Swap on CLMM

1. Pick the pool

A pair can have one pool per fee tier. Use the deepest one:

import { Powfi, PoolUtils, TickUtils, sortTokens } from '@alephium/powfi-sdk'

const powfi = Powfi.load({ networkId: 'mainnet', signer })

const configIndex = await powfi.clmm.findBestRoute(tokenIn, tokenOut)
const poolId = powfi.clmm.getPoolId(tokenIn, tokenOut, configIndex)
const state = await powfi.clmm.getPoolState(poolId)

2. Work out the direction

Direction is defined on the sorted pair: selling token0 is zeroForOne = true.

const [token0, token1] = sortTokens(tokenIn, tokenOut)
const zeroForOne = tokenIn === token0

3. Simulate and quote

Exact in
Exact out

const amountIn = 10n * 10n ** 18n

const sim = await powfi.clmm.simulateSwap({ configIndex, token0, token1, zeroForOne, amount: amountIn })
const amountOut = -PoolUtils.offlineSwap(sim, amountIn, sim.sqrtPriceX96)

const wantOut = 500n * 10n ** 6n
const amount = -wantOut // negative = exact-out

const sim = await powfi.clmm.simulateSwap({ configIndex, token0, token1, zeroForOne, amount })
const raw = PoolUtils.offlineSwap(sim, amount, sim.sqrtPriceX96)
const estimatedIn = raw < 0n ? -raw : raw

simulateSwap makes one node call and returns the tick-by-tick liquidity curve. offlineSwap replays it locally, so you can re-quote nearby amounts without another round trip, as long as the amount doesn’t walk past the last simulated row. Price before and after:

const d0 = state.token0Info.decimals, d1 = state.token1Info.decimals
const priceBefore = TickUtils.sqrtPriceX96ToPrice(state.sqrtPriceX96, d0, d1) // token1 per token0

4. Execute

In ClmmSwapRequest, token0 / token1 mean input / output, not sorted order.

Exact in
Exact out

const result = await powfi.clmm.swap({
  token0: tokenIn,
  token1: tokenOut,
  amount: amountIn,   // positive
  amountIn,           // attach exactly this much
  slippage: 50n,      // 0.5% price movement allowed
  routePlan: [configIndex]
})

const slippage = 50n
const result = await powfi.clmm.swap({
  token0: tokenIn,
  token1: tokenOut,
  amount: -wantOut,                                     // negative
  amountIn: estimatedIn + (estimatedIn * slippage) / 10_000n, // max input to attach
  slippage,
  routePlan: [configIndex]
})

Slippage becomes a sqrtPriceLimitX96: the swap fails if filling the full amount would move the price more than the tolerance. See CLMM: slippage on price.

clmm.swap() requires a full fill. If the price limit is reached before the whole amount is swapped, the transaction reverts with contract error 501 and no tokens move. Retry with a higher slippage or a smaller amount. (swapTo() is different: it stops at the target price and can fill partially by design.)

Multi-hop quotes

To quote A → B → C across two pools in the same fee tier, chain the simulations. The output of hop 1 becomes the exact-in amount of hop 2:

const q1 = await powfi.clmm.simulateSwap({ configIndex, token0: A, token1: B, zeroForOne: A < B, amount })
const out1 = -PoolUtils.offlineSwap(q1, amount, q1.sqrtPriceX96)

const q2 = await powfi.clmm.simulateSwap({ configIndex, token0: B, token1: C, zeroForOne: B < C, amount: out1 })
const out2 = -PoolUtils.offlineSwap(q2, out1, q2.sqrtPriceX96)

To simulate the whole path in one call, pass data: powfi.clmm.buildSwapPath(C, configIndex) and the second pool’s address in interestedContracts. clmm.swap() executes single-pool swaps only. For multi-hop execution, call the SwapWithoutAccount script from ClmmScripts with the same data.

Swap to a target price

const target = TickUtils.priceToSqrtPriceX96(0.051, d0, d1)
await powfi.clmm.swapTo({ tokenIn, tokenOut, configIndex, targetSqrtPriceX96: target, amountInMax })

The target must be on the correct side: selling token0 lowers the price, and selling token1 raises it.

SDK & API

Core concepts

Modules

Utilities

Guides

Reference

1. Pick the pool

2. Work out the direction

3. Simulate and quote

4. Execute

Multi-hop quotes

Swap to a target price

​1. Pick the pool

​2. Work out the direction

​3. Simulate and quote

​4. Execute

​Multi-hop quotes

​Swap to a target price

1. Pick the pool

2. Work out the direction

3. Simulate and quote

4. Execute

Multi-hop quotes

Swap to a target price