{ "notes": "EPISODE 7 (2026-11-07). STATE: round 3 (27 items, r3-d1/d2/d3/f1/f2/s1/m1) still running: 24 in flight, 3 returned and ALL THREE BLOCKED at the toolchain with n 0 (uv installer writing outside the workspace; mktemp on the system temp dir since exports do not carry between commands; Python 3.14 above PyO3 0.22.6's max 3.13 at maturin). No round-3 measurement yet, so the BEST stays CH and round 3 is not yet scored (stop rule untouched). Requester 04:35Z asked for one setup script in every brief, word for word, and reruns of the blocked round-3 items. That script is 2702 chars and a brief is at most 3000, so the r4 template carries a compressed same-step version (no comments or version prints, one export line, Linux only: a Mac prints BLOCKED and the idea reruns elsewhere) with one mend: `uv venv --python 3.12` (uv fetches CPython 3.12 into scratch/uvpy; fixes the PyO3 3.14 failure, gives pyrevm a wheel); the write-up must say so.\n\nDECIDED (8 items, 97 of 600 used): r4-pre-a = reruns of blocked ideas as CH deltas (norm-attract, silence-clamp, th-killed, warmup, recenter); r4-pre-b = fresh mechanisms not in round 3 (fill-rate = retail-absence evidence via our fill share vs lambda; side-asym = bid/ask-specific stale constants from the fixed-X/fixed-Y router asymmetry; displace-guard = after a retail print, the side an arb would hit gets fee d+m until the next callback). All tune only on 20000..29999, confirm once paired vs CH on the EPISODE-7 FRESH BLOCK 700000..701999 (n 2000), score 0..999, return code + sha + delta. Wake: all r3 batches and r4-pre settle, or 240 min. Read list = 22 round-3 items + the 8 new (30). Unread for lack of slots: r3-s1/lite9, r3-d1/highfee, r2-fresh-a/arb-class.\n\nSCOREBOARD (paired, n 2000 unless said):\n- BEST (promotion 2, ep6): CH = ChengHua926/amm-challenge commit d34a5199c59a4c44d5336a25f1436b4ae1f21104 contracts/src/Strategy.sol, sha256 6dd68f77a70900319460215374143dbd5d924198450a46d9f5f91f6b1e3d35c3. vs YQ on 400000..401999: +0.962 se 0.021. Score 0..999 = 525.525882178 (se 2.79; first edges 478.313720, 598.726153, 412.970257). Calibration 900000..909999: pending (r3-m1/ch-calib). Slots 0-10 used.\n- Promotion 1 (ep4): YQ = jiayaoqijia/amm-challenge-yq commit 3e9dc7d5a6192c88b562a0f8d9c172ca566ec94d contracts/src/Strategy.sol, sha256 00fae418c49cd681ad0879c6f96ebed0163fab5a660b38030f11e6947a39afd4. vs StarterStrategy (sha 8f2cea33) on 100000..101999: +154.69 se 0.95; on 500000..501999 (r2b-a/tune-asym): +154.95 se 0.94 (starter 367.59 there). 0..999 = 524.6271111458843; calibration 522.520303864629 se 0.917.\n- NEW this episode. r2b-a/tune-asym (YQ asymmetry constants retuned; sha 3c72f6b6): -0.010 se 0.0066 vs YQ on 500000..501999: YQ's asymmetry constants sit at a local optimum; constant-only tuning of that block is exhausted. r2-measure/pub-shl0k28 (shl0k28/amm-challenge 9c4be0b6, sha 3896e5cf): 525.08 on 0..999 (claim reproduced) but vs YQ on 400000..401999 -0.177 se 0.298 with blow-up seeds (-334, -310, -308): not a base. Round 1 vs starter on 100000..101999 (none beats YQ's +154.69): router-optimal +149.46 se 0.92 (519.29 on 0..999; router-marginal pricing + arb-loss term + inferred normalizer spot), flow-estimate +124.42 se 0.86 (its adaptive lambda/size table added 0.000 se 0.06 over a constant control), size-toxicity +115.20, inventory +104.49, band-state +10.78, bandit +9.91. r1x vs starter on 300000..301999: edge-max +147.19 se 0.84 (517.53; closed-form expected-edge table), param-lookup +10.73 (a per-sim parameter table adds +0.006 over fixed 75 bps), arb-vol +10.66, one-sided +3.13. Lesson: every standalone mechanism lands 5-150 below the YQ family; only deltas on the best are worth items.