{ "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 flowFee = wmul(LAMBDA_COEF, lambdaHat) + wmul(FLOW_SIZE_COEF, flowSize) + wmul(ACT_COEF, actEma);\n uint256 fBase = BASE_FEE + wmul(SIGMA_COEF, sigmaHat) + flowFee;\n uint256 fMid = fBase + wmul(TOX_COEF, toxSignal) + wmul(TOX_QUAD_COEF, wmul(toxSignal, toxSignal));\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 uint256 rawBid = bidFee;\n uint256 rawAsk = askFee;\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 {\n uint256 reduction = flowFee - flowFee * 75 / 100;\n bool changeBid = bidFee <= askFee;\n bool changeAsk = askFee <= bidFee;\n if (changeBid) bidFee = clampFee(_compressTailWithSlope(rawBid > reduction ? rawBid - reduction : 0, sellPressure ? TAIL_SLOPE_PROTECT : TAIL_SLOPE_ATTRACT));\n if (changeAsk) askFee = clampFee(_compressTailWithSlope(rawAsk > reduction ? rawAsk - reduction : 0, sellPressure ? TAIL_SLOPE_ATTRACT : TAIL_SLOPE_PROTECT));\n }\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": "234b04de85d5d5a913e994542a588d7c1052aaf1462d30c8139b1f1fdc8b3e90", "base_sha256": "610c1905e7dd5559b84e40a3b2d6f8e0b53a7b0ac7574ae33b6c1770a28367cb", "v2_sha256": "28417e116f57f1029fdd1803832e852574902c1ae7253c05657f317db76da4ab", "selected_variant": "scale75", "variants": [ { "id": "scale25", "params": { "c": 0.25, "side": "non_exposed" }, "n": 256, "mean_diff": -4.156608322529873, "se": 0.05738581634648692, "oog": 0, "v2_oog": 7, "valid": true, "invalid_reasons": [], "seeds": [ 40000, 40255 ], "sha256": "95f97e8506a3938c8b8c8c13b5b7375a1ef730a89fd93c5b75987d68f45b0aaa" }, { "id": "scale50", "params": { "c": 0.5, "side": "non_exposed" }, "n": 256, "mean_diff": -2.188644236362097, "se": 0.04380133647090826, "oog": 0, "v2_oog": 7, "valid": true, "invalid_reasons": [], "seeds": [ 40000, 40255 ], "sha256": "1890d9c83154d5c3a8319bdd0d5f290288e6d698e19815ad68844fda41a34ef7" }, { "id": "scale75", "params": { "c": 0.75, "side": "non_exposed" }, "n": 256, "mean_diff": -0.7086079619838994, "se": 0.02864690257271973, "oog": 0, "v2_oog": 7, "valid": true, "invalid_reasons": [], "seeds": [ 40000, 40255 ], "sha256": "234b04de85d5d5a913e994542a588d7c1052aaf1462d30c8139b1f1fdc8b3e90" }, { "id": "cap3", "params": { "K_bps": 3, "side": "non_exposed" }, "n": 256, "mean_diff": -4.635386601910956, "se": 0.06183682467461547, "oog": 0, "v2_oog": 7, "valid": true, "invalid_reasons": [], "seeds": [ 40000, 40255 ], "sha256": "882e248474f4ff7c7cd18f2149ef240b79a13787dece8c3982a79aa3333d7bcc" }, { "id": "cap5", "params": { "K_bps": 5, "side": "non_exposed" }, "n": 256, "mean_diff": -3.6173764449683246, "se": 0.05597500974816304, "oog": 0, "v2_oog": 7, "valid": true, "invalid_reasons": [], "seeds": [ 40000, 40255 ], "sha256": "bfc0b7a22443b3f6441282d0b3348b57ecf8ad93a9ba1e4cd573279b13560529" }, { "id": "cap8", "params": { "K_bps": 8, "side": "non_exposed" }, "n": 256, "mean_diff": -2.1057654376959665, "se": 0.048697149857602026, "oog": 0, "v2_oog": 7, "valid": true, "invalid_reasons": [], "seeds": [ 40000, 40255 ], "sha256": "c75b7993a873f686b579fbc17d0605d870da0a99a5b1064afff7f21b935da03e" }, { "id": "cap8_both", "params": { "K_bps": 8, "side": "both" }, "n": 256, "mean_diff": -16.100299800688152, "se": 0.21688696072837552, "oog": 0, "v2_oog": 7, "valid": true, "invalid_reasons": [], "seeds": [ 40000, 40255 ], "sha256": "fee6f0359ff2018ecbafab116eba6ec0a92efeb14ce8010870f3b79bf357f444" }, { "id": "scale75", "params": { "c": 0.75, "side": "non_exposed" }, "n": 512, "mean_diff": -0.6612558347145029, "se": 0.024604791161974296, "oog": 0, "v2_oog": 3, "valid": true, "invalid_reasons": [], "seeds": [ 42000, 42511 ], "sha256": "234b04de85d5d5a913e994542a588d7c1052aaf1462d30c8139b1f1fdc8b3e90" }, { "id": "cap8", "params": { "K_bps": 8, "side": "non_exposed" }, "n": 512, "mean_diff": -2.122108457353421, "se": 0.03585108625727086, "oog": 0, "v2_oog": 3, "valid": true, "invalid_reasons": [], "seeds": [ 42000, 42511 ], "sha256": "c75b7993a873f686b579fbc17d0605d870da0a99a5b1064afff7f21b935da03e" } ], "paired": { "n": 2000, "mean_diff": -0.6552342752515563, "se": 0.012980122400960494, "worst": [ { "seed": 4320623, "diff": -3.4516399399409465, "cand": 701.4484434353968, "v2": 704.9000833753378 }, { "seed": 4320486, "diff": -2.798512322298052, "cand": 640.5345331833918, "v2": 643.3330455056898 }, { "seed": 4320748, "diff": -2.72585391736618, "cand": 535.6544379553603, "v2": 538.3802918727265 }, { "seed": 4320814, "diff": -2.6674721579609013, "cand": 582.0895211045415, "v2": 584.7569932625024 }, { "seed": 4320392, "diff": -2.47528106802838, "cand": 741.808911262379, "v2": 744.2841923304073 } ] }, "split": { "cand": { "retail": 550.5187956678914, "arb": -27.045143909074483 }, "v2": { "retail": 550.9264927937649, "arb": -26.7976067596964 }, "terciles": [ { "n": 667, "mean_diff": -0.7353742543528784, "v2_retail_volume_y_min": 53939.438330559635, "v2_retail_volume_y_max": 70864.24895383697 }, { "n": 667, "mean_diff": -0.6462577691367385, "v2_retail_volume_y_min": 70875.66030141027, "v2_retail_volume_y_max": 81956.39166201226 }, { "n": 666, "mean_diff": -0.5839639502035106, "v2_retail_volume_y_min": 81975.81573505592, "v2_retail_volume_y_max": 96735.17209594967 } ] }, "gas": { "max_ok": 220972, "oog": 0, "reverts": 0, "other_halts": 0, "init_max": 220972, "afterSwap_max": 211996, "afterSwap_calls": 20947832, "tx_errors": 0, "bad_returns": 0 }, "v2_gas": { "max_ok": 244117, "oog": 44, "reverts": 0, "other_halts": 0, "init_max": 236377, "afterSwap_max": 244117, "afterSwap_calls": 20662735, "tx_errors": 0, "bad_returns": 0 }, "seeds": { "screen": [ 40000, 40255 ], "selection": [ 42000, 42511 ], "holdout": [ 4320000, 4321999 ], "inclusive": true, "holdout_runs_per_strategy": 1 }, "valid": true, "blocked": null, "method": { "n_steps": 10000, "afterSwap_gas_limit": 250000, "workers": 8, "markets": "Each strategy run separately against VanillaStrategy; V2 reused only within a screening or selection block.", "base": "Exact hash-verified gas-trimmed G; no fallback to V2.", "fee_rule": "flowFee = wmul(LAMBDA_COEF,lambdaHat) + wmul(FLOW_SIZE_COEF,wmul(lambdaHat,sizeHat)) + wmul(ACT_COEF,actEma). Determine exposed side by comparing original G final quotes, including skew, stale shift, trade boost, tail compression and clamp. Subtract flowFee minus scaled/capped flowFee from the raw quote on the non-exposed side, floor at zero, then apply its original tail compression and fee clamp. Equal original final quotes change both. Both-side cap variant applies the same subtraction to both raw quotes.", "terciles": "Sort holdout seeds by V2 submission retail_volume_y (tie-break seed), divide into 667/667/666, low to high.", "edge": "AMM submission edge; retail and arb are trade-level split means; paired difference is candidate minus exact V2.", "se": "Sample standard deviation of per-seed paired differences divided by sqrt(n).", "freeze": { "id": "scale75", "sha256": "234b04de85d5d5a913e994542a588d7c1052aaf1462d30c8139b1f1fdc8b3e90", "params": { "c": 0.75, "side": "non_exposed" }, "frozen_before_holdout": true }, "gas_scope": "Holdout only; screen/selection OOG counts are in variants.", "validations": "amm-match validate passed for all screened variants; supplied config/validity self-tests passed." }, "checks": { "cand": { "complete": true, "counters_match": true, "max_abs_edge_reconciliation_error": 8.86757334228605e-12, "vanilla_oog": 0, "vanilla_other_errors": 0, "strategy_other_errors": 0 }, "v2": { "complete": true, "counters_match": true, "max_abs_edge_reconciliation_error": 7.8017592386459e-12, "vanilla_oog": 0, "vanilla_other_errors": 0, "strategy_other_errors": 0 } }, "provenance": { "v2_and_harness": "https://api.imd.fun/artifacts/db62deadd0a3ec885ad69bd3917fee793a924ead522776d73cc09110923e1e86", "base_GN": "https://api.imd.fun/artifacts/f09f39f5092e5b1e56f156df10f397e5df0e194afa630ab24fc699adfd980d31", "engine_commit": "6b6921f8d463314aa7c96234e1be25a25245f704" } }