@meteora-ag/dynamic-bonding-curve-sdk 1.4.8 → 1.4.10
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 +491 -78
- package/dist/index.cjs.map +1 -1
- package/dist/index.d.cts +78 -1
- package/dist/index.d.ts +78 -1
- package/dist/index.js +490 -77
- package/dist/index.js.map +1 -1
- package/package.json +13 -8
package/dist/index.d.cts
CHANGED
|
@@ -5560,11 +5560,21 @@ type BuildCurveWithTwoSegmentsParams = BuildCurveBaseParams & {
|
|
|
5560
5560
|
migrationMarketCap: number;
|
|
5561
5561
|
percentageSupplyOnMigration: number;
|
|
5562
5562
|
};
|
|
5563
|
+
type BuildCurveWithMidPriceParams = BuildCurveBaseParams & {
|
|
5564
|
+
initialMarketCap: number;
|
|
5565
|
+
migrationMarketCap: number;
|
|
5566
|
+
midPrice: number;
|
|
5567
|
+
percentageSupplyOnMigration: number;
|
|
5568
|
+
};
|
|
5563
5569
|
type BuildCurveWithLiquidityWeightsParams = BuildCurveBaseParams & {
|
|
5564
5570
|
initialMarketCap: number;
|
|
5565
5571
|
migrationMarketCap: number;
|
|
5566
5572
|
liquidityWeights: number[];
|
|
5567
5573
|
};
|
|
5574
|
+
type BuildCurveWithCustomSqrtPricesParams = BuildCurveBaseParams & {
|
|
5575
|
+
sqrtPrices: BN[];
|
|
5576
|
+
liquidityWeights?: number[];
|
|
5577
|
+
};
|
|
5568
5578
|
type InitializePoolBaseParams = {
|
|
5569
5579
|
name: string;
|
|
5570
5580
|
symbol: string;
|
|
@@ -6572,6 +6582,12 @@ declare function getPriceFromSqrtPrice(sqrtPrice: BN$1, tokenBaseDecimal: TokenD
|
|
|
6572
6582
|
* price = (sqrtPrice >> 64)^2 * 10^(tokenADecimal - tokenBDecimal)
|
|
6573
6583
|
*/
|
|
6574
6584
|
declare const getSqrtPriceFromPrice: (price: string, tokenADecimal: number, tokenBDecimal: number) => BN$1;
|
|
6585
|
+
/**
|
|
6586
|
+
* Create the sqrt prices from the prices
|
|
6587
|
+
* @param prices - The prices
|
|
6588
|
+
* @returns The sqrt prices
|
|
6589
|
+
*/
|
|
6590
|
+
declare const createSqrtPrices: (prices: number[], tokenBaseDecimal: TokenDecimal, tokenQuoteDecimal: TokenDecimal) => BN$1[];
|
|
6575
6591
|
/**
|
|
6576
6592
|
* Get the sqrt price from the market cap
|
|
6577
6593
|
* @param marketCap - The market cap
|
|
@@ -6662,6 +6678,19 @@ declare const getTotalSupplyFromCurve: (migrationQuoteThreshold: BN$1, sqrtStart
|
|
|
6662
6678
|
* @returns The migration threshold price
|
|
6663
6679
|
*/
|
|
6664
6680
|
declare const getMigrationThresholdPrice: (migrationThreshold: BN$1, sqrtStartPrice: BN$1, curve: Array<LiquidityDistributionParameters>) => BN$1;
|
|
6681
|
+
/**
|
|
6682
|
+
* Calculate the quote amount allocated to each curve segment
|
|
6683
|
+
* Formula: Δb = L * (√P_upper - √P_lower) for each segment
|
|
6684
|
+
* @param migrationQuoteThreshold - The total migration quote threshold
|
|
6685
|
+
* @param sqrtStartPrice - The start sqrt price
|
|
6686
|
+
* @param curve - The curve segments with sqrtPrice and liquidity
|
|
6687
|
+
* @returns Array of quote amounts for each segment and the final sqrt price reached
|
|
6688
|
+
*/
|
|
6689
|
+
declare const getCurveBreakdown: (migrationQuoteThreshold: BN$1, sqrtStartPrice: BN$1, curve: Array<LiquidityDistributionParameters>) => {
|
|
6690
|
+
segmentAmounts: BN$1[];
|
|
