@meteora-ag/dynamic-bonding-curve-sdk 1.4.7 → 1.4.9

package/dist/index.d.cts

@@ -5560,6 +5560,12 @@ type BuildCurveWithTwoSegmentsParams = BuildCurveBaseParams & {
     migrationMarketCap: number;
     percentageSupplyOnMigration: number;
 };
+type BuildCurveWithMidPriceParams = BuildCurveBaseParams & {
+    initialMarketCap: number;
+    migrationMarketCap: number;
+    midPrice: number;
+    percentageSupplyOnMigration: number;
+};
 type BuildCurveWithLiquidityWeightsParams = BuildCurveBaseParams & {
     initialMarketCap: number;
     migrationMarketCap: number;
@@ -6662,6 +6668,19 @@ declare const getTotalSupplyFromCurve: (migrationQuoteThreshold: BN$1, sqrtStart
  * @returns The migration threshold price
  */
 declare const getMigrationThresholdPrice: (migrationThreshold: BN$1, sqrtStartPrice: BN$1, curve: Array<LiquidityDistributionParameters>) => BN$1;
+/**
+ * Calculate the quote amount allocated to each curve segment
+ * Formula: Δb = L * (√P_upper - √P_lower) for each segment
+ * @param migrationQuoteThreshold - The total migration quote threshold
+ * @param sqrtStartPrice - The start sqrt price
+ * @param curve - The curve segments with sqrtPrice and liquidity
+ * @returns Array of quote amounts for each segment and the final sqrt price reached
+ */
+declare const getCurveBreakdown: (migrationQuoteThreshold: BN$1, sqrtStartPrice: BN$1, curve: Array<LiquidityDistributionParameters>) => {
+    segmentAmounts: BN$1[];
+    finalSqrtPrice: BN$1;
+    totalAmount: BN$1;
+};
 /**
  * Get the swap amount with buffer
  * @param swapBaseAmount - The swap base amount
@@ -7244,6 +7263,12 @@ declare function buildCurveWithMarketCap(buildCurveWithMarketCapParam: BuildCurv
  * @returns The build custom constant product curve by market cap
  */
 declare function buildCurveWithTwoSegments(buildCurveWithTwoSegmentsParam: BuildCurveWithTwoSegmentsParams): ConfigParameters;
+/**
+ * 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.
+ * @param buildCurveWithMidPriceParam - The parameters for the custom constant product curve with a mid price
+ * @returns The build custom constant product curve by mid price
+ */
+declare function buildCurveWithMidPrice(buildCurveWithMidPriceParam: BuildCurveWithMidPriceParams): ConfigParameters;
 /**
  * Build a custom curve graph with liquidity weights, changing the curve shape based on the liquidity weights
  * @param buildCurveWithLiquidityWeightsParam - The parameters for the custom constant product curve with liquidity weights
@@ -21662,4 +21687,4 @@ var idl = {
 	types: types
 };
 
-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 };
+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 BuildCurveWithMidPriceParams, 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, buildCurveWithMidPrice, 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, getCurveBreakdown, 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 };

package/dist/index.d.ts

@@ -5560,6 +5560,12 @@ type BuildCurveWithTwoSegmentsParams = BuildCurveBaseParams & {
     migrationMarketCap: number;
     percentageSupplyOnMigration: number;
 };
+type BuildCurveWithMidPriceParams = BuildCurveBaseParams & {
+    initialMarketCap: number;
+    migrationMarketCap: number;
+    midPrice: number;
+    percentageSupplyOnMigration: number;
+};
 type BuildCurveWithLiquidityWeightsParams = BuildCurveBaseParams & {
     initialMarketCap: number;
     migrationMarketCap: number;
@@ -6662,6 +6668,19 @@ declare const getTotalSupplyFromCurve: (migrationQuoteThreshold: BN$1, sqrtStart
  * @returns The migration threshold price
  */
 declare const getMigrationThresholdPrice: (migrationThreshold: BN$1, sqrtStartPrice: BN$1, curve: Array<LiquidityDistributionParameters>) => BN$1;
+/**
+ * Calculate the quote amount allocated to each curve segment
+ * Formula: Δb = L * (√P_upper - √P_lower) for each segment
+ * @param migrationQuoteThreshold - The total migration quote threshold
+ * @param sqrtStartPrice - The start sqrt price
+ * @param curve - The curve segments with sqrtPrice and liquidity
+ * @returns Array of quote amounts for each segment and the final sqrt price reached
+ */
+declare const getCurveBreakdown: (migrationQuoteThreshold: BN$1, sqrtStartPrice: BN$1, curve: Array<LiquidityDistributionParameters>) => {
+    segmentAmounts: BN$1[];
+    finalSqrtPrice: BN$1;
+    totalAmount: BN$1;
+};
 /**
  * Get the swap amount with buffer
  * @param swapBaseAmount - The swap base amount
@@ -7244,6 +7263,12 @@ declare function buildCurveWithMarketCap(buildCurveWithMarketCapParam: BuildCurv
  * @returns The build custom constant product curve by market cap
  */
 declare function buildCurveWithTwoSegments(buildCurveWithTwoSegmentsParam: BuildCurveWithTwoSegmentsParams): ConfigParameters;
+/**
+ * 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.
+ * @param buildCurveWithMidPriceParam - The parameters for the custom constant product curve with a mid price
+ * @returns The build custom constant product curve by mid price
+ */
+declare function buildCurveWithMidPrice(buildCurveWithMidPriceParam: BuildCurveWithMidPriceParams): ConfigParameters;
 /**
  * Build a custom curve graph with liquidity weights, changing the curve shape based on the liquidity weights
  * @param buildCurveWithLiquidityWeightsParam - The parameters for the custom constant product curve with liquidity weights
@@ -21662,4 +21687,4 @@ var idl = {
 	types: types
 };
 
