Pool Maths Reference

Explore our GitHub repositoryopen in new window containing reference mathematical implementations, in Javascript and Python, for supported Balancer pool types. Designed to assist developers and integrators in understanding the underlying swap calculations, these implementations can be imported as a packages into your project or serve as a reference for your own implementation.

Supported Pool Types

Weighted Pool

Pools that swap tokens by enforcing a Constant Weighted Product invariant.

Stable Pool

Pools that swap tokens by enforcing a Stable Math invariant, based on Curve.

Stable Surge Pool

Stable Pools that use the Stable Surge Hook, a dynamic fee implementation that increases fees on transactions that unbalance the pool. The pool itself is exactly the same - a standard Stable Pool. The only difference is the hook, which is attached to the pool by the factory.

Gyro 2-CLP

Gyroscope two-token pools that concentrate liquidity in a fungible manner, and can have uncorrelated assets.

paramsAlpha
paramsBeta

function getGyro2CLPPoolDynamicData() external view returns (Gyro2CLPPoolDynamicData memory data);

struct Gyro2CLPPoolDynamicData {
    uint256[] balancesLiveScaled18;
    uint256[] tokenRates;
    uint256 staticSwapFeePercentage;
    uint256 totalSupply;
    uint256 bptRate;
    bool isPoolInitialized;
    bool isPoolPaused;
    bool isPoolInRecoveryMode;
}

function getGyro2CLPPoolImmutableData() external view returns (Gyro2CLPPoolImmutableData memory data);

struct Gyro2CLPPoolImmutableData {
    IERC20[] tokens;
    uint256[] decimalScalingFactors;
    uint256 sqrtAlpha;
    uint256 sqrtBeta;
}

Gyro E-CLP

Elliptic CLPs, or E-CLPs, allow trading along the curve of an ellipse. Suitable for correlated assets that would be used with Stable Pools.

paramsAlpha
paramsBeta
paramsC
paramsS
paramsLambda
tauAlphaX
tauAlphaY
tauBetaX
tauBetaY
u
v
w
z
dSq

function getGyroECLPPoolDynamicData() external view returns (GyroECLPPoolDynamicData memory data);

struct GyroECLPPoolDynamicData {
  uint256[] balancesLiveScaled18;
  uint256[] tokenRates;
  uint256 staticSwapFeePercentage;
  uint256 totalSupply;
  uint256 bptRate;
  bool isPoolInitialized;
  bool isPoolPaused;
  bool isPoolInRecoveryMode;
}

function getGyroECLPPoolImmutableData() external view returns (GyroECLPPoolImmutableData memory data);

struct GyroECLPPoolImmutableData {
    IERC20[] tokens;
    uint256[] decimalScalingFactors;
    int256 paramsAlpha;
    int256 paramsBeta;
    int256 paramsC;
    int256 paramsS;
    int256 paramsLambda;
    int256 tauAlphaX;
    int256 tauAlphaY;
    int256 tauBetaX;
    int256 tauBetaY;
    int256 u;
    int256 v;
    int256 w;
    int256 z;
    int256 dSq;
}
  • API Support: Pool will show as GYROE type and immutable params are available:
query MyQuery {
  aggregatorPools(
    where: {chainIn: ARBITRUM, protocolVersionIn: 3, poolTypeIn: GYROE}
  ) {
    address
    type
    alpha
    beta
    c
    s
    lambda
    tauAlphaX
    tauAlphaY
    tauBetaX
    tauBetaY
    u
    v
    w
    z
    dSq
  }
}