@meteora-ag/dynamic-bonding-curve-sdk 1.4.6-rc.2 → 1.4.7
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/dist/index.cjs +35 -186
- package/dist/index.cjs.map +1 -1
- package/dist/index.d.cts +1 -13
- package/dist/index.d.ts +1 -13
- package/dist/index.js +34 -185
- package/dist/index.js.map +1 -1
- package/package.json +1 -1
package/dist/index.d.cts
CHANGED
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@@ -5560,12 +5560,6 @@ type BuildCurveWithTwoSegmentsParams = BuildCurveBaseParams & {
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migrationMarketCap: number;
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percentageSupplyOnMigration: number;
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};
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type BuildCurveWithMidPriceParams = BuildCurveBaseParams & {
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initialMarketCap: number;
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migrationMarketCap: number;
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midPrice: number;
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percentageSupplyOnMigration: number;
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};
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type BuildCurveWithLiquidityWeightsParams = BuildCurveBaseParams & {
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initialMarketCap: number;
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migrationMarketCap: number;
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@@ -7250,12 +7244,6 @@ declare function buildCurveWithMarketCap(buildCurveWithMarketCapParam: BuildCurv
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* @returns The build custom constant product curve by market cap
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*/
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declare function buildCurveWithTwoSegments(buildCurveWithTwoSegmentsParam: BuildCurveWithTwoSegmentsParams): ConfigParameters;
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/**
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* Build a custom constant product curve with a mid price. This will create a two segment curve with a start price -> mid price, and a mid price -> migration price.
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* @param buildCurveWithMidPriceParam - The parameters for the custom constant product curve with a mid price
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* @returns The build custom constant product curve by mid price
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*/
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declare function buildCurveWithMidPrice(buildCurveWithMidPriceParam: BuildCurveWithMidPriceParams): ConfigParameters;
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/**
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* Build a custom curve graph with liquidity weights, changing the curve shape based on the liquidity weights
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* @param buildCurveWithLiquidityWeightsParam - The parameters for the custom constant product curve with liquidity weights
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@@ -21674,4 +21662,4 @@ var idl = {
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types: types
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};
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-
export { ActivationType, BASE_ADDRESS, BASIS_POINT_MAX, BIN_STEP_BPS_DEFAULT, BIN_STEP_BPS_U128_DEFAULT, type BaseFee, type BaseFeeConfig, type BaseFeeHandler, BaseFeeMode, type BaseFeeParams, type BuildCurveBaseParams, type BuildCurveParams, type BuildCurveWithLiquidityWeightsParams, type BuildCurveWithMarketCapParams, type
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+
export { ActivationType, BASE_ADDRESS, BASIS_POINT_MAX, BIN_STEP_BPS_DEFAULT, BIN_STEP_BPS_U128_DEFAULT, type BaseFee, type BaseFeeConfig, type BaseFeeHandler, BaseFeeMode, type BaseFeeParams, type BuildCurveBaseParams, type BuildCurveParams, type BuildCurveWithLiquidityWeightsParams, type BuildCurveWithMarketCapParams, type BuildCurveWithTwoSegmentsParams, type ClaimCreatorTradingFee2Params, type ClaimCreatorTradingFeeParams, type ClaimCreatorTradingFeeWithQuoteMintNotSolParams, type ClaimCreatorTradingFeeWithQuoteMintSolParams, type ClaimPartnerTradingFeeWithQuoteMintNotSolParams, type ClaimPartnerTradingFeeWithQuoteMintSolParams, type ClaimTradingFee2Params, type