@paraswap/dex-lib 2.42.4 → 2.42.5

package/build/dex/kyberswap-elastic/contract-math/LiquidityMath.js

@@ -0,0 +1,22 @@
+"use strict";
+Object.defineProperty(exports, "__esModule", { value: true });
+exports.LiquidityMath = void 0;
+const utils_1 = require("../../../utils");
+class LiquidityMath {
+    static addDelta(x, y) {
+        let z;
+        if (y < 0) {
+            const _y = BigInt.asUintN(128, -y);
+            z = x - _y;
+            (0, utils_1._require)(z < x, 'LS', { z, x, y, _y }, 'z < x');
+        }
+        else {
+            const _y = BigInt.asUintN(128, y);
+            z = x + _y;
+            (0, utils_1._require)(z >= x, 'LA', { z, x, y, _y }, 'z >= x');
+        }
+        return z;
+    }
+}
+exports.LiquidityMath = LiquidityMath;
+//# sourceMappingURL=LiquidityMath.js.map

package/build/dex/kyberswap-elastic/contract-math/LiquidityMath.js.map

@@ -0,0 +1 @@
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package/build/dex/kyberswap-elastic/contract-math/QtyDeltaMath.d.ts

@@ -0,0 +1,5 @@
+export declare class QtyDeltaMath {
+    static calcRequiredQty0(lowerSqrtP: bigint, upperSqrtP: bigint, liquidity: bigint, isAdd: boolean): bigint;
+    static calcRequiredQty1(lowerSqrtP: bigint, upperSqrtP: bigint, liquidity: bigint, isAdd: boolean): bigint;
+    static divCeil(a: bigint, b: bigint): bigint;
+}

package/build/dex/kyberswap-elastic/contract-math/QtyDeltaMath.js

@@ -0,0 +1,25 @@
+"use strict";
+Object.defineProperty(exports, "__esModule", { value: true });
+exports.QtyDeltaMath = void 0;
+const constants_1 = require("../constants");
+const FullMath_1 = require("./FullMath");
+const SafeCast_1 = require("./SafeCast");
+class QtyDeltaMath {
+    static calcRequiredQty0(lowerSqrtP, upperSqrtP, liquidity, isAdd) {
+        let numerator1 = liquidity << 96n;
+        let numerator2 = upperSqrtP - lowerSqrtP;
+        return isAdd
+            ? SafeCast_1.SafeCast.toInt256(this.divCeil(FullMath_1.FullMath.mulDivCeil(numerator1, numerator2, upperSqrtP), lowerSqrtP))
+            : SafeCast_1.SafeCast.revToInt256(FullMath_1.FullMath.mulDivFloor(numerator1, numerator2, upperSqrtP) / lowerSqrtP);
+    }
+    static calcRequiredQty1(lowerSqrtP, upperSqrtP, liquidity, isAdd) {
+        return isAdd
+            ? SafeCast_1.SafeCast.toInt256(FullMath_1.FullMath.mulDivCeil(liquidity, upperSqrtP - lowerSqrtP, constants_1.TWO_POW_96))
+            : SafeCast_1.SafeCast.revToInt256(FullMath_1.FullMath.mulDivFloor(liquidity, upperSqrtP - lowerSqrtP, constants_1.TWO_POW_96));
+    }
+    static divCeil(a, b) {
+        return (a + b - 1n) / b;
+    }
+}
+exports.QtyDeltaMath = QtyDeltaMath;
+//# sourceMappingURL=QtyDeltaMath.js.map

package/build/dex/kyberswap-elastic/contract-math/QtyDeltaMath.js.map

@@ -0,0 +1 @@
+{"version":3,"file":"QtyDeltaMath.js","sourceRoot":"","sources":["../../../../src/dex/kyberswap-elastic/contract-math/QtyDeltaMath.ts"],"names":[],"mappings":";;;AAAA,4CAA0C;AAC1C,yCAAsC;AACtC,yCAAsC;AAEtC,MAAa,YAAY;IACvB,MAAM,CAAC,gBAAgB,CACrB,UAAkB,EAClB,UAAkB,EAClB,SAAiB,EACjB,KAAc;QAEd,IAAI,UAAU,GAAG,SAAS,IAAI,GAAG,CAAC;QAClC,IAAI,UAAU,GAAG,UAAU,GAAG,UAAU,CAAC;QAEzC,OAAO,KAAK;YACV,CAAC,CAAC,mBAAQ,CAAC,QAAQ,CACf,IAAI,CAAC,OAAO,CACV,mBAAQ,CAAC,UAAU,CAAC,UAAU,EAAE,UAAU,EAAE,UAAU,CAAC,EACvD,UAAU,CACX,CACF;YACH,CAAC,CAAC,mBAAQ,CAAC,WAAW,CAClB,mBAAQ,CAAC,WAAW,CAAC,UAAU,EAAE,UAAU,EAAE,UAAU,CAAC,GAAG,UAAU,CACtE,CAAC;IACR,CAAC;IAED,MAAM,CAAC,gBAAgB,CACrB,UAAkB,EAClB,UAAkB,EAClB,SAAiB,EACjB,KAAc;QAEd,OAAO,KAAK;YACV,CAAC,CAAC,mBAAQ,CAAC,QAAQ,CACf,mBAAQ,CAAC,UAAU,CAAC,SAAS,EAAE,UAAU,GAAG,UAAU,EAAE,sBAAU,CAAC,CACpE;YACH,CAAC,CAAC,mBAAQ,CAAC,WAAW,CAClB,mBAAQ,CAAC,WAAW,CAAC,SAAS,EAAE,UAAU,GAAG,UAAU,EAAE,sBAAU,CAAC,CACrE,CAAC;IACR,CAAC;IAED,MAAM,CAAC,OAAO,CAAC,CAAS,EAAE,CAAS;QACjC,OAAO,CAAC,CAAC,GAAG,CAAC,GAAG,EAAE,CAAC,GAAG,CAAC,CAAC;IAC1B,CAAC;CACF;AAxCD,oCAwCC"}

