62 Commits

Author SHA1 Message Date
tim
dc7df27676 failed attempt to save even more gas in balanced pair by interpolating from a lookup table 2025-10-24 01:17:21 -04:00
tim
9796a4345f pool_design.py 2025-10-23 17:29:21 -04:00
c5be9a3aee comment update 2025-10-23 21:27:43 +00:00
8dbdcfa4c6 Update adhoc_scripts/get_quotes.js 2025-10-23 21:24:38 +00:00
68db51a560 Add adhoc_script/swap_sim.js 2025-10-23 21:23:45 +00:00
tim
083773b232 signature upload; Sepolia deployment files 2025-10-23 14:51:03 -04:00
tim
2e61235b68 admin can change protocol fee address 2025-10-22 11:04:11 -04:00
tim
903f65327a Sepolia redeployment 2025-10-21 15:28:38 -04:00
tim
538f778f51 event changes: SwapMint/BurnSwap replace rather than augment the regular Mint/Burn events; All swapping events have lpFee and protocolFee 2025-10-21 14:42:40 -04:00
tim
11ae6f2a4b Sepolia redeploy 2025-10-20 18:21:50 -04:00
tim
316da25f5b Kill event; mock fix 2025-10-20 13:51:03 -04:00
tim
12fc43f999 flash loan initiator fix 2025-10-20 12:25:30 -04:00
tim
52c923baee changed basis to be different than decimals in a couple mock pools 2025-10-20 12:15:58 -04:00
tim
b64f5f6648 contract size fix 2025-10-19 15:46:41 -04:00
tim
d55be28cba ownership & killable 2025-10-19 13:35:33 -04:00
tim
5aa0032be0 bin/mock slow 2025-10-16 19:01:58 -04:00
tim
55306dff9c deployed to Sepolia 2025-10-16 16:17:11 -04:00
tim
e948067167 deployed to Sepolia; liqp-deployments.json 2025-10-16 16:16:41 -04:00
tim
38371614fc mock sets up three pools including a stablecoin pair pool and a pool with native wrapper token 2025-10-15 14:55:15 -04:00
tim
d9e6191d6e foundry.lock 2025-10-15 11:32:51 -04:00
tim
ead004d631 styling consistency 2025-10-15 11:19:36 -04:00
tim
7ac4cdc8f6 native currency fixes 2025-10-14 21:13:38 -04:00
tim
96535ed005 native currency fixes 2025-10-14 20:54:15 -04:00
tim
308227f251 autowrap; sendAmounts() restored 2025-10-14 19:59:38 -04:00
tim
eab01554e1 more gas optimization; protocol fee enabled by default in tests 2025-10-14 14:53:22 -04:00
tim
dd009cb561 raw gas data checked in 2025-10-14 12:51:38 -04:00
tim
fb6455f7bf IPartyPoolViewer 2025-10-13 15:17:42 -04:00
tim
878617c483 foundry.toml update for [profile.lint] 2025-10-13 12:21:32 -04:00
tim
1ea30cfd8c whitepaper updates 2025-10-08 12:07:19 -04:00
tim
923d9b93e7 removed tax coin support 2025-10-07 17:09:24 -04:00
tim
12957aaa51 flashLoan gas test 2025-10-07 15:57:04 -04:00
tim
457385e692 flashLoan protocol fee 2025-10-07 15:46:51 -04:00
tim
2d45296406 DeployMock creates viewer 2025-10-07 15:02:43 -04:00
tim
104c279123 deployable sizes 2025-10-07 14:50:36 -04:00
tim
98e80ab6ca delegated reentrancy lock 2025-10-07 14:37:44 -04:00
tim
ef039aa57e flashLoan rewritten as ERC-3156 2025-10-07 14:12:27 -04:00
tim
677ce4886c PartyPoolView 2025-10-07 12:36:24 -04:00
tim
20af14c872 proxied swapToLimit 2025-10-06 17:38:47 -04:00
tim
63f6e66d08 PartyPoolBalancedPair as subclass 2025-10-06 16:09:34 -04:00
tim
0049d27c90 removed console logs 2025-10-03 13:50:41 -04:00
tim
b126c52c7c swapMintImpl moved into mintImpl 2025-10-03 13:42:28 -04:00
tim
2e675bceb9 ERC functionality split into internal/external 2025-10-03 12:48:45 -04:00
tim
269236cfba whitepaper rough draft 2025-10-03 12:14:13 -04:00
tim
c002d26daf protocol fees 2025-10-02 16:43:02 -04:00
tim
b7e1b1cac2 LMSRStabilized pure refactor; swapMintAmounts 2025-10-01 17:09:42 -04:00
tim
5a2e7039d1 LMSRStabilized pure refactor; swapMintAmounts 2025-10-01 17:08:02 -04:00
tim
a6f6fd034c bugfix 2025-10-01 15:22:04 -04:00
tim
d46e60f83c bugfix 2025-10-01 15:20:02 -04:00
tim
3a5f0842b3 burnAmounts 2025-10-01 15:17:48 -04:00
tim
40e1d25e72 mintAmounts 2025-10-01 15:02:11 -04:00
tim
5ce14ab2e1 linted 2025-09-30 15:42:52 -04:00
tim
91e6a916ac burnSwap fees 2025-09-29 16:10:30 -04:00
tim
28b9474363 PartyPoolMintImpl 2025-09-26 11:48:01 -04:00
tim
9cac58013b refactor PartyPoolSwapMintImpl 2025-09-25 21:46:59 -04:00
tim
6edad6e510 uniswap v4 gas histogram 2025-09-25 18:39:29 -04:00
tim
b5eab7dad1 pure kappa formulation: target slippage extracted into pool creator code 2025-09-23 19:08:14 -04:00
tim
cd663105f4 marginal price views 2025-09-20 16:18:41 -04:00
tim
10d432070d PartyPlanner; chain.json 2025-09-20 16:04:31 -04:00
tim
9fe0179e6a doc improvements 2025-09-19 12:04:15 -04:00
tim
3eba6412a6 balanced pair optimization 2025-09-18 22:16:01 -04:00
tim
a96b494cef gas test 2025-09-18 19:24:09 -04:00
tim
bd210b56ff gas test 2025-09-18 19:23:31 -04:00
135 changed files with 7342 additions and 1872 deletions

23
.gitignore vendored
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@@ -1,13 +1,14 @@
# Compiler files
cache/
out/
/cache/
/out/
docs/
log/
.env
.idea
/log/
/.env
/.env-*
/.idea/
# Ignores development broadcast logs
!/broadcast
/broadcast/*/31337/
/broadcast/**/dry-run/
/broadcast
*secret*
# This file is only used by DeployMock
/liqp-deployments.json

View File

@@ -1,5 +1,4 @@
#!/bin/bash
CODE_SIZE_LIMIT=65000
# Dev account #0
#PRIVATE_KEY=0xac0974bec39a17e36ba4a6b4d238ff944bacb478cbed5efcae784d7bf4f2ff80
# Dev account #4
@@ -10,6 +9,11 @@ cleanup() {
kill $ANVIL_PID 2>/dev/null
}
err() {
cleanup
exit $1
}
# Set up trap to handle script exit
trap cleanup EXIT
@@ -17,7 +21,8 @@ trap cleanup EXIT
mkdir -p log
# Run anvil in background and redirect output to log file
anvil --code-size-limit ${CODE_SIZE_LIMIT} | tee log/anvil.txt &
# shellcheck disable=SC2086
anvil | tee log/anvil.txt &
ANVIL_PID=$!
# Function to check if string exists in file
@@ -38,7 +43,12 @@ while ! check_string "Listening on" "log/anvil.txt"; do
fi
done
forge script --code-size-limit ${CODE_SIZE_LIMIT} --private-key ${PRIVATE_KEY} DeployMock --fork-url http://localhost:8545 --broadcast "$@"
forge script --private-key ${PRIVATE_KEY} DeployMock --fork-url http://localhost:8545 --broadcast "$@" || err 1
if [ "$1" = "slow" ]; then
echo "SLOW MODE: Setting mining mode to 12-second intervals."
cast rpc evm_setIntervalMining 12
fi
echo "Press Ctrl+C to exit..."
while true; do

