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fix: deposit liquidity quote
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@codewithgun
codewithgun committed Dec 28, 2024
1 parent 7b9534c commit d7fe0ff
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Showing 3 changed files with 649 additions and 367 deletions.
162 changes: 136 additions & 26 deletions ts-client/src/dlmm/helpers/strategy.ts
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Original file line number Diff line number Diff line change
@@ -1,13 +1,14 @@
import { BN } from "@coral-xyz/anchor";
import { StrategyType, StrategyParameters } from "../types";
import { StrategyType, StrategyParameters, Clock } from "../types";
import {
autoFillXByWeight,
autoFillYByWeight,
toAmountAskSide,
toAmountBidSide,
toAmountBothSide,
} from "./weightToAmounts";
import Decimal from "decimal.js";
import { Mint } from "@solana/spl-token";

const DEFAULT_MAX_WEIGHT = 2000;
const DEFAULT_MIN_WEIGHT = 200;

Expand Down Expand Up @@ -146,14 +147,29 @@ function toWeightBidAsk(
return distributions;
}

/**
* Given a strategy type, calculate the distribution of liquidity for a deposit.
* @param activeId The bin id of the active bin.
* @param binStep The step size of each bin.
* @param minBinId The min bin id.
* @param maxBinId The max bin id.
* @param amount The amount of liquidity to deposit.
* @param strategyType The strategy type.
* @param depositForY Whether the deposit is for Y token.
* @param mint The mint info of token. Pass mintY if depositForY is true. Get from DLMM instance.
* @param clock The clock info. Get from DLMM instance.
* @returns The distribution of liquidity.
*/
export function toAmountsOneSideByStrategy(
activeId: number,
binStep: number,
minBinId: number,
maxBinId: number,
amount: BN,
strategyType: StrategyType,
depositForY: boolean
depositForY: boolean,
mint: Mint,
clock: Clock
): {
binId: number;
amount: BN;
Expand Down Expand Up @@ -190,12 +206,28 @@ export function toAmountsOneSideByStrategy(
}
}
if (depositForY) {
return toAmountBidSide(activeId, amount, weights);
return toAmountBidSide(activeId, amount, weights, mint, clock);
} else {
return toAmountAskSide(activeId, binStep, amount, weights);
return toAmountAskSide(activeId, binStep, amount, weights, mint, clock);
}
}

/**
* Given a strategy type and amounts of X and Y, returns the distribution of liquidity.
* @param activeId The bin id of the active bin.
* @param binStep The step size of each bin.
* @param minBinId The min bin id.
* @param maxBinId The max bin id.
* @param amountX The amount of X token to deposit.
* @param amountY The amount of Y token to deposit.
* @param amountXInActiveBin The amount of X token in the active bin.
* @param amountYInActiveBin The amount of Y token in the active bin.
* @param strategyType The strategy type.
* @param mintX The mint info of X token. Get from DLMM instance.
* @param mintY The mint info of Y token. Get from DLMM instance.
* @param clock The clock info. Get from DLMM instance.
* @returns The distribution of liquidity.
*/
export function toAmountsBothSideByStrategy(
activeId: number,
binStep: number,
Expand All @@ -205,7 +237,10 @@ export function toAmountsBothSideByStrategy(
amountY: BN,
amountXInActiveBin: BN,
amountYInActiveBin: BN,
strategyType: StrategyType
strategyType: StrategyType,
mintX: Mint,
mintY: Mint,
clock: Clock
): {
binId: number;
amountX: BN;
Expand All @@ -228,14 +263,23 @@ export function toAmountsBothSideByStrategy(
amountY,
amountXInActiveBin,
amountYInActiveBin,
weights
weights,
mintX,
mintY,
clock
);
}
const amountsInBin = [];
if (!isSingleSideX) {
if (minBinId <= activeId) {
const weights = toWeightSpotBalanced(minBinId, activeId);
const amounts = toAmountBidSide(activeId, amountY, weights);
const amounts = toAmountBidSide(
activeId,
amountY,
weights,
mintY,
clock
);

