
|
|
12
13
|
return tick;
|
|
13
14
|
};
|
|
14
15
|
const getTickKey = (ticks, tickIdx) => getTickByIndex(ticks, tickIdx).apyBasePoints;
|
|
15
|
-
const successorIdx = (ticks, tickIdx) =>
|
|
16
|
-
const tickKey = getTickKey(ticks, tickIdx);
|
|
17
|
-
let best = null;
|
|
18
|
-
for (let index = 0; index < ticks.ticksTree.length; index++) {
|
|
19
|
-
const key = ticks.ticksTree[index].apyBasePoints;
|
|
20
|
-
if (key <= tickKey) {
|
|
21
|
-
continue;
|
|
22
|
-
}
|
|
23
|
-
if (!best || key < best.key) {
|
|
24
|
-
best = { tickIdx: index + 1, key };
|
|
25
|
-
}
|
|
26
|
-
}
|
|
27
|
-
return best?.tickIdx ?? null;
|
|
28
|
-
};
|
|
16
|
+
const successorIdx = (ticks, tickIdx) => (0, tickTree_1.successorTickIdx)(ticks, tickIdx);
|
|
29
17
|
const splitSuccessorForEpoch = (ticks, leftIdx, rightIdx, splitEpoch) => {
|
|
30
18
|
let cursor = successorIdx(ticks, leftIdx);
|
|
31
19
|
while (cursor != null && cursor !== SENTINEL_TICK_INDEX && cursor !== rightIdx) {
|
|
@@ -1 +1 @@
|
|
|
1
|
-
{"version":3,"file":"withdrawLiquidity.js","sourceRoot":"","sources":["../src/withdrawLiquidity.ts"],"names":[],"mappings":";;
|
|
1
|
+
{"version":3,"file":"withdrawLiquidity.js","sourceRoot":"","sources":["../src/withdrawLiquidity.ts"],"names":[],"mappings":";;AA2RA,sEAQC;AAjSD,yCAAyD;AAEzD,MAAM,oBAAoB,GAAG,cAAkB,CAAA;AAC/C,MAAM,mBAAmB,GAAG,UAAU,CAAA;AAEtC,MAAM,cAAc,GAAG,CAAC,OAAe,EAAE,EAAE,CAAC,IAAI,KAAK,CAAC,uCAAuC,OAAO,EAAE,CAAC,CAAA;AAEvG,MAAM,cAAc,GAAG,CAAC,KAAY,EAAE,OAAe,EAAE,EAAE;IACvD,MAAM,IAAI,GAAG,KAAK,CAAC,SAAS,CAAC,OAAO,GAAG,CAAC,CAAC,CAAA;IACzC,IAAI,CAAC,IAAA,qBAAU,EAAC,IAAI,CAAC,EAAE,CAAC;QACtB,MAAM,cAAc,CAAC,yBAAyB,OAAO,EAAE,CAAC,CAAA;IAC1D,CAAC;IAED,OAAO,IAAI,CAAA;AACb,CAAC,CAAA;AAED,MAAM,UAAU,GAAG,CAAC,KAAY,EAAE,OAAe,EAAE,EAAE,CAAC,cAAc,CAAC,KAAK,EAAE,OAAO,CAAC,CAAC,aAAa,CAAA;AAElG,MAAM,YAAY,GAAG,CAAC,KAAY,EAAE,OAAe,EAAiB,EAAE,CAAC,IAAA,2BAAgB,EAAC,KAAK,EAAE,OAAO,CAAC,CAAA;AAEvG,MAAM,sBAAsB,GAAG,CAAC,KAAY,EAAE,OAAe,EAAE,QAAgB,EAAE,UAAkB,EAAiB,EAAE;IACpH,IAAI,MAAM,GAAG,YAAY,CAAC,KAAK,EAAE,OAAO,CAAC,CAAA;IACzC,OAAO,MAAM,IAAI,IAAI,IAAI,MAAM,KAAK,mBAAmB,IAAI,MAAM,KAAK,QAAQ,EAAE,CAAC;QAC/E,MAAM,IAAI,GAAG,cAAc,CAAC,KAAK,EAAE,MAAM,CAAC,CAAA;QAC1C,IAAI,IAAI,CAAC,cAAc,KAAK,OAAO,IAAI,IAAI,CAAC,gBAAgB,KAAK,UAAU,EAAE,CAAC;YAC5E,OAAO,MAAM,CAAA;QACf,CAAC;QACD,MAAM,GAAG,YAAY,CAAC,KAAK,EAAE,MAAM,CAAC,CAAA;IACtC,CAAC;IAED,OAAO,IAAI,CAAA;AACb,CAAC,CAAA;AAED,MAAM,eAAe,GAAG,CAAC,gBAAwB,EAAE,SAAiB,EAAE,WAAmB,EAAU,EAAE;IACnG,IAAI,WAAW,IAAI,EAAE,EAAE,CAAC;QACtB,MAAM,cAAc,CAAC,kCAAkC,CAAC,CAAA;IAC1D,CAAC;IACD,IAAI,SAAS,KAAK,EAAE,IAAI,gBAAgB,KAAK,EAAE,EAAE,CAAC;QAChD,OAAO,EAAE,CAAA;IACX,CAAC;IACD,IAAI,SAAS,KAAK,WAAW,EAAE,CAAC;QAC9B,OAAO,gBAAgB,CAAA;IACzB,CAAC;IAED,MAAM,CAAC,GAAG,gBAAgB,GAAG,WAAW,CAAA;IACxC,MAAM,CAAC,GAAG,gBAAgB,GAAG,WAAW,CAAA;IACxC,OAAO,CAAC,GAAG,SAAS,GAAG,CAAC,CAAC,GAAG,SAAS,CAAC,GAAG,WAAW,CAAA;AACtD,CAAC,CAAA;AAED,MAAM,kBAAkB,GAAG,CAAC,SAAiB,EAAE,WAAmB,EAAU,EAAE;IAC5E,IAAI,WAAW,IAAI,EAAE,EAAE,CAAC;QACtB,MAAM,cAAc,CAAC,wCAAwC,CAAC,CAAA;IAChE,CAAC;IAED,OAAO,CAAC,SAAS,GAAG,oBAAoB,CAAC,GAAG,WAAW,CAAA;AACzD,CAAC,CAAA;AAED,MAAM,YAAY,GAAG,CAAC,OAAe,EAAE,QAAgB,EAAU,EAAE,CAAC,CAAC,OAAO,GAAG,QAAQ,CAAC,GAAG,oBAAoB,CAAA;AAE/G,MAAM,mBAAmB,GAAG,CAAC,SAAiB,EAAE,UAAkB,EAAE,WAAmB,EAAU,EAAE;IACjG,IAAI,SAAS,KAAK,EAAE,IAAI,UAAU,KAAK,EAAE,IAAI,WAAW,KAAK,EAAE,EAAE,CAAC;QAChE,OAAO,EAAE,CAAA;IACX,CAAC;IACD,IAAI,UAAU,IAAI,WAAW,EAAE,CAAC;QAC9B,OAAO,SAAS,CAAA;IAClB,CAAC;IAED,MAAM,GAAG,GAAG,CAAC,SAAS,GAAG,UAAU,CAAC,GAAG,WAAW,CAAA;IAClD,OAAO,GAAG,GAAG,SAAS,CAAC,CAAC,CAAC,GAAG,CAAC,CAAC,CAAC,SAAS,CAAA;AAC1C,CAAC,CAAA;AAgBD,SAAS,iCAAiC,CAAC,KAAY,EAAE,UAA0B;IACjF,qGAAqG;IACrG,MAAM,KAAK,GAAmB,UAAU,CAAC,GAAG,CAAC,CAAC,CAAC,EAAE,EAAE,CAAC,CAAC;QACnD,OAAO,EAAE,CAAC,CAAC,OAAO;QAClB,YAAY,EAAE,CAAC,CAAC,YAAY;QAC5B,UAAU,EAAE,CAAC,CAAC,UAAU;QACxB,OAAO,EAAE,CAAC,CAAC,OAAO;QAClB,SAAS,EAAE,CAAC,CAAC,SAAS,CAAC,GAAG,CAAC,CAAC,CAAC,EAAE,EAAE,CAAC,CAAC,EAAE,MAAM,EAAE,CAAC,CAAC,MAAM,EAAE,aAAa,EAAE,CAAC,CAAC,aAAa,EAAE,CAAC,CAAC;KAC1F,CAAC,CAAC,CAAA;IACH,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;QACnC,MAAM,QAAQ,GAAG,cAAc,CAAC,KAAK,EAAE,cAAc,CAAC,OAAO,CAAC,CAAA;QAE9D,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,mBAAmB,EAAE,CAAC;gBACvC,MAAM,cAAc,CAAC,gCAAgC,CAAC,CAAA;YACxD,CAAC;YAED,MAAM,YAAY,GAAG,sBAAsB,CAAC,KAAK,EAAE,cAAc,CAAC,OAAO,EAAE,UAAU,EAAE,cAAc,CAAC,UAAU,CAAC,CAAA;YACjH,IAAI,YAAY,IAAI,IAAI,EAAE,CAAC;gBACzB,MAAM,cAAc,CAAC,qCAAqC,CAAC,CAAA;YAC7D,CAAC;YAED,MAAM,aAAa,GAAG,QAAQ,CAAC,WAAW,CAAA;YAC1C,MAAM,aAAa,GAAG,cAAc,CAAC,KAAK,EAAE,UAAU,CAAC,CAAA;YACvD,MAAM,eAAe,GAAG,cAAc,CAAC,KAAK,EAAE,YAAY,CAAC,CAAA;YAE3D,MAAM,gBAAgB,GAAG,aAAa,CAAC,WAAW,GAAG,aAAa,CAAA;YAClE,MAAM,iBAAiB,GAAG,eAAe,CAAC,WAAW,GAAG,aAAa,CAAA;YAErE,MAAM,CAAC,SAAS,EAAE,aAAa,CAAC,GAC9B,gBAAgB,IAAI,CAAC;gBACnB,CAAC,CAAC,CAAC,EAAE,EAAE,cAAc,CAAC,OAAO,CAAC;gBAC9B,CAAC,CAAC,CAAC,GAAG,EAAE;oBACJ,MAAM,KAAK,GAAG,IAAI,CAAC,GAAG,CAAC,CAAC,EAAE,IAAI,CAAC,GAAG,CAAC,CAAC,EAAE,iBAAiB,GAAG,gBAAgB,CAAC,CAAC,CAAA;oBAC5E,MAAM,SAAS,GAAG,MAAM,CAAC,IAAI,CAAC,KAAK,CAAC,KAAK,GAAG,MAAM,CAAC,oBAAoB,CAAC,CAAC,CAAC,CAAA;oBAC1E,MAAM,cAAc,GAAG,oBAAoB,GAAG,SAAS,CAAA;oBACvD,OAAO;wBACL,eAAe,CAAC,cAAc,CAAC,OAAO,EAAE,SAAS,EAAE,oBAAoB,CAAC;wBACxE,eAAe,CAAC,cAAc,CAAC,OAAO,EAAE,cAAc,EAAE,oBAAoB,CAAC;qBAC9E,CAAA;gBACH,CAAC,CAAC,EAAE,CAAA;YAEV,MAAM,YAAY,GAA8B,cAAc,CAAC,SAAS,CAAC,GAAG,CAAC,CAAC,OAAO,EAAE,EAAE,CAAC,CAAC;gBACzF,MAAM,EAAE,EAAE;gBACV,aAAa,EAAE,OAAO,CAAC,aAAa;aACrC,CAAC,CAAC,CAAA;YAEH,cAAc,CAAC,OAAO,GAAG,SAAS,CAAA;YAClC,cAAc,CAAC,YAAY,GAAG,YAAY,CAAA;YAE1C,KAAK,CAAC,IAAI,CAAC;gBACT,OAAO,EAAE,YAAY;gBACrB,YAAY,EAAE,UAAU;gBACxB,UAAU,EAAE,cAAc,CAAC,UAAU;gBACrC,OAAO,EAAE,aAAa;gBACtB,SAAS,EAAE,YAAY;aACxB,CAAC,CAAA;YAEF,cAAc,CAAC,UAAU,IAAI,EAAE,CAAA;YAC/B,KAAK,CAAC,IAAI,CAAC,cAAc,CAAC,CAAA;YAC1B,SAAQ;QACV,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,qBAA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|
package/build/ytTrades.js
CHANGED
|
@@ -284,9 +284,9 @@ function simulateSellYt(marketState, args) {
|
|
|
284
284
|
if (syFromMerge <= 0) {
|
|
285
285
|
throw new Error(`Trade too small: merging ${ytIn} YT yields 0 SY`);
|
|
286
286
|
}
|
|
287
|
-
// On-chain
|
|
288
|
-
const ptNeeded = ytIn
|
|
289
|
-
// Match on-chain SellYt exactly: TradePtExactOut with pt_target = yt_in
|
|
287
|
+
// On-chain SellYt forwards yt_in directly as the exact-out PT target.
|
|
288
|
+
const ptNeeded = ytIn;
|
|
289
|
+
// Match on-chain SellYt exactly: TradePtExactOut with pt_target = yt_in and SY budget = syFromMerge
|
|
290
290
|
const swapResult = (0, swapV2_1.simulateSwapExactOut)(marketState, {
|
|
291
291
|
direction: types_1.SwapDirection.SyToPt,
|
|
292
292
|
amountOut: ptNeeded,
|
package/build/ytTrades.js.map
CHANGED
|
@@ -1 +1 @@
|
|
|
1
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-
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|
+