6691
|
+
finalSqrtPrice: BN$1;
|
|
6692
|
+
totalAmount: BN$1;
|
|
6693
|
+
};
|
|
6665
6694
|
/**
|
|
6666
6695
|
* Get the swap amount with buffer
|
|
6667
6696
|
* @param swapBaseAmount - The swap base amount
|
|
@@ -6680,6 +6709,22 @@ declare const getSwapAmountWithBuffer: (swapBaseAmount: BN$1, sqrtStartPrice: BN
|
|
|
6680
6709
|
* @returns The percentage of supply for initial liquidity
|
|
6681
6710
|
*/
|
|
6682
6711
|
declare const getPercentageSupplyOnMigration: (initialMarketCap: Decimal, migrationMarketCap: Decimal, lockedVesting: LockedVestingParameters, totalLeftover: BN$1, totalTokenSupply: BN$1) => number;
|
|
6712
|
+
/**
|
|
6713
|
+
* Calculate the adjusted percentageSupplyOnMigration that accounts for migrationFee
|
|
6714
|
+
*
|
|
6715
|
+
* Formula:
|
|
6716
|
+
* - D = desiredMarketCap
|
|
6717
|
+
* - M = migrationMarketCap
|
|
6718
|
+
* - f = migrationFee
|
|
6719
|
+
* - V = vesting percentage
|
|
6720
|
+
* - L = leftover percentage
|
|
6721
|
+
*
|
|
6722
|
+
* requiredRatio = sqrt(D / M)
|
|
6723
|
+
* percentageSupplyOnMigration = (requiredRatio * (1 - f) * (100 - V - L)) / (1 + requiredRatio * (1 - f))
|
|
6724
|
+
*/
|
|
6725
|
+
declare function calculateAdjustedPercentageSupplyOnMigration(initialMarketCap: number, migrationMarketCap: number, migrationFee: {
|
|
6726
|
+
feePercentage: number;
|
|
6727
|
+
}, lockedVesting: LockedVestingParameters, totalLeftover: BN$1, totalTokenSupply: BN$1): number;
|
|
6683
6728
|
/**
|
|
6684
6729
|
* Get the migration quote amount
|
|
6685
6730
|
* @param migrationMarketCap - The migration market cap
|
|
@@ -7244,12 +7289,44 @@ declare function buildCurveWithMarketCap(buildCurveWithMarketCapParam: BuildCurv
|
|
|
7244
7289
|
* @returns The build custom constant product curve by market cap
|
|
7245
7290
|
*/
|
|
7246
7291
|
declare function buildCurveWithTwoSegments(buildCurveWithTwoSegmentsParam: BuildCurveWithTwoSegmentsParams): ConfigParameters;
|
|
7292
|
+
/**
|
|
7293
|
+
* 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.
|
|
7294
|
+
* @param buildCurveWithMidPriceParam - The parameters for the custom constant product curve with a mid price
|
|
7295
|
+
* @returns The build custom constant product curve by mid price
|
|
7296
|
+
*/
|
|
7297
|
+
declare function buildCurveWithMidPrice(buildCurveWithMidPriceParam: BuildCurveWithMidPriceParams): ConfigParameters;
|
|
7247
7298
|
/**
|
|
7248
7299
|
* Build a custom curve graph with liquidity weights, changing the curve shape based on the liquidity weights
|
|
7249
7300
|
* @param buildCurveWithLiquidityWeightsParam - The parameters for the custom constant product curve with liquidity weights
|
|
7250
7301
|
* @returns The build custom constant product curve with liquidity weights
|
|
7251
7302
|
*/
|
|
7252
7303
|
declare function buildCurveWithLiquidityWeights(buildCurveWithLiquidityWeightsParam: BuildCurveWithLiquidityWeightsParams): ConfigParameters;
|
|
7304
|
+
/**
|
|
7305
|
+
* Build a custom curve with custom sqrt prices instead of liquidity weights.
|
|
7306
|
+
* This allows you to specify exactly what price points you want in your curve.
