wp-solana-amm-math 0.1.1

Protocol-agnostic AMM math for Solana DEX — tick pricing, bin pricing, liquidity math, swap simulation
Documentation
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use crate::AmmMathError;

/// Maximum fee rate: 10000 bps = 100%.
const MAX_FEE_BPS: u16 = 10000;

/// Compute the fee growth **inside** a tick range.
///
/// `fee_growth_global`, `fee_growth_outside_lower`, and
/// `fee_growth_outside_upper` are unsigned Q64.64 counters that may
/// wrap. Using `wrapping_sub` everywhere is intentional and correct.
///
/// # Returns
///
/// `fee_growth_inside` as `u128`.
pub fn calculate_fee_growth_inside(
    fee_growth_global: u128,
    fee_growth_outside_lower: u128,
    fee_growth_outside_upper: u128,
    tick_lower: i32,
    tick_upper: i32,
    tick_current: i32,
) -> u128 {
    // Fee growth below the lower tick.
    let fee_growth_below = if tick_current >= tick_lower {
        fee_growth_outside_lower
    } else {
        fee_growth_global.wrapping_sub(fee_growth_outside_lower)
    };

    // Fee growth above the upper tick.
    let fee_growth_above = if tick_current < tick_upper {
        fee_growth_outside_upper
    } else {
        fee_growth_global.wrapping_sub(fee_growth_outside_upper)
    };

    fee_growth_global.wrapping_sub(fee_growth_below).wrapping_sub(fee_growth_above)
}

/// Calculate tokens owed from fee growth delta and liquidity.
///
/// `fee_growth_inside` values are unsigned Q64.64 counters that may
/// wrap, so the delta is computed with `wrapping_sub`.
///
/// `tokens_owed = (current - last) * liquidity / 2^64`
pub fn tokens_owed(
    fee_growth_inside_current: u128,
    fee_growth_inside_last: u128,
    liquidity: u128,
) -> u128 {
    let delta = fee_growth_inside_current.wrapping_sub(fee_growth_inside_last);
    // fee_growth values are Q64.64, so divide by 2^64.
    // Use checked_mul and fall back to U256 intermediate on overflow.
    match delta.checked_mul(liquidity) {
        Some(product) => product >> 64,
        None => mul_u128_shr64(delta, liquidity),
    }
}

/// Compute `(a * b) >> 64` using 256-bit intermediate to avoid overflow.
///
/// Splits each u128 into two u64 halves and performs schoolbook
/// multiplication, then extracts bits [64..192] of the 256-bit product.
fn mul_u128_shr64(a: u128, b: u128) -> u128 {
    let mask: u128 = u64::MAX as u128;
    let a_lo = a & mask;
    let a_hi = a >> 64;
    let b_lo = b & mask;
    let b_hi = b >> 64;

    // Four partial products (each fits in u128).
    let lo_lo = a_lo * b_lo;
    let lo_hi = a_lo * b_hi;
    let hi_lo = a_hi * b_lo;
    let hi_hi = a_hi * b_hi;

    // Sum the middle column (bits [64..128]) with carry propagation.
    let mid_sum = (lo_lo >> 64) + (lo_hi & mask) + (hi_lo & mask);
    let carry = mid_sum >> 64;

    // Upper 128 bits of the 256-bit product.
    let upper = hi_hi + (lo_hi >> 64) + (hi_lo >> 64) + carry;

    // We need bits [64..192]: lower 64 bits come from mid_sum, upper from `upper`.
    // Result = (upper << 64) | (mid_sum & mask), saturated to u128.
    upper.checked_shl(64).and_then(|h| h.checked_add(mid_sum & mask)).unwrap_or(u128::MAX)
}

/// Computes the fee amount deducted from an input amount.
///
/// `fee = input_amount * fee_rate_bps / 10000`
pub fn fee_amount_from_input(input_amount: u64, fee_rate_bps: u16) -> Result<u64, AmmMathError> {
    if fee_rate_bps > MAX_FEE_BPS {
        return Err(AmmMathError::InvalidFeeRate(fee_rate_bps));
    }
    // Use u128 to avoid overflow: u64::MAX * 10000 fits in u128.
    let fee = (input_amount as u128) * (fee_rate_bps as u128) / (MAX_FEE_BPS as u128);
    Ok(fee as u64)
}

/// Computes the fee amount that must be added to an output amount to cover
/// the fee.
///
/// `fee = ceil(output_amount * fee_rate_bps / (10000 - fee_rate_bps))`
pub fn fee_amount_from_output(output_amount: u64, fee_rate_bps: u16) -> Result<u64, AmmMathError> {
    if fee_rate_bps >= MAX_FEE_BPS {
        return Err(AmmMathError::InvalidFeeRate(fee_rate_bps));
    }
    let numerator = (output_amount as u128) * (fee_rate_bps as u128);
    let denominator = (MAX_FEE_BPS - fee_rate_bps) as u128;
    // Ceiling division
    let fee = numerator.div_ceil(denominator);
    if fee > u64::MAX as u128 {
        return Err(AmmMathError::Overflow);
    }
    Ok(fee as u64)
}

