{ "code": "// SPDX-License-Identifier: MIT\npragma solidity ^0.8.24;\n\nimport {AMMStrategyBase} from \"./AMMStrategyBase.sol\";\nimport {TradeInfo} from \"./IAMMStrategy.sol\";\n\ncontract Strategy is AMMStrategyBase {\n uint256 constant ELAPSED_CAP = 8;\n uint256 constant SIGNAL_THRESHOLD = WAD / 650;\n uint256 constant DIR_DECAY = 750000000000000000;\n uint256 constant ACT_DECAY = 530000000000000000;\n uint256 constant SIZE_DECAY = 530000000000000000;\n uint256 constant TOX_DECAY = 910000000000000000;\n uint256 constant SIGMA_DECAY = 690000000000000000;\n uint256 constant LAMBDA_DECAY = 990000000000000000;\n uint256 constant SIZE_BLEND_DECAY = 828000000000000000;\n uint256 constant TOX_BLEND_DECAY = 51000000000000000;\n uint256 constant ACT_BLEND_DECAY = 985000000000000000;\n uint256 constant PHAT_ALPHA = 270000000000000000;\n uint256 constant PHAT_ALPHA_RETAIL = 60000000000000000;\n uint256 constant PHAT_ALPHA_SAME = 120000000000000000;\n uint256 constant REVERT_U = 0;\n uint256 constant DIR_IMPACT_MULT = 4;\n uint256 constant GATE_SIGMA_MULT = 7200000000000000000;\n uint256 constant MIN_GATE = 30000000000000000;\n uint256 constant TRADE_TOX_BOOST = 3500 * BPS;\n uint256 constant STALE_ATTRACT_FRAC = 1050000000000000000;\n uint256 constant RET_CAP = WAD / 35;\n uint256 constant TOX_CAP = WAD / 5;\n uint256 constant TRADE_RATIO_CAP = WAD / 5;\n uint256 constant LAMBDA_CAP = 1820000000000000000;\n uint256 constant STEP_COUNT_CAP = 64;\n uint256 constant BASE_FEE = 4 * BPS;\n uint256 constant SIGMA_COEF = 200000000000000000;\n uint256 constant LAMBDA_COEF = 12 * BPS;\n uint256 constant FLOW_SIZE_COEF = 4842 * BPS;\n uint256 constant TOX_COEF = 300 * BPS;\n uint256 constant TOX_QUAD_COEF = 15000 * BPS;\n uint256 constant ACT_COEF = 91843 * BPS;\n uint256 constant DIR_COEF = 20 * BPS;\n uint256 constant DIR_TOX_COEF = 100 * BPS;\n uint256 constant STALE_DIR_COEF = 6850 * BPS;\n uint256 constant SIGMA_TOX_COEF = 500 * BPS;\n uint256 constant TAIL_KNEE = 600 * BPS;\n uint256 constant TAIL_SLOPE_PROTECT = 930000000000000000;\n uint256 constant TAIL_SLOPE_ATTRACT = 850000000000000000;\n\n function afterInitialize(uint256 initialX, uint256 initialY) external override returns (uint256, uint256) {\n slots[0] = BASE_FEE; slots[1] = BASE_FEE; slots[3] = WAD; \n slots[5] = initialX > 0 ? wdiv(initialY, initialX) : 100 * WAD;\n slots[6] = 950000000000000; slots[7] = 800000000000000000; slots[8] = 2000000000000000;\n slots[13] = 902500000000; slots[14] = slots[5]; \n return (BASE_FEE, BASE_FEE);\n }\n\n function afterSwap(TradeInfo calldata trade) external override returns (uint256, uint256) {\n uint256 prevBidFee = slots[0]; uint256 prevAskFee = slots[1]; uint256 lastTs = uint64(slots[2]);\n uint256 dirState = slots[3]; uint256 actEma = slots[4]; uint256 pHat = slots[5];\n uint256 sigmaHat = slots[6]; uint256 lambdaHat = slots[7]; uint256 