{ "credit": "Taylor (gtmcknight), github.com/gtmcknight/amm-sim@4812a6382311624e1506aca131ca35c378f930d9 research/solved: underlying replica, Gaussian filter, fee policy, qm tables, and exact-arithmetic arb/retail tell. This item adds and tests a retail-sign imbalance fee skew.", "mech": "side-imbalance: exponentially weighted running classified-retail sign imbalance, applied as an antisymmetric fee skew", "already_present": { "value": false, "where": "Read leanbase.py, stalerival.py, real.py, tellpol.py from reference_zb64 of https://api.imd.fun/artifacts/efb8e653f8fd061cecf3e92b186470c9c96c5188523364b60ed101e9672869aa. RealPolicy.cnt resets each timestamp and is unsigned; s2h/router_t track rival price/staleness. No signed retail-flow running state exists. The fast replica generic hook is stateless and has only current side and within-step unsigned count. No nearest-variant substitution was needed." }, "definition": { "formula": "At run initialization I=0. On each callback classified as retail (not is_arb), I <- I + (g-I)/L, g=+1 if the pool buys X (retail sells X), otherwise -1. Arbitrage callbacks leave I unchanged. On every callback, after baseline table lookup: delta=A_bps*1e-4*I; bid_fee <- bid_fee+delta; ask_fee <- ask_fee-delta. Existing fee clamp, WAD rounding and Vanilla-gamma exclusion run afterward. Thus |I|<=1 and the pre-clamp skew magnitude is at most |A_bps| bps. Positive A raises the fee on the recently more frequent side; negative A lowers it.", "parameters": { "L": "retail-event EMA memory, one of 16,64,256", "A_bps": "signed amplitude, one of -2,-0.5,+0.5,+2" }, "state_kept": "One scalar I in sf[9], reset by policy_init on every run. Event-time decay only on own classified-retail fills; no volume weighting, timestamp reset, latent flags, rival reserves, price truth, sigma or arrival-rate estimates. Existing first-trade posterior >0.5 classifies arb; subsequent same-timestamp callbacks are retail under the original policy.", "patch_api": "run_batch(tabs,seeds,weights=[L,A_bps]); None preserves original behavior. Legacy 42/23H+2 hooks remain available. load(...,a0=.35,ainf=.35) is LEAN; load(...,a0=0,ainf=.7,tau=1) is AGE.", "scope": "A finite-memory running imbalance within each run, rather than lifetime cumulative counts." }, "settings_tried": [ { "parameters": { "memory": 16, "amplitude_bps": -2.0 }, "n": 256, "mean_diff": -0.04269666403622341, "se": 0.013870352682775866, "seeds_positive": 101, "dropped_early": true, "rounds": [ { "n": 128, "mean_diff": -0.03956072065971705, "se": 0.019152530224343677, "seeds_positive": 49 }, { "n": 256, "mean_diff": -0.04269666403622341, "se": 0.013870352682775866, "seeds_positive": 101 } ] }, { "parameters": { "memory": 16, "amplitude_bps": -0.5 }, "n": 1024, "mean_diff": -0.006266739964659096, "se": 0.004165103707204248, "seeds_positive": 490, "dropped_early": false, "rounds": [ { "n": 128, "mean_diff": -0.0007769605550591585, "se": 0.012889466839873815, "seeds_positive": 60 }, { "n": 256, "mean_diff": 0.0060629423294753515, "se": 0.008650105189544679, "seeds_positive": 126 }, { "n": 384, "mean_diff": -0.0034014823586778022, "se": 0.006786814473360811, "seeds_positive": 178 }, { "n": 512, "mean_diff": -0.002874488657277241, "se": 0.006007671482281451, "seeds_positive": 248 }, { "n": 640, "mean_diff": -0.006684838995382592, "se": 0.005460061793949531, "seeds_positive": 304 }, { "n": 768, "mean_diff": -0.007788755049252731, "se": 0.004897622811523929, "seeds_positive": 359 }, { "n": 896, "mean_diff": -0.006465389039505379, "se": 0.004496439126110818, "seeds_positive": 