@raydium-io/raydium-sdk-v2/src/raydium/clmm/libraries/liquidityMath.ts

An SDK for building applications on top of Raydium.

import BN from "bn.js";
import Decimal from "decimal.js";
import { divRoundingUp, mulDivCeil, mulDivFloor } from "./bigNum";
import { BN_ZERO, Q64, RESOLUTION, U64_MAX } from "./constants";
import { SqrtPriceMath } from "./sqrtPriceMath";

export class LiquidityMathUtil {
  static getDeltaAmountAUnsigned(sqrtPriceX64A: BN, sqrtPriceX64B: BN, liquidity: BN, roundUp: boolean): BN {
    if (sqrtPriceX64A.gt(sqrtPriceX64B)) {
      [sqrtPriceX64A, sqrtPriceX64B] = [sqrtPriceX64B, sqrtPriceX64A];
    }

    const numerator1 = liquidity.shln(RESOLUTION);
    const numerator2 = sqrtPriceX64B.sub(sqrtPriceX64A);

    if (!sqrtPriceX64A.gt(BN_ZERO)) throw Error("!sqrtPriceX64A.gt(BN_ZERO)");

    const result = roundUp
      ? divRoundingUp(mulDivCeil(numerator1, numerator2, sqrtPriceX64B), sqrtPriceX64A)
      : mulDivFloor(numerator1, numerator2, sqrtPriceX64B).div(sqrtPriceX64A);

    if (result.gt(U64_MAX)) throw Error("MaxTokenOverflow");

    return result;
  }

  static getDeltaAmountBUnsigned(sqrtPriceX64A: BN, sqrtPriceX64B: BN, liquidity: BN, roundUp: boolean): BN {
    if (sqrtPriceX64A.gt(sqrtPriceX64B)) {
      [sqrtPriceX64A, sqrtPriceX64B] = [sqrtPriceX64B, sqrtPriceX64A];
    }

    const result = roundUp
      ? mulDivCeil(liquidity, sqrtPriceX64B.sub(sqrtPriceX64A), Q64)
      : mulDivFloor(liquidity, sqrtPriceX64B.sub(sqrtPriceX64A), Q64);

    if (result.gt(U64_MAX)) throw Error("MaxTokenOverflow");

    return result;
  }

  static addDelta(x: BN, y: BN): BN {
    if (y.isNeg()) {
      const absY = y.neg();
      if (x.lt(absY)) {
        throw new Error("Liquidity underflow");
      }
      return x.sub(absY);
    } else {
      return x.add(y);
    }
  }

  static getLiquidityFromAmountA(sqrtPriceLowerX64: BN, sqrtPriceUpperX64: BN, amountA: BN): BN {
    if (sqrtPriceLowerX64.gt(sqrtPriceUpperX64)) {
      [sqrtPriceLowerX64, sqrtPriceUpperX64] = [sqrtPriceUpperX64, sqrtPriceLowerX64];
    }

    const intermediate = mulDivFloor(sqrtPriceLowerX64, sqrtPriceUpperX64, Q64);

    const priceDelta = sqrtPriceUpperX64.sub(sqrtPriceLowerX64);

    return mulDivFloor(amountA, intermediate, priceDelta);
  }

  static getLiquidityFromAmountB(sqrtPriceLowerX64: BN, sqrtPriceUpperX64: BN, amountB: BN): BN {
    if (sqrtPriceLowerX64.gt(sqrtPriceUpperX64)) {
      [sqrtPriceLowerX64, sqrtPriceUpperX64] = [sqrtPriceUpperX64, sqrtPriceLowerX64];
    }

    const priceDelta = sqrtPriceUpperX64.sub(sqrtPriceLowerX64);

    return mulDivFloor(amountB, Q64, priceDelta);
  }

  static getLiquidityFromAmounts(
    sqrtPriceCurrentX64: BN,
    sqrtPriceLowerX64: BN,
    sqrtPriceUpperX64: BN,
    amountA: BN,
    amountB: BN,
  ): BN {
    if (sqrtPriceLowerX64.gt(sqrtPriceUpperX64)) {
      [sqrtPriceLowerX64, sqrtPriceUpperX64] = [sqrtPriceUpperX64, sqrtPriceLowerX64];
    }

    if (sqrtPriceCurrentX64.lte(sqrtPriceLowerX64)) {
      return this.getLiquidityFromAmountA(sqrtPriceLowerX64, sqrtPriceUpperX64, amountA);
    } else if (sqrtPriceCurrentX64.lt(sqrtPriceUpperX64)) {
      const liquidityA = this.getLiquidityFromAmountA(sqrtPriceCurrentX64, sqrtPriceUpperX64, amountA);
      const liquidityB = this.getLiquidityFromAmountB(sqrtPriceLowerX64, sqrtPriceCurrentX64, amountB);
      return liquidityA.lt(liquidityB) ? liquidityA : liquidityB;
    } else {
      return this.getLiquidityFromAmountB(sqrtPriceLowerX64, sqrtPriceUpperX64, amountB);
    }
  }

