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contracts/amms/stableswapng/CurveStableSwapFactoryNG.vy
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contracts/amms/stableswapng/CurveStableSwapMetaNG.vy
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# pragma version 0.3.10 | ||
# pragma optimize gas | ||
# pragma evm-version shanghai | ||
""" | ||
@title CurveStableSwapNGMath | ||
@author Curve.Fi | ||
@license Copyright (c) Curve.Fi, 2020-2023 - all rights reserved | ||
@notice Math for StableSwapMetaNG implementation | ||
""" | ||
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MAX_COINS: constant(uint256) = 8 | ||
MAX_COINS_128: constant(int128) = 8 | ||
A_PRECISION: constant(uint256) = 100 | ||
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@external | ||
@pure | ||
def get_y( | ||
i: int128, | ||
j: int128, | ||
x: uint256, | ||
xp: DynArray[uint256, MAX_COINS], | ||
_amp: uint256, | ||
_D: uint256, | ||
_n_coins: uint256 | ||
) -> uint256: | ||
""" | ||
Calculate x[j] if one makes x[i] = x | ||
Done by solving quadratic equation iteratively. | ||
x_1**2 + x_1 * (sum' - (A*n**n - 1) * D / (A * n**n)) = D ** (n + 1) / (n ** (2 * n) * prod' * A) | ||
x_1**2 + b*x_1 = c | ||
x_1 = (x_1**2 + c) / (2*x_1 + b) | ||
""" | ||
# x in the input is converted to the same price/precision | ||
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n_coins_128: int128 = convert(_n_coins, int128) | ||
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assert i != j # dev: same coin | ||
assert j >= 0 # dev: j below zero | ||
assert j < n_coins_128 # dev: j above N_COINS | ||
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# should be unreachable, but good for safety | ||
assert i >= 0 | ||
assert i < n_coins_128 | ||
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amp: uint256 = _amp | ||
D: uint256 = _D | ||
S_: uint256 = 0 | ||
_x: uint256 = 0 | ||
y_prev: uint256 = 0 | ||
c: uint256 = D | ||
Ann: uint256 = amp * _n_coins | ||
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for _i in range(MAX_COINS_128): | ||
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if _i == n_coins_128: | ||
break | ||
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if _i == i: | ||
_x = x | ||
elif _i != j: | ||
_x = xp[_i] | ||
else: | ||
continue | ||
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S_ += _x | ||
c = c * D / (_x * _n_coins) | ||
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c = c * D * A_PRECISION / (Ann * _n_coins) | ||
b: uint256 = S_ + D * A_PRECISION / Ann # - D | ||
y: uint256 = D | ||
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for _i in range(255): | ||
y_prev = y | ||
y = (y*y + c) / (2 * y + b - D) | ||
# Equality with the precision of 1 | ||
if y > y_prev: | ||
if y - y_prev <= 1: | ||
return y | ||
else: | ||
if y_prev - y <= 1: | ||
return y | ||
raise | ||
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@external | ||
@pure | ||
def get_D( | ||
_xp: DynArray[uint256, MAX_COINS], | ||
_amp: uint256, | ||
_n_coins: uint256 | ||
) -> uint256: | ||
""" | ||
D invariant calculation in non-overflowing integer operations | ||
iteratively | ||
A * sum(x_i) * n**n + D = A * D * n**n + D**(n+1) / (n**n * prod(x_i)) | ||
Converging solution: | ||
D[j+1] = (A * n**n * sum(x_i) - D[j]**(n+1) / (n**n prod(x_i))) / (A * n**n - 1) | ||
""" | ||
S: uint256 = 0 | ||
for x in _xp: | ||
S += x | ||
if S == 0: | ||
return 0 | ||
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D: uint256 = S | ||
Ann: uint256 = _amp * _n_coins | ||
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for i in range(255): | ||
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D_P: uint256 = D | ||
for x in _xp: | ||
D_P = D_P * D / x # If division by 0, this will be borked: only withdrawal will work. And that is good | ||
D_P /= pow_mod256(_n_coins, _n_coins) | ||
Dprev: uint256 = D | ||
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# (Ann * S / A_PRECISION + D_P * _n_coins) * D / ((Ann - A_PRECISION) * D / A_PRECISION + (_n_coins + 1) * D_P) | ||
D = ( | ||
(unsafe_div(Ann * S, A_PRECISION) + D_P * _n_coins) * | ||
D / ( | ||
unsafe_div((Ann - A_PRECISION) * D, A_PRECISION) + | ||
unsafe_add(_n_coins, 1) * D_P | ||
) | ||
) | ||
# Equality with the precision of 1 | ||
if D > Dprev: | ||
if D - Dprev <= 1: | ||
return D | ||
else: | ||
if Dprev - D <= 1: | ||
return D | ||
# convergence typically occurs in 4 rounds or less, this should be unreachable! | ||
# if it does happen the pool is borked and LPs can withdraw via `remove_liquidity` | ||
raise | ||
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@external | ||
@pure | ||
def get_y_D( | ||
A: uint256, | ||
i: int128, | ||
xp: DynArray[uint256, MAX_COINS], | ||
D: uint256, | ||
_n_coins: uint256 | ||
) -> uint256: | ||
""" | ||
Calculate x[i] if one reduces D from being calculated for xp to D | ||
Done by solving quadratic equation iteratively. | ||
x_1**2 + x_1 * (sum' - (A*n**n - 1) * D / (A * n**n)) = D ** (n + 1) / (n ** (2 * n) * prod' * A) | ||
x_1**2 + b*x_1 = c | ||
x_1 = (x_1**2 + c) / (2*x_1 + b) | ||
""" | ||
# x in the input is converted to the same price/precision | ||
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n_coins_128: int128 = convert(_n_coins, int128) | ||
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assert i >= 0 # dev: i below zero | ||
assert i < n_coins_128 # dev: i above N_COINS | ||
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S_: uint256 = 0 | ||
_x: uint256 = 0 | ||
y_prev: uint256 = 0 | ||