package/build/dex/kyberswap-elastic/contract-math/QuadMath.d.ts

@@ -0,0 +1,4 @@
+export declare class QuadMath {
+    static getSmallerRootOfQuadEqn(a: bigint, b: bigint, c: bigint): bigint;
+    static sqrt(y: bigint): bigint;
+}

package/build/dex/kyberswap-elastic/contract-math/QuadMath.js

@@ -0,0 +1,27 @@
+"use strict";
+Object.defineProperty(exports, "__esModule", { value: true });
+exports.QuadMath = void 0;
+class QuadMath {
+    static getSmallerRootOfQuadEqn(a, b, c) {
+        let smallerRoot = 0n;
+        smallerRoot = (b - this.sqrt(b * b - a * c)) / a;
+        return smallerRoot;
+    }
+    static sqrt(y) {
+        let z = 0n;
+        if (y > 3) {
+            z = y;
+            let x = y / 2n + 1n;
+            while (x < z) {
+                z = x;
+                x = (y / x + x) / 2n;
+            }
+        }
+        else if (y != 0n) {
+            z = 1n;
+        }
+        return z;
+    }
+}
+exports.QuadMath = QuadMath;
+//# sourceMappingURL=QuadMath.js.map

package/build/dex/kyberswap-elastic/contract-math/QuadMath.js.map

@@ -0,0 +1 @@
+{"version":3,"file":"QuadMath.js","sourceRoot":"","sources":["../../../../src/dex/kyberswap-elastic/contract-math/QuadMath.ts"],"names":[],"mappings":";;;AAAA,MAAa,QAAQ;IACnB,MAAM,CAAC,uBAAuB,CAAC,CAAS,EAAE,CAAS,EAAE,CAAS;QAC5D,IAAI,WAAW,GAAW,EAAE,CAAC;QAE7B,WAAW,GAAG,CAAC,CAAC,GAAG,IAAI,CAAC,IAAI,CAAC,CAAC,GAAG,CAAC,GAAG,CAAC,GAAG,CAAC,CAAC,CAAC,GAAG,CAAC,CAAC;QACjD,OAAO,WAAW,CAAC;IACrB,CAAC;IAED,MAAM,CAAC,IAAI,CAAC,CAAS;QACnB,IAAI,CAAC,GAAG,EAAE,CAAC;QAEX,IAAI,CAAC,GAAG,CAAC,EAAE;YACT,CAAC,GAAG,CAAC,CAAC;YACN,IAAI,CAAC,GAAG,CAAC,GAAG,EAAE,GAAG,EAAE,CAAC;YACpB,OAAO,CAAC,GAAG,CAAC,EAAE;gBACZ,CAAC,GAAG,CAAC,CAAC;gBACN,CAAC,GAAG,CAAC,CAAC,GAAG,CAAC,GAAG,CAAC,CAAC,GAAG,EAAE,CAAC;aACtB;SACF;aAAM,IAAI,CAAC,IAAI,EAAE,EAAE;YAClB,CAAC,GAAG,EAAE,CAAC;SACR;QAED,OAAO,CAAC,CAAC;IACX,CAAC;CACF;AAxBD,4BAwBC"}

package/build/dex/kyberswap-elastic/contract-math/ReinvestmentMath.d.ts

@@ -0,0 +1,3 @@
+export declare class ReinvestmentMath {
+    static calcrMintQty(reinvestL: bigint, reinvestLLast: bigint, baseL: bigint, rTokenSupply: bigint): bigint;
+}

package/build/dex/kyberswap-elastic/contract-math/ReinvestmentMath.js

@@ -0,0 +1,14 @@
+"use strict";
+Object.defineProperty(exports, "__esModule", { value: true });
+exports.ReinvestmentMath = void 0;
+const FullMath_1 = require("./FullMath");
+class ReinvestmentMath {
+    static calcrMintQty(reinvestL, reinvestLLast, baseL, rTokenSupply) {
+        let rMintQty = 0n;
+        let lpContribution = FullMath_1.FullMath.mulDivFloor(baseL, reinvestL - reinvestLLast, baseL + reinvestL);
+        rMintQty = FullMath_1.FullMath.mulDivFloor(rTokenSupply, lpContribution, reinvestLLast);
+        return rMintQty;
+    }
+}
+exports.ReinvestmentMath = ReinvestmentMath;
+//# sourceMappingURL=ReinvestmentMath.js.map

