@paraswap/dex-lib 3.5.6-maverick-v2-7 → 3.6.0

package/src/dex/maverick-v2/maverick-math/maverick-pool-math.ts

@@ -1,709 +0,0 @@
-import {
-  PoolState,
-  MoveData,
-  Tick,
-  Bin,
-  TickData,
-  RemoveLiquidityParams,
-  AddLiquidityParams,
-  AddLiquidityInfo,
-} from '../types';
-import { BI_POWS } from '../../../bigint-constants';
-import { _require } from '../../../utils';
-import { MaverickBasicMath } from './maverick-basic-math';
-import { MaverickMath } from './maverick-math';
-import { Delta, MaverickDeltaMath } from './maverick-delta-math';
-import { TwaMath } from './maverick-twa-math';
-import { MaverickSwapMath } from './maverick-swap-math';
-import { MaverickBinMath } from './maverick-bin-math';
-import { MaverickPoolLib } from './maverick-pool-lib';
-import { MaverickTickMath } from './maverick-tick-math';
-
-export class MaverickPoolMath {
-  state: PoolState;
-  tokenAScale: bigint;
-  tokenBScale: bigint;
-  timestamp: bigint;
-
-  constructor(
-    private feeAIn: bigint,
-    private feeBIn: bigint,
-    private lookback: bigint,
-    private tickSpacing: bigint,
-    private protocolFeeRatioD3: bigint,
-    private activeTick: bigint,
-    private tokenADecimals: bigint,
-    private tokenBDecimals: bigint,
-  ) {
-    this.state = {
-      activeTick: this.activeTick,
-      reserveA: 0n,
-      reserveB: 0n,
-      lastTwaD8: 0n,
-      lastLogPriceD8: 0n,
-      lastTimestamp: 0n,
-      binCounter: 0n,
-      bins: {},
-      ticks: {},
-    };
-    this.tokenAScale = MaverickMath.scale(this.tokenADecimals);
-    this.tokenBScale = MaverickMath.scale(this.tokenBDecimals);
-    this.timestamp = 0n;
-  }
-
-  advanceTime(delta: bigint) {
-    this.timestamp += delta;
-  }
-
-  combine(self: Delta, delta: Delta) {
-    if (!self.skipCombine) {
-      self.deltaInBinInternal += delta.deltaInBinInternal;
-      self.deltaInErc += delta.deltaInErc;
-      self.deltaOutErc += delta.deltaOutErc;
-    }
-    self.excess = delta.excess;
-    self.swappedToMaxPrice = delta.swappedToMaxPrice;
-    self.fractionalPart = delta.fractionalPart;
-  }
-
-  estimateSwap(
-    state: PoolState,
-    amount: bigint,
-    tokenAIn: boolean,
-    exactOutput: boolean,
-    tickLimit: bigint,
-  ): [bigint, bigint] {
-    this.setState(state);
-    let delta: Delta = {
-      deltaInBinInternal: 0n,
-      deltaInErc: 0n,
-      deltaOutErc: 0n,
-      excess: amount,
-      tokenAIn: tokenAIn,
-      exactOutput: exactOutput,
-      swappedToMaxPrice: false,
-      skipCombine: false,
-      tickLimit: tickLimit,
-      sqrtLowerTickPrice: 0n,
-      sqrtUpperTickPrice: 0n,
-      sqrtPrice: 0n,
-      fractionalPart: 0n,
-    };
-
-    let startingTick = this.state.activeTick;
-    if (
-      (startingTick > tickLimit && tokenAIn) ||
-      (startingTick < tickLimit && !tokenAIn)
-    ) {
-      throw 'Beyond Swap Limit';
-    }
-
-    let inScale = tokenAIn ? this.tokenAScale : this.tokenBScale;
-    let outScale = tokenAIn ? this.tokenBScale : this.tokenAScale;
-
-    delta.excess = !exactOutput
-      ? MaverickMath.tokenScaleToAmmScale(amount, inScale)
-      : MaverickMath.tokenScaleToAmmScale(amount, outScale);
-
-    delta.tokenAIn = tokenAIn;
-    delta.exactOutput = exactOutput;
-    delta.tickLimit = tickLimit;
-
-    while (delta.excess != 0n) {