\n- anchors2: vanilla-b 342.26191722896806 se 0.5176 and starter-b 367.916063 se 0.5900 match a's digits and first edges exactly: runs are bit-reproducible across machines, so cross-item paired numbers are valid.\n- Earlier vs YQ: kalman +0.196 se 0.014; tune-decay +0.182 se 0.017 (n 1200); retail-alpha +0.237 se 0.037 (n 300); ablate +0.019 se 0.007; losers from -0.06 (vol-redo) to -134.6 (th-local).\n- Blocked, n 0, unjudged: norm-attract, silence-clamp, th-killed, warmup, recenter (rerun in r4-pre-a); r2's sigma-arbs, tune-base, silence, tune-tox, norm-spot, linear-stale, th-pia, th-pair, yq-replicate, pub-elizabeth (most have round-3 equivalents running).\n\nBOARD MAP: board = local 0..999 minus 0.7-3.7 (Starter 367.18 board vs 367.92 local; YQ claims 523.21 vs 524.63). 1st (528.40) needs about 529.5-530 local on 0..999 = +4 over CH. Requester submits any file clearing +2 over YQ with a change of ours (CH is public and only +0.96).\n\nNEXT EPISODE (8): 1) Read the 30 results. Drop any with paired.n 0 or under 500 (rerun its idea with the r4 template; not a failure). Scoreboard per item vs CH: mean_diff, se, n, sha256, 0..999 score, delta (round 3 on 600000..601999, r4-pre on 700000..701999). 2) PROMOTION 3 = largest mean_diff >= 2 se with n >= 2000; a public file from ch-repo-scan or pub-scan that beats CH is the natural base (URL + sha travels in a brief). If several deltas clear, round 4's first item combines them ('CH + delta1 + delta2', deltas pasted from the results, each <= 1500 chars) and confirms on 800000..801999. If none clears, round 3 counts as no promotion (stop rule: two in a row). 3) ch-replicate: if CH's numbers differ from 525.525882178 / first edge 478.313720, say in every brief that only in-item paired numbers count. ch-calib: record CH's calibration mean + se; say whether it reaches 525. 4) Spawn round 4 proper (30-40 items, batches <= 5, names r4-*, fresh block 800000..801999, tuning 30000..39999) with the r4-pre template (script 1418 chars + task; an idea <= 330 chars keeps a filled brief under 3000): 40% deepen the new best (combine clearing deltas; `next` lines of positive items), 30% fresh (router-optimal's normalizer estimator and edge-max's closed-form base as CH deltas if norm-phat/tune-base were positive or blocked), 15% simplify, 15% measure (replicate promotion 3 by another worker; calibration of the new best on 900000..909999, 4 x 2500 seeds if one item cannot finish 10000). If round-3 blocking stayed high, give every important idea two items under different keys (a/b) and say so in notes. 