package/build/dex/kyberswap-elastic/contract-math/ReinvestmentMath.js.map

@@ -0,0 +1 @@
+{"version":3,"file":"ReinvestmentMath.js","sourceRoot":"","sources":["../../../../src/dex/kyberswap-elastic/contract-math/ReinvestmentMath.ts"],"names":[],"mappings":";;;AAAA,yCAAsC;AACtC,MAAa,gBAAgB;IAC3B,MAAM,CAAC,YAAY,CACjB,SAAiB,EACjB,aAAqB,EACrB,KAAa,EACb,YAAoB;QAEpB,IAAI,QAAQ,GAAW,EAAE,CAAC;QAE1B,IAAI,cAAc,GAAG,mBAAQ,CAAC,WAAW,CACvC,KAAK,EACL,SAAS,GAAG,aAAa,EACzB,KAAK,GAAG,SAAS,CAClB,CAAC;QACF,QAAQ,GAAG,mBAAQ,CAAC,WAAW,CAC7B,YAAY,EACZ,cAAc,EACd,aAAa,CACd,CAAC;QACF,OAAO,QAAQ,CAAC;IAClB,CAAC;CACF;AArBD,4CAqBC"}

package/build/dex/kyberswap-elastic/contract-math/SafeCast.d.ts

@@ -0,0 +1,8 @@
+export declare class SafeCast {
+    static toInt256(a: bigint): bigint;
+    static revToInt256(a: bigint): bigint;
+    static revToInt128(a: bigint): bigint;
+    static revToUint256(a: bigint): bigint;
+    static revToUint128(a: bigint): bigint;
+    static toUint160(y: bigint): bigint;
+}

package/build/dex/kyberswap-elastic/contract-math/SafeCast.js

@@ -0,0 +1,30 @@
+"use strict";
+Object.defineProperty(exports, "__esModule", { value: true });
+exports.SafeCast = void 0;
+const utils_1 = require("../../../utils");
+class SafeCast {
+    static toInt256(a) {
+        (0, utils_1._require)(a < 2n ** 255n, 'toInt256: a < 2n ** 255n');
+        return BigInt.asIntN(256, a);
+    }
+    static revToInt256(a) {
+        (0, utils_1._require)(a < 2n ** 255n, 'toInt256: a < 2n ** 255n');
+        return BigInt.asIntN(256, -a);
+    }
+    static revToInt128(a) {
+        (0, utils_1._require)(a < 2n ** 127n, 'toInt256: a < 2n ** 255n');
+        return BigInt.asIntN(128, -a);
+    }
+    static revToUint256(a) {
+        return BigInt.asUintN(256, -a);
+    }
+    static revToUint128(a) {
+        return BigInt.asUintN(128, -a);
+    }
+    static toUint160(y) {
+        (0, utils_1._require)(BigInt.asUintN(160, y) == y, 'toUint160 overflow');
+        return BigInt.asUintN(160, y);
+    }
+}
+exports.SafeCast = SafeCast;
+//# sourceMappingURL=SafeCast.js.map

package/build/dex/kyberswap-elastic/contract-math/SafeCast.js.map

@@ -0,0 +1 @@
+{"version":3,"file":"SafeCast.js","sourceRoot":"","sources":["../../../../src/dex/kyberswap-elastic/contract-math/SafeCast.ts"],"names":[],"mappings":";;;AAAA,0CAA0C;AAE1C,MAAa,QAAQ;IACnB,MAAM,CAAC,QAAQ,CAAC,CAAS;QACvB,IAAA,gBAAQ,EAAC,CAAC,GAAG,EAAE,IAAI,IAAI,EAAE,0BAA0B,CAAC,CAAC;QACrD,OAAO,MAAM,CAAC,MAAM,CAAC,GAAG,EAAE,CAAC,CAAC,CAAC;IAC/B,CAAC;IAED,MAAM,CAAC,WAAW,CAAC,CAAS;QAC1B,IAAA,gBAAQ,EAAC,CAAC,GAAG,EAAE,IAAI,IAAI,EAAE,0BAA0B,CAAC,CAAC;QACrD,OAAO,MAAM,CAAC,MAAM,CAAC,GAAG,EAAE,CAAC,CAAC,CAAC,CAAC;IAChC,CAAC;IAED,MAAM,CAAC,WAAW,CAAC,CAAS;QAC1B,IAAA,gBAAQ,EAAC,CAAC,GAAG,EAAE,IAAI,IAAI,EAAE,0BAA0B,CAAC,CAAC;QACrD,OAAO,MAAM,CAAC,MAAM,CAAC,GAAG,EAAE,CAAC,CAAC,CAAC,CAAC;IAChC,CAAC;IAED,MAAM,CAAC,YAAY,CAAC,CAAS;QAC3B,OAAO,MAAM,CAAC,OAAO,CAAC,GAAG,EAAE,CAAC,CAAC,CAAC,CAAC;IACjC,CAAC;IAED,MAAM,CAAC,YAAY,CAAC,CAAS;QAC3B,OAAO,MAAM,CAAC,OAAO,CAAC,GAAG,EAAE,CAAC,CAAC,CAAC,CAAC;IACjC,CAAC;IAED,MAAM,CAAC,SAAS,CAAC,CAAS;QACxB,IAAA,gBAAQ,EAAC,MAAM,CAAC,OAAO,CAAC,GAAG,EAAE,CAAC,CAAC,IAAI,CAAC,EAAE,oBAAoB,CAAC,CAAC;QAC5D,OAAO,MAAM,CAAC,OAAO,CAAC,GAAG,EAAE,CAAC,CAAC,CAAC;IAChC,CAAC;CACF;AA5BD,4BA4BC"}

