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removed state.nAssets

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tim
2025-10-29 19:35:41 -04:00
parent 20758cfb35
commit dd9b7474a6
9 changed files with 76 additions and 113 deletions
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48
src/LMSRStabilized.sol
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@@ -12,7 +12,6 @@ library LMSRStabilized {
using ABDKMath64x64 for int128;
struct State {
uint256 nAssets;
int128 kappa; // liquidity parameter κ (64.64 fixed point)
int128[] qInternal; // cached internal balances in 64.64 fixed-point format
}
@@ -28,8 +27,6 @@ library LMSRStabilized {
int128[] memory initialQInternal,
int128 kappa
) internal {
s.nAssets = initialQInternal.length;
// Initialize qInternal cache
if (s.qInternal.length != initialQInternal.length) {
s.qInternal = new int128[](initialQInternal.length);
@@ -98,7 +95,7 @@ library LMSRStabilized {
int128 a,
int128 limitPrice
) internal view returns (int128 amountIn, int128 amountOut) {
return swapAmountsForExactInput(s.nAssets, s.kappa, s.qInternal, i, j, a, limitPrice);
return swapAmountsForExactInput(s.kappa, s.qInternal, i, j, a, limitPrice);
}
/// @notice Pure version: Closed-form asset-i -> asset-j amountOut in 64.64 fixed-point format (fee-free kernel)
@@ -113,7 +110,6 @@ library LMSRStabilized {
///
/// NOTE: Kernel is fee-free; fees should be handled by the wrapper/token layer.
///
/// @param nAssets Number of assets in the pool
/// @param kappa Liquidity parameter κ (64.64 fixed point)
/// @param qInternal Cached internal balances in 64.64 fixed-point format
/// @param i Index of input asset
@@ -123,7 +119,6 @@ library LMSRStabilized {
/// @return amountIn Actual amount of input asset used (may be less than `a` if limited by price)
/// @return amountOut Amount of output asset j in 64.64 fixed-point format
function swapAmountsForExactInput(
uint256 nAssets,
int128 kappa,
int128[] memory qInternal,
uint256 i,
@@ -217,7 +212,7 @@ library LMSRStabilized {
uint256 j,
int128 limitPrice
) internal view returns (int128 amountIn, int128 amountOut) {
return swapAmountsForPriceLimit(s.nAssets, s.kappa, s.qInternal, i, j, limitPrice);
return swapAmountsForPriceLimit(s.kappa, s.qInternal, i, j, limitPrice);
}
/// @notice Pure version: Maximum input/output pair possible when swapping from asset i to asset j
@@ -226,7 +221,6 @@ library LMSRStabilized {
/// and the corresponding output amount (amountOut). If the output would exceed the
/// j-balance, amountOut is capped and amountIn is solved for the capped output.
///
/// @param nAssets Number of assets in the pool
/// @param kappa Liquidity parameter κ (64.64 fixed point)
/// @param qInternal Cached internal balances in 64.64 fixed-point format
/// @param i Index of input asset
@@ -235,7 +229,6 @@ library LMSRStabilized {
/// @return amountIn Maximum input amount in 64.64 fixed-point format that reaches the price limit
/// @return amountOut Corresponding maximum output amount in 64.64 fixed-point format
function swapAmountsForPriceLimit(
uint256 nAssets,
int128 kappa,
int128[] memory qInternal,
uint256 i,
@@ -318,7 +311,7 @@ library LMSRStabilized {
uint256 i,
int128 a
) internal view returns (int128 amountIn, int128 amountOut) {
return swapAmountsForMint(s.nAssets, s.kappa, s.qInternal, i, a);
return swapAmountsForMint(s.kappa, s.qInternal, i, a);
}
/// @notice Pure version: Compute LP-size increase when minting from a single-token input using bisection only.
@@ -327,7 +320,6 @@ library LMSRStabilized {
/// where x_j(α) is the input to swap i->j that yields y_j = α*q_j and
/// x_j = b * ln( r0_j / (r0_j + 1 - exp(y_j / b)) ), r0_j = exp((q_i - q_j)/b).
/// Bisection is used (no Newton) to keep implementation compact and gas-friendly.