ClaimTradingFeeParams, CollectFeeMode, type ConfigParameters, type CreateConfigAccounts, type CreateConfigAndPoolParams, type CreateConfigAndPoolWithFirstBuyParams, type CreateConfigParams, type CreateDammV1MigrationMetadataParams, type CreateLockerParams, type CreatePartnerMetadataParameters, type CreatePartnerMetadataParams, type CreatePoolParams, type CreatePoolWithFirstBuyParams, type CreatePoolWithPartnerAndCreatorFirstBuyParams, type CreateVirtualPoolMetadataParams, type CreatorFirstBuyParams, CreatorService, type CreatorWithdrawSurplusParams, DAMM_V1_MIGRATION_FEE_ADDRESS, DAMM_V1_PROGRAM_ID, DAMM_V2_MIGRATION_FEE_ADDRESS, DAMM_V2_PROGRAM_ID, DYNAMIC_BONDING_CURVE_PROGRAM_ID, DYNAMIC_FEE_DECAY_PERIOD_DEFAULT, DYNAMIC_FEE_FILTER_PERIOD_DEFAULT, DYNAMIC_FEE_REDUCTION_FACTOR_DEFAULT, DYNAMIC_FEE_ROUNDING_OFFSET, DYNAMIC_FEE_SCALING_FACTOR, type DammLpTokenParams, DammV2DynamicFeeMode, DynamicBondingCurveClient, idl as DynamicBondingCurveIdl, DynamicBondingCurveProgram, type DynamicBondingCurve as DynamicBondingCurveTypes, type DynamicCurveProgram, type DynamicFeeConfig, type DynamicFeeParameters, FEE_DENOMINATOR, type FeeMode, type FeeOnAmountResult, FeeRateLimiter, type FeeResult, FeeScheduler, type FeeSchedulerParams, type FirstBuyParams, type InitializePoolBaseParams, type InitializePoolParameters, LOCKER_PROGRAM_ID, type LiquidityDistributionParameters, type LockEscrow, type LockedVestingParameters, type LockedVestingParams, MAX_CREATOR_MIGRATION_FEE_PERCENTAGE, MAX_CURVE_POINT, MAX_DYNAMIC_FEE_PERCENTAGE, MAX_FEE_BPS, MAX_FEE_NUMERATOR, MAX_MIGRATED_POOL_FEE_BPS, MAX_MIGRATION_FEE_PERCENTAGE, MAX_PRICE_CHANGE_BPS_DEFAULT, MAX_RATE_LIMITER_DURATION_IN_SECONDS, MAX_RATE_LIMITER_DURATION_IN_SLOTS, MAX_SQRT_PRICE, METAPLEX_PROGRAM_ID, MIN_FEE_BPS, MIN_FEE_NUMERATOR, MIN_MIGRATED_POOL_FEE_BPS, MIN_SQRT_PRICE, type MeteoraDammMigrationMetadata, type MigrateToDammV1Params, type MigrateToDammV2Params, type MigrateToDammV2Response, type MigratedPoolFee, MigrationFeeOption, MigrationOption, MigrationService, OFFSET, ONE_Q64, PARTNER_SURPLUS_SHARE, type PartnerFirstBuyParams, type PartnerMetadata, PartnerService, type PartnerWithdrawSurplusParams, type PoolConfig, type PoolFeeParameters, type PoolFees, type PoolFeesConfig, PoolService, type PreCreatePoolParams, type PrepareSwapParams, RESOLUTION, type RateLimiterParams, Rounding, SLOT_DURATION, SWAP_BUFFER_PERCENTAGE, SafeMath, StateService, type Swap2Params, type SwapAmount, SwapMode, type SwapParams, type SwapQuote2Params, type SwapQuote2Result, type SwapQuoteParams, type SwapQuoteResult, type SwapResult, type SwapResult2, TIMESTAMP_DURATION, TokenDecimal, TokenType, TokenUpdateAuthorityOption, TradeDirection, type TransferPoolCreatorParams, U128_MAX, U16_MAX, U64_MAX, VAULT_PROGRAM_ID, type VirtualPool, type VirtualPoolMetadata, type VolatilityTracker, type WithdrawLeftoverParams, type WithdrawMigrationFeeParams, bpsToFeeNumerator, buildCurve, buildCurveWithLiquidityWeights, buildCurveWithMarketCap, buildCurveWithTwoSegments, calculateBaseToQuoteFromAmountIn, calculateBaseToQuoteFromAmountOut, calculateFeeSchedulerEndingBaseFeeBps, calculateQuoteToBaseFromAmountIn, calculateQuoteToBaseFromAmountOut, checkRateLimiterApplied, cleanUpTokenAccountTx, convertDecimalToBN, convertToLamports, createDammV1Program, createDammV2Program, createDbcProgram, createInitializePermissionlessDynamicVaultIx, createLockEscrowIx, createProgramAccountFilter, createVaultProgram, deriveBaseKeyForLocker, deriveDammV1EventAuthority, deriveDammV1LockEscrowAddress, deriveDammV1LpMintAddress, deriveDammV1MigrationMetadataAddress, deriveDammV1PoolAddress, deriveDammV1PoolAuthority, deriveDammV1ProtocolFeeAddress, deriveDammV1VaultLPAddress, deriveDammV2EventAuthority, deriveDammV2LockEscrowAddress, deriveDammV2MigrationMetadataAddress, deriveDammV2PoolAddress, deriveDammV2PoolAuthority, deriveDammV2TokenVaultAddress, deriveDbcEventAuthority, deriveDbcPoolAddress, deriveDbcPoolAuthority, deriveDbcPoolMetadata, deriveDbcTokenVaultAddress, deriveEscrow, deriveLockerEventAuthority, deriveMintMetadata, derivePartnerMetadata, derivePositionAddress, derivePositionNftAccount, deriveTokenVaultKey, deriveVaultAddress, deriveVaultLpMintAddress, deriveVaultPdas, feeNumeratorToBps, findAssociatedTokenAddress, fromDecimalToBN, getAccountCreationTimestamp, getAccountCreationTimestamps, getAccountData, getBaseFeeHandler, getBaseFeeNumerator, getBaseFeeNumeratorByPeriod, getBaseFeeParams, getBaseTokenForSwap, getCheckedAmounts, getCurrentPoint, getDeltaAmountBaseUnsigned, getDeltaAmountBaseUnsigned256, getDeltaAmountBaseUnsignedUnchecked, getDeltaAmountQuoteUnsigned, getDeltaAmountQuoteUnsigned256, getDeltaAmountQuoteUnsignedUnchecked, getDynamicFeeParams, getExcludedFeeAmount, getFeeMode, getFeeNumeratorFromExcludedAmount, getFeeNumeratorFromIncludedAmount, getFeeNumeratorOnExponentialFeeScheduler, getFeeNumeratorOnLinearFeeScheduler, getFeeOnAmount, getFeeSchedulerParams, getFirstCurve, getFirstKey, getIncludedFeeAmount, getInitialLiquidityFromDeltaBase, getInitialLiquidityFromDeltaQuote, getLiquidity, getLockedVestingParams, getMaxBaseFeeNumerator, getMaxIndex, getMaxOutAmountWithMinBaseFee, getMigratedPoolFeeParams, getMigrationBaseToken, getMigrationQuoteAmount, getMigrationQuoteAmountFromMigrationQuoteThreshold, getMigrationQuoteThresholdFromMigrationQuoteAmount, getMigrationThresholdPrice, getMinBaseFeeNumerator, getNextSqrtPriceFromBaseAmountInRoundingUp, getNextSqrtPriceFromBaseAmountOutRoundingUp, getNextSqrtPriceFromInput, getNextSqrtPriceFromOutput, getNextSqrtPriceFromQuoteAmountInRoundingDown, getNextSqrtPriceFromQuoteAmountOutRoundingDown, getOrCreateATAInstruction, getPercentageSupplyOnMigration, getPriceFromSqrtPrice, getQuoteReserveFromNextSqrtPrice, getRateLimiterExcludedFeeAmount, getRateLimiterParams, getSecondKey, getSqrtPriceFromMarketCap, getSqrtPriceFromPrice, getSwapAmountWithBuffer, getSwapResult, getSwapResultFromExactInput, getSwapResultFromExactOutput, getSwapResultFromPartialInput, getTokenDecimals, getTokenProgram, getTokenType, getTokenomics, getTotalFeeNumerator, getTotalFeeNumeratorFromExcludedFeeAmount, getTotalFeeNumeratorFromIncludedFeeAmount, getTotalSupplyFromCurve, getTotalTokenSupply, getTotalVestingAmount, getTwoCurve, getVariableFeeNumerator, isDefaultLockedVesting, isDynamicFeeEnabled, isNativeSol, isNonZeroRateLimiter, isRateLimiterApplied, isZeroRateLimiter, mulDiv, mulShr, pow, prepareSwapAmountParam, prepareTokenAccountTx, splitFees, sqrt, swapQuote, swapQuoteExactIn, swapQuoteExactOut, swapQuotePartialFill, toNumerator, unwrapSOLInstruction, validateActivationType, validateBalance, validateBaseTokenType, validateCollectFeeMode, validateConfigParameters, validateCurve, validateFeeRateLimiter, validateFeeScheduler, validateLPPercentages, validateMigratedPoolFee, validateMigrationAndTokenType, validateMigrationFee, validateMigrationFeeOption, validatePoolFees, validateSwapAmount, validateTokenDecimals, validateTokenSupply, validateTokenUpdateAuthorityOptions, wrapSOLInstruction };
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package/dist/index.d.ts
CHANGED
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@@ -5560,12 +5560,6 @@ type BuildCurveWithTwoSegmentsParams = BuildCurveBaseParams & {
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migrationMarketCap: number;
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percentageSupplyOnMigration: number;
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};
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type BuildCurveWithMidPriceParams = BuildCurveBaseParams & {
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initialMarketCap: number;
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migrationMarketCap: number;
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midPrice: number;
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percentageSupplyOnMigration: number;
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};
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type BuildCurveWithLiquidityWeightsParams = BuildCurveBaseParams & {
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initialMarketCap: number;
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migrationMarketCap: number;
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@@ -7250,12 +7244,6 @@ declare function buildCurveWithMarketCap(buildCurveWithMarketCapParam: BuildCurv
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* @returns The build custom constant product curve by market cap
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*/
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declare function buildCurveWithTwoSegments(buildCurveWithTwoSegmentsParam: BuildCurveWithTwoSegmentsParams): ConfigParameters;
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/**
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* Build a custom constant product curve with a mid price. This will create a two segment curve with a start price -> mid price, and a mid price -> migration price.