sizeHat = slots[8];\n uint256 toxEma = slots[9]; uint256 stepTradeCount = slots[10];\n\n uint256 sigmaForFast = sigmaHat;\n uint256 fastHat = slots[14];\n uint256 uncertainty = slots[13];\n uint256 silent = trade.timestamp > lastTs ? trade.timestamp - lastTs : 0;\n bool isNewStep = trade.timestamp > lastTs;\n if (isNewStep) {\n uint256 elapsedRaw = trade.timestamp - lastTs;\n uint256 elapsed = elapsedRaw > ELAPSED_CAP ? ELAPSED_CAP : elapsedRaw;\n dirState = _decayCentered(dirState, DIR_DECAY, elapsed);\n actEma = wmul(actEma, _powWad(ACT_DECAY, elapsed));\n sizeHat = wmul(sizeHat, _powWad(SIZE_DECAY, elapsed));\n toxEma = wmul(toxEma, _powWad(TOX_DECAY, elapsed));\n if (stepTradeCount > 0 && elapsedRaw > 0) {\n uint256 lambdaInst = (stepTradeCount * WAD) / elapsedRaw;\n if (lambdaInst > LAMBDA_CAP) lambdaInst = LAMBDA_CAP;\n lambdaHat = wmul(lambdaHat, LAMBDA_DECAY) + wmul(lambdaInst, WAD - LAMBDA_DECAY);\n }\n uncertainty += wmul(sigmaForFast, sigmaForFast) * elapsedRaw;\n if (uncertainty > 100000000000000) uncertainty = 100000000000000;\n stepTradeCount = 0;\n }\n\n bool firstInStep = stepTradeCount == 0;\n uint256 spot = trade.reserveX > 0 ? wdiv(trade.reserveY, trade.reserveX) : pHat;\n if (pHat == 0) pHat = spot;\n\n uint256 feeUsed = trade.isBuy ? prevBidFee : prevAskFee;\n uint256 gamma = feeUsed < WAD ? WAD - feeUsed : 0;\n uint256 pImplied;\n if (gamma == 0) { pImplied = spot; }\n else { pImplied = trade.isBuy ? wmul(spot, gamma) : wdiv(spot, gamma); }\n\n // S: infer a no-trade interval center from the last post-trade spot.\n uint256 silenceScale = WAD;\n if (firstInStep && silent > 1) {\n uint256 g = silent - 1;\n if (g > 1) g = 1;\n uint256 w = WAD - _powWad(800000000000000000, g);\n uint256 s = slots[2] >> 64;\n if (s == 0) s = pHat;\n uint256 c = (wmul(s, WAD - prevBidFee) + wdiv(s, WAD - prevAskFee)) / 2;\n if (c >= pHat) pHat += wmul(w, c - pHat);\n else pHat -= wmul(w, pHat - c);\n silenceScale = WAD - wmul(300000000000000000, w);\n }\n\n {\n uint256 ret = pHat > 0 ? wdiv(absDiff(pImplied, pHat), pHat) : 0;\n uint256 alpha = firstInStep ? PHAT_ALPHA : PHAT_ALPHA_RETAIL;\n uint256 prePhat = pHat;\n bool secondPrint = !firstInStep && stepTradeCount == 1;\n bool sameDir = false; bool oppDir = false;\n if (secondPrint) {\n bool up2 = pImplied >= pHat;\n uint256 d1 = slots[12];\n if (d1 != 0) { sameDir = (d1 == 1) == up2; oppDir = !sameDir; }\n if (sameDir) alpha = PHAT_ALPHA_SAME;\n }\n if (firstInStep) { slots[12] = pImplied >= pHat ? 1 : 2; }\n uint256 adaptiveGate = wmul(sigmaHat, GATE_SIGMA_MULT);\n if (adaptiveGate < MIN_GATE) adaptiveGate = MIN_GATE;\n alpha = wmul(alpha, silenceScale);\n adaptiveGate = wmul(adaptiveGate, silenceScale);\n if (ret <= adaptiveGate) { pHat = wmul(pHat, WAD - alpha) + wmul(pImplied, alpha); }\n if (oppDir && REVERT_U > 0) {\n uint256 pre = slots[11];\n if (pre > pHat) pHat = pHat + wmul(pre - pHat, REVERT_U);\n else pHat = pHat - wmul(pHat - pre, REVERT_U);\n }\n if (firstInStep) {\n if (ret > RET_CAP) ret = RET_CAP;\n sigmaHat = wmul(sigmaHat, SIGMA_DECAY) + wmul(ret, WAD - SIGMA_DECAY);\n }\n }\n\n // Interior retail routing equalizes fee-adjusted marginal prices.