This is a Javascript library containing functions useful for creating and interacting with EulerSwap instances.
You can copy the files in src/ into your project, or submodule it in. You can import individual functions, or everything at once like so:
import * as LibEulerSwap from "../lib/euler-swap-jslib/src/LibEulerSwap";
The only dependency is on viem.
This function mines a salt that will return an Uniswap4 hook-compatible address. It returns both the resulting address and the salt.
readClient should be a viem publicClient, which is needed to read the implementation address from the factory.
params should be an object containing the EulerSwap construction parameters, for example:
{
"vault0": "0xF9Ec57D2436177B4Decf90Ef9EdffCef0cC0EE25",
"vault1": "0x3b3112c4376d037822DECFf3Fe6CD30E1E726517",
"eulerAccount": "0xf39Fd6e51aad88F6F4ce6aB8827279cffFb92266",
"equilibriumReserve0": "99151798335",
"equilibriumReserve1": "22627333318631539267",
"priceX": "1000000000000000000",
"priceY": "2864593227",
"concentrationX": "950000000000000000",
"concentrationY": "950000000000000000",
"fee": "100000000000000",
"protocolFee": "0",
"protocolFeeRecipient": "0x0000000000000000000000000000000000000000"
}
This function is used internally by genAddress but is exposed in case it is useful in some other context.
Given a curve point indicated by two reserve values, returns the marginal price on the curve at this point. The price is returned as a 10**18 scaled fraction.
Given a curve point indicated by two reserve values, returns the marginal price on the curve at this point. The price is returned as a 10**27 scaled fraction.
Given a marginal price for a point on the curve, returns the two reserves of that point. The price input is a 10**18 scaled fraction.
Given a marginal price for a point on the curve, returns the two reserves of that point. The price input is a 10**27 scaled fraction.
Returns true if the point is on or above the curve specified by params. If true, it means that the EulerSwap contract would accept this point as a valid point after a swap.
Returns true if the point is exactly on the curve specified by params. This means that the point both satisifies verifyPoint(), and you could not subtract even 1 from either reserve value without causing verifyPoint() to fail.
When creating an EulerSwap instance, the initial current reserves must satisfy this function.
This function takes a point that is on or above the curve, and reduces the reserves until they are exactly on the curve.
In other words, it takes a point that satisfies verifyPoint() and moves the point down and to the left until it also satisifies verifyOnCurveExact().
Given a price expressed as a JS Number, it returns a numerator and denominator representing a corresponding fraction that can be supplied as the curve's priceX and priceY parameters.
It also scales the numbers to account for the two vault's decimals.
These are the low-level math functions used by the pricing helper functions, and may useful for other purposes. In general they follow the conventions from CurveLib.sol in the contracts.
The fundamental "EulerSwap Curve" equation. Returns y given x and curve parameters.
Verifies that point (x, y) is on or above the curve.
The derivative of f(). Useful for computing the marginal price at given curve points.
The derivative of f(). Useful for computing the marginal price at given curve points. The output is a 10**27 scaled fraction.
The inverse function of f. Useful for determining how much to swap while staying below/above a target marginal price.
(C) 2025 Euler Labs
MIT license