package/build/dex/kyberswap-elastic/contract-math/SqrtPriceMath.d.ts

@@ -0,0 +1,10 @@
+export declare class SqrtPriceMath {
+    static getNextSqrtPriceFromAmount0RoundingUp(sqrtPX96: bigint, liquidity: bigint, amount: bigint, add: boolean): bigint;
+    static getNextSqrtPriceFromAmount1RoundingDown(sqrtPX96: bigint, liquidity: bigint, amount: bigint, add: boolean): bigint;
+    static getNextSqrtPriceFromInput(sqrtPX96: bigint, liquidity: bigint, amountIn: bigint, zeroForOne: boolean): bigint;
+    static getNextSqrtPriceFromOutput(sqrtPX96: bigint, liquidity: bigint, amountOut: bigint, zeroForOne: boolean): bigint;
+    static getAmount0Delta(sqrtRatioAX96: bigint, sqrtRatioBX96: bigint, liquidity: bigint, roundUp: boolean): bigint;
+    static getAmount1Delta(sqrtRatioAX96: bigint, sqrtRatioBX96: bigint, liquidity: bigint, roundUp: boolean): bigint;
+    static _getAmount0DeltaO(sqrtRatioAX96: bigint, sqrtRatioBX96: bigint, liquidity: bigint): bigint;
+    static _getAmount1DeltaO(sqrtRatioAX96: bigint, sqrtRatioBX96: bigint, liquidity: bigint): bigint;
+}

