@w3lib/solana-batch-call 0.3.0 → 0.5.0

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Files changed (198) hide show
  1. package/CHANGELOG.md +43 -0
  2. package/README.md +304 -3
  3. package/dist/address.d.ts +2 -0
  4. package/dist/address.d.ts.map +1 -1
  5. package/dist/address.js +8 -0
  6. package/dist/address.js.map +1 -1
  7. package/dist/approvals.d.ts +129 -0
  8. package/dist/approvals.d.ts.map +1 -0
  9. package/dist/approvals.js +221 -0
  10. package/dist/approvals.js.map +1 -0
  11. package/dist/fees.d.ts +89 -0
  12. package/dist/fees.d.ts.map +1 -0
  13. package/dist/fees.js +166 -0
  14. package/dist/fees.js.map +1 -0
  15. package/dist/index.d.ts +1 -1
  16. package/dist/index.d.ts.map +1 -1
  17. package/dist/index.js +1 -1
  18. package/dist/index.js.map +1 -1
  19. package/dist/layout.d.ts +2 -0
  20. package/dist/layout.d.ts.map +1 -1
  21. package/dist/layout.js +2 -2
  22. package/dist/layout.js.map +1 -1
  23. package/dist/liquidity/amm.d.ts +7 -0
  24. package/dist/liquidity/amm.d.ts.map +1 -0
  25. package/dist/liquidity/amm.js +307 -0
  26. package/dist/liquidity/amm.js.map +1 -0
  27. package/dist/liquidity/clmm.d.ts +18 -0
  28. package/dist/liquidity/clmm.d.ts.map +1 -0
  29. package/dist/liquidity/clmm.js +85 -0
  30. package/dist/liquidity/clmm.js.map +1 -0
  31. package/dist/liquidity/common.d.ts +94 -0
  32. package/dist/liquidity/common.d.ts.map +1 -0
  33. package/dist/liquidity/common.js +228 -0
  34. package/dist/liquidity/common.js.map +1 -0
  35. package/dist/liquidity/index.d.ts +34 -0
  36. package/dist/liquidity/index.d.ts.map +1 -0
  37. package/dist/liquidity/index.js +157 -0
  38. package/dist/liquidity/index.js.map +1 -0
  39. package/dist/liquidity/orca.d.ts +6 -0
  40. package/dist/liquidity/orca.d.ts.map +1 -0
  41. package/dist/liquidity/orca.js +303 -0
  42. package/dist/liquidity/orca.js.map +1 -0
  43. package/dist/liquidity/raydiumClmm.d.ts +6 -0
  44. package/dist/liquidity/raydiumClmm.d.ts.map +1 -0
  45. package/dist/liquidity/raydiumClmm.js +307 -0
  46. package/dist/liquidity/raydiumClmm.js.map +1 -0
  47. package/dist/liquidity/types.d.ts +150 -0
  48. package/dist/liquidity/types.d.ts.map +1 -0
  49. package/dist/liquidity/types.js +2 -0
  50. package/dist/liquidity/types.js.map +1 -0
  51. package/dist/lp.d.ts +53 -15
  52. package/dist/lp.d.ts.map +1 -1
  53. package/dist/lp.js +15 -38
  54. package/dist/lp.js.map +1 -1
  55. package/dist/lpMath.d.ts +45 -0
  56. package/dist/lpMath.d.ts.map +1 -1
  57. package/dist/lpMath.js +189 -0
  58. package/dist/lpMath.js.map +1 -1
  59. package/dist/names.d.ts +68 -0
  60. package/dist/names.d.ts.map +1 -0
  61. package/dist/names.js +257 -0
  62. package/dist/names.js.map +1 -0
  63. package/dist/pools.d.ts +9 -0
  64. package/dist/pools.d.ts.map +1 -0
  65. package/dist/pools.js +45 -0
  66. package/dist/pools.js.map +1 -0
  67. package/dist/portfolio.d.ts +64 -0
  68. package/dist/portfolio.d.ts.map +1 -0
  69. package/dist/portfolio.js +57 -0
  70. package/dist/portfolio.js.map +1 -0
  71. package/dist/price.d.ts +90 -0
  72. package/dist/price.d.ts.map +1 -0
  73. package/dist/price.js +287 -0
  74. package/dist/price.js.map +1 -0
  75. package/dist/risk.d.ts +84 -0
  76. package/dist/risk.d.ts.map +1 -0
  77. package/dist/risk.js +211 -0
  78. package/dist/risk.js.map +1 -0
  79. package/dist/rpc.d.ts +2 -0
  80. package/dist/rpc.d.ts.map +1 -1
  81. package/dist/rpc.js +33 -9
  82. package/dist/rpc.js.map +1 -1
  83. package/dist/subpaths/approvals.d.ts +29 -0
  84. package/dist/subpaths/approvals.d.ts.map +1 -0
