@meteora-ag/dynamic-bonding-curve-sdk 1.5.13 → 2.0.0

package/dist/math.cjs

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+"use strict";Object.defineProperty(exports, "__esModule", {value: true});
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+var _chunkIRVDOLO7cjs = require('./chunk-IRVDOLO7.cjs');
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+exports.FeeRateLimiter = _chunkIRVDOLO7cjs.FeeRateLimiter; exports.FeeScheduler = _chunkIRVDOLO7cjs.FeeScheduler; exports.ProgramError = _chunkIRVDOLO7cjs.ProgramError; exports.SafeMath = _chunkIRVDOLO7cjs.SafeMath; exports.calculateBaseToQuoteFromAmountIn = _chunkIRVDOLO7cjs.calculateBaseToQuoteFromAmountIn; exports.calculateBaseToQuoteFromAmountOut = _chunkIRVDOLO7cjs.calculateBaseToQuoteFromAmountOut; exports.calculateQuoteToBaseFromAmountIn = _chunkIRVDOLO7cjs.calculateQuoteToBaseFromAmountIn; exports.calculateQuoteToBaseFromAmountOut = _chunkIRVDOLO7cjs.calculateQuoteToBaseFromAmountOut; exports.calculateTransferFeeExcludedAmount = _chunkIRVDOLO7cjs.calculateTransferFeeExcludedAmount; exports.calculateTransferFeeIncludedAmount = _chunkIRVDOLO7cjs.calculateTransferFeeIncludedAmount; exports.getBaseFeeHandler = _chunkIRVDOLO7cjs.getBaseFeeHandler; exports.getBaseFeeNumerator = _chunkIRVDOLO7cjs.getBaseFeeNumerator; exports.getBaseFeeNumeratorByPeriod = _chunkIRVDOLO7cjs.getBaseFeeNumeratorByPeriod; exports.getBaseTransferFee = _chunkIRVDOLO7cjs.getBaseTransferFee; exports.getCheckedAmounts = _chunkIRVDOLO7cjs.getCheckedAmounts; exports.getDeltaAmountBaseUnsigned = _chunkIRVDOLO7cjs.getDeltaAmountBaseUnsigned; exports.getDeltaAmountBaseUnsigned256 = _chunkIRVDOLO7cjs.getDeltaAmountBaseUnsigned256; exports.getDeltaAmountQuoteUnsigned = _chunkIRVDOLO7cjs.getDeltaAmountQuoteUnsigned; exports.getDeltaAmountQuoteUnsigned256 = _chunkIRVDOLO7cjs.getDeltaAmountQuoteUnsigned256; exports.getEpochTransferFee = _chunkIRVDOLO7cjs.getEpochTransferFee; exports.getExcludedFeeAmount = _chunkIRVDOLO7cjs.getExcludedFeeAmount; exports.getFeeMode = _chunkIRVDOLO7cjs.getFeeMode; exports.getFeeNumeratorFromExcludedAmount = _chunkIRVDOLO7cjs.getFeeNumeratorFromExcludedAmount; exports.getFeeNumeratorFromIncludedAmount = _chunkIRVDOLO7cjs.getFeeNumeratorFromIncludedAmount; exports.getFeeNumeratorOnExponentialFeeScheduler = _chunkIRVDOLO7cjs.getFeeNumeratorOnExponentialFeeScheduler; exports.getFeeNumeratorOnLinearFeeScheduler = _chunkIRVDOLO7cjs.getFeeNumeratorOnLinearFeeScheduler; exports.getFeeOnAmount = _chunkIRVDOLO7cjs.getFeeOnAmount; exports.getFeeSchedulerMinBaseFeeNumerator = _chunkIRVDOLO7cjs.getFeeSchedulerMinBaseFeeNumerator; exports.getIncludedFeeAmount = _chunkIRVDOLO7cjs.getIncludedFeeAmount; exports.getInitialLiquidityFromDeltaBase = _chunkIRVDOLO7cjs.getInitialLiquidityFromDeltaBase; exports.getInitialLiquidityFromDeltaQuote = _chunkIRVDOLO7cjs.getInitialLiquidityFromDeltaQuote; exports.getMaxIndex = _chunkIRVDOLO7cjs.getMaxIndex; exports.getMaxOutAmountWithMinBaseFee = _chunkIRVDOLO7cjs.getMaxOutAmountWithMinBaseFee; exports.getNextSqrtPriceFromBaseAmountInRoundingUp = _chunkIRVDOLO7cjs.getNextSqrtPriceFromBaseAmountInRoundingUp; exports.getNextSqrtPriceFromBaseAmountOutRoundingUp = _chunkIRVDOLO7cjs.getNextSqrtPriceFromBaseAmountOutRoundingUp; exports.getNextSqrtPriceFromInput = _chunkIRVDOLO7cjs.getNextSqrtPriceFromInput; exports.getNextSqrtPriceFromOutput = _chunkIRVDOLO7cjs.getNextSqrtPriceFromOutput; exports.getNextSqrtPriceFromQuoteAmountInRoundingDown = _chunkIRVDOLO7cjs.getNextSqrtPriceFromQuoteAmountInRoundingDown; exports.getNextSqrtPriceFromQuoteAmountOutRoundingDown = _chunkIRVDOLO7cjs.getNextSqrtPriceFromQuoteAmountOutRoundingDown; exports.getRateLimiterExcludedFeeAmount = _chunkIRVDOLO7cjs.getRateLimiterExcludedFeeAmount; exports.getSwapResult = _chunkIRVDOLO7cjs.getSwapResult; exports.getSwapResultFromExactInput = _chunkIRVDOLO7cjs.getSwapResultFromExactInput; exports.getSwapResultFromExactOutput = _chunkIRVDOLO7cjs.getSwapResultFromExactOutput; exports.getSwapResultFromPartialInput = _chunkIRVDOLO7cjs.getSwapResultFromPartialInput; exports.getTotalFeeNumerator = _chunkIRVDOLO7cjs.getTotalFeeNumerator; exports.getTotalFeeNumeratorFromExcludedFeeAmount = _chunkIRVDOLO7cjs.getTotalFeeNumeratorFromExcludedFeeAmount; exports.getTotalFeeNumeratorFromIncludedFeeAmount = _chunkIRVDOLO7cjs.getTotalFeeNumeratorFromIncludedFeeAmount; exports.getVariableFeeNumerator = _chunkIRVDOLO7cjs.getVariableFeeNumerator; exports.isDynamicFeeEnabled = _chunkIRVDOLO7cjs.isDynamicFeeEnabled; exports.isNonZeroRateLimiter = _chunkIRVDOLO7cjs.isNonZeroRateLimiter; exports.isRateLimiterApplied = _chunkIRVDOLO7cjs.isRateLimiterApplied; exports.isZeroRateLimiter = _chunkIRVDOLO7cjs.isZeroRateLimiter; exports.isZeroTransferFee = _chunkIRVDOLO7cjs.isZeroTransferFee; exports.liveCurve = _chunkIRVDOLO7cjs.liveCurve; exports.mulDiv = _chunkIRVDOLO7cjs.mulDiv; exports.pow = _chunkIRVDOLO7cjs.pow; exports.resolveSwapTransferFees = _chunkIRVDOLO7cjs.resolveSwapTransferFees; exports.splitFees = _chunkIRVDOLO7cjs.splitFees; exports.sqrt = _chunkIRVDOLO7cjs.sqrt; exports.toNumerator = _chunkIRVDOLO7cjs.toNumerator;
+//# sourceMappingURL=math.cjs.map

package/dist/math.cjs.map

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package/dist/math.d.cts

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+import BN from 'bn.js';
+import { aY as Rounding, j as CollectFeeMode, b4 as TradeDirection, aF as FeeMode, aG as FeeOnAmountResult, aS as QuoteDynamicFee, aW as QuoteVolatilityTracker, aU as QuotePoolFees, au as BaseFeeHandler, ac as BaseFeeMode } from './swapQuote-CURAm57K.cjs';
+export { aq as EpochTransferFee, bf as SwapAmountFromOutput, b5 as TransferFeeAmount, bg as calculateBaseToQuoteFromAmountIn, bh as calculateBaseToQuoteFromAmountOut, bi as calculateQuoteToBaseFromAmountIn, bj as calculateQuoteToBaseFromAmountOut, ba as calculateTransferFeeExcludedAmount, bb as calculateTransferFeeIncludedAmount, bk as getBaseTransferFee, bl as getEpochTransferFee, bm as getSwapResult, bn as getSwapResultFromExactInput, bo as getSwapResultFromExactOutput, bp as getSwapResultFromPartialInput, bc as isZeroTransferFee, bd as resolveSwapTransferFees } from './swapQuote-CURAm57K.cjs';
+import '@solana/spl-token';
+import '@coral-xyz/anchor';
+import '@solana/web3.js';
+
+/** L = Δb / (√P_upper - √P_lower), rounded down, bounded by u128. */
+declare function getInitialLiquidityFromDeltaQuote(quoteAmount: BN, sqrtMinPrice: BN, sqrtPrice: BN): BN;
+/** L = Δa * √P_lower * √P_upper / (√P_upper - √P_lower), rounded down. */
+declare function getInitialLiquidityFromDeltaBase(baseAmount: BN, sqrtMaxPrice: BN, sqrtPrice: BN): BN;
+/** Δa = L * (√P_upper - √P_lower) / (√P_upper * √P_lower), bounded by u64. */
+declare function getDeltaAmountBaseUnsigned(lowerSqrtPrice: BN, upperSqrtPrice: BN, liquidity: BN, round: Rounding): BN;
+/** Δa = L * (√P_upper - √P_lower) / (√P_upper * √P_lower), unbounded. */
+declare function getDeltaAmountBaseUnsigned256(lowerSqrtPrice: BN, upperSqrtPrice: BN, liquidity: BN, round: Rounding): BN;
+/** Δb = L * (√P_upper - √P_lower), bounded by u64. */
+declare function getDeltaAmountQuoteUnsigned(lowerSqrtPrice: BN, upperSqrtPrice: BN, liquidity: BN, round: Rounding): BN;
+/** Δb = L * (√P_upper - √P_lower), unbounded. */
+declare function getDeltaAmountQuoteUnsigned256(lowerSqrtPrice: BN, upperSqrtPrice: BN, liquidity: BN, round: Rounding): BN;
+/** Next sqrt price after amountIn of base (baseForQuote) or quote enters the segment. */
+declare function getNextSqrtPriceFromInput(sqrtPrice: BN, liquidity: BN, amountIn: BN, baseForQuote: boolean): BN;
+/** Next sqrt price after amountOut of quote (baseForQuote) or base leaves the segment. */
+declare function getNextSqrtPriceFromOutput(sqrtPrice: BN, liquidity: BN, amountOut: BN, baseForQuote: boolean): BN;
+/** √P' = √P - ceil(Δy / L) */
+declare function getNextSqrtPriceFromQuoteAmountOutRoundingDown(sqrtPrice: BN, liquidity: BN, amount: BN): BN;
+/** √P' = √P * L / (L - Δx * √P), rounded up */
+declare function getNextSqrtPriceFromBaseAmountOutRoundingUp(sqrtPrice: BN, liquidity: BN, amount: BN): BN;
+/**
+ * √P' = √P * L / (L + Δx * √P), rounded up so an exact output is met and an
+ * exact input does not move the price further than necessary.
