@steerprotocol/liquidity-meter 1.0.0 → 2.0.0

package/dist/api.js

@@ -1,180 +0,0 @@
-import { createMemoryClient, http as tevmHttp } from 'tevm';
-import { computeMarketDepthBands, computePriceImpactsBySizes } from './core/depth.js';
-import { fetchPoolSnapshot as fetchFromSubgraph } from './adapters/uniswapv3-subgraph.js';
-import { fetchPoolSnapshotViem } from './adapters/onchain.js';
-import { fetchTokenUSDPrices } from './prices.js';
-import { resolveTevmCommon, simulateVaultWithdraw } from './adapters/withdraw.js';
-export async function analyzePool(opts) {
-    const { poolAddress, source = 'auto', rpcUrl, subgraphUrl, percentBuckets = [1, 2, 5, 10], usdSizes = [], token0USD: token0Override, token1USD: token1Override, assumeStable, prices = 'auto', reserveLimit = 100, debug = false, withdraw, } = opts;
-    // Decide source
-    let used;
-    let client = null;
-    if (source === 'tevm' || (source === 'auto' && rpcUrl)) {
-        if (!rpcUrl)
-            throw new Error('analyzePool: rpcUrl required for tevm source');
-        const common = await resolveTevmCommon(rpcUrl);
-        client = createMemoryClient({ fork: { transport: tevmHttp(rpcUrl), blockTag: 'latest' }, loggingLevel: 'error', ...(common ? { common } : {}) });
-        if (client.tevmReady)
-            await client.tevmReady();
-        used = 'tevm';
-    }
-    else {
-        used = 'subgraph';
-    }
-    // Snapshot
-    const snap = used === 'tevm'
-        ? await fetchPoolSnapshotViem({ poolAddress, rpcUrl: rpcUrl, percentBuckets, client })
-        : await fetchFromSubgraph({ poolAddress, percentBuckets, subgraphUrl });
-    const before = await computeSnapshotMetrics({
-        poolAddress,
-        args: { token0USD: token0Override, token1USD: token1Override, assumeStable, usdSizes, prices, reserveLimit, debug, rpcUrl },
-        snap,
-        percentBuckets,
-    });
-    // Optional withdraw simulation on TEVM
-    let after;
-    if (used === 'tevm' && withdraw?.vault && withdraw?.owner && (Number.isFinite(withdraw.withdrawPct) || withdraw.withdrawShares != null)) {
-        await simulateVaultWithdraw({ client, vault: withdraw.vault, owner: withdraw.owner, withdrawPct: withdraw.withdrawPct, withdrawShares: withdraw.withdrawShares, debug });
-        const snap2 = await fetchPoolSnapshotViem({ poolAddress, client, percentBuckets });
-        after = await computeSnapshotMetrics({ poolAddress, args: { token0USD: token0Override, token1USD: token1Override, assumeStable, usdSizes, prices, reserveLimit, debug, rpcUrl }, snap: snap2, percentBuckets });
-    }
-    return { before, after };
-}
-async function computeSnapshotMetrics({ poolAddress, args, snap, percentBuckets }) {
-    const usd0 = Number.isFinite(args.token0USD) ? args.token0USD : snap.token0.usdPrice;
-    const usd1 = Number.isFinite(args.token1USD) ? args.token1USD : snap.token1.usdPrice;
-    let token0USD = usd0;
-    let token1USD = usd1;
-    const dec0 = snap.token0.decimals;
-    const dec1 = snap.token1.decimals;
-    const price1Per0 = Math.pow(1.0001, snap.tick) * Math.pow(10, dec0 - dec1);
-    if (!usd0 && usd1)
-        token0USD = usd1 * price1Per0;
-    if (usd0 && !usd1)
-        token1USD = usd0 / price1Per0;
-    let priceSource0 = usd0 ? 'override' : undefined;
-    let priceSource1 = usd1 ? 'override' : undefined;
-    if ((!token0USD || !token1USD)) {
-        try {
-            const addrs = [snap.meta?.token0?.id || snap.token0.id, snap.meta?.token1?.id || snap.token1.id].map((x) => x.toLowerCase());
-            let chainIdForPrices;
-            if (args.rpcUrl) {
-                try {
-                    const clientCID = createMemoryClient({ fork: { transport: tevmHttp(args.rpcUrl), blockTag: 'latest' }, loggingLevel: 'error' });
-                    if (clientCID.tevmReady)
-                        await clientCID.tevmReady();
-                    chainIdForPrices = await clientCID.getChainId();
-                }
-                catch { }
-            }
-            if (args.debug)
-                console.error(`[api] price fetch: addrs=${addrs.join(',')} source=${args.prices} rpc=${args.rpcUrl ? 'yes' : 'no'} chainId=${chainIdForPrices ?? 'n/a'}`);
-            const { byAddress } = await fetchTokenUSDPrices({ addresses: addrs, source: args.prices, chainId: chainIdForPrices, rpcUrl: args.rpcUrl, debug: !!args.debug, reserveLimit: args.reserveLimit });