  85. package/dist/subpaths/approvals.js +30 -0
  86. package/dist/subpaths/approvals.js.map +1 -0
  87. package/dist/subpaths/fees.d.ts +23 -0
  88. package/dist/subpaths/fees.d.ts.map +1 -0
  89. package/dist/subpaths/fees.js +25 -0
  90. package/dist/subpaths/fees.js.map +1 -0
  91. package/dist/subpaths/liquidity.d.ts +23 -0
  92. package/dist/subpaths/liquidity.d.ts.map +1 -0
  93. package/dist/subpaths/liquidity.js +19 -0
  94. package/dist/subpaths/liquidity.js.map +1 -0
  95. package/dist/subpaths/lp.d.ts +1 -1
  96. package/dist/subpaths/lp.d.ts.map +1 -1
  97. package/dist/subpaths/lp.js +1 -1
  98. package/dist/subpaths/lp.js.map +1 -1
  99. package/dist/subpaths/names.d.ts +37 -0
  100. package/dist/subpaths/names.d.ts.map +1 -0
  101. package/dist/subpaths/names.js +27 -0
  102. package/dist/subpaths/names.js.map +1 -0
  103. package/dist/subpaths/price.d.ts +40 -0
  104. package/dist/subpaths/price.d.ts.map +1 -0
  105. package/dist/subpaths/price.js +43 -0
  106. package/dist/subpaths/price.js.map +1 -0
  107. package/dist/subpaths/risk.d.ts +28 -0
  108. package/dist/subpaths/risk.d.ts.map +1 -0
  109. package/dist/subpaths/risk.js +30 -0
  110. package/dist/subpaths/risk.js.map +1 -0
  111. package/dist/subpaths/swap.d.ts +22 -0
  112. package/dist/subpaths/swap.d.ts.map +1 -0
  113. package/dist/subpaths/swap.js +21 -0
  114. package/dist/subpaths/swap.js.map +1 -0
  115. package/dist/subpaths/write.d.ts +1 -1
  116. package/dist/subpaths/write.d.ts.map +1 -1
  117. package/dist/subpaths/write.js +1 -1
  118. package/dist/subpaths/write.js.map +1 -1
  119. package/dist/swap/amm.d.ts +20 -0
  120. package/dist/swap/amm.d.ts.map +1 -0
  121. package/dist/swap/amm.js +77 -0
  122. package/dist/swap/amm.js.map +1 -0
  123. package/dist/swap/clmmMath.d.ts +24 -0
  124. package/dist/swap/clmmMath.d.ts.map +1 -0
  125. package/dist/swap/clmmMath.js +82 -0
  126. package/dist/swap/clmmMath.js.map +1 -0
  127. package/dist/swap/common.d.ts +68 -0
  128. package/dist/swap/common.d.ts.map +1 -0
  129. package/dist/swap/common.js +65 -0
  130. package/dist/swap/common.js.map +1 -0
  131. package/dist/swap/cpmm.d.ts +28 -0
  132. package/dist/swap/cpmm.d.ts.map +1 -0
  133. package/dist/swap/cpmm.js +113 -0
  134. package/dist/swap/cpmm.js.map +1 -0
  135. package/dist/swap/index.d.ts +145 -0
  136. package/dist/swap/index.d.ts.map +1 -0
  137. package/dist/swap/index.js +349 -0
  138. package/dist/swap/index.js.map +1 -0
  139. package/dist/swap/orca.d.ts +50 -0
  140. package/dist/swap/orca.d.ts.map +1 -0
  141. package/dist/swap/orca.js +382 -0
  142. package/dist/swap/orca.js.map +1 -0
  143. package/dist/swap/raydiumClmm.d.ts +62 -0
  144. package/dist/swap/raydiumClmm.d.ts.map +1 -0
  145. package/dist/swap/raydiumClmm.js +447 -0
  146. package/dist/swap/raydiumClmm.js.map +1 -0
  147. package/dist/tradeCheck.d.ts +45 -0
  148. package/dist/tradeCheck.d.ts.map +1 -0
  149. package/dist/tradeCheck.js +131 -0
  150. package/dist/tradeCheck.js.map +1 -0
  151. package/dist/write/instructions.d.ts +7 -0
  152. package/dist/write/instructions.d.ts.map +1 -1
  153. package/dist/write/instructions.js +24 -1
  154. package/dist/write/instructions.js.map +1 -1
  155. package/dist/write/transaction.d.ts +23 -0
  156. package/dist/write/transaction.d.ts.map +1 -1
  157. package/dist/write/transaction.js +50 -0
  158. package/dist/write/transaction.js.map +1 -1
  159. package/package.json +41 -2
  160. package/src/address.ts +9 -0
  161. package/src/approvals.ts +358 -0
  162. package/src/fees.ts +259 -0
