> For the complete documentation index, see [llms.txt](https://docs.native.org/native-whitepaper/llms.txt). Markdown versions of documentation pages are available by appending `.md` to page URLs; this page is available as [Markdown](https://docs.native.org/native-whitepaper/introduction/flexible-market-making/pricing-models/on-chain-pricing/constant-sum.md).

# Constant Sum

A constant sum pricing model is a straightforward implementation satisfies the equation:

<figure><img src="https://miro.medium.com/max/700/1*CeyMwahxtyoFa8-jrM4CSg.png" alt=""><figcaption></figcaption></figure>

Where **R\_i** are the reserves of each asset and **k** is a constant. While this function produces “zero slippage”, it does not provide infinite liquidity and thus is likely unfit as a standalone implementation for a decentralized exchange use-case. In practice, what would happen is that any arbitrageur would always drain one of the reserves if the reference relative price of the reserve tokens is not **one**.

<figure><img src="https://miro.medium.com/max/700/1*OXxOE-Cu78TSeMwMKhy33Q.png" alt=""><figcaption><p>Constant Sum</p></figcaption></figure>

A constant sum function forms a **straight line** when plotting two assets.