#[cfg(test)]
mod tests {
    use super::*;

    #[test]
    fn test_fee_from_input_30bps() {
        // 30 bps = 0.3% fee
        // 1_000_000 * 30 / 10000 = 3000
        assert_eq!(fee_amount_from_input(1_000_000, 30).unwrap(), 3000);
    }

    #[test]
    fn test_fee_from_input_zero() {
        assert_eq!(fee_amount_from_input(1_000_000, 0).unwrap(), 0);
    }

    #[test]
    fn test_fee_from_input_100_percent() {
        assert_eq!(fee_amount_from_input(1_000_000, 10000).unwrap(), 1_000_000);
    }

    #[test]
    fn test_fee_from_input_invalid() {
        assert!(fee_amount_from_input(1_000_000, 10001).is_err());
    }

    #[test]
    fn test_fee_from_output_30bps() {
        // fee = ceil(1_000_000 * 30 / (10000 - 30)) = ceil(30000000 / 9970)
        // = ceil(3009.027...) = 3010
        assert_eq!(fee_amount_from_output(1_000_000, 30).unwrap(), 3010);
    }

    #[test]
    fn test_fee_from_output_zero() {
        assert_eq!(fee_amount_from_output(1_000_000, 0).unwrap(), 0);
    }

    #[test]
    fn test_fee_from_output_100_percent_invalid() {
        // 10000 bps = 100% fee means denominator = 0, should error
        assert!(fee_amount_from_output(1_000_000, 10000).is_err());
    }

    #[test]
    fn test_fee_from_output_rounding() {
        // fee = ceil(100 * 30 / 9970) = ceil(3000 / 9970) = ceil(0.300...) =
        // 1
        assert_eq!(fee_amount_from_output(100, 30).unwrap(), 1);
    }

    #[test]
    fn test_fee_from_input_large_amount() {
        let amount = u64::MAX;
        let fee = fee_amount_from_input(amount, 30).unwrap();
        // Should not overflow
        assert!(fee > 0);
        // fee = u64::MAX * 30 / 10000
        let expected = (u64::MAX as u128) * 30 / 10000;
        assert_eq!(fee, expected as u64);
    }

    #[test]
    fn test_fee_roundtrip_consistency() {
        // If we take a fee from input and subtract, the remaining should be
        // recoverable
        let input = 1_000_000u64;
        let bps = 30u16;
        let fee = fee_amount_from_input(input, bps).unwrap();
        let net = input - fee;
        // fee_from_output on net should give >= fee (because of ceiling)
        let reverse_fee = fee_amount_from_output(net, bps).unwrap();
        assert!(reverse_fee >= fee);
    }

    // -- calculate_fee_growth_inside -----------------------------------

    #[test]
    fn test_fee_growth_inside_current_in_range() {
        // global=100, lower_outside=10, upper_outside=20,
        // current between lower and upper.
        // below = lower_outside = 10
        // above = upper_outside = 20
        // inside = 100 - 10 - 20 = 70
        let inside = calculate_fee_growth_inside(100, 10, 20, -10, 10, 0);
        assert_eq!(inside, 70);
    }

    #[test]
    fn test_fee_growth_inside_current_below() {
        // current < tick_lower
        // below = global - lower_outside = 100 - 10 = 90
        // above = upper_outside = 20
        // inside = 100 - 90 - 20 = wrapping => u128::MAX - 9
        let inside = calculate_fee_growth_inside(100, 10, 20, 5, 10, 0);
        assert_eq!(inside, u128::MAX - 9);
    }

    #[test]
    fn test_fee_growth_inside_current_above() {
        // current >= tick_upper
        // below = lower_outside = 10
        // above = global - upper_outside = 100 - 20 = 80
        // inside = 100 - 10 - 80 = 10
        let inside = calculate_fee_growth_inside(100, 10, 20, -10, 5, 10);
        assert_eq!(inside, 10);
    }

    #[test]
    fn test_fee_growth_wrapping() {
        let global = 50u128;
        let lower_outside = 200u128;
        let inside = calculate_fee_growth_inside(global, lower_outside, 0, -10, 10, 0);
        assert_eq!(inside, global.wrapping_sub(lower_outside));
    }

    #[test]
    fn test_fee_growth_all_zero() {
        let inside = calculate_fee_growth_inside(0, 0, 0, -10, 10, 0);
        assert_eq!(inside, 0);
    }

    #[test]
    fn test_fee_growth_current_at_lower() {
        let inside = calculate_fee_growth_inside(100, 10, 20, 0, 10, 0);
        assert_eq!(inside, 70);
    }

    #[test]
    fn test_fee_growth_current_at_upper() {
        let inside = calculate_fee_growth_inside(100, 10, 20, -10, 5, 5);
        assert_eq!(inside, 10);
    }