  163. package/src/index.ts +1 -1
  164. package/src/layout.ts +2 -2
  165. package/src/liquidity/amm.ts +353 -0
  166. package/src/liquidity/clmm.ts +108 -0
  167. package/src/liquidity/common.ts +285 -0
  168. package/src/liquidity/index.ts +177 -0
  169. package/src/liquidity/orca.ts +344 -0
  170. package/src/liquidity/raydiumClmm.ts +348 -0
  171. package/src/liquidity/types.ts +158 -0
  172. package/src/lp.ts +17 -52
  173. package/src/lpMath.ts +215 -0
  174. package/src/names.ts +329 -0
  175. package/src/pools.ts +43 -0
  176. package/src/portfolio.ts +124 -0
  177. package/src/price.ts +366 -0
  178. package/src/risk.ts +243 -0
  179. package/src/rpc.ts +36 -9
  180. package/src/subpaths/approvals.ts +47 -0
  181. package/src/subpaths/fees.ts +41 -0
  182. package/src/subpaths/liquidity.ts +45 -0
  183. package/src/subpaths/lp.ts +9 -0
  184. package/src/subpaths/names.ts +45 -0
  185. package/src/subpaths/price.ts +62 -0
  186. package/src/subpaths/risk.ts +36 -0
  187. package/src/subpaths/swap.ts +41 -0
  188. package/src/subpaths/write.ts +2 -0
  189. package/src/swap/amm.ts +88 -0
  190. package/src/swap/clmmMath.ts +96 -0
  191. package/src/swap/common.ts +113 -0
  192. package/src/swap/cpmm.ts +132 -0
  193. package/src/swap/index.ts +467 -0
  194. package/src/swap/orca.ts +397 -0
  195. package/src/swap/raydiumClmm.ts +464 -0
  196. package/src/tradeCheck.ts +166 -0
  197. package/src/write/instructions.ts +26 -1
  198. package/src/write/transaction.ts +62 -0
@@ -0,0 +1,447 @@
1
+ /**
2
+ * Raydium CLMM 的兑换:swap_v2(按输入数量)。报价照搬程序的 swap_internal(instructions/swap.rs,2026-09 的版本):
3
+ * 按 tick 数组位图找下一个已初始化的 tick,逐个区间计算;包括 fee_on(手续费从输入 / 输出扣)、动态费率(按波动累计)、
4
+ * tick 上的限价单(先按 tick 价格成交)、两边的 Token-2022 转账手续费。
5
+ * 不支持需要位图扩展账户的池子(当前价格或兑换路径超出池子自带位图覆盖的范围,只会出现在 tick spacing < 15 的池子)
6
+ */
7
+ import { MEMO_PROGRAM_ID, Writer, anchorIx, r, w } from '../liquidity/common.js';
8
+ import { TOKEN_2022_PROGRAM_ID, TOKEN_PROGRAM_ID } from '../constants.js';
9
+ import { RAYDIUM_CLMM_PROGRAM_ID, raydiumTickArray } from '../lp.js';
10
+ import { MAX_TICK, MIN_TICK, RAYDIUM_MAX_SQRT_PRICE, RAYDIUM_MIN_SQRT_PRICE, raydiumSqrtPriceAtTick, tickAtSqrtPrice } from '../lpMath.js';
11
+ import { FEE_RATE_DENOMINATOR, SwapMathError, computeSwapStep } from './clmmMath.js';
12
+ import { Bytes, NeedAccounts, UnsupportedPool, U64_MAX, mulDivCeil, need, swapMint, transferFee } from './common.js';
13
+ const POOL_SIZE = 1544;
14
+ const TICK_ARRAY_LEN = 10240;
15
+ const TICK_ARRAY_SIZE = 60;
16
+ const TICK_SIZE = 168;
17
+ const BITMAP_SIZE = 512;
18
+ const Q64 = 1n << 64n;
19
+ /** 先读几个 tick 数组(当前的和兑换方向上已初始化的),不够时每次再多读 3 个,最多 MAX_TICK_ARRAYS 个 */
20
+ const INITIAL_TICK_ARRAYS = 2;
21
+ const MAX_TICK_ARRAYS = 10;
22
+ const MAX_FEE_RATE = 100000n;
23
+ const DYNAMIC_FEE_CONTROL_DENOMINATOR = 100000n;
24
+ const VOLATILITY_SCALE = 10000n;
25
+ const REDUCTION_FACTOR_DENOMINATOR = 10000n;
26
+ /**
27
+ * PoolState:amm_config 9、mint 73 / 105、vault 137 / 169、observation 201、tick_spacing 235、liquidity 237、sqrt_price 253、tick 269、
28
+ * status 389、fee_on 390、tick_array_bitmap 904(16 个 u64)、open_time 1080、dynamic_fee_info 1096(80 字节,全 0 表示没有)
29
+ */
30
+ export function parseRaydiumClmmPool(account) {
31
+ if (account.owner !== RAYDIUM_CLMM_PROGRAM_ID || account.data.length !== POOL_SIZE)
32
+ return null;
33
+ const b = new Bytes(account.data);
34
+ let bitmap = 0n;
35
+ for (let i = 15; i >= 0; i--)
36
+ bitmap = (bitmap << 64n) | b.u64(904 + i * 8);
37
+ const fee = account.data.subarray(1096, 1176);
38
+ const dynamicFee = fee.some((x) => x !== 0)