{"version":3,"file":"ytTrades.js","sourceRoot":"","sources":["../src/ytTrades.ts"],"names":[],"mappings":";;AAoFA,sCAkCC;AAoDD,sDA0KC;AAkDD,wCA+CC;AArbD;;;;;;GAMG;AACH,qCAAwC;AACxC,qCAA6D;AAC7D,mCAAwE;AAExE;;;;;GAKG;AACH,SAAS,MAAM,CAAC,cAAsB,EAAE,QAAgB;IACtD,IAAI,cAAc,IAAI,CAAC;QAAE,OAAO,CAAC,CAAA;IACjC,OAAO,IAAI,CAAC,KAAK,CAAC,QAAQ,GAAG,cAAc,CAAC,CAAA;AAC9C,CAAC;AAED;;;;;GAKG;AACH,SAAS,UAAU,CAAC,cAAsB,EAAE,QAAgB;IAC1D,IAAI,cAAc,IAAI,CAAC;QAAE,OAAO,CAAC,CAAA;IACjC,OAAO,IAAI,CAAC,IAAI,CAAC,QAAQ,GAAG,cAAc,CAAC,CAAA;AAC7C,CAAC;AAED;;;;;GAKG;AACH,SAAS,MAAM,CAAC,cAAsB,EAAE,QAAgB;IACtD,OAAO,IAAI,CAAC,KAAK,CAAC,QAAQ,GAAG,cAAc,CAAC,CAAA;AAC9C,CAAC;AA8BD;;;;;;;;;;;;GAYG;AACH,SAAgB,aAAa,CAAC,WAA6B,EAAE,IAAyB;IACpF,MAAM,EAAE,KAAK,EAAE,cAAc,EAAE,cAAc,EAAE,GAAG,IAAI,CAAA;IAEtD,mEAAmE;IACnE,2CAA2C;IAC3C,MAAM,SAAS,GAAG,UAAU,CAAC,cAAc,EAAE,KAAK,CAAC,CAAA;IAEnD,mFAAmF;IACnF,MAAM,WAAW,GAAG,KAAK,CAAA;IAEzB,yCAAyC;IACzC,MAAM,UAAU,GAAG,IAAA,qBAAY,EAAC,WAAW,EAAE;QAC3C,SAAS,EAAE,qBAAa,CAAC,MAAM;QAC/B,QAAQ,EAAE,KAAK;QACf,cAAc;QACd,cAAc;QACd,kBAAkB,EAAE,IAAI;KACzB,CAAC,CAAA;IAEF,MAAM,YAAY,GAAG,UAAU,CAAC,SAAS,CAAA;IAEzC,6EAA6E;IAC7E,MAAM,SAAS,GAAG,SAAS,GAAG,YAAY,CAAA;IAE1C,OAAO;QACL,KAAK;QACL,SAAS;QACT,SAAS;QACT,WAAW;QACX,YAAY;QACZ,KAAK,EAAE,UAAU,CAAC,oBAAoB;QACtC,WAAW,EAAE,UAAU,CAAC,0BAA0B;QAClD,cAAc,EAAE,UAAU,CAAC,cAAc;KAC1C,CAAA;AACH,CAAC;AAWD;;GAEG;AACH,SAAS,kBAAkB,CACzB,WAA6B,EAC7B,QAAgB,EAChB,cAAsB,EACtB,cAAuB;IAEvB,MAAM,SAAS,GAAG,UAAU,CAAC,cAAc,EAAE,QAAQ,CAAC,CAAA;IAEtD,MAAM,UAAU,GAAG,IAAA,qBAAY,EAAC,WAAW,EAAE;QAC3C,SAAS,EAAE,qBAAa,CAAC,MAAM;QAC/B,QAAQ,EAAE,QAAQ;QAClB,cAAc;QACd,cAAc;QACd,kBAAkB,EAAE,IAAI;KACzB,CAAC,CAAA;IAEF,MAAM,YAAY,GAAG,UAAU,CAAC,SAAS,CAAA;IACzC,MAAM,SAAS,GAAG,SAAS,GAAG,YAAY,CAAA;IAE1C,OAAO,EAAE,SAAS,EAAE,SAAS,EAAE,YAAY,EAAE,CAAA;AAC/C,CAAC;AAED;;;;;;;;;;;;;;;GAeG;AACH,SAAgB,qBAAqB,CACnC,WAA6B,EAC7B,IAAiC;IAEjC,MAAM,EAAE,IAAI,EAAE,cAAc,EAAE,cAAc,EAAE,GAAG,IAAI,CAAA;IAErD,IAAI,IAAI,IAAI,CAAC,EAAE,CAAC;QACd,MAAM,IAAI,KAAK,CAAC,uBAAuB,CAAC,CAAA;IAC1C,CAAC;IAED,IAAI,cAAc,IAAI,CAAC,EAAE,CAAC;QACxB,MAAM,IAAI,KAAK,CAAC,iCAAiC,CAAC,CAAA;IACpD,CAAC;IAED,4CAA4C;IAC5C,MAAM,aAAa,GAAG,CAAC,CAAA;IAEvB,sFAAsF;IACtF,2EAA2E;IAC3E,MAAM,iBAAiB,GAAG,MAAM,CAAC,WAAW,CAAC,UAAU,CAAC,SAAS,CAAC,CAAA;IAElE,2DAA2D;IAC3D,IAAI,OAAe,CAAA;IACnB,IAAI,CAAC;QACH,MAAM,SAAS,GAAG,kBAAkB,CAAC,WAAW,EAAE,aAAa,EAAE,cAAc,EAAE,cAAc,CAAC,CAAA;QAChG,OAAO,GAAG,SAAS,CAAC,SAAS,CAAA;IAC/B,CAAC;IAAC,MAAM,CAAC;QACP,MAAM,IAAI,KAAK,CAAC,6CAA6C,CAAC,CAAA;IAChE,CAAC;IAED,+DAA+D;IAC/D,IAAI,OAAO,GAAG,IAAI,EAAE,CAAC;QACnB,MAAM,IAAI,KAAK,CAAC,gCAAgC,aAAa,WAAW,OAAO,iBAAiB,IAAI,eAAe,CAAC,CAAA;IACtH,CAAC;IAED,4CAA4C;IAC5C,sDAAsD;IACtD,IAAI,aAAa,GAAG,IAAI,CAAC,GAAG,CAAC,aAAa,GAAG,CAAC,EAAE,MAAM,CAAC,cAAc,EAAE,IAAI,CAAC,CAAC,CAAA,CAAC,4BAA4B;IAC1G,IAAI,eAAe,GAAG,KAAK,CAAA;IAC3B,IAAI,WAAW,GAAG,aAAa,CAAA;IAC/B,IAAI,aAAa,GAAG,OAAO,CAAA;IAE3B,yCAAyC;IACzC,MAAM,WAAW,GAAG,EAAE,CAAA;IACtB,KAAK,IAAI,OAAO,GAAG,CAAC,EAAE,OAAO,GAAG,WAAW,EAAE,OAAO,EAAE,EAAE,CAAC;QACvD,MAAM,MAAM,GAAG,IAAI,CAAC,GAAG,CAAC,aAAa,GAAG,CAAC,EAAE,IAAI,CAAC,KAAK,CAAC,aAAa,CAAC,CAAC,CAAA;QAErE,IAAI,CAAC;YACH,MAAM,MAAM,GAAG,kBAAkB,CAAC,WAAW,EAAE,MAAM,EAAE,cAAc,EAAE,cAAc,CAAC,CAAA;YAEtF,IAAI,MAAM,CAAC,SAAS,GAAG,IAAI,EAAE,CAAC;gBAC5B,oBAAoB;gBACpB,aAAa,GAAG,MAAM,CAAA;gBACtB,eAAe,GAAG,IAAI,CAAA;gBACtB,MAAK;YACP,CAAC;YAED,8CAA8C;YAC9C,WAAW,GAAG,MAAM,CAAA;YACpB,aAAa,GAAG,MAAM,CAAC,SAAS,CAAA;YAEhC,0CAA0C;YAC1C,qEAAqE;YACrE,MAAM,eAAe,GAAG,IAAI,GAAG,aAAa,CAAA;YAC5C,MAAM,YAAY,GAAG,IAAI,CAAC,GAAG,CAAC,GAAG,EAAE,IAAI,CAAC,GAAG,CAAC,CAAC,EAAE,CAAC,GAAG,eAAe,GAAG,IAAI,CAAC,GAAG,CAAC,aAAa,EAAE,CAAC,CAAC,CAAC,CAAC,CAAA;YACjG,aAAa,GAAG,IAAI,CAAC,IAAI,CAAC,MAAM,GAAG,YAAY,CAAC,CAAA;QAClD,CAAC;QAAC,OAAO,KAAK,EAAE,CAAC;YACf,0DAA0D;YAC1D,IAAI,WAAW,GAAG,aAAa,EAAE,CAAC;gBAChC,6EAA6E;gBAC7E,IAAI,QAAQ,GAAG,WAAW,CAAA;gBAC1B,IAAI,QAAQ,GAAG,MAAM,CAAA;gBAErB,KAAK,IAAI,CAAC,GAAG,CAAC,EAAE,CAAC,GAAG,EAAE,EAAE,CAAC,EAAE,EAAE,CAAC;oBAC5B,MAAM,GAAG,GAAG,IAAI,CAAC,KAAK,CAAC,CAAC,QAAQ,GAAG,QAAQ,CAAC,GAAG,CAAC,CAAC,CAAA;oBACjD,IAAI,CAAC;wBACH,MAAM,SAAS,GAAG,kBAAkB,CAAC,WAAW,EAAE,GAAG,EAAE,cAAc,EAAE,cAAc,CAAC,CAAA;wBACtF,IAAI,SAAS,CAAC,SAAS,GAAG,IAAI,EAAE,CAAC;4BAC/B,QAAQ,GAAG,GAAG,CAAA;4BACd,eAAe,GAAG,IAAI,CAAA;wBACxB,CAAC;6BAAM,CAAC;4BACN,QAAQ,GAAG,GAAG,CAAA;4BACd,WAAW,GAAG,GAAG,CAAA;4BACjB,aAAa,GAAG,SAAS,CAAC,SAAS,CAAA;wBACrC,CAAC;oBACH,CAAC;oBAAC,MAAM,CAAC;wBACP,QAAQ,GAAG,GAAG,CAAA;oBAChB,CAAC;gBACH,CAAC;gBAED,IAAI,eAAe,EAAE,CAAC;oBACpB,aAAa,GAAG,QAAQ,CAAA;gBAC1B,CAAC;qBAAM,CAAC;oBACN,4DAA4D;oBAC5D,MAAM,IAAI,KAAK,CACb,wDAAwD,WAAW,WAAW,aAAa,KAAK;wBAC9F,UAAU,IAAI,EAAE,CACnB,CAAA;gBACH,CAAC;gBACD,MAAK;YACP,CAAC;YAED,mDAAmD;YACnD,IAAI,KAAK,YAAY,KAAK,EAAE,CAAC;gBAC3B,MAAM,KAAK,CAAA;YACb,CAAC;YACD,MAAM,IAAI,KAAK,CAAC,+BAA+B,CAAC,CAAA;QAClD,CAAC;IACH,CAAC;IAED,IAAI,CAAC,eAAe,EAAE,CAAC;QACrB,MAAM,IAAI,KAAK,CACb,kDAAkD,WAAW,aAAa;YACxE,eAAe,WAAW,WAAW,aAAa,YAAY,IAAI,EAAE,CACvE,CAAA;IACH,CAAC;IAED,sBAAsB;IACtB,IAAI,aAAa,IAAI,aAAa,EAAE,CAAC;QACnC,MAAM,IAAI,KAAK,CAAC,uBAAuB,aAAa,SAAS,aAAa,EAAE,CAAC,CAAA;IAC/E,CAAC;IAED,0EAA0E;IAC1E,oEAAoE;IACpE,MAAM,eAAe,GAAG,IAAI,CAAC,GAAG,CAAC,CAAC,EAAE,IAAI,GAAG,MAAM,CAAC,CAAA;IAClD,MAAM,aAAa,GAAG,GAAG,CAAA,CAAC,4CAA4C;IAEtE,MAAM,KAAK,GAAG,IAAA,sBAAa,EACzB,CAAC,OAAe,EAAE,EAAE;QAClB,MAAM,MAAM,GAAG,kBAAkB,CAAC,WAAW,EAAE,OAAO,EAAE,cAAc,EAAE,cAAc,CAAC,CAAA;QACvF,OAAO,MAAM,CAAC,SAAS,GAAG,IAAI,CAAA;IAChC,CAAC,EACD,aAAa,EACb,aAAa,EACb,eAAe,EACf,aAAa,CACd,CAAA;IAED,IAAI,KAAK,KAAK,IAAI,EAAE,CAAC;QACnB,8CAA8C;QAC9C,8BAA8B;QAC9B,MAAM,SAAS,GAAG,kBAAkB,CAAC,WAAW,EAAE,aAAa,EAAE,cAAc,EAAE,cAAc,CAAC,CAAA;QAChG,IAAI,SAAS,GAAiC,IAAI,CAAA;QAClD,IAAI,CAAC;YACH,SAAS,GAAG,kBAAkB,CAAC,WAAW,EAAE,aAAa,EAAE,cAAc,EAAE,cAAc,CAAC,CAAA;QAC5F,CAAC;QAAC,MAAM,CAAC;YACP,iBAAiB;QACnB,CAAC;QAED,MAAM,IAAI,KAAK,CACb,+BAA+B,aAAa,KAAK,aAAa,KAAK;YACjE,UAAU,SAAS,CAAC,SAAS,GAAG,IAAI,YAAY,SAAS,CAAC,CAAC,CAAC,SAAS,CAAC,SAAS,GAAG,IAAI,CAAC,CAAC,CAAC,OAAO,IAAI;YACpG,QAAQ,IAAI,aAAa,eAAe,EAAE,CAC7C,CAAA;IACH,CAAC;IAED,2CAA2C;IAC3C,MAAM,MAAM,GAAG,aAAa,CAAC,WAAW,EAAE;QACxC,KAAK,EAAE,IAAI,CAAC,KAAK,CAAC,KAAK,CAAC,EAAE,wCAAwC;QAClE,cAAc;QACd,cAAc;KACf,CAAC,CAAA;IAEF,IAAI,iBAAiB,GAAG,cAAc,GAAG,MAAM,CAAC,KAAK,GAAG,CAAC,EAAE,CAAC;QAC1D,MAAM,IAAI,KAAK,CACb,sDAAsD,MAAM,CAAC,KAAK,GAAG,CAAC,gBAAgB,iBAAiB,EAAE,CAC1G,CAAA;IACH,CAAC;IAED,OAAO,MAAM,CAAA;AACf,CAAC;AAmCD;;;;;;;;;;;;;;GAcG;AACH,SAAgB,cAAc,CAAC,WAA6B,EAAE,IAA0B;IACtF,MAAM,EAAE,IAAI,EAAE,cAAc,EAAE,cAAc,EAAE,eAAe,GAAG,CAAC,EAAE,GAAG,IAAI,CAAA;IAE1E,IAAI,IAAI,IAAI,CAAC,EAAE,CAAC;QACd,MAAM,IAAI,KAAK,CAAC,uBAAuB,CAAC,CAAA;IAC1C,CAAC;IAED,2CAA2C;IAC3C,MAAM,eAAe,GAAG,MAAM,CAAC,WAAW,CAAC,UAAU,CAAC,SAAS,CAAC,CAAA;IAChE,IAAI,eAAe,GAAG,IAAI,GAAG,CAAC,EAAE,CAAC;QAC/B,MAAM,IAAI,KAAK,CAAC,sDAAsD,IAAI,GAAG,CAAC,gBAAgB,eAAe,EAAE,CAAC,CAAA;IAClH,CAAC;IAED,uFAAuF;IACvF,MAAM,WAAW,GAAG,MAAM,CAAC,cAAc,EAAE,IAAI,CAAC,CAAA;IAEhD,IAAI,WAAW,IAAI,CAAC,EAAE,CAAC;QACrB,MAAM,IAAI,KAAK,CAAC,4BAA4B,IAAI,iBAAiB,CAAC,CAAA;IACpE,CAAC;IAED,sEAAsE;IACtE,MAAM,QAAQ,GAAG,IAAI,CAAA;IAErB,oGAAoG;IACpG,MAAM,UAAU,GAAG,IAAA,6BAAoB,EAAC,WAAW,EAAE;QACnD,SAAS,EAAE,qBAAa,CAAC,MAAM;QAC/B,SAAS,EAAE,QAAQ;QACnB,cAAc;QACd,cAAc;QACd,kBAAkB,EAAE,IAAI;QACxB,kBAAkB,EAAE,WAAW;KAChC,CAAC,CAAA;IAEF,uCAAuC;IACvC,MAAM,gBAAgB,GAAG,WAAW,GAAG,UAAU,CAAC,gBAAgB,CAAA;IAClE,MAAM,eAAe,GAAG,eAAe,GAAG,CAAC,CAAC,CAAC,CAAC,IAAI,CAAC,IAAI,CAAC,CAAC,gBAAgB,GAAG,eAAe,CAAC,GAAG,KAAK,CAAC,CAAC,CAAC,CAAC,CAAC,CAAA;IACzG,MAAM,aAAa,GAAG,gBAAgB,GAAG,eAAe,CAAA;IAExD,OAAO;QACL,IAAI;QACJ,aAAa;QACb,WAAW;QACX,WAAW,EAAE,UAAU,CAAC,gBAAgB;QACxC,KAAK,EAAE,UAAU,CAAC,oBAAoB;QACtC,WAAW,EAAE,UAAU,CAAC,0BAA0B;QAClD,cAAc,EAAE,UAAU,CAAC,cAAc;KAC1C,CAAA;AACH,CAAC"}