-            const p0 = byAddress[addrs[0]];
-            const p1 = byAddress[addrs[1]];
-            if (!token0USD && p0) {
-                token0USD = p0.price;
-                priceSource0 = p0.source;
-            }
-            if (!token1USD && p1) {
-                token1USD = p1.price;
-                priceSource1 = p1.source;
-            }
-            if (token0USD && !token1USD) {
-                token1USD = token0USD / price1Per0;
-                if (!priceSource1)
-                    priceSource1 = 'derived';
-            }
-            if (!token0USD && token1USD) {
-                token0USD = token1USD * price1Per0;
-                if (!priceSource0)
-                    priceSource0 = 'derived';
-            }
-        }
-        catch { }
-    }
-    if (!priceSource0 && usd0)
-        priceSource0 = 'subgraph';
-    if (!priceSource1 && usd1)
-        priceSource1 = 'subgraph';
-    if ((!token0USD || !token1USD)) {
-        if (args.assumeStable === 0 || /USD|USDC|USDT|DAI/i.test((snap.meta?.token0?.symbol || ''))) {
-            if (!token0USD) {
-                token0USD = 1;
-                priceSource0 = 'inferred';
-            }
-            if (!token1USD) {
-                token1USD = 1 / price1Per0;
-                priceSource1 = 'inferred';
-            }
-        }
-        else if (args.assumeStable === 1 || /USD|USDC|USDT|DAI/i.test((snap.meta?.token1?.symbol || ''))) {
-            if (!token1USD) {
-                token1USD = 1;
-                priceSource1 = 'inferred';
-            }
-            if (!token0USD) {
-                token0USD = price1Per0;
-                priceSource0 = 'inferred';
-            }
-        }
-    }
-    if (!priceSource0 && token0USD)
-        priceSource0 = 'inferred';
-    if (!priceSource1 && token1USD)
-        priceSource1 = 'inferred';
-    const metrics = computeMarketDepthBands({
-        sqrtPriceX96: snap.sqrtPriceX96,
-        tick: snap.tick,
-        liquidity: snap.liquidity,
-        feePips: snap.feePips,
-        ticks: snap.ticks,
-        token0: { decimals: snap.token0.decimals, usdPrice: token0USD || 0 },
-        token1: { decimals: snap.token1.decimals, usdPrice: token1USD || 0 },
-        percentBuckets,
-    });
-    const usdSizes = (args.usdSizes || []);
-    const usdToRaw = (usd, usdPrice, decimals) => {
-        if (!usdPrice || usdPrice <= 0)
-            return 0n;
-        const micros = Math.round(usd * 1e6);
-        const usdMicrosPrice = Math.round(usdPrice * 1e6);
-        if (usdMicrosPrice <= 0)
-            return 0n;
-        const scale = 10n ** BigInt(decimals);
-        return (BigInt(micros) * scale) / BigInt(usdMicrosPrice);
-    };
-    let priceImpacts;
-    if (usdSizes.length && token0USD && token1USD) {
-        const buySizesToken1 = usdSizes.map((u) => usdToRaw(u, token1USD, snap.token1.decimals));
-        const sellSizesToken0 = usdSizes.map((u) => usdToRaw(u, token0USD, snap.token0.decimals));
-        priceImpacts = computePriceImpactsBySizes({
-            sqrtPriceX96: snap.sqrtPriceX96,
-            tick: snap.tick,
-            liquidity: snap.liquidity,
-            feePips: snap.feePips,
-            ticks: snap.ticks,
-            buySizesToken1,
-            sellSizesToken0,
-        });
-    }
-    return {
-        pool: snap.meta?.poolId ?? poolAddress,
-        tokens: { token0: snap.meta?.token0 ?? {}, token1: snap.meta?.token1 ?? {} },
-        ethPriceUSD: snap.meta?.ethPriceUSD,
-        tick: snap.tick,
-        sqrtPriceX96: String(snap.sqrtPriceX96),
-        liquidity: String(snap.liquidity),
-        feePips: snap.feePips,
-        range: snap.meta?.range ?? { start: snap.tick, end: snap.tick },
-        percentBuckets,
-        prices: {
-            token0: { address: snap.meta?.token0?.id, symbol: snap.meta?.token0?.symbol, usd: token0USD, source: priceSource0 },
-            token1: { address: snap.meta?.token1?.id, symbol: snap.meta?.token1?.symbol, usd: token1USD, source: priceSource1 },
-        },
-        buyCumToken1: metrics.buyCumToken1.map((x) => String(x)),
-        sellCumToken0: metrics.sellCumToken0.map((x) => String(x)),
-        metrics,
-        priceImpacts: priceImpacts ? { usdSizes, buyPct: priceImpacts.buyPct, sellPct: priceImpacts.sellPct } : undefined,
-    };
-}

package/dist/cli/liquidity-depth.d.ts

@@ -1,2 +0,0 @@
-#!/usr/bin/env node
-export {};