\n // Subsequent trades in a step cannot be the initial arbitrage trade.\n if (!firstInStep && feeUsed > 30 * BPS && gamma > 0) {\n uint256 normalSpot = trade.isBuy\n ? wdiv(wmul(spot, gamma), WAD - 30 * BPS)\n : wdiv(wmul(spot, WAD - 30 * BPS), gamma);\n pHat = wmul(pHat, 90 * WAD / 100) + wmul(normalSpot, 10 * WAD / 100);\n }\n\n {\n uint256 ret = fastHat > 0 ? wdiv(absDiff(pImplied, fastHat), fastHat) : 0;\n uint256 alpha;\n if (firstInStep) {\n uint256 processSigma = sigmaForFast;\n uint256 obsVar = uncertainty + wmul(processSigma, processSigma);\n uint256 probArb;\n uint256 z2 = wdiv(wmul(ret, ret), obsVar);\n uint256 density = _powWad(wdiv(WAD, WAD + z2 / 16), 8);\n uint256 sigmaObs = _isqrt(obsVar * WAD);\n uint256 odds = wmul(density, wdiv(6700000000000000, sigmaObs));\n bool arbFlag = ret <= wmul(sigmaForFast, 1220000000000000000);\n uint256 prior = arbFlag ? 650000000000000000 : 400000000000000000;\n uint256 tr = trade.reserveY > 0 ? wdiv(trade.amountY, trade.reserveY) : 0;\n if (tr > 3000000000000000) prior = wmul(prior, 6 * WAD / 10);\n if (silent > 1) prior = wmul(prior, 8 * WAD / 10);\n odds = wmul(odds, wdiv(prior, WAD - prior));\n probArb = wdiv(odds, WAD + odds);\n alpha = wmul(probArb, 600000000000000000) + wmul(WAD - probArb, 80000000000000000);\n slots[15] = pImplied >= fastHat ? 1 : 2;\n uncertainty = wmul(uncertainty, WAD - alpha);\n } else {\n if ((slots[15] == 1) == (pImplied >= fastHat)) alpha = PHAT_ALPHA_RETAIL;\n }\n uint256 gate = wmul(sigmaHat, GATE_SIGMA_MULT);\n if (gate < MIN_GATE) gate = MIN_GATE;\n if (ret <= gate) fastHat = wmul(fastHat, WAD - alpha) + wmul(pImplied, alpha);\n slots[13] = uncertainty;\n }\n\n if (!firstInStep && feeUsed > 30 * BPS && gamma > 0) {\n uint256 normalObs = trade.isBuy\n ? wdiv(wmul(spot, gamma), WAD - 30 * BPS)\n : wdiv(wmul(spot, WAD - 30 * BPS), gamma);\n if ((slots[15] == 1) == (normalObs >= fastHat)) {\n fastHat = wmul(fastHat, 9 * WAD / 10) + wmul(normalObs, WAD / 10);\n }\n }\n slots[14] = fastHat;\n uint256 tradeRatio = trade.reserveY > 0 ? wdiv(trade.amountY, trade.reserveY) : 0;\n if (tradeRatio > TRADE_RATIO_CAP) tradeRatio = TRADE_RATIO_CAP;\n\n if (tradeRatio > SIGNAL_THRESHOLD) {\n uint256 push = tradeRatio * DIR_IMPACT_MULT;\n if (push > WAD / 4) push = WAD / 4;\n if (trade.isBuy) {\n dirState = dirState + push;\n if (dirState > 2 * WAD) dirState = 2 * WAD;\n } else {\n dirState = dirState > push ? dirState - push : 0;\n }\n actEma = wmul(actEma, ACT_BLEND_DECAY) + wmul(tradeRatio, WAD - ACT_BLEND_DECAY);\n sizeHat = wmul(sizeHat, SIZE_BLEND_DECAY) + wmul(tradeRatio, WAD - SIZE_BLEND_DECAY);\n if (sizeHat > WAD) sizeHat = WAD;\n }\n\n uint256 tox = pHat > 0 ? wdiv(absDiff(spot, pHat), pHat) : 0;\n if (tox > TOX_CAP) tox = TOX_CAP;\n toxEma = wmul(toxEma, TOX_BLEND_DECAY) + wmul(tox, WAD - TOX_BLEND_DECAY);\n uint256 toxSignal = toxEma;\n\n stepTradeCount = stepTradeCount + 1;\n if (stepTradeCount > STEP_COUNT_CAP) stepTradeCount = STEP_COUNT_CAP;\n\n uint256 flowSize = wmul(lambdaHat, sizeHat);\n uint256 fBase = BASE_FEE + wmul(SIGMA_COEF, sigmaHat) + wmul(LAMBDA_COEF, lambdaHat) + wmul(FLOW_SIZE_COEF, flowSize);\n uint256 fMid = fBase + wmul(TOX_COEF, toxSignal) + wmul(TOX_QUAD_COEF, wmul(toxSignal, toxSignal)) + wmul(ACT_COEF, actEma);\n fMid = fMid + wmul(SIGMA_TOX_COEF, wmul(sigmaHat, toxSignal));\n\n uint256 dirDev; bool sellPressure;\n if (dirState >= WAD) { dirDev = dirState - WAD; sellPressure = true; }\n else { dirDev = WAD - dirState; sellPressure = false; }\n\n uint256 skew = wmul(DIR_COEF, dirDev) + wmul(DIR_TOX_COEF, wmul(dirDev, toxSignal));\n uint256 bidFee; uint256 askFee;\n if (sellPressure) {\n bidFee = fMid + skew;\n askFee = fMid > skew ? fMid - skew : 0;\n } else {\n askFee = fMid + skew;\n bidFee = fMid > skew ? fMid - skew : 0;\n }\n\n {\n uint256 staleHat = wmul(pHat, 700000000000000000) + wmul(fastHat, 300000000000000000);\n uint256 staleTox = wdiv(absDiff(spot, staleHat), staleHat);\n if (staleTox > TOX_CAP) staleTox = TOX_CAP;\n uint256 staleShift = wmul(STALE_DIR_COEF, staleTox);\n uint256 attractShift = wmul(staleShift, STALE_ATTRACT_FRAC);\n if (spot >= staleHat) {\n bidFee = bidFee + staleShift;\n askFee = askFee > attractShift ? askFee - attractShift : 0;\n } else {\n askFee = askFee + staleShift;\n bidFee = bidFee > attractShift ? bidFee - attractShift : 0;\n }\n }\n\n {\n bool tradeAligned = (trade.isBuy && spot >= pHat) || (!trade.isBuy && spot < pHat);\n if (tradeAligned) {\n uint256 tradeBoost = wmul(TRADE_TOX_BOOST, tradeRatio);\n if (trade.isBuy) { bidFee = bidFee + tradeBoost; }\n else { askFee = askFee + tradeBoost; }\n }\n }\n\n if (sellPressure) {\n bidFee = clampFee(_compressTailWithSlope(bidFee, TAIL_SLOPE_PROTECT));\n askFee = clampFee(_compressTailWithSlope(askFee, TAIL_SLOPE_ATTRACT));\n } else {\n askFee = clampFee(_compressTailWithSlope(askFee, TAIL_SLOPE_PROTECT));\n bidFee = clampFee(_compressTailWithSlope(bidFee, TAIL_SLOPE_ATTRACT));\n }\n\n // After the first print, cap only the lower of the final V2 quotes.