427 }, { "n": 1024, "mean_diff": -0.006266739964659096, "se": 0.004165103707204248, "seeds_positive": 490 } ] }, { "parameters": { "memory": 16, "amplitude_bps": 0.5 }, "n": 128, "mean_diff": -0.05089833460457749, "se": 0.011095279193490034, "seeds_positive": 37, "dropped_early": true, "rounds": [ { "n": 128, "mean_diff": -0.05089833460457749, "se": 0.011095279193490034, "seeds_positive": 37 } ] }, { "parameters": { "memory": 16, "amplitude_bps": 2.0 }, "n": 128, "mean_diff": -0.192662433310403, "se": 0.02005116825206705, "seeds_positive": 24, "dropped_early": true, "rounds": [ { "n": 128, "mean_diff": -0.192662433310403, "se": 0.02005116825206705, "seeds_positive": 24 } ] }, { "parameters": { "memory": 64, "amplitude_bps": -2.0 }, "n": 1024, "mean_diff": -0.0119986278789867, "se": 0.005167902654523947, "seeds_positive": 479, "dropped_early": false, "rounds": [ { "n": 128, "mean_diff": -0.00840316478296188, "se": 0.01654161887032458, "seeds_positive": 57 }, { "n": 256, "mean_diff": -0.003653177926154605, "se": 0.010919289825409254, "seeds_positive": 117 }, { "n": 384, "mean_diff": -0.004737679158383301, "se": 0.008403980666581315, "seeds_positive": 180 }, { "n": 512, "mean_diff": -0.005829652153454434, "se": 0.007162836566441299, "seeds_positive": 243 }, { "n": 640, "mean_diff": -0.010532175425399703, "se": 0.0064742674596752845, "seeds_positive": 297 }, { "n": 768, "mean_diff": -0.010528314277175784, "se": 0.005894222787271209, "seeds_positive": 360 }, { "n": 896, "mean_diff": -0.010673921081072775, "se": 0.005555002254785214, "seeds_positive": 427 }, { "n": 1024, "mean_diff": -0.0119986278789867, "se": 0.005167902654523947, "seeds_positive": 479 } ] }, { "parameters": { "memory": 64, "amplitude_bps": -0.5 }, "n": 1024, "mean_diff": -0.005153823000870528, "se": 0.003332923656434851, "seeds_positive": 480, "dropped_early": false, "rounds": [ { "n": 128, "mean_diff": -0.013559294356455087, "se": 0.011139019518853176, "seeds_positive": 55 }, { "n": 256, "mean_diff": -0.007743018304504856, "se": 0.007589547300324562, "seeds_positive": 117 }, { "n": 384, "mean_diff": -0.008348503155322836, "se": 0.005652012991996868, "seeds_positive": 178 }, { "n": 512, "mean_diff": -0.008149550343807044, "se": 0.004785248495803629, "seeds_positive": 238 }, { "n": 640, "mean_diff": -0.006493593858040381, "se": 0.004332301763051662, "seeds_positive": 305 }, { "n": 768, "mean_diff": -0.00625515029502995, "se": 0.003824117055898944, "seeds_positive": 362 }, { "n": 896, "mean_diff": -0.004606544861318618, "se": 0.003625362786444964, "seeds_positive": 423 }, { "n": 1024, "mean_diff": -0.005153823000870528, "se": 0.003332923656434851, "seeds_positive": 480 } ] }, { "parameters": { "memory": 64, "amplitude_bps": 0.5 }, "n": 512, "mean_diff": -0.015988674284510562, "se": 0.004669680740397538, "seeds_positive": 197, "dropped_early": true, "rounds": [ { "n": 128, "mean_diff": -0.02538125245589562, "se": 0.009106975640406932, "seeds_positive": 45 }, { "n": 256, "mean_diff": -0.016818882956323167, "se": 0.006529631862728538, "seeds_positive": 100 }, { "n": 384, "mean_diff": -0.014907612413599391, "se": 0.005453777752917279, "seeds_positive": 149 }, { "n": 512, "mean_diff": -0.015988674284510562, "se": 0.004669680740397538, "seeds_positive": 197 } ] }, { "parameters": { "memory": 64, "amplitude_bps": 2.0 }, "n": 128, "mean_diff": -0.08541766531411765, "se": 0.017681772296142418, "seeds_positive": 41, "dropped_early": true, "rounds": [ { "n": 128, "mean_diff": -0.08541766531411765, "se": 0.017681772296142418, "seeds_positive": 41 } ] }, { "parameters": { "memory": 256, "amplitude_bps": -2.0 }, "n": 768, "mean_diff": -0.014656161347644655, "se": 0.004295096547874852, "seeds_positive": 321, "dropped_early": true, "rounds": [ { "n": 128, "mean_diff": -0.005219735801286429, "se": 0.01095097219993916, "seeds_positive": 57 }, { "n": 256, "mean_diff": -0.00775559752874333, "se": 0.007528139874879131, "seeds_positive": 115 }, { "n": 384, "mean_diff": -0.011199605197098172, "se": 0.006055534696176603, "seeds_positive": 167 }, { "n": 512, "mean_diff": -0.012111171761932105, "se": 0.0052936876851225395, "seeds_positive": 226 }, { "n": 640, "mean_diff": -0.014443917314429022, "se": 0.004877516883821394, "seeds_positive": 272 }, { "n": 768, "mean_diff": -0.014656161347644655, "se": 0.004295096547874852, "seeds_positive": 321 } ] }, { "parameters": { "memory": 256, "amplitude_bps": -0.5 }, "n": 1024, "mean_diff": -0.003000242972541256, "se": 0.002978360410238624, "seeds_positive": 514, "dropped_early": false, "rounds": [ { "n": 128, "mean_diff": -0.004993927479476135, "se": 0.009374480572749783, "seeds_positive": 65 }, { "n": 256, "mean_diff": -0.0022751722635474536, "se": 0.006126460180445875, "seeds_positive": 125 }, { "n": 384, "mean_diff": 0.00032605785500402124, "se": 0.0049664970289120995, "seeds_positive": 194 }, { "n": 512, "mean_diff": -0.0006662044628442665, "se": 0.004206211300281449, "seeds_positive": 255 }, { "n": 640, "mean_diff": -0.0028860973841951854, "se": 0.0036896791273623615, "seeds_positive": 314 }, { "n": 768, "mean_diff": -0.002730431993942147, "se": 0.003365642302617754, "seeds_positive": 380 }, { "n": 896, "mean_diff": -0.0029630399345608816, "se": 0.003143419283150938, "seeds_positive": 449 }, { "n": 1024, "mean_diff": -0.003000242972541256, "se": 0.002978360410238624, "seeds_positive": 514 } ] }, { "parameters": { "memory": 256, "amplitude_bps": 0.5 }, "n": 768, "mean_diff": -0.0103660638446376, "se": 0.0032397374104805774, "seeds_positive": 333, "dropped_early": true, "rounds": [ { "n": 128, "mean_diff": -0.005104092131713145, "se": 0.00852032610753619, "seeds_positive": 51 }, { "n": 256, "mean_diff": -0.0054512028610480545, "se": 0.00556880309079989, "seeds_positive": 112 }, { "n": 384, "mean_diff": -0.003981695955891003, "se": 0.004546731552951756, "seeds_positive": 171 }, { "n": 512, "mean_diff": -0.005418029400554802, "se": 0.003992564900613196, "seeds_positive": 227 }, { "n": 640, "mean_diff": -0.009186339813707266, "se": 0.0035944869926570113, "seeds_positive": 280 }, { "n": 768, "mean_diff": -0.0103660638446376, "se": 0.0032397374104805774, "seeds_positive": 333 } ] }, { "parameters": { "memory": 256, "amplitude_bps": 2.0 }, "n": 256, "mean_diff": -0.027948937197535217, "se": 0.007616671280802683, "seeds_positive": 92, "dropped_early": true, "rounds": [ { "n": 128, "mean_diff": -0.02222660451448233, "se": 0.011161810801098574, "seeds_positive": 55 }, { "n": 256, "mean_diff": -0.027948937197535217, "se": 0.007616671280802683, "seeds_positive": 92 } ] } ], "chosen": { "index": 9, "parameters": { "memory": 256, "amplitude_bps": -0.5 }, "rule": "Maximum training paired mean among settings completing all 1024 seeds; if none complete, maximum mean among dropped settings. Tie broken by grid order. Frozen before any report runs." }, "report": { "vs_lean": { "n": 2048, "mean_diff": -0.001620398002443485, "se": 0.0020789493224039174, "seeds_positive": 1013 }, "on_age": { "n": 2048, "mean_diff": -0.004243779899149924, "se": 0.0032861145878138203, "seeds_positive": 972 } }, "promote": false, "contract_cost": { "storage_words": 