ts-amm-pool-math

Pool Math

NOTE

To publish bump the version then copy paste README and package.json There's probably a better way

Usage

Use the amountOut functions

Use makeAmountOutGivenReservesFunction and makeAmountOutFunction to make functions for you

Get the price for a swap

Given an amount in, use getPrice(amountIn, getAmountOut(amountIn)) to get a quote You have to decide the amountIn as a price is not easy to define I'd recommend 10 ** decimals

Optimizer

The optimizer file contains ways to compute:

• Max amount in before the price changes too much, see: maxInBeforePriceLimit
• Multiplier by which to multiply the reserves to allow the swap you want, see: getPoolReserveMultiplierToAllowPriceImpactBelow
• The time it would take to profitably sell into a pool given the liquidity and the amount, see: getPoolDiscreteRepetitionsUntilFullLiquidatedAmount

Contributing

All functions have this signature

export function getAmountOut(
  // Self describing params
  amountIn: number,
  reserveIn: number,
  reserveOut: number,

  stable: boolean, // Is it for stableswap invariant? MUST be true for Bal and Curve

  // EXTRA PARAMS, all extra always have defaults
  amplificationParameter: number = DEFAUT_A,
  swapFeePercentage: number = DEFAUT_FEE,
  tokenInDecimals: number = DEFAULT_TOKEN_DECIMALS
  customRates: number[] = [1e18, 1e18] // Rates, Bal multiplies all values by it, curve uses it in it's logic
) {

Implementations are manuallly rewritten (with exception of Balancer which already had an implementation)

Credits

Original Math and Code

Balancer + George Roman https://github.com/georgeroman/balancer-v2-pools/blob/main/src/pools/stable/math.ts

Curve The Curve team

Velo Velodrome

Grind to code this

Alex The Entreprenerd

Acknowledgements

Ray Easter for Balancer Volatile Math being ported

Optimizer

The optimizer is a set of functions to help you find: -> Is a swap profitable -> How much more liquidity would you need to support a swap

## SingleSided Withdrawals

See make