feat: rust lst price

Author: codewithgun

CHANGELOG.md

@@ -33,6 +33,7 @@ and this project adheres to [Semantic Versioning](https://semver.org/spec/v2.0.0
 
 ### Changed
 
+- improve stake pool price
 - `createCustomizablePermissionlessConstantProductPool` function `customizableParams` now require `feeCurve`. See [test](./ts-client/src/amm/tests/initializeCustomizablePermissionlessConstantProductPool.test.ts) example.
 - `createCustomizablePermissionlessConstantProductPool` function `customizableParams` no longer need to pass in `padding`
 - `calculateTradingFee` and `calculateProtocolTradingFee` function receive `PoolFees` instead of `PoolState`

dynamic-amm-quote/src/depeg/spl_stake.rs

@@ -6,9 +6,33 @@ use std::convert::TryInto;
 pub fn get_virtual_price(bytes: &[u8]) -> Option<u64> {
     let stake: StakePool = borsh0_10::try_from_slice_unchecked(bytes).ok()?;
 
-    let virtual_price = (stake.total_lamports as u128)
-        .checked_mul(depeg::PRECISION as u128)?
-        .checked_div(stake.pool_token_supply as u128)?;
+    let total_lamports: u128 = stake.total_lamports.into();
+    let pool_token_supply: u128 = stake.pool_token_supply.into();
+
+    // may be higher if we apply deposit fee
+    let deposit_price = total_lamports
+        .checked_mul(depeg::PRECISION.into())?
+        .checked_div(pool_token_supply)?;
+
+    let withdraw_fee_denominator: u128 = stake.sol_withdrawal_fee.denominator.into();
+    let withdraw_fee_numerator: u128 = stake.sol_withdrawal_fee.numerator.into();
+
+    // sanity check
+    if withdraw_fee_denominator <= withdraw_fee_numerator.checked_mul(10)? {
+        return deposit_price.try_into().ok();
+    }
+
+    let withdraw_price = total_lamports
+        .checked_mul(withdraw_fee_denominator.checked_sub(withdraw_fee_numerator)?)?
+        .checked_mul(depeg::PRECISION.into())?
+        .checked_div(withdraw_fee_denominator)?
+        .checked_div(pool_token_supply)?;
+
+    // deposit price has weight more than 3 times with withdraw price
+    let virtual_price = deposit_price
+        .checked_mul(3)?
+        .checked_add(withdraw_price)?
+        .checked_div(4)?;
 
     virtual_price.try_into().ok()
 }

ts-client/package.json

@@ -1,12 +1,12 @@
 {
   "name": "@meteora-ag/dynamic-amm-sdk",
-  "version": "1.3.1",
+  "version": "1.3.2",
   "description": "Meteora Dynamic Amm SDK is a typescript library that allows you to interact with Meteora's AMM.",
   "main": "dist/cjs/index.js",
   "module": "dist/esm/index.js",
   "scripts": {
     "build": "rm -rf dist && tsc -p tsconfig.build.json && tsc -p tsconfig.esm.json",
-    "test": "jest ./src/amm/tests/initializeCustomizablePermissionlessConstantProductPool.test.ts --runInBand"
+    "test": "jest ./src/amm/tests/*.test.ts --runInBand"
   },
   "files": [
     "dist"