@sundaeswap/math 0.5.0 → 0.6.0

package/dist/esm/PoolMath/ConcentratedLiquidityPool.js.map

@@ -1 +1 @@
-{"version":3,"file":"ConcentratedLiquidityPool.js","names":["AssetAmount","Fraction","ConstantProductPool","asFeeParts","fee","f","asFraction","lt","ZERO","gte","ONE","Error","BigInt","numerator","denominator","rawSwapOutput","dx","aReserve","bReserve","totalLp","spaNum","spaDen","spbNum","spbDen","feeNum","feeDen","isAInput","dxEff","va0","vb0","dvaEff","denom","dvbEff","getSwapOutput","inputMetadata","input","sqrtPriceA","sqrtPriceB","inputReserve","outputReserve","output","inputLpFee","nextInputReserve","nextOutputReserve","priceImpact","idealPrice","actualPrice","subtract","divide","lpFee","getSwapInput","feeDiff","ceilDiv","n","d","effMin","dvaEffMin","dvbEffMin","fwd","guard","calculateLiquidity","a","b"],"sources":["../../../src/PoolMath/ConcentratedLiquidityPool.ts"],"sourcesContent":["import { AssetAmount, IAssetAmountMetadata } from \"@sundaeswap/asset\";\nimport { Fraction, type TFractionLike } from \"@sundaeswap/fraction\";\n\nimport * as ConstantProductPool from \"./ConstantProductPool.js\";\n\n/**\n * Holds the calculated outcome of a concentrated-liquidity swap. Mirrors\n * {@link ConstantProductPool.TSwapOutcome} so it flows through the same generic\n * swap-outcome consumers.\n */\nexport type TSwapOutcome = {\n  input: bigint;\n  output: bigint;\n  lpFee: AssetAmount<IAssetAmountMetadata>;\n  nextInputReserve: bigint;\n  nextOutputReserve: bigint;\n  priceImpact: Fraction;\n};\n\n/** A sqrt-price bound from the CL config, as an exact rational `[num, den]`. */\nexport type TSqrtPrice = [bigint, bigint];\n\n/**\n * Concentrated liquidity is Sundae v4's single-range invariant. Unlike Uniswap\n * v3 there are no per-position ranges or ticks: the whole pool shares ONE\n * immutable price range `[sqrtPriceA, sqrtPriceB]` (a < b) set at creation, and\n * LP is a single fungible token. Swaps run on *virtual* reserves that fold the\n * pool's liquidity `L` (its total LP supply) into each side:\n *\n *   VA = a·spbNum + L·spbDen\n *   VB = b·spaDen + L·spaNum\n *\n * where `a`/`b` are the raw assetA/assetB reserves. This is a direct port of the\n * scooper's `cl_swap_result` (scooper-v2/src/sundaev4/swap_math.rs) and the\n * on-chain `cl_check_swap` (sundae-v4/lib/modules/cl_check.ak) — those are the\n * source of truth; keep this in lockstep with them.\n */\n\nconst asFeeParts = (fee: TFractionLike): [bigint, bigint] => {\n  const f = Fraction.asFraction(fee);\n  if (f.lt(Fraction.ZERO) || f.gte(Fraction.ONE))\n    throw new Error(\"fee must be in [0, 1)\");\n  return [BigInt(f.numerator), BigInt(f.denominator)];\n};\n\n/**\n * The raw forward swap: given a pre-fee input `dx`, return the output amount.\n * A→B and B→A use different virtual-reserve scalings (see `cl_check_swap`).\n * All quantities are non-negative so integer division floors, matching chain.\n */\nconst rawSwapOutput = (\n  dx: bigint,\n  aReserve: bigint,\n  bReserve: bigint,\n  totalLp: bigint,\n  spaNum: bigint,\n  spaDen: bigint,\n  spbNum: bigint,\n  spbDen: bigint,\n  feeNum: bigint,\n  feeDen: bigint,\n  isAInput: boolean,\n): bigint => {\n  const fee = (dx * feeNum) / feeDen;\n  const dxEff = dx - fee;\n  const va0 = aReserve * spbNum + totalLp * spbDen;\n  const vb0 = bReserve * spaDen + totalLp * spaNum;\n  if (isAInput) {\n    const dvaEff = dxEff * spbNum;\n    const denom = (va0 + dvaEff) * spaDen;\n    if (denom <= 0n) return 0n;\n    return (vb0 * dvaEff) / denom;\n  }\n  const dvbEff = dxEff * spaNum;\n  const denom = (vb0 + dvbEff) * spbNum;\n  if (denom <= 0n) return 0n;\n  return (va0 * dvbEff) / denom;\n};\n\n/**\n * Calculate the swap outcome for a concentrated-liquidity pool.\n *\n * @param inputMetadata Metadata for the supplied (input) asset — used for the fee AssetAmount.\n * @param input The pre-fee amount of the input asset being swapped.\n * @param aReserve The pool's raw reserve of asset A.\n * @param bReserve The pool's raw reserve of asset B.\n * @param totalLp The pool's total LP supply (the virtual liquidity `L`).\n * @param sqrtPriceA The lower sqrt-price bound `[num, den]` from the CL config.\n * @param sqrtPriceB The upper sqrt-price bound `[num, den]` from the CL config.\n * @param fee The liquidity-provider fee (plus protocol fee) as a fraction.\n * @param isAInput True when asset A is the supplied asset (A→B swap).\n * @returns The swap details in the shared {@link TSwapOutcome} shape.\n */\nexport const getSwapOutput = (\n  inputMetadata: IAssetAmountMetadata,\n  input: bigint,\n  aReserve: bigint,\n  bReserve: bigint,\n  totalLp: bigint,\n  sqrtPriceA: TSqrtPrice,\n  sqrtPriceB: TSqrtPrice,\n  fee: TFractionLike,\n  isAInput: boolean,\n): TSwapOutcome => {\n  if (input <= 0n || aReserve <= 0n || bReserve <= 0n || totalLp <= 0n)\n    throw new Error(\"Input, reserves and liquidity must be positive\");\n  const [spaNum, spaDen] = sqrtPriceA;\n  const [spbNum, spbDen] = sqrtPriceB;\n  if (spaNum <= 0n || spaDen <= 0n || spbNum <= 0n || spbDen <= 0n)\n    throw new Error(\"sqrt prices must be positive\");\n  const [feeNum, feeDen] = asFeeParts(fee);\n\n  const inputReserve = isAInput ? aReserve : bReserve;\n  const outputReserve = isAInput ? bReserve : aReserve;\n\n  let output = rawSwapOutput(\n    input,\n    aReserve,\n    bReserve,\n    totalLp,\n    spaNum,\n    spaDen,\n    spbNum,\n    spbDen,\n    feeNum,\n    feeDen,\n    isAInput,\n  );\n  // Can't take more than the pool actually holds (virtual reserves can\n  // otherwise let the formula exceed the real reserve near the boundary).\n  if (output > outputReserve) output = outputReserve;\n\n  const inputLpFee = (input * feeNum) / feeDen;\n  const nextInputReserve = inputReserve + input;\n  const nextOutputReserve = outputReserve - output;\n\n  // Price impact vs the marginal (dx→0) rate. Marginal output-per-effective-\n  // input is vb0·spbNum/(va0·spaDen) for A→B (symmetric for B→A), so the ideal\n  // input-per-output is its reciprocal. Display-only.\n  const va0 = aReserve * spbNum + totalLp * spbDen;\n  const vb0 = bReserve * spaDen + totalLp * spaNum;\n  let priceImpact = Fraction.ZERO;\n  if (output > 0n) {\n    const idealPrice = isAInput\n      ? new Fraction(va0 * spaDen, vb0 * spbNum)\n      : new Fraction(vb0 * spbNum, va0 * spaDen);\n    const actualPrice = new Fraction(input - inputLpFee, output);\n    priceImpact = Fraction.ONE.subtract(idealPrice.divide(actualPrice));\n  }\n\n  return {\n    input,\n    output,\n    lpFee: new AssetAmount(inputLpFee, inputMetadata),\n    nextInputReserve,\n    nextOutputReserve,\n    priceImpact,\n  };\n};\n\n/**\n * Calculate the minimal input required to receive a given output — the inverse\n * of {@link getSwapOutput}. The forward swap is linear-fractional in the\n * effective input, so it inverts in closed form; a short correction loop\n * absorbs the fee floor and integer rounding so the result is the exact minimal\n * input whose forward swap yields at least `output`.\n */\nexport const getSwapInput = (\n  inputMetadata: IAssetAmountMetadata,\n  output: bigint,\n  aReserve: bigint,\n  bReserve: bigint,\n  totalLp: bigint,\n  sqrtPriceA: TSqrtPrice,\n  sqrtPriceB: TSqrtPrice,\n  fee: TFractionLike,\n  isAInput: boolean,\n): TSwapOutcome => {\n  if (output <= 0n || aReserve <= 0n || bReserve <= 0n || totalLp <= 0n)\n    throw new Error(\"Output, reserves and liquidity must be positive\");\n  const [spaNum, spaDen] = sqrtPriceA;\n  const [spbNum, spbDen] = sqrtPriceB;\n  if (spaNum <= 0n || spaDen <= 0n || spbNum <= 0n || spbDen <= 0n)\n    throw new Error(\"sqrt prices must be positive\");\n  const outputReserve = isAInput ? bReserve : aReserve;\n  if (output > outputReserve)\n    throw new Error(\"Output must not exceed the output reserve\");\n\n  const [feeNum, feeDen] = asFeeParts(fee);\n  const feeDiff = feeDen - feeNum;\n\n  const va0 = aReserve * spbNum + totalLp * spbDen;\n  const vb0 = bReserve * spaDen + totalLp * spaNum;\n\n  const ceilDiv = (n: bigint, d: bigint) => (n + d - 1n) / d;\n\n  // Closed-form minimal effective input, then gross up for the fee floor.\n  let effMin: bigint;\n  if (isAInput) {\n    // dvaEff ≥ output·spaDen·va0 / (vb0 − output·spaDen)\n    const denom = vb0 - output * spaDen;\n    if (denom <= 0n)\n      throw new Error(\"Output not reachable within the pool's range\");\n    const dvaEffMin = ceilDiv(output * spaDen * va0, denom);\n    effMin = ceilDiv(dvaEffMin, spbNum);\n  } else {\n    const denom = va0 - output * spbNum;\n    if (denom <= 0n)\n      throw new Error(\"Output not reachable within the pool's range\");\n    const dvbEffMin = ceilDiv(output * spbNum * vb0, denom);\n    effMin = ceilDiv(dvbEffMin, spaNum);\n  }\n  let input = feeDiff > 0n ? ceilDiv(effMin * feeDen, feeDiff) : effMin;\n\n  // Correct for floor interactions: nudge up until the forward swap clears the\n  // target, then trim any over-shoot. Bounded — a couple of iterations at most.\n  const fwd = (dx: bigint) =>\n    rawSwapOutput(\n      dx,\n      aReserve,\n      bReserve,\n      totalLp,\n      spaNum,\n      spaDen,\n      spbNum,\n      spbDen,\n      feeNum,\n      feeDen,\n      isAInput,\n    );\n  let guard = 0;\n  while (fwd(input) < output && guard++ < 64) input += 1n;\n  while (input > 1n && fwd(input - 1n) >= output) input -= 1n;\n\n  const inputLpFee = (input * feeNum) / feeDen;\n  const inputReserve = isAInput ? aReserve : bReserve;\n  const nextInputReserve = inputReserve + input;\n  const nextOutputReserve = outputReserve - output;\n\n  let priceImpact = Fraction.ZERO;\n  if (output > 0n) {\n    const idealPrice = isAInput\n      ? new Fraction(va0 * spaDen, vb0 * spbNum)\n      : new Fraction(vb0 * spbNum, va0 * spaDen);\n    const actualPrice = new Fraction(input - inputLpFee, output);\n    priceImpact = Fraction.ONE.subtract(idealPrice.divide(actualPrice));\n  }\n\n  return {\n    input,\n    output,\n    lpFee: new AssetAmount(inputLpFee, inputMetadata),\n    nextInputReserve,\n    nextOutputReserve,\n    priceImpact,\n  };\n};\n\n/**\n * Deposit LP estimate for a concentrated-liquidity pool. CL deposits reuse the\n * constant-product *proportional* pinning: minting by the scarcest offered\n * asset and ceil-pinning the reserve deltas gives, per asset,\n * `a1·L0 ≥ a0·L1` and `b1·L0 ≥ b0·L1` — and those two bounds multiply to\n * exactly the on-chain CL non-swap invariant `va1·vb1·L0² ≥ va0·vb0·L1²`\n * (`cl_check.ak`). So the proportional deposit is always chain-valid; excess of\n * either asset is refunded via aChange/bChange. This mirrors the scooper's\n * `resolve_cl_deposit` (which likewise reuses the CP pinning).