{"item": "e09-confirm-act/b", "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[15] = 400000000000000000 | (uint256(2000000000000000) << 160); 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 = uint8(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            // Process variance is propagated inside the censored update.\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        // Censored assumed-density posterior. No external or future inputs.\n        uint256 arbProbability;\n        (fastHat, uncertainty, arbProbability) = _posterior(PosteriorInput(\n            fastHat, uncertainty, pImplied, spot, slots[2] >> 64,\n            prevBidFee, prevAskFee, firstInStep, silent, trade.isBuy,\n            trade.reserveY > 0 ? wdiv(trade.amountY, trade.reserveY) : 0\n        ));\n        slots[13] = uncertainty;\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 originalLambda = lambdaHat; uint256 originalSize = sizeHat;\n\n        if (342406799193418304 > 0) {\n            uint256 packedFlow = slots[15];\n            uint256 rate = uint80(packedFlow);\n            uint256 count = uint80(packedFlow >> 80);\n            uint256 meanSize = uint80(packedFlow >> 160);\n            if (rate == 0) rate = 400000000000000000;\n            if (meanSize == 0) meanSize = 2000000000000000;\n            if (isNewStep) {\n                uint256 inst = count / silent;\n                if (inst > 3 * WAD) inst = 3 * WAD;\n                uint256 retention = _powWad(999000000000000000, silent > 64 ? 64 : silent);\n                rate = wmul(rate, retention) + wmul(inst, WAD-retention);\n                count = 0;\n            }\n            uint256 weight = firstInStep ? WAD-arbProbability : WAD;\n            uint256 correctedWeight = weight;\n            if (2 == 2) {\n                uint256 missing = wmul(feeUsed, 196030880396139429888);\n                if (missing > 333333333333333376) missing = 333333333333333376;\n                correctedWeight = wdiv(weight, WAD-missing);\n            }\n            count += correctedWeight;\n            uint256 learning = wmul(WAD-999000000000000000, weight);\n            meanSize = _blend(meanSize, tradeRatio, learning);\n            slots[15]=rate | (count << 80) | (meanSize << 160);\n            uint256 retailRate = wmul(rate, 366383424913407168);\n            uint256 retailSize = 2 == 0 ? sizeHat : wmul(meanSize,1883296158119298304);\n            lambdaHat = _blend(lambdaHat,retailRate,342406799193418304);\n            sizeHat = _blend(sizeHat,retailSize,342406799193418304);\n        }\n        uint256 flowSize = wmul(lambdaHat, sizeHat);\n        // Run-level means, observed after RS2's flow correction on each callback.\n        // Packed in unused bits of slots[10]; zero means no observations yet.\n        uint256 anchor = slots[10] >> 8;\n        uint256 runAct = uint96(anchor);\n        uint256 runFlow = uint96(anchor >> 96);\n        uint256 runN = anchor >> 192;\n        if (runN < 4646) ++runN;\n        if (actEma >= runAct) runAct += (actEma-runAct)/runN;\n        else runAct -= (runAct-actEma)/runN;\n        if (flowSize >= runFlow) runFlow += (flowSize-runFlow)/runN;\n        else runFlow -= (runFlow-flowSize)/runN;\n        uint256 feeAct = _anchorValue(runAct,actEma,1332392442189290496);\n        flowSize = _anchorValue(runFlow,flowSize,216073432653406016);\n        anchor = runAct | (runFlow << 96) | (runN << 192);\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, feeAct);\n        fMid = fMid + wmul(SIGMA_TOX_COEF, wmul(sigmaHat, toxSignal));\n\n        lambdaHat = originalLambda; sizeHat = originalSize;\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        if (firstInStep) {\n            if (askFee > bidFee && bidFee > 30 * BPS) bidFee = 30 * BPS;\n            else if (bidFee > askFee && askFee > 30 * BPS) askFee = 30 * BPS;\n        }\n\n        if (bidFee > askFee && askFee > 36 * BPS) askFee = 36 * BPS;\n        else if (askFee > bidFee && bidFee > 36 * BPS) bidFee = 36 * BPS;\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 | (anchor << 8);\n\n        return (bidFee, askFee);\n    }\n\n\n    function _anchorValue(uint256 mean,uint256 value,uint256 k) internal pure returns(uint256) {\n        if (value>=mean) return mean+wmul(value-mean,k);\n        uint256 delta=wmul(mean-value,k);\n        return mean>delta ? mean-delta : 0;\n    }\n\n    struct PosteriorInput {\n        uint256 mu; uint256 v; uint256 obs; uint256 spot; uint256 preSpot;\n        uint256 bid; uint256 ask; bool first; uint256 silent; bool buy; uint256 size;\n    }\n    function _posterior(PosteriorInput memory x) internal pure returns (uint256, uint256, uint256) {\n        if (x.mu == 0) x.mu = x.spot;\n        if (x.v < 10000000000) x.v = 10000000000;\n        uint256 lo = wmul(x.preSpot, WAD-x.bid);\n        uint256 hi = wdiv(x.preSpot, WAD-x.ask);\n        if (x.first) {\n            if (x.silent>1 && x.preSpot>0) {\n                uint256 elapsed=x.silent>8?8:x.silent;\n                x.v += 902500000000*(elapsed-1);\n                (x.mu,x.v)=_band(x.mu,x.v,lo,hi);\n            }\n            x.v+=902500000000;\n        }\n        uint256 mRetail = x.mu;\n        uint256 vRetail = x.v;\n        // A missing own-pool trade is a censored price observation.\n        if (x.first && x.preSpot > 0) {\n            (mRetail, vRetail) = _band(x.mu, x.v, lo, hi);\n        }\n        if (!x.first) {\n            // A later print is retail. Only an interior route is an observation\n            // of the other pool, with explicit observation uncertainty.\n            uint256 fee = x.buy ? x.bid : x.ask;\n            if (fee > 30 * BPS) {\n                uint256 normal = x.buy ? wdiv(wmul(x.spot, WAD-fee), WAD-30*BPS)\n                    : wdiv(wmul(x.spot, WAD-30*BPS), WAD-fee);\n                uint256 residual = wdiv(absDiff(normal, x.mu),x.mu);\n                uint256 noise = 9000000000000 + wmul(residual,residual);\n                uint256 k = wdiv(x.v,x.v+noise);\n                return (_blend(x.mu,normal,k),wmul(x.v,WAD-k),0);\n            }\n            return (x.mu,x.v,0);\n        }\n        uint256 e = wdiv(absDiff(x.obs,x.mu),x.mu);\n        uint256 totalV = x.v + 22500000000;\n        uint256 z = wdiv(wmul(e,e),totalV);\n        uint256 density = _powWad(wdiv(WAD,WAD+z/8),4);\n        uint256 odds = wmul(density,wdiv(4000000000000000,_isqrt(totalV*WAD)));\n        if (x.size > 3000000000000000) odds = wmul(odds,4*WAD/10);\n        if (x.silent > 1) odds = wmul(odds,8*WAD/10);\n        uint256 sd = _isqrt(x.v*WAD);\n        uint256 width = wdiv(hi-lo,x.mu);\n        uint256 distance = x.mu<lo?lo-x.mu:(x.mu>hi?x.mu-hi:0);\n        uint256 zBand = wdiv(wdiv(distance,x.mu),sd);\n        uint256 mass = wmul(wdiv(width,width+2*sd),wdiv(WAD,WAD+wmul(zBand,zBand)));\n        if (mass < WAD/100) mass = WAD/100;\n        odds = wdiv(odds,mass);\n        uint256 prob = wdiv(odds,WAD+odds);\n        uint256 kArb = wdiv(x.v,totalV);\n        uint256 mArb = _blend(x.mu,x.obs,kArb);\n        uint256 mean = _blend(mRetail,mArb,prob);\n        uint256 between = wdiv(absDiff(mArb,mRetail),x.mu);\n        uint256 variance = wmul(prob,wmul(x.v,WAD-kArb)) + wmul(WAD-prob,vRetail)\n            + wmul(wmul(prob,WAD-prob),wmul(between,between));\n        if (variance > 100000000000000) variance = 100000000000000;\n        return (mean,variance,prob);\n    }\n    function _blend(uint256 a,uint256 b,uint256 w) internal pure returns(uint256) {\n        return b>=a ? a+wmul(b-a,w) : a-wmul(a-b,w);\n    }\n    function _band(uint256 mu,uint256 v,uint256 lo,uint256 hi) internal pure returns(uint256,uint256) {\n        // Soft interval likelihood avoids discontinuities at quadrature nodes.\n        uint256 sd=wmul(mu,_isqrt(v*WAD));\n        uint256[3] memory acc;\n        for(uint256 j=0;j<7;j++) {\n            uint256 p=j<3 ? (mu>(3-j)*sd?mu-(3-j)*sd:1) : mu+(j-3)*sd;\n            uint256 w=j==3?72:(j==2||j==4?45:(j==1||j==5?10:1));\n            uint256 distance=p<lo?lo-p:(p>hi?p-hi:0);\n            uint256 z=sd>0?wdiv(distance,sd):0;\n            uint256 likelihood=wdiv(WAD,WAD+4*wmul(z,z));\n            w=wmul(w*WAD,likelihood);\n            acc[0]+=w;acc[1]+=wmul(w,p);\n            uint256 d=wdiv(absDiff(p,mu),mu);\n            acc[2]+=wmul(w,wmul(d,d));\n        }\n        uint256 m=wdiv(acc[1],acc[0]);\n        uint256 d=wdiv(absDiff(m,mu),mu);\n        uint256 second=wdiv(acc[2],acc[0]);\n        return(m,second>wmul(d,d)?second-wmul(d,d):10000000000);\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 \"censored_10\"; }\n}\n", "sha256": "0c3836cd5bb7c39acec190a40c574bc02b4a2a302bb1a1fc6696178cecce2484", "blocked": null, "valid": true, "seeds": {"start": 5114000, "end_inclusive": 5115999, "n": 2000, "fresh": true, "dropped": 0}, "paired": {"n": 2000, "mean_diff": 0.09474435068463763, "se": 0.007578784618211659, "worst": [{"seed": 5115646, "d": -1.6617875568277896}, {"seed": 5115896, "d": -1.625818630554818}, {"seed": 5115877, "d": -1.421940029638904}, {"seed": 5114839, "d": -1.355897977801419}, {"seed": 5115082, "d": -1.312547818432563}], "sum_d": 189.48870136927525, "sum_d2": 247.5900131776953}, "paired_baseline": "RS2 (f24b6ca1...)", "retail_edge_delta": {"mean": -0.5021803191309208, "se": 0.00806056232180646}, "arb_edge_delta": {"mean": 0.5969246698155587, "se": 0.0034861832452768387}, "gas": {"max_ok": 203771, "init_max_ok": 243118, "oog": 0, "other_halts": 0}, "vs_rs2": {"paired": {"n": 2000, "mean_diff": 0.09474435068463763, "se": 0.007578784618211659, "worst": [{"seed": 5115646, "d": -1.6617875568277896}, {"seed": 5115896, "d": -1.625818630554818}, {"seed": 5115877, "d": -1.421940029638904}, {"seed": 5114839, "d": -1.355897977801419}, {"seed": 5115082, "d": -1.312547818432563}], "sum_d": 189.48870136927525, "sum_d2": 247.5900131776953}, "retail_edge_delta": {"mean": -0.5021803191309208, "se": 0.00806056232180646}, "arb_edge_delta": {"mean": 0.5969246698155587, "se": 0.0034861832452768387}, "reconciliation_max_abs": 2.2737367544323206e-13}, "vs_stack": {"paired": {"n": 2000, "mean_diff": 0.4166334926609356, "se": 0.013714265097810046, "worst": [{"seed": 