    // -- tokens_owed ---------------------------------------------------

    #[test]
    fn test_tokens_owed_basic() {
        // delta = 2^64, liquidity = 1_000_000
        // owed = 2^64 * 1_000_000 / 2^64 = 1_000_000
        let owed = tokens_owed(1u128 << 64, 0, 1_000_000);
        assert_eq!(owed, 1_000_000);
    }

    #[test]
    fn test_tokens_owed_wrapping() {
        let current = 10u128;
        let last = u128::MAX - 4; // delta wraps to 15
        let owed = tokens_owed(current, last, 1u128 << 64);
        assert_eq!(owed, 15);
    }

    #[test]
    fn test_tokens_owed_zero_liquidity() {
        let owed = tokens_owed(100, 0, 0);
        assert_eq!(owed, 0);
    }

    #[test]
    fn test_tokens_owed_no_change() {
        let owed = tokens_owed(500, 500, 1_000_000);
        assert_eq!(owed, 0);
    }

    // ---- Deterministic RNG fuzz tests ----

    #[test]
    fn fuzz_fee_growth_inside_wrapping_identity() {
        use rand::Rng;
        let mut rng = rand::rng();
        for _ in 0..1000 {
            let fee_growth_global: u128 = rng.random();
            let fee_growth_outside_lower: u128 = rng.random();
            let fee_growth_outside_upper: u128 = rng.random();
            let tick_lower: i32 = rng.random_range(-443636..0);
            let tick_upper: i32 = rng.random_range(1..=443636);
            let tick_current: i32 = rng.random_range(tick_lower..=tick_upper);

            // Should never panic (wrapping arithmetic is valid for any u128)
            let _inside = calculate_fee_growth_inside(
                fee_growth_global,
                fee_growth_outside_lower,
                fee_growth_outside_upper,
                tick_lower,
                tick_upper,
                tick_current,
            );
        }
    }

    #[test]
    fn fuzz_fee_growth_inside_all_positions() {
        use rand::Rng;
        let mut rng = rand::rng();
        for _ in 0..1000 {
            let fee_growth_global: u128 = rng.random();
            let fee_growth_outside_lower: u128 = rng.random();
            let fee_growth_outside_upper: u128 = rng.random();
            let tick_lower: i32 = rng.random_range(-443636..0);
            let tick_upper: i32 = rng.random_range(1..=443636);

            // Test current below, inside, and above the range
            for &tick_current in &[
                tick_lower - 1,
                tick_lower,
                (tick_lower + tick_upper) / 2,
                tick_upper - 1,
                tick_upper,
            ] {
                let _inside = calculate_fee_growth_inside(
                    fee_growth_global,
                    fee_growth_outside_lower,
                    fee_growth_outside_upper,
                    tick_lower,
                    tick_upper,
                    tick_current,
                );
            }
        }
    }

    #[test]
    fn fuzz_tokens_owed_wrapping_no_panic() {
        use rand::Rng;
        let mut rng = rand::rng();
        for _ in 0..1000 {
            let current: u128 = rng.random();
            let last: u128 = rng.random();
            let liquidity: u128 = rng.random();
            // Should never panic even with extreme values
            let _owed = tokens_owed(current, last, liquidity);
        }
    }

    #[test]
    fn fuzz_fee_amount_from_input_valid_range() {
        use rand::Rng;
        let mut rng = rand::rng();
        for _ in 0..1000 {
            let amount: u64 = rng.random();
            let bps: u16 = rng.random_range(0..=MAX_FEE_BPS);
            let fee = fee_amount_from_input(amount, bps).unwrap();
            assert!(fee <= amount, "fee exceeds input: amount={amount}, bps={bps}, fee={fee}");
        }
    }

    #[test]
    fn fuzz_fee_amount_from_output_valid_range() {
        use rand::Rng;
        let mut rng = rand::rng();
        for _ in 0..1000 {
            let amount: u64 = rng.random();
            // fee_amount_from_output requires bps < 10000 (denominator != 0)
            let bps: u16 = rng.random_range(0..MAX_FEE_BPS);
            let result = fee_amount_from_output(amount, bps);
            // Should not panic; may return Err(Overflow) for extreme values
            if let Ok(fee) = result {
                if bps == 0 {
                    assert_eq!(fee, 0, "zero bps should yield zero fee");
                }
            }
        }
    }

    #[test]
    fn fuzz_fee_input_output_consistency() {
        use rand::Rng;
        let mut rng = rand::rng();
        for _ in 0..1000 {
            // Use moderate amounts to avoid overflow in fee_amount_from_output
            let input: u64 = rng.random_range(1..=1_000_000_000u64);
            let bps: u16 = rng.random_range(1..=9999);

            let fee_in = fee_amount_from_input(input, bps).unwrap();
            let net = input - fee_in;
            if net == 0 {
                continue;
            }
            // fee_from_output on net should cover at least fee_in (due to ceiling)
            let fee_out = fee_amount_from_output(net, bps).unwrap();
            assert!(
                fee_out >= fee_in,
                "output fee < input fee: input={input}, bps={bps}, fee_in={fee_in}, net={net}, \
                 fee_out={fee_out}"
            );
        }
    }
}