\n */\nexport const calculateLiquidity = (\n  a: bigint,\n  b: bigint,\n  aReserve: bigint,\n  bReserve: bigint,\n  totalLp: bigint,\n) => ConstantProductPool.calculateLiquidity(a, b, aReserve, bReserve, 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+{"version":3,"file":"ConcentratedLiquidityPool.js","names":["AssetAmount","Fraction","FIXED_ONE","MIN_COUNTER_PER_WEIGHT","minCreateCounter","ladder","weightTotal","ceilDiv","n","d","upperEdge","l","i","bands","length","start","closing","delta","lo","hi","num","den","aSat","x","weight","bSat","liquidityOf","k","coeffA","coeffB","buildIndex","a","Array","from","_","b","out","ca","cb","push","indexLadder","isArray","index","prefixes","e","fAt","L","gAt","A","B","ra","rb","curve","bandProof","SCAN","CAP","findWitnessInBand","hint","ok","search","span","m","undefined","w","findWitness","bandView","band","feeBuy","feeSell","feeFor","v","isAInput","bandFee","dx","fee","bandOutput","dxEff","va0","vb0","dva","dvb","pn","pd","bandCapacity","maxDxInBand","cap","fits","guard","nextBand","swapSteps","remaining","steps","known","prefer","hintX","before","view","capDx","stepDx","dy","kNext","na","nb","crossing","after","input","output","getSwapOutput","inputMetadata","aReserve","bReserve","Error","lpFee","s","inputReserve","outputReserve","w0","v0","priceImpact","ZERO","ideal","actual","ONE","subtract","divide","nextInputReserve","nextOutputReserve","bandStates","restA","restB","liquidity","quantities","active","bandOf","reservesAt","K","frac","reduceFrac","f","gcd","g","uniformLadder","curves","commonDen","BigInt","bandWeights","shape","opts","peak","Number","tail","centre","sigma","Math","max","bell","c","exp","profile","round","shapedLadder","base","weights","cs","Set","csBands","map","feeAt","has","reduce"],"sources":["../../../src/PoolMath/ConcentratedLiquidityPool.ts"],"sourcesContent":["import { AssetAmount, IAssetAmountMetadata } from \"@sundaeswap/asset\";\nimport { Fraction } from \"@sundaeswap/fraction\";\n\n/**\n * Holds the calculated outcome of a concentrated-liquidity swap. It has the\n * same shape as `ConstantProductPool.TSwapOutcome`, so the generic\n * swap-outcome consumers accept it.\n */\nexport type TSwapOutcome = {\n  input: bigint;\n  output: bigint;\n  lpFee: AssetAmount<IAssetAmountMetadata>;\n  nextInputReserve: bigint;\n  nextOutputReserve: bigint;\n  priceImpact: Fraction;\n};\n\n/**\n * Concentrated liquidity: Sundae v4's ladder invariant.\n *\n * A pool is a ladder of bands in ascending sqrt-price order. Each band is a\n * concentrated-liquidity arc (`curve` 0) or a constant-sum bin (`curve` 1)\n * with its own share of the pool's liquidity (`weight / weightTotal`) and\n * its own two fees. LP is one fungible token for the whole ladder; a\n * deposit or withdrawal scales every band.\n *\n * The chain never stores the price. It stores reserves, and the state is a\n * WITNESS `(X, k)`: the ladder counter `X` (the pool's `total_lp`, spec V12)\n * and the active band `k`, which the reserves must prove. Everything here\n * mirrors `lib/modules/cl_check.ak` and the scooper's ladder\n * math, rounding included; where they disagree the chain wins\n * and the transaction fails. The rounding is not negotiable:\n *\n *   - `L_k` floors; saturation ceils, in ONE division;\n *   - the band fee ceils, per step, on the step's real input;\n *   - the prefix sums come from the LADDER INDEX (cumulative coefficients\n *     in fixed point at 2^64, spec §2.3), multiplied by the counter and\n *     ceiled ONCE. A per-band sum of ceilings is a different number and the\n *     chain rejects it.\n */\n\n/** An exact rational `num / den`. */\nexport type TFrac = { num: bigint; den: bigint };\n\n/** One band of the ladder. */\nexport type TBand = {\n  /** The band's LOWER sqrt-price edge. The next band's `start` is its upper edge. */\n  start: TFrac;\n  /** The band's share of the ladder's liquidity counter. */\n  weight: bigint;\n  /** 0 = concentrated-liquidity arc, 1 = constant-sum bin. */\n  curve: 0 | 1;\n  /** Fee on swaps that buy the pool's first asset (B in). */\n  feeBuy: TFrac;\n  /** Fee on swaps that sell the pool's first asset (A in). */\n  feeSell: TFrac;\n};\n\n/** A ladder: bands, the top edge, and the sum of the weights. */\nexport type TLadder = {\n  bands: TBand[];\n  /** The last band's UPPER sqrt-price edge. */\n  closing: TFrac;\n  weightTotal: bigint;\n};\n\n/** The witness the chain checks: the ladder counter and the active band. */\nexport type TWitness = { x: bigint; k: number };\n\n/** 2^64, the fixed-point scale of the ladder index. */\nexport const FIXED_ONE = 1n << 64n;\n\n/**\n * The least counter per unit of weight a ladder may be created with.\n * Mirrors `cl_check.min_counter_per_weight` (sundae-v4 #229, SV4-007):\n * Create requires `total_lp >= MIN_COUNTER_PER_WEIGHT * weightTotal`.\n */\nexport const MIN_COUNTER_PER_WEIGHT = 1000n;\n\n/** The least counter (initial `total_lp`) the chain accepts at Create for `ladder`. */\nexport const minCreateCounter = (ladder: TLadder): bigint =>\n  MIN_COUNTER_PER_WEIGHT * ladder.weightTotal;\n\nconst ceilDiv = (n: bigint, d: bigint): bigint => (n + d - 1n) / d;\n\n/** Band i's upper sqrt-price edge. */\nexport const upperEdge = (l: TLadder, i: number): TFrac =>\n  i + 1 < l.bands.length ? l.bands[i + 1]!.start : l.closing;\n\n/** `D_i = hi.num·lo.den − lo.num·hi.den`: positive exactly when the edges increase. */\nexport const delta = (lo: TFrac, hi: TFrac): bigint =>\n  hi.num * lo.den - lo.num * hi.den;\n\n/** `a_sat_i = ceil(w_i·X·D_i / (W·lo.num·hi.num))`: the A a band above the price holds. */\nexport const aSat = (l: TLadder, x: bigint, i: number): bigint => {\n  const lo = l.bands[i]!.start;\n  const hi = upperEdge(l, i);\n  return ceilDiv(\n    l.bands[i]!.weight * x * delta(lo, hi),\n    l.weightTotal * lo.num * hi.num,\n  );\n};\n\n/** `b_sat_i = ceil(w_i·X·D_i / (W·lo.den·hi.den))`: the B a band below the price holds. */\nexport const bSat = (l: TLadder, x: bigint, i: number): bigint => {\n  const lo = l.bands[i]!.start;\n  const hi = upperEdge(l, i);\n  return ceilDiv(\n    l.bands[i]!.weight * x * delta(lo, hi),\n    l.weightTotal * lo.den * hi.den,\n  );\n};\n\n/** `L_k = floor(w_k·X / W)`. */\nexport const liquidityOf = (l: TLadder, x: bigint, k: number): bigint =>\n  (l.bands[k]!.weight * x) / l.weightTotal;\n\n/** Band i's A-side saturation coefficient: the part of `a_sat_i` independent of X, rounded up. */\nexport const coeffA = (l: TLadder, i: number): bigint => {\n  const lo = l.bands[i]!.start;\n  const hi = upperEdge(l, i);\n  return ceilDiv(\n    l.bands[i]!.weight * delta(lo, hi) * FIXED_ONE,\n    l.weightTotal * lo.num * hi.num,\n  );\n};\n\n/** The same on the B side. */\nexport const coeffB = (l: TLadder, i: number): bigint => {\n  const lo = l.bands[i]!.start;\n  const hi = upperEdge(l, i);\n  return ceilDiv(\n    l.bands[i]!.weight * delta(lo, hi) * FIXED_ONE,\n    l.weightTotal * lo.den * hi.den,\n  );\n};\n\n/** One index entry: the cumulative coefficients above and below band k. */\nexport type TIndexEntry = { ca: bigint; cb: bigint };\n\n/**\n * The ladder index `Create` pins and every spend reads: entry k is the pair\n * of cumulative coefficients for the bands strictly above and strictly\n * below band k. `cl_check.build_index`, to the digit.\n */\nexport const buildIndex = (l: TLadder): TIndexEntry[] => {\n  const n = l.bands.length;\n  const a = Array.from({ length: n }, (_, i) => coeffA(l, i));\n  const b = Array.from({ length: n }, (_, i) => coeffB(l, i));\n  const out: TIndexEntry[] = [];\n  for (let k = 0; k < n; k++) {\n    let ca = 0n;\n    let cb = 0n;\n    for (let i = 0; i < n; i++) {\n      if (i > k) ca += a[i]!;\n      if (i < k) cb += b[i]!;\n    }\n    out.push({ ca, cb });\n  }\n  return out;\n};\n\n/**\n * A ladder with its index built once. Every probe of the witness search\n * reads the index for every band, and rebuilding it per probe is most of\n * the cost of a quote.\n */\nexport type TIndexedLadder = TLadder & { index: TIndexEntry[] };\n\nexport const indexLadder = (l: TLadder): TIndexedLadder =>\n  \"index\" in l && Array.isArray((l as TIndexedLadder).index)\n    ? (l as TIndexedLadder)\n    : { ...l, index: buildIndex(l) };\n\n/** `C_A`, `C_B` at (X, k) from the index: one ceiling after the multiply by X. */\nexport const prefixes = (\n  l: TIndexedLadder,\n  x: bigint,\n  k: number,\n): { ca: bigint; cb: bigint } => {\n  const e = l.index[k]!;\n  return { ca: ceilDiv(e.ca * x, FIXED_ONE), cb: ceilDiv(e.cb * x, FIXED_ONE) };\n};\n\n/** `cl_check.f_at_raw`: the CL arc, cross-multiplied. */\nconst fAt = (a: bigint, b: bigint, L: bigint, lo: TFrac, hi: TFrac): bigint =>\n  (a * hi.num + L * hi.den) * (b * lo.den + L * lo.num) -\n  L * L * hi.num * lo.den;\n\n/** G at a witness, on whichever curve the active band carries. */\nconst gAt = (\n  l: TIndexedLadder,\n  A: bigint,\n  B: bigint,\n  x: bigint,\n  k: number,\n): bigint => {\n  const { ca, cb } = prefixes(l, x, k);\n  const lo = l.bands[k]!.start;\n  const hi = upperEdge(l, k);\n  const ra = A - ca;\n  const rb = B - cb;\n  const L = liquidityOf(l, x, k);\n  return l.bands[k]!.curve === 0\n    ? fAt(ra, rb, L, lo, hi)\n    : ra * (lo.num * hi.num) + rb * (lo.den * hi.den) - L * delta(lo, hi);\n};\n\n/** The band proof, P1 through P7. The chain runs exactly this. */\nexport const bandProof = (\n  l: TIndexedLadder,\n  A: bigint,\n  B: bigint,\n  x: bigint,\n  k: number,\n): boolean => {\n  if (x < l.weightTotal) return false; // P1\n  const { ca, cb } = prefixes(l, x, k);\n  const ra = A - ca;\n  const rb = B - cb;\n  if (ra < 0n || rb < 0n) return false; // P2, P3\n  if (ra > aSat(l, x, k) || rb > bSat(l, x, k)) return false; // P4, P5\n  if (gAt(l, A, B, x, k) < 0n) return false; // P6\n  return gAt(l, A, B, x + 1n, k) < 0n; // P7\n};\n\nconst SCAN = 400n;\nconst CAP = 1n << 80n;\n\n/**\n * The witness in band k, seeded at `hint` when given: the counter only\n * grows along a swap, so the doubling search starts from the previous\n * witness. `lo` is the largest x with non-negative residuals and G ≥ 0,\n * and a witness is such an x whose successor fails G, so the scan walks\n * DOWN from `lo` first. Mirrors the scooper's `find_witness_in_band_from`.