5114551, "d": -6.44742022836158}, {"seed": 5114082, "d": -2.465950249785692}, {"seed": 5115340, "d": -2.133050489323864}, {"seed": 5115083, "d": -1.6594612140315803}, {"seed": 5115554, "d": -1.6448335553153584}], "sum_d": 833.2669853218712, "sum_d2": 1099.1150409713969}, "retail_edge_delta": {"mean": -0.1285504135270743, "se": 0.01399226232597836}, "arb_edge_delta": {"mean": 0.5451839061880112, "se": 0.0058794284524229775}, "reconciliation_max_abs": 1.7053025658242404e-13}, "rs2_vs_stack": {"paired": {"n": 2000, "mean_diff": 0.321889141976298, "se": 0.01406056446914068, "worst": [{"seed": 5114551, "d": -6.660079009329706}, {"seed": 5114082, "d": -2.64765235100856}, {"seed": 5115210, "d": -2.375368760008996}, {"seed": 5115340, "d": -2.0052222843852405}, {"seed": 5115083, "d": -1.7584161087124812}], "sum_d": 643.778283952596, "sum_d2": 997.6277332615384}, "retail_edge_delta": {"mean": 0.3736299056038464, "se": 0.014242242211068295}, "arb_edge_delta": {"mean": -0.05174076362754765, "se": 0.006136551935251695}, "reconciliation_max_abs": 1.7053025658242404e-13}, "arms": {"candidate": {"sha256": "0c3836cd5bb7c39acec190a40c574bc02b4a2a302bb1a1fc6696178cecce2484", "n": 2000, "mean_edge": 529.4807505877226, "mean_arb_edge": -28.232693139821947, "mean_retail_edge": 557.7134437275445, "gas": {"max_ok": 203771, "init_max_ok": 243118, "oog": 0, "other_halts": 0}, "raw_counters": [{"role": "Baseline", "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}, {"role": "Baseline", "callback": "afterSwap", "calls": 21571049, "ok": 21571049, "max_ok_gas": 22592, "sum_ok_gas": 486706860844, "oog": 0, "revert": 0, "other_halt": 0, "tx_error": 0, "bad_return": 0}, {"role": "Baseline", "callback": "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}, {"role": "Submission", "callback": "afterInitialize", "calls": 2000, "ok": 2000, "max_ok_gas": 243118, "sum_ok_gas": 486236000, "oog": 0, "revert": 0, "other_halt": 0, "tx_error": 0, "bad_return": 0}, {"role": "Submission", "callback": "afterSwap", "calls": 20553042, "ok": 20553042, "max_ok_gas": 203771, "sum_ok_gas": 2472359018096, "oog": 0, "revert": 0, "other_halt": 0, "tx_error": 0, "bad_return": 0}, {"role": "Submission", "callback": "getName", "calls": 2000, "ok": 2000, "max_ok_gas": 21626, "sum_ok_gas": 43252000, "oog": 0, "revert": 0, "other_halt": 0, "tx_error": 0, "bad_return": 0}]}, "rs2": {"sha256": "f24b6ca198b744c380842c3a17964a6dc21f311bb04984b26733afa3fee8eaf2", "n": 2000, "mean_edge": 529.3860062370379, "mean_arb_edge": -28.829617809637504, "mean_retail_edge": 558.2156240466754, "gas": {"max_ok": 202468, "init_max_ok": 243099, "oog": 0, "other_halts": 0}, "raw_counters": [{"role": "Baseline", "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}, {"role": "Baseline", "callback": "afterSwap", "calls": 21451918, "ok": 21451918, "max_ok_gas": 22592, "sum_ok_gas": 484018705628, "oog": 0, "revert": 0, "other_halt": 0, "tx_error": 0, "bad_return": 0}, {"role": "Baseline", "callback": "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}, {"role": "Submission", "callback": "afterInitialize", "calls": 2000, "ok": 2000, "max_ok_gas": 243099, "sum_ok_gas": 486198000, "oog": 0, "revert": 0, "other_halt": 0, "tx_error": 0, "bad_return": 0}, {"role": "Submission", "callback": "afterSwap", "calls": 20763339, "ok": 20763339, "max_ok_gas": 202468, "sum_ok_gas": 2444814177705, "oog": 0, "revert": 0, "other_halt": 