-      let newDelta = this.swapTick(delta);
-      this.combine(delta, newDelta);
-    }
-
-    let amountIn = MaverickMath.ammScaleToTokenScale(
-      delta.deltaInErc,
-      inScale,
-      exactOutput || delta.swappedToMaxPrice,
-    );
-
-    let amountOut = MaverickMath.ammScaleToTokenScale(
-      delta.deltaOutErc,
-      outScale,
-      false,
-    );
-
-    return [amountIn, amountOut];
-  }
-
-  swap(
-    state: PoolState,
-    timestamp: bigint,
-    amount: bigint,
-    tokenAIn: boolean,
-    exactOutput: boolean,
-    tickLimit: bigint,
-  ): [bigint, bigint] {
-    this.timestamp = timestamp;
-    this.setState(state);
-    let delta: Delta = {
-      deltaInBinInternal: 0n,
-      deltaInErc: 0n,
-      deltaOutErc: 0n,
-      excess: amount,
-      tokenAIn: tokenAIn,
-      exactOutput: exactOutput,
-      swappedToMaxPrice: false,
-      skipCombine: false,
-      tickLimit: tickLimit,
-      sqrtLowerTickPrice: 0n,
-      sqrtUpperTickPrice: 0n,
-      sqrtPrice: 0n,
-      fractionalPart: 0n,
-    };
-
-    let startingTick = this.state.activeTick;
-    if (
-      (startingTick > tickLimit && tokenAIn) ||
-      (startingTick < tickLimit && !tokenAIn)
-    ) {
-      throw 'Beyond Swap Limit';
-    }
-
-    let inScale = tokenAIn ? this.tokenAScale : this.tokenBScale;
-    let outScale = tokenAIn ? this.tokenBScale : this.tokenAScale;
-
-    delta.excess = !exactOutput
-      ? MaverickMath.tokenScaleToAmmScale(amount, inScale)
-      : MaverickMath.tokenScaleToAmmScale(amount, outScale);
-
-    delta.tokenAIn = tokenAIn;
-    delta.exactOutput = exactOutput;
-    delta.tickLimit = tickLimit;
-
-    while (delta.excess != 0n) {
-      let newDelta = this.swapTick(delta);
-      this.combine(delta, newDelta);
-    }
-
-    let amountIn = MaverickMath.ammScaleToTokenScale(
-      delta.deltaInErc,
-      inScale,
-      exactOutput || delta.swappedToMaxPrice,
-    );
-
-    let amountOut = MaverickMath.ammScaleToTokenScale(
-      delta.deltaOutErc,
-      outScale,
-      false,
-    );
-
-    let lastTwaD8 = this.state.lastTwaD8;
-
-    TwaMath.updateValue(
-      this.state,
-      this.state.activeTick * BI_POWS[8] + delta.fractionalPart,
-      this.lookback,
-      this.timestamp,
-    );
-
-    this.moveBins(
-      startingTick,
-      this.state.activeTick,
-      lastTwaD8,
-      this.state.lastTwaD8,
-      5n * BI_POWS[7],
-    );
-
-    let newInternalBalance = tokenAIn
-      ? this.state.reserveA + amountIn
-      : this.state.reserveB + amountIn;
-
-    [this.state.reserveA, this.state.reserveB] = tokenAIn
-      ? [newInternalBalance, this.state.reserveB - amountOut]
-      : [this.state.reserveA - amountOut, newInternalBalance];
-
-    return [amountIn, amountOut];
-  }
-
-  moveBins(
-    startingActiveTick: bigint,
-    activeTick: bigint,
-    lastTwapD8: bigint,
-    newTwapD8: bigint,
-    boundary: bigint,
-  ) {
-    let newTwap = MaverickBasicMath.floorD8Unchecked(newTwapD8 - boundary);
-    let lastTwap = MaverickBasicMath.floorD8Unchecked(lastTwapD8 - boundary);
-
-    if (activeTick > startingActiveTick || newTwap > lastTwap) {
-      let moveData: MoveData = {
-        kind: 0n,
-        tickSearchStart: 0n,
-        tickSearchEnd: 0n,
-        tickLimit: 0n,
-        firstBinTick: 0n,
-        firstBinId: 0n,
-        mergeBinBalance: 0n,