\n */\nexport const findWitnessInBand = (\n  l: TIndexedLadder,\n  A: bigint,\n  B: bigint,\n  k: number,\n  hint?: bigint,\n): TWitness | null => {\n  const ok = (x: bigint): boolean => {\n    const { ca, cb } = prefixes(l, x, k);\n    return A - ca >= 0n && B - cb >= 0n && gAt(l, A, B, x, k) >= 0n;\n  };\n  const search = (start: bigint): TWitness | null => {\n    let lo = start;\n    let span = 1n;\n    let hi = lo + span;\n    while (ok(hi) && hi < CAP) {\n      lo = hi;\n      span *= 2n;\n      hi = lo + span;\n    }\n    while (lo + 1n < hi) {\n      const m = (lo + hi) / 2n;\n      if (ok(m)) lo = m;\n      else hi = m;\n    }\n    const from = lo > SCAN ? lo - SCAN : 1n;\n    for (let x = lo; x >= from; x--) {\n      if (bandProof(l, A, B, x, k)) return { x, k };\n    }\n    for (let x = lo + 1n; x <= lo + SCAN; x++) {\n      if (bandProof(l, A, B, x, k)) return { x, k };\n    }\n    return null;\n  };\n  if (hint !== undefined && hint > 0n && ok(hint)) {\n    const w = search(hint);\n    if (w) return w;\n  }\n  if (!ok(1n)) return null;\n  return search(1n);\n};\n\n/**\n * The witness `(X, k)` for a pool's reserves. A hint (the indexed\n * `bandCounter` / `activeBand`) is checked first and seeds the search in\n * its band; a stale hint falls back to every band. Null when the reserves\n * sit on no point of the ladder — the chain would reject them too.\n */\nexport const findWitness = (\n  ladder: TLadder,\n  A: bigint,\n  B: bigint,\n  hint?: TWitness,\n): TWitness | null => {\n  const l = indexLadder(ladder);\n  if (hint && hint.k >= 0 && hint.k < l.bands.length) {\n    if (bandProof(l, A, B, hint.x, hint.k)) return hint;\n    const w = findWitnessInBand(l, A, B, hint.k, hint.x);\n    if (w) return w;\n  }\n  for (let k = 0; k < l.bands.length; k++) {\n    const w = findWitnessInBand(l, A, B, k);\n    if (w) return w;\n  }\n  return null;\n};\n\n/** The active band's view at a witness: its residual reserves and liquidity. */\nexport type TBandView = {\n  ra: bigint;\n  rb: bigint;\n  l: bigint;\n  lo: TFrac;\n  hi: TFrac;\n  curve: 0 | 1;\n  feeBuy: TFrac;\n  feeSell: TFrac;\n};\n\nexport const bandView = (\n  l: TIndexedLadder,\n  A: bigint,\n  B: bigint,\n  w: TWitness,\n): TBandView => {\n  const { ca, cb } = prefixes(l, w.x, w.k);\n  const band = l.bands[w.k]!;\n  return {\n    ra: A - ca,\n    rb: B - cb,\n    l: liquidityOf(l, w.x, w.k),\n    lo: band.start,\n    hi: upperEdge(l, w.k),\n    curve: band.curve,\n    feeBuy: band.feeBuy,\n    feeSell: band.feeSell,\n  };\n};\n\n/** The band's fee for a direction: `feeSell` when A is sold, `feeBuy` when A is bought. */\nexport const feeFor = (v: TBandView, isAInput: boolean): TFrac =>\n  isAInput ? v.feeSell : v.feeBuy;\n\n/**\n * The band fee on a step's real input `dx`: `ceil(dx * num / den)`.\n * Mirrors `cl_check.band_fee` (sundae-v4 #228, SV4-006). The chain charges\n * it per transcript step and rounds it UP, so a step below `den / num`\n * units still pays one unit. A zero rate charges nothing.\n */\nexport const bandFee = (dx: bigint, fee: TFrac): bigint =>\n  (dx * fee.num + fee.den - 1n) / fee.den;\n\n/** The output one band pays for `dx` within itself. Mirrors the scooper's `band_output`. */\nexport const bandOutput = (\n  v: TBandView,\n  isAInput: boolean,\n  dx: bigint,\n): bigint => {\n  const fee = feeFor(v, isAInput);\n  if (fee.den <= 0n) return 0n;\n  const dxEff = dx - bandFee(dx, fee);\n  if (dxEff <= 0n) return 0n;\n  if (v.curve === 0) {\n    const va0 = v.ra * v.hi.num + v.l * v.hi.den;\n    const vb0 = v.rb * v.lo.den + v.l * v.lo.num;\n    if (isAInput) {\n      const dva = dxEff * v.hi.num;\n      const den = (va0 + dva) * v.lo.den;\n      return den === 0n ? 0n : (vb0 * dva) / den;\n    }\n    const dvb = dxEff * v.lo.den;\n    const den = (vb0 + dvb) * v.hi.num;\n    return den === 0n ? 0n : (va0 * dvb) / den;\n  }\n  const pn = v.lo.num * v.hi.num;\n  const pd = v.lo.den * v.hi.den;\n  return isAInput ? (dxEff * pn) / pd : (dxEff * pd) / pn;\n};\n\n/** What the band can pay out in a direction: its residual of the output asset. */\nexport const bandCapacity = (v: TBandView, isAInput: boolean): bigint =>\n  isAInput ? v.rb : v.ra;\n\n/** The largest input whose output stays within the band. */\nexport const maxDxInBand = (v: TBandView, isAInput: boolean): bigint => {\n  const cap = bandCapacity(v, isAInput);\n  if (cap <= 0n) return 0n;\n  const fits = (dx: bigint) => bandOutput(v, isAInput, dx) <= cap;\n  let hi = 1n;\n  for (let guard = 0; fits(hi); guard++) {\n    hi *= 2n;\n    if (guard > 200) return hi;\n  }\n  let lo = 0n;\n  while (lo + 1n < hi) {\n    const m = (lo + hi) / 2n;\n    if (fits(m)) lo = m;\n    else hi = m;\n  }\n  return lo;\n};\n\n/** The next band a fill enters: selling A walks down the ladder, buying A walks up. */\nexport const nextBand = (\n  k: number,\n  isAInput: boolean,\n  n: number,\n): number | null =>\n  isAInput ? (k === 0 ? null : k - 1) : k + 1 >= n ? null : k + 1;\n\n/** One band of a fill: what it paid, and the state it left. */\nexport type TFillStep = {\n  band: number;\n  input: bigint;\n  output: bigint;\n  after: TWitness;\n};\n\n/**\n * Price `dx` across as many bands as it takes, as the scooper's\n * `swap_steps` does: fill the active band, cross to the next, repeat.\n * Returns the steps, or null when the ladder cannot absorb `dx` (the\n * direction is exhausted, or the remainder pays nothing).\n */\nexport const swapSteps = (\n  ladder: TLadder,\n  A: bigint,\n  B: bigint,\n  isAInput: boolean,\n  dx: bigint,\n  hint?: TWitness,\n): TFillStep[] | null => {\n  const l = indexLadder(ladder);\n  const n = l.bands.length;\n  let ca = A;\n  let cb = B;\n  let remaining = dx;\n  const steps: TFillStep[] = [];\n  let known: TWitness | null = findWitness(l, A, B, hint);\n  if (!known) return null;\n  let prefer: number | null = null;\n  let hintX: bigint | undefined;\n  for (let guard = 0; remaining > 0n; guard++) {\n    if (guard > 2 * n + 2) return null;\n    let before: TWitness | null = known;\n    known = null;\n    if (!before) {\n      if (prefer !== null) before = findWitnessInBand(l, ca, cb, prefer, hintX);\n      if (!before) before = findWitness(l, ca, cb);\n      if (!before) return null;\n    }\n    const view = bandView(l, ca, cb, before);\n    const capDx = maxDxInBand(view, isAInput);\n    const stepDx = capDx < remaining ? capDx : remaining;\n    const dy = stepDx > 0n ? bandOutput(view, isAInput, stepDx) : 0n;\n    if (dy <= 0n) {\n      const kNext = nextBand(before.k, isAInput, n);\n      if (kNext === null || prefer === kNext) return null;\n      prefer = kNext;\n      continue;\n    }\n    const na = isAInput ? ca + stepDx : ca - dy;\n    const nb = isAInput ? cb - dy : cb + stepDx;\n    const crossing = stepDx < remaining;\n    let after: TWitness | null = null;\n    if (crossing) {\n      const kNext = nextBand(before.k, isAInput, n);\n      if (kNext !== null) after = findWitnessInBand(l, na, nb, kNext, before.x);\n    } else {\n      after = findWitnessInBand(l, na, nb, before.k, before.x);\n    }\n    if (!after) after = findWitness(l, na, nb);\n    if (!after || after.x < before.x) return null;\n    steps.push({ band: before.k, input: stepDx, output: dy, after });\n    remaining -= stepDx;\n    ca = na;\n    cb = nb;\n    prefer = after.k;\n    hintX = after.x;\n    known = after;\n  }\n  return steps;\n};\n\n/**\n * The swap output of a concentrated-liquidity pool for `input` of one asset, crossing\n * bands as needed. `aReserve`/`bReserve` are the pool's reserves in\n * canonical order; `hint` is the indexed `bandCounter` / `activeBand`,\n * which seeds the witness search and may be stale.\n *\n * The `lpFee` is the fee the bands kept of the input, summed across the\n * steps. `priceImpact` is against the active band's opening marginal\n * price. Throws when the ladder cannot absorb the input.\n */\nexport const getSwapOutput = (\n  inputMetadata: IAssetAmountMetadata,\n  input: bigint,\n  aReserve: bigint,\n  bReserve: bigint,\n  ladder: TLadder,\n  isAInput: boolean,\n  hint?: TWitness,\n): TSwapOutcome & { steps: TFillStep[] } => {\n  if (input <= 0n || aReserve < 0n || bReserve < 0n)\n    throw new Error(\"Input must be positive and reserves non-negative\");\n  if (ladder.bands.length === 0 || ladder.weightTotal <= 0n)\n    throw new Error(\"The ladder has no bands\");\n  const l = indexLadder(ladder);\n  const steps = swapSteps(l, aReserve, bReserve, isAInput, input, hint);\n  if (!steps || steps.length === 0)\n    throw new Error(\"The ladder cannot absorb this input in this direction\");\n  let output = 0n;\n  let lpFee = 0n;\n  for (const s of steps) {\n    output += s.output;\n    const band = l.bands[s.band]!;\n    const fee = isAInput ? band.feeSell : band.feeBuy;\n    lpFee += bandFee(s.input, fee);\n  }\n  const inputReserve = isAInput ? aReserve : bReserve;\n  const outputReserve = isAInput ? bReserve : aReserve;\n  if (output > outputReserve) output = outputReserve;\n  // Price impact against the opening marginal of the first band traded.