5) Budget after this episode: 503 items, 3 episodes (8-10): round 4 in ep8, final confirmation + calibration in ep9, finish in ep10. Write-up: best .sol, sha256, paired gain over starter and over the previous best with se, ranked promotions (1 YQ +154.69 se 0.95 vs starter; 2 CH +0.962 se 0.021 vs YQ), the board map, the script deviation, citations (YQ, ChengHua, shl0k28, dipankar, elizabeth repos; Algebra medium post; Bruno I. LinkedIn; HackMD note; paradigm API).\n\nCARRIED FORWARD: seeds: `amm-match run --simulations N` = seeds 0..N-1 (MatchRunner._build_configs: numpy default_rng(seed) draws mean size, rate, sigma; Rust price seed = seed, retail seed+1); other ranges via amm_sim_rs.run_batch with explicit seeds. Fresh block for episode e = e*100000..+1999 (ep8 = 800000..801999); tune only on 0..99999 (r3 used 10000.., r4-pre 20000.., r4 takes 30000..); promote only when paired mean_diff >= 2 se, n >= 2000, on the episode's fresh block vs the current best; 900000..909999 report-only. Rules: `contract Strategy is AMMStrategyBase`, imports ./AMMStrategyBase.sol + ./IAMMStrategy.sol only, slots 0..31, 250000 gas, solc 0.8.24 viaIR, max fee 10%, no loops. Simulator: 10000 steps; GBM sigma U(0.000882,0.001008) per sim; arb each step leaves spot at the band edge (AMM bought X: p = spot*(1-bid); sold X: p = spot/(1-ask)); Poisson(U(0.6,1.0)) retail, lognormal mean U(19,21) Y sigma 1.2, 50/50, router splits each order between us and the fixed 30 bps pool so marginal prices equalise (fee on input); silence = no arb. Theory: post-bid-arb optimum 58.6/16.2 bps relaxing to 26/26 over ~32 silent steps. Never ask a worker about its machine (ep2 refusal). r1 code wave (12 accepted, 1 running, no trunk) is harmless.", "spawn": [ { "name": "r4-pre-a", "mode": "research", "brief": "AMM challenge round 4, {{key}}: one idea as a delta on CH, measured paired. Clone github.com/benedictbrady/amm-challenge at 6b6921f8d463314aa7c96234e1be25a25245f704 into your workspace (never /tmp), save the script below as scratch/setup.sh, run `sh scratch/setup.sh` there once (~20 min, no root); start EVERY later command with `. scratch/env.sh && ` (commands share no shell). On BLOCKED or failure return at once: blocked={step,error}, every n 0.\n```sh\nset -eu\nR=\"$PWD/scratch\"; mkdir -p \"$R/tmp\" \"$R/bin\" \"$R/cache\" \"$R/solcx\"\ncat > \"$R/env.sh\" </dev/null || { curl -LsSf \"https://github.com/astral-sh/uv/releases/latest/download/uv-$T.tar.gz\" | tar -xz -C \"$R/tmp\"; cp \"$R/tmp/uv-$T/uv\" \"$R/bin/uv\"; }\ncc --version >/dev/null 2>&1 || { curl -Ls \"https://micro.mamba.pm/api/micromamba/$M/latest\" | tar -xj -C \"$R\" bin/micromamba; MAMBA_ROOT_PREFIX=\"$R/mamba\" \"$R/bin/micromamba\" create -y -q -p \"$R/cenv\" -c conda-forge gcc; G=\"$R/cenv/bin/gcc\"; [ -x \"$G\" ] || G=$(ls \"$R\"/cenv/bin/*-linux-gnu-gcc | head -n 1); ln -sf \"$G\" \"$R/bin/cc\"; }\ncommand -v cargo >/dev/null || curl -sSf https://sh.rustup.rs | sh -s -- -y --profile minimal --no-modify-path\nuv venv --python 3.12 \"$PWD/.venv\"\nuv pip install -e . maturin\nmaturin develop --release --uv --manifest-path amm_sim_rs/Cargo.toml\namm-match validate contracts/src/StarterStrategy.sol && echo TOOLCHAIN OK\n```\nCH = raw.githubusercontent.com/ChengHua926/amm-challenge/d34a5199c59a4c44d5336a25f1436b4ae1f21104/contracts/src/Strategy.sol (sha256 6dd68f77a70900319460215374143dbd5d924198450a46d9f5f91f6b1e3d35c3; 0..999 scores 525.5259, first edge 478.3137). IDEA: {{idea}} Slots 