39
+ ? {
40
+ filterPeriod: BigInt(b.u16(1096)),
41
+ decayPeriod: BigInt(b.u16(1098)),
42
+ reductionFactor: BigInt(b.u16(1100)),
43
+ control: BigInt(b.u32(1102)),
44
+ maxVolatility: BigInt(b.u32(1106)),
45
+ indexReference: b.i32(1110),
46
+ volatilityReference: BigInt(b.u32(1114)),
47
+ volatility: BigInt(b.u32(1118)),
48
+ lastUpdate: b.u64(1122),
49
+ }
50
+ : null;
51
+ return {
52
+ address: account.address,
53
+ config: b.key(9),
54
+ mint0: b.key(73),
55
+ mint1: b.key(105),
56
+ vault0: b.key(137),
57
+ vault1: b.key(169),
58
+ observation: b.key(201),
59
+ tickSpacing: b.u16(235),
60
+ liquidity: b.u128(237),
61
+ sqrtPrice: b.u128(253),
62
+ tick: b.i32(269),
63
+ status: b.u8(389),
64
+ feeOn: b.u8(390),
65
+ bitmap,
66
+ openTime: b.u64(1080),
67
+ dynamicFee,
68
+ };
69
+ }
70
+ const floorDiv = (a, b) => Math.floor(a / b);
71
+ const arrayStart = (tick, spacing) => floorDiv(tick, spacing * TICK_ARRAY_SIZE) * spacing * TICK_ARRAY_SIZE;
72
+ const i128 = (v) => (v >= 1n << 127n ? v - (1n << 128n) : v);
73
+ /** 池子自带位图里这个 tick 数组是否已初始化;超出位图覆盖的范围时为 null */
74
+ function bitmapHas(state, start) {
75
+ const multiplier = state.tickSpacing * TICK_ARRAY_SIZE;
76
+ const bit = start / multiplier + BITMAP_SIZE;
77
+ if (bit < 0 || bit >= 2 * BITMAP_SIZE)
78
+ return null;
79
+ return ((state.bitmap >> BigInt(bit)) & 1n) === 1n;
80
+ }
81
+ /** 兑换会经过的已初始化 tick 数组(当前的,以及方向上接下来的),最多 count 个;需要位图扩展时报不支持 */
82
+ function tickArrayStarts(state, zeroForOne, count) {
83
+ const step = state.tickSpacing * TICK_ARRAY_SIZE;
84
+ let start = arrayStart(state.tick, state.tickSpacing);
85
+ const current = bitmapHas(state, start);
86
+ if (current === null)
87
+ throw new UnsupportedPool('Pool price is outside the default tick array bitmap (needs the bitmap extension account)');
88
+ const out = current ? [start] : [];
89
+ while (out.length < count) {
90
+ start += zeroForOne ? -step : step;
91
+ const has = bitmapHas(state, start);
92
+ if (has === null)
93
+ break;
94
+ if (has)
95
+ out.push(start);
96
+ }
97
+ return out;
98
+ }
99
+ /** TickArrayState:pool_id 8、start_tick_index 40、ticks 44(60 个,每个 168 字节:tick +0、liquidity_net +4、liquidity_gross +20、orders_amount +124、part_filled +132) */
100
+ function readTickArray(state, address, start, account) {
101
+ if (!account || account.owner !== RAYDIUM_CLMM_PROGRAM_ID || account.data.length !== TICK_ARRAY_LEN) {
102
+ throw new UnsupportedPool(`Tick array not loaded: ${address}`);
103
+ }
104
+ const b = new Bytes(account.data);
105
+ if (b.key(8) !== state.address || b.i32(40) !== start)
106
+ throw new UnsupportedPool(`Unexpected tick array: ${address}`);
107
+ return Array.from({ length: TICK_ARRAY_SIZE }, (_, i) => {
108
+ const o = 44 + i * TICK_SIZE;
109
+ return { tick: start + i * state.tickSpacing, liquidityNet: i128(b.u128(o + 4)), liquidityGross: b.u128(o + 20), unfilled: b.u64(o + 124) + b.u64(o + 132) };
110
+ });
111
+ }
112
+ /** 兑换走到了没有读的 tick 数组 */
113
+ export class MissingTickArray extends Error {
114
+ start;
115
+ constructor(start) {
116
+ super(`Tick array ${start} is not loaded`);
117
+ this.start = start;
118
+ }
119
+ }
120
+ const initialized = (t) => t.liquidityGross > 0n || t.unfilled > 0n;
121
+ /** 与程序 tick_spacing_index_from_tick 一致:向负无穷取整 */
122
+ function spacingIndex(tick, spacing) {
123
+ return tick % spacing === 0 || tick >= 0 ? Math.trunc(tick / spacing) : Math.trunc(tick / spacing) - 1;
124
+ }
125
+ /** 动态费率(与程序 compute_dynamic_fee_rate 一致) */
126
+ function dynamicFeeRate(fee, spacing) {
127
+ const crossed = fee.volatility * BigInt(spacing);
