test-raydium-sdk-v2/src/raydium/liquidity/stable.ts

An SDK for building applications on top of Raydium.

import { Connection, PublicKey } from "@solana/web3.js";

import { seq, struct, u64 } from "@/marshmallow";

export const MODEL_DATA_PUBKEY = new PublicKey("CDSr3ssLcRB6XYPJwAfFt18MZvEZp4LjHcvzBVZ45duo");
const ELEMENT_SIZE = 50000;

export const DataElement = struct([u64("x"), u64("y"), u64("price")]);

export const modelDataInfoLayout = struct([
  u64("accountType"),
  u64("status"),
  u64("multiplier"),
  u64("validDataCount"),
  seq(DataElement, ELEMENT_SIZE, "DataElement"),
]);

export interface StableModelLayout {
  accountType: number;
  status: number;
  multiplier: number;
  validDataCount: number;
  DataElement: { x: number; y: number; price: number }[];
}

function estimateRangeByXyReal(_xReal: number, _yReal: number): number[] {
  return [0, ELEMENT_SIZE - 2];
}

function estimateRangeByX(_x: number): number[] {
  return [0, ELEMENT_SIZE - 2];
}

function estimateRangeByY(_y: number): number[] {
  return [0, ELEMENT_SIZE - 2];
}

function getMininumRangeByXyReal(
  layoutData: StableModelLayout,
  xReal: number,
  yReal: number,
): [number, number, boolean] {
  const [min, max] = estimateRangeByXyReal(xReal, yReal);
  let minRangeIdx = min;
  let maxRangeIdx = max;
  let mid = 0;
  const target = (xReal * layoutData.multiplier) / yReal;
  while (minRangeIdx <= maxRangeIdx) {
    mid = Math.floor((maxRangeIdx + minRangeIdx) / 2);
    if (mid === 0 || mid >= ELEMENT_SIZE - 2) {
      return [mid, mid, false];
    }
    const cur = (layoutData.DataElement[mid].x * layoutData.multiplier) / layoutData.DataElement[mid].y;
    const left = (layoutData.DataElement[mid - 1].x * layoutData.multiplier) / layoutData.DataElement[mid - 1].y;
    const right = (layoutData.DataElement[mid + 1].x * layoutData.multiplier) / layoutData.DataElement[mid + 1].y;

    if (target === cur) {
      return [mid, mid, true];
    } else if (target === left) {
      return [mid - 1, mid - 1, true];
    } else if (target === right) {
      return [mid + 1, mid + 1, true];
    } else if (target < left) {
      maxRangeIdx = mid - 1;
    } else if (target > left && target < cur) {
      return [mid - 1, mid, true];
    } else if (target > cur && target < right) {
      return [mid, mid + 1, true];
    } else {
      minRangeIdx = mid + 1;
    }
  }
  return [mid, mid, false];
}
function getRatio(layoutData: StableModelLayout, xReal: number, yReal: number): number {
  const [minRangeIdx, maxRangeIdx, find] = getMininumRangeByXyReal(layoutData, xReal, yReal);

  if (!find) {
    return 0;
  }

  if (minRangeIdx === maxRangeIdx) {
    const x = layoutData.DataElement[minRangeIdx].x;
    const ratio = (xReal * layoutData.multiplier) / x;
    return ratio;
  } else {
    const x1 = layoutData.DataElement[minRangeIdx].x;
    const y1 = layoutData.DataElement[minRangeIdx].y;
    const x2 = layoutData.DataElement[maxRangeIdx].x;
    const y2 = layoutData.DataElement[maxRangeIdx].y;

    const xDenominator = yReal * (x2 * y1 - x1 * y2);
    const xNumerator1 = x1 * xDenominator;
    const xNumerator2 = (x2 - x1) * (xReal * y1 - x1 * yReal) * y2;

    const xNumerator = xNumerator1 + xNumerator2;
    const ratio = (xReal * layoutData.multiplier * xDenominator) / xNumerator;
    return ratio;
  }
}

function realToTable(layoutData: StableModelLayout, realValue: number, ratio: number): number {
  return (realValue * layoutData.multiplier) / ratio;
}

function tableToReal(layoutData: StableModelLayout, tableValue: number, ratio: number): number {
  return (tableValue * ratio) / layoutData.multiplier;
}

