{ "item": "value-policy", "batch": "e01-mechanism-pilots", "blocked": null, "summary": "Replaced STACK's additive fMid composition with bounded/analytic policy families (L2 composition, max-of-components, lookup-table multiplier on tox/sigma regime, and an analytic arb-loss floor fee>=kappa*sqrt(uncertainty) on top of STACK's sum). All structures except a very low floor lost to STACK on tuning blocks; the additive sum is locally the best composition. Frozen candidate = STACK + floor kappa=0.3. On the fresh confirm block it gains +0.0164 per seed (SE 0.0015, so a real but tiny gain), far below the ~+5 needed for top 10. Negative result: these policy families do not provide the needed mechanism.", "name": "STACK + analytic uncertainty floor (kappa=0.3)", "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 KAPPA = 300000000000000000;\n uint256 constant LUT = 0;\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(SIGMA_TOX_COEF, wmul(sigmaHat, toxSignal)) + wmul(ACT_COEF, actEma);\n { uint256 fl = wmul(KAPPA, _isqrt(uncertainty * WAD)); if (fMid < fl) fMid = fl; }\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 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;\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": "5c36797359a0e8e724f703fca6bdb3c152cbd73134f2085c8f47f00c6a3fabcf", "stack_sha256": "2eaafc7960e520b8a7fd322ec8afaff8fa677c730228a961efb509cc30b25719", "diff_vs_stack": "adds `uint256 constant KAPPA = 300000000000000000; uint256 constant LUT = 0;` and after fMid: `{ uint256 fl = wmul(KAPPA, _isqrt(uncertainty * WAD)); if (fMid < fl) fMid = fl; }` (uncertainty = STACK slot 13 variance; no new slots; slots used 0..15)", "paired": { "n": 2000, "seeds": "[5002000,5004000) all 2000, none dropped, used once", "mean_diff": 0.016364585156108575, "se": 0.0014646489212871408, "candidate_mean_edge": 526.1475288987444, "stack_mean_edge": 526.1311643135883, "worst": [ { "seed": 5002929, "d": -0.3435225786081446 }, { "seed": 5003797, "d": -0.3339320692035699 }, { "seed": 5003049, "d": -0.32970026323266666 }, { "seed": 5002589, "d": -0.2758835935629804 }, { "seed": 5003226, "d": -0.27015983157957635 } ], "best": 0.6282823405387603, "frac_negative": 0.357, "frac_zero": 0.0 }, "retail_edge_delta": null, "arb_edge_delta": null, "edge_split_note": "Not computable: the amm_sim_rs 0.1.0.post1 LightweightSimResult exposes only total edges, pnl, retail_volume_y, arb_volume_y, average_fees and steps (no per-trade edge by counterparty). Not invented. Volume deltas (Y units, per seed) given as proxy instead.", "retail_volume_y_delta": { "mean": -17.030342651700778, "se": 0.4379089975069555 }, "arb_volume_y_delta": { "mean": -6.487618318704174, "se": 0.296204349956911 }, "gas": { "candidate": { "max_ok": 214561, "oog": 0, "other_halt": 0, "revert": 0, "tx_error": 0, "bad_return": 0, "raw_counters_per_chunk": [ [ { "role": "Submission", "callback": "afterInitialize", "calls": 1000, "ok": 1000, "max_ok_gas": 220962, "oog": 0, "revert": 0, "other_halt": 0, "tx_error": 0, "bad_return": 0 }, { "role": "Submission", "callback": "afterSwap", "calls": 10321870, "ok": 10321870, "max_ok_gas": 212624, "oog": 0, "revert": 0, "other_halt": 0, "tx_error": 0, "bad_return": 0 }, { "role": "Submission", "callback": "getName", "calls": 1000, "ok": 1000, "max_ok_gas": 21576, "oog": 0, "revert": 0, "other_halt": 0, "tx_error": 0, "bad_return": 