balancerpy

Python package for Balancer V2 modelling

• Currently in Beta (version 0.0.10) until fully tested and analyzed

Install

To install package:

> git clone https://github.com/defipy-devs/balancerpy
> pip install .

or

> pip install BalancerPy

Basic Weighted Pool Overview

• See test notebook for example implementation
• Python implementation of Balancer Weighted Pools 'broadly' consists of two main components
  • BalancerMath.py: refactor of Balancer V2 Math solidity contract code, and was copied from BalancerPools_Model GH repos
  • BalancerExchange.py: refactor of Balancer Pool solidity contract code, created in-house (+ supporting classes)
• The mapping (contract code -> math refactor -> exchange refactor) is as follows:
  • Price
    • BMath.calcSpotPrice() -> BalancerMath.calc_spot_price() -> BalancerExchange.get_price()
  • Swapping
    • BMath.calcOutGivenIn() -> BalancerMath.calc_out_given_in() -> BalancerExchange.get_amount_out()
    • BMath.calcInGivenOut() -> BalancerMath.calc_in_given_out() -> BalancerExchange.get_amount_in()
  • Adding Liquidity
    • BMath.calcPoolOutGivenSingleIn() -> BalancerMath.calc_pool_out_given_single_in() -> BalancerExchange.join_swap_extern_amount_in()
    • BMath.calcSingleInGivenPoolOut() -> BalancerMath.calc_single_in_given_pool_out() -> BalancerExchange.join_swap_pool_amount_out()
  • Removing Liquidity
    • BMath.calcPoolInGivenSingleOut() -> BalancerMath.calc_pool_in_given_single_out() -> BalancerExchange.exit_swap_extern_amount_out()
    • BMath.calcSingleOutGivenPoolIn() -> BalancerMath.calc_single_out_given_pool_in() -> BalancerExchange.exit_swap_pool_amount_in()