128
+ const rate = mulDivCeil(fee.control, crossed * crossed, DYNAMIC_FEE_CONTROL_DENOMINATOR * VOLATILITY_SCALE * VOLATILITY_SCALE);
129
+ return rate > MAX_FEE_RATE ? MAX_FEE_RATE : rate;
130
+ }
131
+ /** tick 的价格(Q64.64,price = sqrt² / 2^64) */
132
+ const priceOf = (sqrt, roundUp) => (sqrt * sqrt + (roundUp ? Q64 - 1n : 0n)) >> 64n;
133
+ /**
134
+ * 本地报价(swap_internal 的按输入数量部分)。amount 是扣掉输入转账手续费后进入池子的数量;
135
+ * 返回池子付出的输出(未扣输出转账手续费)和经过的 tick 数组
136
+ */
137
+ export function raydiumSwap(state, arrays, amount, zeroForOne, baseFeeRate, timestamp) {
138
+ const spacing = state.tickSpacing;
139
+ const limit = zeroForOne ? RAYDIUM_MIN_SQRT_PRICE + 1n : RAYDIUM_MAX_SQRT_PRICE - 1n;
140
+ if (amount === 0n)
141
+ throw new SwapMathError('zero amount');
142
+ if (zeroForOne ? !(limit < state.sqrtPrice) : !(limit > state.sqrtPrice))
143
+ throw new SwapMathError('price is at the limit');
144
+ // 只读一次的 tick 数组按顺序取(与程序一样按位图找下一个)
145
+ const step = spacing * TICK_ARRAY_SIZE;
146
+ const getArray = (start) => {
147
+ const ticks = arrays.get(start);
148
+ if (!ticks)
149
+ throw new MissingTickArray(start);
150
+ return ticks;
151
+ };
152
+ const nextArrayStart = (from) => {
153
+ let s = from;
154
+ for (;;) {
155
+ s += zeroForOne ? -step : step;
156
+ const has = bitmapHas(state, s);
157
+ if (has === null) {
158
+ if (spacing >= 15)
159
+ throw new UnsupportedPool('Insufficient liquidity');
160
+ throw new UnsupportedPool('Swap goes beyond the default tick array bitmap (needs the bitmap extension account)');
161
+ }
162
+ if (has)
163
+ return s;
164
+ }
165
+ };
166
+ const currentStart = arrayStart(state.tick, spacing);
167
+ const currentInit = bitmapHas(state, currentStart);
168
+ if (currentInit === null)
169
+ throw new UnsupportedPool('Pool price is outside the default tick array bitmap (needs the bitmap extension account)');
170
+ let firstContains = currentInit;
171
+ let validStart = currentInit ? currentStart : nextArrayStart(currentStart);
172
+ let ticks = getArray(validStart);
173
+ const starts = [validStart];
174
+ const feeOnInput = state.feeOn === 1 ? zeroForOne : state.feeOn === 2 ? !zeroForOne : true;
175
+ let remaining = amount;
176
+ let calculated = 0n;
177
+ let sqrt = state.sqrtPrice;
178
+ let tick = state.tick;
179
+ let liquidity = state.liquidity;
180
+ // 动态费率:开始时按时间更新参考值
181
+ const fee = state.dynamicFee ? { ...state.dynamicFee } : null;
182
+ let index = 0;
183
+ if (fee) {
184
+ index = spacingIndex(tick, spacing);
185
+ const elapsed = timestamp > fee.lastUpdate ? timestamp - fee.lastUpdate : 0n;
186
+ if (elapsed >= fee.filterPeriod) {
187
+ fee.indexReference = index;
188
+ fee.volatilityReference = elapsed < fee.decayPeriod ? (fee.volatility * fee.reductionFactor) / REDUCTION_FACTOR_DENOMINATOR : 0n;
189
+ fee.lastUpdate = timestamp;
190
+ }
191
+ }
192
+ const updateVolatility = () => {
193
+ if (!fee)
194
+ return;
195
+ const v = fee.volatilityReference + BigInt(Math.abs(fee.indexReference - index)) * VOLATILITY_SCALE;
196
+ fee.volatility = v < fee.maxVolatility ? v : fee.maxVolatility;
197
+ };
198
+ const apply = (amountIn, amountOut, feeAmount) => {
199
+ remaining -= feeOnInput ? amountIn + feeAmount : amountIn;
200
+ calculated += amountOut;
201
+ if (remaining < 0n)
202
+ throw new SwapMathError('amount remaining overflow');
203
+ };
204
+ // 限价单剩余(按 tick):同一笔里可能被吃掉一部分
205
+ const unfilled = new Map();
206
+ let crossed = 0;
207
+ let orders = 0;
208
+ while (remaining !== 0n && sqrt !== limit) {
209
+ // 下一个已初始化的 tick
210
+ let next;
211
+ const inCurrent = arrayStart(tick, spacing) === validStart;
