{
  "sources": [
    {
      "url": "https://raw.githubusercontent.com/gtmcknight/amm-sim/e65314f88de945f6d055bfc2aab01c482ab6570e/research/solved/README.md",
      "quote": "10000  448.261189  443.455598  443.522608  443.663520\n10001  576.779199  571.463409  571.623551  571.977293\n10002  531.886497  525.168028  525.865859  526.411631"
    },
    {
      "url": "https://raw.githubusercontent.com/gtmcknight/amm-sim/e65314f88de945f6d055bfc2aab01c482ab6570e/research/solved/replica2.py",
      "quote": "    cr = random.Random(10_000_000 + seed)\n    size_mean = cr.uniform(19.0, 21.0)\n    lam = cr.uniform(0.6, 1.0)\n    sigma = cr.uniform(0.000882, 0.001008)"
    },
    {
      "url": "https://raw.githubusercontent.com/gtmcknight/amm-sim/e65314f88de945f6d055bfc2aab01c482ab6570e/research/solved/latt.py",
      "quote": "HC = 2.5e-4            # cell width (log)\nNC = 121               # cells: +-150 bps\nN0 = NC // 2\nSIG = 0.000945"
    },
    {
      "url": "https://raw.githubusercontent.com/gtmcknight/amm-sim/e65314f88de945f6d055bfc2aab01c482ab6570e/research/solved/real.py",
      "quote": "        tag = '0c' if phs == 0 else (str(phs) + ('s' if self.synced else 'c'))\n        A, B = Q['A' + tag], Q['B' + tag]"
    },
    {
      "url": "https://raw.githubusercontent.com/gtmcknight/amm-sim/e65314f88de945f6d055bfc2aab01c482ab6570e/research/solved/evalpol.py",
      "quote": "    def on_trade(self, is_buy, ax, ay, t, x, y, arb, p, s2, j):\n        w = math.log(y / x / p) * 1e4\n        w2 = math.log(s2 / p) * 1e4\n        ph = 0 if arb else (1 if j <= 1 else 2)\n        return self._fees(w, w2, ph)"
    },
    {
      "url": "https://raw.githubusercontent.com/gtmcknight/amm-sim/e65314f88de945f6d055bfc2aab01c482ab6570e/research/solved/run.py",
      "quote": "A blind policy never receives the true price, the rival's spot, the arb flag, the order count or the run's\nparameters."
    },
    {
      "url": "https://raw.githubusercontent.com/gtmcknight/amm-sim/e65314f88de945f6d055bfc2aab01c482ab6570e/research/solved/ref/lattice_qm.json",
      "quote": "\"seed\": 10000, \"edge\": 443.66351980397485"
    },
    {
      "url": "https://raw.githubusercontent.com/gtmcknight/amm-sim/e65314f88de945f6d055bfc2aab01c482ab6570e/research/solved/gates.py",
      "quote": "\"\"\"Per-seed check values for a port: edge of each reference policy on replica seeds 10000..10002."
    },
    {
      "url": "https://raw.githubusercontent.com/gtmcknight/amm-sim/e65314f88de945f6d055bfc2aab01c482ab6570e/research/solved/fetch.sh",
      "quote": "set -eu"
    },
    {
      "url": "https://raw.githubusercontent.com/gtmcknight/amm-sim/e65314f88de945f6d055bfc2aab01c482ab6570e/research/solved/example_policy.py",
      "quote": "class Fixed30:"
    }
  ]
}