waterpump-solana-amm-math

Protocol-agnostic AMM math library for Solana concentrated-liquidity pools (CLMM and DLMM).

Modules

Quick start

use waterpump_solana_amm_math::{compute_swap_step, increase_liquidity_quote};
use waterpump_solana_amm_math::tick_math::tick_to_sqrt_price_x64;

// Compute a single swap step
let sqrt_price = tick_to_sqrt_price_x64(0).unwrap();
let sqrt_target = tick_to_sqrt_price_x64(100).unwrap();
let step = compute_swap_step(
    sqrt_price,   // current sqrt price (Q64.64)
    sqrt_target,  // target sqrt price
    1_000_000,    // available liquidity
    100_000,      // remaining amount
    300,          // fee rate (bps)
    true,         // a_to_b
    true,         // amount is specified input
);

// Quote a liquidity deposit
let lower = tick_to_sqrt_price_x64(-1000).unwrap();
let upper = tick_to_sqrt_price_x64(1000).unwrap();
let quote = increase_liquidity_quote(
    500_000,       // token A amount
    1_000_000,     // token B amount
    sqrt_price,    // current sqrt price
    lower,         // position lower sqrt price
    upper,         // position upper sqrt price
    Default::default(), // transfer fee A
    Default::default(), // transfer fee B
);

Meteora DLMM support

The bin_price and fixed_point modules provide bin-to-price conversion for Meteora DLMM pools. Bin pricing uses a different model (geometric bins with a configurable base factor) rather than the tick-based 1.0001^tick formula used by CLMM protocols.

Design notes

This is a pure math library with no Solana SDK dependency. It can be used in off-chain tooling, bots, and simulations without pulling in the full Solana runtime. The only dependencies are ethnum (U256 arithmetic), rust_decimal (precise decimal conversion), and thiserror (error types).