Capital Efficiency

This is the sales pitch for Orbital AMM, formalized. We'll derive the efficiency multiplier and show why concentrated liquidity is essential for stablecoin trading.

05 · Trade Execution
A swap moves the reserve point along the torus surface. The invariant is verified on-chain.

The Efficiency Formula

Capital efficiency is defined as:

efficiency = q / (q − x_min)

where:

  • q = r(1 − 1/√n) is the equal-price point reserve
  • x_min is the virtual reserve at the depeg threshold

Intuitively: efficiency measures how much more capital is deployed at the current price compared to a uniform liquidity pool.

Derivation

In a uniform pool (like Curve), liquidity is spread across all possible prices. Most of this liquidity is never used — it's "out of the money" at the current price.

In Orbital, LPs can concentrate liquidity within a specific price range. The capital that would have been "wasted" on unused price ranges is now deployed where trades actually happen.

The ratio q / (q − x_min) captures this:

  • q represents the "active" capital at the current price
  • x_min represents the capital at the edge of the price range
  • The denominator is the "wasted" capital in a uniform pool

Numerical Example

For n = 5 tokens at a 0.99 depeg threshold:

q = r(1 − 1/√5) ≈ 0.553r
x_min ≈ 0.549r (computed from the virtual reserve formula)
efficiency = 0.553r / (0.553r − 0.549r) ≈ 150×

This means Orbital provides 150× more liquidity at the current price than Curve would with the same capital.

Efficiency at Different Depeg Thresholds

Depeg ThresholdEfficiency (n=5)
0.90~15×
0.95~30×
0.99~150×
0.995~300×
0.999~1500×

Tighter ticks (higher depeg thresholds) mean more efficiency but narrower price coverage. The choice depends on how stable you expect the tokens to be.

The Tradeoff

Concentrated liquidity is a bet on price stability. If a token depegs beyond your tick range, your liquidity becomes inactive — you're no longer earning fees, and you're holding only the depegged token.

This is the same tradeoff as Uniswap V3: higher returns in exchange for active management. Orbital just generalizes it to n tokens.

Comparison to Curve

Curve's stableswap invariant provides about 1-2× capital efficiency for stablecoins (depending on the specific implementation). Orbital's 150× is two orders of magnitude better.

The difference: Curve's liquidity is uniform across all price ratios. Orbital's is concentrated where stablecoins actually trade.

Real-world impact: For a $10M liquidity pool, Orbital provides the same effective liquidity as a $1.5B Curve pool. This is why concentrated liquidity is essential for efficient stablecoin trading.