\n  const w0 = findWitness(l, aReserve, bReserve, hint)!;\n  const v0 = bandView(l, aReserve, bReserve, w0);\n  let priceImpact = Fraction.ZERO;\n  if (output > 0n) {\n    let ideal: Fraction;\n    if (v0.curve === 1) {\n      const pn = v0.lo.num * v0.hi.num;\n      const pd = v0.lo.den * v0.hi.den;\n      ideal = isAInput ? new Fraction(pd, pn) : new Fraction(pn, pd);\n    } else {\n      const va0 = v0.ra * v0.hi.num + v0.l * v0.hi.den;\n      const vb0 = v0.rb * v0.lo.den + v0.l * v0.lo.num;\n      ideal = isAInput\n        ? new Fraction(va0 * v0.lo.den, vb0 * v0.hi.num)\n        : new Fraction(vb0 * v0.hi.num, va0 * v0.lo.den);\n    }\n    const actual = new Fraction(input - lpFee, output);\n    priceImpact = Fraction.ONE.subtract(ideal.divide(actual));\n  }\n  return {\n    input,\n    output,\n    lpFee: new AssetAmount(lpFee, inputMetadata),\n    nextInputReserve: inputReserve + input,\n    nextOutputReserve: outputReserve - output,\n    priceImpact,\n    steps,\n  };\n};\n\n/** What each band holds at the pool's reserves. */\nexport type TBandState = {\n  /** The band's reserves in canonical order. The bands sum to the pool's reserves. */\n  quantities: [bigint, bigint];\n  liquidity: bigint;\n  active: boolean;\n};\n\n/**\n * Every band's state at the pool's reserves: a band below the price holds\n * only B, a band above it only A, the active band some of both. Null when\n * the reserves sit on no point of the ladder.\n */\nexport const bandStates = (\n  ladder: TLadder,\n  aReserve: bigint,\n  bReserve: bigint,\n  hint?: TWitness,\n): TBandState[] | null => {\n  const l = indexLadder(ladder);\n  const w = findWitness(l, aReserve, bReserve, hint);\n  if (!w) return null;\n  const out: TBandState[] = [];\n  let restA = 0n;\n  let restB = 0n;\n  for (let i = 0; i < l.bands.length; i++) {\n    const liquidity = liquidityOf(l, w.x, i);\n    if (i < w.k) {\n      const b = bSat(l, w.x, i);\n      restB += b;\n      out.push({ quantities: [0n, b], liquidity, active: false });\n    } else if (i > w.k) {\n      const a = aSat(l, w.x, i);\n      restA += a;\n      out.push({ quantities: [a, 0n], liquidity, active: false });\n    } else {\n      out.push({ quantities: [0n, 0n], liquidity, active: true });\n    }\n  }\n  const ra = aReserve - restA;\n  const rb = bReserve - restB;\n  out[w.k]!.quantities = [ra < 0n ? 0n : ra, rb < 0n ? 0n : rb];\n  return out;\n};\n\n/** Which band holds a sqrt-price. */\nexport const bandOf = (l: TLadder, s: TFrac): number => {\n  for (let i = 0; i < l.bands.length; i++) {\n    const hi = upperEdge(l, i);\n    if (s.num * hi.den < hi.num * s.den) return i;\n  }\n  return l.bands.length - 1;\n};\n\n/**\n * The exact reserves a ladder holds at counter `x` with the price at\n * sqrt-price `s`, which must lie in band `k`: what a pool creator deposits\n * for a chosen shape, scale and launch price. The result is floored, so\n * `findWitness` must still be run on it to learn the counter the chain\n * derives — usually `x`, but rounding can move it.\n */\nexport const reservesAt = (\n  l: TLadder,\n  x: bigint,\n  k: number,\n  s: TFrac,\n): { A: bigint; B: bigint } => {\n  let A = 0n;\n  let B = 0n;\n  for (let i = 0; i < l.bands.length; i++) {\n    if (i > k) {\n      A += aSat(l, x, i);\n      continue;\n    }\n    if (i < k) {\n      B += bSat(l, x, i);\n      continue;\n    }\n    const lo = l.bands[i]!.start;\n    const hi = upperEdge(l, i);\n    const L = liquidityOf(l, x, i);\n    if (l.bands[i]!.curve === 1) {\n      // A constant-sum bin prices at the geometric mean; `s` only says how\n      // far through the bin the conversion has gone.\n      const K = L * delta(lo, hi);\n      const frac = (s.num * lo.den - lo.num * s.den) * hi.den;\n      const span = (hi.num * lo.den - lo.num * hi.den) * s.den;\n      const rb = (K * frac) / (span * (lo.den * hi.den));\n      A += (K - rb * (lo.den * hi.den)) / (lo.num * hi.num);\n      B += rb;\n    } else {\n      // a = L·(1/s − 1/hi), b = L·(s − lo), in exact rationals.\n      A += (L * (s.den * hi.num - s.num * hi.den)) / (s.num * hi.num);\n      B += (L * (s.num * lo.den - lo.num * s.den)) / (s.den * lo.den);\n    }\n  }\n  return { A, B };\n};\n\n/** A fraction in lowest terms. */\nconst reduceFrac = (f: TFrac): TFrac => {\n  const gcd = (a: bigint, b: bigint): bigint => (b === 0n ? a : gcd(b, a % b));\n  const g = gcd(f.num < 0n ? -f.num : f.num, f.den);\n  return g > 1n ? { num: f.num / g, den: f.den / g } : f;\n};\n\n/**\n * An equal-weight ladder of `n` bands from `lo` to `hi`, every band a CL\n * arc at `fee` unless named in `curves`. The edges are built over a common\n * denominator and reduced: every rational component of a concentrated-liquidity config\n * must stay below 2^64 (spec V9).\n */\nexport const uniformLadder = (\n  n: number,\n  lo: TFrac,\n  hi: TFrac,\n  fee: TFrac,\n  curves: (0 | 1)[] = [],\n): TLadder => {\n  if (n < 1) throw new Error(\"A ladder needs at least one band\");\n  if (lo.num * hi.den >= hi.num * lo.den)\n    throw new Error(\"The lower edge must be strictly below the upper edge\");\n  const span = hi.num * lo.den - lo.num * hi.den;\n  const commonDen = lo.den * hi.den * BigInt(n);\n  const bands: TBand[] = [];\n  for (let i = 0; i < n; i++) {\n    bands.push({\n      start: reduceFrac({\n        num: lo.num * hi.den * BigInt(n) + span * BigInt(i),\n        den: commonDen,\n      }),\n      weight: 1n,\n      curve: curves[i] ?? 0,\n      feeBuy: fee,\n      feeSell: fee,\n    });\n  }\n  return {\n    bands,\n    closing: reduceFrac({\n      num: lo.num * hi.den * BigInt(n) + span * BigInt(n),\n      den: commonDen,\n    }),\n    weightTotal: BigInt(n),\n  };\n};\n\n/** Band weight profiles. Every weight is at least 1, as `Create` demands. */\nexport type TWeightShape =\n  | \"flat\"\n  | \"concentrated\"\n  | \"skewed-low\"\n  | \"skewed-high\"\n  | \"bimodal\";\n\nexport const bandWeights = (\n  n: number,\n  shape: TWeightShape = \"concentrated\",\n  opts: { centre?: number; peak?: bigint; tail?: bigint } = {},\n): bigint[] => {\n  if (shape === \"flat\") return Array.from({ length: n }, () => 1n);\n  const peak = Number(opts.peak ?? 64n);\n  const tail = Number(opts.tail ?? 1n);\n  const centre = opts.centre ?? (n - 1) / 2;\n  const sigma = Math.max(n / 5, 0.75);\n  const bell = (i: number, c: number) => Math.exp(-(((i - c) / sigma) ** 2));\n  const profile = (i: number): number => {\n    switch (shape) {\n      case \"concentrated\":\n        return bell(i, centre);\n      case \"skewed-low\":\n        return Math.exp(-i / Math.max(n / 3, 1));\n      case \"skewed-high\":\n        return Math.exp(-(n - 1 - i) / Math.max(n / 3, 1));\n      case \"bimodal\":\n        return Math.max(bell(i, (n - 1) / 4), bell(i, (3 * (n - 1)) / 4));\n      default:\n        return 1;\n    }\n  };\n  return Array.from({ length: n }, (_, i) => {\n    const w = Math.round(tail + (peak - tail) * profile(i));\n    return BigInt(Math.max(1, w));\n  });\n};\n\n/**\n * A ladder of `n` bands from `lo` to `hi` with a weight shape, optional\n * constant-sum bins and an optional per-band fee. The edges are\n * `uniformLadder`'s exactly; only the weights, curves and fees differ.\n */\nexport const shapedLadder = (\n  n: number,\n  lo: TFrac,\n  hi: TFrac,\n  fee: TFrac,\n  opts: {\n    shape?: TWeightShape;\n    centre?: number;\n    peak?: bigint;\n    tail?: bigint;\n    /** Zero-based band indices to price as constant-sum bins. */\n    csBands?: number[];\n    /** Overrides `fee` per band. */\n    feeAt?: (i: number) => TFrac;\n  } = {},\n): TLadder => {\n  const base = uniformLadder(n, lo, hi, fee);\n  const weights = bandWeights(n, opts.shape ?? \"concentrated\", opts);\n  const cs = new Set(opts.csBands ?? []);\n  const bands: TBand[] = base.bands.map((b, i) => {\n    const f = opts.feeAt ? opts.feeAt(i) : fee;\n    return {\n      ...b,\n      weight: weights[i]!,\n      curve: cs.has(i) ? 1 : 0,\n      feeBuy: f,\n      feeSell: f,\n    };\n  });\n  return {\n    bands,\n    closing: base.closing,\n    weightTotal: weights.reduce((s, w) => s + w, 0n),\n  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package/dist/esm/PoolMath/StableSwapsPool.js

@@ -309,27 +309,27 @@ export const getSwapOutput = (outputMetadata, input, inputReserve, outputReserve
 };
 
 /**
- * Calculates the current price (exchange rate) of asset A in terms of asset B for a Stableswaps pool.
- * The price is derived from the Stableswaps curve equation and takes into account the amplification factor.
+ * The pool's marginal price as raw units of asset A per raw unit of asset B,
+ * |dx/dy| at the current reserves. This is the "ideal" price that swap price
+ * impact is measured against.
  *
- * The calculation uses the formula:
+ * Derived from the Stableswaps invariant 4A(x + y) + D = 4AD + D^3 / (4xy):
  * price = (xpA + (dR * aReserve) / bReserve) / (xpA + dR)
- * where xpA = (Ann * aReserve) / A_PRECISION and dR is derived from the sum invariant
+ * where xpA = 4 * laf * aReserve and dR = D^3 / (4 * aReserve * bReserve)
  *
  * @param {bigint} aReserve - The current reserve amount of asset A in the pool.
  * @param {bigint} bReserve - The current reserve amount of asset B in the pool.
  * @param {bigint} laf - The linear amplification factor of the pool.
- * @returns {Fraction} The price of asset A in terms of asset B as a Fraction.
+ * @returns {Fraction} Raw A per raw B at the current reserves.
  */
 export function getPrice(aReserve, bReserve, laf) {
-  // dx_0 / dx_1 only, however can have any number of coins in pool
-  const ann = laf * 2n * A_PRECISION;
   const sumInvariant = getSumInvariant(laf, aReserve, bReserve) / RESERVE_PRECISION;
   // D / n^n with n = 2
   let dR = sumInvariant / 4n;
   dR = dR * sumInvariant / aReserve;
   dR = dR * sumInvariant / bReserve;
-  const xpA = ann * aReserve / A_PRECISION;
+  // 4A is the amplification term of the on-chain invariant, A = laf.
