solmath 0.2.0 · Rust 1.79+

Fixed-point maths for Solana programs.

SolMath is a zero-dependency Rust crate for decimal arithmetic, probability, option pricing and DeFi calculations. It uses integer operations at runtime and publishes compute-unit measurements from deployed SBF programs.

Read the API docs View source

cargo add solmathcrates.io

no_std runtimeunsafe forbiddeninteger-only executionfeature-gated models

Fixed-point representation

SolMath stores each number as an integer scaled by 1,000,000,000,000. The value 1.25 is stored as 1,250,000,000,000. Calculations therefore use integers rather than floating point.

Every public operation checks for overflow. Settlement helpers provide separate floor and ceiling variants, so the caller chooses how a result is rounded.

Human value1.250000000000

Stored integer1,250,000,000,000

OperationsChecked integer arithmetic

Compute-unit measurements

In the published SBF runs, the log, exponential and normal-CDF functions each had an observed maximum below 1,000 CU. The table also shows averages and maxima for the larger pricing functions.

A figure may cover a single function or a complete benchmark instruction. The last column states which. Your program will have additional transaction costs.

Published SBF compute-unit measurements
Operation	Average CU	Observed maximum	Measurement
`ln_fixed_i`	705	808	math call
`exp_fixed_i`	961	992	math call
`norm_cdf_poly`	960	993	math call
`Black–Scholes + Greeks`	24,717	25,650	standard precision
`Black–Scholes HP + Greeks`	113,177	149,925	high precision
`Arithmetic-Asian / TWAP`	137,997	182,458	math call
`Exponential NIG`	129,872	382,441	full instruction
`American KBI call / put`	381,096 / 371,876	390,628 / 390,786	full instruction

CU figures come from the published v0.2.0 SBF campaigns. They are not guarantees for an application's complete transaction.

Validation

The release repository includes bit-precise arithmetic checks, certificates for selected functions, comparison corpora and SBF measurements. This is internal validation. SolMath has not had an independent third-party audit.

Validation matrix Security contract Proof index

Core arithmetic

545 / 545 bit-precise Kani checks across 13 harnesses, including widened arithmetic, division and square-root transitions.

Model comparisons

The Asian/TWAP, American KBI and NIG tests each include 100,000 production cases and 10,000 adversarial cases.

Audit status

No independent audit is claimed. The validation and security files state the tested input ranges and the caller's responsibilities.

Functions and models

Browse every API

Core arithmetic

Checked multiply, divide, square root, rounding and widened intermediate arithmetic at 12 decimal places.

fp_mul
fp_div
fp_sqrt
DoubleWord

Probability and functions

Logs, exponentials, powers, trigonometry, normal distributions and bivariate probabilities.

ln_fixed_i
exp_fixed_i
norm_cdf
bivariate_normal_cdf

Pricing models

European, barrier, Asian/TWAP, American, rainbow and NIG options with Greeks and implied volatility.

bs_full
implied_vol
american_kbi_price
nig_price_certified

DeFi calculations

Weighted-pool swaps, token conversion and explicit payout or collection rounding for settlement code.

weighted_out_given_in
token conversion
floor payout
ceil collection

Feature flags

Core arithmetic does not require any pricing model. Disable default features, add the required module, then measure the resulting SBF program.

Open the API reference

Cargo.tomlBlack–Scholes only

[dependencies]
solmath = { version = "0.2", default-features = false, features = ["bs"] }

arithmetic.rsSCALE = 1e12

use solmath::{fp, fp_mul};

let amount = fp("1250.50")?;
let rate = fp("0.035")?;
let interest = fp_mul(amount, rate)?;

FAQ

What is fixed-point maths?

Fixed-point arithmetic stores a decimal as an integer plus an agreed scale. SolMath uses 12 decimal places, so 1.25 is represented as 1,250,000,000,000. The decimal point is a convention; runtime operations remain integer operations.

Why use fixed point in a Solana program?

On-chain code needs deterministic results and an explicit rounding policy. Fixed point makes both visible. SolMath also publishes SBF compute-unit measurements so teams can choose a precision tier against a real transaction budget.

Is SolMath only for financial models?

No. Core arithmetic and transcendental functions can be used without linking any pricing model. Feature flags let a program include only the capabilities it calls.

Is the crate audited?

SolMath does not claim an independent third-party audit. Its internal release evidence is public: bit-precise Kani checks, reference corpora, certificate summaries, SBF measurements and a documented security contract.

Does SolMath work with no_std?

Yes. The runtime crate is no_std, has no dependencies, forbids unsafe Rust and performs no heap allocation, network access or off-chain pricing.

solmath 0.2.0

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