-        totalReserveA: 0n,
-        totalReserveB: 0n,
-        mergeBins: {},
-        counter: 0n,
-      };
-
-      moveData.tickLimit = MaverickBasicMath.min(activeTick - 1n, newTwap);
-
-      if (lastTwap - 1n < moveData.tickLimit) {
-        moveData.tickSearchStart = lastTwap - 1n;
-        moveData.tickSearchEnd = moveData.tickLimit;
-        moveData.kind = 1n;
-        this.moveDirection(moveData);
-        moveData.kind = 3n;
-        this.moveDirection(moveData);
-
-        // will never move both directions in one swap
-        return;
-      }
-    }
-
-    newTwap = MaverickBasicMath.floorD8Unchecked(newTwapD8 + boundary);
-    lastTwap = MaverickBasicMath.floorD8Unchecked(lastTwapD8 + boundary);
-
-    if (activeTick < startingActiveTick || newTwap < lastTwap) {
-      let moveData: MoveData = {
-        kind: 0n,
-        tickSearchStart: 0n,
-        tickSearchEnd: 0n,
-        tickLimit: 0n,
-        firstBinTick: 0n,
-        firstBinId: 0n,
-        mergeBinBalance: 0n,
-        totalReserveA: 0n,
-        totalReserveB: 0n,
-        mergeBins: {},
-        counter: 0n,
-      };
-
-      moveData.tickLimit = MaverickBasicMath.max(newTwap, activeTick + 1n);
-
-      if (moveData.tickLimit < lastTwap + 1n) {
-        moveData.tickSearchStart = moveData.tickLimit;
-        moveData.tickSearchEnd = lastTwap + 1n;
-        moveData.kind = 2n;
-        this.moveDirection(moveData);
-        moveData.kind = 3n;
-        this.moveDirection(moveData);
-      }
-    }
-  }
-
-  moveDirection(moveData: MoveData) {
-    moveData.firstBinTick = 0n;
-    moveData.firstBinId = 0n;
-    moveData.mergeBinBalance = 0n;
-    moveData.totalReserveA = 0n;
-    moveData.totalReserveB = 0n;
-    moveData.counter = 0n;
-
-    this.getMovementBinsInRange(moveData);
-
-    if (
-      moveData.firstBinId == 0n ||
-      (moveData.counter == 1n && moveData.tickLimit == moveData.firstBinTick)
-    ) {
-      return;
-    }
-
-    let firstBin = this.state.bins[moveData.firstBinId.toString()];
-    let firstBinTickState = this.state.ticks[moveData.firstBinTick.toString()];
-    this.mergeBinsInList(firstBin, firstBinTickState, moveData);
-    if (moveData.tickLimit != moveData.firstBinTick) {
-      this.moveBinToNewTick(
-        firstBin,
-        firstBinTickState,
-        this.state.ticks[moveData.tickLimit.toString()],
-        moveData,
-      );
-    }
-  }
-
-  getMovementBinsInRange(moveData: MoveData) {
-    for (
-      let tick = moveData.tickSearchStart;
-      tick <= moveData.tickSearchEnd;
-      tick++
-    ) {
-      if (moveData.counter == 3n) return;
-      let binId = this.binIdByTickKind(tick, moveData.kind);
-      if (binId == 0n) continue;
-      moveData.mergeBins[moveData.counter.toString()] = binId;
-      moveData.counter++;
-      if (moveData.firstBinId == 0n || binId < moveData.firstBinId) {
-        moveData.firstBinId = binId;
-        moveData.firstBinTick = tick;
-      }
-    }
-  }
-
-  binIdByTickKind(tick: bigint, kind: bigint): bigint {
-    return (
-      this.state.ticks[tick.toString()]?.binIdsByTick[kind.toString()] || 0n
-    );
-  }
-
-  moveBinToNewTick(
-    firstBin: Bin,
-    startingTickState: Tick,
-    endingTickState: Tick,
-    moveData: MoveData,
-  ) {
-    let [firstBinA, firstBinB] = MaverickPoolLib.binReserves(
-      firstBin,