package/build/dex/kyberswap-elastic/contract-math/SqrtPriceMath.js

@@ -0,0 +1,91 @@
+"use strict";
+Object.defineProperty(exports, "__esModule", { value: true });
+exports.SqrtPriceMath = void 0;
+const bigint_constants_1 = require("../../../bigint-constants");
+const FixedPoint96_1 = require("./FixedPoint96");
+const FullMath_1 = require("./FullMath");
+const UnsafeMath_1 = require("./UnsafeMath");
+const utils_1 = require("../../../utils");
+class SqrtPriceMath {
+    static getNextSqrtPriceFromAmount0RoundingUp(sqrtPX96, liquidity, amount, add) {
+        if (amount === 0n)
+            return sqrtPX96;
+        const numerator1 = BigInt.asUintN(256, liquidity) << FixedPoint96_1.FixedPoint96.RESOLUTION;
+        const product = amount * sqrtPX96;
+        if (add) {
+            if (product / amount === sqrtPX96) {
+                const denominator = numerator1 + product;
+                if (denominator >= numerator1) {
+                    return BigInt.asUintN(160, FullMath_1.FullMath.mulDivCeil(numerator1, sqrtPX96, denominator));
+                }
+            }
+            return BigInt.asUintN(160, UnsafeMath_1.UnsafeMath.divRoundingUp(numerator1, numerator1 / sqrtPX96 + amount));
+        }
+        else {
+            (0, utils_1._require)(product / amount === sqrtPX96 && numerator1 > product, '', { product, amount, sqrtPX96, numerator1 }, 'product / amount === sqrtPX96 && numerator1 > product');
+            const denominator = numerator1 - product;
+            return BigInt.asUintN(160, FullMath_1.FullMath.mulDivCeil(numerator1, sqrtPX96, denominator));
+        }
+    }
+    static getNextSqrtPriceFromAmount1RoundingDown(sqrtPX96, liquidity, amount, add) {
+        if (add) {
+            const quotient = amount <= bigint_constants_1.BI_MAX_UINT160
+                ? (amount << FixedPoint96_1.FixedPoint96.RESOLUTION) / liquidity
+                : FullMath_1.FullMath.mulDiv(amount, FixedPoint96_1.FixedPoint96.Q96, liquidity);
+            return BigInt.asUintN(160, BigInt.asUintN(256, sqrtPX96) + quotient);
+        }
+        else {
+            const quotient = amount <= bigint_constants_1.BI_MAX_UINT160
+                ? UnsafeMath_1.UnsafeMath.divRoundingUp(amount << FixedPoint96_1.FixedPoint96.RESOLUTION, liquidity)
+                : FullMath_1.FullMath.mulDivCeil(amount, FixedPoint96_1.FixedPoint96.Q96, liquidity);
+            (0, utils_1._require)(sqrtPX96 > quotient, '', { sqrtPX96, quotient }, 'sqrtPX96 > quotient');
+            return BigInt.asUintN(160, sqrtPX96 - quotient);
+        }
+    }
+    static getNextSqrtPriceFromInput(sqrtPX96, liquidity, amountIn, zeroForOne) {
+        (0, utils_1._require)(sqrtPX96 > 0n, '', { sqrtPX96 }, 'sqrtPX96 > 0n');
+        (0, utils_1._require)(liquidity > 0n, '', { liquidity }, 'liquidity > 0n');
+        return zeroForOne
+            ? SqrtPriceMath.getNextSqrtPriceFromAmount0RoundingUp(sqrtPX96, liquidity, amountIn, true)
+            : SqrtPriceMath.getNextSqrtPriceFromAmount1RoundingDown(sqrtPX96, liquidity, amountIn, true);
+    }
+    static getNextSqrtPriceFromOutput(sqrtPX96, liquidity, amountOut, zeroForOne) {
+        (0, utils_1._require)(sqrtPX96 > 0n, '', { sqrtPX96 }, 'sqrtPX96 > 0n');
+        (0, utils_1._require)(liquidity > 0n, '', { liquidity }, 'liquidity > 0n');
+        return zeroForOne
+            ? SqrtPriceMath.getNextSqrtPriceFromAmount1RoundingDown(sqrtPX96, liquidity, amountOut, false)
+            : SqrtPriceMath.getNextSqrtPriceFromAmount0RoundingUp(sqrtPX96, liquidity, amountOut, false);
+    }
+    static getAmount0Delta(sqrtRatioAX96, sqrtRatioBX96, liquidity, roundUp) {
+        if (sqrtRatioAX96 > sqrtRatioBX96) {
+            [sqrtRatioAX96, sqrtRatioBX96] = [sqrtRatioBX96, sqrtRatioAX96];
+        }
+        const numerator1 = BigInt.asUintN(256, liquidity) << FixedPoint96_1.FixedPoint96.RESOLUTION;
+        const numerator2 = sqrtRatioBX96 - sqrtRatioAX96;
+        (0, utils_1._require)(sqrtRatioAX96 > 0, '', { sqrtRatioAX96 }, 'sqrtRatioAX96 > 0');
+        return roundUp
+            ? UnsafeMath_1.UnsafeMath.divRoundingUp(FullMath_1.FullMath.mulDivCeil(numerator1, numerator2, sqrtRatioBX96), sqrtRatioAX96)
+            : FullMath_1.FullMath.mulDiv(numerator1, numerator2, sqrtRatioBX96) / sqrtRatioAX96;
+    }
+    static getAmount1Delta(sqrtRatioAX96, sqrtRatioBX96, liquidity, roundUp) {
+        if (sqrtRatioAX96 > sqrtRatioBX96)
+            [sqrtRatioAX96, sqrtRatioBX96] = [sqrtRatioBX96, sqrtRatioAX96];
+        return roundUp
+            ? FullMath_1.FullMath.mulDivCeil(liquidity, sqrtRatioBX96 - sqrtRatioAX96, FixedPoint96_1.FixedPoint96.Q96)
+            : FullMath_1.FullMath.mulDiv(liquidity, sqrtRatioBX96 - sqrtRatioAX96, FixedPoint96_1.FixedPoint96.Q96);
+    }
+    // Overloaded with different argument numbers
+    static _getAmount0DeltaO(sqrtRatioAX96, sqrtRatioBX96, liquidity) {
+        return liquidity < 0
+            ? -BigInt.asIntN(256, SqrtPriceMath.getAmount0Delta(sqrtRatioAX96, sqrtRatioBX96, BigInt.asUintN(128, -liquidity), false))
+            : BigInt.asIntN(256, SqrtPriceMath.getAmount0Delta(sqrtRatioAX96, sqrtRatioBX96, BigInt.asUintN(128, liquidity), true));
+    }
+    // Overloaded with different argument numbers
+    static _getAmount1DeltaO(sqrtRatioAX96, sqrtRatioBX96, liquidity) {
+        return liquidity < 0
+            ? -BigInt.asIntN(256, SqrtPriceMath.getAmount1Delta(sqrtRatioAX96, sqrtRatioBX96, BigInt.asUintN(128, -liquidity), false))
+            : BigInt.asIntN(256, SqrtPriceMath.getAmount1Delta(sqrtRatioAX96, sqrtRatioBX96, BigInt.asUintN(128, liquidity), true));
+    }
+}
+exports.SqrtPriceMath = SqrtPriceMath;
+//# sourceMappingURL=SqrtPriceMath.js.map

package/build/dex/kyberswap-elastic/contract-math/SqrtPriceMath.js.map

@@ -0,0 +1 @@
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package/build/dex/kyberswap-elastic/contract-math/SwapMath.d.ts

@@ -0,0 +1,13 @@
+export declare class SwapMath {
+    static computeSwapStep(liquidity: bigint, currentSqrtP: bigint, targetSqrtP: bigint, feeInFeeUnits: bigint, specifiedAmount: bigint, isExactInput: boolean, isToken0: boolean): {
+        usedAmount: bigint;
+        returnedAmount: bigint;
+        deltaL: bigint;
+        nextSqrtP: bigint;
+    };
+    static calcReachAmount(liquidity: bigint, currentSqrtP: bigint, targetSqrtP: bigint, feeInFeeUnits: bigint, isExactInput: boolean, isToken0: boolean): bigint;
+    static estimateIncrementalLiquidity(absDelta: bigint, liquidity: bigint, currentSqrtP: bigint, feeInFeeUnits: bigint, isExactInput: boolean, isToken0: boolean): bigint;
+    static calcIncrementalLiquidity(absDelta: bigint, liquidity: bigint, currentSqrtP: bigint, nextSqrtP: bigint, isExactInput: boolean, isToken0: boolean): bigint;
+    static calcFinalPrice(absDelta: bigint, liquidity: bigint, deltaL: bigint, currentSqrtP: bigint, isExactInput: boolean, isToken0: boolean): bigint;
+    static calcReturnedAmount(liquidity: bigint, currentSqrtP: bigint, nextSqrtP: bigint, deltaL: bigint, isExactInput: boolean, isToken0: boolean): bigint;
+}