|
package/package.json
CHANGED
|
@@ -1,6 +1,6 @@
|
|
|
1
1
|
{
|
|
2
2
|
"name": "@exponent-labs/market-three-math",
|
|
3
|
-
"version": "0.9.
|
|
3
|
+
"version": "0.9.19",
|
|
4
4
|
"main": "build/index.js",
|
|
5
5
|
"types": "build/index.d.ts",
|
|
6
6
|
"license": "AGPL-3.0",
|
|
@@ -10,7 +10,7 @@
|
|
|
10
10
|
"test:live": "ts-node examples/test-live-market.ts"
|
|
11
11
|
},
|
|
12
12
|
"dependencies": {
|
|
13
|
-
"@exponent-labs/exponent-fetcher": "0.9.
|
|
13
|
+
"@exponent-labs/exponent-fetcher": "0.9.19",
|
|
14
14
|
"@solana/web3.js": "^1.95.8"
|
|
15
15
|
},
|
|
16
16
|
"devDependencies": {
|
package/src/addLiquidity.ts
CHANGED
|
@@ -14,6 +14,7 @@ import {
|
|
|
14
14
|
SwapDirection,
|
|
15
15
|
} from "./types"
|
|
16
16
|
import { EffSnap, TicksWrapper, normalizedTimeRemaining } from "./utilsV2"
|
|
17
|
+
import { isLiveTick } from "./tickTree"
|
|
17
18
|
|
|
18
19
|
const TICK_KEY_BASE_POINTS = 1_000_000
|
|
19
20
|
// Keep this in sync with exponent_clmm's add_liquidity helper so off-chain
|
|
@@ -638,8 +639,7 @@ export function simulateAddLiquidity(marketState: MarketThreeState, args: AddLiq
|
|
|
638
639
|
)
|
|
639
640
|
|
|
640
641
|
const currentTickNode = ticks.ticksTree[ticks.currentTick - 1]
|
|
641
|
-
const currentTickKey =
|
|
642
|
-
currentTickNode && currentTickNode.apyBasePoints > 0 ? currentTickNode.apyBasePoints : args.lowerTick
|
|
642
|
+
const currentTickKey = isLiveTick(currentTickNode) ? currentTickNode.apyBasePoints : args.lowerTick
|
|
643
643
|
const splitTickKey =
|
|
644
644
|
currentSpot <= lowerPrice ? args.lowerTick : currentSpot >= upperPrice ? args.upperTick : currentTickKey
|
|
645
645
|
const { sySpent: syNeededWithCrossing, ptSpent: ptNeededWithCrossing } = simulateAccruePrincipalForDeposit({
|
|
@@ -1033,8 +1033,7 @@ export function simulateSwapAndSupply(
|
|
|
1033
1033
|
maxPt: MOCK_AMOUNT,
|
|
1034
1034
|
syExchangeRate,
|
|
1035
1035
|
})
|
|
1036
|
-
// Wrapper flow still executes
|
|
1037
|
-
// (effective exact-out target becomes 2 due +2 safety margin).
|
|
1036
|
+
// Wrapper flow still executes the exact-out CPI with the selected external_pt_to_buy target.