  static getAmountForLiquidityA(sqrtPriceLowerX64: BN, sqrtPriceUpperX64: BN, liquidity: BN, roundUp: boolean): BN {
    return SqrtPriceMath.getAmountADeltaUnsigned(sqrtPriceLowerX64, sqrtPriceUpperX64, liquidity, roundUp);
  }

  static getAmountForLiquidityB(sqrtPriceLowerX64: BN, sqrtPriceUpperX64: BN, liquidity: BN, roundUp: boolean): BN {
    return SqrtPriceMath.getAmountBDeltaUnsigned(sqrtPriceLowerX64, sqrtPriceUpperX64, liquidity, roundUp);
  }

  static getAmountsForLiquidity(
    sqrtPriceCurrentX64: BN,
    sqrtPriceLowerX64: BN,
    sqrtPriceUpperX64: BN,
    liquidity: BN,
    roundUp: boolean,
  ) {
    if (sqrtPriceLowerX64.gt(sqrtPriceUpperX64)) {
      [sqrtPriceLowerX64, sqrtPriceUpperX64] = [sqrtPriceUpperX64, sqrtPriceLowerX64];
    }

    let amountA = BN_ZERO;
    let amountB = BN_ZERO;

    if (sqrtPriceCurrentX64.lte(sqrtPriceLowerX64)) {
      amountA = this.getAmountForLiquidityA(sqrtPriceLowerX64, sqrtPriceUpperX64, liquidity, roundUp);
    } else if (sqrtPriceCurrentX64.lt(sqrtPriceUpperX64)) {
      amountA = this.getAmountForLiquidityA(sqrtPriceCurrentX64, sqrtPriceUpperX64, liquidity, roundUp);
      amountB = this.getAmountForLiquidityB(sqrtPriceLowerX64, sqrtPriceCurrentX64, liquidity, roundUp);
    } else {
      amountB = this.getAmountForLiquidityB(sqrtPriceLowerX64, sqrtPriceUpperX64, liquidity, roundUp);
    }

    return { amountA, amountB };
  }

  static getAmountsFromLiquidityWithSlippage(
    sqrtPriceCurrentX64: BN,
    sqrtPriceX64A: BN,
    sqrtPriceX64B: BN,
    liquidity: BN,
    amountMax: boolean,
    roundUp: boolean,
    amountSlippage: number,
  ): { amountSlippageA: BN; amountSlippageB: BN } {
    const { amountA, amountB } = this.getAmountsForLiquidity(
      sqrtPriceCurrentX64,
      sqrtPriceX64A,
      sqrtPriceX64B,
      liquidity,
      roundUp,
    );
    const coefficient = amountMax ? 1 + amountSlippage : 1 - amountSlippage;

    const amount0Slippage = new BN(new Decimal(amountA.toString()).mul(coefficient).toFixed(0));
    const amount1Slippage = new BN(new Decimal(amountB.toString()).mul(coefficient).toFixed(0));
    return {
      amountSlippageA: amount0Slippage,
      amountSlippageB: amount1Slippage,
    };
  }

  static getLiquidityAndAmountsFromAmount({
    sqrtPriceCurrentX64,
    sqrtPriceLowerX64,
    sqrtPriceUpperX64,
    amountInfo,
  }: {
    sqrtPriceCurrentX64: BN;
    sqrtPriceLowerX64: BN;
    sqrtPriceUpperX64: BN;
    amountInfo: { type: "liquidity" | "amountA" | "amountB"; amount: BN };
  }): { liquidity: BN; amountA: BN; amountB: BN } {
    let liquidity;
    if (amountInfo.type === "liquidity") {
      liquidity = amountInfo.amount;
    } else if (amountInfo.type === "amountA") {
      liquidity = sqrtPriceCurrentX64.gte(sqrtPriceUpperX64)
        ? BN_ZERO
        : this.getLiquidityFromAmountA(
            BN.max(sqrtPriceCurrentX64, sqrtPriceLowerX64),
            sqrtPriceUpperX64,
            amountInfo.amount,
          );
    } else if (amountInfo.type === "amountB") {
      liquidity = sqrtPriceCurrentX64.lte(sqrtPriceLowerX64)
        ? BN_ZERO
        : this.getLiquidityFromAmountB(
            sqrtPriceLowerX64,
            BN.min(sqrtPriceCurrentX64, sqrtPriceUpperX64),
            amountInfo.amount,
          );
    } else {
      throw Error("amount info type check error");
    }

    return {
      liquidity,
      ...this.getAmountsForLiquidity(
        sqrtPriceCurrentX64,
        sqrtPriceLowerX64,
        sqrtPriceUpperX64,
        amountInfo.amount,
        true,
      ),
    };
  }
}