{ "credit": "Taylor (gtmcknight), github.com/gtmcknight/amm-sim@4812a6382311624e1506aca131ca35c378f930d9 research/solved: replica, Gaussian filter, fee rule, qm tables and exact-arithmetic arb/retail tell.", "weights": [ 0.006299129642830209, -0.0359308666878147, 0.0, 0.0, -0.03233688079828644, 0.0, 0.0, 0.0, 0.0, -0.013514411928562866, 0.0, 0.0, 0.0, 0.0, 0.0, -0.053560211479498035, -0.08780560671278094, 0.0015633324185838876, -0.03160853213470943, -0.13354627586136317, 0.0, -0.010914973890187429, 0.023261713669838355, 0.0, 0.0, -0.08229547815190752, 0.0, 0.0, 0.0, 0.0, -0.017591123052043446, 0.0, 0.0, 0.0, 0.0, 0.0, -0.1448301765029139, 0.03913601873240455, -0.02181681355246058, -0.08537291780550378, -0.10455366504780146, 0.0 ], "generations": 100, "training_seconds": 2325.236961185932, "training_wall_seconds": 2379.2333555221558, "curve": [ { "gen": 5, "block": "64000..64511", "best": -0.06838662134412499, "mean": -0.35164577647509504 }, { "gen": 10, "block": "64512..65023", "best": -0.0338068561608148, "mean": -0.11611883576035041 }, { "gen": 15, "block": "64000..64511", "best": -0.026665053654568394, "mean": -0.08036131243974622 }, { "gen": 20, "block": "64512..65023", "best": 0.006953732084377773, "mean": -0.07461630296512098 }, { "gen": 25, "block": "64000..64511", "best": -0.022251099099239502, "mean": -0.06380226236713711 }, { "gen": 30, "block": "64512..65023", "best": -0.011702584795465931, "mean": -0.057508044167479476 }, { "gen": 35, "block": "64000..64511", "best": -0.012168640302708145, "mean": -0.03347267248159861 }, { "gen": 40, "block": "64512..65023", "best": -0.006709586833892778, "mean": -0.027193084817824193 }, { "gen": 45, "block": "64000..64511", "best": -0.001977441608126851, "mean": -0.015654073973844922 }, { "gen": 50, "block": "64512..65023", "best": 0.001651572055604178, "mean": -0.0069913828957274176 }, { "gen": 55, "block": "64000..64511", "best": 0.01225778180582715, "mean": -0.0068707424899363085 }, { "gen": 60, "block": "64512..65023", "best": 0.006662493395322544, "mean": -0.005670207166025019 }, { "gen": 65, "block": "64000..64511", "best": 0.00908312747604878, "mean": 0.0025907775870118257 }, { "gen": 70, "block": "64512..65023", "best": 0.011364270320733283, "mean": 0.007979164362019045 }, { "gen": 75, "block": "64000..64511", "best": 0.012589959110313798, "mean": 0.004451385679916366 }, { "gen": 80, "block": "64512..65023", "best": 0.012644632067949302, "mean": 0.008617834268398008 }, { "gen": 85, "block": "64000..64511", "best": 0.018478266734598736, "mean": 0.00358773204541409 }, { "gen": 90, "block": "64512..65023", "best": 0.018099416414143255, "mean": 0.008204569012716054 }, { "gen": 95, "block": "64000..64511", "best": 0.011874815904213576, "mean": 0.002506917220928051 }, { "gen": 100, "block": "64512..65023", "best": 0.01895276850957006, "mean": 0.011369862358395868 } ], "features_used": [ { "index": 0, "name": "g_m_minus_lnsprev_bps" }, { "index": 3, "name": "g_lns_minus_m_bps" }, { "index": 8, "name": "log1p_router_age" }, { "index": 14, "name": "is_arb" }, { "index": 15, "name": "tell_hit" }, { "index": 16, "name": "lean_own_bps" }, { "index": 17, "name": "lean_other_bps" }, { "index": 18, "name": "synced" } ], "choose": { "mean_diff": 0.012199748644191544, "se": 0.006117729627246261, "n": 1024 }, "holdout": { "mean_diff": 0.005754853601766086, "se": 0.004622840842922439, "n": 2048 }, "shape": { "type": "linear", "layout_weights": 42, "trainable_weights": 18, "features": 20, "selected_features": 8, "bias_indices": [ 0, 21 ], "pi_last_zero_indices": [ 3, 24 ], "standardization": "x=clip((feat-MU)/SD,-3,3), fixed fastlean MU and SD", "output": "own += 8e-4*tanh(z_own); other += 8e-4*tanh(z_other)" }, "normalization": { "MU": [ -38.5, 4.33, 0.578, 19.7, -4.19, 0.838, 2.5, 0.15, 0.445, 0.543, 1.92, 0.0, 36.4, 36.1, 0.349, 0.349, 47.6, 24.9, 0.651, 0.54 ], "SD": [ 82.4, 5.34, 0.494, 88.3, 45.0, 0.714, 0.958, 0.372, 0.609, 0.462, 0.865, 1.0, 49.6, 48.8, 0.477, 0.477, 56.5, 37.3, 0.477, 0.437 ], "clip": [ -3, 3 ] }, "replica_sha256": "d9c758bb280fe24e09c039496f84ab0804173ff70cec24c332f8683f28efa582", "advance": false, "solidity_notes": { "ln_features": [ { "index": 0, "note": "Uses ln(s_prev) already needed by LEAN filter." }, { "index": 3, "note": "Uses ln(s) already needed by LEAN filter." }, { "index": 8, "note": "Needs log1p(timestamp-router_t), a new logarithm; not replaced by raw counter during training." } ], "exp_features": [], "other_features": "14 is_arb, 15 tell_hit, 18 synced are existing flags; 16 lean_own_bps and 17 lean_other_bps are existing