package/build/dex/kyberswap-elastic/contract-math/SwapMath.js

@@ -0,0 +1,188 @@
+"use strict";
+Object.defineProperty(exports, "__esModule", { value: true });
+exports.SwapMath = void 0;
+const constants_1 = require("../constants");
+const FullMath_1 = require("./FullMath");
+const QuadMath_1 = require("./QuadMath");
+const SafeCast_1 = require("./SafeCast");
+class SwapMath {
+    static computeSwapStep(liquidity, currentSqrtP, targetSqrtP, feeInFeeUnits, specifiedAmount, isExactInput, isToken0) {
+        let nextSqrtP = 0n;
+        let deltaL = 0n;
+        let returnedAmount = 0n;
+        let usedAmount = 0n;
+        if (currentSqrtP === targetSqrtP)
+            return {
+                usedAmount,
+                returnedAmount,
+                deltaL,
+                nextSqrtP: currentSqrtP,
+            };
+        usedAmount = this.calcReachAmount(liquidity, currentSqrtP, targetSqrtP, feeInFeeUnits, isExactInput, isToken0);
+        if ((isExactInput && usedAmount > specifiedAmount) ||
+            (!isExactInput && usedAmount <= specifiedAmount)) {
+            usedAmount = specifiedAmount;
+        }
+        else {
+            nextSqrtP = targetSqrtP;
+        }
+        let absDelta = usedAmount >= 0 ? usedAmount : SafeCast_1.SafeCast.revToUint256(usedAmount);
+        if (nextSqrtP == 0n) {
+            deltaL = this.estimateIncrementalLiquidity(absDelta, liquidity, currentSqrtP, feeInFeeUnits, isExactInput, isToken0);
+            nextSqrtP = SafeCast_1.SafeCast.toUint160(this.calcFinalPrice(absDelta, liquidity, deltaL, currentSqrtP, isExactInput, isToken0));
+        }
+        else {
+            deltaL = this.calcIncrementalLiquidity(absDelta, liquidity, currentSqrtP, nextSqrtP, isExactInput, isToken0);
+        }
+        returnedAmount = this.calcReturnedAmount(liquidity, currentSqrtP, nextSqrtP, deltaL, isExactInput, isToken0);
+        return {
+            usedAmount,
+            returnedAmount,
+            deltaL,
+            nextSqrtP: BigInt.asUintN(160, nextSqrtP),
+        };
+    }
+    static calcReachAmount(liquidity, currentSqrtP, targetSqrtP, feeInFeeUnits, isExactInput, isToken0) {
+        let reachAmount = 0n;
+        let absPriceDiff;
+        absPriceDiff =
+            currentSqrtP >= targetSqrtP
+                ? currentSqrtP - targetSqrtP
+                : targetSqrtP - currentSqrtP;
+        if (isExactInput) {
+            if (isToken0) {
+                let denominator = constants_1.TWO_FEE_UNITS * targetSqrtP - feeInFeeUnits * currentSqrtP;
+                let numerator = FullMath_1.FullMath.mulDivFloor(liquidity, constants_1.TWO_FEE_UNITS * absPriceDiff, denominator);
+                reachAmount = SafeCast_1.SafeCast.toInt256(FullMath_1.FullMath.mulDivFloor(numerator, constants_1.TWO_POW_96, currentSqrtP));
+            }
+            else {
+                let denominator = constants_1.TWO_FEE_UNITS * currentSqrtP - feeInFeeUnits * targetSqrtP;
+                let numerator = FullMath_1.FullMath.mulDivFloor(liquidity, constants_1.TWO_FEE_UNITS * absPriceDiff, denominator);
+                reachAmount = SafeCast_1.SafeCast.toInt256(FullMath_1.FullMath.mulDivFloor(numerator, currentSqrtP, constants_1.TWO_POW_96));
+            }
+        }
+        else {
+            if (isToken0) {
+                // numerator: (liquidity)(absPriceDiff)(2 * currentSqrtP - deltaL * (currentSqrtP + targetSqrtP))
+                // denominator: (currentSqrtP * targetSqrtP) * (2 * currentSqrtP - deltaL * targetSqrtP)
+                // overflow should not happen because the absPriceDiff is capped to ~5%
+                let denominator = constants_1.TWO_FEE_UNITS * currentSqrtP - feeInFeeUnits * targetSqrtP;
+                let numerator = denominator - feeInFeeUnits * currentSqrtP;
+                numerator = FullMath_1.FullMath.mulDivFloor(liquidity << 96n, numerator, denominator);
+                reachAmount = SafeCast_1.SafeCast.revToInt256(FullMath_1.FullMath.mulDivFloor(numerator, absPriceDiff, currentSqrtP) /
+                    targetSqrtP);
+            }
+            else {
+                // numerator: liquidity * absPriceDiff * (TWO_FEE_UNITS * targetSqrtP - feeInFeeUnits * (targetSqrtP + currentSqrtP))
+                // denominator: (TWO_FEE_UNITS * targetSqrtP - feeInFeeUnits * currentSqrtP)
+                // overflow should not happen because the absPriceDiff is capped to ~5%
+                let denominator = constants_1.TWO_FEE_UNITS * targetSqrtP - feeInFeeUnits * currentSqrtP;
+                let numerator = denominator - feeInFeeUnits * targetSqrtP;
+                numerator = FullMath_1.FullMath.mulDivFloor(liquidity, numerator, denominator);
+                reachAmount = SafeCast_1.SafeCast.revToInt256(FullMath_1.FullMath.mulDivFloor(numerator, absPriceDiff, constants_1.TWO_POW_96));
+            }
+        }
+        return reachAmount;
+    }
+    static estimateIncrementalLiquidity(absDelta, liquidity, currentSqrtP, feeInFeeUnits, isExactInput, isToken0) {
+        let deltaL = 0n;
+        if (isExactInput) {
+            if (isToken0) {
+                // deltaL = feeInFeeUnits * absDelta * currentSqrtP / 2
+                deltaL = FullMath_1.FullMath.mulDivFloor(currentSqrtP, absDelta * feeInFeeUnits, constants_1.TWO_FEE_UNITS << 96n);