|
|
1038
1037
|
let externalPtToBuy = 0
|
|
1039
1038
|
if (syBudget > 0 && mockNeeds.ptSpent > 0) {
|
|
1040
1039
|
if (mockNeeds.sySpent > 0) {
|
|
@@ -1353,7 +1352,7 @@ function simulateBuyPtExactOutWrapper(
|
|
|
1353
1352
|
} {
|
|
1354
1353
|
const maxSyBudget = Math.max(0, Math.floor(syBudget))
|
|
1355
1354
|
const exactOutSyConstraint = maxSyBudget + Math.max(0, Math.floor(exactOutEstimateSlack))
|
|
1356
|
-
const effectivePtOutTarget = Math.max(0, Math.floor(ptConstraint))
|
|
1355
|
+
const effectivePtOutTarget = Math.max(0, Math.floor(ptConstraint))
|
|
1357
1356
|
|
|
1358
1357
|
if (maxSyBudget === 0) {
|
|
1359
1358
|
return {
|
|
@@ -1373,7 +1372,7 @@ function simulateBuyPtExactOutWrapper(
|
|
|
1373
1372
|
})
|
|
1374
1373
|
}
|
|
1375
1374
|
|
|
1376
|
-
// WrapperProvideLiquidityBase
|
|
1375
|
+
// WrapperProvideLiquidityBase forwards external_pt_to_buy directly to exact-out.
|
|
1377
1376
|
// Do not fallback to lower exact-out targets here, otherwise client simulation can
|
|
1378
1377
|
// accept candidates that deterministically fail on-chain with InsufficientBudgetSY.
|
|
1379
1378
|
let bestQuote: ReturnType<typeof tryExactOut>
|
|
@@ -107,6 +107,18 @@ describe("existing position equalization", () => {
|
|
|
107
107
|
])
|
|
108
108
|
})
|
|
109
109
|
|
|
110
|
+
it("accepts live tick zero in crossing equalization ranges", () => {
|
|
111
|
+
const ticks = makeTicks()
|
|
112
|
+
ticks.ticksTree[0].apyBasePoints = 0
|
|
113
|
+
ticks.ticksTree[0].impliedRate = 1
|
|
114
|
+
ticks.ticksTree[0].liquidityGross = 1n
|
|
115
|
+
|
|
116
|
+
const equalization = computeExistingPositionEqualization(ticks, makePosition())
|
|
117
|
+
|
|
118
|
+
expect(equalization.sySpent).toBe(700n)
|
|
119
|
+
expect(equalization.ptSpent).toBe(500n)
|
|
120
|
+
})
|
|
121
|
+
|
|
110
122
|
it("rejects overfilled crossing positions instead of producing remove plans", () => {
|
|
111
123
|
const position = makePosition()
|
|
112
124
|
position.lpBalance = 90n
|
|
@@ -1,5 +1,7 @@
|
|
|
1
1
|
import type { LpPositionCLMM, Tick, Ticks } from "@exponent-labs/exponent-fetcher"
|
|
2
2
|
|
|
3
|
+
import { isLiveTick, successorTickIdx } from "./tickTree"
|
|
4
|
+
|
|
3
5
|
const SENTINEL_TICK_INDEX = 0xffffffff
|
|
4
6
|
const PRECISE_NUMBER_DENOM = 1_000_000_000_000n
|
|
5
7
|
const U64_MAX = (1n << 64n) - 1n
|
|
@@ -80,7 +82,7 @@ const fastMulRatioRaw = (rawPreciseNumber: bigint, numerator: bigint, denominato
|
|
|
80
82
|
|
|
81
83
|
const getTickByIndex = (ticks: Ticks, tickIdx: number): Tick => {
|
|
82
84
|
const tick = ticks.ticksTree[tickIdx - 1]
|
|
83
|
-
if (!tick
|
|
85
|
+
if (!isLiveTick(tick)) {
|
|
84
86
|
throw invariantError(`missing tick at index ${tickIdx}`)
|
|
85
87
|
}
|
|
86
88
|
|
|
@@ -89,22 +91,7 @@ const getTickByIndex = (ticks: Ticks, tickIdx: number): Tick => {
|
|
|
89
91
|
|
|
90
92
|
const getTickKey = (ticks: Ticks, tickIdx: number) => getTickByIndex(ticks, tickIdx).apyBasePoints
|
|
91
93
|
|
|
92
|
-
const successorIdx = (ticks: Ticks, tickIdx: number): number | null =>
|
|
93
|
-
const tickKey = getTickKey(ticks, tickIdx)
|
|
94
|
-
let best: { tickIdx: number; key: number } | null = null
|
|
95
|
-
|
|
96
|
-
for (let index = 0; index < ticks.ticksTree.length; index++) {
|
|
97
|
-
const key = ticks.ticksTree[index].apyBasePoints
|
|
98
|
-
if (key <= tickKey) {
|
|
99
|
-
continue
|
|
100
|
-
}
|
|
101
|
-
if (!best || key < best.key) {
|
|
102
|
-
best = { tickIdx: index + 1, key }
|
|
103
|
-
}
|
|
104
|
-
}
|
|
105
|
-
|
|
106
|
-
return best?.tickIdx ?? null
|
|
107
|
-
}
|
|
94
|
+
const successorIdx = (ticks: Ticks, tickIdx: number): number | null => successorTickIdx(ticks, tickIdx)
|
|
108
95
|
|
|
109
96
|
const isCrossingSplitActive = (position: LpPositionCLMM) =>
|
|
110
97
|
position.crossingSplit.crossLeftIdx !== SENTINEL_TICK_INDEX &&
|