138
bin/sepolia-deploy Executable file
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@@ -0,0 +1,138 @@
#!/bin/bash
CHAINID=11155111
DEPLOY_SCRIPT=DeploySepolia
if [ -z "$SEPOLIA_RPC_URL" ]; then
echo "Usage: SEPOLIA_RPC_URL environment variable must be set"
exit 1
fi
RPC=${SEPOLIA_RPC_URL}
if [ -z "$PRIVATE_KEY" ]; then
echo "Usage: PRIVATE_KEY environment variable must be set"
exit 1
fi
if [ -z "$ETHERSCAN_API_KEY" ]; then
echo "Usage: ETHERSCAN_API_KEY environment variable must be set"
exit 1
fi
if [ "$1" == "broadcast" ]; then
# BROADCAST=(--broadcast --verify --etherscan-api-key "$ETHERSCAN_API_KEY")
# use --slow to avoid triggering rate limits
BROADCAST=(--slow --broadcast --verify --etherscan-api-key "$ETHERSCAN_API_KEY")
else
BROADCAST=()
fi
if [ "$1" != "record" ]; then
forge clean
forge script --fork-url "$RPC" --private-key "$PRIVATE_KEY" "${BROADCAST[@]}" script/DeploySepolia.sol || exit 1
fi
# Update the liqp-deployments.json file if the contracts were broadcast or record was requested
if [ "$1" == "broadcast" ] || [ "$1" == "record" ]; then
METADATA_FILE=deployment/liqp-deployments.json
else
METADATA_FILE=./liqp-deployments.json
fi
address() {
if [ -z "$1" ]; then
echo ""
else
cast --to-checksum-address "$1"
fi
}
contract() {
address "$(jq -r ".transactions[] | select(.contractName == \"$1\" and .transactionType == \"CREATE\") | .contractAddress" broadcast/${DEPLOY_SCRIPT}.sol/${CHAINID}/run-latest.json)"
}
token() {
address "$(jq -r ".transactions[] | select(.contractName == \"MockERC20\" and .transactionType == \"CREATE\" and (.arguments | contains([\"$1\"]))) | .contractAddress" broadcast/${DEPLOY_SCRIPT}.sol/${CHAINID}/run-latest.json)"
}
PARTY_PLANNER=$(contract PartyPlanner)
PARTY_POOL_VIEWER=$(contract PartyPoolViewer)
PARTY_POOL_MINT_IMPL=$(contract PartyPoolMintImpl)
PARTY_POOL_SWAP_IMPL=$(contract PartyPoolSwapImpl)
PARTY_POOL_DEPLOYER=$(contract PartyPoolDeployer)
PARTY_POOL_BP_DEPLOYER=$(contract PartyPoolBalancedPairDeployer)
USXD=$(token USXD)
FUSD=$(token FUSD)
DIVE=$(token DIVE)
BUTC=$(token BUTC)
WTETH=$(token WTETH)
OUT=deployment/$CHAINID/v1
mkdir -p $OUT
cp -r out $OUT/
# Build and insert the JSON object directly in jq
jq -n \
--arg chainId "$CHAINID" \
--arg partyPlanner "$PARTY_PLANNER" \
--arg partyPoolViewer "$PARTY_POOL_VIEWER" \
--arg partyPoolMintImpl "$PARTY_POOL_MINT_IMPL" \
--arg partyPoolSwapImpl "$PARTY_POOL_SWAP_IMPL" \
--arg partyPoolDeployer "$PARTY_POOL_DEPLOYER" \
--arg partyPoolBPDeployer "$PARTY_POOL_BP_DEPLOYER" \
--arg usxd "$USXD" \
--arg fusd "$FUSD" \
--arg dive "$DIVE" \
--arg butc "$BUTC" \
--arg wteth "$WTETH" \
'
{
v1: {
PartyPlanner: $partyPlanner,
PartyPoolViewer: $partyPoolViewer,
PartyPoolMintImpl: $partyPoolMintImpl,
PartyPoolSwapImpl: $partyPoolSwapImpl,
PartyPoolDeployer: $partyPoolDeployer,
PartyPoolBalancedPairDeployer: $partyPoolBPDeployer,
USXD: $usxd,
FUSD: $fusd,
DIVE: $dive,
BUTC: $butc,
WTETH: $wteth
}
} as $entry |
(try (input | . + {($chainId): $entry}) catch {($chainId): $entry})
' "$METADATA_FILE" 2>/dev/null > "${METADATA_FILE}.tmp" && mv "${METADATA_FILE}.tmp" "$METADATA_FILE" || \
jq -n \
--arg chainId "$CHAINID" \
--arg partyPlanner "$PARTY_PLANNER" \
--arg partyPoolViewer "$PARTY_POOL_VIEWER" \
--arg partyPoolMintImpl "$PARTY_POOL_MINT_IMPL" \
--arg partyPoolSwapImpl "$PARTY_POOL_SWAP_IMPL" \
--arg partyPoolDeployer "$PARTY_POOL_DEPLOYER" \
--arg partyPoolBPDeployer "$PARTY_POOL_BP_DEPLOYER" \
--arg usxd "$USXD" \
--arg fusd "$FUSD" \
--arg dive "$DIVE" \
--arg butc "$BUTC" \
--arg wteth "$WTETH" \
'{($chainId): {
v1: {
PartyPlanner: $partyPlanner,
PartyPoolViewer: $partyPoolViewer,
PartyPoolMintImpl: $partyPoolMintImpl,
PartyPoolSwapImpl: $partyPoolSwapImpl,
PartyPoolDeployer: $partyPoolDeployer,
PartyPoolBalancedPairDeployer: $partyPoolBPDeployer,
USXD: $usxd,
FUSD: $fusd,
DIVE: $dive,
BUTC: $butc,
WTETH: $wteth
}
}}' > "$METADATA_FILE"
echo "Wrote $METADATA_FILE"

2
bin/signature-upload Executable file
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@@ -0,0 +1,2 @@
#!/bin/bash
forge selectors upload --all