0, "tx_error": 0, "bad_return": 0}, {"role": "Submission", "callback": "getName", "calls": 2000, "ok": 2000, "max_ok_gas": 21607, "sum_ok_gas": 43214000, "oog": 0, "revert": 0, "other_halt": 0, "tx_error": 0, "bad_return": 0}]}, "stack": {"sha256": "2eaafc7960e520b8a7fd322ec8afaff8fa677c730228a961efb509cc30b25719", "n": 2000, "mean_edge": 529.0641170950616, "mean_arb_edge": -28.777877046009955, "mean_retail_edge": 557.8419941410716, "gas": {"max_ok": 213569, "init_max_ok": 220962, "oog": 0, "other_halts": 0}, "raw_counters": [{"role": "Baseline", "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}, {"role": "Baseline", "callback": "afterSwap", "calls": 21554210, "ok": 21554210, "max_ok_gas": 22592, "sum_ok_gas": 486326927128, "oog": 0, "revert": 0, "other_halt": 0, "tx_error": 0, "bad_return": 0}, {"role": "Baseline", "callback": "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}, {"role": "Submission", "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}, {"role": "Submission", "callback": "afterSwap", "calls": 20735134, "ok": 20735134, "max_ok_gas": 213569, "sum_ok_gas": 2040340446819, "oog": 0, "revert": 0, "other_halt": 0, "tx_error": 0, "bad_return": 0}, {"role": "Submission", "callback": "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}]}}, "calibration": {"source": "https://raw.githubusercontent.com/ChengHua926/amm-challenge/d34a5199c59a4c44d5336a25f1436b4ae1f21104/contracts/src/Strategy.sol", "sha256": "6dd68f77a70900319460215374143dbd5d924198450a46d9f5f91f6b1e3d35c3", "seeds": "0..999", "mean": 525.5258821780834, "expected": 525.5258821780834, "abs_err": 0.0, "pass": true}, "hashes_verified": {"candidate": "0c3836cd5bb7c39acec190a40c574bc02b4a2a302bb1a1fc6696178cecce2484", "rs2": "f24b6ca198b744c380842c3a17964a6dc21f311bb04984b26733afa3fee8eaf2", "stack": "2eaafc7960e520b8a7fd322ec8afaff8fa677c730228a961efb509cc30b25719", "harness_source_sha256": "b8a1e110d746241c7201c95dd7e519f1388efffe7eaa0badeda30c3474e2447b"}, "harness": {"source": "harness_source of https://api.imdnotdead.fun/artifacts/26cb8e86f05170308de2a4b24821ac7fad2a17077f8d94af6e0f31985343fe89, used unchanged (run/compare/decomposition imported)", "repo": "https://github.com/benedictbrady/amm-challenge", "commit": "6b6921f8d463314aa7c96234e1be25a25245f704", "sim_wheel_sha256": "aedb68280aca34c110968f00148387c95885207913fb2cf19a1ab4c5cfd6887a", "method": "each arm alone vs VanillaStrategy via amm_sim_rs.run_batch(X,Vanilla,configs,8), chunks of 20 seeds, gas_stats_reset()/gas_stats() per chunk; configs per MatchRunner._build_configs (default_rng(seed): size U(19,21), rate U(.6,1), sigma U(.000882,.001008)), n_steps 10000, seed=s (retail s+1 internal to sim)", "commands": ["sh scratch/setup.sh", ". scratch/env.sh && python calib.py  # H.run(CH,0,1000) -> mean", ". scratch/env.sh && python confirm.py  # H.run(X,5114000,2000) for X in CAND,RS2,STACK, then H.compare pairwise"], "order": "hashes verified and calibration passed before fresh seeds opened; one run per arm, no retries, no selection"}, "notes": ["Local measurements only, not leaderboard claims.", "SE = sample SD (ddof=1)/sqrt(n). worst = 5 lowest per-seed diffs.", "gas.max_ok is afterSwap; init_max_ok is afterInitialize (separate). other_halts counts revert+other_halt+tx_error+bad_return.", "arb/retail split by the harness decomposition; reconciliation_max_abs reports d - arb - retail."]}