|
|
7307
|
+
*
|
|
7308
|
+
* @param buildCurveWithCustomSqrtPricesParam - The parameters for the custom curve with sqrt prices
|
|
7309
|
+
* @returns The build custom constant product curve with custom sqrt prices
|
|
7310
|
+
*
|
|
7311
|
+
* @remarks
|
|
7312
|
+
* The sqrtPrices array must:
|
|
7313
|
+
* - Be in ascending order
|
|
7314
|
+
* - Have at least 2 elements (start and end price)
|
|
7315
|
+
* - The first price will be the starting price (pMin)
|
|
7316
|
+
* - The last price will be the migration price (pMax)
|
|
7317
|
+
*
|
|
7318
|
+
* The liquidityWeights array (if provided):
|
|
7319
|
+
* - Must have length = sqrtPrices.length - 1
|
|
7320
|
+
* - Each weight determines how much liquidity is allocated to that price segment
|
|
7321
|
+
* - If not provided, liquidity is distributed evenly across all segments
|
|
7322
|
+
*
|
|
7323
|
+
* Example:
|
|
7324
|
+
* sqrtPrices = [p0, p1, p2, p3] creates 3 segments:
|
|
7325
|
+
* - Segment 0: p0 to p1 with weight[0]
|
|
7326
|
+
* - Segment 1: p1 to p2 with weight[1]
|
|
7327
|
+
* - Segment 2: p2 to p3 with weight[2]
|
|
7328
|
+
*/
|
|
7329
|
+
declare function buildCurveWithCustomSqrtPrices(buildCurveWithCustomSqrtPricesParam: BuildCurveWithCustomSqrtPricesParams): ConfigParameters;
|
|
7253
7330
|
|
|
7254
7331
|
/**
|
|
7255
7332
|
* Program IDL in camelCase format in order to be used in JS/TS.
|
|
@@ -21662,4 +21739,4 @@ var idl = {
|
|
|
21662
21739
|
types: types
|
|
21663
21740
|
};
|
|
21664
21741
|
|
|
21665
|
-
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 };
|
|
21742
|
+
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 BuildCurveWithCustomSqrtPricesParams, 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, buildCurveWithCustomSqrtPrices, buildCurveWithLiquidityWeights, buildCurveWithMarketCap, buildCurveWithMidPrice, buildCurveWithTwoSegments, calculateAdjustedPercentageSupplyOnMigration, calculateBaseToQuoteFromAmountIn, calculateBaseToQuoteFromAmountOut, calculateFeeSchedulerEndingBaseFeeBps, calculateQuoteToBaseFromAmountIn, calculateQuoteToBaseFromAmountOut, checkRateLimiterApplied, cleanUpTokenAccountTx, convertDecimalToBN, convertToLamports, createDammV1Program, createDammV2Program, createDbcProgram, createInitializePermissionlessDynamicVaultIx, createLockEscrowIx, createProgramAccountFilter, createSqrtPrices, 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
CHANGED
|
@@ -5560,11 +5560,21 @@ type BuildCurveWithTwoSegmentsParams = BuildCurveBaseParams & {
|
|
|
5560
5560
|
migrationMarketCap: number;
|
|
5561
5561
|
percentageSupplyOnMigration: number;
|
|
5562
5562
|
};
|
|
5563
|
+
type BuildCurveWithMidPriceParams = BuildCurveBaseParams & {
|
|
5564
|
+
initialMarketCap: number;
|
|
5565
|
+
migrationMarketCap: number;
|
|
5566
|
+
midPrice: number;
|
|
5567
|
+
percentageSupplyOnMigration: number;
|
|
5568
|
+
};
|
|
5563
5569
|
type BuildCurveWithLiquidityWeightsParams = BuildCurveBaseParams & {
|
|
5564
5570
|
initialMarketCap: number;
|
|
5565
5571
|
migrationMarketCap: number;
|
|
5566
5572
|
liquidityWeights: number[];
|
|
5567
5573
|
};
|
|
5574
|
+
type BuildCurveWithCustomSqrtPricesParams = BuildCurveBaseParams & {
|
|
5575
|
+
sqrtPrices: BN[];
|
|
5576
|
+
liquidityWeights?: number[];
|
|
5577
|
+
};
|
|
5568
5578
|
type InitializePoolBaseParams = {
|
|
5569
5579
|
name: string;
|
|
5570
5580
|
symbol: string;
|
|
@@ -6572,6 +6582,12 @@ declare function getPriceFromSqrtPrice(sqrtPrice: BN$1, tokenBaseDecimal: TokenD
|
|
|
6572
6582
|
* price = (sqrtPrice >> 64)^2 * 10^(tokenADecimal - tokenBDecimal)
|
|
6573
6583
|
*/
|
|
6574
6584
|