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* @param buildCurveWithMidPriceParam - The parameters for the custom constant product curve with a mid price
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* @returns The build custom constant product curve by mid price
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*/
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declare function buildCurveWithMidPrice(buildCurveWithMidPriceParam: BuildCurveWithMidPriceParams): ConfigParameters;
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/**
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* Build a custom curve graph with liquidity weights, changing the curve shape based on the liquidity weights
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* @param buildCurveWithLiquidityWeightsParam - The parameters for the custom constant product curve with liquidity weights
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@@ -21674,4 +21662,4 @@ var idl = {
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types: types
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};
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-
export { ActivationType, BASE_ADDRESS, BASIS_POINT_MAX, BIN_STEP_BPS_DEFAULT, BIN_STEP_BPS_U128_DEFAULT, type BaseFee, type BaseFeeConfig, type BaseFeeHandler, BaseFeeMode, type BaseFeeParams, type BuildCurveBaseParams, type BuildCurveParams, type BuildCurveWithLiquidityWeightsParams, type BuildCurveWithMarketCapParams, type
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export { ActivationType, BASE_ADDRESS, BASIS_POINT_MAX, BIN_STEP_BPS_DEFAULT, BIN_STEP_BPS_U128_DEFAULT, type BaseFee, type BaseFeeConfig, type BaseFeeHandler, BaseFeeMode, type BaseFeeParams, type BuildCurveBaseParams, type BuildCurveParams, type BuildCurveWithLiquidityWeightsParams, type BuildCurveWithMarketCapParams, type BuildCurveWithTwoSegmentsParams, type ClaimCreatorTradingFee2Params, type ClaimCreatorTradingFeeParams, type ClaimCreatorTradingFeeWithQuoteMintNotSolParams, type ClaimCreatorTradingFeeWithQuoteMintSolParams, type ClaimPartnerTradingFeeWithQuoteMintNotSolParams, type ClaimPartnerTradingFeeWithQuoteMintSolParams, type ClaimTradingFee2Params, type ClaimTradingFeeParams, CollectFeeMode, type ConfigParameters, type CreateConfigAccounts, type CreateConfigAndPoolParams, type CreateConfigAndPoolWithFirstBuyParams, type CreateConfigParams, type CreateDammV1MigrationMetadataParams, type CreateLockerParams, type CreatePartnerMetadataParameters, type CreatePartnerMetadataParams, type CreatePoolParams, type CreatePoolWithFirstBuyParams, type CreatePoolWithPartnerAndCreatorFirstBuyParams, type CreateVirtualPoolMetadataParams, type CreatorFirstBuyParams, CreatorService, type CreatorWithdrawSurplusParams, DAMM_V1_MIGRATION_FEE_ADDRESS, DAMM_V1_PROGRAM_ID, DAMM_V2_MIGRATION_FEE_ADDRESS, DAMM_V2_PROGRAM_ID, DYNAMIC_BONDING_CURVE_PROGRAM_ID, DYNAMIC_FEE_DECAY_PERIOD_DEFAULT, DYNAMIC_FEE_FILTER_PERIOD_DEFAULT, DYNAMIC_FEE_REDUCTION_FACTOR_DEFAULT, DYNAMIC_FEE_ROUNDING_OFFSET, DYNAMIC_FEE_SCALING_FACTOR, type DammLpTokenParams, DammV2DynamicFeeMode, DynamicBondingCurveClient, idl as DynamicBondingCurveIdl, DynamicBondingCurveProgram, type DynamicBondingCurve as DynamicBondingCurveTypes, type DynamicCurveProgram, type DynamicFeeConfig, type DynamicFeeParameters, FEE_DENOMINATOR, type FeeMode, type FeeOnAmountResult, FeeRateLimiter, type FeeResult, FeeScheduler, type FeeSchedulerParams, type FirstBuyParams, type InitializePoolBaseParams, type InitializePoolParameters, LOCKER_PROGRAM_ID, type LiquidityDistributionParameters, type LockEscrow, type LockedVestingParameters, type LockedVestingParams, MAX_CREATOR_MIGRATION_FEE_PERCENTAGE, MAX_CURVE_POINT, MAX_DYNAMIC_FEE_PERCENTAGE, MAX_FEE_BPS, MAX_FEE_NUMERATOR, MAX_MIGRATED_POOL_FEE_BPS, MAX_MIGRATION_FEE_PERCENTAGE, MAX_PRICE_CHANGE_BPS_DEFAULT, MAX_RATE_LIMITER_DURATION_IN_SECONDS, MAX_RATE_LIMITER_DURATION_IN_SLOTS, MAX_SQRT_PRICE, METAPLEX_PROGRAM_ID, MIN_FEE_BPS, MIN_FEE_NUMERATOR, MIN_MIGRATED_POOL_FEE_BPS, MIN_SQRT_PRICE, type MeteoraDammMigrationMetadata, type MigrateToDammV1Params, type MigrateToDammV2Params, type MigrateToDammV2Response, type MigratedPoolFee, MigrationFeeOption, MigrationOption, MigrationService, OFFSET, ONE_Q64, PARTNER_SURPLUS_SHARE, type