+  const xpA = 4n * laf * aReserve;
   const p = new Fraction(xpA + dR * aReserve / bReserve, xpA + dR);
   return p;
 }

package/dist/esm/PoolMath/StableSwapsPool.js.map

@@ -1 +1 @@
-{"version":3,"file":"StableSwapsPool.js","names":["AssetAmount","SharedPoolMath","Fraction","liquidityInvariant","assetA","assetB","linearAmplification","newSumInvariant","four_a","four_x_y","d_plus_one","d_cubed","d_plus_one_cubed","x_plus_y","sixteen_a_x_y","sixteen_a_x_y_x_plus_y","f1","f2","A_PRECISION","RESERVE_PRECISION","FEE_PRECISION","getSumInvariant","a","x","y","Error","sum","d","ann","i","d_p","d_prev","getNewY","newX","aRaw","sumInvariant","yPrev","c","b","getFirstLp","laf","calculateLiquidity","aReserve","bReserve","totalLp","oldSumInvariant","newLpTokens","newTotalLpTokens","nextTotalLp","generatedLp","shareAfterDeposit","getShare","aChange","bChange","actualDepositedA","actualDepositedB","getTokensForLp","lp","quotient","getSwapOutput","outputMetadata","input","inputReserve","outputReserve","fee","protocolFee","roundOutputUp","asFraction","lt","ZERO","gte","ONE","combinedFee","add","nextInputReserve","newY","deltaYPrec","deltaY","totalFee","multiply","divide","totalProtocolFee","totalLpFee","output","subtract","safeOutput","numerator","denominator","nextOutputReserve","idealPrice","getPrice","actualPrice","priceImpact","lpFee","nextSumInvariant","dR","xpA","p","getSwapInput","rawOutputF","sub","rawOutput"],"sources":["../../../src/PoolMath/StableSwapsPool.ts"],"sourcesContent":["import { AssetAmount, IAssetAmountMetadata } from \"@sundaeswap/asset\";\nimport { SharedPoolMath } from \"./index.js\";\nimport { Fraction, type TFractionLike } from \"@sundaeswap/fraction\";\n\n/**\n * Validates that a given sum invariant (D) satisfies the liquidity invariant equation\n * for the Stableswaps curve. This function checks if D is within the valid range by\n * evaluating the invariant function at D and D+1.\n *\n * The liquidity invariant ensures that the curve equation is satisfied:\n * 4A * 4xy * D + D^3 - (4xy * 4A * (x + y) + 4xy * D) should be <= 0 at D and > 0 at D+1\n *\n * @param {bigint} assetA - The reserve amount of asset A (already scaled by RESERVE_PRECISION).\n * @param {bigint} assetB - The reserve amount of asset B (already scaled by RESERVE_PRECISION).\n * @param {bigint} linearAmplification - The amplification coefficient for the pool.\n * @param {bigint} newSumInvariant - The proposed sum invariant (D) to validate.\n * @returns {boolean} True if the sum invariant satisfies the liquidity invariant equation, false otherwise.\n */\nexport function liquidityInvariant(\n  assetA: bigint,\n  assetB: bigint,\n  linearAmplification: bigint,\n  newSumInvariant: bigint,\n) {\n  // 4 * A * 4 * (x*y) * D + D^3 - (4(x*y) * (4A(x + y) + D))\n  // 4A * 4xy * D + D^3 - (4xy * 4a * (x + y) + 4xy * D)\n  // 16Axy * D + D^3 - (16Axy * (x + y) + 4xy * D)\n  const four_a = 4n * linearAmplification;\n  const four_x_y = 4n * assetA * assetB;\n  const d_plus_one = newSumInvariant + 1n;\n  const d_cubed = newSumInvariant * newSumInvariant * newSumInvariant;\n  const d_plus_one_cubed = d_plus_one * d_plus_one * d_plus_one;\n  const x_plus_y = assetA + assetB;\n  const sixteen_a_x_y = four_a * four_x_y;\n  const sixteen_a_x_y_x_plus_y = sixteen_a_x_y * x_plus_y;\n  const f1 =\n    sixteen_a_x_y * newSumInvariant +\n    d_cubed -\n    (sixteen_a_x_y_x_plus_y + four_x_y * newSumInvariant);\n  const f2 =\n    sixteen_a_x_y * d_plus_one +\n    d_plus_one_cubed -\n    (sixteen_a_x_y_x_plus_y + four_x_y * d_plus_one);\n  return f1 <= 0n && f2 > 0n;\n}\n\n/**\n * Precision factor for the amplification coefficient calculations.\n * Used to scale the amplification factor for more precise arithmetic operations.\n */\nexport const A_PRECISION: bigint = 200n;\n\n/**\n * Precision factor for reserve calculations in the Stableswaps curve.\n * Reserves are multiplied by this value to maintain precision during calculations.\n * This allows for accurate fractional calculations with integer arithmetic.\n */\nexport const RESERVE_PRECISION: bigint = 1_000_000_000_000n;\n\n/**\n * Precision factor for fee calculations, representing basis points.\n * A value of 10,000 means fees are calculated with 0.01% precision (1 basis point).\n */\nexport const FEE_PRECISION: bigint = 10_000n;\n\n/**\n * Calculates the sum invariant (D) for a Stableswaps pool using Newton's method.\n * The sum invariant represents the total value in the pool and is used to determine\n * the fair exchange rate between assets.\n *\n * This function iteratively solves for D in the Stableswaps invariant equation:\n * Ann * sum + D_p * 2 = Ann * D + D_p * 3\n * where D_p = D^3 / (4 * x * y) and Ann = A * n^n (with n=2)\n *\n * The iteration continues until convergence (difference <= 1) or fails after 255 iterations.\n *\n * @param {bigint} a - The amplification coefficient for the pool (will be scaled by A_PRECISION).\n * @param {bigint} x - The reserve amount of the first asset (will be scaled by RESERVE_PRECISION).\n * @param {bigint} y - The reserve amount of the second asset (will be scaled by RESERVE_PRECISION).\n * @returns {bigint} The calculated sum invariant (D) scaled by RESERVE_PRECISION.\n * @throws {Error} If the amplification coefficient is not positive.\n * @throws {Error} If convergence fails after 255 iterations.\n */\nexport function getSumInvariant(a: bigint, x: bigint, y: bigint): bigint {\n  if (a <= 0n) {\n    throw new Error(\"Amplification coefficient must be positive.\");\n  }\n  x = x * RESERVE_PRECISION;\n  y = y * RESERVE_PRECISION;\n  a = a * A_PRECISION;\n  const sum: bigint = x + y;\n  if (sum === 0n) {\n    return 0n;\n  }\n\n  let d = sum;\n  const ann = a * 2n;\n  for (let i = 0; i < 255; i++) {\n    const d_p = (d * d * d) / (4n * x * y);\n    const d_prev = d;\n\n    d =\n      (((ann * sum) / 100n + d_p * 2n) * d) /\n      (((ann - 100n) * d) / 100n + 3n * d_p);\n\n    if (d > d_prev) {\n      if (d - d_prev <= 1) {\n        if (liquidityInvariant(x, y, a / A_PRECISION, d)) {\n          return d;\n        } else {\n          return d - 1n;\n        }\n      }\n    } else {\n      if (d_prev - d <= 1) {\n        if (liquidityInvariant(x, y, a / A_PRECISION, d)) {\n          return d;\n        } else {\n          return d - 1n;\n        }\n      }\n    }\n  }\n  throw new Error(\"Failed to converge on D value after 255 iterations.\");\n}\n\n/**\n * Calculates the new Y reserve value given a new X reserve value and the sum invariant.\n * This function uses Newton's method to iteratively solve for Y in the Stableswaps equation\n * while maintaining the pool's invariant (D).\n *\n * The function solves: Y^2 + (sum + (D * A_PRECISION) / (2 * Ann) - D) * Y - c = 0\n * where c is derived from D and the pool parameters.\n *\n * This is used during swaps to determine the output reserve after an input is added.\n *\n * @param {bigint} newX - The new reserve amount for asset X (will be scaled by RESERVE_PRECISION internally).\n * @param {bigint} aRaw - The raw amplification coefficient for the pool (will be scaled by A_PRECISION).\n * @param {bigint} sumInvariant - The pool's sum invariant (D), already scaled.\n * @returns {bigint} The calculated Y reserve value scaled by RESERVE_PRECISION.\n * @throws {Error} If convergence fails after 255 iterations.\n */\nexport function getNewY(\n  newX: bigint,\n  aRaw: bigint,\n  sumInvariant: bigint,\n): bigint {\n  newX = newX * RESERVE_PRECISION;\n  const sum = newX;\n  let yPrev: bigint;\n  let c = sumInvariant;\n  const ann = aRaw * A_PRECISION * 2n;\n\n  c = (c * sumInvariant) / (newX * 2n);\n  c = (c * sumInvariant * A_PRECISION) / 2n;\n  c = c / (ann * 2n);\n  const b = sum + (sumInvariant * A_PRECISION) / 2n / ann;\n  let y = sumInvariant;\n  for (let i = 0; i < 255; i++) {\n    yPrev = y;\n    y = (y * y + c) / (y * 2n + b - sumInvariant);\n    if (y > yPrev) {\n      if (y - yPrev <= 1n) {\n        if (liquidityInvariant(newX, y, aRaw, sumInvariant)) {\n          return y;\n        } else {\n          return y + 1n;\n        }\n      }\n    } else {\n      if (yPrev - y <= 1n) {\n        if (liquidityInvariant(newX, y, aRaw, sumInvariant)) {\n          return y;\n        } else {\n          return y + 1n;\n        }\n      }\n    }\n  }\n  throw new Error(\"Failed to converge on y value after 255 iterations.\");\n}\n\n/**\n * Calculates the initial LP token amount for the first liquidity provision to a pool.\n * This is used when bootstrapping a new pool with initial reserves of assets A and B.\n *\n * The LP tokens minted are derived from the sum invariant (D) divided by the reserve precision,\n * effectively representing the pool's total value at inception.\n *\n * @param {bigint} a - The initial amount of token A being deposited.\n * @param {bigint} b - The initial amount of token B being deposited.\n * @param {bigint} laf - The linear amplification factor for the pool.\n * @returns {bigint} The amount of LP tokens to mint for the first liquidity provision.\n */\nexport const getFirstLp = (a: bigint, b: bigint, laf: bigint) =>\n  getSumInvariant(laf, a, b) / RESERVE_PRECISION;\n\n/**\n * Calculates the liquidity parameters for adding liquidity to a Stableswaps pool.\n * This function supports mixed deposits where both assets can be deposited in any proportion.\n *\n * The calculation is based on the change in the sum invariant (D) before and after the deposit.\n * LP tokens are minted proportionally to the increase in D relative to the old D value.\n *\n * TODO: Investigate way to optimize actual deposited amounts\n *\n * @param {bigint} a - The amount of token A to deposit.\n * @param {bigint} b - The amount of token B to deposit.\n * @param {bigint} aReserve - The current reserve of token A in the pool.\n * @param {bigint} bReserve - The current reserve of token B in the pool.\n * @param {bigint} totalLp - The total LP tokens for the pool before the deposit.\n * @param {bigint} laf - The linear amplification factor of the pool.\n * @throws {Error} If the pool doesn't have enough liquidity (both reserves are zero).\n * @throws {Error} If both deposit amounts are zero.\n * @returns {Object} An object containing:\n *   - nextTotalLp: The total LP tokens for the pool after the deposit.\n *   - generatedLp: The amount of LP tokens generated by the deposit.\n *   - shareAfterDeposit: The depositor's share of the pool after the deposit (as a Fraction).\n *   - aChange: Always 0n for Stableswaps (no refund needed).\n *   - bChange: Always 0n for Stableswaps (no refund needed).\n *   - actualDepositedA: The actual amount of A deposited (always equal to input a).\n *   - actualDepositedB: The actual amount of B deposited (always equal to input b).\n */\nexport const calculateLiquidity = (\n  a: bigint,\n  b: bigint,\n  aReserve: bigint,\n  bReserve: bigint,\n  totalLp: bigint,\n  laf: bigint,\n) => {\n  if (aReserve === 0n && bReserve === 0n) {\n    throw new Error(\"Not enough pool liquidity\");\n  }\n\n  if (a === 0n && b === 0n) {\n    throw new Error(\"Cannot use a deposit asset amount of 0\");\n  }\n\n  const oldSumInvariant = getSumInvariant(laf, aReserve, bReserve);\n\n  const newSumInvariant = getSumInvariant(laf, aReserve + a, bReserve + b);\n\n  const newLpTokens =\n    ((newSumInvariant - oldSumInvariant) * totalLp) / oldSumInvariant;\n\n  const newTotalLpTokens = totalLp + newLpTokens;\n\n  return {\n    nextTotalLp: newTotalLpTokens,\n    generatedLp: newLpTokens,\n    shareAfterDeposit: SharedPoolMath.getShare(newLpTokens, newTotalLpTokens),\n    aChange: 0n,\n    bChange: 0n,\n    actualDepositedA: a,\n    actualDepositedB: b,\n  };\n};\n\n/**\n * Calculates the token amounts that a given LP token amount represents when withdrawing\n * from a Stableswaps pool. The withdrawal is proportional to the LP tokens being redeemed\n * relative to the total LP supply.