{ "item": "first", "batch": "e08-boost-cap", "blocked": null, "confirmation": null, "experiment": "G with the aligned-trade tradeBoost capped: when firstInStep (evaluated before the stepTradeCount increment), tradeBoost = min(wmul(TRADE_TOX_BOOST, tradeRatio), K*BPS). tradeAligned test, side assignment, tail compression, flow terms, stale shifts, estimators, direction skew unchanged; outside the gate fees are G's.", "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 (firstInStep && tradeBoost > 16 * BPS) tradeBoost = 16 * BPS;\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 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": "ab4a2640963d22cb94502234e5e05684faff9ad7ddade860a0ebdb4168388bea", "base_sha256": "610c1905e7dd5559b84e40a3b2d6f8e0b53a7b0ac7574ae33b6c1770a28367cb", "v2_sha256": "28417e116f57f1029fdd1803832e852574902c1ae7253c05657f317db76da4ab", "selected_variant": { "K": 16, "cap_bps": 16, "sha256": "ab4a2640963d22cb94502234e5e05684faff9ad7ddade860a0ebdb4168388bea" }, "variant_patch_K16": "--- a/G.sol\n+++ b/GCap16.sol\n@@ -245,6 +245,7 @@\n bool tradeAligned = (trade.isBuy && spot >= pHat) || (!trade.isBuy && spot < pHat);\n if (tradeAligned) {\n uint256 tradeBoost = wmul(TRADE_TOX_BOOST, tradeRatio);\n+ if (firstInStep && tradeBoost > 16 * BPS) tradeBoost = 16 * BPS;\n if (trade.isBuy) { bidFee = bidFee + tradeBoost; }\n else { askFee = askFee + tradeBoost; }\n }\n", "variant_generator_py": "\"\"\"Generate boost-cap variants from G: inside the tradeAligned block, when firstInStep,\ntradeBoost = min(wmul(TRADE_TOX_BOOST, tradeRatio), K*BPS). Everything else unchanged.\"\"\"\nimport hashlib, sys\nOLD = \" uint256 tradeBoost = wmul(TRADE_TOX_BOOST, tradeRatio);\\n\"\ndef make(g_src, k):\n assert g_src.count(OLD) == 1\n new = OLD + f\" if (firstInStep && tradeBoost > {k} * BPS) tradeBoost = {k} * BPS;\\n\"\n return g_src.replace(OLD, new)\nif __name__ == \"__main__\":\n g = open(sys.argv[1]).read()\n assert hashlib.sha256(g.encode()).hexdigest() == \"610c1905e7dd5559b84e40a3b2d6f8e0b53a7b0ac7574ae33b6c1770a28367cb\"\n for k in map(int, sys.argv[3:]):\n s = make(g, k); p = f\"{sys.argv[2]}/GCap{k}.sol\"; open(p, \"w\").write(s)\n print(k, p, hashlib.sha256(s.encode()).hexdigest())\n", "variant_generator_usage": "python gen.py contracts/src/G.sol OUTDIR 4 8 16 32 (asserts G sha256; inserts one line after the tradeBoost assignment)", "paired": { "n": 512, "mean_diff": 0.013459151610404785, "se": 0.005702257954794114, "sd": 0.12902736857311525, "n_nonzero": 495, "worst": { "seed": 12143, "diff": -0.16893907899577698, "edge_a": 406.2539967000602, "edge_b": 406.422935779056 }, "stage": "tuning", "seeds": [ 12000, 12511 ] }, "stages": { "screen": { "seeds": [ 10000, 10255 ], "n": 256, "reference": "V2 run once, its rows reused for every candidate", "G_control": { "sha256": "610c1905e7dd5559b84e40a3b2d6f8e0b53a7b0ac7574ae33b6c1770a28367cb", "valid": true, "invalid_reasons": [], "paired": { "n": 256, "mean_diff": 0.002904894772038702, "se": 0.002857312170046356, "sd": 0.0457169947207417, "n_nonzero": 5, "worst": { "seed": 10044, "diff": -0.023879557265217954, "edge_a": 581.4479025749735, "edge_b": 581.4717821322387 } }, "edge_component_deltas_vs_V2": { "retail": { "mean_diff": -0.00032599031636637577, "se": 0.0002866995092404792 }, "arb": { "mean_diff": 0.0032308850883991103, "se": 0.0031205864312076224 } }, "retail_volume_y_delta": { "mean": -0.11089077048507079, "se": 0.0819791498696051 }, "v2_volume_terciles": { "low": { "n": 85, "mean_diff": -2.4036177770165736e-05, "se": 