/// @param nAssets Number of assets in the pool
/// @param kappa Liquidity parameter κ (64.64 fixed point)
/// @param qInternal Cached internal balances in 64.64 fixed-point format
/// @param i Index of input asset
@@ -335,13 +327,13 @@ library LMSRStabilized {
/// @return amountIn Actual amount of input consumed
/// @return amountOut LP size-metric increase (alpha * S)
function swapAmountsForMint(
uint256 nAssets,
int128 kappa,
int128[] memory qInternal,
uint256 i,
int128 a
) internal pure returns (int128 amountIn, int128 amountOut) {
require(i < nAssets, "LMSR: idx");
uint256 n = qInternal.length;
require(i < n, "LMSR: idx");
require(a > int128(0), "LMSR: amount <= 0");
int128 sizeMetric = _computeSizeMetric(qInternal);
@@ -351,8 +343,6 @@ library LMSRStabilized {
int128 invB = ABDKMath64x64.div(ONE, b);
int128 S = sizeMetric;
uint256 n = nAssets;
// Precompute r0_j = exp((q_i - q_j) / b) for all j to avoid recomputing during search.
int128[] memory r0 = new int128[](n);
for (uint256 j = 0; j < n; ) {
@@ -530,7 +520,7 @@ library LMSRStabilized {
uint256 i,
int128 alpha
) internal view returns (int128 amountOut, int128 amountIn) {
return swapAmountsForBurn(s.nAssets, s.kappa, s.qInternal, i, alpha);
return swapAmountsForBurn(s.kappa, s.qInternal, i, alpha);
}
/// @notice Pure version: Compute single-asset payout when burning a proportional share alpha of the pool.
@@ -542,7 +532,6 @@ library LMSRStabilized {
/// - cap output to q_local[i] when necessary (solve inverse for input used)
/// Treat any per-asset rhs<=0 as "this asset contributes zero" (do not revert).
/// Revert only if the final single-asset payout is zero.
/// @param nAssets Number of assets in the pool
/// @param kappa Liquidity parameter κ (64.64 fixed point)
/// @param qInternal Cached internal balances in 64.64 fixed-point format
/// @param i Index of output asset
@@ -550,13 +539,11 @@ library LMSRStabilized {
/// @return amountOut Amount of asset i received (in 64.64 fixed-point)
/// @return amountIn LP size-metric redeemed (alpha * S)
function swapAmountsForBurn(
uint256 nAssets,
int128 kappa,
int128[] memory qInternal,
uint256 i,
int128 alpha
) internal pure returns (int128 amountOut, int128 amountIn) {
require(i < nAssets, "LMSR: idx");
require(alpha > int128(0) && alpha <= ONE, "LMSR: alpha");
int128 sizeMetric = _computeSizeMetric(qInternal);
@@ -565,7 +552,7 @@ library LMSRStabilized {
require(b > int128(0), "LMSR: b<=0");
int128 invB = ABDKMath64x64.div(ONE, b);
uint256 n = nAssets;
uint256 n = qInternal.length;
// Size metric and burned size (amountIn returned)
int128 S = sizeMetric;
@@ -675,7 +662,6 @@ library LMSRStabilized {
int128 amountIn,
int128 amountOut
) internal {
require(i < s.nAssets && j < s.nAssets, "LMSR: idx");
require(amountIn > int128(0), "LMSR: amountIn <= 0");
require(amountOut > int128(0), "LMSR: amountOut <= 0");
@@ -690,15 +676,14 @@ library LMSRStabilized {
/// Updates the internal qInternal cache with the new balances
/// @param newQInternal New asset quantities after mint/redeem (64.64 format)
function updateForProportionalChange(State storage s, int128[] memory newQInternal) internal {
require(newQInternal.length == s.nAssets, "LMSR: length mismatch");
// Compute new total for validation
int128 newTotal = _computeSizeMetric(newQInternal);
require(newTotal > int128(0), "LMSR: new total zero");
// Update the cached qInternal with new values
for (uint i = 0; i < s.nAssets; ) {
uint256 n = newQInternal.length;
for (uint i = 0; i < n; ) {
s.qInternal[i] = newQInternal[i];
unchecked { i++; }
}
@@ -775,19 +760,17 @@ library LMSRStabilized {
/// @notice Marginal price of `base` in terms of `quote` (p_quote / p_base) as Q64.64
/// @dev Returns exp((q_quote - q_base) / b). Indices must be valid and b > 0.