0 } ], [ { "role": "Submission", "callback": "afterInitialize", "calls": 1000, "ok": 1000, "max_ok_gas": 220962, "oog": 0, "revert": 0, "other_halt": 0, "tx_error": 0, "bad_return": 0 }, { "role": "Submission", "callback": "afterSwap", "calls": 10367511, "ok": 10367511, "max_ok_gas": 214561, "oog": 0, "revert": 0, "other_halt": 0, "tx_error": 0, "bad_return": 0 }, { "role": "Submission", "callback": "getName", "calls": 1000, "ok": 1000, "max_ok_gas": 21576, "oog": 0, "revert": 0, "other_halt": 0, "tx_error": 0, "bad_return": 0 } ] ] }, "STACK": { "max_ok": 213524, "oog": 0, "other_halt": 0, "revert": 0, "tx_error": 0, "bad_return": 0, "raw_counters_per_chunk": [ [ { "role": "Submission", "callback": "afterInitialize", "calls": 1000, "ok": 1000, "max_ok_gas": 220962, "oog": 0, "revert": 0, "other_halt": 0, "tx_error": 0, "bad_return": 0 }, { "role": "Submission", "callback": "afterSwap", "calls": 10324168, "ok": 10324168, "max_ok_gas": 211588, "oog": 0, "revert": 0, "other_halt": 0, "tx_error": 0, "bad_return": 0 }, { "role": "Submission", "callback": "getName", "calls": 1000, "ok": 1000, "max_ok_gas": 21576, "oog": 0, "revert": 0, "other_halt": 0, "tx_error": 0, "bad_return": 0 } ], [ { "role": "Submission", "callback": "afterInitialize", "calls": 1000, "ok": 1000, "max_ok_gas": 220962, "oog": 0, "revert": 0, "other_halt": 0, "tx_error": 0, "bad_return": 0 }, { "role": "Submission", "callback": "afterSwap", "calls": 10369727, "ok": 10369727, "max_ok_gas": 213524, "oog": 0, "revert": 0, "other_halt": 0, "tx_error": 0, "bad_return": 0 }, { "role": "Submission", "callback": "getName", "calls": 1000, "ok": 1000, "max_ok_gas": 21576, "oog": 0, "revert": 0, "other_halt": 0, "tx_error": 0, "bad_return": 0 } ] ] }, "limit_afterSwap": 250000 }, "valid": true, "reasons": [ "0 OOG/revert/other_halt for the candidate on all confirm chunks", "all 2000 confirm seeds used", "confirm block not used for tuning or selection" ], "calibration": { "strategy": "ChengHua926/amm-challenge@d34a5199 contracts/src/Strategy.sol", "seeds": "0..999", "mean_edge": 525.5258821780834, "expected": 525.5258821780834, "abs_err": 0.0, "pass": true }, "stack_verification": { "url": "https://api.imdnotdead.fun/artifacts/c33720874aa1285e9dc766540b8a90410118a8e8b840d949ea0dcc211bdb27c1", "sha256_of_code": "2eaafc7960e520b8a7fd322ec8afaff8fa677c730228a961efb509cc30b25719", "match": true }, "setup": { "repo": "github.com/benedictbrady/amm-challenge@6b6921f8d463314aa7c96234e1be25a25245f704", "wheel": "amm_sim_rs-0.1.0.post1 (sha256 aedb6828...887a verified)", "python": "3.12", "solc": "0.8.24 via py-solc-x 2.1.0 (SolidityCompiler from repo)", "pyrevm": "0.3.7", "n_steps": 10000, "n_workers": 8, "configs": "per seed: np.random.default_rng(seed) draws uniform retail_mean_size[19,21], retail_arrival_rate[0.6,1.0], gbm_sigma[0.000882,0.001008]; SimulationConfig(seed=seed, other fields from BASELINE_SETTINGS) exactly as MatchRunner._build_configs; price/retail seeding inside amm_sim_rs from cfg.seed", "method": "each arm alone: amm_sim_rs.run_batch(arm_bytecode, VanillaStrategy_bytecode, configs, 8); gas_stats_reset() before and gas_stats() after each chunk", "commands": [ "sh scratch/setup.sh", "python harness/screen.py scr1.json 10000 10250 stack.sol v_*.sol", "python screen.py scr2.json 10250 10500 stack.sol w_*.sol", "python screen.py scr3.json 10500 10900 stack.sol