declare const getSqrtPriceFromPrice: (price: string, tokenADecimal: number, tokenBDecimal: number) => BN$1;
|
|
6585
|
+
/**
|
|
6586
|
+
* Create the sqrt prices from the prices
|
|
6587
|
+
* @param prices - The prices
|
|
6588
|
+
* @returns The sqrt prices
|
|
6589
|
+
*/
|
|
6590
|
+
declare const createSqrtPrices: (prices: number[], tokenBaseDecimal: TokenDecimal, tokenQuoteDecimal: TokenDecimal) => BN$1[];
|
|
6575
6591
|
/**
|
|
6576
6592
|
* Get the sqrt price from the market cap
|
|
6577
6593
|
* @param marketCap - The market cap
|
|
@@ -6662,6 +6678,19 @@ declare const getTotalSupplyFromCurve: (migrationQuoteThreshold: BN$1, sqrtStart
|
|
|
6662
6678
|
* @returns The migration threshold price
|
|
6663
6679
|
*/
|
|
6664
6680
|
declare const getMigrationThresholdPrice: (migrationThreshold: BN$1, sqrtStartPrice: BN$1, curve: Array<LiquidityDistributionParameters>) => BN$1;
|
|
6681
|
+
/**
|
|
6682
|
+
* Calculate the quote amount allocated to each curve segment
|
|
6683
|
+
* Formula: Δb = L * (√P_upper - √P_lower) for each segment
|
|
6684
|
+
* @param migrationQuoteThreshold - The total migration quote threshold
|
|
6685
|
+
* @param sqrtStartPrice - The start sqrt price
|
|
6686
|
+
* @param curve - The curve segments with sqrtPrice and liquidity
|
|
6687
|
+
* @returns Array of quote amounts for each segment and the final sqrt price reached
|
|
6688
|
+
*/
|
|
6689
|
+
declare const getCurveBreakdown: (migrationQuoteThreshold: BN$1, sqrtStartPrice: BN$1, curve: Array<LiquidityDistributionParameters>) => {
|
|
6690
|
+
segmentAmounts: BN$1[];
|
|
6691
|
+
finalSqrtPrice: BN$1;
|
|
6692
|
+
totalAmount: BN$1;
|
|
6693
|
+
};
|
|
6665
6694
|
/**
|
|
6666
6695
|
* Get the swap amount with buffer
|
|
6667
6696
|
* @param swapBaseAmount - The swap base amount
|
|
@@ -6680,6 +6709,22 @@ declare const getSwapAmountWithBuffer: (swapBaseAmount: BN$1, sqrtStartPrice: BN
|
|
|
6680
6709
|
* @returns The percentage of supply for initial liquidity
|
|
6681
6710
|
*/
|
|
6682
6711
|
declare const getPercentageSupplyOnMigration: (initialMarketCap: Decimal, migrationMarketCap: Decimal, lockedVesting: LockedVestingParameters, totalLeftover: BN$1, totalTokenSupply: BN$1) => number;
|
|
6712
|
+
/**
|
|
6713
|
+
* Calculate the adjusted percentageSupplyOnMigration that accounts for migrationFee
|
|
6714
|
+
*
|
|
6715
|
+
* Formula:
|
|
6716
|
+
* - D = desiredMarketCap
|
|
6717
|
+
* - M = migrationMarketCap
|
|
6718
|
+
* - f = migrationFee
|
|
6719
|
+
* - V = vesting percentage
|
|
6720
|
+
* - L = leftover percentage
|
|
6721
|
+
*
|
|
6722
|
+
* requiredRatio = sqrt(D / M)
|
|
6723
|
+
* percentageSupplyOnMigration = (requiredRatio * (1 - f) * (100 - V - L)) / (1 + requiredRatio * (1 - f))
|
|
6724
|
+
*/
|
|
6725
|
+
declare function calculateAdjustedPercentageSupplyOnMigration(initialMarketCap: number, migrationMarketCap: number, migrationFee: {
|
|
6726
|
+
feePercentage: number;
|
|
6727
|
+
}, lockedVesting: LockedVestingParameters, totalLeftover: BN$1, totalTokenSupply: BN$1): number;
|
|
6683
6728
|
/**
|
|
6684
6729
|
* Get the migration quote amount
|
|
6685
6730
|
* @param migrationMarketCap - The migration market cap
|
|
@@ -7244,12 +7289,44 @@ declare function buildCurveWithMarketCap(buildCurveWithMarketCapParam: BuildCurv
|
|
|
7244
7289
|
* @returns The build custom constant product curve by market cap
|
|
7245
7290
|
*/
|
|
7246
7291
|
declare function buildCurveWithTwoSegments(buildCurveWithTwoSegmentsParam: BuildCurveWithTwoSegmentsParams): ConfigParameters;
|
|
7292
|
+
/**
|
|
7293
|
+
* 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.