-      startingTickState,
-    );
-
-    startingTickState.reserveA = MaverickBasicMath.clip(
-      startingTickState.reserveA,
-      firstBinA,
-    );
-    startingTickState.reserveB = MaverickBasicMath.clip(
-      startingTickState.reserveB,
-      firstBinB,
-    );
-    startingTickState.totalSupply = MaverickBasicMath.clip(
-      startingTickState.totalSupply,
-      firstBin.tickBalance,
-    );
-    startingTickState.binIdsByTick[moveData.kind.toString()] = 0n;
-    if (this.state.ticks[firstBin.tick.toString()].totalSupply == 0n) {
-      delete this.state.ticks[firstBin.tick.toString()];
-    }
-    endingTickState.binIdsByTick[moveData.kind.toString()] =
-      moveData.firstBinId;
-    firstBin.tick = moveData.tickLimit;
-    let deltaTickBalance;
-    if (firstBinA > firstBinB) {
-      deltaTickBalance = MaverickBasicMath.mulDivDown(
-        firstBinA,
-        MaverickBasicMath.max(1n, endingTickState.totalSupply),
-        endingTickState.reserveA,
-      );
-    } else {
-      deltaTickBalance = MaverickBasicMath.mulDivDown(
-        firstBinB,
-        MaverickBasicMath.max(1n, endingTickState.totalSupply),
-        endingTickState.reserveB,
-      );
-    }
-
-    endingTickState.reserveA += firstBinA;
-    endingTickState.reserveB += firstBinB;
-    firstBin.tickBalance = deltaTickBalance;
-    endingTickState.totalSupply += deltaTickBalance;
-  }
-
-  mergeBinsInList(firstBin: Bin, firstBinTickState: Tick, moveData: MoveData) {
-    let mergeOccured;
-
-    for (let i = 0; i < moveData.counter; i++) {
-      let binId = moveData.mergeBins[i];
-      if (binId == moveData.firstBinId) continue;
-      mergeOccured = true;
-
-      let [binA, binB, mergeBinBalance] = this.mergeAndDecommissionBin(
-        binId,
-        moveData.firstBinId,
-        firstBin,
-        firstBinTickState,
-        moveData.kind,
-      );
-
-      moveData.totalReserveA += binA;
-      moveData.totalReserveB += binB;
-      moveData.mergeBinBalance += mergeBinBalance;
-    }
-
-    if (mergeOccured) {
-      MaverickBinMath.addLiquidityByReserves(
-        firstBin,
-        firstBinTickState,
-        moveData.totalReserveA,
-        moveData.totalReserveB,
-        moveData.mergeBinBalance,
-      );
-    }
-  }
-
-  mergeAndDecommissionBin(
-    binIdToBeMerged: bigint,
-    parentBinId: bigint,
-    parentBin: Bin,
-    parentBinTick: Tick,
-    kind: bigint,
-  ): [bigint, bigint, bigint] {
-    let bin = this.state.bins[binIdToBeMerged.toString()];
-    let tick = this.state.ticks[bin.tick.toString()];
-
-    let [binA, binB] = MaverickPoolLib.binReserves(bin, tick);
-    bin.mergeId = parentBinId;
-
-    let mergeBinBalance = MaverickBinMath.lpBalancesFromDeltaReserve(
-      parentBin,
-      parentBinTick,
-      binA,
-      binB,
-    );
-    bin.mergeBinBalance = mergeBinBalance;
-
-    tick.totalSupply = MaverickBasicMath.clip(
-      tick.totalSupply,
-      bin.tickBalance,
-    );
-    tick.reserveA = MaverickBasicMath.clip(tick.reserveA, binA);
-    tick.reserveB = MaverickBasicMath.clip(tick.reserveB, binB);
-    delete tick.binIdsByTick[kind.toString()];
-
-    return [binA, binB, mergeBinBalance];
-  }
-
-  removeLiquidity(
-    state: PoolState,
-    timestamp: bigint,
-    params: RemoveLiquidityParams,
-  ) {
-    this.timestamp = timestamp;
-    this.setState(state);