\n if (firstInStep) {\n if (bidFee < askFee && bidFee > 30 * BPS) bidFee = 30 * BPS;\n else if (askFee < bidFee && askFee > 30 * BPS) askFee = 30 * BPS;\n }\n\n slots[0] = bidFee; slots[1] = askFee; slots[2] = (spot << 64) | trade.timestamp;\n slots[3] = dirState; slots[4] = actEma; slots[5] = pHat;\n slots[6] = sigmaHat; slots[7] = lambdaHat; slots[8] = sizeHat;\n slots[9] = toxEma; slots[10] = stepTradeCount;\n\n return (bidFee, askFee);\n }\n\n function _compressTailWithSlope(uint256 fee, uint256 slope) internal pure returns (uint256) {\n if (fee <= TAIL_KNEE) return fee;\n return TAIL_KNEE + wmul(fee - TAIL_KNEE, slope);\n }\n\n function _powWad(uint256 factor, uint256 exp) internal pure returns (uint256 result) {\n result = WAD;\n while (exp > 0) {\n if (exp & 1 == 1) result = wmul(result, factor);\n factor = wmul(factor, factor);\n exp >>= 1;\n }\n }\n\n function _decayCentered(uint256 centered, uint256 decayFactor, uint256 elapsed) internal pure returns (uint256) {\n uint256 mul = _powWad(decayFactor, elapsed);\n if (centered >= WAD) { return WAD + wmul(centered - WAD, mul); }\n uint256 below = wmul(WAD - centered, mul);\n return below < WAD ? WAD - below : 0;\n }\n\n // Floor square root: bit-length seed and seven Newton steps (all uint256).\n function _isqrt(uint256 x) internal pure returns (uint256 r) {\n if (x == 0) return 0;\n unchecked {\n uint256 y = x;\n r = 1;\n if (y >> 128 != 0) { y >>= 128; r <<= 64; }\n if (y >> 64 != 0) { y >>= 64; r <<= 32; }\n if (y >> 32 != 0) { y >>= 32; r <<= 16; }\n if (y >> 16 != 0) { y >>= 16; r <<= 8; }\n if (y >> 8 != 0) { y >>= 8; r <<= 4; }\n if (y >> 4 != 0) { y >>= 4; r <<= 2; }\n if (y >> 2 != 0) { r <<= 1; }\n r = (r + x / r) >> 1;\n r = (r + x / r) >> 1;\n r = (r + x / r) >> 1;\n r = (r + x / r) >> 1;\n r = (r + x / r) >> 1;\n r = (r + x / r) >> 1;\n r = (r + x / r) >> 1;\n uint256 t = x / r;\n return r < t ? r : t;\n }\n }\n\n function getName() external pure override returns (string memory) { return \"no_cubic\"; }\n}\n", "sha256": "e98d8a0ff00f19785d801b00220eba9864fb3e44cbc1d591745c1d976f7df941", "base_sha256": "610c1905e7dd5559b84e40a3b2d6f8e0b53a7b0ac7574ae33b6c1770a28367cb", "variants": [ { "id": "cap30", "stage": "screen", "params": { "kind": "cap", "first_cap_bps": 30, "second_print": false, "sha256": "e98d8a0ff00f19785d801b00220eba9864fb3e44cbc1d591745c1d976f7df941" }, "n": 256, "mean_diff": 0.029018252824711377, "se": 0.008197850436636445, "oog": 0, "v2_oog": 3, "valid": true, "invalid_reasons": [] }, { "id": "cap32", "stage": "screen", "params": { "kind": "cap", "first_cap_bps": 32, "second_print": false, "sha256": "42ea25eff63c54bfdc63b18a1c2b736998691bb2787d08d3cea10628ac0a56b1" }, "n": 256, "mean_diff": 0.011492935751284294, "se": 0.0056113451792400605, "oog": 0, "v2_oog": 3, "valid": true, "invalid_reasons": [] }, { "id": "cap34", "stage": "screen", "params": { "kind": "cap", "first_cap_bps": 34, "second_print": false, "sha256": "530e134e5846564e2570de927af6cc98b9202ee4fe1e2432ddaeaa6057d243cb" }, "n": 256, "mean_diff": 0.009441198141797447, "se": 0.004503461776534016, "oog": 0, "v2_oog": 3, "valid": true, "invalid_reasons": [] }, { "id": "cap36", "stage": "screen", "params": { "kind": "cap", "first_cap_bps": 