212
+ if (inCurrent) {
213
+ const offset = Math.floor((tick - validStart) / spacing);
214
+ if (zeroForOne) {
215
+ for (let i = offset; i >= 0 && !next; i--)
216
+ if (initialized(ticks[i]))
217
+ next = ticks[i];
218
+ }
219
+ else {
220
+ for (let i = offset + 1; i < TICK_ARRAY_SIZE && !next; i++)
221
+ if (initialized(ticks[i]))
222
+ next = ticks[i];
223
+ }
224
+ }
225
+ if (!next) {
226
+ if (!firstContains) {
227
+ firstContains = true;
228
+ }
229
+ else {
230
+ validStart = nextArrayStart(validStart);
231
+ ticks = getArray(validStart);
232
+ starts.push(validStart);
233
+ }
234
+ next = zeroForOne ? [...ticks].reverse().find(initialized) : ticks.find(initialized);
235
+ if (!next)
236
+ throw new UnsupportedPool('Invalid tick array (no initialized tick)');
237
+ }
238
+ const nextState = { ...next, unfilled: unfilled.get(next.tick) ?? next.unfilled };
239
+ if (!initialized(nextState))
240
+ throw new SwapMathError('tick is not initialized');
241
+ const tickNext = Math.min(Math.max(nextState.tick, MIN_TICK), MAX_TICK);
242
+ const sqrtNextTick = raydiumSqrtPriceAtTick(tickNext);
243
+ const target = (zeroForOne && sqrtNextTick < limit) || (!zeroForOne && sqrtNextTick > limit) ? limit : sqrtNextTick;
244
+ let liquidityNext = liquidity;
245
+ for (;;) {
246
+ updateVolatility();
247
+ let totalFee = baseFeeRate;
248
+ if (fee) {
249
+ totalFee = baseFeeRate + dynamicFeeRate(fee, spacing);
250
+ if (totalFee > MAX_FEE_RATE)
251
+ totalFee = MAX_FEE_RATE;
252
+ }
253
+ // 动态费率:每次最多走到当前 tick 组(tickSpacing 个 tick)的边界
254
+ let skipped = true;
255
+ let bounded = target;
256
+ let boundedTick = null;
257
+ if (fee && liquidity !== 0n && fee.volatility !== fee.maxVolatility) {
258
+ skipped = false;
259
+ const bt = Math.min(Math.max(zeroForOne ? index * spacing : (index + 1) * spacing, MIN_TICK), MAX_TICK);
260
+ const bs = raydiumSqrtPriceAtTick(bt);
261
+ if (zeroForOne ? target <= bs : target >= bs) {
262
+ bounded = bs;
263
+ boundedTick = bt;
264
+ }
265
+ }
266
+ let stepPrice = bounded;
267
+ if (sqrt !== bounded) {
268
+ const s = computeSwapStep(sqrt, bounded, liquidity, remaining, totalFee, zeroForOne, feeOnInput, 'raydium');
269
+ apply(s.amountIn, s.amountOut, s.feeAmount);
270
+ stepPrice = s.sqrtPrice;
271
+ }
272
+ if (sqrtNextTick === stepPrice) {
273
+ // 走到 tick:先按 tick 价格和限价单成交
274
+ const total = nextState.unfilled;
275
+ if (remaining !== 0n && total !== 0n) {
276
+ const price0 = priceOf(sqrtNextTick, !zeroForOne);
277
+ let lin;
278
+ let lfee = 0n;
279
+ let lout;
280
+ if (feeOnInput) {
281
+ lfee = mulDivCeil(remaining, totalFee, FEE_RATE_DENOMINATOR);
282
+ lin = remaining - lfee;
283
+ }
284
+ else {
285
+ lin = remaining;
286
+ }
287
+ const matched = zeroForOne ? (lin * price0) / Q64 : (lin * Q64) / price0;
288
+ if (matched > total) {
289
+ lout = total;
290
+ lin = zeroForOne ? mulDivCeil(total, Q64, price0) : mulDivCeil(total, price0, Q64);
291
+ if (lin > U64_MAX)
292
+ throw new SwapMathError('limit order input overflow');
293
+ if (feeOnInput)
294
+ lfee = mulDivCeil(lin, totalFee, FEE_RATE_DENOMINATOR - totalFee);
295
+ }
296
+ else {
297
+ lout = matched;
298
+ }
299
+ nextState.unfilled = total - lout;
300
+ unfilled.set(nextState.tick, nextState.unfilled);
301
+ if (!feeOnInput) {
302
+ lfee = mulDivCeil(lout, totalFee, FEE_RATE_DENOMINATOR);
303
+ lout -= lfee;
304
+ }
305
+ if (lin !== 0n || lout !== 0n || lfee !== 0n) {
306
+ apply(lin, lout, lfee);
307
+ orders++;
308
+ }
309
+ }
310
+ const hasOrders = nextState.unfilled > 0n;
311
