Simple Python functions to easily simulate any constant function style AMMs.
This provides a modest number of succint functions that can be helful to easily prototype the design of new constant function style AMMs. The methods and formalism described in Angeris and Chitra (2020) are used.
invariants.py contains a set of classic invariants currently implemented by AMMs such as Uniswap, Balancer or Curve.
solver.py contains the functions needed to calculate quantities of interest such as the spot price for a given pair, the slippage, etc.
- Python 3
pip install numpypip install scipy