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Model Matrix

What Defines a Model

Each model is defined by its curve type — the pricing function used for buy/sell operations:

  • C = Constant Product
  • E = Exponential
  • S = Sigmoid
  • L = Logarithmic
  • P = Polynomial (configurable exponent)

All other dimensions (Yield → Price, LP → Price) are now fixed invariants.


Fixed Invariants

These properties are the same across all active models:

Property Value Rationale
Token Inflation Always yes LPs earn minted tokens at 5% APY on tokens provided as liquidity
Buy/Sell Impacts Price Always yes Core price discovery mechanism — without it, there is no market
Yield → Price Always yes Vault compounding feeds into price curve. Passive appreciation for holders.
LP → Price Always no Adding/removing liquidity is price-neutral. Clean separation of buy vs LP USDC.
Vault APY 5% All USDC is rehypothecated into yield vaults

Active Models

P12YN is "the one" chosen model for the Commonwealth protocol.

The following 6 models are active in the test suite for metrics reference and performance comparison:

Codename Curve Type Exponent Yield → Price LP → Price
CYN Constant Product Yes No
EYN Exponential Yes No
SYN Sigmoid Yes No
LYN Logarithmic Yes No
P12YN Polynomial 1.2 Yes No
P15YN Polynomial 1.5 Yes No

Codename Convention

[Curve][Yield→Price][LP→Price]

  • C = Constant Product, E = Exponential, S = Sigmoid, L = Logarithmic, P = Polynomial
  • Y = Yes, N = No
  • Polynomial variants use numeric suffix for exponent: P12 = n^1.2, P15 = n^1.5

Archived Models

The following 12 models have been explored and archived. They remain available in the codebase for research and comparison but are not recommended for production use.

Codename Curve Type Yield → Price LP → Price Archive Reason
CYY Constant Product Yes Yes LP moves price
CNY Constant Product No Yes LP moves price, no passive appreciation
CNN Constant Product No No No passive appreciation
EYY Exponential Yes Yes LP moves price
ENY Exponential No Yes LP moves price, no passive appreciation
ENN Exponential No No No passive appreciation
SYY Sigmoid Yes Yes LP moves price
SNY Sigmoid No Yes LP moves price, no passive appreciation
SNN Sigmoid No No No passive appreciation
LYY Logarithmic Yes Yes LP moves price
LNY Logarithmic No Yes LP moves price, no passive appreciation
LNN Logarithmic No No No passive appreciation
P20YN Polynomial (2.0) Yes No Steep exit penalty. Disadvantages late users
P25YN Polynomial (2.5) Yes No Steepest exit penalty. Heavily favors early users

Curve Type Summary

See MATH.md for detailed formulas, integrals, and behavior analysis.

Curve Price Discovery Slippage Fairness Complexity
Constant Product Strong High (both sides) Moderate Low
Exponential Very strong Very high at scale Low (favors early) Medium
Sigmoid Phased (slow → fast → plateau) Moderate High High
Logarithmic Moderate Decreasing over time Moderate-High Medium
Polynomial Configurable (exponent) Steep at high supply Depends on n Medium

Expected Tradeoffs

Dimension Effect on Fairness Effect on Slippage Effect on Price Discovery Effect on Complexity
Yield → Price = Yes Late buyers enter at yield-inflated price No direct effect Passive growth signal Requires yield-adjusted reserve tracking
Yield → Price = No Price reflects pure demand No direct effect Cleaner signal Simpler price calculation
LP → Price = Yes LP events move price (can disadvantage) LP adds/removes create slippage Richer signal (demand + liquidity) Unified reserves
LP → Price = No LP is price-neutral (fairer) No LP slippage Price = pure buy/sell Dual tracking (buy_usdc vs lp_usdc)

For curve-specific tradeoffs, see the Curve Type Summary above.