+            }
+            else {
+                // deltaL = feeInFeeUnits * absDelta * / (currentSqrtP * 2)
+                // Because nextSqrtP = (liquidity + absDelta / currentSqrtP) * currentSqrtP / (liquidity + deltaL)
+                // so we round up deltaL, to round down nextSqrtP
+                deltaL = FullMath_1.FullMath.mulDivFloor(constants_1.TWO_POW_96, absDelta * feeInFeeUnits, constants_1.TWO_FEE_UNITS * currentSqrtP);
+            }
+        }
+        else {
+            // obtain the smaller root of the quadratic equation
+            // ax^2 - 2bx + c = 0 such that b > 0, and x denotes deltaL
+            let a = feeInFeeUnits;
+            let b = (constants_1.FEE_UNITS - feeInFeeUnits) * liquidity;
+            let c = feeInFeeUnits * liquidity * absDelta;
+            if (isToken0) {
+                // a = feeInFeeUnits
+                // b = (FEE_UNITS - feeInFeeUnits) * liquidity - FEE_UNITS * absDelta * currentSqrtP
+                // c = feeInFeeUnits * liquidity * absDelta * currentSqrtP
+                b -= FullMath_1.FullMath.mulDivFloor(constants_1.FEE_UNITS * absDelta, currentSqrtP, constants_1.TWO_POW_96);
+                c = FullMath_1.FullMath.mulDivFloor(c, currentSqrtP, constants_1.TWO_POW_96);
+            }
+            else {
+                // a = feeInFeeUnits
+                // b = (FEE_UNITS - feeInFeeUnits) * liquidity - FEE_UNITS * absDelta / currentSqrtP
+                // c = liquidity * feeInFeeUnits * absDelta / currentSqrtP
+                b -= FullMath_1.FullMath.mulDivFloor(constants_1.FEE_UNITS * absDelta, constants_1.TWO_POW_96, currentSqrtP);
+                c = FullMath_1.FullMath.mulDivFloor(c, constants_1.TWO_POW_96, currentSqrtP);
+            }
+            deltaL = QuadMath_1.QuadMath.getSmallerRootOfQuadEqn(a, b, c);
+        }
+        return deltaL;
+    }
+    static calcIncrementalLiquidity(absDelta, liquidity, currentSqrtP, nextSqrtP, isExactInput, isToken0) {
+        let deltaL = 0n;
+        if (isToken0) {
+            let tmp1 = FullMath_1.FullMath.mulDivFloor(liquidity, constants_1.TWO_POW_96, currentSqrtP);
+            let tmp2 = isExactInput ? tmp1 + absDelta : tmp1 - absDelta;
+            let tmp3 = FullMath_1.FullMath.mulDivFloor(nextSqrtP, tmp2, constants_1.TWO_POW_96);
+            deltaL = tmp3 > liquidity ? tmp3 - liquidity : 0n;
+        }
+        else {
+            let tmp1 = FullMath_1.FullMath.mulDivFloor(liquidity, currentSqrtP, constants_1.TWO_POW_96);
+            let tmp2 = isExactInput ? tmp1 + absDelta : tmp1 - absDelta;
+            let tmp3 = FullMath_1.FullMath.mulDivFloor(tmp2, constants_1.TWO_POW_96, nextSqrtP);
+            deltaL = tmp3 > liquidity ? tmp3 - liquidity : 0n;
+        }
+        return deltaL;
+    }
+    static calcFinalPrice(absDelta, liquidity, deltaL, currentSqrtP, isExactInput, isToken0) {
+        if (isToken0) {
+            let tmp = FullMath_1.FullMath.mulDivFloor(absDelta, currentSqrtP, constants_1.TWO_POW_96);
+            if (isExactInput) {
+                return FullMath_1.FullMath.mulDivCeil(liquidity + deltaL, currentSqrtP, liquidity + tmp);
+            }
+            else {
+                return FullMath_1.FullMath.mulDivFloor(liquidity + deltaL, currentSqrtP, liquidity - tmp);
+            }
+        }
+        else {
+            let tmp = FullMath_1.FullMath.mulDivFloor(absDelta, constants_1.TWO_POW_96, currentSqrtP);
+            if (isExactInput) {
+                return FullMath_1.FullMath.mulDivFloor(liquidity + tmp, currentSqrtP, liquidity + deltaL);
+            }
+            else {
+                return FullMath_1.FullMath.mulDivCeil(liquidity - tmp, currentSqrtP, liquidity + deltaL);
+            }
+        }
+    }
+    static calcReturnedAmount(liquidity, currentSqrtP, nextSqrtP, deltaL, isExactInput, isToken0) {
+        let returnedAmount = 0n;
+        if (isToken0) {
+            if (isExactInput) {
+                returnedAmount =
+                    SafeCast_1.SafeCast.toInt256(FullMath_1.FullMath.mulDivCeil(deltaL, nextSqrtP, constants_1.TWO_POW_96)) +
+                        SafeCast_1.SafeCast.revToInt256(FullMath_1.FullMath.mulDivFloor(liquidity, currentSqrtP - nextSqrtP, constants_1.TWO_POW_96));
+            }
+            else {
+                returnedAmount =
+                    SafeCast_1.SafeCast.toInt256(FullMath_1.FullMath.mulDivCeil(deltaL, nextSqrtP, constants_1.TWO_POW_96)) +
+                        SafeCast_1.SafeCast.toInt256(FullMath_1.FullMath.mulDivCeil(liquidity, nextSqrtP - currentSqrtP, constants_1.TWO_POW_96));
+            }
+        }
+        else {
+            returnedAmount =
+                SafeCast_1.SafeCast.toInt256(FullMath_1.FullMath.mulDivCeil(liquidity + deltaL, constants_1.TWO_POW_96, nextSqrtP)) +
+                    SafeCast_1.SafeCast.revToInt256(FullMath_1.FullMath.mulDivFloor(liquidity, constants_1.TWO_POW_96, currentSqrtP));
+        }
+        if (isExactInput && returnedAmount == 1n) {
+            // rounding make returnedAmount == 1
+            returnedAmount = 0n;
+        }
+        return returnedAmount;
+    }
+}
+exports.SwapMath = SwapMath;
+//# sourceMappingURL=SwapMath.js.map