36, "second_print": false, "sha256": "82b6be1e372d86ca31c6a1026f4d3cd1e7d809042172cca2e67e1e0716229e7f" }, "n": 256, "mean_diff": 0.008369690433386534, "se": 0.0039730226531709285, "oog": 0, "v2_oog": 3, "valid": true, "invalid_reasons": [] }, { "id": "cut2", "stage": "screen", "params": { "kind": "cut", "first_cut_bps": 2, "floor_bps": 20, "second_print": false, "never_raise": true, "sha256": "529df80063082f8dabc9b4453619a02df3cd03d5a28d8862a04097b16e6702ec" }, "n": 256, "mean_diff": -0.0015607494044331816, "se": 0.012258270799134281, "oog": 0, "v2_oog": 3, "valid": true, "invalid_reasons": [] }, { "id": "cut4", "stage": "screen", "params": { "kind": "cut", "first_cut_bps": 4, "floor_bps": 20, "second_print": false, "never_raise": true, "sha256": "0ab15790595cbf7ace4a16a6e9886f4696fe90ae9f32c8b493481ef05d4bbded" }, "n": 256, "mean_diff": -0.05738003986405049, "se": 0.015465200687473596, "oog": 0, "v2_oog": 3, "valid": true, "invalid_reasons": [] }, { "id": "cut4_second2", "stage": "screen", "params": { "kind": "cut", "first_cut_bps": 4, "second_cut_bps": 2, "floor_bps": 20, "second_print": true, "never_raise": true, "sha256": "6bba215fc1c06f46f5d537f8ea801d5bba9c9701f86d6a88d7c9a28b6929ee40" }, "n": 256, "mean_diff": -0.07585579938938913, "se": 0.01685942576121411, "oog": 0, "v2_oog": 3, "valid": true, "invalid_reasons": [] }, { "id": "cap30", "stage": "selection", "params": { "kind": "cap", "first_cap_bps": 30, "second_print": false, "sha256": "e98d8a0ff00f19785d801b00220eba9864fb3e44cbc1d591745c1d976f7df941" }, "n": 512, "mean_diff": 0.017645233273910543, "se": 0.006187911124991828, "oog": 0, "v2_oog": 8, "valid": true, "invalid_reasons": [] }, { "id": "cap32", "stage": "selection", "params": { "kind": "cap", "first_cap_bps": 32, "second_print": false, "sha256": "42ea25eff63c54bfdc63b18a1c2b736998691bb2787d08d3cea10628ac0a56b1" }, "n": 512, "mean_diff": 0.010804080761265489, "se": 0.004321781688027867, "oog": 0, "v2_oog": 8, "valid": true, "invalid_reasons": [] } ], "paired": { "label": "candidate_minus_V2", "n": 2000, "mean_diff": 0.014869864900261064, "se": 0.0031976705708119486, "sd": 0.14300417531972145, "n_nonzero": 2000, "max_abs_diff": 2.2347890698141555, "worst": [ { "seed": 4311810, "diff": -2.2347890698141555, "edge_a": 673.8160357819206, "edge_b": 676.0508248517348 }, { "seed": 4310610, "diff": -0.9207298039505076, "edge_a": 572.1818354596641, "edge_b": 573.1025652636146 }, { "seed": 4311919, "diff": -0.8910825118451839, "edge_a": 633.642428143315, "edge_b": 634.5335106551602 }, { "seed": 4310440, "diff": -0.7798964679591336, "edge_a": 553.3510980698128, "edge_b": 554.1309945377719 }, { "seed": 4311052, "diff": -0.7795245074568129, "edge_a": 811.9736561136199, "edge_b": 812.7531806210767 } ] }, "split": { "cand": { "retail": 553.5745497911757, "arb": -27.2729158270307 }, "v2": { "retail": 553.56146437894, "arb": -27.274700279695193 }, "terciles": [ { "label": "low", "n": 667, "mean_diff": 0.008973496572046703, "se": 0.003577827306611125, "v2_retail_volume_min": 54210.286315007696, "v2_retail_volume_max": 70880.81451280744 }, { "label": "middle", "n": 667, "mean_diff": 0.014888542770864708, "se": 0.004844463762893868, "v2_retail_volume_min": 70920.36927682077, "v2_retail_volume_max": 82037.2796292882 }, { "label": "high", "n": 666, "mean_diff": 0.020756380718919245, "se": 0.00747124239823535, "v2_retail_volume_min": 82090.47498113324, "v2_retail_volume_max": 101262.5553413265 } ] }, "gas": { "max_ok": 213474, "oog": 0, "reverts": 0, "other_halts": 0, "init_max": 220962, "tx_errors": 0, "bad_returns": 0, "by_callback": { "afterInitialize": { "calls": 2000, "ok": 2000, "max_ok_gas": 220962, "sum_ok_gas": 441924000, "oog": 0, "revert": 0, "other_halt": 0, "tx_error": 0, "bad_return": 0 }, "afterSwap": { "calls": 20699162, "ok": 20699162, "max_ok_gas": 213474, "sum_ok_gas": 2033946044900, "oog": 0, "revert": 0, "other_halt": 0, "tx_error": 0, "bad_return": 0 }, "getName": { "calls": 2000, "ok": 2000, "max_ok_gas": 21576, "sum_ok_gas": 43152000, "oog": 0, "revert": 0, "other_halt": 0, "tx_error": 0, "bad_return": 0 } } }, "v2_gas": { "max_ok": 243713, "oog": 33, "reverts": 0, "other_halts": 0, "init_max": 236377, "tx_errors": 0, "bad_returns": 0, "by_callback": { "afterInitialize": { "calls": 2000, "ok": 2000, "max_ok_gas": 236377, "sum_ok_gas": 472754000, "oog": 0, "revert": 0, "other_halt": 0, "tx_error": 0, "bad_return": 0 }, "afterSwap": { "calls": 20691410, "ok": 20691377, "max_ok_gas": 243713, "sum_ok_gas": 2304977081042, "oog": 33, "revert": 0, "other_halt": 0, "tx_error": 0, "bad_return": 0 }, "getName": { "calls": 2000, "ok": 2000, "max_ok_gas": 21545, "sum_ok_gas": 43090000, "oog": 0, "revert": 0, "other_halt": 0, "tx_error": 0, "bad_return": 0 } } }, "seeds": { "screen": { "start": 30000, "end_inclusive": 30255, "n": 256 }, "selection": { "start": 32000, "end_inclusive": 32511, "n": 512 }, "holdout": { "start": 4310000, "end_inclusive": 4311999, "n": 2000 } }, "valid": true, "blocked": null, "invalid_reasons": [], "selected_id": "cap30", "frozen_at_utc": "2026-11-08T03:48:54.670887+00:00", "v2_sha256": "28417e116f57f1029fdd1803832e852574902c1ae7253c05657f317db76da4ab", "method": { "simulator_commit": "6b6921f8d463314aa7c96234e1be25a25245f704", "steps": 10000, "gas_cap": 250000, "workers": 8, "chunk_size": 8, "market": "Each strategy separately against VanillaStrategy; one V2 run per seed block reused as paired reference.", "configs": "MatchRunner._build_configs: default_rng(seed) draws size, rate, sigma in that order; price seed=seed and retail seed=seed+1.", "selection": "Highest valid mean_diff on 256 screen seeds advances two; highest valid mean_diff on 512 selection seeds is frozen before any holdout run.", "floor": "Fixed cuts never raise a fee already below 20 