+ if (nextState.liquidityGross > 0n && !hasOrders) {
312
+ liquidityNext = liquidity + (zeroForOne ? -nextState.liquidityNet : nextState.liquidityNet);
313
+ crossed++;
314
+ if (liquidityNext < 0n)
315
+ throw new SwapMathError('liquidity underflow');
316
+ }
317
+ tick = (zeroForOne && !hasOrders) || (!zeroForOne && hasOrders) ? tickNext - 1 : tickNext;
318
+ }
319
+ else if (sqrt !== stepPrice) {
320
+ tick = boundedTick !== null && stepPrice === bounded ? boundedTick : tickAtSqrtPrice('raydium', stepPrice);
321
+ }
322
+ sqrt = stepPrice;
323
+ if (fee) {
324
+ if (skipped) {
325
+ const t = sqrt === sqrtNextTick ? tickNext : tick;
326
+ let idx = spacingIndex(t, spacing);
327
+ if (!zeroForOne && t % spacing === 0)
328
+ idx -= 1;
329
+ index = idx;
330
+ if (fee.volatility !== fee.maxVolatility)
331
+ updateVolatility();
332
+ }
333
+ index += zeroForOne ? -1 : 1;
334
+ }
335
+ if (remaining === 0n || sqrt === target)
336
+ break;
337
+ }
338
+ liquidity = liquidityNext;
339
+ }
340
+ // 没有给价格上限时不允许部分成交
341
+ if (remaining !== 0n)
342
+ throw new UnsupportedPool('Insufficient liquidity');
343
+ return { amountIn: amount, amountOut: calculated, starts, crossed, orders };
344
+ }
345
+ export function raydiumClmmPool(state) {
346
+ const mints = (get) => [
347
+ swapMint(state.mint0, need(get, state.mint0, 'Token mint')),
348
+ swapMint(state.mint1, need(get, state.mint1, 'Token mint')),
349
+ ];
350
+ const arrayAddress = (start) => raydiumTickArray(state.address, start, state.tickSpacing).address;
351
+ return {
352
+ protocol: 'raydium-clmm',
353
+ address: state.address,
354
+ mint0: state.mint0,
355
+ mint1: state.mint1,
356
+ mints,
357
+ accounts(zeroForOne) {
358
+ let starts = [];
359
+ try {
360
+ starts = tickArrayStarts(state, zeroForOne, INITIAL_TICK_ARRAYS);
361
+ }
362
+ catch {
363
+ // 报价时再报不支持
364
+ }
365
+ return [state.config, state.mint0, state.mint1, ...starts.map(arrayAddress)];
366
+ },
367
+ quote(get, amountIn, zeroForOne, env) {
368
+ // status 第 4 位(Swap)为 1 表示禁止兑换
369
+ if (state.status & 16)
370
+ throw new UnsupportedPool('Swap is disabled on this pool');
371
+ if (!(env.timestamp > state.openTime))
372
+ throw new UnsupportedPool('Pool is not open yet');
373
+ const [m0, m1] = mints(get);
374
+ const config = need(get, state.config, 'AMM config');
375
+ if (config.data.length < 57)
376
+ throw new UnsupportedPool('Unexpected AMM config');
377
+ // AmmConfig:protocol_fee_rate 43、trade_fee_rate 47、fund_fee_rate 53(u32)
378
+ const baseFee = BigInt(new Bytes(config.data).u32(47));
379
+ // 已经读到的 tick 数组(按位图顺序,读到第一个没读的为止)
380
+ const all = tickArrayStarts(state, zeroForOne, MAX_TICK_ARRAYS);
381
+ const arrays = new Map();
382
+ for (const start of all) {
383
+ const address = arrayAddress(start);
384
+ const account = get(address);
385
+ if (account === undefined)
386
+ break;
387
+ arrays.set(start, readTickArray(state, address, start, account));
388
+ }
389
+ const [mintIn, mintOut] = zeroForOne ? [m0, m1] : [m1, m0];
390
+ const into = amountIn - transferFee(mintIn, amountIn, env.epoch);
391
+ if (into <= 0n)
392
+ return { amountIn, amountOut: 0n, accounts: [] };
393
+ let result;
394
+ try {
395
+ result = raydiumSwap(state, arrays, into, zeroForOne, baseFee, env.timestamp);
396
+ }
397
+ catch (err) {
398
+ if (!(err instanceof MissingTickArray))
399
+ throw err;
400
+ const more = all.filter((s) => !arrays.has(s)).slice(0, 3);
401
+ if (!more.length)
402
+ throw new UnsupportedPool(`The swap needs more than ${MAX_TICK_ARRAYS} tick arrays (amount too large for this pool)`);
403
+ throw new NeedAccounts(more.map(arrayAddress));
