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solana-program-library
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token-swap: Add comment for stable curve A calculation (#2556)

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Jon Cinque 2021-11-03 19:48:25 +01:00 committed by GitHub
parent 8aef395901
commit fcbc0d3501
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1 changed files with 18 additions and 4 deletions
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22
token-swap/program/src/curve/stable.rs
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@ -20,6 +20,20 @@ const N_COINS: u8 = 2;
const N_COINS_SQUARED: u8 = 4;
const ITERATIONS: u8 = 32;
/// Calculates A for deriving D
///
/// Per discussion with the designer and writer of stable curves, this A is not
/// the same as the A from the whitepaper, it's actually `A * n**(n-1)`, so when
/// you set A, you actually set `A * n**(n-1)`. This is because `D**n / prod(x)`
/// loses precision with a huge A value.
///
/// There is little information to document this choice, but the original contracts
/// use this same convention, see a comment in the code at:
/// https://github.com/curvefi/curve-contract/blob/b0bbf77f8f93c9c5f4e415bce9cd71f0cdee960e/contracts/pool-templates/base/SwapTemplateBase.vy#L136
fn compute_a(amp: u64) -> Option<u64> {
amp.checked_mul(N_COINS as u64)
}
/// Returns self to the power of b
fn checked_u8_power(a: &U256, b: u8) -> Option<U256> {
let mut result = *a;
@ -141,7 +155,7 @@ impl CurveCalculator for StableCurve {
swap_destination_amount: u128,
_trade_direction: TradeDirection,
) -> Option<SwapWithoutFeesResult> {
let leverage = self.amp.checked_mul(N_COINS as u64)?;
let leverage = compute_a(self.amp)?;
let new_source_amount = swap_source_amount.checked_add(source_amount)?;
let new_destination_amount = compute_new_destination_amount(
@ -215,7 +229,7 @@ impl CurveCalculator for StableCurve {
if source_amount == 0 {
return Some(0);
}
let leverage = self.amp.checked_mul(N_COINS as u64)?;
let leverage = compute_a(self.amp)?;
let d0 = PreciseNumber::new(compute_d(
leverage,
swap_token_a_amount,
@ -248,7 +262,7 @@ impl CurveCalculator for StableCurve {
if source_amount == 0 {
return Some(0);
}
let leverage = self.amp.checked_mul(N_COINS as u64)?;
let leverage = compute_a(self.amp)?;
let d0 = PreciseNumber::new(compute_d(
leverage,
swap_token_a_amount,
@ -277,7 +291,7 @@ impl CurveCalculator for StableCurve {
) -> Option<PreciseNumber> {
#[cfg(not(any(test, feature = "fuzz")))]
{
let leverage = self.amp.checked_mul(N_COINS as u64)?;
let leverage = compute_a(self.amp)?;
PreciseNumber::new(compute_d(
leverage,
swap_token_a_amount,