function getMinimumRangeByX(layoutData: StableModelLayout, x: number): [number, number, boolean] {
  const [min, max] = estimateRangeByX(x);
  let minRangeIdx = min;
  let maxRangeIdx = max;
  let mid = 0;
  const target = x;
  while (minRangeIdx < maxRangeIdx) {
    mid = Math.floor((maxRangeIdx + minRangeIdx) / 2);

    if (mid <= 0 || mid > ELEMENT_SIZE - 2) {
      return [mid, mid, false];
    }
    const cur = layoutData.DataElement[mid].x;
    const left = layoutData.DataElement[mid - 1].x;
    const right = layoutData.DataElement[mid + 1].x;

    if (target === cur) return [mid, mid, true];
    else if (target === left) return [mid - 1, mid - 1, true];
    else if (target === right) return [mid + 1, mid + 1, true];
    else if (target < left) maxRangeIdx = mid - 1;
    else if (target > left && target < cur) return [mid - 1, mid, true];
    else if (target > cur && target < right) return [mid, mid + 1, true];
    else minRangeIdx = mid + 1;
  }
  return [mid, mid, false];
}

function getMinimumRangeByY(layoutData: StableModelLayout, y: number): [number, number, boolean] {
  const [min, max] = estimateRangeByY(y);
  let minRangeIdx = min;
  let maxRangeIdx = max;
  let mid = 0;
  const target = y;
  while (minRangeIdx <= maxRangeIdx) {
    mid = Math.floor((maxRangeIdx + minRangeIdx) / 2);
    if (mid <= 0 || mid >= ELEMENT_SIZE - 2) {
      return [mid, mid, false];
    }

    const cur = layoutData.DataElement[mid].y;
    const left = layoutData.DataElement[mid - 1].y;
    const right = layoutData.DataElement[mid + 1].y;
    if (target === cur) return [mid, mid, true];
    else if (target === left) return [mid - 1, mid - 1, true];
    else if (target === right) return [mid + 1, mid + 1, true];
    else if (target < right) {
      minRangeIdx = mid + 1;
    } else if (target < left && target > cur) return [mid - 1, mid, true];
    else if (target < cur && target > right) return [mid, mid + 1, true];
    else maxRangeIdx = mid - 1;
  }
  return [mid, mid, false];
}

function getDataByX(
  layoutData: StableModelLayout,
  x: number,
  dx: number,
  priceUp: boolean,
): [number, number, boolean, boolean] {
  const xWithDx = priceUp ? x + dx : x - dx;
  const [minIdx, maxIdx, find] = getMinimumRangeByX(layoutData, xWithDx);
  if (!find) return [0, 0, false, find];

  if (minIdx === maxIdx) return [layoutData.DataElement[maxIdx].price, layoutData.DataElement[maxIdx].y, false, find];
  else {
    const x1 = layoutData.DataElement[minIdx].x;
    const x2 = layoutData.DataElement[maxIdx].x;
    const p1 = layoutData.DataElement[minIdx].price;
    const p2 = layoutData.DataElement[maxIdx].price;
    const y1 = layoutData.DataElement[minIdx].y;
    const y2 = layoutData.DataElement[maxIdx].y;

    if (x >= x1 && x <= x2) {
      if (priceUp) return [p2, y2, true, find];
      else return [p1, y1, true, find];
    } else {
      let p, y;
      if (priceUp) {
        p = p1 + ((p2 - p1) * (x - x1)) / (x2 - x1);
        y = y1 - ((xWithDx - x1) * layoutData.multiplier) / p2;
      } else {
        p = p1 + ((p2 - p1) * (x - x1)) / (x2 - x1);
        y = y2 + ((x2 - xWithDx) * layoutData.multiplier) / p1;
      }
      return [p, y, false, find];
    }
  }
}

function getDataByY(
  layoutData: StableModelLayout,
  y: number,
  dy: number,
  priceUp: boolean,
): [number, number, boolean, boolean] {
  const yWithDy = priceUp ? y - dy : y + dy;
  const [minIdx, maxIdx, find] = getMinimumRangeByY(layoutData, yWithDy);
  if (!find) return [0, 0, false, find];
  if (minIdx === maxIdx) return [layoutData.DataElement[maxIdx].price, layoutData.DataElement[maxIdx].x, false, find];
  else {
    const x1 = layoutData.DataElement[minIdx].x;
    const x2 = layoutData.DataElement[maxIdx].x;
    const p1 = layoutData.DataElement[minIdx].price;
    const p2 = layoutData.DataElement[maxIdx].price;
    const y1 = layoutData.DataElement[minIdx].y;
    const y2 = layoutData.DataElement[maxIdx].y;