+ */
+declare function getNextSqrtPriceFromBaseAmountInRoundingUp(sqrtPrice: BN, liquidity: BN, amount: BN): BN;
+/**
+ * √P' = √P + Δy / L, rounded down so an exact output is met and an exact
+ * input does not move the price further than necessary.
+ */
+declare function getNextSqrtPriceFromQuoteAmountInRoundingDown(sqrtPrice: BN, liquidity: BN, amount: BN): BN;
+/**
+ * The points of a stored curve up to the first zero point. PoolConfig.curve
+ * holds MAX_CURVE_POINT entries and the unused ones are zero; the program
+ * stops at the first of them.
+ */
+declare function liveCurve<T extends {
+    sqrtPrice: BN;
+    liquidity: BN;
+}>(curve: T[]): T[];
+
+declare const ProgramError: {
+    readonly MathOverflow: "Math operation overflow";
+    readonly ExceededSlippage: "Exceeded slippage tolerance";
+    readonly ExceedMaxFeeBps: "Exceeded max fee bps";
+    readonly AmountIsZero: "Amount is zero";
+    readonly TypeCastFailed: "Type cast error";
+    readonly InvalidActivationType: "Invalid activation type";
+    readonly InvalidQuoteMint: "Invalid quote mint";
+    readonly InvalidCollectFeeMode: "Invalid collect fee mode";
+    readonly InvalidMigrationFeeOption: "Invalid migration fee option";
+    readonly InvalidInput: "Invalid input";
+    readonly NotEnoughLiquidity: "Not enough liquidity";
+    readonly PoolIsCompleted: "Pool is completed";
+    readonly InvalidMigrationOption: "Invalid migration option";
+    readonly InvalidTokenDecimals: "Invalid token decimals";
+    readonly InvalidTokenType: "Invalid token type";
+    readonly InvalidQuoteThreshold: "Invalid quote threshold";
+    readonly InvalidTokenSupply: "Invalid token supply";
+    readonly InvalidCurve: "Invalid curve";
+    readonly InvalidVestingParameters: "Invalid vesting parameters";
+    readonly InsufficientLiquidity: "Liquidity in bonding curve is insufficient";
+    readonly InvalidFeeScheduler: "Invalid fee scheduler";
+    readonly InvalidCreatorTradingFeePercentage: "Invalid creator trading fee percentage";
+    readonly InvalidBaseFeeMode: "Invalid base fee mode";
+    readonly InvalidFeeRateLimiter: "Invalid fee rate limiter";
+    readonly InvalidMigratedPoolFee: "Invalid migrated pool fee params";
+    readonly UndeterminedError: "Undetermined error";
+    readonly AmountLeftIsNotZero: "Amount left is not zero";
+    readonly InvalidPoolCreationFee: "Invalid pool creation fee";
+    readonly InvalidFeeMarketCapScheduler: "Invalid fee market cap scheduler";
+    readonly DeprecatedBaseFeeMode: "Deprecated base fee mode";
+    readonly QuoteMintHasNonZeroTransferFee: "Quote mint has a non zero transfer fee or a live transfer fee config authority";
+    readonly DeprecatedMigrationOption: "Deprecated migration option";
+    readonly FeeInverseIsIncorrect: "Transfer fee inverse calculation is incorrect";
+    readonly InvalidTransferFeeParameters: "Invalid transfer fee parameters";
+    readonly ExceededInputAmount: "Required input amount exceeds the provided amount in";
+    readonly InvalidFeeClaimer: "Invalid fee claimer";
+};
+
+/**
+ * [amount after the fee, fee], with the fee rounded up;
+ * the program's PoolFeesConfig::get_excluded_fee_amount.
+ */
+declare function getExcludedFeeAmount(tradeFeeNumerator: BN, includedFeeAmount: BN): [BN, BN];
+/**
+ * [amount before the fee, fee], rounded up and bounded by u64;
+ * the program's PoolFeesConfig::get_included_fee_amount.
+ */
+declare function getIncludedFeeAmount(tradeFeeNumerator: BN, excludedFeeAmount: BN): [BN, BN];
+
+/** Which side of a swap the fee is taken from; the program's FeeMode::get_fee_mode. */
+declare function getFeeMode(collectFeeMode: CollectFeeMode, tradeDirection: TradeDirection, hasReferral: boolean): FeeMode;
+/** Base plus dynamic fee numerator for an amount that includes the fee. */
+declare function getTotalFeeNumeratorFromIncludedFeeAmount(poolFees: QuotePoolFees, volatilityTracker: QuoteVolatilityTracker, currentPoint: BN, activationPoint: BN, includedFeeAmount: BN, tradeDirection: TradeDirection): BN;
+/** Base plus dynamic fee numerator for an amount that excludes the fee. */
+declare function getTotalFeeNumeratorFromExcludedFeeAmount(poolFees: QuotePoolFees, volatilityTracker: QuoteVolatilityTracker, currentPoint: BN, activationPoint: BN, excludedFeeAmount: BN, tradeDirection: TradeDirection): BN;
+/** Base plus dynamic fee numerator, capped at MAX_FEE_NUMERATOR. */
+declare function getTotalFeeNumerator(baseFeeNumerator: BN, dynamicFee: QuoteDynamicFee, volatilityTracker: QuoteVolatilityTracker): BN;
+/** Take the fee out of an amount and split it; the program's get_fee_on_amount. */
+declare function getFeeOnAmount(tradeFeeNumerator: BN, amount: BN, hasReferral: boolean): FeeOnAmountResult;
+/**
+ * [trading fee, protocol fee, referral fee]: the protocol takes
+ * PROTOCOL_FEE_PERCENT of the fee and the referrer HOST_FEE_PERCENT of that,
+ * both rounded down.