package/build/dex/kyberswap-elastic/contract-math/SwapMath.js.map

@@ -0,0 +1 @@
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package/build/dex/kyberswap-elastic/contract-math/TickLinkedList.d.ts

@@ -0,0 +1,6 @@
+import { NumberAsString } from '@paraswap/core';
+import { LinkedlistData } from '../types';
+export declare class LinkedList {
+    static remove(data: Record<NumberAsString, LinkedlistData>, removedValue: bigint): bigint;
+    static insert(data: Record<NumberAsString, LinkedlistData>, newValue: bigint, lowerValue: bigint, nextValue: bigint): void;
+}

package/build/dex/kyberswap-elastic/contract-math/TickLinkedList.js

@@ -0,0 +1,41 @@
+"use strict";
+Object.defineProperty(exports, "__esModule", { value: true });
+exports.LinkedList = void 0;
+const utils_1 = require("../../../utils");
+class LinkedList {
+    static remove(data, removedValue) {
+        (0, utils_1._require)(Number(removedValue) in data, 'non exist value');
+        let node = data[Number(removedValue)];
+        if (node.previous == removedValue)
+            return removedValue;
+        let ret = node.previous;
+        if (node.next == removedValue)
+            return ret;
+        data[Number(node.previous)].next = node.next;
+        data[Number(node.next)].previous = node.previous;
+        delete data[Number(removedValue)];
+        return ret;
+    }
+    static insert(data, newValue, lowerValue, nextValue) {
+        data[Number(newValue)] = {
+            previous: lowerValue,
+            next: nextValue,
+        };
+        if (!data[Number(nextValue)]) {
+            data[Number(nextValue)] = {
+                next: 0n,
+                previous: 0n,
+            };
+        }
+        if (!data[Number(lowerValue)]) {
+            data[Number(lowerValue)] = {
+                next: 0n,
+                previous: 0n,
+            };
+        }
+        data[Number(nextValue)].previous = newValue;
+        data[Number(lowerValue)].next = newValue;
+    }
+}
+exports.LinkedList = LinkedList;
+//# sourceMappingURL=TickLinkedList.js.map

package/build/dex/kyberswap-elastic/contract-math/TickLinkedList.js.map

@@ -0,0 +1 @@
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package/build/dex/kyberswap-elastic/contract-math/TickMath.d.ts

@@ -0,0 +1,9 @@
+export declare class TickMath {
+    static readonly MIN_TICK = -887272n;
+    static readonly MAX_TICK: bigint;
+    static readonly MIN_SQRT_RATIO = 4295128739n;
+    static readonly MAX_SQRT_RATIO = 1461446703485210103287273052203988822378723970342n;
+    static getSqrtRatioAtTick(tick: bigint): bigint;
+    static getTickAtSqrtRatio(sqrtPriceX96: bigint): bigint;
+    static getMaxNumberTicks(_tickDistance: bigint): bigint;
+}