PartnerFirstBuyParams, type PartnerMetadata, PartnerService, type PartnerWithdrawSurplusParams, type PoolConfig, type PoolFeeParameters, type PoolFees, type PoolFeesConfig, PoolService, type PreCreatePoolParams, type PrepareSwapParams, RESOLUTION, type RateLimiterParams, Rounding, SLOT_DURATION, SWAP_BUFFER_PERCENTAGE, SafeMath, StateService, type Swap2Params, type SwapAmount, SwapMode, type SwapParams, type SwapQuote2Params, type SwapQuote2Result, type SwapQuoteParams, type SwapQuoteResult, type SwapResult, type SwapResult2, TIMESTAMP_DURATION, TokenDecimal, TokenType, TokenUpdateAuthorityOption, TradeDirection, type TransferPoolCreatorParams, U128_MAX, U16_MAX, U64_MAX, VAULT_PROGRAM_ID, type VirtualPool, type VirtualPoolMetadata, type VolatilityTracker, type WithdrawLeftoverParams, type WithdrawMigrationFeeParams, bpsToFeeNumerator, buildCurve, buildCurveWithLiquidityWeights, buildCurveWithMarketCap, buildCurveWithTwoSegments, calculateBaseToQuoteFromAmountIn, calculateBaseToQuoteFromAmountOut, calculateFeeSchedulerEndingBaseFeeBps, calculateQuoteToBaseFromAmountIn, calculateQuoteToBaseFromAmountOut, checkRateLimiterApplied, cleanUpTokenAccountTx, convertDecimalToBN, convertToLamports, createDammV1Program, createDammV2Program, createDbcProgram, createInitializePermissionlessDynamicVaultIx, createLockEscrowIx, createProgramAccountFilter, createVaultProgram, deriveBaseKeyForLocker, deriveDammV1EventAuthority, deriveDammV1LockEscrowAddress, deriveDammV1LpMintAddress, deriveDammV1MigrationMetadataAddress, deriveDammV1PoolAddress, deriveDammV1PoolAuthority, deriveDammV1ProtocolFeeAddress, deriveDammV1VaultLPAddress, deriveDammV2EventAuthority, deriveDammV2LockEscrowAddress, deriveDammV2MigrationMetadataAddress, deriveDammV2PoolAddress, deriveDammV2PoolAuthority, deriveDammV2TokenVaultAddress, deriveDbcEventAuthority, deriveDbcPoolAddress, deriveDbcPoolAuthority, deriveDbcPoolMetadata, deriveDbcTokenVaultAddress, deriveEscrow, deriveLockerEventAuthority, deriveMintMetadata, derivePartnerMetadata, derivePositionAddress, derivePositionNftAccount, deriveTokenVaultKey, deriveVaultAddress, deriveVaultLpMintAddress, deriveVaultPdas, feeNumeratorToBps, findAssociatedTokenAddress, fromDecimalToBN, getAccountCreationTimestamp, getAccountCreationTimestamps, getAccountData, getBaseFeeHandler, getBaseFeeNumerator, getBaseFeeNumeratorByPeriod, getBaseFeeParams, getBaseTokenForSwap, getCheckedAmounts, getCurrentPoint, getDeltaAmountBaseUnsigned, getDeltaAmountBaseUnsigned256, getDeltaAmountBaseUnsignedUnchecked, getDeltaAmountQuoteUnsigned, getDeltaAmountQuoteUnsigned256, getDeltaAmountQuoteUnsignedUnchecked, getDynamicFeeParams, getExcludedFeeAmount, getFeeMode, getFeeNumeratorFromExcludedAmount, getFeeNumeratorFromIncludedAmount, getFeeNumeratorOnExponentialFeeScheduler, getFeeNumeratorOnLinearFeeScheduler, getFeeOnAmount, getFeeSchedulerParams, getFirstCurve, getFirstKey, getIncludedFeeAmount, getInitialLiquidityFromDeltaBase, getInitialLiquidityFromDeltaQuote, getLiquidity, getLockedVestingParams, getMaxBaseFeeNumerator, getMaxIndex, getMaxOutAmountWithMinBaseFee, getMigratedPoolFeeParams, getMigrationBaseToken, getMigrationQuoteAmount, getMigrationQuoteAmountFromMigrationQuoteThreshold, getMigrationQuoteThresholdFromMigrationQuoteAmount, getMigrationThresholdPrice, getMinBaseFeeNumerator, getNextSqrtPriceFromBaseAmountInRoundingUp, getNextSqrtPriceFromBaseAmountOutRoundingUp, getNextSqrtPriceFromInput, getNextSqrtPriceFromOutput, getNextSqrtPriceFromQuoteAmountInRoundingDown, getNextSqrtPriceFromQuoteAmountOutRoundingDown, getOrCreateATAInstruction, getPercentageSupplyOnMigration, getPriceFromSqrtPrice, getQuoteReserveFromNextSqrtPrice, getRateLimiterExcludedFeeAmount, getRateLimiterParams, getSecondKey, getSqrtPriceFromMarketCap, getSqrtPriceFromPrice, getSwapAmountWithBuffer, getSwapResult, getSwapResultFromExactInput, getSwapResultFromExactOutput, getSwapResultFromPartialInput, getTokenDecimals, getTokenProgram, getTokenType, getTokenomics, getTotalFeeNumerator, getTotalFeeNumeratorFromExcludedFeeAmount, getTotalFeeNumeratorFromIncludedFeeAmount, getTotalSupplyFromCurve, getTotalTokenSupply, getTotalVestingAmount, getTwoCurve, getVariableFeeNumerator, isDefaultLockedVesting, isDynamicFeeEnabled, isNativeSol, isNonZeroRateLimiter, isRateLimiterApplied, isZeroRateLimiter, mulDiv, mulShr, pow, prepareSwapAmountParam, prepareTokenAccountTx, splitFees, sqrt, swapQuote, swapQuoteExactIn, swapQuoteExactOut, swapQuotePartialFill, toNumerator, unwrapSOLInstruction, validateActivationType, validateBalance, validateBaseTokenType, validateCollectFeeMode, validateConfigParameters, validateCurve, validateFeeRateLimiter, validateFeeScheduler, validateLPPercentages, validateMigratedPoolFee, validateMigrationAndTokenType, validateMigrationFee, validateMigrationFeeOption, validatePoolFees, validateSwapAmount, validateTokenDecimals, validateTokenSupply, validateTokenUpdateAuthorityOptions, wrapSOLInstruction };
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package/dist/index.js
CHANGED
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let product2 = numerator3.mul(numerator4);
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let midSqrtPriceDecimal3 = Decimal4.pow(product2, 0.25);
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let midSqrtPrice3 = new BN14(midSqrtPriceDecimal3.floor().toFixed());
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let midPrices = [
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let midPrices = [midSqrtPrice1, midSqrtPrice2, midSqrtPrice3];
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let sqrtStartPrice = new BN14(0);
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let curve = [];
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for (let i = 0; i < midPrices.length; i++) {
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};
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return instructionParams;
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}
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function buildCurveWithMidPrice(buildCurveWithMidPriceParam) {
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const {
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totalTokenSupply,
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initialMarketCap,
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migrationMarketCap,
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midPrice,
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percentageSupplyOnMigration,
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migrationOption,
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tokenBaseDecimal,
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tokenQuoteDecimal,
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creatorTradingFeePercentage,
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collectFeeMode,
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leftover,
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tokenType,
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partnerLpPercentage,
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creatorLpPercentage,
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partnerLockedLpPercentage,
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creatorLockedLpPercentage,
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activationType,
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dynamicFeeEnabled,
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migrationFeeOption,
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migrationFee,
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tokenUpdateAuthority,
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baseFeeParams,
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migratedPoolFee
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} = buildCurveWithMidPriceParam;
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const baseFee = getBaseFeeParams(
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baseFeeParams,
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tokenQuoteDecimal,
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activationType
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);
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const {
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|
|
3639
|
-
numberOfVestingPeriod,
|
|
3640
|
-
cliffUnlockAmount,
|
|
3641
|
-
totalVestingDuration,
|
|
3642
|
-
cliffDurationFromMigrationTime
|
|
3643
|
-
} = buildCurveWithMidPriceParam.lockedVestingParam;
|
|
3644
|
-