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@@ -0,0 +1 @@
{"abi":[],"bytecode":{"object":"0x6080806040523460175760399081601c823930815050f35b5f80fdfe5f80fdfea264697066735822122057dfc406d135bbbd662b6329b3654145fbb6deac545bf953b3306cd6af0898d864736f6c634300081e0033","sourceMap":"666:24871:0:-:0;;;;;;;;;;;;;;;;;;;;;","linkReferences":{}},"deployedBytecode":{"object":"0x5f80fdfea264697066735822122057dfc406d135bbbd662b6329b3654145fbb6deac545bf953b3306cd6af0898d864736f6c634300081e0033","sourceMap":"666:24871:0:-:0;;","linkReferences":{}},"methodIdentifiers":{},"rawMetadata":"{\"compiler\":{\"version\":\"0.8.30+commit.73712a01\"},\"language\":\"Solidity\",\"output\":{\"abi\":[],\"devdoc\":{\"kind\":\"dev\",\"methods\":{},\"version\":1},\"userdoc\":{\"kind\":\"user\",\"methods\":{},\"notice\":\"Smart contract library of mathematical functions operating with signed 64.64-bit fixed point numbers. Signed 64.64-bit fixed point number is basically a simple fraction whose numerator is signed 128-bit integer and denominator is 2^64. As long as denominator is always the same, there is no need to store it, thus in Solidity signed 64.64-bit fixed point numbers are represented by int128 type holding only the numerator.\",\"version\":1}},\"settings\":{\"compilationTarget\":{\"lib/abdk-libraries-solidity/ABDKMath64x64.sol\":\"ABDKMath64x64\"},\"evmVersion\":\"prague\",\"libraries\":{},\"metadata\":{\"bytecodeHash\":\"ipfs\"},\"optimizer\":{\"enabled\":true,\"runs\":100000000},\"remappings\":[\":@abdk/=lib/abdk-libraries-solidity/\",\":@openzeppelin/=lib/openzeppelin-contracts/\",\":abdk-libraries-solidity/=lib/abdk-libraries-solidity/\",\":erc4626-tests/=lib/openzeppelin-contracts/lib/erc4626-tests/\",\":forge-std/=lib/forge-std/src/\",\":halmos-cheatcodes/=lib/openzeppelin-contracts/lib/halmos-cheatcodes/src/\",\":openzeppelin-contracts/=lib/openzeppelin-contracts/\"],\"viaIR\":true},\"sources\":{\"lib/abdk-libraries-solidity/ABDKMath64x64.sol\":{\"keccak256\":\"0x1364fdc24192b982f647c7fc68dcb2f6fc1b5e201843e773144bd23a76cb3b97\",\"license\":\"BSD-4-Clause\",\"urls\":[\"bzz-raw://490712cc07db32f274899b17aade9c975f06010848c21500b8a5ead6898e09c7\",\"dweb:/ipfs/QmZMPKjDgwCFSGdLWJW6g5E7hDLByA9hNjXzAwJ4GKTZvN\"]}},\"version\":1}","metadata":{"compiler":{"version":"0.8.30+commit.73712a01"},"language":"Solidity","output":{"abi":[],"devdoc":{"kind":"dev","methods":{},"version":1},"userdoc":{"kind":"user","methods":{},"version":1}},"settings":{"remappings":["@abdk/=lib/abdk-libraries-solidity/","@openzeppelin/=lib/openzeppelin-contracts/","abdk-libraries-solidity/=lib/abdk-libraries-solidity/","erc4626-tests/=lib/openzeppelin-contracts/lib/erc4626-tests/","forge-std/=lib/forge-std/src/","halmos-cheatcodes/=lib/openzeppelin-contracts/lib/halmos-cheatcodes/src/","openzeppelin-contracts/=lib/openzeppelin-contracts/"],"optimizer":{"enabled":true,"runs":100000000},"metadata":{"bytecodeHash":"ipfs"},"compilationTarget":{"lib/abdk-libraries-solidity/ABDKMath64x64.sol":"ABDKMath64x64"},"evmVersion":"prague","libraries":{},"viaIR":true},"sources":{"lib/abdk-libraries-solidity/ABDKMath64x64.sol":{"keccak256":"0x1364fdc24192b982f647c7fc68dcb2f6fc1b5e201843e773144bd23a76cb3b97","urls":["bzz-raw://490712cc07db32f274899b17aade9c975f06010848c21500b8a5ead6898e09c7","dweb:/ipfs/QmZMPKjDgwCFSGdLWJW6g5E7hDLByA9hNjXzAwJ4GKTZvN"],"license":"BSD-4-Clause"}},"version":1},"id":0}

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@@ -0,0 +1 @@
{"abi":[{"type":"error","name":"AddressEmptyCode","inputs":[{"name":"target","type":"address","internalType":"address"}]}],"bytecode":{"object":"0x6080806040523460175760399081601c823930815050f35b5f80fdfe5f80fdfea2646970667358221220eb0570070fec78251db3fa24b17454c9bec7df5e60c2499d03d66c5c28208ff764736f6c634300081e0033","sourceMap":"282:6520:33:-:0;;;;;;;;;;;;;;;;;;;;;","linkReferences":{}},"deployedBytecode":{"object":"0x5f80fdfea2646970667358221220eb0570070fec78251db3fa24b17454c9bec7df5e60c2499d03d66c5c28208ff764736f6c634300081e0033","sourceMap":"282:6520:33:-:0;;","linkReferences":{}},"methodIdentifiers":{},"rawMetadata":"{\"compiler\":{\"version\":\"0.8.30+commit.73712a01\"},\"language\":\"Solidity\",\"output\":{\"abi\":[{\"inputs\":[{\"internalType\":\"address\",\"name\":\"target\",\"type\":\"address\"}],\"name\":\"AddressEmptyCode\",\"type\":\"error\"}],\"devdoc\":{\"details\":\"Collection of functions related to the address type\",\"errors\":{\"AddressEmptyCode(address)\":[{\"details\":\"There's no code at `target` (it is not a contract).\"}]},\"kind\":\"dev\",\"methods\":{},\"version\":1},\"userdoc\":{\"kind\":\"user\",\"methods\":{},\"version\":1}},\"settings\":{\"compilationTarget\":{\"lib/openzeppelin-contracts/contracts/utils/Address.sol\":\"Address\"},\"evmVersion\":\"prague\",\"libraries\":{},\"metadata\":{\"bytecodeHash\":\"ipfs\"},\"optimizer\":{\"enabled\":true,\"runs\":100000000},\"remappings\":[\":@abdk/=lib/abdk-libraries-solidity/\",\":@openzeppelin/=lib/openzeppelin-contracts/\",\":abdk-libraries-solidity/=lib/abdk-libraries-solidity/\",\":erc4626-tests/=lib/openzeppelin-contracts/lib/erc4626-tests/\",\":forge-std/=lib/forge-std/src/\",\":halmos-cheatcodes/=lib/openzeppelin-contracts/lib/halmos-cheatcodes/src/\",\":openzeppelin-contracts/=lib/openzeppelin-contracts/\"],\"viaIR\":true},\"sources\":{\"lib/openzeppelin-contracts/contracts/utils/Address.sol\":{\"keccak256\":\"0xd274645d15bb7e4fcb9c833e401b2c5837404f90057f11a49118f25e0af7c76f\",\"license\":\"MIT\",\"urls\":[\"bzz-raw://d38e0b997bb7aebae26d190b03d0991feb0d204c45f945e60014e1ca9175de69\",\"dweb:/ipfs/QmWzsUHHAZcjMyF8uMDEtNpMTkYZdQrfvdKPobXvwVHKo6\"]},\"lib/openzeppelin-contracts/contracts/utils/Errors.sol\":{\"keccak256\":\"0x6afa713bfd42cf0f7656efa91201007ac465e42049d7de1d50753a373648c123\",\"license\":\"MIT\",\"urls\":[\"bzz-raw://ba1d02f4847670a1b83dec9f7d37f0b0418d6043447b69f3a29a5f9efc547fcf\",\"dweb:/ipfs/QmQ7iH2keLNUKgq2xSWcRmuBE5eZ3F5whYAkAGzCNNoEWB\"]},\"lib/openzeppelin-contracts/contracts/utils/LowLevelCall.sol\":{\"keccak256\":\"0x50e81a8b089e3f382b6c915aa0166773de64ea4756e8f9479d9943a5f956ddf5\",\"license\":\"MIT\",\"urls\":[\"bzz-raw://bfeb96a150537222e2191c03887127499a4f21dfb5f9a7211da4d81749b52848\",\"dweb:/ipfs/QmYR75ECbsBuxSiXmGvGfNKJRLoK5MdLUZL1bd8SixzxL4\"]}},\"version\":1}","metadata":{"compiler":{"version":"0.8.30+commit.73712a01"},"language":"Solidity","output":{"abi":[{"inputs":[{"internalType":"address","name":"target","type":"address"}],"type":"error","name":"AddressEmptyCode"}],"devdoc":{"kind":"dev","methods":{},"version":1},"userdoc":{"kind":"user","methods":{},"version":1}},"settings":{"remappings":["@abdk/=lib/abdk-libraries-solidity/","@openzeppelin/=lib/openzeppelin-contracts/","abdk-libraries-solidity/=lib/abdk-libraries-solidity/","erc4626-tests/=lib/openzeppelin-contracts/lib/erc4626-tests/","forge-std/=lib/forge-std/src/","halmos-cheatcodes/=lib/openzeppelin-contracts/lib/halmos-cheatcodes/src/","openzeppelin-contracts/=lib/openzeppelin-contracts/"],"optimizer":{"enabled":true,"runs":100000000},"metadata":{"bytecodeHash":"ipfs"},"compilationTarget":{"lib/openzeppelin-contracts/contracts/utils/Address.sol":"Address"},"evmVersion":"prague","libraries":{},"viaIR":true},"sources":{"lib/openzeppelin-contracts/contracts/utils/Address.sol":{"keccak256":"0xd274645d15bb7e4fcb9c833e401b2c5837404f90057f11a49118f25e0af7c76f","urls":["bzz-raw://d38e0b997bb7aebae26d190b03d0991feb0d204c45f945e60014e1ca9175de69","dweb:/ipfs/QmWzsUHHAZcjMyF8uMDEtNpMTkYZdQrfvdKPobXvwVHKo6"],"license":"MIT"},"lib/openzeppelin-contracts/contracts/utils/Errors.sol":{"keccak256":"0x6afa713bfd42cf0f7656efa91201007ac465e42049d7de1d50753a373648c123","urls":["bzz-raw://ba1d02f4847670a1b83dec9f7d37f0b0418d6043447b69f3a29a5f9efc547fcf","dweb:/ipfs/QmQ7iH2keLNUKgq2xSWcRmuBE5eZ3F5whYAkAGzCNNoEWB"],"license":"MIT"},"lib/openzeppelin-contracts/contracts/utils/LowLevelCall.sol":{"keccak256":"0x50e81a8b089e3f382b6c915aa0166773de64ea4756e8f9479d9943a5f956ddf5","urls":["bzz-raw://bfeb96a150537222e2191c03887127499a4f21dfb5f9a7211da4d81749b52848","dweb:/ipfs/QmYR75ECbsBuxSiXmGvGfNKJRLoK5MdLUZL1bd8SixzxL4"],"license":"MIT"}},"version":1},"id":33}