    if (y >= y2 && y <= y1) {
      return priceUp ? [p2, x2, true, find] : [p1, x1, true, find];
    } else {
      let p, x;
      if (priceUp) {
        p = p1 + ((p2 - p1) * (y1 - y)) / (y1 - y2);
        x = x1 + (p2 * (y1 - yWithDy)) / layoutData.multiplier;
      } else {
        p = p1 + ((p2 - p1) * (y1 - y)) / (y1 - y2);
        x = x2 - (p1 * (yWithDy - y2)) / layoutData.multiplier;
      }
      return [p, x, false, find];
    }
  }
}

function getMidPrice(layoutData: StableModelLayout, x: number): number {
  const ret = getDataByX(layoutData, x, 0, false);
  if (ret[3]) return ret[0];
  else return 0;
}

export function getDyByDxBaseIn(layoutData: StableModelLayout, xReal: number, yReal: number, dxReal: number): number {
  const ratio = getRatio(layoutData, xReal, yReal);
  const x = realToTable(layoutData, xReal, ratio);
  const y = realToTable(layoutData, yReal, ratio);
  const dx = realToTable(layoutData, dxReal, ratio);
  const priceUp = true;
  const [p, y2, lessTrade, find] = getDataByX(layoutData, x, dx, priceUp);
  if (!find) return 0;
  if (lessTrade) {
    const dyReal = (dxReal * layoutData.multiplier) / p;
    return dyReal;
  } else {
    const dy = y - y2;
    const dyReal = tableToReal(layoutData, dy, ratio);
    return dyReal;
  }
}

export function getDxByDyBaseIn(layoutData: StableModelLayout, xReal: number, yReal: number, dyReal: number): number {
  const ratio = getRatio(layoutData, xReal, yReal);
  const x = realToTable(layoutData, xReal, ratio);
  const y = realToTable(layoutData, yReal, ratio);
  const dy = realToTable(layoutData, dyReal, ratio);
  const priceUp = false;
  const [p, x2, lessTrade, find] = getDataByY(layoutData, y, dy, priceUp);
  if (!find) return 0;
  if (lessTrade) {
    const dxReal = (dyReal * p) / layoutData.multiplier;
    return dxReal;
  } else {
    const dx = x - x2;
    const dxReal = tableToReal(layoutData, dx, ratio);
    return dxReal;
  }
}

export function formatLayout(buffer: Buffer): StableModelLayout {
  const layoutInfo = modelDataInfoLayout.decode(buffer);
  return {
    accountType: layoutInfo.accountType.toNumber(),
    status: layoutInfo.status.toNumber(),
    multiplier: layoutInfo.multiplier.toNumber(),
    validDataCount: layoutInfo.validDataCount.toNumber(),
    DataElement: layoutInfo.DataElement.map((item: any) => ({
      x: item.x.toNumber(),
      y: item.y.toNumber(),
      price: item.price.toNumber(),
    })),
  };
}

export function getStablePrice(
  layoutData: StableModelLayout,
  coinReal: number,
  pcReal: number,
  baseCoin: boolean,
): number {
  const price =
    getMidPrice(layoutData, realToTable(layoutData, coinReal, getRatio(layoutData, coinReal, pcReal))) /
    layoutData.multiplier;
  return baseCoin ? price : 1 / price;
}

export class StableLayout {
  private readonly connection: Connection;
  private _layoutData: StableModelLayout = {
    accountType: 0,
    status: 0,
    multiplier: 0,
    validDataCount: 0,
    DataElement: [],
  };

  constructor({ connection }: { connection: Connection }) {
    this.connection = connection;
  }

  get stableModelData(): StableModelLayout {
    return this._layoutData;
  }

  public async initStableModelLayout(): Promise<void> {
    if (this._layoutData.validDataCount === 0) {
      if (this.connection) {
        const acc = await this.connection.getAccountInfo(MODEL_DATA_PUBKEY);
        if (acc) this._layoutData = formatLayout(acc?.data);
      }
    }
  }
}