+ */
+declare function splitFees(feeAmount: BN, hasReferral: boolean): [BN, BN, BN];
+
+/**
+ * The program's safe_math on BN. BN is arbitrary precision, so only
+ * subtraction and division can fail here; the u64 and u128 bounds are
+ * checked by the callers.
+ */
+declare class SafeMath {
+    static add(a: BN, b: BN): BN;
+    static sub(a: BN, b: BN): BN;
+    static mul(a: BN, b: BN): BN;
+    static div(a: BN, b: BN): BN;
+    static shl(a: BN, b: number): BN;
+    static shr(a: BN, b: number): BN;
+}
+/**
+ * Q64 power, matching the program. A base at or above 1 is inverted through
+ * u128::MAX so each multiplication stays inside u128.
+ */
+declare function pow(base: BN, exponent: BN, scaling?: boolean): BN;
+
+/** (x * y) / denominator with the given rounding; the program's mul_div. */
+declare function mulDiv(x: BN, y: BN, denominator: BN, rounding: Rounding): BN;
+/** bps * feeDenominator / 10_000, rounded down; the program's to_numerator. */
+declare function toNumerator(bps: BN, feeDenominator: BN): BN;
+/** Integer square root by Newton's method, rounded down; the program's sqrt_u256. */
+declare function sqrt(value: BN): BN;
+
+declare class FeeRateLimiter implements BaseFeeHandler {
+    cliffFeeNumerator: BN;
+    feeIncrementBps: number;
+    maxLimiterDuration: BN;
+    referenceAmount: BN;
+    constructor(cliffFeeNumerator: BN, feeIncrementBps: number, maxLimiterDuration: BN, referenceAmount: BN);
+    getMinBaseFeeNumerator(): BN;
+    private isApplied;
+    getBaseFeeNumeratorFromIncludedFeeAmount(currentPoint: BN, activationPoint: BN, tradeDirection: TradeDirection, includedFeeAmount: BN): BN;
+    getBaseFeeNumeratorFromExcludedFeeAmount(currentPoint: BN, activationPoint: BN, tradeDirection: TradeDirection, excludedFeeAmount: BN): BN;
+}
+declare class FeeScheduler implements BaseFeeHandler {
+    cliffFeeNumerator: BN;
+    numberOfPeriod: number;
+    periodFrequency: BN;
+    reductionFactor: BN;
+    feeSchedulerMode: BaseFeeMode;
+    constructor(cliffFeeNumerator: BN, numberOfPeriod: number, periodFrequency: BN, reductionFactor: BN, feeSchedulerMode: BaseFeeMode);
+    getMinBaseFeeNumerator(): BN;
+    getBaseFeeNumeratorFromIncludedFeeAmount(currentPoint: BN, activationPoint: BN): BN;
+    getBaseFeeNumeratorFromExcludedFeeAmount(currentPoint: BN, activationPoint: BN): BN;
+}
+/**
+ * The handler for a base fee config. The factors are the scheduler's
+ * numberOfPeriod, periodFrequency and reductionFactor, or the rate limiter's
+ * feeIncrementBps, maxLimiterDuration and referenceAmount.
+ */
+declare function getBaseFeeHandler(cliffFeeNumerator: BN, firstFactor: number, secondFactor: BN, thirdFactor: BN, baseFeeMode: BaseFeeMode): BaseFeeHandler;
+
+declare function isDynamicFeeEnabled(dynamicFee: QuoteDynamicFee): boolean;
+/**
+ * ((volatility_accumulator * bin_step)^2 * variable_fee_control + 99_999_999_999) / 100_000_000_000,
+ * or 0 when the dynamic fee is not initialized.
+ */
+declare function getVariableFeeNumerator(dynamicFee: QuoteDynamicFee, volatilityTracker: QuoteVolatilityTracker): BN;
+
+/** The fee after every period has elapsed. */
+declare function getFeeSchedulerMinBaseFeeNumerator(cliffFeeNumerator: BN, numberOfPeriod: number, reductionFactor: BN, feeSchedulerMode: BaseFeeMode): BN;
+/** The fee in a period, which stops decaying after numberOfPeriod. */
+declare function getBaseFeeNumeratorByPeriod(cliffFeeNumerator: BN, numberOfPeriod: number, period: BN, reductionFactor: BN, feeSchedulerMode: BaseFeeMode): BN;
+/** fee = cliff_fee_numerator - period * reduction_factor */
+declare function getFeeNumeratorOnLinearFeeScheduler(cliffFeeNumerator: BN, reductionFactor: BN, period: number): BN;
+/** fee = cliff_fee_numerator * (1 - reduction_factor / 10_000)^period in Q64 */
+declare function getFeeNumeratorOnExponentialFeeScheduler(cliffFeeNumerator: BN, reductionFactor: BN, period: number): BN;
+/** The fee at currentPoint, with period = (currentPoint - activationPoint) / periodFrequency. */
+declare function getBaseFeeNumerator(cliffFeeNumerator: BN, numberOfPeriod: number, periodFrequency: BN, reductionFactor: BN, feeSchedulerMode: BaseFeeMode, currentPoint: BN, activationPoint: BN): BN;
+
+/** The rate limiter only applies to quote-to-base swaps inside maxLimiterDuration after activation. */
+declare function isRateLimiterApplied(currentPoint: BN, activationPoint: BN, tradeDirection: TradeDirection, maxLimiterDuration: BN, referenceAmount: BN, feeIncrementBps: BN): boolean;
+declare function isZeroRateLimiter(referenceAmount: BN, maxLimiterDuration: BN, feeIncrementBps: BN): boolean;
+declare function isNonZeroRateLimiter(referenceAmount: BN, maxLimiterDuration: BN, feeIncrementBps: BN): boolean;
+/** Number of fee increments between the cliff fee and MAX_FEE_NUMERATOR. */
+declare function getMaxIndex(cliffFeeNumerator: BN, feeIncrementBps: BN): BN;
+/**
+ * The amounts at which the fee reaches its maximum:
+ * [excluded fee amount, included fee amount, whether the included amount overflowed u64].