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{"abi":[],"bytecode":{"object":"0x","sourceMap":"","linkReferences":{}},"deployedBytecode":{"object":"0x","sourceMap":"","linkReferences":{}},"methodIdentifiers":{},"rawMetadata":"{\"compiler\":{\"version\":\"0.8.30+commit.73712a01\"},\"language\":\"Solidity\",\"output\":{\"abi\":[],\"devdoc\":{\"details\":\"Provides information about the current execution context, including the sender of the transaction and its data. While these are generally available via msg.sender and msg.data, they should not be accessed in such a direct manner, since when dealing with meta-transactions the account sending and paying for execution may not be the actual sender (as far as an application is concerned). This contract is only required for intermediate, library-like contracts.\",\"kind\":\"dev\",\"methods\":{},\"version\":1},\"userdoc\":{\"kind\":\"user\",\"methods\":{},\"version\":1}},\"settings\":{\"compilationTarget\":{\"lib/openzeppelin-contracts/contracts/utils/Context.sol\":\"Context\"},\"evmVersion\":\"prague\",\"libraries\":{},\"metadata\":{\"bytecodeHash\":\"ipfs\"},\"optimizer\":{\"enabled\":true,\"runs\":100000000},\"remappings\":[\":@abdk/=lib/abdk-libraries-solidity/\",\":@openzeppelin/=lib/openzeppelin-contracts/\",\":abdk-libraries-solidity/=lib/abdk-libraries-solidity/\",\":erc4626-tests/=lib/openzeppelin-contracts/lib/erc4626-tests/\",\":forge-std/=lib/forge-std/src/\",\":halmos-cheatcodes/=lib/openzeppelin-contracts/lib/halmos-cheatcodes/src/\",\":openzeppelin-contracts/=lib/openzeppelin-contracts/\"],\"viaIR\":true},\"sources\":{\"lib/openzeppelin-contracts/contracts/utils/Context.sol\":{\"keccak256\":\"0x493033a8d1b176a037b2cc6a04dad01a5c157722049bbecf632ca876224dd4b2\",\"license\":\"MIT\",\"urls\":[\"bzz-raw://6a708e8a5bdb1011c2c381c9a5cfd8a9a956d7d0a9dc1bd8bcdaf52f76ef2f12\",\"dweb:/ipfs/Qmax9WHBnVsZP46ZxEMNRQpLQnrdE4dK8LehML1Py8FowF\"]}},\"version\":1}","metadata":{"compiler":{"version":"0.8.30+commit.73712a01"},"language":"Solidity","output":{"abi":[],"devdoc":{"kind":"dev","methods":{},"version":1},"userdoc":{"kind":"user","methods":{},"version":1}},"settings":{"remappings":["@abdk/=lib/abdk-libraries-solidity/","@openzeppelin/=lib/openzeppelin-contracts/","abdk-libraries-solidity/=lib/abdk-libraries-solidity/","erc4626-tests/=lib/openzeppelin-contracts/lib/erc4626-tests/","forge-std/=lib/forge-std/src/","halmos-cheatcodes/=lib/openzeppelin-contracts/lib/halmos-cheatcodes/src/","openzeppelin-contracts/=lib/openzeppelin-contracts/"],"optimizer":{"enabled":true,"runs":100000000},"metadata":{"bytecodeHash":"ipfs"},"compilationTarget":{"lib/openzeppelin-contracts/contracts/utils/Context.sol":"Context"},"evmVersion":"prague","libraries":{},"viaIR":true},"sources":{"lib/openzeppelin-contracts/contracts/utils/Context.sol":{"keccak256":"0x493033a8d1b176a037b2cc6a04dad01a5c157722049bbecf632ca876224dd4b2","urls":["bzz-raw://6a708e8a5bdb1011c2c381c9a5cfd8a9a956d7d0a9dc1bd8bcdaf52f76ef2f12","dweb:/ipfs/Qmax9WHBnVsZP46ZxEMNRQpLQnrdE4dK8LehML1Py8FowF"],"license":"MIT"}},"version":1},"id":34}

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{"abi":[{"type":"error","name":"ReentrancyGuardReentrantCall","inputs":[]}],"bytecode":{"object":"0x","sourceMap":"","linkReferences":{}},"deployedBytecode":{"object":"0x","sourceMap":"","linkReferences":{}},"methodIdentifiers":{},"rawMetadata":"{\"compiler\":{\"version\":\"0.8.30+commit.73712a01\"},\"language\":\"Solidity\",\"output\":{\"abi\":[{\"inputs\":[],\"name\":\"ReentrancyGuardReentrantCall\",\"type\":\"error\"}],\"devdoc\":{\"custom:stateless\":\"\",\"details\":\"Contract module that helps prevent reentrant calls to a function. Inheriting from `ReentrancyGuard` will make the {nonReentrant} modifier available, which can be applied to functions to make sure there are no nested (reentrant) calls to them. Note that because there is a single `nonReentrant` guard, functions marked as `nonReentrant` may not call one another. This can be worked around by making those functions `private`, and then adding `external` `nonReentrant` entry points to them. TIP: If EIP-1153 (transient storage) is available on the chain you're deploying at, consider using {ReentrancyGuardTransient} instead. TIP: If you would like to learn more about reentrancy and alternative ways to protect against it, check out our blog post https://blog.openzeppelin.com/reentrancy-after-istanbul/[Reentrancy After Istanbul]. IMPORTANT: Deprecated. This storage-based reentrancy guard will be removed and replaced by the {ReentrancyGuardTransient} variant in v6.0.\",\"errors\":{\"ReentrancyGuardReentrantCall()\":[{\"details\":\"Unauthorized reentrant call.\"}]},\"kind\":\"dev\",\"methods\":{},\"version\":1},\"userdoc\":{\"kind\":\"user\",\"methods\":{},\"version\":1}},\"settings\":{\"compilationTarget\":{\"lib/openzeppelin-contracts/contracts/utils/ReentrancyGuard.sol\":\"ReentrancyGuard\"},\"evmVersion\":\"prague\",\"libraries\":{},\"metadata\":{\"bytecodeHash\":\"ipfs\"},\"optimizer\":{\"enabled\":true,\"runs\":100000000},\"remappings\":[\":@abdk/=lib/abdk-libraries-solidity/\",\":@openzeppelin/=lib/openzeppelin-contracts/\",\":abdk-libraries-solidity/=lib/abdk-libraries-solidity/\",\":erc4626-tests/=lib/openzeppelin-contracts/lib/erc4626-tests/\",\":forge-std/=lib/forge-std/src/\",\":halmos-cheatcodes/=lib/openzeppelin-contracts/lib/halmos-cheatcodes/src/\",\":openzeppelin-contracts/=lib/openzeppelin-contracts/\"],\"viaIR\":true},\"sources\":{\"lib/openzeppelin-contracts/contracts/utils/ReentrancyGuard.sol\":{\"keccak256\":\"0x6f9ed073e3dab12233a79cd85153f72c9e0f99c1f5512f6d5b1ef09fb46abbb0\",\"license\":\"MIT\",\"urls\":[\"bzz-raw://093d2a804b792a0000883c2215585963ed98ec4341b45bc4224844623387d161\",\"dweb:/ipfs/QmR5shjVosAoxdmY3EfkUWgFNV4CVUcbRNS7tkvbipssPX\"]},\"lib/openzeppelin-contracts/contracts/utils/StorageSlot.sol\":{\"keccak256\":\"0xcf74f855663ce2ae00ed8352666b7935f6cddea2932fdf2c3ecd30a9b1cd0e97\",\"license\":\"MIT\",\"urls\":[\"bzz-raw://9f660b1f351b757dfe01438e59888f31f33ded3afcf5cb5b0d9bf9aa6f320a8b\",\"dweb:/ipfs/QmarDJ5hZEgBtCmmrVzEZWjub9769eD686jmzb2XpSU1cM\"]}},\"version\":1}","metadata":{"compiler":{"version":"0.8.30+commit.73712a01"},"language":"Solidity","output":{"abi":[{"inputs":[],"type":"error","name":"ReentrancyGuardReentrantCall"}],"devdoc":{"kind":"dev","methods":{},"version":1},"userdoc":{"kind":"user","methods":{},"version":1}},"settings":{"remappings":["@abdk/=lib/abdk-libraries-solidity/","@openzeppelin/=lib/openzeppelin-contracts/","abdk-libraries-solidity/=lib/abdk-libraries-solidity/","erc4626-tests/=lib/openzeppelin-contracts/lib/erc4626-tests/","forge-std/=lib/forge-std/src/","halmos-cheatcodes/=lib/openzeppelin-contracts/lib/halmos-cheatcodes/src/","openzeppelin-contracts/=lib/openzeppelin-contracts/"],"optimizer":{"enabled":true,"runs":100000000},"metadata":{"bytecodeHash":"ipfs"},"compilationTarget":{"lib/openzeppelin-contracts/contracts/utils/ReentrancyGuard.sol":"ReentrancyGuard"},"evmVersion":"prague","libraries":{},"viaIR":true},"sources":{"lib/openzeppelin-contracts/contracts/utils/ReentrancyGuard.sol":{"keccak256":"0x6f9ed073e3dab12233a79cd85153f72c9e0f99c1f5512f6d5b1ef09fb46abbb0","urls":["bzz-raw://093d2a804b792a0000883c2215585963ed98ec4341b45bc4224844623387d161","dweb:/ipfs/QmR5shjVosAoxdmY3EfkUWgFNV4CVUcbRNS7tkvbipssPX"],"license":"MIT"},"lib/openzeppelin-contracts/contracts/utils/StorageSlot.sol":{"keccak256":"0xcf74f855663ce2ae00ed8352666b7935f6cddea2932fdf2c3ecd30a9b1cd0e97","urls":["bzz-raw://9f660b1f351b757dfe01438e59888f31f33ded3afcf5cb5b0d9bf9aa6f320a8b","dweb:/ipfs/QmarDJ5hZEgBtCmmrVzEZWjub9769eD686jmzb2XpSU1cM"],"license":"MIT"}},"version":1},"id":37}