-
-    for (let i = 0; i < params.binIds.length; i++) {
-      let bin = this.state.bins[params.binIds[i].toString()];
-      let [deltaA, deltaB] = MaverickBinMath.removeLiquidity(
-        bin,
-        this.state.ticks,
-        this.state.bins,
-        params.amounts[i],
-      );
-
-      this.state.reserveA -= MaverickMath.ammScaleToTokenScale(
-        deltaA,
-        this.tokenAScale,
-        false,
-      );
-      this.state.reserveB -= MaverickMath.ammScaleToTokenScale(
-        deltaB,
-        this.tokenBScale,
-        false,
-      );
-    }
-  }
-
-  getOrCreateBin(kind: bigint, tick: bigint): [bigint, Bin] {
-    let binId = this.binIdByTickKind(tick, kind);
-
-    let bin;
-    if (binId == 0n) {
-      this.state.binCounter++;
-      binId = this.state.binCounter;
-      bin = {
-        tick: tick,
-        kind: kind,
-        mergeBinBalance: 0n,
-        mergeId: 0n,
-        totalSupply: 0n,
-        tickBalance: 0n,
-      };
-      this.state.bins[binId.toString()] = bin;
-      if (!this.state.ticks[tick.toString()]) {
-        this.state.ticks[tick.toString()] = {
-          reserveA: 0n,
-          reserveB: 0n,
-          totalSupply: 0n,
-          binIdsByTick: {},
-        };
-      }
-      this.state.ticks[tick.toString()].binIdsByTick[kind.toString()] = binId;
-    }
-
-    if (!bin) bin = this.state.bins[binId.toString()];
-
-    return [binId, bin];
-  }
-
-  migrateBinUpStack(binId: bigint, maxRecursion: bigint) {
-    let bin = this.state.bins[binId.toString()];
-    MaverickBinMath.migrateBinsUpStack(bin, this.state.bins, maxRecursion);
-  }
-
-  setState(state: PoolState) {
-    let activeTick = this.state.activeTick;
-    let value = this.state.activeTick * BI_POWS[8] + 5n * BI_POWS[7];
-    this.state = state;
-
-    if (this.state.lastTimestamp == 0n) {
-      this.state.activeTick = activeTick;
-      this.state.lastTwaD8 = value;
-      this.state.lastLogPriceD8 = value;
-      this.state.lastTimestamp = this.timestamp;
-    }
-  }
-
-  addLiquidity(
-    state: PoolState,
-    timestamp: bigint,
-    params: AddLiquidityParams,
-  ) {
-    this.timestamp = timestamp;
-    this.setState(state);
-    let addLiquidityInfo: AddLiquidityInfo = {
-      deltaA: 0n,
-      deltaB: 0n,
-      tickLtActive: false,
-      tickSpacing: this.tickSpacing,
-      tick: 0n,
-    };
-
-    let tokenAAmount = 0n;
-    let tokenBAmount = 0n;
-
-    for (let i = 0; i < params.ticks.length; i++) {
-      addLiquidityInfo.tick = params.ticks[i];
-      let [binId, bin] = this.getOrCreateBin(params.kind, params.ticks[i]);
-      addLiquidityInfo.tickLtActive =
-        addLiquidityInfo.tick < this.state.activeTick;
-
-      MaverickBinMath.addLiquidity(
-        bin,
-        this.state.ticks[bin.tick.toString()],
-        params.amounts[i],
-        addLiquidityInfo,
-      );
-
-      if (addLiquidityInfo.deltaA == 0n && addLiquidityInfo.deltaB == 0n) {
-        throw 'zero liquidity added';
-      }
-
-      tokenAAmount += addLiquidityInfo.deltaA;
-      tokenBAmount += addLiquidityInfo.deltaB;
-    }
-
-    this.state.reserveA += MaverickMath.ammScaleToTokenScale(
-      tokenAAmount,
-      this.tokenAScale,
-      true,
-    );
-    this.state.reserveB += MaverickMath.ammScaleToTokenScale(
-      tokenBAmount,
-      this.tokenBScale,
-      true,