+ */
+declare function getCheckedAmounts(cliffFeeNumerator: BN, referenceAmount: BN, feeIncrementBps: BN): [BN, BN, boolean];
+/**
+ * Fee numerator for an amount that excludes the fee. The included amount is
+ * recovered from the excluded one, so this is not exact; the program only
+ * requires the result to be at or above the cliff fee, and it leaves out the
+ * dynamic fee.
+ */
+declare function getFeeNumeratorFromExcludedAmount(cliffFeeNumerator: BN, referenceAmount: BN, feeIncrementBps: BN, excludedFeeAmount: BN): BN;
+/** Amount after the rate limiter fee for an amount that includes it. */
+declare function getRateLimiterExcludedFeeAmount(cliffFeeNumerator: BN, referenceAmount: BN, feeIncrementBps: BN, includedFeeAmount: BN): BN;
+/** The output of a swap of exactly the reference amount, which pays the cliff fee. */
+declare function getMaxOutAmountWithMinBaseFee(cliffFeeNumerator: BN, referenceAmount: BN, feeIncrementBps: BN): BN;
+/**
+ * Fee numerator for an amount that includes the fee. Each whole reference
+ * amount above the first pays one more fee increment, up to the maximum fee.
+ */
+declare function getFeeNumeratorFromIncludedAmount(cliffFeeNumerator: BN, referenceAmount: BN, feeIncrementBps: BN, includedFeeAmount: BN): BN;
+
+export { FeeRateLimiter, FeeScheduler, ProgramError, SafeMath, getBaseFeeHandler, getBaseFeeNumerator, getBaseFeeNumeratorByPeriod, getCheckedAmounts, getDeltaAmountBaseUnsigned, getDeltaAmountBaseUnsigned256, getDeltaAmountQuoteUnsigned, getDeltaAmountQuoteUnsigned256, getExcludedFeeAmount, getFeeMode, getFeeNumeratorFromExcludedAmount, getFeeNumeratorFromIncludedAmount, getFeeNumeratorOnExponentialFeeScheduler, getFeeNumeratorOnLinearFeeScheduler, getFeeOnAmount, getFeeSchedulerMinBaseFeeNumerator, getIncludedFeeAmount, getInitialLiquidityFromDeltaBase, getInitialLiquidityFromDeltaQuote, getMaxIndex, getMaxOutAmountWithMinBaseFee, getNextSqrtPriceFromBaseAmountInRoundingUp, getNextSqrtPriceFromBaseAmountOutRoundingUp, getNextSqrtPriceFromInput, getNextSqrtPriceFromOutput, getNextSqrtPriceFromQuoteAmountInRoundingDown, getNextSqrtPriceFromQuoteAmountOutRoundingDown, getRateLimiterExcludedFeeAmount, getTotalFeeNumerator, getTotalFeeNumeratorFromExcludedFeeAmount, getTotalFeeNumeratorFromIncludedFeeAmount, getVariableFeeNumerator, isDynamicFeeEnabled, isNonZeroRateLimiter, isRateLimiterApplied, isZeroRateLimiter, liveCurve, mulDiv, pow, splitFees, sqrt, toNumerator };

package/dist/math.d.ts

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+import BN from 'bn.js';
+import { aY as Rounding, j as CollectFeeMode, b4 as TradeDirection, aF as FeeMode, aG as FeeOnAmountResult, aS as QuoteDynamicFee, aW as QuoteVolatilityTracker, aU as QuotePoolFees, au as BaseFeeHandler, ac as BaseFeeMode } from './swapQuote-CURAm57K.js';
+export { aq as EpochTransferFee, bf as SwapAmountFromOutput, b5 as TransferFeeAmount, bg as calculateBaseToQuoteFromAmountIn, bh as calculateBaseToQuoteFromAmountOut, bi as calculateQuoteToBaseFromAmountIn, bj as calculateQuoteToBaseFromAmountOut, ba as calculateTransferFeeExcludedAmount, bb as calculateTransferFeeIncludedAmount, bk as getBaseTransferFee, bl as getEpochTransferFee, bm as getSwapResult, bn as getSwapResultFromExactInput, bo as getSwapResultFromExactOutput, bp as getSwapResultFromPartialInput, bc as isZeroTransferFee, bd as resolveSwapTransferFees } from './swapQuote-CURAm57K.js';
+import '@solana/spl-token';
+import '@coral-xyz/anchor';
+import '@solana/web3.js';
+
+/** L = Δb / (√P_upper - √P_lower), rounded down, bounded by u128. */
+declare function getInitialLiquidityFromDeltaQuote(quoteAmount: BN, sqrtMinPrice: BN, sqrtPrice: BN): BN;
+/** L = Δa * √P_lower * √P_upper / (√P_upper - √P_lower), rounded down. */
+declare function getInitialLiquidityFromDeltaBase(baseAmount: BN, sqrtMaxPrice: BN, sqrtPrice: BN): BN;
+/** Δa = L * (√P_upper - √P_lower) / (√P_upper * √P_lower), bounded by u64. */
+declare function getDeltaAmountBaseUnsigned(lowerSqrtPrice: BN, upperSqrtPrice: BN, liquidity: BN, round: Rounding): BN;
+/** Δa = L * (√P_upper - √P_lower) / (√P_upper * √P_lower), unbounded. */
+declare function getDeltaAmountBaseUnsigned256(lowerSqrtPrice: BN, upperSqrtPrice: BN, liquidity: BN, round: Rounding): BN;
+/** Δb = L * (√P_upper - √P_lower), bounded by u64. */