2.403617777016574e-05, "v2_retail_volume_y_range": [ 57146.525064967944, 70352.36088653858 ] }, "mid": { "n": 85, "mean_diff": 0.00892753401864518, "se": 0.008596601552777522, "v2_retail_volume_y_range": [ 70606.56468501159, 81644.02672968531 ] }, "high": { "n": 86, "mean_diff": -0.00015284017247056401, "se": 0.0003057745660954134, "v2_retail_volume_y_range": [ 82121.65976706463, 98205.47208725398 ] } }, "gas": { "max_ok_afterSwap": 211186, "init_max": 220944, "max_ok_any": 220944, "oog": 0, "oog_seeds": [], "other_errors": 0, "afterSwap_calls": 2644186, "vanilla_oog": 0, "vanilla_other_errors": 0, "complete": true, "counters_per_seed_match_global": true, "max_abs_reconciliation_error": 7.673861546209082e-12 } }, "variants": { "K4": { "K": 4, "cap_wad": 400000000000000, "sha256": "83cd2c9c4973608148a90dbae657f7e21f1b9d5119ff9a16036d54c377cc03c3", "screen": { "sha256": "83cd2c9c4973608148a90dbae657f7e21f1b9d5119ff9a16036d54c377cc03c3", "valid": true, "invalid_reasons": [], "paired": { "n": 256, "mean_diff": -0.1920413549451021, "se": 0.017830687103436323, "sd": 0.2852909936549812, "n_nonzero": 256, "worst": { "seed": 10121, "diff": -1.2136531296989688, "edge_a": 693.9814014695366, "edge_b": 695.1950545992356 } }, "edge_component_deltas_vs_V2": { "retail": { "mean_diff": 0.2067545577062404, "se": 0.017740384757087904 }, "arb": { "mean_diff": -0.3987959126515662, "se": 0.010017970917580095 } }, "retail_volume_y_delta": { "mean": 145.90831426324712, "se": 4.17587655039864 }, "v2_volume_terciles": { "low": { "n": 85, "mean_diff": -0.141370571927879, "se": 0.02853773752954078, "v2_retail_volume_y_range": [ 57146.525064967944, 70352.36088653858 ] }, "mid": { "n": 85, "mean_diff": -0.20803047132045013, "se": 0.029450489813172623, "v2_retail_volume_y_range": [ 70606.56468501159, 81644.02672968531 ] }, "high": { "n": 86, "mean_diff": -0.226319746393467, "se": 0.033910827146139834, "v2_retail_volume_y_range": [ 82121.65976706463, 98205.47208725398 ] } }, "gas": { "max_ok_afterSwap": 211349, "init_max": 220962, "max_ok_any": 220962, "oog": 0, "oog_seeds": [], "other_errors": 0, "afterSwap_calls": 2647744, "vanilla_oog": 0, "vanilla_other_errors": 0, "complete": true, "counters_per_seed_match_global": true, "max_abs_reconciliation_error": 8.29913915367797e-12 } } }, "K8": { "K": 8, "cap_wad": 800000000000000, "sha256": "d7809f87123fbccc38080fc7f85cb20140b36bde9ef925fe125819f5227ad837", "screen": { "sha256": "d7809f87123fbccc38080fc7f85cb20140b36bde9ef925fe125819f5227ad837", "valid": true, "invalid_reasons": [], "paired": { "n": 256, "mean_diff": -0.0399470252283507, "se": 0.009683303108091235, "sd": 0.15493284972945975, "n_nonzero": 256, "worst": { "seed": 10142, "diff": -0.4903629964965148, "edge_a": 571.7759802427119, "edge_b": 572.2663432392084 } }, "edge_component_deltas_vs_V2": { "retail": { "mean_diff": 0.049854942491564413, "se": 0.010432009653921867 }, "arb": { "mean_diff": -0.08980196772002555, "se": 0.006208329028115429 } }, "retail_volume_y_delta": { "mean": 29.41087773142553, "se": 2.9564583119442447 }, "v2_volume_terciles": { "low": { "n": 85, "mean_diff": 0.0005794287337968907, "se": 0.01880300238271269, "v2_retail_volume_y_range": [ 57146.525064967944, 70352.36088653858 ] }, "mid": { "n": 85, "mean_diff": -0.06502920125025184, "se": 0.016277939377270102, "v2_retail_volume_y_range": [ 70606.56468501159, 81644.02672968531 ] }, "high": { "n": 86, "mean_diff": -0.055211718541384965, "se": 0.01428500149819179, "v2_retail_volume_y_range": [ 82121.65976706463, 98205.47208725398 ] } }, "gas": { "max_ok_afterSwap": 211347, "init_max": 220962, "max_ok_any": 220962, "oog": 0, "oog_seeds": [], "other_errors": 0, "afterSwap_calls": 2645058, "vanilla_oog": 0, "vanilla_other_errors": 0, "complete": true, "counters_per_seed_match_global": true, "max_abs_reconciliation_error": 5.002220859751105e-12 } } }, "K16": { "K": 16, "cap_wad": 1600000000000000, "sha256": "ab4a2640963d22cb94502234e5e05684faff9ad7ddade860a0ebdb4168388bea", "screen": { "sha256": "ab4a2640963d22cb94502234e5e05684faff9ad7ddade860a0ebdb4168388bea", "valid": true, "invalid_reasons": [], "paired": { "n": 256, "mean_diff": 0.006006198955234909, "se": 0.006638662214627736, "sd": 0.10621859543404377, "n_nonzero": 247, "worst": { "seed": 10075, "diff": -0.33097435792944907, "edge_a": 617.3323292057667, "edge_b": 617.6633035636961 } }, "edge_component_deltas_vs_V2": { "retail": { "mean_diff": 0.006901474774756444, "se": 0.007724556158564582 }, "arb": { "mean_diff": -0.0008952758195720223, "se": 0.004789462846076989 } }, "retail_volume_y_delta": { "mean": 4.502498070509887, "se": 2.647759216627023 }, "v2_volume_terciles": { "low": { "n": 85, "mean_diff": 0.029262820854468345, "se": 0.016353995828484486, "v2_retail_volume_y_range": [ 57146.525064967944, 70352.36088653858 ] }, "mid": { "n": 85, "mean_diff": -8.190453630063263e-05, "se": 0.009406881168274988, "v2_retail_volume_y_range": [ 70606.56468501159, 81644.02672968531 ] }, "high": { "n": 86, "mean_diff": -0.010962685517489754, "se": 0.005983238384804541, "v2_retail_volume_y_range": [ 82121.65976706463, 98205.47208725398 ] } }, "gas": { "max_ok_afterSwap": 211347, "init_max": 220962, "max_ok_any": 220962, "oog": 0, "oog_seeds": [], "other_errors": 0, "afterSwap_calls": 2644415, "vanilla_oog": 0, "vanilla_other_errors": 0, "complete": true, "counters_per_seed_match_global": true, "max_abs_reconciliation_error": 7.503331289626658e-12 } } }, "K32": { "K": 32, "cap_wad": 3200000000000000, "sha256": "9b9a2efc610e51ada65ead4da6ed26e6aa1899f1683603b065c66e5fc8958ade", "screen": { "sha256": "9b9a2efc610e51ada65ead4da6ed26e6aa1899f1683603b065c66e5fc8958ade", "valid": true, "invalid_reasons": [], "paired": { "n": 256, "mean_diff": 0.005037802624973775, "se": 0.00552862376218004, "sd": 0.08845798019488064, "n_nonzero": 33, "worst": { "seed": 10214, "diff": -0.1791814415397539, "edge_a": 517.938832753861, "edge_b": 518.1180141954007 } }, "edge_component_deltas_vs_V2": { "retail": { "mean_diff": 0.0028048040140213892, "se": 0.0072308779352742445 }, "arb": { "mean_diff": 0.0022329986109413252, "se": 0.004040691338104533 } }, "retail_volume_y_delta": { "mean": 2.8022894316570444, "se": 2.617481845466125 }, "v2_volume_terciles": { "low": { "n": 85, "mean_diff": 0.013526667297615216, "se": 0.01392825581895958, "v2_retail_volume_y_range": [ 57146.525064967944, 70352.36088653858 ] }, "mid": { "n": 85, "mean_diff": 0.005569328962153176, "se": 0.008944513326936786, "v2_retail_volume_y_range": [ 70606.56468501159, 81644.02672968531 ] }, "high": { "n": 86, "mean_diff": -0.003877700117291011, "se": 0.0018851478741109004, "v2_retail_volume_y_range": [ 82121.65976706463, 98205.47208725398 ] } }, "gas": { "max_ok_afterSwap": 211347, "init_max": 220962, "max_ok_any": 220962, "oog": 0, "oog_seeds": [], "other_errors": 0, "afterSwap_calls": 2644352, "vanilla_oog": 0, "vanilla_other_errors": 0, "complete": true, "counters_per_seed_match_global": true, "max_abs_reconciliation_error": 7.673861546209082e-12 } } } }, "v2_gas": { "max_ok_afterSwap": 243554, "init_max": 236377, "max_ok_any": 243554, "oog": 