\n *\n * This uses a simple linear proportion: amount = (lp * reserve) / totalLp for each asset.\n *\n * @param {bigint} lp - The amount of LP tokens being redeemed.\n * @param {bigint} aReserve - The pool's current reserve amount of token A.\n * @param {bigint} bReserve - The pool's current reserve amount of token B.\n * @param {bigint} totalLp - The pool's total minted LP tokens currently in circulation.\n * @returns {SharedPoolMath.TPair} A tuple [a, b] containing the amounts of tokens A and B to withdraw.\n */\nexport const getTokensForLp = (\n  lp: bigint,\n  aReserve: bigint,\n  bReserve: bigint,\n  totalLp: bigint,\n): SharedPoolMath.TPair => [\n  new Fraction(lp * aReserve, totalLp).quotient,\n  new Fraction(lp * bReserve, totalLp).quotient,\n];\n\n/**\n * Represents the complete outcome of a swap operation in a Stableswaps pool.\n * Contains all relevant information about the swap including amounts, fees, updated reserves,\n * and price impact.\n */\nexport type TSwapOutcome = {\n  /** The amount of input tokens being swapped */\n  input: bigint;\n  /** The amount of output tokens received (after all fees) */\n  output: bigint;\n  /** The portion of fees that goes to liquidity providers */\n  lpFee: AssetAmount<IAssetAmountMetadata>;\n  /** The portion of fees that goes to the protocol */\n  protocolFee: AssetAmount<IAssetAmountMetadata>;\n  /** The input asset reserve amount after the swap */\n  nextInputReserve: bigint;\n  /** The output asset reserve amount after the swap (excluding protocol fees) */\n  nextOutputReserve: bigint;\n  /** The pool's sum invariant (D) after the swap */\n  nextSumInvariant: bigint;\n  /** The price impact of the swap as a fraction (difference between ideal and actual price) */\n  priceImpact: Fraction;\n};\n\n/**\n * Calculates the output amount and all swap parameters for a given input amount in a Stableswaps pool.\n * This function determines how many output tokens will be received for a given input, accounting for\n * the Stableswaps curve, LP fees, and protocol fees.\n *\n * The calculation process:\n * 1. Validates inputs and fees\n * 2. Calculates the current sum invariant (D)\n * 3. Determines the new Y value after adding input to X\n * 4. Calculates raw output and applies fees (LP + protocol)\n * 5. Computes price impact by comparing ideal vs actual execution price\n *\n * @param {bigint} input - The amount of input tokens to swap.\n * @param {bigint} inputReserve - The current reserve amount of the input token in the pool.\n * @param {bigint} outputReserve - The current reserve amount of the output token in the pool.\n * @param {TFractionLike} fee - The liquidity provider fee as a fraction (e.g., 0.003 for 0.3%).\n * @param {TFractionLike} protocolFee - The protocol fee as a fraction.\n * @param {bigint} laf - The linear amplification factor of the pool.\n * @param {boolean} [roundOutputUp] - Optional flag to round output up instead of down (default: false).\n * @returns {TSwapOutcome} The complete swap outcome including output, fees, reserves, and price impact.\n * @throws {Error} If input or reserves are not positive.\n * @throws {Error} If fee is not in the range [0, 1).\n * @throws {Error} If protocol fee is not in the range [0, 1).\n * @throws {Error} If combined fee is greater than or equal to 1.\n */\nexport const getSwapOutput = (\n  outputMetadata: IAssetAmountMetadata,\n  input: bigint,\n  inputReserve: bigint,\n  outputReserve: bigint,\n  fee: TFractionLike,\n  protocolFee: TFractionLike,\n  laf: bigint,\n  roundOutputUp?: boolean,\n): TSwapOutcome => {\n  if (input <= 0 || inputReserve <= 0 || outputReserve <= 0)\n    throw new Error(\"Input and reserves must be positive\");\n\n  fee = Fraction.asFraction(fee);\n  if (fee.lt(Fraction.ZERO) || fee.gte(Fraction.ONE))\n    throw new Error(\"fee must be between 0 and 1\");\n\n  protocolFee = Fraction.asFraction(protocolFee);\n  if (protocolFee.lt(Fraction.ZERO) || protocolFee.gte(Fraction.ONE))\n    throw new Error(\"protocolFee must be between 0 and 1\");\n\n  const combinedFee = fee.add(protocolFee);\n  if (combinedFee.gte(Fraction.ONE))\n    throw new Error(\"Combined fee must be less than 1\");\n  const sumInvariant = getSumInvariant(laf, inputReserve, outputReserve);\n  const nextInputReserve = inputReserve + input;\n  const newY = getNewY(nextInputReserve, laf, sumInvariant);\n\n  const deltaYPrec = outputReserve * RESERVE_PRECISION - newY;\n  const deltaY = new Fraction(deltaYPrec, RESERVE_PRECISION);\n  const totalFee = combinedFee\n    .multiply(FEE_PRECISION)\n    .multiply(deltaY.quotient)\n    .add(Fraction.asFraction(FEE_PRECISION - 1n))\n    .divide(FEE_PRECISION).quotient;\n  const totalProtocolFee = protocolFee\n    .multiply(totalFee)\n    .divide(combinedFee).quotient;\n  const totalLpFee = totalFee - totalProtocolFee;\n  const output = deltaY.subtract(totalFee);\n  const safeOutput = roundOutputUp\n    ? (output.numerator + output.denominator - 1n) / output.denominator\n    : output.quotient;\n  const nextOutputReserve = outputReserve - safeOutput - totalProtocolFee;\n\n  // PRICEIMPACT: \"priceImpact\" is slightly misleadingly named in the industry as a whole\n  // just by it's name, it would imply that it's the percentage difference between\n  // the current price and the price after the swap, but it's actually the percentage\n  // difference between the real price of your swap, and the price implied by the current\n  // reserves; We got this wrong in v1, but this aligns it with the industry standard\n  // Source: https://dailydefi.org/articles/price-impact-and-how-to-calculate/\n  const idealPrice = getPrice(inputReserve, outputReserve, laf);\n  const actualPrice = new Fraction(input, safeOutput);\n  const priceImpact = Fraction.ONE.subtract(idealPrice.divide(actualPrice));\n  return {\n    input,\n    output: safeOutput,\n    lpFee: new AssetAmount(totalLpFee, outputMetadata),\n    protocolFee: new AssetAmount(totalProtocolFee, outputMetadata),\n    nextInputReserve,\n    nextOutputReserve,\n    nextSumInvariant: getSumInvariant(laf, nextInputReserve, nextOutputReserve),\n    priceImpact,\n  };\n};\n\n/**\n * Calculates the current price (exchange rate) of asset A in terms of asset B for a Stableswaps pool.\n * The price is derived from the Stableswaps curve equation and takes into account the amplification factor.\n *\n * The calculation uses the formula:\n * price = (xpA + (dR * aReserve) / bReserve) / (xpA + dR)\n * where xpA = (Ann * aReserve) / A_PRECISION and dR is derived from the sum invariant\n *\n * @param {bigint} aReserve - The current reserve amount of asset A in the pool.\n * @param {bigint} bReserve - The current reserve amount of asset B in the pool.\n * @param {bigint} laf - The linear amplification factor of the pool.\n * @returns {Fraction} The price of asset A in terms of asset B as a Fraction.\n */\nexport function getPrice(\n  aReserve: bigint,\n  bReserve: bigint,\n  laf: bigint,\n): Fraction {\n  // dx_0 / dx_1 only, however can have any number of coins in pool\n  const ann = laf * 2n * A_PRECISION;\n  const sumInvariant =\n    getSumInvariant(laf, aReserve, bReserve) / RESERVE_PRECISION;\n  // D / n^n with n = 2\n  let dR = sumInvariant / 4n;\n  dR = (dR * sumInvariant) / aReserve;\n  dR = (dR * sumInvariant) / bReserve;\n  const xpA = (ann * aReserve) / A_PRECISION;\n  const p = new Fraction(xpA + (dR * aReserve) / bReserve, xpA + dR);\n  return p;\n}\n\n/**\n * Calculates the required input amount and all swap parameters for a desired output amount in a Stableswaps pool.\n * This is the reverse operation of getSwapOutput - given how much you want to receive, it determines\n * how much you need to provide as input, accounting for fees and the Stableswaps curve.\n *\n * The calculation process:\n * 1. Validates inputs, fees, and output constraints\n * 2. Calculates raw output needed before fees\n * 3. Determines the new X value to achieve the desired Y reduction\n * 4. Calculates required input and separates LP and protocol fees\n * 5. Computes price impact by comparing ideal vs actual execution price\n *\n * @param {bigint} output - The desired amount of output tokens to receive.\n * @param {bigint} inputReserve - The current reserve amount of the input token in the pool.\n * @param {bigint} outputReserve - The current reserve amount of the output token in the pool.\n * @param {TFractionLike} fee - The liquidity provider fee as a fraction (e.g., 0.003 for 0.3%).\n * @param {TFractionLike} protocolFee - The protocol fee as a fraction.\n * @param {bigint} laf - The linear amplification factor of the pool.\n * @returns {TSwapOutcome} The complete swap outcome including required input, fees, reserves, and price impact.\n * @throws {Error} If output or reserves are not positive.\n * @throws {Error} If output is greater than or equal to the output reserve.\n * @throws {Error} If fee is not in the range [0, 1).\n * @throws {Error} If protocol fee is not in the range [0, 1).\n * @throws {Error} If combined fee is greater than or equal to 1.\n */\nexport const getSwapInput = (\n  outputMetadata: IAssetAmountMetadata,\n  output: bigint,\n  inputReserve: bigint,\n  outputReserve: bigint,\n  fee: TFractionLike,\n  protocolFee: TFractionLike,\n  laf: bigint,\n): TSwapOutcome => {\n  if (output <= 0 || inputReserve <= 0 || outputReserve <= 0)\n    throw new Error(\"Output and reserves must be positive\");\n\n  if (output >= outputReserve)\n    throw new Error(\"Output must be less than output reserve\");\n\n  fee = Fraction.asFraction(fee);\n  if (fee.lt(Fraction.ZERO) || fee.gte(Fraction.ONE))\n    throw new Error(\"fee must be [0,1)\");\n\n  protocolFee = Fraction.asFraction(protocolFee);\n  if (protocolFee.lt(Fraction.ZERO) || protocolFee.gte(Fraction.ONE))\n    throw new Error(\"protocolFee must be between 0 and 1\");\n\n  const combinedFee = fee.add(protocolFee);\n  if (combinedFee.gte(Fraction.ONE))\n    throw new Error(\"Combined fee must be less than 1\");\n\n  // output = rawOutput * (1-fee)\n  // rawOutput = output / (1-fee)\n  const rawOutputF = Fraction.asFraction(output).divide(\n    Fraction.ONE.sub(combinedFee),\n  );\n  const rawOutput =\n    (rawOutputF.numerator + rawOutputF.denominator - 1n) /\n    rawOutputF.denominator;\n  const sumInvariant = getSumInvariant(laf, inputReserve, outputReserve);\n  const newX = getNewY(outputReserve - rawOutput, laf, sumInvariant);\n  const input =\n    (newX - inputReserve * RESERVE_PRECISION + RESERVE_PRECISION - 1n) /\n    RESERVE_PRECISION;\n\n  const totalFee =\n    (combinedFee.multiply(FEE_PRECISION).quotient * rawOutput +\n      FEE_PRECISION -\n      1n) /\n    FEE_PRECISION;\n  const totalProtocolFee = protocolFee\n    .multiply(totalFee)\n    .divide(combinedFee).quotient;\n\n  const totalLpFee = totalFee - totalProtocolFee;\n\n  const nextInputReserve = inputReserve + input;\n  const nextOutputReserve = outputReserve - output - totalProtocolFee;\n\n  // See PRICEIMPACT\n  const idealPrice = getPrice(inputReserve, outputReserve, laf);\n  const actualPrice = new Fraction(input, output);\n  const priceImpact = Fraction.ONE.subtract(idealPrice.divide(actualPrice));\n\n  const nextSumInvariant = getSumInvariant(\n    laf,\n    nextInputReserve,\n    nextOutputReserve,\n  );\n\n  return {\n    input,\n    output,\n    lpFee: new AssetAmount(totalLpFee, outputMetadata),\n    protocolFee: new AssetAmount(totalProtocolFee, outputMetadata),\n    nextInputReserve,\n    