-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 };
+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 BuildCurveWithMidPriceParams, 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, buildCurveWithMidPrice, 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, getCurveBreakdown, 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 };

package/dist/index.js

@@ -7,10 +7,10 @@ import {
 } from "@solana/web3.js";
 
 // src/types.ts
-var ActivationType = /* @__PURE__ */ ((ActivationType3) => {
-  ActivationType3[ActivationType3["Slot"] = 0] = "Slot";
-  ActivationType3[ActivationType3["Timestamp"] = 1] = "Timestamp";
-  return ActivationType3;
+var ActivationType = /* @__PURE__ */ ((ActivationType4) => {
+  ActivationType4[ActivationType4["Slot"] = 0] = "Slot";
+  ActivationType4[ActivationType4["Timestamp"] = 1] = "Timestamp";
+  return ActivationType4;
 })(ActivationType || {});
 var TokenType = /* @__PURE__ */ ((TokenType2) => {
   TokenType2[TokenType2["SPL"] = 0] = "SPL";
@@ -933,6 +933,56 @@ var getMigrationThresholdPrice = (migrationThreshold, sqrtStartPrice, curve) =>
   }
   return nextSqrtPrice;
 };
+var getCurveBreakdown = (migrationQuoteThreshold, sqrtStartPrice, curve) => {
+  if (curve.length === 0) {
+    throw Error("Curve is empty");
+  }
+  const segmentAmounts = [];
+  let totalAllocated = new BN6(0);
+  let currentSqrtPrice = sqrtStartPrice;
+  let finalSqrtPrice = sqrtStartPrice;
+  for (let i = 0; i < curve.length; i++) {
+    const lowerSqrtPrice = currentSqrtPrice;
+    const upperSqrtPrice = curve[i].sqrtPrice;
+    const liquidity = curve[i].liquidity;
+    const maxSegmentAmount = getDeltaAmountQuoteUnsigned(
+      lowerSqrtPrice,
+      upperSqrtPrice,
+      liquidity,
+      0 /* Up */
+    );
+    if (maxSegmentAmount.gte(migrationQuoteThreshold)) {
+      segmentAmounts.push(migrationQuoteThreshold);
+      totalAllocated = totalAllocated.add(migrationQuoteThreshold);
+      finalSqrtPrice = getNextSqrtPriceFromInput(
+        lowerSqrtPrice,
+        liquidity,
+        migrationQuoteThreshold,
+        false
+      );
+      for (let j = i + 1; j < curve.length; j++) {
+        segmentAmounts.push(new BN6(0));
+      }
+      break;
+    } else {
+      segmentAmounts.push(maxSegmentAmount);
+      totalAllocated = totalAllocated.add(maxSegmentAmount);
+      currentSqrtPrice = upperSqrtPrice;
+      finalSqrtPrice = upperSqrtPrice;
+      if (i === curve.length - 1 && totalAllocated.lt(migrationQuoteThreshold)) {
+        const shortfall = migrationQuoteThreshold.sub(totalAllocated);
+        throw Error(
+          `Not enough liquidity in curve. Total allocated: ${totalAllocated.toString()}, Required: ${migrationQuoteThreshold.toString()}, Shortfall: ${shortfall.toString()}`
+        );
+      }
+    }
+  }
+  return {
+    segmentAmounts,
+    finalSqrtPrice,
+    totalAmount: totalAllocated
+  };
+};
 var getSwapAmountWithBuffer = (swapBaseAmount, sqrtStartPrice, curve) => {
   const swapAmountBuffer = swapBaseAmount.add(
     swapBaseAmount.mul(new BN6(SWAP_BUFFER_PERCENTAGE)).div(new BN6(100))
@@ -3532,7 +3582,7 @@ function buildCurveWithTwoSegments(buildCurveWithTwoSegmentsParam) {
   let product2 = numerator3.mul(numerator4);
   let midSqrtPriceDecimal3 = Decimal4.pow(product2, 0.25);
   let midSqrtPrice3 = new BN14(midSqrtPriceDecimal3.floor().toFixed());
-  let midPrices = [midSqrtPrice1, midSqrtPrice2, midSqrtPrice3];