for (let bin of amounts) {
amountsInBin.push({
Expand All @@ -247,7 +291,14 @@ export function toAmountsBothSideByStrategy(
}
if (activeId < maxBinId) {
const weights = toWeightSpotBalanced(activeId + 1, maxBinId);
const amounts = toAmountAskSide(activeId, binStep, amountX, weights);
const amounts = toAmountAskSide(
activeId,
binStep,
amountX,
weights,
mintX,
clock
);
for (let bin of amounts) {
amountsInBin.push({
binId: bin.binId,
Expand All @@ -262,7 +313,9 @@ export function toAmountsBothSideByStrategy(
const amountsIntoBidSide = toAmountBidSide(
activeId,
amountY,
weights
weights,
mintY,
clock
);
for (let bin of amountsIntoBidSide) {
amountsInBin.push({
Expand All @@ -278,7 +331,9 @@ export function toAmountsBothSideByStrategy(
activeId,
binStep,
amountX,
weights
weights,
mintX,
clock
);
for (let bin of amountsIntoAskSide) {
amountsInBin.push({
Expand All @@ -302,7 +357,10 @@ export function toAmountsBothSideByStrategy(
amountY,
amountXInActiveBin,
amountYInActiveBin,
weights
weights,
mintX,
mintY,
clock
);
}
// bid side
Expand All @@ -315,14 +373,23 @@ export function toAmountsBothSideByStrategy(
amountY,
amountXInActiveBin,
amountYInActiveBin,
weights
weights,
mintX,
mintY,
clock
);
}
const amountsInBin = [];
if (!isSingleSideX) {
if (minBinId <= activeId) {
const weights = toWeightAscendingOrder(minBinId, activeId);
const amounts = toAmountBidSide(activeId, amountY, weights);
const amounts = toAmountBidSide(
activeId,
amountY,
weights,
mintY,
clock
);

for (let bin of amounts) {
amountsInBin.push({
Expand All @@ -334,7 +401,14 @@ export function toAmountsBothSideByStrategy(
}
if (activeId < maxBinId) {
const weights = toWeightDecendingOrder(activeId + 1, maxBinId);
const amounts = toAmountAskSide(activeId, binStep, amountX, weights);
const amounts = toAmountAskSide(
activeId,
binStep,
amountX,
weights,
mintX,
clock
);
for (let bin of amounts) {
amountsInBin.push({
binId: bin.binId,
Expand All @@ -349,7 +423,9 @@ export function toAmountsBothSideByStrategy(
const amountsIntoBidSide = toAmountBidSide(
activeId,
amountY,
weights
weights,
mintY,
clock
);
for (let bin of amountsIntoBidSide) {
amountsInBin.push({
Expand All @@ -365,7 +441,9 @@ export function toAmountsBothSideByStrategy(
activeId,
binStep,
amountX,
weights
weights,
mintX,
clock
);
for (let bin of amountsIntoAskSide) {
amountsInBin.push({
Expand All @@ -389,7 +467,10 @@ export function toAmountsBothSideByStrategy(
amountY,
amountXInActiveBin,
amountYInActiveBin,
weights
weights,
mintX,
mintY,
clock
);
}
// bid side
Expand All @@ -402,14 +483,23 @@ export function toAmountsBothSideByStrategy(
amountY,
amountXInActiveBin,
amountYInActiveBin,
weights
weights,
mintX,
mintY,
clock
);
}
const amountsInBin = [];
if (!isSingleSideX) {
if (minBinId <= activeId) {
const weights = toWeightDecendingOrder(minBinId, activeId);
const amounts = toAmountBidSide(activeId, amountY, weights);
const amounts = toAmountBidSide(
activeId,
amountY,
weights,
mintY,
clock
);

for (let bin of amounts) {
amountsInBin.push({
Expand All @@ -421,7 +511,14 @@ export function toAmountsBothSideByStrategy(
}
if (activeId < maxBinId) {
const weights = toWeightAscendingOrder(activeId + 1, maxBinId);
const amounts = toAmountAskSide(activeId, binStep, amountX, weights);
const amounts = toAmountAskSide(
activeId,
binStep,
amountX,
weights,
mintX,
clock
);
for (let bin of amounts) {
amountsInBin.push({
binId: bin.binId,
Expand All @@ -436,7 +533,9 @@ export function toAmountsBothSideByStrategy(
const amountsIntoBidSide = toAmountBidSide(
activeId,
amountY,
weights
weights,
mintY,
clock
);
for (let bin of amountsIntoBidSide) {
amountsInBin.push({
Expand All @@ -452,7 +551,9 @@ export function toAmountsBothSideByStrategy(
activeId,
binStep,
amountX,
weights
weights,
mintX,
clock
);
for (let bin of amountsIntoAskSide) {
amountsInBin.push({
Expand All @@ -474,7 +575,10 @@ export function toAmountsBothSideByStrategy(
amountY,
amountXInActiveBin,
amountYInActiveBin,
weights
weights,
mintX,
mintY,
clock
);
}
case StrategyType.CurveBalanced: {
Expand All @@ -486,7 +590,10 @@ export function toAmountsBothSideByStrategy(
amountY,
amountXInActiveBin,
amountYInActiveBin,
weights
weights,
mintX,
mintY,
clock
);
}
case StrategyType.BidAskBalanced: {
Expand All @@ -498,7 +605,10 @@ export function toAmountsBothSideByStrategy(
amountY,
amountXInActiveBin,
amountYInActiveBin,
weights
weights,
mintX,
mintY,
clock
);
}
}
Expand Down
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