{ "approach": "Discrete three-state band-edge policy. The first trade in a timestamp is classified against an inferred fair-price band; later trades are retail. Arb buying X produces low bid/high ask; arb selling X reverses them. Retail is symmetric. Fees decay linearly with steps since the state changed. 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"8f2cea337f6736105f58c6758da6c3ebf002951d34492bcd5b7101bef2d1e7f3", "seed_start": 0, "n": 2000, "mean_diff": 5.166347633523017, "se": 0.2499373351641195, "worst": [ { "seed": 661, "difference": -26.175604691057288 }, { "seed": 1508, "difference": -24.521686579398533 }, { "seed": 1150, "difference": -23.275438113762675 }, { "seed": 1468, "difference": -21.870672443658066 }, { "seed": 1843, "difference": -21.058149370799413 } ] }, "paired_vs_training_incumbent": { "reference": "tuning variant J", "reference_sha256": "4316ab7e21a569832cdca6fd4db119f5b4f1615de43bb9d42a6a19bd94c57f7a", "seed_start": 0, "n": 2000, "mean_diff": -5.62355786762302, "se": 0.14707537014616742, "worst": [ { "seed": 1508, "difference": -25.618866205254733 }, { "seed": 661, "difference": -24.368288823459125 }, { "seed": 1400, "difference": -23.731833602546203 }, { "seed": 1843, "difference": -23.193240064204872 }, { "seed": 709, "difference": -22.932085720523332 } ] } }, { "id": "N", "parameters": { "base_bps": 85, "low_bps": 84, "high_bps": 86, "tolerance_bps": 40, "decay_steps": 4, "pre_band_tolerance_fraction": 1.0 }, "code_sha256": "658e8e2e373f39f00b15f66b410666f22fce6d0d04631d28f49347205397728a", "score": { "n": 2000, "seed_start": 0, "mean_edge": 378.80289167670054 }, "paired": { "reference": "contracts/src/StarterStrategy.sol", "reference_sha256": "8f2cea337f6736105f58c6758da6c3ebf002951d34492bcd5b7101bef2d1e7f3", "seed_start": 0, "n": 2000, "mean_diff": 9.998471059014847, "se": 0.19371671975702007, "worst": [ { "seed": 661, "difference": -13.751904014192462 }, { "seed": 1508, "difference": -12.119206834829527 }, { "seed": 1150, "difference": -11.369096830880494 }, { "seed": 795, "difference": -10.460778486079846 }, { "seed": 445, "difference": -9.916256488774053 } ] }, "paired_vs_training_incumbent": { "reference": "tuning variant J", "reference_sha256": "4316ab7e21a569832cdca6fd4db119f5b4f1615de43bb9d42a6a19bd94c57f7a", "seed_start": 0, "n": 2000, "mean_diff": -0.79143444213119, "se": 0.09028432055654786, "worst": [ { "seed": 1508, "difference": -13.216386460685726 }, { "seed": 1453, "difference": -13.02680724046877 }, { "seed": 1400, "difference": -12.163877730999047 }, { "seed": 661, "difference": -11.944588146594299 }, { "seed": 1843, "difference": -11.711061191433942 } ] } }, { "id": "O", "parameters": { "base_bps": 75, "low_bps": 74, "high_bps": 76, "tolerance_bps": 40, "decay_steps": 4, "pre_band_tolerance_fraction": 1.0 }, "code_sha256": "ae4904a699cf46c5a21037c0d4e1df30a3a42bed255b62e764e20544870f21e7", "score": { "n": 2000, "seed_start": 0, "mean_edge": 379.5391302225229 }, "paired": { "reference": "contracts/src/StarterStrategy.sol", "reference_sha256": "8f2cea337f6736105f58c6758da6c3ebf002951d34492bcd5b7101bef2d1e7f3", "seed_start": 0, "n": 2000, "mean_diff": 10.734709604837182, "se": 0.15012474593106723, "worst": [ { "seed": 661, "difference": -7.202811161699344 }, { "seed": 445, "difference": -5.794276454918986 }, { "seed": 1420, "difference": -5.27104586366022 }, { "seed": 1453, "difference": -5.236781084104223 }, { "seed": 1508, "difference": -5.162776707381681 } ] }, "paired_vs_training_incumbent": { "reference": "tuning variant J", "reference_sha256": "4316ab7e21a569832cdca6fd4db119f5b4f1615de43bb9d42a6a19bd94c57f7a", "seed_start": 0, "n": 2000, "mean_diff": -0.05519589630885416, "se": 0.05721940562889982, "worst": [ { "seed": 1453, "difference": -8.663740001264955 }, { "seed": 370, "difference": -7.798153896707106 }, { "seed": 1400, "difference": -7.741538286501509 }, { "seed": 970, "difference": -7.168332808393927 }, { "seed": 