nextOutputReserve,\n    priceImpact,\n    nextSumInvariant,\n  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+{"version":3,"file":"StableSwapsPool.js","names":["AssetAmount","SharedPoolMath","Fraction","liquidityInvariant","assetA","assetB","linearAmplification","newSumInvariant","four_a","four_x_y","d_plus_one","d_cubed","d_plus_one_cubed","x_plus_y","sixteen_a_x_y","sixteen_a_x_y_x_plus_y","f1","f2","A_PRECISION","RESERVE_PRECISION","FEE_PRECISION","getSumInvariant","a","x","y","Error","sum","d","ann","i","d_p","d_prev","getNewY","newX","aRaw","sumInvariant","yPrev","c","b","getFirstLp","laf","calculateLiquidity","aReserve","bReserve","totalLp","oldSumInvariant","newLpTokens","newTotalLpTokens","nextTotalLp","generatedLp","shareAfterDeposit","getShare","aChange","bChange","actualDepositedA","actualDepositedB","getTokensForLp","lp","quotient","getSwapOutput","outputMetadata","input","inputReserve","outputReserve","fee","protocolFee","roundOutputUp","asFraction","lt","ZERO","gte","ONE","combinedFee","add","nextInputReserve","newY","deltaYPrec","deltaY","totalFee","multiply","divide","totalProtocolFee","totalLpFee","output","subtract","safeOutput","numerator","denominator","nextOutputReserve","idealPrice","getPrice","actualPrice","priceImpact","lpFee","nextSumInvariant","dR","xpA","p","getSwapInput","rawOutputF","sub","rawOutput"],"sources":["../../../src/PoolMath/StableSwapsPool.ts"],"sourcesContent":["import { AssetAmount, IAssetAmountMetadata } from \"@sundaeswap/asset\";\nimport { SharedPoolMath } from \"./index.js\";\nimport { Fraction, type TFractionLike } from \"@sundaeswap/fraction\";\n\n/**\n * Validates that a given sum invariant (D) satisfies the liquidity invariant equation\n * for the Stableswaps curve. This function checks if D is within the valid range by\n * evaluating the invariant function at D and D+1.\n *\n * The liquidity invariant ensures that the curve equation is satisfied:\n * 4A * 4xy * D + D^3 - (4xy * 4A * (x + y) + 4xy * D) should be <= 0 at D and > 0 at D+1\n *\n * @param {bigint} assetA - The reserve amount of asset A (already scaled by RESERVE_PRECISION).\n * @param {bigint} assetB - The reserve amount of asset B (already scaled by RESERVE_PRECISION).\n * @param {bigint} linearAmplification - The amplification coefficient for the pool.\n * @param {bigint} newSumInvariant - The proposed sum invariant (D) to validate.\n * @returns {boolean} True if the sum invariant satisfies the liquidity invariant equation, false otherwise.\n */\nexport function liquidityInvariant(\n  assetA: bigint,\n  assetB: bigint,\n  linearAmplification: bigint,\n  newSumInvariant: bigint,\n) {\n  // 4 * A * 4 * (x*y) * D + D^3 - (4(x*y) * (4A(x + y) + D))\n  // 4A * 4xy * D + D^3 - (4xy * 4a * (x + y) + 4xy * D)\n  // 16Axy * D + D^3 - (16Axy * (x + y) + 4xy * D)\n  const four_a = 4n * linearAmplification;\n  const four_x_y = 4n * assetA * assetB;\n  const d_plus_one = newSumInvariant + 1n;\n  const d_cubed = newSumInvariant * newSumInvariant * newSumInvariant;\n  const d_plus_one_cubed = d_plus_one * d_plus_one * d_plus_one;\n  const x_plus_y = assetA + assetB;\n  const sixteen_a_x_y = four_a * four_x_y;\n  const sixteen_a_x_y_x_plus_y = sixteen_a_x_y * x_plus_y;\n  const f1 =\n    sixteen_a_x_y * newSumInvariant +\n    d_cubed -\n    (sixteen_a_x_y_x_plus_y + four_x_y * newSumInvariant);\n  const f2 =\n    sixteen_a_x_y * d_plus_one +\n    d_plus_one_cubed -\n    (sixteen_a_x_y_x_plus_y + four_x_y * d_plus_one);\n  return f1 <= 0n && f2 > 0n;\n}\n\n/**\n * Precision factor for the amplification coefficient calculations.\n * Used to scale the amplification factor for more precise arithmetic operations.\n */\nexport const A_PRECISION: bigint = 200n;\n\n/**\n * Precision factor for reserve calculations in the Stableswaps curve.\n * Reserves are multiplied by this value to maintain precision during calculations.\n * This allows for accurate fractional calculations with integer arithmetic.\n */\nexport const RESERVE_PRECISION: bigint = 1_000_000_000_000n;\n\n/**\n * Precision factor for fee calculations, representing basis points.\n * A value of 10,000 means fees are calculated with 0.01% precision (1 basis point).\n */\nexport const FEE_PRECISION: bigint = 10_000n;\n\n/**\n * Calculates the sum invariant (D) for a Stableswaps pool using Newton's method.\n * The sum invariant represents the total value in the pool and is used to determine\n * the fair exchange rate between assets.\n *\n * This function iteratively solves for D in the Stableswaps invariant equation:\n * Ann * sum + D_p * 2 = Ann * D + D_p * 3\n * where D_p = D^3 / (4 * x * y) and Ann = A * n^n (with n=2)\n *\n * The iteration continues until convergence (difference <= 1) or fails after 255 iterations.\n *\n * @param {bigint} a - The amplification coefficient for the pool (will be scaled by A_PRECISION).\n * @param {bigint} x - The reserve amount of the first asset (will be scaled by RESERVE_PRECISION).\n * @param {bigint} y - The reserve amount of the second asset (will be scaled by RESERVE_PRECISION).\n * @returns {bigint} The calculated sum invariant (D) scaled by RESERVE_PRECISION.\n * @throws {Error} If the amplification coefficient is not positive.\n * @throws {Error} If convergence fails after 255 iterations.\n */\nexport function getSumInvariant(a: bigint, x: bigint, y: bigint): bigint {\n  if (a <= 0n) {\n    throw new Error(\"Amplification coefficient must be positive.\");\n  }\n  x = x * RESERVE_PRECISION;\n  y = y * RESERVE_PRECISION;\n  a = a * A_PRECISION;\n  const sum: bigint = x + y;\n  if (sum === 0n) {\n    return 0n;\n  }\n\n  let d = sum;\n  const ann = a * 2n;\n  for (let i = 0; i < 255; i++) {\n    const d_p = (d * d * d) / (4n * x * y);\n    const d_prev = d;\n\n    d =\n      (((ann * sum) / 100n + d_p * 2n) * d) /\n      (((ann - 100n) * d) / 100n + 3n * d_p);\n\n    if (d > d_prev) {\n      if (d - d_prev <= 1) {\n        if (liquidityInvariant(x, y, a / A_PRECISION, d)) {\n          return d;\n        } else {\n          return d - 1n;\n        }\n      }\n    } else {\n      if (d_prev - d <= 1) {\n        if (liquidityInvariant(x, y, a / A_PRECISION, d)) {\n          return d;\n        } else {\n          return d - 1n;\n        }\n      }\n    }\n  }\n  throw new Error(\"Failed to converge on D value after 255 iterations.\");\n}\n\n/**\n * Calculates the new Y reserve value given a new X reserve value and the sum invariant.\n * This function uses Newton's method to iteratively solve for Y in the Stableswaps equation\n * while maintaining the pool's invariant (D).\n *\n * The function solves: Y^2 + (sum + (D * A_PRECISION) / (2 * Ann) - D) * Y - c = 0\n * where c is derived from D and the pool parameters.\n *\n * This is used during swaps to determine the output reserve after an input is added.\n *\n * @param {bigint} newX - The new reserve amount for asset X (will be scaled by RESERVE_PRECISION internally).\n * @param {bigint} aRaw - The raw amplification coefficient for the pool (will be scaled by A_PRECISION).\n * @param {bigint} sumInvariant - The pool's sum invariant (D), already scaled.\n * @returns {bigint} The calculated Y reserve value scaled by RESERVE_PRECISION.\n * @throws {Error} If convergence fails after 255 iterations.\n */\nexport function getNewY(\n  newX: bigint,\n  aRaw: bigint,\n  sumInvariant: bigint,\n): bigint {\n  newX = newX * RESERVE_PRECISION;\n  const sum = newX;\n  let yPrev: bigint;\n  let c = sumInvariant;\n  const ann = aRaw * A_PRECISION * 2n;\n\n  c = (c * sumInvariant) / (newX * 2n);\n  c = (c * sumInvariant * A_PRECISION) / 2n;\n  c = c / (ann * 2n);\n  const b = sum + (sumInvariant * A_PRECISION) / 2n / ann;\n  let y = sumInvariant;\n  for (let i = 0; i < 255; i++) {\n    yPrev = y;\n    y = (y * y + c) / (y * 2n + b - sumInvariant);\n    if (y > yPrev) {\n      if (y - yPrev <= 1n) {\n        if (liquidityInvariant(newX, y, aRaw, sumInvariant)) {\n          return y;\n        } else {\n          return y + 1n;\n        }\n      }\n    } else {\n      if (yPrev - y <= 1n) {\n        if (liquidityInvariant(newX, y, aRaw, sumInvariant)) {\n          return y;\n        } else {\n          return y + 1n;\n        }\n      }\n    }\n  }\n  throw new Error(\"Failed to converge on y value after 255 iterations.\");\n}\n\n/**\n * Calculates the initial LP token amount for the first liquidity provision to a pool.\n * This is used when bootstrapping a new pool with initial reserves of assets A and B.\n *\n * The LP tokens minted are derived from the sum invariant (D) divided by the reserve precision,\n * effectively representing the pool's total value at inception.\n *\n * @param {bigint} a - The initial amount of token A being deposited.\n * @param {bigint} b - The initial amount of token B being deposited.\n * @param {bigint} laf - The linear amplification factor for the pool.\n * @returns {bigint} The amount of LP tokens to mint for the first liquidity provision.\n */\nexport const getFirstLp = (a: bigint, b: bigint, laf: bigint) =>\n  getSumInvariant(laf, a, b) / RESERVE_PRECISION;\n\n/**\n * Calculates the liquidity parameters for adding liquidity to a Stableswaps pool.\n * This function supports mixed deposits where both assets can be deposited in any proportion.\n *\n * The calculation is based on the change in the sum invariant (D) before and after the deposit.\n * LP tokens are minted proportionally to the increase in D relative to the old D value.\n *\n * TODO: Investigate way to optimize actual deposited amounts\n *\n * @param {bigint} a - The amount of token A to deposit.\n * @param {bigint} b - The amount of token B to deposit.\n * @param {bigint} aReserve - The current reserve of token A in the pool.\n * @param {bigint} bReserve - The current reserve of token B in the pool.\n * @param {bigint} totalLp - The total LP tokens for the pool before the deposit.\n * @param {bigint} laf - The linear amplification factor of the pool.\n * @throws {Error} If the pool doesn't have enough liquidity (both reserves are zero).\n * @throws {Error} If both deposit amounts are zero.\n * @returns {Object} An object containing:\n *   - nextTotalLp: The total LP tokens for the pool after the deposit.\n *   - generatedLp: The amount of LP tokens generated by the deposit.\n *   - shareAfterDeposit: The depositor's share of the pool after the deposit (as a Fraction).\n *   - aChange: Always 0n for Stableswaps (no refund needed).\n *   - bChange: Always 0n for Stableswaps (no refund needed).\n *   - actualDepositedA: The actual amount of A deposited (always equal to input a).\n *   - actualDepositedB: The actual amount of B deposited (always equal to input b).\n */\nexport const calculateLiquidity = (\n  a: bigint,\n  b: bigint,\n  aReserve: bigint,\n  bReserve: bigint,\n  totalLp: bigint,\n  laf: bigint,\n) => {\n  if (aReserve === 0n && bReserve === 0n) {\n    throw new Error(\"Not enough pool liquidity\");\n  }\n\n  if (a === 0n && b === 0n) {\n    throw new Error(\"Cannot use a deposit asset amount of 0\");\n  }\n\n  const oldSumInvariant = getSumInvariant(laf, aReserve, bReserve);\n\n  const newSumInvariant = getSumInvariant(laf, aReserve + a, bReserve + b);\n\n  const newLpTokens =\n    ((newSumInvariant - oldSumInvariant) * totalLp) / oldSumInvariant;\n\n  const newTotalLpTokens = totalLp + newLpTokens;\n\n  return {\n    nextTotalLp: newTotalLpTokens,\n    generatedLp: newLpTokens,\n    shareAfterDeposit: SharedPoolMath.getShare(newLpTokens, newTotalLpTokens),\n    aChange: 0n,\n    bChange: 0n,\n    actualDepositedA: a,\n    actualDepositedB: b,\n  };\n};\n\n/**\n * Calculates the token amounts that a given LP token amount represents when withdrawing\n * from a Stableswaps pool. The withdrawal is proportional to the LP tokens being redeemed\n * relative to the total LP supply.