-    );
-  }
-
-  tickSqrtPriceAndLiquidity(tick: bigint): [bigint, bigint, bigint, TickData] {
-    let tickState = this.state.ticks[tick.toString()];
-    let output: TickData = {
-      currentReserveA: tickState.reserveA,
-      currentReserveB: tickState.reserveB,
-      currentLiquidity: 0n,
-    };
-
-    let [sqrtLowerTickPrice, sqrtUpperTickPrice] =
-      MaverickTickMath.tickSqrtPrices(this.tickSpacing, tick);
-
-    let sqrtPrice;
-    [sqrtPrice, output.currentLiquidity] =
-      MaverickTickMath.getTickSqrtPriceAndL(
-        output.currentReserveA,
-        output.currentReserveB,
-        sqrtLowerTickPrice,
-        sqrtUpperTickPrice,
-      );
-
-    return [sqrtLowerTickPrice, sqrtUpperTickPrice, sqrtPrice, output];
-  }
-
-  swapTick(delta: Delta): Delta {
-    let tickData: TickData;
-    let newDelta;
-    let activeTick = this.state.activeTick;
-    if (MaverickDeltaMath.pastMaxTick(delta, activeTick)) {
-      this.state.activeTick += delta.tokenAIn ? -1n : 1n;
-      return delta;
-    }
-
-    while (
-      (this.state.ticks[activeTick.toString()]?.reserveA || 0n) == 0n &&
-      (this.state.ticks[activeTick.toString()]?.reserveB || 0n) == 0n
-    ) {
-      activeTick += delta.tokenAIn ? 1n : -1n;
-
-      if (MaverickDeltaMath.pastMaxTick(delta, activeTick)) {
-        this.state.activeTick += delta.tokenAIn ? 1n : -1n;
-        return delta;
-      }
-    }
-
-    [
-      delta.sqrtLowerTickPrice,
-      delta.sqrtUpperTickPrice,
-      delta.sqrtPrice,
-      tickData,
-    ] = this.tickSqrtPriceAndLiquidity(activeTick);
-
-    this.state.activeTick = activeTick;
-
-    newDelta = delta.exactOutput
-      ? MaverickSwapMath.computeSwapExactOut(
-          delta.sqrtPrice,
-          tickData,
-          delta.excess,
-          delta.tokenAIn,
-          this.fee(delta.tokenAIn),
-          this.protocolFeeRatioD3,
-        )
-      : MaverickSwapMath.computeSwapExactIn(
-          delta.sqrtPrice,
-          tickData,
-          delta.excess,
-          delta.tokenAIn,
-          this.fee(delta.tokenAIn),
-          this.protocolFeeRatioD3,
-        );
-
-    if (newDelta.excess == 0n) {
-      MaverickSwapMath.computeEndPrice(delta, newDelta, tickData);
-    }
-
-    this.allocateSwapValuesToTick(
-      newDelta,
-      delta.tokenAIn,
-      this.state.activeTick,
-    );
-
-    if (newDelta.excess != 0n) {
-      this.state.activeTick = delta.tokenAIn
-        ? this.state.activeTick + 1n
-        : this.state.activeTick - 1n;
-    }
-
-    return newDelta;
-  }
-
-  fee(tokenAIn: boolean): bigint {
-    return tokenAIn ? this.feeAIn : this.feeBIn;
-  }
-
-  allocateSwapValuesToTick(delta: Delta, tokenAIn: boolean, tick: bigint) {
-    let tickState = this.state.ticks[tick.toString()];
-    let reserveA = tickState.reserveA;
-    let reserveB = tickState.reserveB;
-
-    if (tokenAIn) {
-      reserveA = reserveA + delta.deltaInBinInternal;
-      reserveB =
-        delta.excess > 0n
-          ? 0n
-          : MaverickBasicMath.clip(reserveB, delta.deltaOutErc);
-    } else {
-      reserveA =
-        delta.excess > 0n
-          ? 0n
-          : MaverickBasicMath.clip(reserveA, delta.deltaOutErc);
-      reserveB = reserveB + delta.deltaInBinInternal;
-    }
-
-    tickState.reserveA = reserveA;
-    tickState.reserveB = reserveB;
-  }
-}