s_*.sol", "confirm: screen.py cf_c1.json 5002000 5003000 s_floor_3.sol; cf_c2 5003000 5004000; cf_s1/cf_s2 same blocks with stack.sol" ] }, "tuning_log": [ { "block": "screen-1 seeds [10000,10250)", "arm": "STACK", "mean_edge": 522.7823298659988, "oog": 0, "max_afterSwap_gas": 211576 }, { "block": "screen-1 seeds [10000,10250)", "arm": "v_floor_10.sol", "sha256": "3455cfd49eda2d621c8272ab8fd777adf52f5b6efaf4e2d50b712b2f059e46b4", "mean_edge": 461.3364242986123, "mean_diff_vs_STACK": -61.44590556738639, "se": 0.4713581669289842, "oog": 0, "max_afterSwap_gas": 212577 }, { "block": "screen-1 seeds [10000,10250)", "arm": "v_floor_15.sol", "sha256": "bea00a11823ef0c8153e3e9c2f923955474cb9b2a6e3ff6a44d56d34a762f55a", "mean_edge": 409.7115254660913, "mean_diff_vs_STACK": -113.07080439990742, "se": 0.9362186435576352, "oog": 0, "max_afterSwap_gas": 212585 }, { "block": "screen-1 seeds [10000,10250)", "arm": "v_l2_0.sol", "sha256": "7f17d4b0cf541d9532a3e7dec7e57a104ebb643391cb266f3369e5491c4e0e71", "mean_edge": 522.4428655162496, "mean_diff_vs_STACK": -0.33946434974910017, "se": 0.045793795668862027, "oog": 0, "max_afterSwap_gas": 212820 }, { "block": "screen-1 seeds [10000,10250)", "arm": "v_l2_5.sol", "sha256": "5d9847e62b8313d96496b5f8bab7fd43796f57cbbb6cef3bbca8984c21634d25", "mean_edge": 522.725509559768, "mean_diff_vs_STACK": -0.0568203062306975, "se": 0.025777530126427285, "oog": 0, "max_afterSwap_gas": 212828 }, { "block": "screen-1 seeds [10000,10250)", "arm": "v_lut_a.sol", "sha256": "37fc0937f2b6f1cb6418a7bca0bd046b27ad29482956db39b7bde70674ebdc61", "mean_edge": 521.9081126659357, "mean_diff_vs_STACK": -0.8742172000629658, "se": 0.04437757434052412, "oog": 0, "max_afterSwap_gas": 211943 }, { "block": "screen-1 seeds [10000,10250)", "arm": "v_lut_b.sol", "sha256": "627d8ece8aea6e66eb0fc65b307367ce15c36d67a2c9bfca0abc82ebbee4e5e6", "mean_edge": 522.6294638463143, "mean_diff_vs_STACK": -0.15286601968456648, "se": 0.03460586575010879, "oog": 0, "max_afterSwap_gas": 211943 }, { "block": "screen-1 seeds [10000,10250)", "arm": "v_max_3.sol", "sha256": "865574e9ae350d138e556425d3167be4486c76c26f46acb096a7b68053b3f03d", "mean_edge": 522.4662108343935, "mean_diff_vs_STACK": -0.3161190316053587, "se": 0.04455016388852718, "oog": 0, "max_afterSwap_gas": 211738 }, { "block": "screen-1 seeds [10000,10250)", "arm": "v_max_6.sol", "sha256": "a90266ac0b5a98be1e2a91235b718ea31b67de3be331c62b74e7584e2fce7346", "mean_edge": 522.7213301632181, "mean_diff_vs_STACK": -0.060999702780704185, "se": 0.03339357923982212, "oog": 0, "max_afterSwap_gas": 211747 }, { "block": "screen-2 seeds [10250,10500)", "arm": "STACK", "mean_edge": 527.1226397914357, "oog": 0, "max_afterSwap_gas": 211576 }, { "block": "screen-2 seeds [10250,10500)", "arm": "w_floor_3.sol", "sha256": "5c36797359a0e8e724f703fca6bdb3c152cbd73134f2085c8f47f00c6a3fabcf", "mean_edge": 527.1313655654138, "mean_diff_vs_STACK": 0.00872577397816849, "se": 0.004402643422013274, "oog": 0, "max_afterSwap_gas": 212612 }, { "block": "screen-2 seeds [10250,10500)", "arm": "w_floor_6.sol", "sha256": "3d90bdd2bc6a75f6f0f68fbcb78c693076420804a75579ef6b7cf4ee0a1d57b4", "mean_edge": 506.6582089306828, "mean_diff_vs_STACK": -20.46443086075296, "se": 0.21521251784748427, "oog": 0, "max_afterSwap_gas": 212591 }, { "block": "screen-2 seeds [10250,10500)", "arm": "w_l2_15.sol", "sha256": "c561d0699df5d5ce48eb1eeaabeefa07c5b6b50b35b25208fe692f04162a1ce4", "mean_edge": 526.9897427888617, "mean_diff_vs_STACK": -0.13289700257401182, "se": 0.026305810682410526, "oog": 0, "max_afterSwap_gas": 212820 }, { "block": "screen-2 seeds [10250,10500)", "arm": "w_lut_c.sol", "sha256": "e46a1b004d29d9206248cfdb5a507c1840e1978429004561c34527aa642ef736", "mean_edge": 527.0998603575309, "mean_diff_vs_STACK": -0.022779433904911685, "se": 0.02657633676170542, "oog": 0, "max_afterSwap_gas": 211943 }, { "block": "screen-2 seeds [10250,10500)", "arm": "w_lut_d.sol", "sha256": "5370386a94d58785f78d6857541ff985f46413ec1027e1df145ddc0e2d26dc1a", "mean_edge": 527.0268572358782, "mean_diff_vs_STACK": -0.09578255555758347, "se": 0.036661885015491634, "oog": 0, "max_afterSwap_gas": 211943 }, { "block": "screen-2 seeds [10250,10500)", "arm": "w_max_12.sol", "sha256": "8c4696a3af845d5c77691da4cfc6ceb6900169bc8dc5ca396345207e8068aa68", "mean_edge": 527.0398479196114, "mean_diff_vs_STACK": -0.08279187182434157, "se": 0.022584199348602757, "oog": 0, "max_afterSwap_gas": 211714 }, { "block": "shortlist seeds [10500,10900)", "arm": "STACK", "mean_edge": 529.2894112811654, "oog": 0, "max_afterSwap_gas": 211552 }, { "block": "shortlist seeds [10500,10900)", "arm": "s_floor_3.sol", "sha256": "5c36797359a0e8e724f703fca6bdb3c152cbd73134f2085c8f47f00c6a3fabcf", "mean_edge": 529.300346448314, "mean_diff_vs_STACK": 0.010935167148698213, "se": 0.0032783021849910714, "oog": 0, "max_afterSwap_gas": 212588 }, { "block": "shortlist seeds [10500,10900)", "arm": "s_floor_45.sol", "sha256": "dceed093030701912750e4e50ce7a483b4bddb703106b40433a4b482e63c3aee", "mean_edge": 524.778377510533, "mean_diff_vs_STACK": -4.511033770632266, "se": 0.06309844578813302, "oog": 0, "max_afterSwap_gas": 212567 }, { "block": "shortlist seeds [10500,10900)", "arm": "s_lut_c.sol", "sha256": "e46a1b004d29d9206248cfdb5a507c1840e1978429004561c34527aa642ef736", "mean_edge": 529.2295470108229, "mean_diff_vs_STACK": -0.05986427034249431, "se": 0.018174207681245634, "oog": 0, "max_afterSwap_gas": 211919 } ], "structures_tested": { "l2": "fMid=fBase+sqrt(cA^2+cT^2+2*kappa*cA*cT) (kappa 0,0.5,1.5; kappa=1 is STACK)", "max": "fMid=fBase+max(cA,cT)+kappa*min(cA,cT) (kappa .3,.6,1.2)", "lut": "fMid*=table[bucket(toxSignal/sigmaHat, step 0.5, 8 buckets)] (4 tables)", "floor": "fMid=max(STACK fMid, kappa*sqrt(uncertainty)) (kappa .3,.45,.6,1.0,1.5)" }, "losses": "floor kappa>=0.45 loses 4.5..113; every l2/max/lut variant loses 0.02..0.87 on tuning; no variant beyond floor_3 was >= STACK", "harness_source": "import sys, json, hashlib, time, numpy as np, amm_sim_rs\nfrom amm_competition.evm.compiler import SolidityCompiler\nfrom amm_competition.evm.baseline import get_vanilla_bytecode_and_abi\nfrom amm_competition.competition.config import BASELINE_SETTINGS as B, BASELINE_VARIANCE as V\nVAN,_=get_vanilla_bytecode_and_abi()\ndef compile_src(src):\n r=SolidityCompiler().compile(src,contract_name=\"Strategy\")\n if not r.success: raise RuntimeError(r.errors)\n return r.bytecode\ndef configs(seeds):\n out=[]\n for i in seeds:\n rng=np.random.default_rng(seed=i)\n size=rng.uniform(V.retail_mean_size_min,V.retail_mean_size_max)\n rate=rng.uniform(V.retail_arrival_rate_min,V.retail_arrival_rate_max)\n sig=rng.uniform(V.gbm_sigma_min,V.gbm_sigma_max)\n