+declare function getDeltaAmountQuoteUnsigned(lowerSqrtPrice: BN, upperSqrtPrice: BN, liquidity: BN, round: Rounding): BN;
+/** Δb = L * (√P_upper - √P_lower), unbounded. */
+declare function getDeltaAmountQuoteUnsigned256(lowerSqrtPrice: BN, upperSqrtPrice: BN, liquidity: BN, round: Rounding): BN;
+/** Next sqrt price after amountIn of base (baseForQuote) or quote enters the segment. */
+declare function getNextSqrtPriceFromInput(sqrtPrice: BN, liquidity: BN, amountIn: BN, baseForQuote: boolean): BN;
+/** Next sqrt price after amountOut of quote (baseForQuote) or base leaves the segment. */
+declare function getNextSqrtPriceFromOutput(sqrtPrice: BN, liquidity: BN, amountOut: BN, baseForQuote: boolean): BN;
+/** √P' = √P - ceil(Δy / L) */
+declare function getNextSqrtPriceFromQuoteAmountOutRoundingDown(sqrtPrice: BN, liquidity: BN, amount: BN): BN;
+/** √P' = √P * L / (L - Δx * √P), rounded up */
+declare function getNextSqrtPriceFromBaseAmountOutRoundingUp(sqrtPrice: BN, liquidity: BN, amount: BN): BN;
+/**
+ * √P' = √P * L / (L + Δx * √P), rounded up so an exact output is met and an
+ * exact input does not move the price further than necessary.
+ */
+declare function getNextSqrtPriceFromBaseAmountInRoundingUp(sqrtPrice: BN, liquidity: BN, amount: BN): BN;
+/**
+ * √P' = √P + Δy / L, rounded down so an exact output is met and an exact
+ * input does not move the price further than necessary.
+ */
+declare function getNextSqrtPriceFromQuoteAmountInRoundingDown(sqrtPrice: BN, liquidity: BN, amount: BN): BN;
+/**
+ * The points of a stored curve up to the first zero point. PoolConfig.curve
+ * holds MAX_CURVE_POINT entries and the unused ones are zero; the program
+ * stops at the first of them.
+ */
+declare function liveCurve<T extends {
+    sqrtPrice: BN;
+    liquidity: BN;
+}>(curve: T[]): T[];
+
+declare const ProgramError: {
+    readonly MathOverflow: "Math operation overflow";
+    readonly ExceededSlippage: "Exceeded slippage tolerance";
+    readonly ExceedMaxFeeBps: "Exceeded max fee bps";
+    readonly AmountIsZero: "Amount is zero";
+    readonly TypeCastFailed: "Type cast error";
+    readonly InvalidActivationType: "Invalid activation type";
+    readonly InvalidQuoteMint: "Invalid quote mint";
+    readonly InvalidCollectFeeMode: "Invalid collect fee mode";
+    readonly InvalidMigrationFeeOption: "Invalid migration fee option";
+    readonly InvalidInput: "Invalid input";
+    readonly NotEnoughLiquidity: "Not enough liquidity";
+    readonly PoolIsCompleted: "Pool is completed";
+    readonly InvalidMigrationOption: "Invalid migration option";
+    readonly InvalidTokenDecimals: "Invalid token decimals";
+    readonly InvalidTokenType: "Invalid token type";
+    readonly InvalidQuoteThreshold: "Invalid quote threshold";
+    readonly InvalidTokenSupply: "Invalid token supply";
+    readonly InvalidCurve: "Invalid curve";
+    readonly InvalidVestingParameters: "Invalid vesting parameters";
+    readonly InsufficientLiquidity: "Liquidity in bonding curve is insufficient";
+    readonly InvalidFeeScheduler: "Invalid fee scheduler";
+    readonly InvalidCreatorTradingFeePercentage: "Invalid creator trading fee percentage";
+    readonly InvalidBaseFeeMode: "Invalid base fee mode";
+    readonly InvalidFeeRateLimiter: "Invalid fee rate limiter";
+    readonly InvalidMigratedPoolFee: "Invalid migrated pool fee params";
+    readonly UndeterminedError: "Undetermined error";
+    readonly AmountLeftIsNotZero: "Amount left is not zero";
+    readonly InvalidPoolCreationFee: "Invalid pool creation fee";
+    readonly InvalidFeeMarketCapScheduler: "Invalid fee market cap scheduler";
+    readonly DeprecatedBaseFeeMode: "Deprecated base fee mode";
+    readonly QuoteMintHasNonZeroTransferFee: "Quote mint has a non zero transfer fee or a live transfer fee config authority";
+    readonly DeprecatedMigrationOption: "Deprecated migration option";
+    readonly FeeInverseIsIncorrect: "Transfer fee inverse calculation is incorrect";
+    readonly InvalidTransferFeeParameters: "Invalid transfer fee parameters";
+    readonly ExceededInputAmount: "Required input amount exceeds the provided amount in";
+    readonly InvalidFeeClaimer: "Invalid fee claimer";
+};
+
+/**
+ * [amount after the fee, fee], with the fee rounded up;
+ * the program's PoolFeesConfig::get_excluded_fee_amount.