function price(State storage s, uint256 baseTokenIndex, uint256 quoteTokenIndex) internal view returns (int128) {
return price(s.nAssets, s.kappa, s.qInternal, baseTokenIndex, quoteTokenIndex);
return price(s.kappa, s.qInternal, baseTokenIndex, quoteTokenIndex);
}
/// @notice Pure version: Marginal price of `base` in terms of `quote` (p_quote / p_base) as Q64.64
/// @dev Returns exp((q_quote - q_base) / b). Indices must be valid and b > 0.
/// @param nAssets Number of assets in the pool
/// @param kappa Liquidity parameter κ (64.64 fixed point)
/// @param qInternal Cached internal balances in 64.64 fixed-point format
/// @param baseTokenIndex Index of base token
/// @param quoteTokenIndex Index of quote token
/// @return Price in 64.64 fixed-point format
function price(uint256 nAssets, int128 kappa, int128[] memory qInternal, uint256 baseTokenIndex, uint256 quoteTokenIndex) internal pure returns (int128) {
require(baseTokenIndex < nAssets && quoteTokenIndex < nAssets, "LMSR: idx");
function price(int128 kappa, int128[] memory qInternal, uint256 baseTokenIndex, uint256 quoteTokenIndex) internal pure returns (int128) {
int128 sizeMetric = _computeSizeMetric(qInternal);
require(sizeMetric > int128(0), "LMSR: size metric zero");
int128 b = kappa.mul(sizeMetric);
@@ -803,18 +786,16 @@ library LMSRStabilized {
/// @notice Price of one unit of the LP size-metric (S = sum q_i) denominated in `quote` asset (Q64.64)
/// @dev Computes: poolPrice_quote = (1 / S) * sum_j q_j * exp((q_j - q_quote) / b)
function poolPrice(State storage s, uint256 quoteTokenIndex) internal view returns (int128) {
return poolPrice(s.nAssets, s.kappa, s.qInternal, quoteTokenIndex);
return poolPrice(s.kappa, s.qInternal, quoteTokenIndex);
}
/// @notice Pure version: Price of one unit of the LP size-metric (S = sum q_i) denominated in `quote` asset (Q64.64)
/// @dev Computes: poolPrice_quote = (1 / S) * sum_j q_j * exp((q_j - q_quote) / b)
/// @param nAssets Number of assets in the pool
/// @param kappa Liquidity parameter κ (64.64 fixed point)
/// @param qInternal Cached internal balances in 64.64 fixed-point format
/// @param quoteTokenIndex Index of quote token
/// @return Pool price in 64.64 fixed-point format
function poolPrice(uint256 nAssets, int128 kappa, int128[] memory qInternal, uint256 quoteTokenIndex) internal pure returns (int128) {
require(quoteTokenIndex < nAssets, "LMSR: idx");
function poolPrice(int128 kappa, int128[] memory qInternal, uint256 quoteTokenIndex) internal pure returns (int128) {
// Compute b and ensure positivity
int128 sizeMetric = _computeSizeMetric(qInternal);
require(sizeMetric > int128(0), "LMSR: size metric zero");
@@ -830,7 +811,7 @@ library LMSRStabilized {
// Accumulate weighted exponentials: sum_j q_j * exp((q_j - q_quote) / b)
int128 acc = int128(0);
uint256 n = nAssets;
uint256 n = qInternal.length;
for (uint256 j = 0; j < n; ) {
// factor = exp((q_j - q_quote) / b)
int128 factor = _exp(qInternal[j].sub(qInternal[quoteTokenIndex]).mul(invB));
@@ -917,7 +898,6 @@ library LMSRStabilized {
/// This resets the state so the pool can be re-initialized by init(...) on next mint.
function deinit(State storage s) internal {
// Reset core state
s.nAssets = 0;
s.kappa = int128(0);
// Clear qInternal array