Rewrite get distribution params functions (#18)

* rewrite getBidAskDistributionFromBinRange * rewrite getCurveDistributionFromBinRange * add more tests * cleanup * add changeset
traderjoe-xyz · Sep 12, 2023 · 75d84d4 · 75d84d4
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diff --git a/.changeset/strange-nails-pull.md b/.changeset/strange-nails-pull.md
@@ -0,0 +1,5 @@
+---
+'@traderjoe-xyz/sdk-v2': patch
+---
+
+rewrite get distribution params functions
diff --git a/packages/v2/src/utils/liquidityDistribution.test.ts b/packages/v2/src/utils/liquidityDistribution.test.ts
@@ -1,52 +1,309 @@
-import { describe, it, expect } from 'vitest'
-import { getUniformDistributionFromBinRange } from './liquidityDistribution'
-
-describe('getUniformDistributionFromBinRange', () => {
-  it('computes delta ids and distribution values correctly', () => {
-    const activeId = 8376038
-
-    const params = getUniformDistributionFromBinRange(activeId, [
-      activeId - 5,
-      activeId + 5
-    ])
-
-    const sumDistributionX = params.distributionX.reduce(
-      (a, b) => a + b,
-      BigInt(0)
-    )
-    const sumDistributionY = params.distributionY.reduce(
-      (a, b) => a + b,
-      BigInt(0)
-    )
-
-    expect(params.deltaIds).toEqual([-5, -4, -3, -2, -1, 0, 1, 2, 3, 4, 5])
-    expect(params.distributionX).toEqual([
-      BigInt(0),
-      BigInt(0),
-      BigInt(0),
-      BigInt(0),
-      BigInt(0),
-      BigInt('90909090909090909'),
-      BigInt('181818181818181818'),
-      BigInt('181818181818181818'),
-      BigInt('181818181818181818'),
-      BigInt('181818181818181818'),
-      BigInt('181818181818181818')
-    ])
-    expect(params.distributionY).toEqual([
-      BigInt('181818181818181818'),
-      BigInt('181818181818181818'),
-      BigInt('181818181818181818'),
-      BigInt('181818181818181818'),
-      BigInt('181818181818181818'),
-      BigInt('90909090909090909'),
-      BigInt(0),
-      BigInt(0),
-      BigInt(0),
-      BigInt(0),
-      BigInt(0)
-    ])
-    expect(sumDistributionX).toEqual(BigInt(10) ** BigInt(18) - BigInt(1))
-    expect(sumDistributionY).toEqual(BigInt(10) ** BigInt(18) - BigInt(1))
-  })
+import { it, expect } from 'vitest'
+import {
+  getUniformDistributionFromBinRange,
+  getBidAskDistributionFromBinRange,
+  getCurveDistributionFromBinRange
+} from './liquidityDistribution'
+import { CurrencyAmount, Token, TokenAmount } from '@traderjoe-xyz/sdk-core'
+import { parseEther } from 'viem'
+
+const token0 = new Token(
+  43113,
+  '0x0000000000000000000000000000000000000001',
+  18,
+  't0'
+)
+
+it('getUniformDistributionFromBinRange', () => {
+  const activeId = 8376038
+
+  const params = getUniformDistributionFromBinRange(activeId, [
+    activeId - 5,
+    activeId + 5
+  ])
+
+  const sumDistributionX = params.distributionX.reduce(
+    (a, b) => a + b,
+    BigInt(0)
+  )
+  const sumDistributionY = params.distributionY.reduce(
+    (a, b) => a + b,
+    BigInt(0)
+  )
+
+  expect(params.deltaIds).toEqual([-5, -4, -3, -2, -1, 0, 1, 2, 3, 4, 5])
+  expect(params.distributionX).toEqual([
+    BigInt(0),
+    BigInt(0),
+    BigInt(0),
+    BigInt(0),
+    BigInt(0),
+    BigInt('90909090909090909'),
+    BigInt('181818181818181818'),
+    BigInt('181818181818181818'),
+    BigInt('181818181818181818'),
+    BigInt('181818181818181818'),
+    BigInt('181818181818181818')
+  ])
+  expect(params.distributionY).toEqual([
+    BigInt('181818181818181818'),
+    BigInt('181818181818181818'),
+    BigInt('181818181818181818'),
+    BigInt('181818181818181818'),
+    BigInt('181818181818181818'),
