xin terms of
Y) and slip, the difference between the spot and the final realised
a = b = 2then the pool behaves as if the depth is twice as deep, the slip is thus half as much, and the price the swapper receives is better. This is akin to smoothing the bonding curve, but it does not affect pool solvency in any way. Virtual depths are currently not implemented
a = 2, b = 1then the
Yasset will behave as though it is twice as deep as the
Xasset, or, that the pool is no longer 1:1 bonded. Instead the pool can be said to have 67:33 balance, where the liquidity providers are twice as exposed to one asset over the other.