Class PriceMath

A collection of utility functions to convert between price, tickIndex and sqrtPrice.

Constructors

constructor

Methods

getSlippageBoundForSqrtPrice invertPrice invertSqrtPriceX64 priceToInitializableTickIndex priceToSqrtPriceX64 priceToTickIndex sqrtPriceX64ToPrice sqrtPriceX64ToTickIndex tickIndexToPrice tickIndexToSqrtPriceX64

Constructors

constructor

Methods

Static getSlippageBoundForSqrtPrice

  • getSlippageBoundForSqrtPrice(sqrtPriceX64, slippage): {
        lowerBound: [BN, number];
        upperBound: [BN, number];
    }

  • Calculate the sqrtPriceX64 & tick index slippage price boundary for a given price and slippage. Note: This function loses precision

    Parameters

    • sqrtPriceX64: BN

      the sqrtPriceX64 to apply the slippage on

    • slippage: Percentage

      the slippage to apply onto the sqrtPriceX64

    Returns {
        lowerBound: [BN, number];
        upperBound: [BN, number];
    }

    the sqrtPriceX64 & tick index slippage price boundary

    • lowerBound: [BN, number]
    • upperBound: [BN, number]

Static invertPrice

  • invertPrice(price, decimalsA, decimalsB): Decimal

  • Utility to invert the price Pb/Pa to Pa/Pb NOTE: precision is lost in this conversion

    Parameters

    • price: Decimal

      Pb / Pa

    • decimalsA: number

      Decimals of original token A (i.e. token A in the given Pb / Pa price)

    • decimalsB: number

      Decimals of original token B (i.e. token B in the given Pb / Pa price)

    Returns Decimal

    inverted price, i.e. Pa / Pb

Static invertSqrtPriceX64

  • invertSqrtPriceX64(sqrtPriceX64): BN

  • Utility to invert the sqrtPriceX64 from X64 repr. of sqrt(Pb/Pa) to X64 repr. of sqrt(Pa/Pb) NOTE: precision is lost in this conversion

    Parameters

    • sqrtPriceX64: BN

      X64 representation of sqrt(Pb / Pa)

    Returns BN

    inverted sqrtPriceX64, i.e. X64 representation of sqrt(Pa / Pb)

Static priceToInitializableTickIndex

  • priceToInitializableTickIndex(price, decimalsA, decimalsB, tickSpacing): number

  • Parameters

    • price: Decimal
    • decimalsA: number
    • decimalsB: number
    • tickSpacing: number

    Returns number

Static priceToSqrtPriceX64

  • priceToSqrtPriceX64(price, decimalsA, decimalsB): BN

  • Parameters

    • price: Decimal
    • decimalsA: number
    • decimalsB: number

    Returns BN

Static priceToTickIndex

  • priceToTickIndex(price, decimalsA, decimalsB): number

  • Parameters

    • price: Decimal
    • decimalsA: number
    • decimalsB: number

    Returns number

Static sqrtPriceX64ToPrice

  • sqrtPriceX64ToPrice(sqrtPriceX64, decimalsA, decimalsB): Decimal

  • Parameters

    • sqrtPriceX64: BN
    • decimalsA: number
    • decimalsB: number

    Returns Decimal

Static sqrtPriceX64ToTickIndex

Static tickIndexToPrice

  • tickIndexToPrice(tickIndex, decimalsA, decimalsB): Decimal

  • Parameters

    • tickIndex: number
    • decimalsA: number
    • decimalsB: number

    Returns Decimal

Static tickIndexToSqrtPriceX64

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