bps; equal quotes are unchanged.", "terciles": "Holdout seeds sorted by V2 submission retail_volume_y, then seed; numpy.array_split into three groups.", "standard_error": "Sample standard deviation of per-seed paired differences divided by sqrt(n).", "gas_scope": "Final gas fields cover holdout only; max_ok is successful afterSwap maximum, init_max is successful afterInitialize maximum.", "base": "Exact reconstructed G hash matched the required gas-trimmed V2 base; no fallback.", "rule": "On firstInStep, cap only the smaller final V2 quote at 30 bps; equal quotes and later prints receive no direct adjustment." }, "checks": { "validation_passed": [ "V2", "cap30", "cap32", "cap34", "cap36", "cut2", "cut4", "cut4_second2" ], "holdout_gas_counters_match": true, "max_edge_reconciliation_error": 9.094947017729282e-12, "vanilla_candidate": { "by_callback": { "afterInitialize": { "calls": 2000, "ok": 2000, "max_ok_gas": 21796, "sum_ok_gas": 43592000, "oog": 0, "revert": 0, "other_halt": 0, "tx_error": 0, "bad_return": 0 }, "afterSwap": { "calls": 21522584, "ok": 21522584, "max_ok_gas": 22592, "sum_ok_gas": 485613256816, "oog": 0, "revert": 0, "other_halt": 0, "tx_error": 0, "bad_return": 0 }, "getName": { "calls": 2000, "ok": 2000, "max_ok_gas": 21526, "sum_ok_gas": 43052000, "oog": 0, "revert": 0, "other_halt": 0, "tx_error": 0, "bad_return": 0 } }, "max_ok": 22592, "oog": 0, "other_errors": 0, "oog_seeds": [] }, "vanilla_v2": { "by_callback": { "afterInitialize": { "calls": 2000, "ok": 2000, "max_ok_gas": 21796, "sum_ok_gas": 43592000, "oog": 0, "revert": 0, "other_halt": 0, "tx_error": 0, "bad_return": 0 }, "afterSwap": { "calls": 21525283, "ok": 21525283, "max_ok_gas": 22592, "sum_ok_gas": 485674215416, "oog": 0, "revert": 0, "other_halt": 0, "tx_error": 0, "bad_return": 0 }, "getName": { "calls": 2000, "ok": 2000, "max_ok_gas": 21526, "sum_ok_gas": 43052000, "oog": 0, "revert": 0, "other_halt": 0, "tx_error": 0, "bad_return": 0 } }, "max_ok": 22592, "oog": 0, "other_errors": 0, "oog_seeds": [] }, "independent_recomputation_passed": true, "configuration_and_validity_selftests_passed": true }, "provenance": { "v2_code_and_harness": "https://api.imd.fun/artifacts/db62deadd0a3ec885ad69bd3917fee793a924ead522776d73cc09110923e1e86", "gas_trimmed_base": "https://api.imd.fun/artifacts/f09f39f5092e5b1e56f156df10f397e5df0e194afa630ab24fc699adfd980d31", "simulation_market_order": "https://raw.githubusercontent.com/benedictbrady/amm-challenge/6b6921f8d463314aa7c96234e1be25a25245f704/amm_sim_rs/src/simulation/engine.rs", "configuration_builder": "https://raw.githubusercontent.com/benedictbrady/amm-challenge/6b6921f8d463314aa7c96234e1be25a25245f704/amm_competition/competition/match.py", "callback_gas_limits": "https://raw.githubusercontent.com/benedictbrady/amm-challenge/6b6921f8d463314aa7c96234e1be25a25245f704/amm_sim_rs/src/evm/strategy.rs" } }