[ANN] Introducing DefiMath: gas-optimized Math & Derivatives Solidity Library

[TokenMint]

Hi everyone,

I've been building DeFiMath over the past several months — an open-source Solidity library focused on gas-optimized math and DeFi primitives. v3.1.0 just shipped to npm, fully tested, fully benchmarked against every comparable on-chain library I could find.

What it is

A pure-Solidity library covering six modules: math primitives, options pricing, binary options, futures, interest rates, and portfolio statistics. MIT-licensed, no runtime dependencies, ~16 KB published.

Why I built it

On-chain derivatives, implied-volatility solving on every quote, vault risk fees, real-time options pricing — these all need fast and precise math. The existing libraries (PRBMath, ABDK, Solady, SolStat) either don't cover derivatives at all, or are 5–30× more expensive per call. I wanted to make those use cases economically viable in a single transaction.

Headline gas numbers (lower is better)

• callOptionPrice (Black-Scholes): 2,876 gas — 4.6× cheaper than Derivexyz (13,360), 31× cheaper than Dopex (88,969)
• binaryCallPrice: 2,092 gas — 7.8× cheaper than Haptic (16,218)
• sqrt: 245 gas vs Solady 341, PRBMath 959, ABDK 808
• cbrt: 368 gas vs Solady's cbrtWad 550
• ln: 375 gas vs Solady 518, PRBMath 6,901, ABDK 12,695
• stdNormCDF (Φ(x)): 731 gas vs SolStat 2,794
• IV solver included, converges in 5–10 Newton-Raphson iterations
• Full Greeks (delta, gamma, theta, vega) at 1.5–3.5K gas each

Key tech

• Uses the new clz opcode (EIP-7939, EVM Osaka) for ~30% gas savings on sqrt, cbrt, ln — savings cascade upward through every function that uses them (option pricing is ~10% cheaper as a side effect).
• 100% test branch coverage
• Validated against simple-statistics, black-scholes, greeks, math-erf JS reference libraries

Requirements

• Solidity ^0.8.31
• evmVersion: "osaka" (Fusaka)

Install

 

npm install defimath-lib

Quick example

 

import "defimath-lib/contracts/derivatives/Options.sol";

 

uint256 price = DeFiMathOptions.callOptionPrice(

    1000e18,    // spot

    980e18,     // strike

    60 days,    // time to expiration

    0.6e18,     // 60% volatility

    0.05e18     // 5% risk-free rate

);

Links

• Website: https://defimath.com
• Docs: https://defimath.com/docs
• CLZ technical writeup: https://defimath.com/blog/clz-opcode-solidity
• GitHub (library): https://github.com/MerkleBlue/defimath
• GitHub (benchmarks vs other libs): https://github.com/MerkleBlue/defimath-compare
• npm: https://www.npmjs.com/package/defimath-lib
• X / Twitter: https://x.com/defi_math

Happy to answer questions about implementation choices, benchmark methodology, or how to integrate it into specific use cases. All benchmark numbers above are reproducible from defimath-compare — just npm install && npx hardhat test.