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Balancer Maths Python

Python implementation of maths for Balancer pools.

Hooks Support

Hooks are supported on a case by case basis.

When a pool has a hook type included in the pool data relevant hook data must also be passed as an input to any Vault operation. See Remove Liquidity example below.

Currently supported hooks:

  • ExitFeeHook
    • This hook implements the ExitFeeHookExample found in mono-repo

Examples

Swap

from src.vault import Vault

pool = {
    "poolType": "Weighted",
    "chainId": "11155111",
    "blockNumber": "5955145",
    "poolAddress": "0xb2456a6f51530053bc41b0ee700fe6a2c37282e8",
    "tokens": [
        "0x7b79995e5f793A07Bc00c21412e50Ecae098E7f9",
        "0xb19382073c7A0aDdbb56Ac6AF1808Fa49e377B75",
    ],
    "scalingFactors": [1000000000000000000, 1000000000000000000],
    "weights": [500000000000000000, 500000000000000000],
    "swapFee": 100000000000000000,
    "balancesLiveScaled18": [2000000000000000000, 2000000000000000000],
    "tokenRates": [1000000000000000000, 1000000000000000000],
    "totalSupply": 1000000000000000000,
    "aggregateSwapFee": 500000000000000000,
}


swap_input = {
    "amount_raw": 100000000,
    "swap_kind": SwapKind.GIVENIN.value,
    "token_in": pool['tokens'][0],
    "token_out": pool['tokens'][1],
}

vault = Vault()

calculated_result = vault.swap(
    swap_input,
    pool,
)

Add Liquidity

from src.vault import Vault

pool = {
    "poolType": "Weighted",
    "chainId": "11155111",
    "blockNumber": "5955145",
    "poolAddress": "0xb2456a6f51530053bc41b0ee700fe6a2c37282e8",
    "tokens": [
        "0x7b79995e5f793A07Bc00c21412e50Ecae098E7f9",
        "0xb19382073c7A0aDdbb56Ac6AF1808Fa49e377B75",
    ],
    "scalingFactors": [1000000000000000000, 1000000000000000000],
    "weights": [500000000000000000, 500000000000000000],
    "swapFee": 100000000000000000,
    "balancesLiveScaled18": [2000000000000000000, 2000000000000000000],
    "tokenRates": [1000000000000000000, 1000000000000000000],
    "totalSupply": 1000000000000000000,
    "aggregateSwapFee": 500000000000000000,
}


add_liquidity_input = {
    "pool": '0xb2456a6f51530053bc41b0ee700fe6a2c37282e8',
    "max_amounts_in_raw": [200000000000000000, 100000000000000000],
    "min_bpt_amount_out_raw": 0,
    "kind": Kind.UNBALANCED.value,
}

vault = Vault()

calculated_result = vault.add_liquidity(
    add_liquidity_input,
    pool,
)

Remove Liquidity

This example shows how to calculate the result of a remove liqudity operation when the pool is registered with the ExitFee hook.

from src.vault import Vault

pool = {
    "poolType": "Weighted",
    "hookType": "ExitFee",
    "chainId": "11155111",
    "blockNumber": "5955145",
    "poolAddress": "0x03722034317d8fb16845213bd3ce15439f9ce136",
    "tokens": [
        "0x7b79995e5f793A07Bc00c21412e50Ecae098E7f9",
        "0xb19382073c7A0aDdbb56Ac6AF1808Fa49e377B75",
    ],
    "scalingFactors": [1000000000000000000, 1000000000000000000],
    "weights": [500000000000000000, 500000000000000000],
    "swapFee": 100000000000000000,
    "balancesLiveScaled18": [5000000000000000, 5000000000000000000],
    "tokenRates": [1000000000000000000, 1000000000000000000],
    "totalSupply": 158113883008415798,
    "aggregateSwapFee": 0,
}

remove_liquidity_input = {
    "pool": '0x03722034317d8fb16845213bd3ce15439f9ce136',
    "min_amounts_out_raw": [1, 1],
    "max_bpt_amount_in_raw": 10000000000000,
    "kind": RemoveKind.PROPORTIONAL.value,
}

input_hook_state = {
    'removeLiquidityHookFeePercentage': 0,
    'tokens': pool['tokens'],
}

vault = Vault()

calculated_result = vault.add_liquidity(
    add_liquidity_input,
    pool,
    hook_state=input_hook_state
)