+    BigInt('90909090909090909'),
+    BigInt(0),
+    BigInt(0),
+    BigInt(0),
+    BigInt(0),
+    BigInt(0)
+  ])
+  expect(sumDistributionX).toEqual(BigInt(10) ** BigInt(18) - BigInt(1))
+  expect(sumDistributionY).toEqual(BigInt(10) ** BigInt(18) - BigInt(1))
+})
+
+it('getBidAskDistributionFromBinRange with amount X and Y', () => {
+  const activeId = 8376038
+  const amountA = CurrencyAmount.ether(43113, parseEther('1'))
+  const amountB = new TokenAmount(token0, parseEther('0.5'))
+
+  const params = getBidAskDistributionFromBinRange(
+    activeId,
+    [activeId - 5, activeId + 5],
+    [amountA, amountB]
+  )
+
+  const sumDistributionX = params.distributionX.reduce(
+    (a, b) => a + b,
+    BigInt(0)
+  )
+  const sumDistributionY = params.distributionY.reduce(
+    (a, b) => a + b,
+    BigInt(0)
+  )
+
+  expect(params.deltaIds).toEqual([-5, -4, -3, -2, -1, 0, 1, 2, 3, 4, 5])
+  expect(params.distributionX).toEqual([
+    BigInt(0),
+    BigInt(0),
+    BigInt(0),
+    BigInt(0),
+    BigInt(0),
+    BigInt('24390243902439024'),
+    BigInt('97560975609756097'),
+    BigInt('146341463414634146'),
+    BigInt('195121951219512195'),
+    BigInt('243902439024390243'),
+    BigInt('292682926829268292')
+  ])
+  expect(params.distributionY).toEqual([
+    BigInt('292682926829268292'),
+    BigInt('243902439024390243'),
+    BigInt('195121951219512195'),
+    BigInt('146341463414634146'),
+    BigInt('97560975609756097'),
+    BigInt('24390243902439024'),
+    BigInt(0),
+    BigInt(0),
+    BigInt(0),
+    BigInt(0),
+    BigInt(0)
+  ])
+  expect(sumDistributionX).toBeLessThan(BigInt(10) ** BigInt(18) - BigInt(1))
+  expect(sumDistributionY).toBeLessThan(BigInt(10) ** BigInt(18) - BigInt(1))
+})
+
+it('getBidAskDistributionFromBinRange with amount X only', () => {
+  const activeId = 8376038
+  const amountA = CurrencyAmount.ether(43113, parseEther('1'))
+  const amountB = new TokenAmount(token0, parseEther('0'))
+
+  const params = getBidAskDistributionFromBinRange(
+    activeId,
+    [activeId - 5, activeId + 5],
+    [amountA, amountB]
+  )
+
+  const sumDistributionX = params.distributionX.reduce(
+    (a, b) => a + b,
+    BigInt(0)
+  )
+
+  expect(params.deltaIds).toEqual([0, 1, 2, 3, 4, 5])
+  expect(params.distributionX).toEqual([
+    BigInt('47619047619047619'),
+    BigInt('95238095238095238'),
+    BigInt('142857142857142857'),
+    BigInt('190476190476190476'),
+    BigInt('238095238095238095'),
+    BigInt('285714285714285714')
+  ])
+  expect(params.distributionY).toEqual([
+    BigInt(0),
+    BigInt(0),
+    BigInt(0),
+    BigInt(0),
+    BigInt(0),
+    BigInt(0)
+  ])
+  expect(sumDistributionX).toEqual(BigInt(10) ** BigInt(18) - BigInt(1))
+})
+
+it('getBidAskDistributionFromBinRange with amount Y only', () => {
+  const activeId = 8376038
+  const amountA = CurrencyAmount.ether(43113, parseEther('0'))
+  const amountB = new TokenAmount(token0, parseEther('0.5'))
+
+  const params = getBidAskDistributionFromBinRange(
+    activeId,
+    [activeId - 5, activeId + 5],
+    [amountA, amountB]
+  )
+
+  const sumDistributionY = params.distributionY.reduce(
+    (a, b) => a + b,
+    BigInt(0)
+  )
+
+  expect(params.deltaIds).toEqual([-5, -4, -3, -2, -1, 0])
+  expect(params.distributionX).toEqual([
+    BigInt(0),
+    BigInt(0),
+    BigInt(0),
+    BigInt(0),
+    BigInt(0),
+    BigInt(0)
+  ])
+  expect(params.distributionY).toEqual([
+    BigInt('285714285714285714'),
+    BigInt('238095238095238095'),
+    BigInt('190476190476190476'),
+    BigInt('142857142857142857'),
+    BigInt('95238095238095238'),
