Balancer Maths TS

Typescript implementation of maths for Balancer pools. Also published as a package on NPM.

Hooks Support

Hooks are supported on a case by case basis.

When a pool has a hook type included in the PoolState a HookState must also be passed as an input to any Vault operation. See Remove Liquidity example below.

Currently supported hooks:

* ExitFeeHook
* This hook implements the ExitFeeHookExample found in mono-repo

Examples

$3

``typescript
const vault = new Vault();

const pool = {
chainId: '11155111',
blockNumber: '5955146',
poolType: 'WEIGHTED',
poolAddress: '0x204d4194e4e42364e3d1841d0a9b1ef857879c31',
tokens: [
'0x7b79995e5f793A07Bc00c21412e50Ecae098E7f9',
'0xb19382073c7A0aDdbb56Ac6AF1808Fa49e377B75'
],
scalingFactors: [ 1000000000000000000n, 1000000000000000000n ],
weights: [ 500000000000000000n, 500000000000000000n ],
swapFee: 1000000000000000n,
balances: [ 64604926441576011n, 46686842105263157924n ],
tokenRates: [ 1000000000000000000n, 1000000000000000000n ],
totalSupply: 1736721048412749353n
};

const calculatedAmount = vault.swap(
{
amountRaw,
tokenIn,
tokenOut,
swapKind,
},
pool,
);
`

$3

`typescript
const vault = new Vault();

const pool = {
chainId: '11155111',
blockNumber: '5955145',
poolType: 'WEIGHTED',
poolAddress: '0x204d4194e4e42364e3d1841d0a9b1ef857879c31',
tokens: [
'0x7b79995e5f793A07Bc00c21412e50Ecae098E7f9',
'0xb19382073c7A0aDdbb56Ac6AF1808Fa49e377B75'
],
scalingFactors: [ 1000000000000000000n, 1000000000000000000n ],
weights: [ 500000000000000000n, 500000000000000000n ],
swapFee: 0n,
balances: [ 64604926441576011n, 46686842105263157924n ],
tokenRates: [ 1000000000000000000n, 1000000000000000000n ],
totalSupply: 1736721048412749353n
}

const calculatedAmounts = vault.addLiquidity(
{
pool: pool.poolAddress,
maxAmountsIn: inputAmountsRaw,
minBptAmountOut: bptOutRaw,
kind,
},
pool,
);
`

$3

This example shows how to calculate the result of a remove liqudity operation when the pool is registered with the ExitFee hook.

`typescript
const vault = new Vault();

const poolState = {
poolType: 'WEIGHTED',
hookType: 'ExitFee',
chainId: '11155111',
blockNumber: '5955145',
poolAddress: '0x03722034317d8fb16845213bd3ce15439f9ce136',
tokens: [
'0x7b79995e5f793A07Bc00c21412e50Ecae098E7f9',
'0xb19382073c7A0aDdbb56Ac6AF1808Fa49e377B75',
],
scalingFactors: [1000000000000000000n, 1000000000000000000n],
weights: [500000000000000000n, 500000000000000000n],
swapFee: 100000000000000000n,
aggregateSwapFee: 0n,
balancesLiveScaled18: [5000000000000000n, 5000000000000000000n],
tokenRates: [1000000000000000000n, 1000000000000000000n],
totalSupply: 158113883008415798n,
};

const inputHookState = {
removeLiquidityHookFeePercentage: 0n,
tokens: poolState.tokens,
};

const removeLiquidityInput = {
pool: '0xb2456a6f51530053bc41b0ee700fe6a2c37282e8',
minAmountsOutRaw: [1n, 1n],
maxBptAmountInRaw: 10000000000000n,
kind: RemoveKind.PROPORTIONAL,
};

const outPutAmount = vault.removeLiquidity(
{
pool: pool.poolAddress,
minAmountsOutRaw: amountsOutRaw,
maxBptAmountInRaw: bptInRaw,
kind,
},
pool,
inputHookState
);
``