+  let midPrices = [midSqrtPrice3, midSqrtPrice2, midSqrtPrice1];
   let sqrtStartPrice = new BN14(0);
   let curve = [];
   for (let i = 0; i < midPrices.length; i++) {
@@ -3603,6 +3653,165 @@ function buildCurveWithTwoSegments(buildCurveWithTwoSegmentsParam) {
   };
   return instructionParams;
 }
+function buildCurveWithMidPrice(buildCurveWithMidPriceParam) {
+  const {
+    totalTokenSupply,
+    initialMarketCap,
+    migrationMarketCap,
+    midPrice,
+    percentageSupplyOnMigration,
+    migrationOption,
+    tokenBaseDecimal,
+    tokenQuoteDecimal,
+    creatorTradingFeePercentage,
+    collectFeeMode,
+    leftover,
+    tokenType,
+    partnerLpPercentage,
+    creatorLpPercentage,
+    partnerLockedLpPercentage,
+    creatorLockedLpPercentage,
+    activationType,
+    dynamicFeeEnabled,
+    migrationFeeOption,
+    migrationFee,
+    tokenUpdateAuthority,
+    baseFeeParams,
+    migratedPoolFee
+  } = buildCurveWithMidPriceParam;
+  const baseFee = getBaseFeeParams(
+    baseFeeParams,
+    tokenQuoteDecimal,
+    activationType
+  );
+  const {
+    totalLockedVestingAmount,
+    numberOfVestingPeriod,
+    cliffUnlockAmount,
+    totalVestingDuration,
+    cliffDurationFromMigrationTime
+  } = buildCurveWithMidPriceParam.lockedVestingParam;
+  const lockedVesting = getLockedVestingParams(
+    totalLockedVestingAmount,
+    numberOfVestingPeriod,
+    cliffUnlockAmount,
+    totalVestingDuration,
+    cliffDurationFromMigrationTime,
+    tokenBaseDecimal
+  );
+  const migratedPoolFeeParams = getMigratedPoolFeeParams(
+    migrationOption,
+    migrationFeeOption,
+    migratedPoolFee
+  );
+  let migrationBaseSupply = new BN14(totalTokenSupply).mul(new BN14(percentageSupplyOnMigration)).div(new BN14(100));
+  let totalSupply = convertToLamports(totalTokenSupply, tokenBaseDecimal);
+  let migrationQuoteAmount = getMigrationQuoteAmount(
+    new Decimal4(migrationMarketCap),
+    new Decimal4(percentageSupplyOnMigration)
+  );
+  let migrationQuoteThreshold = getMigrationQuoteThresholdFromMigrationQuoteAmount(
+    migrationQuoteAmount,
+    new Decimal4(migrationFee.feePercentage)
+  );
+  let migrationPrice = migrationQuoteAmount.div(
+    new Decimal4(migrationBaseSupply.toString())
+  );
+  let migrationQuoteThresholdInLamport = fromDecimalToBN(
+    migrationQuoteThreshold.mul(new Decimal4(10 ** tokenQuoteDecimal))
+  );
+  let migrationQuoteAmountInLamport = fromDecimalToBN(
+    migrationQuoteAmount.mul(new Decimal4(10 ** tokenQuoteDecimal))
+  );
+  let migrateSqrtPrice = getSqrtPriceFromPrice(
+    migrationPrice.toString(),
+    tokenBaseDecimal,
+    tokenQuoteDecimal
+  );
+  let migrationBaseAmount = getMigrationBaseToken(
+    migrationQuoteAmountInLamport,
+    migrateSqrtPrice,
+    migrationOption
+  );
+  let totalVestingAmount = getTotalVestingAmount(lockedVesting);
+  let totalLeftover = convertToLamports(leftover, tokenBaseDecimal);
+  let swapAmount = totalSupply.sub(migrationBaseAmount).sub(totalVestingAmount).sub(totalLeftover);
+  let initialSqrtPrice = getSqrtPriceFromMarketCap(
+    initialMarketCap,
+    totalTokenSupply,
+    tokenBaseDecimal,
+    tokenQuoteDecimal
+  );
+  const midSqrtPrice = getSqrtPriceFromPrice(
+    midPrice.toString(),
+    tokenBaseDecimal,
+    tokenQuoteDecimal
+  );
+  let sqrtStartPrice = new BN14(0);
+  let curve = [];
+  const result = getTwoCurve(
+    migrateSqrtPrice,
+    midSqrtPrice,