11-31 free; no history loops. Seed ranges: amm_sim_rs.run_batch, explicit seeds, config as MatchRunner._build_configs, chunks <= 16. Tune ONLY on 20000..29999 (<= 3 variants, n >= 500); freeze one; then once: paired vs CH on 700000..701999 (n 2000) and score 0..999. RESULT JSON: approach, tried[{variant,params,n,mean_diff,se}], next, code (full .sol), code_sha256, delta (edits from CH, <=1500 chars), score{seed_start,n,mean_edge,se}, paired{reference,seed_start,n,mean_diff,se,worst 5}, seconds_per_simulation, validate_ok, blocked.", "items": [ { "key": "norm-attract", "vars": { "idea": "Normalizer undercut (rerun). On each retail-classified print infer the 30 bps pool's post-trade spot from the router's marginal-price equality; keep it in slots 11-12, moved with pHat between prints. Attract side only: fee = min(CH fee, the fee that matches the normalizer's marginal price + m), m in {1,2,4} bps." } }, { "key": "silence-clamp", "vars": { "idea": "Silence clamp (rerun). Store the post-trade spot in slot 11. On the first print after a gap k>1, before CH's pHat update, clamp pHat into the band that stood during the silence, [spot*(1-bid), spot/(1-ask)] with the fees quoted then. Variants: A clamp when k>1; B also halve that print's gate; C clamp when k>=1." } }, { "key": "th-killed", "vars": { "idea": "Killed-kernel relaxation (rerun). Replace CH's additive stale decay in silence: after k silent steps pull pHat toward the previous quoted band centre by 1-exp(-c*k*sigmaHat^2/W^2) (W = half band width), c in {0.5,1,2} x 3pi^2/2, and add u*W to both fees on that print. Variants: c grid at u=0, then best c at u=0.1." } }, { "key": "warmup", "vars": { "idea": "Warm-up (rerun). For the first N callbacks, or until the first arb-classified print if earlier, return a fixed pair near CH's steady state (measure CH's mean quoted fees on 20 tuning seeds first) instead of CH's cold-start estimates; then CH unchanged. Variants: N in {5,20,50}." } }, { "key": "recenter", "vars": { "idea": "Geometric recentering (rerun). Replace CH's additive stale shift of pHat by a multiplicative one, pHat *= 1 +/- fraction, with fees from the log-ratio of spot to pHat, so the shift scales with the price level. Variants: fraction = CH's, 0.8x, 1.25x." } } ], "output": { "format": "json", "maxBytes": 64000 } }, { "name": "r4-pre-b", "mode": "research", "brief": "AMM challenge round 4, {{key}}: one idea as a delta on CH, measured paired. Clone github.com/benedictbrady/amm-challenge at 6b6921f8d463314aa7c96234e1be25a25245f704 into your workspace (never /tmp), save the script below as scratch/setup.sh, run `sh scratch/setup.sh` there once (~20 min, no root); start EVERY later command with `. scratch/env.sh && ` (commands share no shell). On BLOCKED or failure return at once: blocked={step,error}, every n 0.