1, "gas": { "measured": false, "estimated_increment_first_nonzero_update": [ 22500, 24000 ], "estimated_increment_later_retail_callback": [ 5500, 8000 ], "estimated_increment_arb_callback": [ 2300, 3500 ], "basis": "Engineering estimate for one separately stored fixed-point signed scalar: one cold read plus zero-to-nonzero or nonzero-to-nonzero write and a few integer operations. No new transcendental function or table. A packed existing storage slot could cost less. Exact compiler output, storage layout and callback maxima were not measured." }, "characters": { "measured": false, "estimated_additional": [ 500, 1200 ], "estimated_total_from_brief": [ 47730, 48430 ] }, "runtime_bytes": { "measured": false, "estimated_additional": [ 200, 700 ], "estimated_total_from_brief": [ 22640, 23140 ] }, "budget_assessment": "Brief baseline approximately 208000/245000 peak gas, 22440/24576 runtime bytes, 47230/50000 source characters leaves about 37000 gas, 2136 bytes and 2770 characters. The simple one-word update appears feasible under these margins, but no compiled contract, measured gas or no-OOG certification is claimed." }, "patch_zb64": "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", "not_done": [ "No Solidity contract or engine evaluation; no QLX5 or qt1 comparison and no leaderboard submission. Replica results cannot certify engine gain or board gain.", "No full P/Q/T/F/G/E certification: checks below are bounded replica checks, not engine gates. The known rounded-reserve/recomputed-k engine discrepancy was not changed.", "No measured contract gas, deployed size or Solidity fixed-point fee parity. Contract costs are explicitly estimates.", "Report results are a single frozen candidate, once versus LEAN and once versus AGE on the same designated 2048 seeds. They do not test stacking on QLX5." ], "method": { "training_seeds": [ 64000, 65023 ], "round_size": 128, "stopping_rule": "Drop at the first cumulative mean_diff+3*se<0; equality continues. No positive early stopping.", "report_seeds": [ 10000, 12047 ], "n_steps_per_seed": 10000, "difference": "candidate edge minus same-seed baseline edge; same random seed per arm", "se": "sample standard deviation of paired differences with n-1 denominator divided by sqrt(n)", "settings_count": 12, "selection_reads_report": false, "interpretation": "Screening with multiple settings; no selection-adjusted confidence claim. seeds_positive counts strict paired difference >0.", "implementation_repair": "The first training attempt failed in summary aggregation because a Python list was compared to 0; converted it to ndarray and restarted before selection. No candidate or grid changed and no report seed was read in the failed attempt." }, "checks": [ { "test": "zero_skew_and_unmodified", "mode": "LEAN", "n": 128, "bit_identical": true }, { "test": "independent_cpython_callback_shadow", "mode": "LEAN", "memory": 16.0, "amplitude_bps": -2.0, "seed": 64000, "edge_difference": 0.0, "callbacks": 9499, "fee_mismatches": 0, "label_mismatches": 0, "max_fee_error_bps": 0.0, "max_ema_error": 0.0 }, { "test": "independent_cpython_callback_shadow", "mode": "LEAN", "memory": 64.0, "amplitude_bps": 0.5, "seed": 64000, "edge_difference": 0.0, "callbacks": 9523, "fee_mismatches": 0, "label_mismatches": 0, "max_fee_error_bps": 0.0, "max_ema_error": 0.0 }, { "test": "independent_cpython_callback_shadow", "mode": "LEAN", "memory": 256.0, "amplitude_bps": 2.0, "seed": 64000, "edge_difference": 0.0, "callbacks": 9519, "fee_mismatches": 0, "label_mismatches": 0, "max_fee_error_bps": 0.0, "max_ema_error": 