+    BigInt('47619047619047619')
+  ])
+  expect(sumDistributionY).toEqual(BigInt(10) ** BigInt(18) - BigInt(1))
+})
+
+it('getCurveDistributionFromBinRange with amount X and Y', () => {
+  const activeId = 8376038
+  const amountA = CurrencyAmount.ether(43113, parseEther('1'))
+  const amountB = new TokenAmount(token0, parseEther('0.5'))
+
+  const params = getCurveDistributionFromBinRange(
+    activeId,
+    [activeId - 5, activeId + 5],
+    [amountA, amountB]
+  )
+
+  const sumDistributionX = params.distributionX.reduce(
+    (a, b) => a + b,
+    BigInt(0)
+  )
+  const sumDistributionY = params.distributionY.reduce(
+    (a, b) => a + b,
+    BigInt(0)
+  )
+
+  expect(params.deltaIds).toEqual([-5, -4, -3, -2, -1, 0, 1, 2, 3, 4, 5])
+  expect(params.distributionX).toEqual([
+    BigInt(0),
+    BigInt(0),
+    BigInt(0),
+    BigInt(0),
+    BigInt(0),
+    BigInt('139235091095125611'),
+    BigInt('264309887127866457'),
+    BigInt('226004736020696260'),
+    BigInt('174096921395845034'),
+    BigInt('120818673548873833'),
+    BigInt('75534690811592802')
+  ])
+  expect(params.distributionY).toEqual([
+    BigInt('75534690811592802'),
+    BigInt('120818673548873833'),
+    BigInt('174096921395845034'),
+    BigInt('226004736020696260'),
+    BigInt('264309887127866457'),
+    BigInt('139235091095125611'),
+    BigInt(0),
+    BigInt(0),
+    BigInt(0),
+    BigInt(0),
+    BigInt(0)
+  ])
+  expect(sumDistributionX).toBeLessThan(BigInt(10) ** BigInt(18) - BigInt(1))
+  expect(sumDistributionY).toBeLessThan(BigInt(10) ** BigInt(18) - BigInt(1))
+})
+
+it('getCurveDistributionFromBinRange with amount X only', () => {
+  const activeId = 8376038
+  const amountA = CurrencyAmount.ether(43113, parseEther('1'))
+  const amountB = new TokenAmount(token0, parseEther('0'))
+
+  const params = getCurveDistributionFromBinRange(
+    activeId,
+    [activeId - 5, activeId + 5],
+    [amountA, amountB]
+  )
+
+  const sumDistributionX = params.distributionX.reduce(
+    (a, b) => a + b,
+    BigInt(0)
+  )
+
+  expect(params.deltaIds).toEqual([0, 1, 2, 3, 4, 5])
+  expect(params.distributionX).toEqual([
+    BigInt('244436099596057025'),
+    BigInt('232006448180761579'),
+    BigInt('198382877939128516'),
+    BigInt('152819135187004190'),
+    BigInt('106052450888545820'),
+    BigInt('66302988208502866')
+  ])
+  expect(params.distributionY).toEqual([
+    BigInt('0'),
+    BigInt('0'),
+    BigInt('0'),
+    BigInt('0'),
+    BigInt('0'),
+    BigInt('0')
+  ])
+  expect(sumDistributionX).toBeLessThan(BigInt(10) ** BigInt(18) - BigInt(1))
+})
+
+it('getCurveDistributionFromBinRange with amount Y only', () => {
+  const activeId = 8376038
+  const amountA = CurrencyAmount.ether(43113, parseEther('0'))
+  const amountB = new TokenAmount(token0, parseEther('0.5'))
+
+  const params = getCurveDistributionFromBinRange(
+    activeId,
+    [activeId - 5, activeId + 5],
+    [amountA, amountB]
+  )
+
+  const sumDistributionY = params.distributionY.reduce(
+    (a, b) => a + b,
+    BigInt(0)
+  )
+
+  expect(params.deltaIds).toEqual([-5, -4, -3, -2, -1, 0])
+  expect(params.distributionX).toEqual([
+    BigInt('0'),
+    BigInt('0'),
+    BigInt('0'),
+    BigInt('0'),
+    BigInt('0'),
+    BigInt('0')
+  ])
+  expect(params.distributionY).toEqual([
+    BigInt('66302988208502866'),
+    BigInt('106052450888545820'),
+    BigInt('152819135187004190'),
+    BigInt('198382877939128516'),
+    BigInt('232006448180761579'),
+    BigInt('244436099596057025')
+  ])
+  expect(sumDistributionY).toBeLessThan(BigInt(10) ** BigInt(18) - BigInt(1))
 })