Pure Rust implementation of Curve Finance LLAMMA (Lending-Liquidating AMM Algorithm) math.

Exact on-chain match — no tolerances, no approximations, wei-level precision. Differentially fuzz-tested against on-chain get_dy for 74 pools across 2 chains.

Architecture

• constants — protocol constants (WAD, MAX_TICKS, etc.).
• core — stateless math functions (wad_exp, get_y0, get_p, band pricing, dynamic fees). Always available, zero dependencies beyond alloy-primitives.
• swap + LlammaPool — pool simulation with band traversal, fee computation, and precision scaling. Requires the swap feature.

Quick start

use llamma_math::pool::LlammaPool;

// Build a pool (or use llamma-adapter to read from chain)
let pool = LlammaPool { /* ... */ };

// Quote a swap: crvUSD → collateral
let dy = pool.get_amount_out(0, 1, dx)?;

// Spot price in active band
let price = pool.spot_price()?;

Source

Ported line-by-line from:

• AMM.vy