0.0 }, { "test": "zero_skew_and_unmodified", "mode": "AGE", "n": 128, "bit_identical": true }, { "test": "independent_cpython_callback_shadow", "mode": "AGE", "memory": 16.0, "amplitude_bps": -2.0, "seed": 64000, "edge_difference": 0.0, "callbacks": 9498, "fee_mismatches": 0, "label_mismatches": 0, "max_fee_error_bps": 0.0, "max_ema_error": 0.0 }, { "test": "independent_cpython_callback_shadow", "mode": "AGE", "memory": 64.0, "amplitude_bps": 0.5, "seed": 64000, "edge_difference": 0.0, "callbacks": 9528, "fee_mismatches": 0, "label_mismatches": 0, "max_fee_error_bps": 0.0, "max_ema_error": 0.0 }, { "test": "independent_cpython_callback_shadow", "mode": "AGE", "memory": 256.0, "amplitude_bps": 2.0, "seed": 64000, "edge_difference": 0.0, "callbacks": 9522, "fee_mismatches": 0, "label_mismatches": 0, "max_fee_error_bps": 0.0, "max_ema_error": 0.0 }, { "test": "independent_cpython_callback_shadow", "mode": "LEAN", "memory": 256.0, "amplitude_bps": -0.5, "seed": 64000, "edge_difference": 0.0, "callbacks": 9527, "fee_mismatches": 0, "label_mismatches": 0, "max_fee_error_bps": 0.0, "max_ema_error": 0.0 }, { "test": "independent_cpython_callback_shadow", "mode": "AGE", "memory": 256.0, "amplitude_bps": -0.5, "seed": 64000, "edge_difference": 0.0, "callbacks": 9527, "fee_mismatches": 0, "label_mismatches": 0, "max_fee_error_bps": 0.0, "max_ema_error": 0.0 }, { "test": "input_integrity", "frozen_reference_modules_verified": 10, "fastlean_matches_published_sha256": true, "table_envelopes_verified_by_materializer": true }, { "credit": "Taylor (gtmcknight), github.com/gtmcknight/amm-sim@4812a6382311624e1506aca131ca35c378f930d9 research/solved: replica, Gaussian filter, fee rule, qm tables, arb/retail tell", "test": "unmodified_LEAN_against_CPython_reference", "n": 128, "seeds": [ 64000, 64127 ], "bit_identical": 128, "max_abs_edge_difference": 0.0 } ], "provenance": { "replica_url": "https://api.imd.fun/artifacts/a88ff982eba7e078bc6ccb1555b90a211c00c9fd76ec90a62ab13a4074f2c3d0", "reference_url": "https://api.imd.fun/artifacts/efb8e653f8fd061cecf3e92b186470c9c96c5188523364b60ed101e9672869aa", "kit_url": "https://raw.githubusercontent.com/identity-md-launches/goal-3178-build-shared-evaluation-kit/45e7563d1a29ffca9d608fdf60c90bf2624d2d01/", "original_fastlean_sha256": "d9c758bb280fe24e09c039496f84ab0804173ff70cec24c332f8683f28efa582", "patched_fastlean_sha256": "9433be9c741c5cdd6c42d7b030149366789d2629e548c6b2b0d36379f33e7e29", "patch_sha256": "d41c4b08d92d64a818a523db4fa7e8efc447cc51d70ba5066f1fc634efa92380", "reference_files_sha256": { "leanbase.py": "ba015769f7981d7798acbbc9aff8c0e0c59825bb1541d55bcdef49311d7a04bc", "stalerival.py": "d124a171d35b024daed840e5449d352b2b5e50a68ce98c8a9aaafaf3419d23da", "real.py": "6a4a0f0e7f8b43d38e5eaa9d8b2e847a0771aee7f89551b122fe89bfe7969b5f", "tellpol.py": "7d5961c45bec56292533e65607245ad119b8733c760a5bf28f76a2e07bc3960b", "pol_mid.json": "efbb5ee102db4d312f64565d9bf7232b6becbe02b624164f744a402bbbf2983b", "qm_k1e-5.json": "5ff53e42ca87390e5f65d1caa3f7a480e67a8212fb0670274dfd562b05ba1afd" }, "runtime": "Kit-pinned CPython 3.12.16, NumPy 2.5.4, Numba 0.68.1, llvmlite 0.50.0; replica-only Linux x86_64 setup", "report_pair_rows_sha256": { "vs_lean": "276048ed2414a649d3059b9a26eca213a5ab0a689e2f13dc419ab468c1f075fe", "on_age": "443d6561ea9d3e7ceeb9edb3632b1ec8ebdec14dca78669e0b9291541ba43daa" }, "measurement_evidence": "settings_tried.rounds and report are locally computed unrounded statistics. External sources establish the input policy and tables, not this item's novel measured gains." } }