\n```sh\nset -eu\nR=\"$PWD/scratch\"; mkdir -p \"$R/tmp\" \"$R/bin\" \"$R/cache\" \"$R/solcx\"\ncat > \"$R/env.sh\" </dev/null || { curl -LsSf \"https://github.com/astral-sh/uv/releases/latest/download/uv-$T.tar.gz\" | tar -xz -C \"$R/tmp\"; cp \"$R/tmp/uv-$T/uv\" \"$R/bin/uv\"; }\ncc --version >/dev/null 2>&1 || { curl -Ls \"https://micro.mamba.pm/api/micromamba/$M/latest\" | tar -xj -C \"$R\" bin/micromamba; MAMBA_ROOT_PREFIX=\"$R/mamba\" \"$R/bin/micromamba\" create -y -q -p \"$R/cenv\" -c conda-forge gcc; G=\"$R/cenv/bin/gcc\"; [ -x \"$G\" ] || G=$(ls \"$R\"/cenv/bin/*-linux-gnu-gcc | head -n 1); ln -sf \"$G\" \"$R/bin/cc\"; }\ncommand -v cargo >/dev/null || curl -sSf https://sh.rustup.rs | sh -s -- -y --profile minimal --no-modify-path\nuv venv --python 3.12 \"$PWD/.venv\"\nuv pip install -e . maturin\nmaturin develop --release --uv --manifest-path amm_sim_rs/Cargo.toml\namm-match validate contracts/src/StarterStrategy.sol && echo TOOLCHAIN OK\n```\nCH = raw.githubusercontent.com/ChengHua926/amm-challenge/d34a5199c59a4c44d5336a25f1436b4ae1f21104/contracts/src/Strategy.sol (sha256 6dd68f77a70900319460215374143dbd5d924198450a46d9f5f91f6b1e3d35c3; 0..999 scores 525.5259, first edge 478.3137). IDEA: {{idea}} Slots 11-31 free; no history loops. Seed ranges: amm_sim_rs.run_batch, explicit seeds, config as MatchRunner._build_configs, chunks <= 16. Tune ONLY on 20000..29999 (<= 3 variants, n >= 500); freeze one; then once: paired vs CH on 700000..701999 (n 2000) and score 0..999. RESULT JSON: approach, tried[{variant,params,n,mean_diff,se}], next, code (full .sol), code_sha256, delta (edits from CH, <=1500 chars), score{seed_start,n,mean_edge,se}, paired{reference,seed_start,n,mean_diff,se,worst 5}, seconds_per_simulation, validate_ok, blocked.", "items": [ { "key": "fill-rate", "vars": { "idea": "Retail-absence evidence. Keep an EWMA of our retail fills per step (retail-classified prints over elapsed steps) in slot 11; divided by CH's lambda estimate it is our flow share. While the share is under s, multiply the attract-side fee by f; restore when it recovers. Try (s,f) in {(0.35,0.9),(0.4,0.8),(0.3,0.85)}." } }, { "key": "side-asym", "vars": { "idea": "Side-specific stale constants. Sell orders are fixed-X input and buys fixed-Y, so the router split differs by side when p != spot. Split STALE_ATTRACT_FRAC and the stale-shift coefficient into bid and ask versions: bid side at CH's values, ask side at r x CH, r in {0.9,1.1,1.25}. Variants: the three r." } }, { "key": "displace-guard", "vars": { "idea": "Post-retail displacement guard. After a retail-classified print, d = |spot - pHat|/pHat. An arbitrageur profits on the side where spot is past pHat by more than its fee: when d exceeds it, set that side's fee to d + m (m in {2,5,10} bps, capped at 10%) until the next callback; the other side as CH." } } ], "output": { "format": "json", "maxBytes": 64000 } } ], "read": [ "r3-d1/kalman-gate", "r3-d1/decay-cap", "r3-d1/alpha-grid", "r3-d1/gate-grid", "r3-d2/tune-base", "r3-d2/tune-tox", "r3-d2/tune-stale", "r3-d2/tune-est", "r3-d2/cma-residual", "r3-d3/timing-terms", "r3-d3/sigma-elapsed", "r3-d3/fees-used", "r3-d3/combo-a", "r3-f1/norm-phat", "r3-f1/post-arb-pair", "r3-f1/two-print", "r3-f2/th-pia", "r3-s1/ablate", "r3-m1/ch-replicate", "r3-m1/ch-calib", "r3-m1/ch-repo-scan", "r3-m1/pub-scan", "r4-pre-a/norm-attract", "r4-pre-a/silence-clamp", "r4-pre-a/th-killed", "r4-pre-a/warmup", "r4-pre-a/recenter", "r4-pre-b/fill-rate", "r4-pre-b/side-asym", "r4-pre-b/displace-guard" ], "cancel": [], "wake": { "batches": [ "r3-d1", "r3-d2", "r3-d3", "r3-f1", "r3-f2", "r3-s1", "r3-m1", "r4-pre-a", "r4-pre-b" ], "afterMinutes": 240 }, "finish": false }