  The D-instanton corrected hypermultiplet moduli space of type II string
theory compactified on a Calabi-Yau threefold is known in the type IIA picture
to be determined in terms of the generalized Donaldson-Thomas invariants,
through a twistorial construction. At the same time, in the mirror type IIB
picture, and in the limit where only D3-D1-D(-1)-instanton corrections are
retained, it should carry an isometric action of the S-duality group SL(2,Z).
We prove that this is the case in the one-instanton approximation, by
constructing a holomorphic action of SL(2,Z) on the linearized twistor space.
Using the modular invariance of the D4-D2-D0 black hole partition function, we
show that the standard Darboux coordinates in twistor space have modular
anomalies controlled by period integrals of a Siegel-Narain theta series, which
can be canceled by a contact transformation generated by a holomorphic mock
theta series.
