curve-math

Pure Rust implementation of Curve Finance AMM math. Exact on-chain match — no tolerances, no approximations, wei-level precision.

Verified Pools

Every registered pool is differentially fuzz-tested against its on-chain get_dy: our get_amount_out is called with random swap amounts and the result is compared with an on-chain call at the same block. The test requires exact wei-level match — no tolerances, no approximations. Pools that don't match are not registered.

The pool registry covers all live Curve pools (non-empty, non-paused, functional tokens) across factory and legacy deployments.

Chain	Verified / Live pools	Last indexed
Ethereum	1128 / 1128	2026-05-25
Base	158 / 158	2026-05-25
Arbitrum	203 / 203	2026-05-25

Performance

Compared against revm executing the same pool's on-chain get_dy bytecode. Both produce identical results (wei-exact).

Pure computation — revm with pre-loaded state (EVM interpretation overhead only):

Pool type	curve-math	revm	Speedup
StableSwap 2-coin (3pool)	1.6 µs	13 µs	8x
StableSwapNG with oracle rates (sUSDS/USDT)	1.4 µs	38 µs	27x
TwoCryptoNG Cardano cubic (crvUSD/FXN)	6.4 µs	34 µs	5x
TriCryptoNG 3-coin hybrid (crvUSD/WETH/CRV)	4.5 µs	52 µs	12x

Realistic simulation — revm with full EVM setup (DB, accounts, storage, bytecode):

Pool type	curve-math	revm	Speedup
StableSwap 2-coin (3pool)	1.6 µs	150 µs	94x
StableSwapNG with oracle rates (sUSDS/USDT)	1.4 µs	448 µs	320x
TwoCryptoNG Cardano cubic (crvUSD/FXN)	6.4 µs	313 µs	49x
TriCryptoNG 3-coin hybrid (crvUSD/WETH/CRV)	4.5 µs	358 µs	80x

_{MacBook M2, Rust 1.82, revm 36. Reproduce: cd crates/curve-math/benches/revm-comparison && cargo bench}

Coverage

All 12 Curve pool variants:

Variant	Type	Solver	Example pools	Vyper source
StableSwapV0	StableSwap	Newton	sUSD, Compound, USDT, y, BUSD	StableSwapSUSD.vy
StableSwapV1	StableSwap	Newton	3pool, ren, sbtc, hbtc	StableSwap3Pool.vy
StableSwapV2	StableSwap	Newton	FRAX/USDC, factory plain	SwapTemplateBase.vy
StableSwapSTETH	StableSwap	Newton	Lido stETH/ETH	StableSwapSTETH.vy
StableSwapALend	StableSwap	Newton	Aave, sAAVE, IB, aETH	SwapTemplateA.vy
StableSwapNG	StableSwap	Newton	StableSwap-NG (plain + meta)	CurveStableSwapNG.vy
StableSwapMeta	StableSwap	Newton	GUSD, HUSD, factory meta	SwapTemplateMeta.vy
TwoCryptoV1	CryptoSwap	Newton	CRV/ETH (legacy)	CurveCryptoSwap2ETH.vy
TwoCryptoNG	CryptoSwap	Cardano cubic	crvUSD/FXN (MATH v2.0.0)	TwocryptoMath.vy
TwoCryptoStable	StableSwap	Newton	crvUSD/WETH (MATH v0.1.0)	Etherscan
TriCryptoV1	CryptoSwap	Newton	tricrypto2 (USDT/WBTC/WETH)	CurveCryptoMath3.vy
TriCryptoNG	CryptoSwap	Hybrid cubic+Newton	tricrypto-ng (USDC/WBTC/WETH)	CurveTricryptoOptimized.vy

Crates

Crate	Description
curve-math	Pure math — Newton solvers, Cardano cubic, fee formulas, Pool enum. Only depends on alloy-primitives.
curve-adapter	Pool discovery, variant detection, and build_pool() — adapts raw on-chain data into curve-math::Pool.

Usage

[dependencies]
# Swap computation only (construct Pool manually)
curve-math = { git = "https://github.com/sunce86/curve-math", features = ["swap"] }

# Full pipeline: raw on-chain data → Pool (includes curve-math)
curve-adapter = { git = "https://github.com/sunce86/curve-math" }

With curve-adapter (recommended — handles rates, precisions, validation):

use curve_adapter::{CurveVariant, RawPoolState, build_pool};

let state = RawPoolState {
    variant: CurveVariant::StableSwapV2,
    balances: vec![bal0, bal1],
    token_decimals: vec![18, 6],
    amp,
    fee: Some(fee),
    ..Default::default()
};
let pool = build_pool(&state)?;
let dy = pool.get_amount_out(0, 1, dx);

With curve-math directly (when you already have rates/precisions):

use curve_math::Pool;

let pool = Pool::StableSwapV2 { balances, rates, amp, fee };
let dy = pool.get_amount_out(0, 1, dx);

Structure

crates/
  curve-math/         # Pure math, Pool enum, fuzz tests, benchmarks
    src/core/          # Stateless math ported line-by-line from Vyper
    src/swap/          # get_amount_out/in, spot_price (feature "swap")
    src/pool.rs        # Pool enum (feature "swap")
    tests/             # Differential fuzz tests (RPC-based)
      registry/        # Verified pool lists per chain
  curve-adapter/       # Variant detection + pool construction
    src/build.rs       # RawPoolState → Pool, interpolate_a()
    src/detect.rs      # detect_variant() from on-chain probing
    src/variant.rs     # CurveVariant enum (12 variants)

License

Licensed under the Business Source License 1.1 (see LICENSE).

Free for non-production use: research, testing, auditing, and education. Production use generating revenue requires a commercial license.

For commercial licensing, contact: dusan.stanivukovic@gmail.com