|
|
7294
|
+
* @param buildCurveWithMidPriceParam - The parameters for the custom constant product curve with a mid price
|
|
7295
|
+
* @returns The build custom constant product curve by mid price
|
|
7296
|
+
*/
|
|
7297
|
+
declare function buildCurveWithMidPrice(buildCurveWithMidPriceParam: BuildCurveWithMidPriceParams): ConfigParameters;
|
|
7247
7298
|
/**
|
|
7248
7299
|
* Build a custom curve graph with liquidity weights, changing the curve shape based on the liquidity weights
|
|
7249
7300
|
* @param buildCurveWithLiquidityWeightsParam - The parameters for the custom constant product curve with liquidity weights
|
|
7250
7301
|
* @returns The build custom constant product curve with liquidity weights
|
|
7251
7302
|
*/
|
|
7252
7303
|
declare function buildCurveWithLiquidityWeights(buildCurveWithLiquidityWeightsParam: BuildCurveWithLiquidityWeightsParams): ConfigParameters;
|
|
7304
|
+
/**
|
|
7305
|
+
* Build a custom curve with custom sqrt prices instead of liquidity weights.
|
|
7306
|
+
* This allows you to specify exactly what price points you want in your curve.
|
|
7307
|
+
*
|
|
7308
|
+
* @param buildCurveWithCustomSqrtPricesParam - The parameters for the custom curve with sqrt prices
|
|
7309
|
+
* @returns The build custom constant product curve with custom sqrt prices
|
|
7310
|
+
*
|
|
7311
|
+
* @remarks
|
|
7312
|
+
* The sqrtPrices array must:
|
|
7313
|
+
* - Be in ascending order
|
|
7314
|
+
* - Have at least 2 elements (start and end price)
|
|
7315
|
+
* - The first price will be the starting price (pMin)
|
|
7316
|
+
* - The last price will be the migration price (pMax)
|
|
7317
|
+
*
|
|
7318
|
+
* The liquidityWeights array (if provided):
|
|
7319
|
+
* - Must have length = sqrtPrices.length - 1
|
|
7320
|
+
* - Each weight determines how much liquidity is allocated to that price segment
|
|
7321
|
+
* - If not provided, liquidity is distributed evenly across all segments
|
|
7322
|
+
*
|
|
7323
|
+
* Example:
|
|
7324
|
+
* sqrtPrices = [p0, p1, p2, p3] creates 3 segments:
|
|
7325
|
+
* - Segment 0: p0 to p1 with weight[0]
|
|
7326
|
+
* - Segment 1: p1 to p2 with weight[1]
|
|
7327
|
+
* - Segment 2: p2 to p3 with weight[2]
|
|
7328
|
+
*/
|
|
7329
|
+
declare function buildCurveWithCustomSqrtPrices(buildCurveWithCustomSqrtPricesParam: BuildCurveWithCustomSqrtPricesParams): ConfigParameters;
|
|
7253
7330
|
|
|
7254
7331
|
/**
|
|
7255
7332
|
* Program IDL in camelCase format in order to be used in JS/TS.
|
|
@@ -21662,4 +21739,4 @@ var idl = {
|
|
|
21662
21739
|
types: types
|
|
21663
21740
|
};
|
|
21664
21741
|
|
|
21665
|
-
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 };
|
|
21742
|
+
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 BuildCurveWithCustomSqrtPricesParams, 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, buildCurveWithCustomSqrtPrices, buildCurveWithLiquidityWeights, buildCurveWithMarketCap, buildCurveWithMidPrice, buildCurveWithTwoSegments, calculateAdjustedPercentageSupplyOnMigration, calculateBaseToQuoteFromAmountIn, calculateBaseToQuoteFromAmountOut, calculateFeeSchedulerEndingBaseFeeBps, calculateQuoteToBaseFromAmountIn, calculateQuoteToBaseFromAmountOut, checkRateLimiterApplied, cleanUpTokenAccountTx, convertDecimalToBN, convertToLamports, createDammV1Program, createDammV2Program, createDbcProgram, createInitializePermissionlessDynamicVaultIx, createLockEscrowIx, createProgramAccountFilter, createSqrtPrices, 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 };
|