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"v1": {
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"PartyPoolViewer": "0x750d63a39a4ccfCfB69D2f5aFDa065909C717cAB",
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"PartyPoolBalancedPairDeployer": "0xfda454fF7876aad9408517Ed2F0d11AA229Ad0a4",
"USXD": "0x8E4D16886b8946dfE463fA172129eaBf4825fb09",
"FUSD": "0xdc225280216822CA956738390f589c794129bd53",
"DIVE": "0x7ba123e4e7395A361284d069bD0D545F3f820641",
"BUTC": "0x88125947BBF1A6dd0FeD4B257BB3f9E1FBdCb3Cc",
"WTETH": "0xC8dB65C0B9f4cf59097d4C5Bcb9e8E92B9e4e15F"
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# Introduction
[Liquidity Party](https://liquidity.party) is a new game-theoretic multi-asset AMM based on this paper:
[Logarithmic Market Scoring Rules for Modular Combinatorial Information Aggregation](https://mason.gmu.edu/~rhanson/mktscore.pdf) (R. Hanson, 2002)
A Logarithmic Market Scoring Rule (LMSR) is a pricing formula for AMM's that know only their current asset inventories and no other information, naturally supporting multi-asset
Compared to Constant Product (CP) markets, LMSR offers:
1. Less slippage than CP for small and medium trade sizes
2. N-asset pools for trading long-tail pairs in a single hop
3. Lower fees (smaller spread)
## Deeper Liquidity
According to game theory, CP's slope at the current marginal price is too steep, overcharging takers with too much slippage at small and medium trade sizes. LMSR pools offer less slippage and cheaper liquidity for the small and medium trade sizes common for arbitrageurs and aggregators.
## Multi-asset
Naturally multi-asset, Liquidity Party altcoin pools provide direct, one-hop swaps on otherwise illiquid multi-hop pairs. Pools will quote any pair combination available in the pool:
| Assets | Pairs | Swap Gas | Mint Gas |
|-------:|------:|---------:|----------:|
| 2 | 1 | 131,000 | 143,000 |
| 2* | 1 | 118,000 | 143,000 |
| 10 | 45 | 142,000 | 412,000 |
| 20 | 190 | 157,000 | 749,000 |
| 50 | 1225 | 199,000 | 1,760,000 |
| 100 | 4950 | 269,000 | 2,684,000 |
\* Stablecoin pair pool optimization
Liquidity Party aggregates scarce, low market cap assets into a single pool, providing one-hop liquidity for exotic pairs without fragmenting LP assets. CP pools would need 190x the LP assets to provide the same pairwise liquidity as a single 20-asset Liquidity Party pool, due to asset fragmentation.
## Lower Fees
Since market makers offer the option to take either side of the market, they must receive a subsidy or charge a fee (spread) to compensate for adverse selection (impermanent loss). By protecting LP's against common value-extraction scenarios, LMSR pools have a reduced risk premium resulting in lower fees for takers.
### Minimized Impermanent Loss
### No Intra-Pool Arbitrage
LMSR
This leads to LP's of CP pools demanding higher fees than theoretically necessary. By minimizing impermanent loss for LP's, LMSR pools reduce the risk premium, providing lower fees and higher liquidity for takers.