404
+ }
405
+ if (result.amountOut === 0n)
406
+ return { amountIn, amountOut: 0n, accounts: [] };
407
+ // 交易里传经过的 tick 数组,再多带一个(价格在发送前变动时用)
408
+ const loaded = [...arrays.keys()];
409
+ const extra = loaded.find((s) => !result.starts.includes(s) && (zeroForOne ? s < result.starts.at(-1) : s > result.starts.at(-1)));
410
+ const used = extra === undefined ? result.starts : [...result.starts, extra];
411
+ return {
412
+ amountIn,
413
+ amountOut: result.amountOut - transferFee(mintOut, result.amountOut, env.epoch),
414
+ accounts: used.map(arrayAddress),
415
+ crossed: result.crossed,
416
+ orders: result.orders,
417
+ };
418
+ },
419
+ instruction(get, owner, input, output, zeroForOne, quote, minOut) {
420
+ const [m0, m1] = mints(get);
421
+ const [mintIn, mintOut] = zeroForOne ? [m0, m1] : [m1, m0];
422
+ const [vaultIn, vaultOut] = zeroForOne ? [state.vault0, state.vault1] : [state.vault1, state.vault0];
423
+ return {
424
+ programId: RAYDIUM_CLMM_PROGRAM_ID,
425
+ keys: [
426
+ r(owner, true),
427
+ r(state.config),
428
+ w(state.address),
429
+ w(input),
430
+ w(output),
431
+ w(vaultIn),
432
+ w(vaultOut),
433
+ w(state.observation),
434
+ r(TOKEN_PROGRAM_ID),
435
+ r(TOKEN_2022_PROGRAM_ID),
436
+ r(MEMO_PROGRAM_ID),
437
+ r(mintIn.mint),
438
+ r(mintOut.mint),
439
+ ...quote.accounts.map((a) => w(a)),
440
+ ],
441
+ // sqrt_price_limit 0:不限价(程序要求全部成交);is_base_input true
442
+ data: new Writer().bytes(anchorIx('swap_v2')).u64(quote.amountIn).u64(minOut).u128(0n).bool(true).build(),
443
+ };
444
+ },
445
+ };
446
+ }
447
+ //# sourceMappingURL=raydiumClmm.js.map
@@ -0,0 +1 @@
1
+ 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@@ -0,0 +1,45 @@
1
+ import type { RequestOptions, SolanaClient } from './client.js';
2
+ import { type SolanaSwapOptions } from './swap/index.js';
3
+ export type TradeStage = 'ok' | 'no-pool' | 'buy-failed' | 'sell-failed';
4
+ export interface SolanaTradeCheck {
5
+ mint: string;
6
+ /** ok:买入、卖出都成功;no-pool:内置协议里找不到能报价的路线;buy-failed:买不进;sell-failed:买得进、卖不出(貔貅盘);模拟没做成时为 null */
7
+ stage: TradeStage | null;
8
+ /** 卖不出 */
9
+ honeypot: boolean | null;
10
+ /** 买入用的路线(池子、协议) */
11
+ buyRoute: Array<{
12
+ protocol: string;
13
+ pool: string;
14
+ }> | null;
15
+ /** 花的 SOL、买到的代币、卖回的 SOL(最小单位) */
16
+ spent: string;
17
+ bought: string | null;
18
+ sold: string | null;
19
+ /** 来回损失(0~1):1 − 卖回的 SOL / 花的 SOL(卖出的是买入的最少收到,按卖出的比例折算),含两次的池子手续费、价格影响和转账手续费 */
20
+ roundTripLoss: number | null;
21
+ /** 失败原因(模拟的报错或报价的报错) */
22
+ error: string | null;
23
+ /** 汇总的标记:no-pool、cannot-buy、honeypot、high-round-trip-loss(> 10%) */
24
+ flags: string[];
25
+ }
26
+ export interface TradeCheckOptions extends RequestOptions, Pick<SolanaSwapOptions, 'protocols' | 'intermediates' | 'pools' | 'discover'> {
27
+ /**
28
+ * 模拟用的钱包(要有足够的 SOL;不验签名,可以是任何有 SOL 的系统账户,如自己的地址)。
29
+ * 模拟时它创建代币账户的租金和手续费都不会真的扣
30
+ */
31
+ owner: string;
32
+ /** 买入花多少 SOL:amount(lamports)和 amountFormatted 二选一,默认 0.05 SOL */
33
+ amount?: bigint | number | string;
34
+ amountFormatted?: string;
35
+ }
36
+ /**
37
+ * 模拟买入再卖出,判断能不能交易(每个代币两次报价 + 一次 simulateTransaction)。
38
+ *
39
+ * ```ts
40
+ * const [check] = await tradeChecks(client, [mint], { owner: myAddress })
41
+ * // { stage: 'ok', honeypot: false, roundTripLoss: 0.0061, flags: [] }
42
+ * ```
43
+ */
44
+ export declare function tradeChecks(client: SolanaClient, mints: readonly string[], options: TradeCheckOptions): Promise<SolanaTradeCheck[]>;
45
+ //# sourceMappingURL=tradeCheck.d.ts.map
@@ -0,0 +1 @@
1
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