const lockedVesting = getLockedVestingParams(
|
|
3645
|
-
totalLockedVestingAmount,
|
|
3646
|
-
numberOfVestingPeriod,
|
|
3647
|
-
cliffUnlockAmount,
|
|
3648
|
-
totalVestingDuration,
|
|
3649
|
-
cliffDurationFromMigrationTime,
|
|
3650
|
-
tokenBaseDecimal
|
|
3651
|
-
);
|
|
3652
|
-
const migratedPoolFeeParams = getMigratedPoolFeeParams(
|
|
3653
|
-
migrationOption,
|
|
3654
|
-
migrationFeeOption,
|
|
3655
|
-
migratedPoolFee
|
|
3656
|
-
);
|
|
3657
|
-
let migrationBaseSupply = new BN14(totalTokenSupply).mul(new BN14(percentageSupplyOnMigration)).div(new BN14(100));
|
|
3658
|
-
let totalSupply = convertToLamports(totalTokenSupply, tokenBaseDecimal);
|
|
3659
|
-
let migrationQuoteAmount = getMigrationQuoteAmount(
|
|
3660
|
-
new Decimal4(migrationMarketCap),
|
|
3661
|
-
new Decimal4(percentageSupplyOnMigration)
|
|
3662
|
-
);
|
|
3663
|
-
let migrationQuoteThreshold = getMigrationQuoteThresholdFromMigrationQuoteAmount(
|
|
3664
|
-
migrationQuoteAmount,
|
|
3665
|
-
new Decimal4(migrationFee.feePercentage)
|
|
3666
|
-
);
|
|
3667
|
-
let migrationPrice = migrationQuoteAmount.div(
|
|
3668
|
-
new Decimal4(migrationBaseSupply.toString())
|
|
3669
|
-
);
|
|
3670
|
-
let migrationQuoteThresholdInLamport = fromDecimalToBN(
|
|
3671
|
-
migrationQuoteThreshold.mul(new Decimal4(10 ** tokenQuoteDecimal))
|
|
3672
|
-
);
|
|
3673
|
-
let migrationQuoteAmountInLamport = fromDecimalToBN(
|
|
3674
|
-
migrationQuoteAmount.mul(new Decimal4(10 ** tokenQuoteDecimal))
|
|
3675
|
-
);
|
|
3676
|
-
let migrateSqrtPrice = getSqrtPriceFromPrice(
|
|
3677
|
-
migrationPrice.toString(),
|
|
3678
|
-
tokenBaseDecimal,
|
|
3679
|
-
tokenQuoteDecimal
|
|
3680
|
-
);
|
|
3681
|
-
let migrationBaseAmount = getMigrationBaseToken(
|
|
3682
|
-
migrationQuoteAmountInLamport,
|
|
3683
|
-
migrateSqrtPrice,
|
|
3684
|
-
migrationOption
|
|
3685
|
-
);
|
|
3686
|
-
let totalVestingAmount = getTotalVestingAmount(lockedVesting);
|
|
3687
|
-
let totalLeftover = convertToLamports(leftover, tokenBaseDecimal);
|
|
3688
|
-
let swapAmount = totalSupply.sub(migrationBaseAmount).sub(totalVestingAmount).sub(totalLeftover);
|
|
3689
|
-
let initialSqrtPrice = getSqrtPriceFromMarketCap(
|
|
3690
|
-
initialMarketCap,
|
|
3691
|
-
totalTokenSupply,
|
|
3692
|
-
tokenBaseDecimal,
|
|
3693
|
-
tokenQuoteDecimal
|
|
3694
|
-
);
|
|
3695
|
-
const midSqrtPrice = getSqrtPriceFromPrice(
|
|
3696
|
-
midPrice.toString(),
|
|
3697
|
-
tokenBaseDecimal,
|
|
3698
|
-
tokenQuoteDecimal
|
|
3699
|
-
);
|
|
3700
|
-
let sqrtStartPrice = new BN14(0);
|
|
3701
|
-
let curve = [];
|
|
3702
|
-
const result = getTwoCurve(
|
|
3703
|
-
migrateSqrtPrice,
|
|
3704
|
-
midSqrtPrice,
|
|
3705
|
-
initialSqrtPrice,
|
|
3706
|
-
swapAmount,
|
|
3707
|
-
migrationQuoteThresholdInLamport
|
|
3708
|
-
);
|
|
3709
|
-
curve = result.curve;
|
|
3710
|
-
sqrtStartPrice = result.sqrtStartPrice;
|
|
3711
|
-
let totalDynamicSupply = getTotalSupplyFromCurve(
|
|
3712
|
-
migrationQuoteThresholdInLamport,
|
|
3713
|
-
sqrtStartPrice,
|
|
3714
|
-
curve,
|
|
3715
|
-
lockedVesting,
|
|
3716
|
-
migrationOption,
|
|
3717
|
-
totalLeftover,
|
|
3718
|
-
migrationFee.feePercentage
|
|
3719
|
-
);
|
|
3720
|
-
if (totalDynamicSupply.gt(totalSupply)) {
|
|
3721
|
-
let leftOverDelta = totalDynamicSupply.sub(totalSupply);
|
|
3722
|
-
if (!leftOverDelta.lt(totalLeftover)) {
|
|
3723
|
-
throw new Error("leftOverDelta must be less than totalLeftover");
|
|
3724
|
-
}
|
|
3725
|
-
}
|
|
3726
|
-
const instructionParams = {
|
|
3727
|
-
poolFees: {
|
|
3728
|
-
baseFee: {
|
|
3729
|
-
...baseFee
|
|
3730
|
-
},
|
|
3731
|
-
dynamicFee: dynamicFeeEnabled ? getDynamicFeeParams(
|
|
3732
|
-
baseFeeParams.baseFeeMode === 2 /* RateLimiter */ ? baseFeeParams.rateLimiterParam.baseFeeBps : baseFeeParams.feeSchedulerParam.endingFeeBps
|
|
3733
|
-
) : null
|
|
3734
|
-
},
|
|
3735
|
-
activationType,
|
|
3736
|
-
collectFeeMode,
|
|
3737
|
-
migrationOption,
|
|
3738
|
-
tokenType,
|
|
3739
|
-
tokenDecimal: tokenBaseDecimal,
|
|
3740
|
-
migrationQuoteThreshold: migrationQuoteThresholdInLamport,
|
|
3741
|
-
partnerLpPercentage,
|
|
3742
|
-
creatorLpPercentage,
|
|
3743
|
-
partnerLockedLpPercentage,
|
|
3744
|
-
creatorLockedLpPercentage,
|
|
3745
|
-
sqrtStartPrice,
|
|
3746
|
-
lockedVesting,
|
|
3747
|
-
migrationFeeOption,