+    initialSqrtPrice,
+    swapAmount,
+    migrationQuoteThresholdInLamport
+  );
+  curve = result.curve;
+  sqrtStartPrice = result.sqrtStartPrice;
+  let totalDynamicSupply = getTotalSupplyFromCurve(
+    migrationQuoteThresholdInLamport,
+    sqrtStartPrice,
+    curve,
+    lockedVesting,
+    migrationOption,
+    totalLeftover,
+    migrationFee.feePercentage
+  );
+  if (totalDynamicSupply.gt(totalSupply)) {
+    let leftOverDelta = totalDynamicSupply.sub(totalSupply);
+    if (!leftOverDelta.lt(totalLeftover)) {
+      throw new Error("leftOverDelta must be less than totalLeftover");
+    }
+  }
+  const instructionParams = {
+    poolFees: {
+      baseFee: {
+        ...baseFee
+      },
+      dynamicFee: dynamicFeeEnabled ? getDynamicFeeParams(
+        baseFeeParams.baseFeeMode === 2 /* RateLimiter */ ? baseFeeParams.rateLimiterParam.baseFeeBps : baseFeeParams.feeSchedulerParam.endingFeeBps
+      ) : null
+    },
+    activationType,
+    collectFeeMode,
+    migrationOption,
+    tokenType,
+    tokenDecimal: tokenBaseDecimal,
+    migrationQuoteThreshold: migrationQuoteThresholdInLamport,
+    partnerLpPercentage,
+    creatorLpPercentage,
+    partnerLockedLpPercentage,
+    creatorLockedLpPercentage,
+    sqrtStartPrice,
+    lockedVesting,
+    migrationFeeOption,
+    tokenSupply: {
+      preMigrationTokenSupply: totalSupply,
+      postMigrationTokenSupply: totalSupply
+    },
+    creatorTradingFeePercentage,
+    migratedPoolFee: {
+      collectFeeMode: migratedPoolFeeParams.collectFeeMode,
+      dynamicFee: migratedPoolFeeParams.dynamicFee,
+      poolFeeBps: migratedPoolFeeParams.poolFeeBps
+    },
+    padding: [],
+    curve,
+    tokenUpdateAuthority,
+    migrationFee
+  };
+  return instructionParams;
+}
 function buildCurveWithLiquidityWeights(buildCurveWithLiquidityWeightsParam) {
   let {
     totalTokenSupply,
@@ -25148,7 +25357,7 @@ var PoolService = class extends DynamicBondingCurveProgram {
    * @param quoteMint - The quote mint token
    * @returns Instructions for the first buy
    */
-  async swapBuyTx(firstBuyParam, baseMint, config, baseFee, swapBaseForQuote, currentPoint, tokenType, quoteMint) {
+  async swapBuyTx(firstBuyParam, baseMint, config, baseFee, swapBaseForQuote, activationType, tokenType, quoteMint) {
     const {
       buyer,
       receiver,
@@ -25159,6 +25368,10 @@ var PoolService = class extends DynamicBondingCurveProgram {
     validateSwapAmount(buyAmount);
     let rateLimiterApplied = false;
     if (baseFee.baseFeeMode === 2 /* RateLimiter */) {
+      const currentPoint = await getCurrentPoint(
+        this.connection,
+        activationType
+      );
       rateLimiterApplied = isRateLimiterApplied(
         currentPoint,
         new BN16(0),
@@ -25380,10 +25593,6 @@ var PoolService = class extends DynamicBondingCurveProgram {
       params.tokenType,
       quoteMintToken
     );
-    const currentPoint = await getCurrentPoint(
-      this.connection,
-      configParam.activationType
-    );
     let swapBuyTx;
     if (params.firstBuyParam && params.firstBuyParam.buyAmount.gt(new BN16(0))) {
       swapBuyTx = await this.swapBuyTx(
@@ -25392,7 +25601,7 @@ var PoolService = class extends DynamicBondingCurveProgram {
         configKey,
         configParam.poolFees.baseFee,
         false,
-        currentPoint,
+        configParam.activationType,
         params.tokenType,