1888, "difference": -7.09561034275589 } ] } }, { "id": "Q", "parameters": { "base_bps": 75, "low_bps": 65, "high_bps": 95, "tolerance_bps": 40, "decay_steps": 4, "pre_band_tolerance_fraction": 1.0 }, "code_sha256": "699b5fbd60dd9f2f569ff77ae1e34e395fc28b809b5983713c401a4ddc966278", "score": { "n": 2000, "seed_start": 0, "mean_edge": 378.706752302502 }, "paired": { "reference": "contracts/src/StarterStrategy.sol", "reference_sha256": "8f2cea337f6736105f58c6758da6c3ebf002951d34492bcd5b7101bef2d1e7f3", "seed_start": 0, "n": 2000, "mean_diff": 9.90233168481638, "se": 0.1540106157829339, "worst": [ { "seed": 661, "difference": -8.110245031787201 }, { "seed": 907, "difference": -6.810647927587837 }, { "seed": 795, "difference": -6.75408484739927 }, { "seed": 1994, "difference": -6.6462250510935235 }, { "seed": 1508, "difference": -6.617838280512785 } ] }, "paired_vs_training_incumbent": { "reference": "tuning variant J", "reference_sha256": "4316ab7e21a569832cdca6fd4db119f5b4f1615de43bb9d42a6a19bd94c57f7a", "seed_start": 0, "n": 2000, "mean_diff": -0.8875738163296579, "se": 0.05669511535125955, "worst": [ { "seed": 1453, "difference": -8.494747842901972 }, { "seed": 1843, "difference": -7.867894107177108 }, { "seed": 1888, "difference": -7.759090893799737 }, { "seed": 1508, "difference": -7.715017906368985 }, { "seed": 1400, "difference": -7.626877232972504 } ] } }, { "id": "P", "parameters": { "base_bps": 75, "low_bps": 65, "high_bps": 95, "tolerance_bps": 40, "decay_steps": 4, "pre_band_tolerance_fraction": 0.5 }, "code_sha256": "31bd35d7ed240feca01dd7ba7920a5b7a692549e64c2cfe208343972eb45ffc4", "score": { "n": 2000, "seed_start": 0, "mean_edge": 379.29150835566946 }, "paired": { "reference": "contracts/src/StarterStrategy.sol", "reference_sha256": "8f2cea337f6736105f58c6758da6c3ebf002951d34492bcd5b7101bef2d1e7f3", "seed_start": 0, "n": 2000, "mean_diff": 10.487087737983801, "se": 0.15301844961512062, "worst": [ { "seed": 661, "difference": -7.028317122089561 }, { "seed": 907, "difference": -5.869098158863011 }, { "seed": 445, "difference": -5.631016233467733 }, { "seed": 1994, "difference": -5.525521357561729 }, { "seed": 1453, "difference": -5.368592710972678 } ] }, "paired_vs_training_incumbent": { "reference": "tuning variant J", "reference_sha256": "4316ab7e21a569832cdca6fd4db119f5b4f1615de43bb9d42a6a19bd94c57f7a", "seed_start": 0, "n": 2000, "mean_diff": -0.3028177631622371, "se": 0.055702146527157465, "worst": [ { "seed": 1453, "difference": -8.79555162813341 }, { "seed": 1888, "difference": -7.482653702070877 }, { "seed": 326, "difference": -7.0558916625051324 }, { "seed": 1400, "difference": -6.942099692105444 }, { "seed": 1843, "difference": -6.812174869579906 } ] } } ], "next": [ "At the selected base fee, independently ablate low fee, high fee and decay to separate useful state response from the symmetric fee level.", "Instrument training simulations to measure the arb/retail confusion matrix, then tune independent pre-trade and post-trade band tolerances without changing fee levels.", "Compare the state machine against the network incumbent on fresh paired seeds; retain or simplify it only if its incremental gain clears two standard errors." ], "code": "// SPDX-License-Identifier: MIT\npragma solidity ^0.8.24;\n\nimport {AMMStrategyBase} from \"./AMMStrategyBase.sol\";\nimport {TradeInfo} from \"./IAMMStrategy.sol\";\n\n/// @notice Three-state fee policy with a tolerant inferred-price band test.\ncontract Strategy is AMMStrategyBase {\n uint256 private constant BASE = 70 * BPS;\n uint256 private constant LOW = 0 * BPS;\n uint256 private constant HIGH = 110 * BPS;\n uint256 private constant TOLERANCE = 20 * BPS;\n uint256 private constant DECAY = 8;\n\n // 0: inferred fair price; 1: last timestamp plus one; 2/3: live bid/ask;\n // 4: state (0 retail, 1 arb buys X, 2 arb sells X);\n // 5: state-change timestamp; 6: previous post-trade spot.