c: uint256 = D | ||
Ann: uint256 = A * _n_coins | ||
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for _i in range(MAX_COINS_128): | ||
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if _i == n_coins_128: | ||
break | ||
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if _i != i: | ||
_x = xp[_i] | ||
else: | ||
continue | ||
S_ += _x | ||
c = c * D / (_x * _n_coins) | ||
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c = c * D * A_PRECISION / (Ann * _n_coins) | ||
b: uint256 = S_ + D * A_PRECISION / Ann | ||
y: uint256 = D | ||
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for _i in range(255): | ||
y_prev = y | ||
y = (y*y + c) / (2 * y + b - D) | ||
# Equality with the precision of 1 | ||
if y > y_prev: | ||
if y - y_prev <= 1: | ||
return y | ||
else: | ||
if y_prev - y <= 1: | ||
return y | ||
raise | ||
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@external | ||
@pure | ||
def exp(x: int256) -> uint256: | ||
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""" | ||
@dev Calculates the natural exponential function of a signed integer with | ||
a precision of 1e18. | ||
@notice Note that this function consumes about 810 gas units. The implementation | ||
is inspired by Remco Bloemen's implementation under the MIT license here: | ||
https://xn--2-umb.com/22/exp-ln. | ||
@dev This implementation is derived from Snekmate, which is authored | ||
by pcaversaccio (Snekmate), distributed under the AGPL-3.0 license. | ||
https://github.com/pcaversaccio/snekmate | ||
@param x The 32-byte variable. | ||
@return int256 The 32-byte calculation result. | ||
""" | ||
value: int256 = x | ||
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# If the result is `< 0.5`, we return zero. This happens when we have the following: | ||
# "x <= floor(log(0.5e18) * 1e18) ~ -42e18". | ||
if (x <= -41446531673892822313): | ||
return empty(uint256) | ||
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# When the result is "> (2 ** 255 - 1) / 1e18" we cannot represent it as a signed integer. | ||
# This happens when "x >= floor(log((2 ** 255 - 1) / 1e18) * 1e18) ~ 135". | ||
assert x < 135305999368893231589, "wad_exp overflow" | ||
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# `x` is now in the range "(-42, 136) * 1e18". Convert to "(-42, 136) * 2 ** 96" for higher | ||
# intermediate precision and a binary base. This base conversion is a multiplication with | ||
# "1e18 / 2 ** 96 = 5 ** 18 / 2 ** 78". | ||
value = unsafe_div(x << 78, 5 ** 18) | ||
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# Reduce the range of `x` to "(-½ ln 2, ½ ln 2) * 2 ** 96" by factoring out powers of two | ||
# so that "exp(x) = exp(x') * 2 ** k", where `k` is a signer integer. Solving this gives | ||
# "k = round(x / log(2))" and "x' = x - k * log(2)". Thus, `k` is in the range "[-61, 195]". | ||
k: int256 = unsafe_add(unsafe_div(value << 96, 54916777467707473351141471128), 2 ** 95) >> 96 | ||
value = unsafe_sub(value, unsafe_mul(k, 54916777467707473351141471128)) | ||
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# Evaluate using a "(6, 7)"-term rational approximation. Since `p` is monic, | ||
# we will multiply by a scaling factor later. | ||
y: int256 = unsafe_add(unsafe_mul(unsafe_add(value, 1346386616545796478920950773328), value) >> 96, 57155421227552351082224309758442) | ||
p: int256 = unsafe_add(unsafe_mul(unsafe_add(unsafe_mul(unsafe_sub(unsafe_add(y, value), 94201549194550492254356042504812), y) >> 96,\ | ||
28719021644029726153956944680412240), value), 4385272521454847904659076985693276 << 96) | ||
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# We leave `p` in the "2 ** 192" base so that we do not have to scale it up | ||
# again for the division. | ||
q: int256 = unsafe_add(unsafe_mul(unsafe_sub(value, 2855989394907223263936484059900), value) >> 96, 50020603652535783019961831881945) | ||
q = unsafe_sub(unsafe_mul(q, value) >> 96, 533845033583426703283633433725380) | ||
q = unsafe_add(unsafe_mul(q, value) >> 96, 3604857256930695427073651918091429) | ||
q = unsafe_sub(unsafe_mul(q, value) >> 96, 14423608567350463180887372962807573) | ||
q = unsafe_add(unsafe_mul(q, value) >> 96, 26449188498355588339934803723976023) | ||
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# The polynomial `q` has no zeros in the range because all its roots are complex. | ||
# No scaling is required, as `p` is already "2 ** 96" too large. Also, | ||
# `r` is in the range "(0.09, 0.25) * 2**96" after the division. | ||
r: int256 = unsafe_div(p, q) | ||
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# To finalise the calculation, we have to multiply `r` by: | ||
# - the scale factor "s = ~6.031367120", | ||
# - the factor "2 ** k" from the range reduction, and | ||
# - the factor "1e18 / 2 ** 96" for the base conversion. | ||
# We do this all at once, with an intermediate result in "2**213" base, | ||
# so that the final right shift always gives a positive value. | ||
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# Note that to circumvent Vyper's safecast feature for the potentially | ||
# negative parameter value `r`, we first convert `r` to `bytes32` and | ||
# subsequently to `uint256`. Remember that the EVM default behaviour is | ||
# to use two's complement representation to handle signed integers. | ||
return unsafe_mul(convert(convert(r, bytes32), uint256), 3822833074963236453042738258902158003155416615667) >> convert(unsafe_sub(195, k), uint256) |
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