Crate keystone_defi 

Keystone DeFi SDK - Unified computation library for Arbitrum protocols.

This crate provides a single integration point for DeFi protocols on Arbitrum, combining precision arithmetic, financial calculations, and risk metrics.

Quick Start

use keystone_defi::prelude::*;
use core::str::FromStr;

// Lending: Calculate health factor
let collateral = Decimal::from_str("10000").unwrap();
let debt = Decimal::from_str("5000").unwrap();
let threshold = Decimal::from_str("0.8").unwrap();
let health = health_factor(collateral, debt, threshold).unwrap();

// AMM: Calculate swap output
let output = calculate_swap_output(
    Decimal::from(1000000i64),
    Decimal::from(1000000i64),
    Decimal::from(1000i64),
    Decimal::from(30i64),  // 0.3% fee
).unwrap();

// Vault: Calculate share price
let share_price = calculate_share_price(
    Decimal::from(1000000i64),
    Decimal::from(950000i64),
).unwrap();

// Derivatives: Calculate liquidation price
let position = PerpPosition {
    size: Decimal::from_str("1.5").unwrap(),
    entry_price: Decimal::from(2000i64),
    is_long: true,
    leverage: Decimal::from(10i64),
    collateral: Decimal::from(300i64),
};
let liq_price = calculate_liquidation_price(&position, Decimal::from_str("0.01").unwrap()).unwrap();

Modules

• precision - Core decimal arithmetic with 28-digit precision
• lending - Health factor, liquidation, and borrow calculations
• amm - Swap, liquidity, and price impact calculations
• vault - ERC4626 share/asset calculations and compounding
• derivatives - Perpetual futures, funding rates, and margin calculations
• options - Black-Scholes pricing and Greeks

Stylus Integration

All types are no_std compatible and work in Arbitrum Stylus smart contracts:

#![cfg_attr(not(feature = "export-abi"), no_main, no_std)]
use keystone_defi::prelude::*;
use stylus_sdk::prelude::*;

#[public]
impl MyContract {
    pub fn calculate_health(&self, collateral: U256, debt: U256) -> Result<U256, Vec<u8>> {
        let c = u256_to_decimal(collateral);
        let d = u256_to_decimal(debt);
        let threshold = Decimal::from_str("0.8").unwrap();
        let hf = health_factor(c, d, threshold).map_err(|_| b"calc error".to_vec())?;
        Ok(decimal_to_u256(hf))
    }
}

Modules

amm

AMM and DEX calculations.

day_count

Day count conventions for interest calculations.

derivatives

Derivatives and perpetual futures calculations.

interest

Interest and time value calculations.

interpolation

Interpolation methods.

lending

Lending protocol calculations.

options

Options pricing and Greeks.

precision

Core precision arithmetic.

prelude

Commonly used imports for DeFi calculations.

solver

Numerical solvers.

term_structure

Yield curve and term structure.

vault

Vault and yield calculations.