out.append(amm_sim_rs.SimulationConfig(n_steps=B.n_steps,initial_price=B.initial_price,initial_x=B.initial_x,initial_y=B.initial_y,gbm_mu=B.gbm_mu,gbm_sigma=sig,gbm_dt=B.gbm_dt,retail_arrival_rate=rate,retail_mean_size=size,retail_size_sigma=B.retail_size_sigma,retail_buy_prob=B.retail_buy_prob,seed=int(i)))\n return out\ndef run(bc, seeds, chunk=500):\n edges=[];rv=[];av=[];gas=[]\n seeds=list(seeds)\n for k in range(0,len(seeds),chunk):\n amm_sim_rs.gas_stats_reset()\n br=amm_sim_rs.run_batch(list(bc),list(VAN),configs(seeds[k:k+chunk]),8)\n gas.append(amm_sim_rs.gas_stats())\n for r in br.results:\n edges.append(r.edges[\"submission\"]); rv.append(r.retail_volume_y[\"submission\"]); av.append(r.arb_volume_y[\"submission\"])\n return np.array(edges),np.array(rv),np.array(av),gas\n\n# ---- screen.py ----\nimport sys;sys.path.insert(0,sys.argv[1])\nfrom harness import *\nout=sys.argv[2]; a,b=int(sys.argv[3]),int(sys.argv[4])\nres={}\nfor f in sys.argv[5:]:\n t=time.time();src=open(f).read();bc=compile_src(src)\n e,rv,av,g=run(bc,range(a,b),chunk=b-a)\n oog=sum(x['oog']+x['other_halt']+x['revert'] for gg in g for x in gg if x['role']=='Submission')\n mx=max(x['max_ok_gas'] for gg in g for x in gg if x['role']=='Submission' and x['callback']=='afterSwap')\n res[f]=dict(sha=hashlib.sha256(src.encode()).hexdigest(),edges=e.tolist(),rv=rv.tolist(),av=av.tolist(),oog=oog,maxgas=mx,gas=g)\n print(f,e.mean(),oog,mx,round(time.time()-t),flush=True)\njson.dump(res,open(out,'w'))\n\n# ---- mkvar.py (variant generator) ----\nimport sys,re\nsrc=open(sys.argv[1]).read()\nOLD=\"\"\" 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));\"\"\"\nassert OLD in src\nTOXT=\"wmul(TOX_COEF, toxSignal) + wmul(TOX_QUAD_COEF, wmul(toxSignal, toxSignal)) + wmul(SIGMA_TOX_COEF, wmul(sigmaHat, toxSignal))\"\nV={}\n# V1: L2 (soft-max) composition of the three components instead of sum\nV['l2']=\"\"\" uint256 cA = wmul(ACT_COEF, actEma); uint256 cT = \"\"\"+TOXT+\"\"\";\n uint256 fMid = fBase + _isqrt(cA * cA + cT * cT + 2 * KAPPA * wmul(cA, cT) / 1);\n\"\"\"\n# V2: max-policy: binding constraint between retail-margin term and arb-protection term\nV['max']=\"\"\" uint256 cA = wmul(ACT_COEF, actEma); uint256 cT = \"\"\"+TOXT+\"\"\";\n uint256 fMid = fBase + (cA > cT ? cA + wmul(cT, KAPPA) : cT + wmul(cA, KAPPA));\n\"\"\"\n# V3: analytic arb-loss floor: fee >= z * expected per-step price move (sigmaHat * sqrt(uncertainty-scaled)) ; retail term capped\nV['floor']=\"\"\" uint256 fMid = fBase + \"\"\"+TOXT+\"\"\" + wmul(ACT_COEF, actEma);\n { uint256 fl = wmul(KAPPA, _isqrt(uncertainty * WAD)); if (fMid < fl) fMid = fl; }\n\"\"\"\n# V4: bounded lookup on tox/sigma ratio regime: multiplier table over z = toxSignal/sigmaHat buckets\nV['lut']=\"\"\" uint256 fMid = fBase + \"\"\"+TOXT+\"\"\" + wmul(ACT_COEF, actEma);\n { uint256 z = sigmaHat > 0 ? wdiv(toxSignal, sigmaHat) : 0; uint256 b = z / (WAD / 2); if (b > 7) b = 7;\n uint256 m = (LUT >> (b * 16)) & 0xffff; fMid = fMid * m / 10000; }\n\"\"\"\nname=sys.argv[2]; kappa=sys.argv[3]\nbody=V[name]\ns=src.replace(OLD,body.rstrip(\"\\n\"))\ns=s.replace(\" uint256 constant ELAPSED_CAP = 8;\",\" uint256 constant ELAPSED_CAP = 8;\\n uint256 constant KAPPA = %s;\\n uint256 constant LUT = %s;\"%(kappa if name!='lut' else '0', kappa if name=='lut' else '0'))\nopen(sys.argv[4],'w').write(s)\n", "no_board_claim": "Local paired result only; not submitted to the leaderboard." }