         quoteMintToken
       );
@@ -25422,10 +25631,6 @@ var PoolService = class extends DynamicBondingCurveProgram {
       tokenType,
       quoteMint
     );
-    const currentPoint = await getCurrentPoint(
-      this.connection,
-      poolConfigState.activationType
-    );
     let swapBuyTx;
     if (firstBuyParam && firstBuyParam.buyAmount.gt(new BN16(0))) {
       swapBuyTx = await this.swapBuyTx(
@@ -25434,7 +25639,7 @@ var PoolService = class extends DynamicBondingCurveProgram {
         config,
         poolConfigState.poolFees.baseFee,
         false,
-        currentPoint,
+        poolConfigState.activationType,
         tokenType,
         quoteMint
       );
@@ -25461,10 +25666,6 @@ var PoolService = class extends DynamicBondingCurveProgram {
       tokenType,
       quoteMint
     );
-    const currentPoint = await getCurrentPoint(
-      this.connection,
-      poolConfigState.activationType
-    );
     let partnerSwapBuyTx;
     if (partnerFirstBuyParam && partnerFirstBuyParam.buyAmount.gt(new BN16(0))) {
       partnerSwapBuyTx = await this.swapBuyTx(
@@ -25479,7 +25680,7 @@ var PoolService = class extends DynamicBondingCurveProgram {
         config,
         poolConfigState.poolFees.baseFee,
         false,
-        currentPoint,
+        poolConfigState.activationType,
         tokenType,
         quoteMint
       );
@@ -25498,7 +25699,7 @@ var PoolService = class extends DynamicBondingCurveProgram {
         config,
         poolConfigState.poolFees.baseFee,
         false,
-        currentPoint,
+        poolConfigState.activationType,
         tokenType,
         quoteMint
       );
@@ -25539,12 +25740,12 @@ var PoolService = class extends DynamicBondingCurveProgram {
       throw new Error(`Pool config not found for virtual pool`);
     }
     validateSwapAmount(amountIn);
-    const currentPoint = await getCurrentPoint(
-      this.connection,
-      poolConfigState.activationType
-    );
     let rateLimiterApplied = false;
     if (poolConfigState.poolFees.baseFee.baseFeeMode === 2 /* RateLimiter */) {
+      const currentPoint = await getCurrentPoint(
+        this.connection,
+        poolConfigState.activationType
+      );
       rateLimiterApplied = isRateLimiterApplied(
         currentPoint,
         poolState.activationPoint,
@@ -25650,12 +25851,12 @@ var PoolService = class extends DynamicBondingCurveProgram {
     if (!poolConfigState) {
       throw new Error(`Pool config not found for virtual pool`);
     }
-    const currentPoint = await getCurrentPoint(
-      this.connection,
-      poolConfigState.activationType
-    );
     let rateLimiterApplied = false;
     if (poolConfigState.poolFees.baseFee.baseFeeMode === 2 /* RateLimiter */) {
+      const currentPoint = await getCurrentPoint(
+        this.connection,
+        poolConfigState.activationType
+      );
       rateLimiterApplied = isRateLimiterApplied(
         currentPoint,
         poolState.activationPoint,
@@ -26358,6 +26559,7 @@ export {
   buildCurve,
   buildCurveWithLiquidityWeights,
   buildCurveWithMarketCap,
+  buildCurveWithMidPrice,
   buildCurveWithTwoSegments,
   calculateBaseToQuoteFromAmountIn,
   calculateBaseToQuoteFromAmountOut,
@@ -26418,6 +26620,7 @@ export {
   getBaseTokenForSwap,
   getCheckedAmounts,
   getCurrentPoint,
+  getCurveBreakdown,
   getDeltaAmountBaseUnsigned,
   getDeltaAmountBaseUnsigned256,
   getDeltaAmountBaseUnsignedUnchecked,