\n function afterInitialize(uint256 x, uint256 y)\n external override returns (uint256, uint256)\n {\n slots[0] = wdiv(y, x);\n slots[1] = 0;\n slots[2] = BASE;\n slots[3] = BASE;\n slots[4] = 0;\n slots[5] = 0;\n slots[6] = slots[0];\n return (BASE, BASE);\n }\n\n function afterSwap(TradeInfo calldata t)\n external override returns (uint256 bidFee, uint256 askFee)\n {\n uint256 spot = wdiv(t.reserveY, t.reserveX);\n bool first = t.timestamp + 1 > slots[1];\n uint256 state;\n if (first) {\n uint256 elapsed = slots[1] == 0 ? 1 : t.timestamp + 1 - slots[1];\n uint256 fee = t.isBuy ? slots[2] : slots[3];\n uint256 implied = t.isBuy ? wmul(spot, WAD - fee) : wdiv(spot, WAD - fee);\n uint256 priorEdge = t.isBuy\n ? wmul(slots[6], WAD - fee) : wdiv(slots[6], WAD - fee);\n uint256 fair = slots[0];\n // Linear uncertainty allowance, capped to avoid accepting huge retail moves.\n uint256 tolerance = wmul(fair, TOLERANCE + (elapsed > 10 ? 10 : elapsed) * 2 * BPS);\n bool towardBand = t.isBuy ? priorEdge + tolerance >= fair : priorEdge <= fair + tolerance;\n if (towardBand && absDiff(implied, fair) <= tolerance) {\n state = t.isBuy ? 2 : 1;\n slots[0] = implied;\n } else {\n // A noisy first trade still carries price information. Bound its influence.\n uint256 limit = wmul(fair, 100 * BPS);\n if (implied > fair) slots[0] = fair + (implied - fair > limit ? limit : implied - fair) / 4;\n else slots[0] = fair - (fair - implied > limit ? limit : fair - implied) / 4;\n }\n }\n if (state != slots[4]) {\n slots[4] = state;\n slots[5] = t.timestamp;\n }\n uint256 age = t.timestamp - slots[5];\n bidFee = BASE;\n askFee = BASE;\n if (state != 0 && age < DECAY) {\n uint256 low = BASE - (BASE - LOW) * (DECAY - age) / DECAY;\n uint256 high = BASE + (HIGH - BASE) * (DECAY - age) / DECAY;\n bidFee = state == 1 ? low : high;\n askFee = state == 1 ? high : low;\n }\n slots[1] = t.timestamp + 1;\n slots[2] = bidFee;\n slots[3] = askFee;\n slots[6] = spot;\n }\n\n function getName() external pure override returns (string memory) {\n return \"BandState\";\n }\n}\n", "code_sha256": "4316ab7e21a569832cdca6fd4db119f5b4f1615de43bb9d42a6a19bd94c57f7a", "score": { "n": 1000, "seed_start": 0, "mean_edge": 380.2679123165339 }, "paired": { "reference": "contracts/src/StarterStrategy.sol", "reference_sha256": "8f2cea337f6736105f58c6758da6c3ebf002951d34492bcd5b7101bef2d1e7f3", "seed_start": 100000, "n": 2000, "mean_diff": 10.778902870221694, "se": 0.14088502689433996, "worst": [ { "seed": 100855, "difference": -6.475187145945142 }, { "seed": 101071, "difference": -5.93833195969637 }, { "seed": 100621, "difference": -5.231054380485887 }, { "seed": 100710, "difference": -4.4374852190203455 }, { "seed": 101621, "difference": -4.049341014916365 } ] }, "fixed_fee_ablation": { "base_bps": 70, "code": "// SPDX-License-Identifier: MIT\npragma solidity ^0.8.24;\n\nimport {AMMStrategyBase} from \"./AMMStrategyBase.sol\";\nimport {IAMMStrategy, TradeInfo} from \"./IAMMStrategy.sol\";\n\n/// @title Starter Strategy - 70 Basis Points\n/// @notice A starting point with fixed 70 bps fees. Copy and modify this file.\ncontract Strategy is AMMStrategyBase {\n uint256 public constant FEE = 70 * BPS;\n\n function afterInitialize(uint256, uint256) external pure override returns (uint256, uint256) {\n return (FEE, FEE);\n }\n\n function afterSwap(TradeInfo calldata) external pure override returns (uint256, uint256) {\n return (FEE, FEE);\n }\n\n function getName() external pure override returns (string memory) {\n return \"FixedBase70\";\n }\n}\n", "code_sha256": "e16053921e8899286d6f83c18b748a12fae74232e4e0dd1a8d93061baca80547", "score": { "n": 2000, "seed_start": 100000, "mean_edge": 379.57509615872306 }, "paired": { "reference": "fixed 70 bps control", "reference_sha256": "e16053921e8899286d6f83c18b748a12fae74232e4e0dd1a8d93061baca80547", "seed_start": 100000, "n": 2000, "mean_diff": 0.7051081488625784, "se": 0.049304226501107405, "worst": [ { "seed": 100935, "difference": -10.814030957304112 }, { "seed": 100479, "difference": -10.671061646222995 }, { "seed": 100855, "difference": -9.277775016431178 }, { "seed": 101320, "difference": -8.296230084378863 }, { "seed": 101327, "difference": -8.240559735155784 } ] }, "state_gain_clears_2se": true, "paired_vs_starter": { "reference": "contracts/src/StarterStrategy.sol", "reference_sha256": "8f2cea337f6736105f58c6758da6c3ebf002951d34492bcd5b7101bef2d1e7f3", "seed_start": 100000, "n": 2000, "mean_diff": 10.073794721359116, "se": 0.1338400095095699, "worst": [ { "seed": 101071, "difference": -5.776739950491617 }, { "seed": 101882, "difference": -4.293128259626542 }, { "seed": 100645, "difference": -3.6124244493796027 }, { "seed": 100631, "difference": -3.4098961564359342 }, { "seed": 101126, "difference": -3.1529219118158096 } ] }, "seconds": 192.5614600670524 }, "paired_over_previous_best": { "reference": "contracts/src/StarterStrategy.sol", "reference_sha256": "8f2cea337f6736105f58c6758da6c3ebf002951d34492bcd5b7101bef2d1e7f3", "seed_start": 100000, "n": 2000, "mean_diff": 10.778902870221694, "se": 0.14088502689433996, "worst": [ { "seed": 100855, "difference": -6.475187145945142 }, { "seed": 101071, "difference": -5.93833195969637 }, { "seed": 100621, "difference": -5.231054380485887 }, { "seed": 100710, "difference": -4.4374852190203455 }, { "seed": 101621, "difference": -4.049341014916365 } ] }, "previous_best_note": "The brief supplies upstream StarterStrategy.sol as the reference and no separately promoted previous-best source; both reference labels denote that same contract. Tuning leaders were not promoted.", "fresh_score": { "n": 2000, "seed_start": 100000, "mean_edge": 380.2802043075856 }, "seconds_per_simulation": 0.11582868187059649, "timing": { "workers": 4, "batch_size": 20, "candidate_seconds": 231.65736374119297, "reference_seconds": 203.55949935968965, "seconds_per_pair": 0.21760843155044132, "excludes": "Compilation; includes Rust execution, batch overhead and extraction of results.", "pilot": { "n": 20, "candidate_seconds": 2.1983963940292597, "reference_seconds": 2.299151471350342, "projected_2000_pair_seconds": 449.7547865379602 } }, "validate_ok": true, "promoted": true, "ranked_promotions": [ { "rank": 1, "file": "candidates/band-state/Strategy.sol", "code_sha256": "4316ab7e21a569832cdca6fd4db119f5b4f1615de43bb9d42a6a19bd94c57f7a", "score": { "n": 1000, "seed_start": 0, "mean_edge": 380.2679123165339 }, "paired": { "reference": "contracts/src/StarterStrategy.sol", "reference_sha256": "8f2cea337f6736105f58c6758da6c3ebf002951d34492bcd5b7101bef2d1e7f3", "seed_start": 100000, "n": 2000, "mean_diff": 10.778902870221694, "se": 0.14088502689433996, "worst": [ { "seed": 100855, "difference": -6.475187145945142 }, { "seed": 101071, "difference": -5.93833195969637 }, { "seed": 100621, "difference": -5.231054380485887 }, { "seed": 100710, "difference": -4.4374852190203455 }, { "seed": 101621, "difference": -4.049341014916365 } ] } } ], "established_best": { "file": "candidates/band-state/Strategy.sol", "code_sha256": "4316ab7e21a569832cdca6fd4db119f5b4f1615de43bb9d42a6a19bd94c57f7a", "score": { "n": 1000, "seed_start": 0, "mean_edge": 380.2679123165339 } }, "citations": [ { "title": "Official simulator at required commit", "url": "https://github.com/benedictbrady/amm-challenge/tree/6b6921f8d463314aa7c96234e1be25a25245f704", "use": "API, fee accounting, arbitrage equations, configuration and scoring." }, { "title": "Algebra: AMM fee challenge notes", "url": "https://www.linkedin.com/pulse/amm-fee-challenge-notes-from-our-run-optimization-arena-qe3ff", "use": "Public discussion of asymmetric fees and first-in-block ordering; performance claims not independently verified." }, { "title": "Public research methodology post-mortem", "url": "https://github.com/dipankar/amm-challenge/blob/main/ANALYSIS.md", "use": "Warns about the limitations of classification-only strategies; strategy code was not copied." } ], "changes": [ "candidates/band-state/Strategy.sol", "candidates/band-state/result.json", "candidates/band-state/NOTES.md", "artifacts/goal/batches/r1/items/band-state/result.json" ], "checks": [ { "command": "Reconstruct every measured source from the delivered source and recorded parameter table", "result": "All 17 SHA-256 hashes match the actual scored sources." }, { "command": "git -C test/scratch/band-state/simulator rev-parse HEAD; git -C test/scratch/band-state/simulator diff --exit-code", "result": "Required commit verified; no tracked upstream changes." }, { "command": "maturin develop --release --manifest-path test/scratch/band-state/simulator/amm_sim_rs/Cargo.toml", "result": "Release engine built successfully with scratch-local dependencies." }, { "command": "amm-match validate candidates/band-state/Strategy.sol", "result": "Validating strategy...\nCompiling strategy...\nStrategy 'BandState' validated successfully!" }, { "command": "pytest -q -s test/scratch/band-state/test_state.py", "result": "Source SHA-256: 4316ab7e21a569832cdca6fd4db119f5b4f1615de43bb9d42a6a19bd94c57f7a\n....Maximum measured swap gas in 2000-swap stress test: 52658\n.\n5 passed in 10.30s", "peak_swap_gas": 52658 }, { "command": "Compare harness configurations to MatchRunner._build_configs for seeds 0..1999", "result": "All 12 fields matched on every seed." }, { "command": "python3 test/scratch/band-state/tune.py [variant IDs]", "result": "17 candidates each measured on 2000 paired tuning seeds; per-seed scores cached and statistics reported in tried." }, { "command": "python3 test/scratch/band-state/measure.py candidates/band-state/Strategy.sol --start 100000 --n 2000 --reference test/scratch/band-state/simulator/contracts/src/StarterStrategy.sol", "result": "Completed 2000 fresh paired simulations; candidate was frozen before evaluation." }, { "command": "amm-match run candidates/band-state/Strategy.sol --simulations 20", "result": "Validating strategy...\nCompiling strategy...\nStrategy: BandState\n\nRunning 20 simulations...\n\nBandState Edge: 408.32" }, { "command": "python3 test/scratch/band-state/measure.py test/scratch/band-state/FixedBase.sol --start 100000 --n 2000", "result": "Completed 2000 same-seed fixed-base ablation runs after freezing the candidate; ablation was not used for tuning." }, { "command": "Read back both JSON copies; verify source bytes, SHA-256, size limit, required counts and untracked named output", "result": "Passed. JSON copies are identical, embedded source matches Strategy.sol, hashes match, each result is below 64000 bytes, and the named output is untracked." } ], "limitations": [ "The fixed-fee ablation measures the aggregate state response; it does not identify which individual component helps.", "Local scores are not an official leaderboard submission.", "Classification is heuristic because the true fair price and trader identity are hidden.", "Fees decay only on callbacks, not during idle steps.", "Tuning comparisons are selection-biased; only the final reserved-seed comparison supports promotion." ], "setup_failures_resolved": [ "python command absent: used python3.", "python3 -m venv lacked ensurepip: bootstrapped pip inside the scratch venv.", "Rustup initially could not use /tmp: supplied scratch-local TMPDIR.", "System Rust/C compiler absent: installed local Rust and Zig linker.", "One exploratory arbitrageur.rs path was wrong: read src/market/arbitrageur.rs.", "One interactive harness import lacked sys.path: corrected the scratch module path." ], "selection": { "rule": "Largest mean on tuning seeds 0..1999; source frozen before fresh evaluation.", "runner_up": "O", "n": 2000, "seed_start": 0, "mean_diff_vs_runner_up": 0.05519589630885416, "se_vs_runner_up": 0.05721940562889982, "limitation": "The tuning lead over O is within one standard error; superiority over O is not established. Fresh validation compares with the prescribed starter and a fixed 70 bps ablation." } }