unrounded fees. Feature normalization and clipping required. tanh outputs require exp or a separately validated tanh approximation; no Solidity implementation or gas measurement made." }, "reference_zb64": "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", "seeds_used": { "single_feature_screen": { "start": 64000, "end": 64127, "n": 128 }, "train_blocks": [ { "start": 64000, "end": 64511, "n": 512 }, { "start": 64512, "end": 65023, "n": 512 } ], "choose": { "start": 64000, "end": 65023, "n": 1024 }, "holdout": { "start": 10000, "end": 12047, "n": 2048, "evaluations": 1 }, "warmup": [ 64000 ], "optimizer_random_seed": 20261110, "random_schedule": "CMA initial seed for generations 1..15; np.random.seed(20261110+gen) before ask for each later generation" }, "method": { "optimizer": "CMA-ES, cma 4.5.0", "sigma0": 0.04, "initial_mean": "all zeros", "population": 12, "objective": "maximize mean of paired per-seed edge(head)-edge(all-zero head) on alternating 512-seed blocks; odd generations use first block", "final_weights": "final CMA distribution mean; no best-candidate, zero-baseline fallback or holdout selection", "se": "sample standard deviation of paired differences (ddof=1) / sqrt(n)", "screen": { "credit": "Taylor (gtmcknight), github.com/gtmcknight/amm-sim@4812a6382311624e1506aca131ca35c378f930d9 research/solved: replica, Gaussian filter, fee rule, qm tables and exact-arithmetic arb/retail tell.", "seeds": [ 64000, 64127 ], "method": "single-feature grid: coefficients +/-0.04,+/-0.12 on own, other, same-sign both, opposite-sign both; biases zero; rank best paired mean minus 0.005 for log1p features 6,7,8,9,10,19", "ranked": [ { "index": 16, "name": "lean_own_bps", "mean_diff": 0.006782331807637654, "own": 0.04, "other": -0.04 }, { "index": 15, "name": "tell_hit", "mean_diff": 0.001721634370417835, "own": -0.0, "other": -0.04 }, { "index": 17, "name": "lean_other_bps", "mean_diff": 0.00016999009204266002, "own": -0.04, "other": -0.0 }, { "index": 14, "name": "is_arb", "mean_diff": 0.00016399171718761707, "own": -0.0, "other": -0.04 }, { "index": 18, "name": "synced", "mean_diff": 0.00016399171718761707, "own": 0.0, "other": 0.04 }, { "index": 3, "name": "g_lns_minus_m_bps", "mean_diff": -0.0010770491748197664, "own": -0.0, "other": -0.04 }, { "index": 0, "name": "g_m_minus_lnsprev_bps", "mean_diff": -0.00207712237049007, "own": -0.04, "other": -0.0 }, { "index": 8, "name": "log1p_router_age", "mean_diff": 0.0023386969217087383, "own": -0.0, "other": -0.04 }, { "index": 4, "name": "g_lns2h_minus_m_bps", "mean_diff": -0.009309306581906984, "own": -0.0, "other": -0.04 }, { "index": 5, "name": "phase", "mean_diff": -0.010503863182529383, "own": -0.04, "other": -0.0 }, { "index": 19, "name": "log1p_cnt", "mean_diff": -0.012523993874955064, "own": 0.0, "other": 0.04 }, { "index": 1, "name": "sd_bps", "mean_diff": -0.017827770032762036, "own": 0.0, "other": 0.04 }, { "index": 10, "name": "log1p_size_bps", "mean_diff": -0.01921103289032322, "own": 0.0, "other": 0.04 }, { "index": 6, "name": "log1p_abs_move_bps", "mean_diff": -0.020600142067932925, "own": 0.0, "other": 0.04 }, { "index": 12, "name": "lean_bid_bps", "mean_diff": -0.028053448950933202, "own": 0.04, "other": 0.0 }, { "index": 7, "name": "log1p_silent_steps", "mean_diff": -0.02347627400839425, "own": 0.04, "other": 0.0 }, { "index": 9, "name": "log1p_dt", "mean_diff": -0.0315341699948708, "own": 0.0, "other": 0.04 }, { "index": 11, "name": "side", "mean_diff": -0.0386339288655515, "own": 0.0, "other": 0.04 }, { "index": 13, "name": "lean_ask_bps", "mean_diff": -0.041234332092559445, "own": -0.04, "other": -0.0 } ], "features": [ 0, 3, 8, 14, 15, 16, 17, 18 ] }, "training_time_definition": "sum of generation evaluation + es.tell elapsed wall seconds; setup, screen and cached zero-head baseline runs excluded", "runtime": { "python": "3.12.3", "numpy": "2.2.6", "numba": "0.61.2", "llvmlite": "0.44.0" }, "checkpoint": "every generation under test/scratch; resumed between commands, each capped at 460 seconds" }, "not_done": [ "No Solidity port, fee/tell parity gates, source-character/deployed-size/gas checks, fresh-engine evaluation, or submission: this bounded item trains and reports a replica head only.", "No independent rerun of the supplied fastlean parity tests against the CPython oracle; reliance on supplied fastlean implementation is explicit." ], "reference_sha256": { "train.py": "2507fd6f1899dec77c9cb8f0f8e1379e1b8b156b9dbe6a651c6600a8cf03b2d0", "weights.json": "2abeb7b94d6670aa8da5f8a0530cbb53da77d13b2a14859fc6d992c8166819f7" } }