Liquidity.Party/lmsr-amm
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fixed-b

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tim
2025-10-24 20:01:24 -04:00
parent 2972152e58
commit 96dc134769
11 changed files with 421 additions and 253 deletions
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26
test/GasTest.sol
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@@ -114,6 +114,22 @@ contract GasTest is Test {
uint256 constant internal INIT_BAL = 1_000_000; // initial token units for each token (internal==amount when base==1)
uint256 constant internal BASE = 1; // use base=1 so internal amounts correspond to raw integers (Q64.64 units)
// Compute fixed b from a target slippage profile for a pool that will be initialized
// with numTokens tokens each deposited with INIT_BAL and BASE==1.
function _computeFixedB(uint256 numTokens) internal view returns (int128) {
// Size metric S = sum q_i (in 64.64) with q_i = INIT_BAL for each token (BASE == 1)
int128 S = ABDKMath64x64.fromUInt(numTokens * INIT_BAL);
// E = (1 - s*(n-1)) / (1 + s)
int128 one = ABDKMath64x64.fromInt(1);
int128 nMinus1 = ABDKMath64x64.fromUInt(numTokens - 1);
int128 numerator = one.sub(targetSlippage.mul(nMinus1));
int128 denominator = one.add(targetSlippage);
int128 E = numerator.div(denominator);
// y = -ln(E) / f, b = S / y
int128 y = ABDKMath64x64.ln(E).neg().div(tradeFrac);
return S.div(y);
}
/// @notice Helper function to create a pool with the specified number of _tokens
function createPool(uint256 numTokens) internal returns (PartyPool) {
// Deploy _tokens dynamically
@@ -139,9 +155,9 @@ contract GasTest is Test {
for (uint i = 0; i < tokens.length; i++) {
ierc20Tokens[i] = IERC20(tokens[i]);
}
// Compute kappa from slippage params and number of _tokens, then construct pool with kappa
int128 computedKappa = LMSRStabilized.computeKappaFromSlippage(ierc20Tokens.length, tradeFrac, targetSlippage);
PartyPool newPool = Deploy.newPartyPool(address(this), poolName, poolName, ierc20Tokens, bases, computedKappa, feePpm, feePpm, false);
// Compute fixed b from slippage and expected initial S, then construct pool with fixed b
int128 bFixed = _computeFixedB(ierc20Tokens.length);
PartyPool newPool = Deploy.newPartyPool(address(this), poolName, poolName, ierc20Tokens, bases, bFixed, feePpm, feePpm, false);
// Transfer initial deposit amounts into pool before initial mint
for (uint256 i = 0; i < numTokens; i++) {
@@ -180,8 +196,8 @@ contract GasTest is Test {
for (uint i = 0; i < tokens.length; i++) {
ierc20Tokens[i] = IERC20(tokens[i]);
}
int128 computedKappa = LMSRStabilized.computeKappaFromSlippage(ierc20Tokens.length, tradeFrac, targetSlippage);
PartyPool newPool = Deploy.newPartyPool(address(this), poolName, poolName, ierc20Tokens, bases, computedKappa, feePpm, feePpm, true);
int128 bFixed = _computeFixedB(ierc20Tokens.length);
PartyPool newPool = Deploy.newPartyPool(address(this), poolName, poolName, ierc20Tokens, bases, bFixed, feePpm, feePpm, true);
// Transfer initial deposit amounts into pool before initial mint
for (uint256 i = 0; i < numTokens; i++) {