+ */
+declare function getExcludedFeeAmount(tradeFeeNumerator: BN, includedFeeAmount: BN): [BN, BN];
+/**
+ * [amount before the fee, fee], rounded up and bounded by u64;
+ * the program's PoolFeesConfig::get_included_fee_amount.
+ */
+declare function getIncludedFeeAmount(tradeFeeNumerator: BN, excludedFeeAmount: BN): [BN, BN];
+
+/** Which side of a swap the fee is taken from; the program's FeeMode::get_fee_mode. */
+declare function getFeeMode(collectFeeMode: CollectFeeMode, tradeDirection: TradeDirection, hasReferral: boolean): FeeMode;
+/** Base plus dynamic fee numerator for an amount that includes the fee. */
+declare function getTotalFeeNumeratorFromIncludedFeeAmount(poolFees: QuotePoolFees, volatilityTracker: QuoteVolatilityTracker, currentPoint: BN, activationPoint: BN, includedFeeAmount: BN, tradeDirection: TradeDirection): BN;
+/** Base plus dynamic fee numerator for an amount that excludes the fee. */
+declare function getTotalFeeNumeratorFromExcludedFeeAmount(poolFees: QuotePoolFees, volatilityTracker: QuoteVolatilityTracker, currentPoint: BN, activationPoint: BN, excludedFeeAmount: BN, tradeDirection: TradeDirection): BN;
+/** Base plus dynamic fee numerator, capped at MAX_FEE_NUMERATOR. */
+declare function getTotalFeeNumerator(baseFeeNumerator: BN, dynamicFee: QuoteDynamicFee, volatilityTracker: QuoteVolatilityTracker): BN;
+/** Take the fee out of an amount and split it; the program's get_fee_on_amount. */
+declare function getFeeOnAmount(tradeFeeNumerator: BN, amount: BN, hasReferral: boolean): FeeOnAmountResult;
+/**
+ * [trading fee, protocol fee, referral fee]: the protocol takes
+ * PROTOCOL_FEE_PERCENT of the fee and the referrer HOST_FEE_PERCENT of that,
+ * both rounded down.
+ */
+declare function splitFees(feeAmount: BN, hasReferral: boolean): [BN, BN, BN];
+
+/**
+ * The program's safe_math on BN. BN is arbitrary precision, so only
+ * subtraction and division can fail here; the u64 and u128 bounds are
+ * checked by the callers.
+ */
+declare class SafeMath {
+    static add(a: BN, b: BN): BN;
+    static sub(a: BN, b: BN): BN;
+    static mul(a: BN, b: BN): BN;
+    static div(a: BN, b: BN): BN;
+    static shl(a: BN, b: number): BN;
+    static shr(a: BN, b: number): BN;
+}
+/**
+ * Q64 power, matching the program. A base at or above 1 is inverted through
+ * u128::MAX so each multiplication stays inside u128.
+ */
+declare function pow(base: BN, exponent: BN, scaling?: boolean): BN;
+
+/** (x * y) / denominator with the given rounding; the program's mul_div. */
+declare function mulDiv(x: BN, y: BN, denominator: BN, rounding: Rounding): BN;
+/** bps * feeDenominator / 10_000, rounded down; the program's to_numerator. */
+declare function toNumerator(bps: BN, feeDenominator: BN): BN;
+/** Integer square root by Newton's method, rounded down; the program's sqrt_u256. */
+declare function sqrt(value: BN): BN;
+
+declare class FeeRateLimiter implements BaseFeeHandler {
+    cliffFeeNumerator: BN;
+    feeIncrementBps: number;
+    maxLimiterDuration: BN;
+    referenceAmount: BN;
+    constructor(cliffFeeNumerator: BN, feeIncrementBps: number, maxLimiterDuration: BN, referenceAmount: BN);
+    getMinBaseFeeNumerator(): BN;
+    private isApplied;
+    getBaseFeeNumeratorFromIncludedFeeAmount(currentPoint: BN, activationPoint: BN, tradeDirection: TradeDirection, includedFeeAmount: BN): BN;
+    getBaseFeeNumeratorFromExcludedFeeAmount(currentPoint: BN, activationPoint: BN, tradeDirection: TradeDirection, excludedFeeAmount: BN): BN;
+}
+declare class FeeScheduler implements BaseFeeHandler {
+    cliffFeeNumerator: BN;
+    numberOfPeriod: number;
+    periodFrequency: BN;
+    reductionFactor: BN;
+    feeSchedulerMode: BaseFeeMode;
+    constructor(cliffFeeNumerator: BN, numberOfPeriod: number, periodFrequency: BN, reductionFactor: BN, feeSchedulerMode: BaseFeeMode);
+    getMinBaseFeeNumerator(): BN;
+    getBaseFeeNumeratorFromIncludedFeeAmount(currentPoint: BN, activationPoint: BN): BN;
+    getBaseFeeNumeratorFromExcludedFeeAmount(currentPoint: BN, activationPoint: BN): BN;
+}
+/**
+ * The handler for a base fee config. The factors are the scheduler's
+ * numberOfPeriod, periodFrequency and reductionFactor, or the rate limiter's
+ * feeIncrementBps, maxLimiterDuration and referenceAmount.
+ */
+declare function getBaseFeeHandler(cliffFeeNumerator: BN, firstFactor: number, secondFactor: BN, thirdFactor: BN, baseFeeMode: BaseFeeMode): BaseFeeHandler;
+
+declare function isDynamicFeeEnabled(dynamicFee: QuoteDynamicFee): boolean;
+/**
+ * ((volatility_accumulator * bin_step)^2 * variable_fee_control + 99_999_999_999) / 100_000_000_000,
+ * or 0 when the dynamic fee is not initialized.