7, "oog_seeds": [ [ 10043, 2 ], [ 10044, 1 ], [ 10057, 1 ], [ 10150, 2 ], [ 10231, 1 ] ], "other_errors": 0, "afterSwap_calls": 2644187, "vanilla_oog": 0, "vanilla_other_errors": 0, "complete": true, "counters_per_seed_match_global": true, "max_abs_reconciliation_error": 7.673861546209082e-12 } }, "tuning": { "seeds": [ 12000, 12511 ], "n": 512, "variant": "K16", "result": { "sha256": "ab4a2640963d22cb94502234e5e05684faff9ad7ddade860a0ebdb4168388bea", "valid": true, "invalid_reasons": [], "paired": { "n": 512, "mean_diff": 0.013459151610404785, "se": 0.005702257954794114, "sd": 0.12902736857311525, "n_nonzero": 495, "worst": { "seed": 12143, "diff": -0.16893907899577698, "edge_a": 406.2539967000602, "edge_b": 406.422935779056 } }, "edge_component_deltas_vs_V2": { "retail": { "mean_diff": 0.013973005089824686, "se": 0.004654767059247085 }, "arb": { "mean_diff": -0.0005138534794958058, "se": 0.002443984872211496 } }, "retail_volume_y_delta": { "mean": 3.1525638119887702, "se": 0.6353476268765387 }, "v2_volume_terciles": { "low": { "n": 170, "mean_diff": 0.013355125325244565, "se": 0.008573701375409852, "v2_retail_volume_y_range": [ 56609.85690614511, 69222.66461157559 ] }, "mid": { "n": 170, "mean_diff": 0.007563580222285496, "se": 0.006473916909437844, "v2_retail_volume_y_range": [ 69299.74772823698, 79829.17813642243 ] }, "high": { "n": 172, "mean_diff": 0.01938898652004151, "se": 0.013269924699892908, "v2_retail_volume_y_range": [ 79891.65741965121, 97575.07091417206 ] } }, "gas": { "max_ok_afterSwap": 213308, "init_max": 220962, "max_ok_any": 220962, "oog": 0, "oog_seeds": [], "other_errors": 0, "afterSwap_calls": 5254672, "vanilla_oog": 0, "vanilla_other_errors": 0, "complete": true, "counters_per_seed_match_global": true, "max_abs_reconciliation_error": 8.412825991399586e-12 } }, "v2_gas": { "max_ok_afterSwap": 243733, "init_max": 236377, "max_ok_any": 243733, "oog": 10, "oog_seeds": [ [ 12120, 1 ], [ 12129, 1 ], [ 12138, 1 ], [ 12221, 2 ], [ 12286, 3 ], [ 12288, 1 ], [ 12505, 1 ] ], "other_errors": 0, "afterSwap_calls": 5254411, "vanilla_oog": 0, "vanilla_other_errors": 0, "complete": true, "counters_per_seed_match_global": true, "max_abs_reconciliation_error": 6.821210263296962e-12 } } }, "selection": { "rule": "highest screen paired mean_diff vs V2 among valid variants (all four valid: 0 OOG, 0 other errors)", "screen_mean_diff": { "K4": -0.1920413549451021, "K8": -0.0399470252283507, "K16": 0.006006198955234909, "K32": 0.005037802624973775 }, "G_control_screen_mean_diff": 0.002904894772038702, "selected": "K16", "note": "K16 vs K32 vs G differences on the screen are well inside 1 se; selection is noise-limited. K4 and K8 are clearly harmful (retail edge up, arb edge down more)." }, "freeze": { "frozen_after": "tuning stage 12000..12511", "sha256": "ab4a2640963d22cb94502234e5e05684faff9ad7ddade860a0ebdb4168388bea" }, "gas": { "max_ok": 213308, "init_max": 220962, "oog": 0, "other_errors": 0, "stage": "tuning", "screen_max_ok": 211347, "screen_oog": 0 }, "v2_gas": { "max_ok": 243733, "init_max": 236377, "oog": 10, "other_errors": 0, "oog_seeds": [ [ 12120, 1 ], [ 12129, 1 ], [ 12138, 1 ], [ 12221, 2 ], [ 12286, 3 ], [ 12288, 1 ], [ 12505, 1 ] ], "stage": "tuning", "screen_max_ok": 243554, "screen_oog": 7, "screen_oog_seeds": [ [ 10043, 2 ], [ 10044, 1 ], [ 10057, 1 ], [ 10150, 2 ], [ 10231, 1 ] ] }, "oog_attribution": { "note": "G is bit-identical to V2 except on seeds where V2 hits OOG (prior e06 result); the K16-minus-V2 diff on non-V2-OOG seeds approximates