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# LMSR-based Multi-Asset AMM
## Abstract
We present a multi-asset automated market maker whose pricing kernel is the Logarithmic Market Scoring Rule (LMSR) ([R. Hanson, 2002](https://mason.gmu.edu/~rhanson/mktscore.pdf)). The pool maintains the convex potential $C(\mathbf{q}) = b(\mathbf{q}) \log\!\Big(\sum_i e^{q_i / b(\mathbf{q})}\Big)$ over normalized inventories $\mathbf{q}$, and sets the effective liquidity parameter proportional to pool size as $b(\mathbf{q}) = \kappa \, S(\mathbf{q})$ with $S(\mathbf{q}) = \sum_i q_i$ and fixed $\kappa>0$. This proportional parameterization preserves scale-invariant responsiveness while retaining softmax-derived pairwise price ratios under a quasi-static-$b$ view, enabling any-to-any swaps within a single potential. We derive and use closed-form expressions for two-asset reductions to compute exact-in, exact-out, limit-hitting (swap-to-limit), and capped-output trades. We discuss stability techniques such as log-sum-exp, ratio-once shortcuts, and domain guards for fixed-point arithmetic. Liquidity operations (proportional and single-asset joins/exits) follow directly from the same potential and admit monotone, invertible mappings. Parameters are immutable post-deployment for transparency and predictable depth calibration.
## Introduction and Motivation
Multi-asset liquidity typically trades off simplicity and expressivity. Classical CFMMs define multiplicative invariants over reserves, while LMSR specifies a convex cost function whose gradient yields prices. Our goal is a multi-asset AMM that uses LMSR to support any-to-any swaps, shares risk across many assets, and scales depth predictably with pool size. By setting $b(\mathbf{q})=\kappa S(\mathbf{q})$, we achieve scale invariance: proportional rescaling of all balances scales $b$ proportionally and preserves pairwise price ratios, so the markets responsiveness is consistent across liquidity regimes. The derivations below formulate instantaneous prices, closed-form swap mappings, limit logic, and liquidity operations tailored to this parameterization.
## System Model and Pricing Kernel
We consider $n\ge 2$ normalized assets with state vector $\mathbf{q}=(q_0,\dots,q_{n-1})\in\mathbb{R}_{\ge 0}^{\,n}$ and size metric $S(\mathbf{q})=\sum_i q_i$. The kernel is the LMSR cost function
$$
C(\mathbf{q}) = b(\mathbf{q}) \log\!\left(\sum_{i=0}^{n-1} e^{q_i / b(\mathbf{q})}\right), \qquad b(\mathbf{q})=\kappa\,S(\mathbf{q}),\quad \kappa>0.
$$
For numerical stability we evaluate $C$ with a log-sum-exp recentering. Let $y_i := q_i/b(\mathbf{q})$ and $M:=\max_i y_i$. Then
$$
C(\mathbf{q}) \;=\; b(\mathbf{q}) \left( M + \log \sum_{i=0}^{n-1} e^{\,y_i - M} \right),
$$
which prevents overflow/underflow when the $y_i$ are dispersed. Quantities are represented in fixed-point with explicit range and domain guards; equations are presented over the reals for clarity.
## Gradient, Price Shares, and Pairwise Prices
With $b$ treated as a constant parameter, the LMSR gradient recovers softmax shares
$$
\frac{\partial C}{\partial q_i} \;=\; \frac{e^{q_i/b}}{\sum_k e^{q_k/b}} \;=:\; \pi_i(\mathbf{q}),
$$
so that the ratio of marginal prices is $\pi_j/\pi_i = \exp\!\big((q_j-q_i)/b\big)$. When $b(\mathbf{q})=\kappa S(\mathbf{q})$ depends on state, $\frac{\partial C}{\partial q_i}$ acquires a common additive term across $i$ from $\partial b/\partial q_i$, but pairwise ratios remain governed by softmax differences. We therefore use a quasi-static-$b$ view for pricing steps, holding $b$ fixed at the pre-trade state for the infinitesimal move, and define the instantaneous pairwise marginal price ratio for exchanging $i$ into $j$ as
$$
P(i\to j \mid \mathbf{q}) \;=\; \exp\!\left(\frac{q_j - q_i}{b(\mathbf{q})}\right).
$$
This ratio drives swap computations and is invariant to proportional rescaling $\mathbf{q}\mapsto \lambda\mathbf{q}$ because $b$ scales by the same factor.
## Two-Asset Reduction and Exact Swap Mappings
Swaps are computed in the two-asset subspace spanned by the in-asset $i$ and out-asset $j$, with all other coordinates held fixed under a quasi-static-$b$ step. Let
$$
r_0 \;:=\; \exp\!\left(\frac{q_i - q_j}{b}\right), \qquad b \equiv b(\mathbf{q})\;\text{ held quasi-static}.
$$
Along the $i\!\to\! j$ path, the instantaneous ratio evolves multiplicatively as $r(t)=r_0\,e^{t/b}$ where $t$ denotes cumulative input of asset $i$. In the two-asset reduction the infinitesimal output satisfies
$$
\mathrm{d}y \;=\; \frac{r(t)}{1+r(t)}\,\mathrm{d}t.
$$
Integrating from $t=0$ to $t=a$ yields the exact-in closed form
$$
y(a) \;=\; b \,\ln\!\Big( 1 + r_0 \,\big(1 - e^{-a/b}\big) \Big).
$$
This mapping has $y(0)=0$, is strictly increasing and concave in $a$, and satisfies $y'(0)=\frac{r_0}{1+r_0}$ with asymptote $\lim_{a\to\infty} y = b\,\ln(1+r_0)$. The inverse exact-out mapping follows by solving for $a$ in terms of target $y$. Writing $E:=e^{y/b}$, we obtain
$$
a(y) \;=\; b \,\ln\!\left(\frac{r_0}{\,r_0 + 1 - E\,}\right),
$$
which is strictly increasing and convex for $y\in\big[0,\, b\ln(1+r_0)\big]$. These two expressions are the workhorses for exact-in and exact-out swaps in our kernel.
## Price Limits, Swap-to-Limit, and Capacity Caps
Users may provide a maximum acceptable marginal price ratio $\Lambda>0$ for $p_i/p_j$. The marginal ratio trajectory $r(t)=r_0 e^{t/b}$ first reaches the limit at the unique
$$
a_{\text{lim}} \;=\; b \,\ln\!\left(\frac{\Lambda}{r_0}\right),
$$
and the output realized at that truncation is
$$
y_{\text{lim}} \;=\; b \,\ln\!\Big( 1 + r_0 \,\big(1 - r_0/\Lambda\big) \Big).
$$
Outputs are further bounded by available inventory; if a computed $y$ would exceed $q_j$, we cap at $y=q_j$ and compute the implied input by inverting the exact-out formula,
$$
a_{\text{cap}} \;=\; b \,\ln\!\left(\frac{r_0}{\,r_0 + 1 - e^{\,q_j/b}\,}\right).
$$
These limit and capacity branches ensure monotone, conservative behavior near domain edges.
## Liquidity Operations from the Same Potential
Liquidity is accounted via pool shares $L$ taken proportional to the size metric, and we set $L=S(\mathbf{q})$ without loss of generality. At initialization with seed balances $\mathbf{q}^{(0)}$ the pool sets $L^{(0)}=S^{(0)}$ and $b^{(0)}=\kappa S^{(0)}$. A proportional deposit that scales balances to $\mathbf{q}'=(1+\alpha)\mathbf{q}$ mints $\Delta L = \alpha S(\mathbf{q})$ shares and scales liquidity to $b'=(1+\alpha)b$. Single-asset deposits target a proportional growth while rebalancing through kernel swaps: providing amount $a$ of asset $i$ induces a growth factor $\alpha\ge 0$ satisfying the monotone equation
$$
a \;=\; a_{\text{req}}(\alpha) \;=\; \alpha q_i \;+\; \sum_{j\ne i} b \,\ln\!\left(\frac{r_{0,j}}{\,r_{0,j} + 1 - e^{\,\alpha q_j/b}\,}\right), \quad r_{0,j}:=\exp\!\left(\frac{q_i-q_j}{b}\right),
$$
and mints $\Delta L=\alpha S(\mathbf{q})$ upon the unique solution. Proportional withdrawals burn $\Delta L$ and return $\alpha=\Delta L/S(\mathbf{q})$ of each asset, updating $b$ to $(1-\alpha)b$. Single-asset withdrawals redeem $\alpha q_i$ directly and swap each redeemed $\alpha q_j$ for $j\ne i$ into $i$ using the exact-in mapping evaluated on the local post-burn state; any capacity overrun is handled by a cap-and-invert branch as above. Because all operations reduce to the same two-asset closed forms, they inherit monotonicity and uniqueness.
### Single-Asset Mint and Redeem
#### Single-Asset Mint
Given a deposit of amount $a>0$ of asset $i$, the pool targets a proportional growth factor $\alpha \ge 0$ so that the post-mint state can be rebalanced to $(1+\alpha)\,\mathbf{q}$ using fee-free kernel swaps from $i$ into each $j\ne i$. For each $j\ne i$, let $y_j := \alpha\,q_j$ and define $r_{0,j} := \exp\!\big((q_i - q_j)/b\big)$. The input required to realize $y_j$ via the exact-out inverse is
$$
x_j(\alpha) \;=\; b \,\ln\!\left(\frac{r_{0,j}}{\,r_{0,j} + 1 - e^{\,y_j/b}\,}\right),
$$
so the total required input for growth $\alpha$ is
$$
a_{\text{req}}(\alpha) \;=\; \alpha\,q_i \;+\; \sum_{j\ne i} x_j(\alpha).
$$
Properties and solver:
- Monotonicity: $a_{\text{req}}(\alpha)$ is strictly increasing on its feasible domain, guaranteeing a unique solution.
- Solver: bracket $\alpha$ (e.g., start from $\alpha\sim a/S$ and double until $a_{\text{req}}(\alpha)\ge a$ or a safety cap), then bisection to a small tolerance $\varepsilon$ (e.g., $\sim10^{-6}$ in fixed-point units).
- Guards: enforce $b>0$, $e^{y_j/b}$ within range, and positivity of the denominator $r_{0,j}+1-e^{y_j/b}$; if a guard would be violated for some $j$, treat that path as infeasible and adjust the bracket.
- Outcome: the consumed input is $a_{\text{in}} = a_{\text{req}}(\alpha^\star) \le a$ and minted LP shares are $\Delta L = \alpha^\star S(\mathbf{q})$.
#### Single-Asset Redeem
Burning a proportional share $\alpha \in (0,1]$ returns a single asset $i$ by redeeming and rebalancing from other assets into $i$:
1) Form the local state after burn, $\mathbf{q}_{\text{local}}=(1-\alpha)\,\mathbf{q}$.
2) Start with the direct redemption $\alpha\,q_i$ in asset $i$.
3) For each $j\ne i$, withdraw $a_j := \alpha\,q_j$ and swap $j\to i$ using the exact-in form evaluated at $\mathbf{q}_{\text{local}}$:
$$
r_{0,j} \;=\; \exp\!\left(\frac{q^{\text{local}}_j - q^{\text{local}}_i}{b}\right),\qquad
y_{j\to i} \;=\; b \,\ln\!\Big(1 + r_{0,j}\,\big(1 - e^{-a_j/b}\big)\Big).
$$
4) Capacity cap and inverse: if $y_{j\to i} > q^{\text{local}}_i$, cap to $y=q^{\text{local}}_i$ and solve the implied input via
$$
a_{j,\text{used}} \;=\; b \,\ln\!\left(\frac{r_{0,j}}{\,r_{0,j} + 1 - e^{\,q^{\text{local}}_i/b}\,}\right),
$$
then update $\mathbf{q}_{\text{local}}$ accordingly.
5) The single-asset payout is
$$
Y_i \;=\; \alpha\,q_i \;+\; \sum_{j\ne i} y_{j\to i}, \qquad \text{with LP burned } L_{\text{in}} = \alpha \, S(\mathbf{q}).
$$
Guards and behavior:
- Enforce $b>0$, positivity of inner terms (e.g., $r_{0,j} + 1 - e^{y/b} > 0$), and safe exponent ranges; treat any per-asset numerical failure as zero contribution rather than aborting the whole redeem.
- The mapping is monotone in $\alpha$; the cap-and-invert branch preserves safety near capacity.
### LP Pricing vs. an Asset Token
With LP supply set to $L=S(\mathbf{q})$, the instantaneous price of one LP share in units of asset $k$ aggregates marginal exchange rates from each asset into $k$:
$$
P_L^{(k)}(\mathbf{q}) \;=\; \frac{1}{S(\mathbf{q})}\,\sum_{j=0}^{n-1} q_j \,\exp\!\left(\frac{q_j - q_k}{b(\mathbf{q})}\right).
$$
Interpretation: proportional deposits leave $P_L^{(k)}$ unchanged; swap fees retained in the pool increase $S$ relative to outstanding $L$, raising $P_L^{(k)}$ (implicit fee accrual). This expression helps LPs and integrators reason about share valuation and dilution across assets.
## Numerical Methods and Safety Guarantees
We evaluate log-sum-exp with recentring, compute ratios like $r_0=\exp((q_i-q_j)/b)$ directly rather than dividing exponentials, and guard all $\exp$ and $\ln$ calls to bounded domains with explicit checks on positivity of inner terms such as $r_0+1-e^{y/b}$. Fixed-point implementations precompute reciprocals like $1/b$ to reduce dispersion, clamp to capacity before inversion, and select cap-and-invert rather than extrapolating when inner terms approach zero. These measures ensure the swap maps remain strictly order-preserving and free of nonphysical outputs. Property-based and differential testing can confirm monotonicity of $y(a)$ and $a(y)$, uniqueness of limit hits when $\Lambda>r_0$, and adherence to predefined error budgets.
## Balanced Regime Optimization: Approximations, Dispatcher, and Stability
Since transcendental operations are gas-expensive on EVM chains, we use polynomial approximations in near-balanced regimes (e.g., stable-asset pairs) while preserving monotonicity and domain safety. Parameterize $\delta := (q_i - q_j)/b$ and $\tau := a/b$ for an $i\!\to\! j$ exact-in step. The exact mapping
$$
y(a) \;=\; b \,\ln\!\Big(1 + e^{\delta}\,\big(1 - e^{-\tau}\big)\Big)
$$
admits small-argument expansions for $|\delta|\ll 1$ and $|\tau|\ll 1$. Using $e^{\pm x}\approx 1\pm x+\tfrac{x^2}{2}$ and $\ln(1+u)\approx u - \tfrac{u^2}{2}$, we obtain
$$
y(a) \;\approx\; b \left[ r_0 \tau - \tfrac{1}{2} r_0 \tau^2 \right] + \mathcal{O}\!\left(\tau^3,\, |\delta|\,\tau^2\right), \qquad r_0=e^{\delta}\approx 1+\delta+\tfrac{\delta^2}{2},
$$
and at $\delta=0$ the symmetry reduces to $y(a)\approx \tfrac{a}{2} - \tfrac{a^2}{4b} + \cdots$.
### Dispatcher preconditions and thresholds (approx path):
- Scope: two-asset pools only; otherwise use the exact path.
- Magnitude bounds: $|\delta| \le 0.01$ and $\tau := a/b$ satisfies $0 < \tau \le 0.5$.
- Tiering: use the quadratic surrogate for $\tau \le 0.1$, and include a cubic correction for $0.1 < \tau \le 0.5$.
- Limit-price gate: approximate the limit truncation only when a positive limit is provided with $\Lambda>r_0$ and $|(\Lambda/r_0)-1| \le 0.1$; otherwise compute the limit exactly (or reject if $\Lambda \le r_0$).
- Capacity and positivity: require $b>0$ and $a>0$, and ensure the approximated output $\tilde{y}(a) \le q_j$; otherwise fall back to the exact cap-and-invert.
- Example thresholds: $\delta_\star=0.01$, $\tau_{\text{tier1}}=0.1$, $\tau_\star=0.5$, and an auxiliary limit-ratio gate $|x| \le 0.1$ where $x=(\Lambda/r_0)-1$ (for reference, $e^{\delta_\star}\approx 1.01005$).
### Approximation Path
- Replace $\exp$ on the bounded $\tau$ domain and $\ln(1+\cdot)$ with verified polynomials to meet a global error budget while maintaining $\tilde{y}'(a)>0$ on the domain.
- Cache common subexpressions (e.g., $r_0=e^\delta$, $\tau=a/b$) and guard inner terms to remain in $(0,\infty)$.
### Fallback Policy
- If any precondition fails (magnitude, domain, capacity, or limit binding), evaluate the exact closed forms for $y(a)$ or $a(y)$ (with cap and limit branches), preserving monotonicity and uniqueness.
- Prefer cap-and-invert near capacity or when the inner term of $\ln(\cdot)$ approaches zero.
### Error Shape
- The small-argument expansion above shows the leading behavior; when using polynomial surrogates, the composed relative error can be kept within a target $\epsilon$ with degrees chosen for the specified $(\delta_\star,\tau_\star,u_\star)$, yielding an error budget of the form $\epsilon \approx \epsilon_{\exp} + \epsilon_{\ln} + c_1 \tau_\star + c_2 |\delta_\star| \tau_\star$ for modest constants $c_1,c_2$.
- These bounds ensure the approximated path remains order-preserving and safely within domain; outside the domain, the dispatcher reverts to the exact path.
- Regardless of path, our policy prioritizes monotonicity, domain safety, and conservative decisions at boundaries.
## Fees and Economic Considerations
Swap fees are applied outside the fee-free kernel. For an exact-in submission $a$ on asset $i$, the effective kernel input is $a_{\text{eff}}=(1-f_{\text{swap}})a$. The kernel computes output using $a_{\text{eff}}$, while the retained fee remains in the pool, increasing $S(\mathbf{q})$ relative to outstanding $L$ and thereby accruing value to LPs implicitly. Scale invariance under $b=\kappa S$ implies that proportional growth of inventories preserves price ratios while deepening notional liquidity linearly. The classical LMSR bounded-loss intuition for constant $b$ gives $b\ln n$ in appropriate units; under our proportional $b$, this scales with $S$, so the instantaneous bound per unit of $S$ is proportional to $\kappa\ln n$.
## Risk Management and Bounded Loss
Under constant $b$, classical LMSR admits a worst-case loss bound of $b \ln n$ in the payoff numéraire. With $b(\mathbf{q})=\kappa S(\mathbf{q})$, the per-state bound scales with the current size metric, giving an instantaneous worst-case loss $b(\mathbf{q}) \ln n = \kappa\,S(\mathbf{q})\,\ln n$; per unit of size $S$ this is $\kappa \ln n$. Because $b$ varies with state, global worst-case loss along an arbitrary path depends on how $S$ evolves, but the proportionality clarifies how risk scales with liquidity. Operational mitigations include user price limits (swap-to-limit), capacity caps on outputs ($y \le q_j$), minimum bootstrap $S^{(0)}$ to avoid thin-liquidity regimes, and strict numerical guards (e.g., positivity of inner logarithm arguments) to prevent nonphysical states.
## Deployment and Parameter Fixity
The parameter tuple $(\kappa, f_{\text{swap}}, \phi)$ is set at deployment and remains immutable, with $\kappa>0$ defining $b(\mathbf{q})=\kappa S(\mathbf{q})$, $f_{\text{swap}}$ the swap fee rate, and $\phi$ the protocol share of fees. Given the initial state $\mathbf{q}^{(0)}$ with $S^{(0)}>0$, the induced pricing map is fully determined by
$$
C(\mathbf{q}) = b(\mathbf{q}) \log\!\left(\sum_i e^{q_i / b(\mathbf{q})}\right), \qquad b(\mathbf{q})=\kappa S(\mathbf{q}),
$$
and the two-asset closed forms above. Fixity eliminates governance risk, makes depth calibration transparent, and simplifies integration for external routers and valuation tools.
## Conclusion
By coupling LMSR with the proportional parameterization $b(\mathbf{q})=\kappa S(\mathbf{q})$, we obtain a multi-asset AMM that preserves softmax-driven price ratios under a quasi-static-$b$ view and supports any-to-any swaps via a single convex potential. Exact two-asset reductions yield closed-form mappings for exact-in, exact-out, limit-hitting, and capped-output trades, and the same formulas underpin liquidity operations with monotonicity and uniqueness. Numerical stability follows from log-sum-exp evaluation, ratio-first derivations, guarded transcendental domains, and optional near-balance approximations, while fixed parameters provide predictable scaling and transparent economics.
## References
Hanson, R. (2002) [_Logarithmic Market Scoring Rules for Modular Combinatorial Information Aggregation_](https://mason.gmu.edu/~rhanson/mktscore.pdf)