+ */
+declare function getVariableFeeNumerator(dynamicFee: QuoteDynamicFee, volatilityTracker: QuoteVolatilityTracker): BN;
+
+/** The fee after every period has elapsed. */
+declare function getFeeSchedulerMinBaseFeeNumerator(cliffFeeNumerator: BN, numberOfPeriod: number, reductionFactor: BN, feeSchedulerMode: BaseFeeMode): BN;
+/** The fee in a period, which stops decaying after numberOfPeriod. */
+declare function getBaseFeeNumeratorByPeriod(cliffFeeNumerator: BN, numberOfPeriod: number, period: BN, reductionFactor: BN, feeSchedulerMode: BaseFeeMode): BN;
+/** fee = cliff_fee_numerator - period * reduction_factor */
+declare function getFeeNumeratorOnLinearFeeScheduler(cliffFeeNumerator: BN, reductionFactor: BN, period: number): BN;
+/** fee = cliff_fee_numerator * (1 - reduction_factor / 10_000)^period in Q64 */
+declare function getFeeNumeratorOnExponentialFeeScheduler(cliffFeeNumerator: BN, reductionFactor: BN, period: number): BN;
+/** The fee at currentPoint, with period = (currentPoint - activationPoint) / periodFrequency. */
+declare function getBaseFeeNumerator(cliffFeeNumerator: BN, numberOfPeriod: number, periodFrequency: BN, reductionFactor: BN, feeSchedulerMode: BaseFeeMode, currentPoint: BN, activationPoint: BN): BN;
+
+/** The rate limiter only applies to quote-to-base swaps inside maxLimiterDuration after activation. */
+declare function isRateLimiterApplied(currentPoint: BN, activationPoint: BN, tradeDirection: TradeDirection, maxLimiterDuration: BN, referenceAmount: BN, feeIncrementBps: BN): boolean;
+declare function isZeroRateLimiter(referenceAmount: BN, maxLimiterDuration: BN, feeIncrementBps: BN): boolean;
+declare function isNonZeroRateLimiter(referenceAmount: BN, maxLimiterDuration: BN, feeIncrementBps: BN): boolean;
+/** Number of fee increments between the cliff fee and MAX_FEE_NUMERATOR. */
+declare function getMaxIndex(cliffFeeNumerator: BN, feeIncrementBps: BN): BN;
+/**
+ * The amounts at which the fee reaches its maximum:
+ * [excluded fee amount, included fee amount, whether the included amount overflowed u64].
+ */
+declare function getCheckedAmounts(cliffFeeNumerator: BN, referenceAmount: BN, feeIncrementBps: BN): [BN, BN, boolean];
+/**
+ * Fee numerator for an amount that excludes the fee. The included amount is
+ * recovered from the excluded one, so this is not exact; the program only
+ * requires the result to be at or above the cliff fee, and it leaves out the
+ * dynamic fee.
+ */
+declare function getFeeNumeratorFromExcludedAmount(cliffFeeNumerator: BN, referenceAmount: BN, feeIncrementBps: BN, excludedFeeAmount: BN): BN;
+/** Amount after the rate limiter fee for an amount that includes it. */
+declare function getRateLimiterExcludedFeeAmount(cliffFeeNumerator: BN, referenceAmount: BN, feeIncrementBps: BN, includedFeeAmount: BN): BN;
+/** The output of a swap of exactly the reference amount, which pays the cliff fee. */
+declare function getMaxOutAmountWithMinBaseFee(cliffFeeNumerator: BN, referenceAmount: BN, feeIncrementBps: BN): BN;
+/**
+ * Fee numerator for an amount that includes the fee. Each whole reference
+ * amount above the first pays one more fee increment, up to the maximum fee.
+ */
+declare function getFeeNumeratorFromIncludedAmount(cliffFeeNumerator: BN, referenceAmount: BN, feeIncrementBps: BN, includedFeeAmount: BN): BN;
+
+export { FeeRateLimiter, FeeScheduler, ProgramError, SafeMath, getBaseFeeHandler, getBaseFeeNumerator, getBaseFeeNumeratorByPeriod, getCheckedAmounts, getDeltaAmountBaseUnsigned, getDeltaAmountBaseUnsigned256, getDeltaAmountQuoteUnsigned, getDeltaAmountQuoteUnsigned256, getExcludedFeeAmount, getFeeMode, getFeeNumeratorFromExcludedAmount, getFeeNumeratorFromIncludedAmount, getFeeNumeratorOnExponentialFeeScheduler, getFeeNumeratorOnLinearFeeScheduler, getFeeOnAmount, getFeeSchedulerMinBaseFeeNumerator, getIncludedFeeAmount, getInitialLiquidityFromDeltaBase, getInitialLiquidityFromDeltaQuote, getMaxIndex, getMaxOutAmountWithMinBaseFee, getNextSqrtPriceFromBaseAmountInRoundingUp, getNextSqrtPriceFromBaseAmountOutRoundingUp, getNextSqrtPriceFromInput, getNextSqrtPriceFromOutput, getNextSqrtPriceFromQuoteAmountInRoundingDown, getNextSqrtPriceFromQuoteAmountOutRoundingDown, getRateLimiterExcludedFeeAmount, getTotalFeeNumerator, getTotalFeeNumeratorFromExcludedFeeAmount, getTotalFeeNumeratorFromIncludedFeeAmount, getVariableFeeNumerator, isDynamicFeeEnabled, isNonZeroRateLimiter, isRateLimiterApplied, isZeroRateLimiter, liveCurve, mulDiv, pow, splitFees, sqrt, toNumerator };