\n *\n * This uses a simple linear proportion: amount = (lp * reserve) / totalLp for each asset.\n *\n * @param {bigint} lp - The amount of LP tokens being redeemed.\n * @param {bigint} aReserve - The pool's current reserve amount of token A.\n * @param {bigint} bReserve - The pool's current reserve amount of token B.\n * @param {bigint} totalLp - The pool's total minted LP tokens currently in circulation.\n * @returns {SharedPoolMath.TPair} A tuple [a, b] containing the amounts of tokens A and B to withdraw.\n */\nexport const getTokensForLp = (\n  lp: bigint,\n  aReserve: bigint,\n  bReserve: bigint,\n  totalLp: bigint,\n): SharedPoolMath.TPair => [\n  new Fraction(lp * aReserve, totalLp).quotient,\n  new Fraction(lp * bReserve, totalLp).quotient,\n];\n\n/**\n * Represents the complete outcome of a swap operation in a Stableswaps pool.\n * Contains all relevant information about the swap including amounts, fees, updated reserves,\n * and price impact.\n */\nexport type TSwapOutcome = {\n  /** The amount of input tokens being swapped */\n  input: bigint;\n  /** The amount of output tokens received (after all fees) */\n  output: bigint;\n  /** The portion of fees that goes to liquidity providers */\n  lpFee: AssetAmount<IAssetAmountMetadata>;\n  /** The portion of fees that goes to the protocol */\n  protocolFee: AssetAmount<IAssetAmountMetadata>;\n  /** The input asset reserve amount after the swap */\n  nextInputReserve: bigint;\n  /** The output asset reserve amount after the swap (excluding protocol fees) */\n  nextOutputReserve: bigint;\n  /** The pool's sum invariant (D) after the swap */\n  nextSumInvariant: bigint;\n  /** The price impact of the swap as a fraction (difference between ideal and actual price) */\n  priceImpact: Fraction;\n};\n\n/**\n * Calculates the output amount and all swap parameters for a given input amount in a Stableswaps pool.\n * This function determines how many output tokens will be received for a given input, accounting for\n * the Stableswaps curve, LP fees, and protocol fees.\n *\n * The calculation process:\n * 1. Validates inputs and fees\n * 2. Calculates the current sum invariant (D)\n * 3. Determines the new Y value after adding input to X\n * 4. Calculates raw output and applies fees (LP + protocol)\n * 5. Computes price impact by comparing ideal vs actual execution price\n *\n * @param {bigint} input - The amount of input tokens to swap.\n * @param {bigint} inputReserve - The current reserve amount of the input token in the pool.\n * @param {bigint} outputReserve - The current reserve amount of the output token in the pool.\n * @param {TFractionLike} fee - The liquidity provider fee as a fraction (e.g., 0.003 for 0.3%).\n * @param {TFractionLike} protocolFee - The protocol fee as a fraction.\n * @param {bigint} laf - The linear amplification factor of the pool.\n * @param {boolean} [roundOutputUp] - Optional flag to round output up instead of down (default: false).\n * @returns {TSwapOutcome} The complete swap outcome including output, fees, reserves, and price impact.\n * @throws {Error} If input or reserves are not positive.\n * @throws {Error} If fee is not in the range [0, 1).\n * @throws {Error} If protocol fee is not in the range [0, 1).\n * @throws {Error} If combined fee is greater than or equal to 1.\n */\nexport const getSwapOutput = (\n  outputMetadata: IAssetAmountMetadata,\n  input: bigint,\n  inputReserve: bigint,\n  outputReserve: bigint,\n  fee: TFractionLike,\n  protocolFee: TFractionLike,\n  laf: bigint,\n  roundOutputUp?: boolean,\n): TSwapOutcome => {\n  if (input <= 0 || inputReserve <= 0 || outputReserve <= 0)\n    throw new Error(\"Input and reserves must be positive\");\n\n  fee = Fraction.asFraction(fee);\n  if (fee.lt(Fraction.ZERO) || fee.gte(Fraction.ONE))\n    throw new Error(\"fee must be between 0 and 1\");\n\n  protocolFee = Fraction.asFraction(protocolFee);\n  if (protocolFee.lt(Fraction.ZERO) || protocolFee.gte(Fraction.ONE))\n    throw new Error(\"protocolFee must be between 0 and 1\");\n\n  const combinedFee = fee.add(protocolFee);\n  if (combinedFee.gte(Fraction.ONE))\n    throw new Error(\"Combined fee must be less than 1\");\n  const sumInvariant = getSumInvariant(laf, inputReserve, outputReserve);\n  const nextInputReserve = inputReserve + input;\n  const newY = getNewY(nextInputReserve, laf, sumInvariant);\n\n  const deltaYPrec = outputReserve * RESERVE_PRECISION - newY;\n  const deltaY = new Fraction(deltaYPrec, RESERVE_PRECISION);\n  const totalFee = combinedFee\n    .multiply(FEE_PRECISION)\n    .multiply(deltaY.quotient)\n    .add(Fraction.asFraction(FEE_PRECISION - 1n))\n    .divide(FEE_PRECISION).quotient;\n  const totalProtocolFee = protocolFee\n    .multiply(totalFee)\n    .divide(combinedFee).quotient;\n  const totalLpFee = totalFee - totalProtocolFee;\n  const output = deltaY.subtract(totalFee);\n  const safeOutput = roundOutputUp\n    ? (output.numerator + output.denominator - 1n) / output.denominator\n    : output.quotient;\n  const nextOutputReserve = outputReserve - safeOutput - totalProtocolFee;\n\n  // PRICEIMPACT: \"priceImpact\" is slightly misleadingly named in the industry as a whole\n  // just by it's name, it would imply that it's the percentage difference between\n  // the current price and the price after the swap, but it's actually the percentage\n  // difference between the real price of your swap, and the price implied by the current\n  // reserves; We got this wrong in v1, but this aligns it with the industry standard\n  // Source: https://dailydefi.org/articles/price-impact-and-how-to-calculate/\n  const idealPrice = getPrice(inputReserve, outputReserve, laf);\n  const actualPrice = new Fraction(input, safeOutput);\n  const priceImpact = Fraction.ONE.subtract(idealPrice.divide(actualPrice));\n  return {\n    input,\n    output: safeOutput,\n    lpFee: new AssetAmount(totalLpFee, outputMetadata),\n    protocolFee: new AssetAmount(totalProtocolFee, outputMetadata),\n    nextInputReserve,\n    nextOutputReserve,\n    nextSumInvariant: getSumInvariant(laf, nextInputReserve, nextOutputReserve),\n    priceImpact,\n  };\n};\n\n/**\n * The pool's marginal price as raw units of asset A per raw unit of asset B,\n * |dx/dy| at the current reserves. This is the \"ideal\" price that swap price\n * impact is measured against.\n *\n * Derived from the Stableswaps invariant 4A(x + y) + D = 4AD + D^3 / (4xy):\n * price = (xpA + (dR * aReserve) / bReserve) / (xpA + dR)\n * where xpA = 4 * laf * aReserve and dR = D^3 / (4 * aReserve * bReserve)\n *\n * @param {bigint} aReserve - The current reserve amount of asset A in the pool.\n * @param {bigint} bReserve - The current reserve amount of asset B in the pool.\n * @param {bigint} laf - The linear amplification factor of the pool.\n * @returns {Fraction} Raw A per raw B at the current reserves.\n */\nexport function getPrice(\n  aReserve: bigint,\n  bReserve: bigint,\n  laf: bigint,\n): Fraction {\n  const sumInvariant =\n    getSumInvariant(laf, aReserve, bReserve) / RESERVE_PRECISION;\n  // D / n^n with n = 2\n  let dR = sumInvariant / 4n;\n  dR = (dR * sumInvariant) / aReserve;\n  dR = (dR * sumInvariant) / bReserve;\n  // 4A is the amplification term of the on-chain invariant, A = laf.\n  const xpA = 4n * laf * aReserve;\n  const p = new Fraction(xpA + (dR * aReserve) / bReserve, xpA + dR);\n  return p;\n}\n\n/**\n * Calculates the required input amount and all swap parameters for a desired output amount in a Stableswaps pool.\n * This is the reverse operation of getSwapOutput - given how much you want to receive, it determines\n * how much you need to provide as input, accounting for fees and the Stableswaps curve.\n *\n * The calculation process:\n * 1. Validates inputs, fees, and output constraints\n * 2. Calculates raw output needed before fees\n * 3. Determines the new X value to achieve the desired Y reduction\n * 4. Calculates required input and separates LP and protocol fees\n * 5. Computes price impact by comparing ideal vs actual execution price\n *\n * @param {bigint} output - The desired amount of output tokens to receive.\n * @param {bigint} inputReserve - The current reserve amount of the input token in the pool.\n * @param {bigint} outputReserve - The current reserve amount of the output token in the pool.\n * @param {TFractionLike} fee - The liquidity provider fee as a fraction (e.g., 0.003 for 0.3%).\n * @param {TFractionLike} protocolFee - The protocol fee as a fraction.\n * @param {bigint} laf - The linear amplification factor of the pool.\n * @returns {TSwapOutcome} The complete swap outcome including required input, fees, reserves, and price impact.\n * @throws {Error} If output or reserves are not positive.\n * @throws {Error} If output is greater than or equal to the output reserve.\n * @throws {Error} If fee is not in the range [0, 1).\n * @throws {Error} If protocol fee is not in the range [0, 1).\n * @throws {Error} If combined fee is greater than or equal to 1.\n */\nexport const getSwapInput = (\n  outputMetadata: IAssetAmountMetadata,\n  output: bigint,\n  inputReserve: bigint,\n  outputReserve: bigint,\n  fee: TFractionLike,\n  protocolFee: TFractionLike,\n  laf: bigint,\n): TSwapOutcome => {\n  if (output <= 0 || inputReserve <= 0 || outputReserve <= 0)\n    throw new Error(\"Output and reserves must be positive\");\n\n  if (output >= outputReserve)\n    throw new Error(\"Output must be less than output reserve\");\n\n  fee = Fraction.asFraction(fee);\n  if (fee.lt(Fraction.ZERO) || fee.gte(Fraction.ONE))\n    throw new Error(\"fee must be [0,1)\");\n\n  protocolFee = Fraction.asFraction(protocolFee);\n  if (protocolFee.lt(Fraction.ZERO) || protocolFee.gte(Fraction.ONE))\n    throw new Error(\"protocolFee must be between 0 and 1\");\n\n  const combinedFee = fee.add(protocolFee);\n  if (combinedFee.gte(Fraction.ONE))\n    throw new Error(\"Combined fee must be less than 1\");\n\n  // output = rawOutput * (1-fee)\n  // rawOutput = output / (1-fee)\n  const rawOutputF = Fraction.asFraction(output).divide(\n    Fraction.ONE.sub(combinedFee),\n  );\n  const rawOutput =\n    (rawOutputF.numerator + rawOutputF.denominator - 1n) /\n    rawOutputF.denominator;\n  const sumInvariant = getSumInvariant(laf, inputReserve, outputReserve);\n  const newX = getNewY(outputReserve - rawOutput, laf, sumInvariant);\n  const input =\n    (newX - inputReserve * RESERVE_PRECISION + RESERVE_PRECISION - 1n) /\n    RESERVE_PRECISION;\n\n  const totalFee =\n    (combinedFee.multiply(FEE_PRECISION).quotient * rawOutput +\n      FEE_PRECISION -\n      1n) /\n    FEE_PRECISION;\n  const totalProtocolFee = protocolFee\n    .multiply(totalFee)\n    .divide(combinedFee).quotient;\n\n  const totalLpFee = totalFee - totalProtocolFee;\n\n  const nextInputReserve = inputReserve + input;\n  const nextOutputReserve = outputReserve - output - totalProtocolFee;\n\n  // See PRICEIMPACT\n  const idealPrice = getPrice(inputReserve, outputReserve, laf);\n  const actualPrice = new Fraction(input, output);\n  const priceImpact = Fraction.ONE.subtract(idealPrice.divide(actualPrice));\n\n  const nextSumInvariant = getSumInvariant(\n    laf,\n    nextInputReserve,\n    nextOutputReserve,\n  );\n\n  return {\n    input,\n    output,\n    lpFee: new AssetAmount(totalLpFee, outputMetadata),\n    protocolFee: new AssetAmount(totalProtocolFee, outputMetadata),\n    nextInputReserve,\n    nextOutputReserve,\n    priceImpact,\n    nextSumInvariant,\n  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