11
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View File

@@ -0,0 +1,11 @@
{
"lib/abdk-libraries-solidity": {
"rev": "5e1e7c11b35f8313d3f7ce11c1b86320d7c0b554"
},
"lib/forge-std": {
"rev": "8bbcf6e3f8f62f419e5429a0bd89331c85c37824"
},
"lib/openzeppelin-contracts": {
"rev": "c64a1edb67b6e3f4a15cca8909c9482ad33a02b0"
}
}

View File

@@ -7,11 +7,12 @@ remappings = [
'@abdk/=lib/abdk-libraries-solidity/',
]
optimizer=true
optimizer_runs=999999999
optimizer_runs=100000000 # maximum value allowed by etherscan's verifier XD. The max value is formally 2^32-1
viaIR=true
gas_reports = ['PartyPool']
gas_reports = ['PartyPool', 'PartyPoolBalancedPair', 'PartyPlanner', 'PartyPoolSwapImpl', 'PartyPoolMintImpl',]
fs_permissions = [{ access = "write", path = "liqp-deployments.json"}]
[lint]
exclude_lints=['mixed-case-variable', 'unaliased-plain-import', ]
lint_on_build=false # more annoying than helpful
# See more config options https://github.com/foundry-rs/foundry/blob/master/crates/config/README.md#all-options

41
research/gas.py Normal file
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@@ -0,0 +1,41 @@
import logging
import pandas as pd
import matplotlib.pyplot as plt
log = logging.getLogger(__name__)
# Initialize a DataFrame with max gas values for each function across different pool sizes
# Row index: number of assets in the pool
# Columns: function names
# Cell values: max gas values
gas_data = {
'allTokens': [7489, 25754, 48587, 117095, 231306],
'balanceOf': [2806, 2806, 2806, 2806, 2806],
'burn': [121374, 388107, 721563, 1722086, 3390257],
'burnSwap': [129791, 410564, 758861, 1799954, 3560756],
'mint': [149100, 425896, 771933, 1810329, 3541934],
'swap': [145931, 156792, 171186, 213066, 283078],
'swapMint': [429036, 2612211, 5339543, 13644860, 27527806]
}
# Create DataFrame with row indices as the number of assets in the pool
gas_df = pd.DataFrame(gas_data, index=[2, 10, 20, 50, 100])
gas_df.index.name = 'Assets in Pool'
# Print the DataFrame
gas_df['swap'].plot(xticks=gas_df.index)
plt.ylim(140_000, 300_000)
plt.title('Swap Gas Cost')
plt.show()
gas_df[['mint', 'burn']].plot(xticks=gas_df.index)
plt.ylim(40_000, 4_000_000)
plt.title('Mint/Burn Gas Cost')
plt.show()
gas_df[['swapMint', 'burnSwap']].div(1_000_000).plot(xticks=gas_df.index)
plt.title('SwapMint/BurnSwap Gas Cost')
plt.ylim(0, 30)
plt.ylabel('Gas Cost (millions)')
plt.show()

117
research/gas_data.csv Normal file
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@@ -0,0 +1,117 @@
gas
194497
161946
161946
166894
180206
208602
208602
104267
150405
188431
206346
162512
162512
147689
175238
187967
187967
124809
124862
115631
115035
532888
532888
115969
167154
149820
116358
216353
216353
116184
125414
116015
175658
115972
116040
171490
286915
167399
151168
150383
273558
144872
138603
212569
212569
150268
207747
207747
261185
161669
180924
145298
208181
173503
173503
180204
166664
269322
177555
192597
192597
259227
148617
160079
243453
156594
143837
160212
151783
226721
143069
240584
240584
127050
279420
197085
152811
149836
145164
267053
153801
186917
186917
169466
163927
240705
240705
144664
142890
206903
136078
151705
125696
172111
153240
200236
200236
410533
410533
193516
558838
198975
198975
237431
237431
237431
195935
346933
242026
242026
164318
279099
146170
139927
162934
181706
1 gas
2 194497
3 161946
4 161946
5 166894
6 180206
7 208602
8 208602
9 104267
10 150405
11 188431
12 206346
13 162512
14 162512
15 147689
16 175238
17 187967
18 187967
19 124809
20 124862
21 115631
22 115035
23 532888
24 532888
25 115969
26 167154
27 149820
28 116358
29 216353
30 216353
31 116184
32 125414
33 116015
34 175658
35 115972
36 116040
37 171490
38 286915
39 167399
40 151168
41 150383
42 273558
43 144872
44 138603
45 212569
46 212569
47 150268
48 207747
49 207747
50 261185
51 161669
52 180924
53 145298
54 208181
55 173503
56 173503
57 180204
58 166664
59 269322
60 177555
61 192597
62 192597
63 259227
64 148617
65 160079
66 243453
67 156594
68 143837
69 160212
70 151783
71 226721
72 143069
73 240584
74 240584
75 127050
76 279420
77 197085
78 152811
79 149836
80 145164
81 267053
82 153801
83 186917
84 186917
85 169466
86 163927
87 240705
88 240705
89 144664
90 142890
91 206903
92 136078
93 151705
94 125696
95 172111
96 153240
97 200236
98 200236
99 410533
100 410533
101 193516
102 558838
103 198975
104 198975
105 237431
106 237431
107 237431
108 195935
109 346933
110 242026
111 242026
112 164318
113 279099
114 146170
115 139927
116 162934
117 181706

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