{"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 (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 (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":"306923bb87fab79947a5dc83b92c1040baba83b42bbbbc945c66016e0ea196ea","base_sha256":"610c1905e7dd5559b84e40a3b2d6f8e0b53a7b0ac7574ae33b6c1770a28367cb","comparator_sha256":"28417e116f57f1029fdd1803832e852574902c1ae7253c05657f317db76da4ab","variants":[{"id":"active30","params":{"mode":"active","F0_bps":30},"n":256,"mean_diff":-25.76233165411917,"se":0.28887725324162633,"oog":0,"v2_oog":0,"valid":true,"stage":"screen","sha256":"fc582dbd79a66113bb40862cf7513d3a054a5edbbb7975e2a79ca9c587ba460c"},{"id":"active33","params":{"mode":"active","F0_bps":33},"n":256,"mean_diff":-27.716827749265672,"se":0.2859756371762854,"oog":0,"v2_oog":0,"valid":true,"stage":"screen","sha256":"02e652aa3bd32a05d1019681d4da7010c606b3579e3e58afd2594d256a9949f7"},{"id":"active36","params":{"mode":"active","F0_bps":36},"n":256,"mean_diff":-29.894938931723253,"se":0.2878683843984566,"oog":0,"v2_oog":0,"valid":true,"stage":"screen","sha256":"5b2285107e81d6cc81d49d13ae7c1f0fa449b3856350fcb2d1d781040a0066c6"},{"id":"cap30","params":{"mode":"cap","F0_bps":30},"n":256,"mean_diff":0.014702736307644182,"se":0.006679300829358726,"oog":0,"v2_oog":0,"valid":true,"stage":"screen","sha256":"306923bb87fab79947a5dc83b92c1040baba83b42bbbbc945c66016e0ea196ea"},{"id":"cap33","params":{"mode":"cap","F0_bps":33},"n":256,"mean_diff":0.008962795752032626,"se":0.004885938910665009,"oog":0,"v2_oog":0,"valid":true,"stage":"screen","sha256":"c141ce6fcbc935e9bf4cf77d536cdedb37359ff9ce0b639a2de1ea9096295ac0"},{"id":"cap36","params":{"mode":"cap","F0_bps":36},"n":256,"mean_diff":0.010870663391877589,"se":0.004106548764327315,"oog":0,"v2_oog":0,"valid":true,"stage":"screen","sha256":"dda95b0d0bfabb730b01201761c0e1c32564cb1d900615adeb505425857400ef"},{"id":"floor30","params":{"mode":"floor","F0_bps":30},"n":256,"mean_diff":-25.76233165411917,"se":0.28887725324162633,"oog":0,"v2_oog":0,"valid":true,"stage":"screen","sha256":"77c1ecf3795c96f7fbc9b51cd6f2dffc0cdc8c42e9f052944273ab00d8d04125"},{"id":"floor33","params":{"mode":"floor","F0_bps":33},"n":256,"mean_diff":-27.716827749265672,"se":0.2859756371762854,"oog":0,"v2_oog":0,"valid":true,"stage":"screen","sha256":"84a7940df835a09ae46a53f0ff46ab15eae4007b318b9aa70a2ca81b9230cc68"},{"id":"floor36","params":{"mode":"floor","F0_bps":36},"n":256,"mean_diff":-29.894938931723253,"se":0.2878683843984566,"oog":0,"v2_oog":0,"valid":true,"stage":"screen","sha256":"aa23609f61d9e3e0bd5fa0682705bcb00bc20943aa7fdb5fb542344276e4a4ab"},{"id":"cap30","params":{"mode":"cap","F0_bps":30},"n":512,"mean_diff":0.01590582316563538,"se":0.0054059872712079364,"oog":0,"v2_oog":13,"valid":true,"stage":"semifinal","sha256":"306923bb87fab79947a5dc83b92c1040baba83b42bbbbc945c66016e0ea196ea"},{"id":"cap36","params":{"mode":"cap","F0_bps":36},"n":512,"mean_diff":0.012281513671486777,"se":0.0033405180795176735,"oog":0,"v2_oog":13,"valid":true,"stage":"semifinal","sha256":"dda95b0d0bfabb730b01201761c0e1c32564cb1d900615adeb505425857400ef"}],"selected":{"id":"cap30","params":{"mode":"cap","F0_bps":30},"frozen_before_holdout":true,"selection_mean_diff":0.01590582316563538,"selection_se":0.0054059872712079364},"paired":{"n":2000,"mean_diff":0.013144371077617706,"se":0.002244699820146372,"worst":[{"seed":4370279,"diff":-0.8185376053764912,"edge_a":559.3288397067018,"edge_b":560.1473773120783},{"seed":4371748,"diff":-0.7237652883027295,"edge_a":676.7773268014583,"edge_b":677.5010920897611},{"seed":4371636,"diff":-0.5930796128797056,"edge_a":575.6065803369357,"edge_b":576.1996599498154},{"seed":4370731,"diff":-0.571644718950779,"edge_a":610.1446794950233,"edge_b":610.7163242139741},{"seed":4370323,"diff":-0.5215570630812181,"edge_a":692.3988304980958,"edge_b":692.920387561177}]},"split":{"cand":{"retail":548.2519056357296,"arb":-26.96726172336172},"v2":{"retail":548.233911105671,"arb":-26.962411564380908},"terciles":[{"tercile":"low","n":667,"mean_diff":0.008570342744638847,"se":0.0020704447059338893,"v2_retail_volume_min":55153.68117010006,"v2_retail_volume_max":70486.08391665616},{"tercile":"middle","n":667,"mean_diff":0.013639946576668262,"se":0.004264968248166481,"v2_retail_volume_min":70487.40745384744,"v2_retail_volume_max":80873.71821440147},{"tercile":"high","n":666,"mean_diff":0.017228947714599954,"se":0.004783643202454047,"v2_retail_volume_min":80874.78452327213,"v2_retail_volume_max":98355.5413085903}]},"gas":{"max_ok":220944,"oog":0,"reverts":0,"other_halts":0,"init_max":220944,"tx_errors":0,"bad_returns":0,"swap_max":213288,"swap_calls":20582143},"v2_gas":{"max_ok":244222,"oog":31,"reverts":0,"other_halts":0,"init_max":236377,"tx_errors":0,"bad_returns":0,"swap_max":244222,"swap_calls":20576319},"seeds":{"screen":{"start":90000,"end_inclusive":90255,"n":256},"semifinal":{"start":92000,"end_inclusive":92511,"n":512},"holdout":{"start":4370000,"end_inclusive":4371999,"n":2000,"runs_per_strategy":1}},"valid":true,"blocked":null,"method":{"simulator_commit":"6b6921f8d463314aa7c96234e1be25a25245f704","n_steps":10000,"afterSwap_gas_cap":250000,"run_batch_workers":8,"chunk_size":64,"markets":"Each strategy separately vs VanillaStrategy; candidate never shares a market with V2.","configuration":"MatchRunner draw order: default_rng(seed), size, rate, sigma; price seed=seed, retail seed+1.","mapping":"Compare original final V2 fees after skew, stale shift, trade boost, compression and clamp. Keep its higher side and both fees on a tie. Floor variants recompute only the lower side without STALE_DIR_COEF/STALE_ATTRACT_FRAC shifts, retaining trade boost and original compression slope, then floor at F0. Active variants apply only when silent > 1 or staleShift > 0. Cap variants retain stale shift and cap the lower side at F0+6 bps. Silence-adjusted estimators remain V2 inputs.","gas_scope":"Frozen candidate and V2 on the 2000-seed holdout. Variant counters cover each listed screening/semifinal block.","terciles":"Sort holdout by V2 retail_volume_y, ties by seed; contiguous groups of 667,667,666.","se":"Sample standard deviation of paired per-seed differences divided by sqrt(n).","base":"Exact G hash matched; no V2 fallback."},"checks":{"amm_match_validate_all_nine":true,"harness_self_tests":true,"counter_reconciliation":true,"max_edge_split_reconciliation_error":7.958078640513122e-12,"invalid_reasons":[]}}