Merge pull request #16 from curvefi/ng_handlers

ng metaregistry handlers

contracts/amms/stableswapng/CurveStableSwapNGMath.vy

@@ -0,0 +1,269 @@
+# 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
+"""
+
+MAX_COINS: constant(uint256) = 8
+MAX_COINS_128: constant(int128) = 8
+A_PRECISION: constant(uint256) = 100
+
+
+@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
+
+    n_coins_128: int128 = convert(_n_coins, int128)
+
+    assert i != j       # dev: same coin
+    assert j >= 0       # dev: j below zero
+    assert j < n_coins_128  # dev: j above N_COINS
+
+    # should be unreachable, but good for safety
+    assert i >= 0
+    assert i < n_coins_128
+
+    amp: uint256 = _amp
+    D: uint256 = _D
+    S_: uint256 = 0
+    _x: uint256 = 0
+    y_prev: uint256 = 0
+    c: uint256 = D
+    Ann: uint256 = amp * _n_coins
+
+    for _i in range(MAX_COINS_128):
+
+        if _i == n_coins_128:
+            break
+
+        if _i == i:
+            _x = x
+        elif _i != j:
+            _x = xp[_i]
+        else:
+            continue
+
+        S_ += _x
+        c = c * D / (_x * _n_coins)
+
+    c = c * D * A_PRECISION / (Ann * _n_coins)
+    b: uint256 = S_ + D * A_PRECISION / Ann  # - D
+    y: uint256 = D
+
+    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
+
+
+@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
+
+    D: uint256 = S
+    Ann: uint256 = _amp * _n_coins
+
+    for i in range(255):
+
+        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
+
+        # (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
+
+
+@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
+
+    n_coins_128: int128 = convert(_n_coins, int128)
+
+    assert i >= 0  # dev: i below zero
+    assert i < n_coins_128  # dev: i above N_COINS
+
+    S_: uint256 = 0
+    _x: uint256 = 0
+    y_prev: uint256 = 0
+    c: uint256 = D
+    Ann: uint256 = A * _n_coins
+
+    for _i in range(MAX_COINS_128):
+
+        if _i == n_coins_128:
+            break
+
+        if _i != i:
+            _x = xp[_i]
+        else:
+            continue
+        S_ += _x
+        c = c * D / (_x * _n_coins)
+
+    c = c * D * A_PRECISION / (Ann * _n_coins)
+    b: uint256 = S_ + D * A_PRECISION / Ann
+    y: uint256 = D
+
+    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
+
+
+@external
+@pure
+def exp(x: int256) -> uint256:
+
+    """
+    @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
+
+    # 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)
+
+    # 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"
+
+    # `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)
+
+    # 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))
+
+    # 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)
+
+    # 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)
+
+    # 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)
+
+    # 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.
+
+    # 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)