import { ONE, ZERO } from "@saberhq/token-utils"; const N_COINS = BigInt(2); // n const abs = (a: bigint): bigint => { if (a > ZERO) { return a; } return -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: bigint, amountA: bigint, amountB: bigint, ): bigint => { const Ann = ampFactor * N_COINS; // A*n^n const S = amountA + amountB; // sum(x_i), a.k.a S if (S === ZERO) { return ZERO; } let dPrev = ZERO; let d = S; for (let i = 0; abs(d - dPrev) > ONE && i < MAX_ITERS; i++) { dPrev = d; let dP = d; dP = (dP * d) / (amountA * N_COINS); dP = (dP * d) / (amountB * N_COINS); const dNumerator = d * (Ann * S + dP * N_COINS); const dDenominator = d * (Ann - ONE) + dP * (N_COINS + ONE); d = 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: bigint, x: bigint, d: bigint): bigint => { const Ann = ampFactor * N_COINS; // A*n^n // sum' = prod' = x const b = x + d / Ann - d; // b = sum' - (A*n**n - 1) * D / (A * n**n) // c = D ** (n + 1) / (n ** (2 * n) * prod' * A) const c = (d * d * d) / (N_COINS * (N_COINS * (x * Ann))); let yPrev = ZERO; let y = d; for (let i = 0; i < MAX_ITERS && abs(y - yPrev) > ONE; i++) { yPrev = y; y = (y * y + c) / (N_COINS * y + b); } return y; };