|
|
3748
|
-
tokenSupply: {
|
|
3749
|
-
preMigrationTokenSupply: totalSupply,
|
|
3750
|
-
postMigrationTokenSupply: totalSupply
|
|
3751
|
-
},
|
|
3752
|
-
creatorTradingFeePercentage,
|
|
3753
|
-
migratedPoolFee: {
|
|
3754
|
-
collectFeeMode: migratedPoolFeeParams.collectFeeMode,
|
|
3755
|
-
dynamicFee: migratedPoolFeeParams.dynamicFee,
|
|
3756
|
-
poolFeeBps: migratedPoolFeeParams.poolFeeBps
|
|
3757
|
-
},
|
|
3758
|
-
padding: [],
|
|
3759
|
-
curve,
|
|
3760
|
-
tokenUpdateAuthority,
|
|
3761
|
-
migrationFee
|
|
3762
|
-
};
|
|
3763
|
-
return instructionParams;
|
|
3764
|
-
}
|
|
3765
3606
|
function buildCurveWithLiquidityWeights(buildCurveWithLiquidityWeightsParam) {
|
|
3766
3607
|
let {
|
|
3767
3608
|
totalTokenSupply,
|
|
@@ -25316,14 +25157,17 @@ var PoolService = class extends DynamicBondingCurveProgram {
|
|
|
25316
25157
|
referralTokenAccount
|
|
25317
25158
|
} = firstBuyParam;
|
|
25318
25159
|
validateSwapAmount(buyAmount);
|
|
25319
|
-
|
|
25320
|
-
|
|
25321
|
-
|
|
25322
|
-
|
|
25323
|
-
|
|
25324
|
-
|
|
25325
|
-
|
|
25326
|
-
|
|
25160
|
+
let rateLimiterApplied = false;
|
|
25161
|
+
if (baseFee.baseFeeMode === 2 /* RateLimiter */) {
|
|
25162
|
+
rateLimiterApplied = isRateLimiterApplied(
|
|
25163
|
+
currentPoint,
|
|
25164
|
+
new BN16(0),
|
|
25165
|
+
swapBaseForQuote ? 0 /* BaseToQuote */ : 1 /* QuoteToBase */,
|
|
25166
|
+
baseFee.secondFactor,
|
|
25167
|
+
baseFee.thirdFactor,
|
|
25168
|
+
new BN16(baseFee.firstFactor)
|
|
25169
|
+
);
|
|
25170
|
+
}
|
|
25327
25171
|
const quoteTokenFlag = await getTokenType(this.connection, quoteMint);
|
|
25328
25172
|
const { inputMint, outputMint, inputTokenProgram, outputTokenProgram } = this.prepareSwapParams(
|
|
25329
25173
|
false,
|
|
@@ -25699,14 +25543,17 @@ var PoolService = class extends DynamicBondingCurveProgram {
|
|
|
25699
25543
|
this.connection,
|
|
25700
25544
|
poolConfigState.activationType
|
|
25701
25545
|
);
|
|
25702
|
-
|
|
25703
|
-
|
|
25704
|
-
|
|
25705
|
-
|
|
25706
|
-
|
|
25707
|
-
|
|
25708
|
-
|
|
25709
|
-
|
|
25546
|
+
let rateLimiterApplied = false;
|
|
25547
|
+
if (poolConfigState.poolFees.baseFee.baseFeeMode === 2 /* RateLimiter */) {
|
|
25548
|
+
rateLimiterApplied = isRateLimiterApplied(
|
|
25549
|
+
currentPoint,
|
|
25550
|
+
poolState.activationPoint,
|
|
25551
|
+
swapBaseForQuote ? 0 /* BaseToQuote */ : 1 /* QuoteToBase */,
|
|
25552
|
+
poolConfigState.poolFees.baseFee.secondFactor,
|
|
25553
|
+
poolConfigState.poolFees.baseFee.thirdFactor,
|
|
25554
|
+
new BN16(poolConfigState.poolFees.baseFee.firstFactor)
|
|
25555
|
+
);
|
|
25556
|
+
}
|
|
25710
25557
|
const { inputMint, outputMint, inputTokenProgram, outputTokenProgram } = this.prepareSwapParams(swapBaseForQuote, poolState, poolConfigState);
|
|
25711
25558
|
const {
|
|
25712
25559
|
ataTokenA: inputTokenAccount,
|
|
@@ -25807,14 +25654,17 @@ var PoolService = class extends DynamicBondingCurveProgram {
|
|
|
25807
25654
|
this.connection,
|
|
25808
25655
|
poolConfigState.activationType
|
|
25809
25656
|
);
|
|
25810
|
-
|
|
25811
|
-
|
|
25812
|
-
|
|
25813
|
-
|
|
25814
|
-
|
|
25815
|
-
|
|
25816
|
-
|
|
25817
|
-
|
|
25657
|
+
let rateLimiterApplied = false;
|
|
25658
|
+
if (poolConfigState.poolFees.baseFee.baseFeeMode === 2 /* RateLimiter */) {
|
|
25659
|
+
rateLimiterApplied = isRateLimiterApplied(
|
|
25660
|
+
currentPoint,
|
|
25661
|
+
poolState.activationPoint,
|
|
25662
|
+
swapBaseForQuote ? 0 /* BaseToQuote */ : 1 /* QuoteToBase */,
|
|
25663
|
+
poolConfigState.poolFees.baseFee.secondFactor,
|
|
25664
|
+
poolConfigState.poolFees.baseFee.thirdFactor,
|
|
25665
|
+
new BN16(poolConfigState.poolFees.baseFee.firstFactor)
|
|
25666
|
+
);
|
|
25667
|
+
}
|
|
25818
25668
|
const { inputMint, outputMint, inputTokenProgram, outputTokenProgram } = this.prepareSwapParams(swapBaseForQuote, poolState, poolConfigState);
|
|
25819
25669
|
const {
|
|
25820
25670
|
ataTokenA: inputTokenAccount,
|
|
@@ -26508,7 +26358,6 @@ export {
|
|
|
26508
26358
|
buildCurve,
|
|
26509
26359
|
buildCurveWithLiquidityWeights,
|
|
26510
26360
|
buildCurveWithMarketCap,
|
|
26511
|
-
buildCurveWithMidPrice,
|
|
26512
26361
|
buildCurveWithTwoSegments,
|
|
26513
26362
|
calculateBaseToQuoteFromAmountIn,
|
|
26514
26363
|
calculateBaseToQuoteFromAmountOut,
|