@dahlia-labs/stableswap-sdk
Version:
SDK for Mobius's StableSwap program.
59 lines • 2.56 kB
JavaScript
import { ONE, ZERO } from "@dahlia-labs/token-utils";
import JSBI from "jsbi";
const N_COINS = JSBI.BigInt(2); // n
const abs = (a) => {
if (JSBI.greaterThan(a, ZERO)) {
return a;
}
return JSBI.unaryMinus(a);
};
// maximum iterations of newton's method approximation
const MAX_ITERS = 20;
/**
* Compute the StableSwap invariant
* @param ampFactor Amplification coefficient (A)
* @param amountA Swap balance of token A
* @param amountB Swap balance of token B
* Reference: https://github.com/curvefi/curve-contract/blob/7116b4a261580813ef057887c5009e22473ddb7d/tests/simulation.py#L31
*/
export const computeD = (ampFactor, amountA, amountB) => {
const Ann = JSBI.multiply(ampFactor, N_COINS); // A*n^n
const S = JSBI.add(amountA, amountB); // sum(x_i), a.k.a S
if (JSBI.equal(S, ZERO)) {
return ZERO;
}
let dPrev = ZERO;
let d = S;
for (let i = 0; JSBI.greaterThan(abs(JSBI.subtract(d, dPrev)), ONE) && i < MAX_ITERS; i++) {
dPrev = d;
let dP = d;
dP = JSBI.divide(JSBI.multiply(dP, d), JSBI.multiply(amountA, N_COINS));
dP = JSBI.divide(JSBI.multiply(dP, d), JSBI.multiply(amountB, N_COINS));
const dNumerator = JSBI.multiply(d, JSBI.add(JSBI.multiply(Ann, S), JSBI.multiply(dP, N_COINS)));
const dDenominator = JSBI.add(JSBI.multiply(d, JSBI.subtract(Ann, ONE)), JSBI.multiply(dP, JSBI.add(N_COINS, ONE)));
d = JSBI.divide(dNumerator, dDenominator);
}
return d;
};
/**
* Compute Y amount in respect to X on the StableSwap curve
* @param ampFactor Amplification coefficient (A)
* @param x The quantity of underlying asset
* @param d StableSwap invariant
* Reference: https://github.com/curvefi/curve-contract/blob/7116b4a261580813ef057887c5009e22473ddb7d/tests/simulation.py#L55
*/
export const computeY = (ampFactor, x, d) => {
const Ann = JSBI.multiply(ampFactor, N_COINS); // A*n^n
// sum' = prod' = x
const b = JSBI.subtract(JSBI.add(x, JSBI.divide(d, Ann)), d); // b = sum' - (A*n**n - 1) * D / (A * n**n)
const c = JSBI.divide(JSBI.multiply(JSBI.multiply(d, // c = D ** (n + 1) / (n ** (2 * n) * prod' * A)
d), d), JSBI.multiply(N_COINS, JSBI.multiply(N_COINS, JSBI.multiply(x, Ann))));
let yPrev = ZERO;
let y = d;
for (let i = 0; i < MAX_ITERS && JSBI.greaterThan(abs(JSBI.subtract(y, yPrev)), ONE); i++) {
yPrev = y;
y = JSBI.divide(JSBI.add(JSBI.multiply(y, y), c), JSBI.add(JSBI.multiply(N_COINS, y), b));
}
return y;
};
//# sourceMappingURL=curve.js.map