K16-minus-G.", "screen_K16_excluding_v2_oog_seeds": { "n": 251, "mean_diff": 0.002923034293338646, "se": 0.006114208605817142 }, "screen_G_excluding_v2_oog_seeds": { "n": 251, "mean_diff": 0.0, "se": 0.0 }, "tuning_K16_excluding_v2_oog_seeds": { "n": 505, "mean_diff": 0.012523450627809504, "se": 0.00568114743205414 }, "tuning_contribution_of_v2_oog_seeds_to_mean": 0.0011069200341473628 }, "edge_component_deltas_vs_V2": { "screen_K16": { "retail": { "mean_diff": 0.006901474774756444, "se": 0.007724556158564582 }, "arb": { "mean_diff": -0.0008952758195720223, "se": 0.004789462846076989 } }, "tuning_K16": { "retail": { "mean_diff": 0.013973005089824686, "se": 0.004654767059247085 }, "arb": { "mean_diff": -0.0005138534794958058, "se": 0.002443984872211496 } } }, "v2_volume_terciles": { "screen_K16": { "low": { "n": 85, "mean_diff": 0.029262820854468345, "se": 0.016353995828484486, "v2_retail_volume_y_range": [ 57146.525064967944, 70352.36088653858 ] }, "mid": { "n": 85, "mean_diff": -8.190453630063263e-05, "se": 0.009406881168274988, "v2_retail_volume_y_range": [ 70606.56468501159, 81644.02672968531 ] }, "high": { "n": 86, "mean_diff": -0.010962685517489754, "se": 0.005983238384804541, "v2_retail_volume_y_range": [ 82121.65976706463, 98205.47208725398 ] } }, "tuning_K16": { "low": { "n": 170, "mean_diff": 0.013355125325244565, "se": 0.008573701375409852, "v2_retail_volume_y_range": [ 56609.85690614511, 69222.66461157559 ] }, "mid": { "n": 170, "mean_diff": 0.007563580222285496, "se": 0.006473916909437844, "v2_retail_volume_y_range": [ 69299.74772823698, 79829.17813642243 ] }, "high": { "n": 172, "mean_diff": 0.01938898652004151, "se": 0.013269924699892908, "v2_retail_volume_y_range": [ 79891.65741965121, 97575.07091417206 ] } } }, "method": { "simulator": "github.com/benedictbrady/amm-challenge @ 6b6921f8d463314aa7c96234e1be25a25245f704, Linux x86_64, release build with instrumentation.patch from G artifact bundle", "runs": "each strategy separately: amm_sim_rs.run_batch(X, VanillaStrategy, configs, 8), chunks of 32 seeds, all seeds kept", "configs": "MatchRunner._build_configs per seed: default_rng(seed) uniform size, rate, sigma; price seed, retail seed+1; 10000 steps; afterSwap/init gas 250000", "validity": "bundle harness.validity: complete seeds, finite edges, no revert/tx_error/other_halt/bad_return, Vanilla no failures, per-seed vs global counters equal, |total-retail-arb| < 1e-8, candidate OOG <= V2 OOG" }, "checks": { "G_sha256_verified": true, "V2_sha256_verified": true, "V2_rebuilt_from_base_artifact_matches": true, "setup_sh_ok": true, "instrumentation_patch_applied_and_rebuilt": true, "harness_tests_all_pass": true, "amm_match_validate": { "G": true, "V2": true, "K4": true, "K8": true, "K16": true, "K32": true }, "all_runs_complete_counters_match_reconciled": true, "max_seed_used": 12511, "no_seeds_ge_4000000": true }, "interpretation": "Capping the first-in-step aligned boost at 16 bps is neutral-to-slightly-positive (screen +0.006+/-0.007 vs V2, of which ~+0.003 is G's OOG removal; tuning +0.0135+/-0.0057, +0.0125 on non-OOG seeds). Tighter caps (4, 8 bps) lose more arb edge than they gain retail edge. This is orders of magnitude below the +5.0 (top 10) / +8.7 (1st) targets: saturating large-trade protection is not the missing fee rule.", "not_measured": [ "No confirmation on seeds >= 4000000 (separate episode); the tuning stage is not a confirmation.", "K16 vs G was not run directly on 12000..12511 (brief: only best variant); approximated via non-V2-OOG seeds.", "No board submission or rank claim." ] }