chore(sim): refresh deployment status, pool matrix, schemas, and scenario scripts
- deployment-status and pool-matrix snapshots aligned with validate-deployment-status.cjs. - Micro-trade / scorecard docs and run-scenario wiring. Made-with: Cursor
This commit is contained in:
defiQUG
@@ -355,6 +355,173 @@ function getBridgeRho(scenario, fromChain, toChain) {
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return (blocks ?? 10) * rhoPerBlock / 10000;
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}
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function getMatchedQuoteForBase(base) {
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if (base === 'cWUSDT') return 'USDT';
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if (base === 'cWUSDC') return 'USDC';
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return null;
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}
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function getMicroTradeCandidates(graph, policy) {
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const tokenFilter = new Set(policy.tokens || []);
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const quoteFilter = new Set(policy.quoteTokens || []);
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let candidates = graph.pmmEdges.filter((e) => {
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if (tokenFilter.size > 0 && !tokenFilter.has(e.base)) return false;
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if (quoteFilter.size > 0 && !quoteFilter.has(e.quote)) return false;
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return true;
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});
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if (policy.preferMatchedQuote) {
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const perChainBase = new Map();
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for (const edge of candidates) {
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const key = `${edge.chainId}:${edge.base}`;
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const preferredQuote = getMatchedQuoteForBase(edge.base);
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const existing = perChainBase.get(key);
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if (!existing) {
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perChainBase.set(key, edge);
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continue;
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}
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const score = edge.quote === preferredQuote ? 0 : 1;
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const existingScore = existing.quote === preferredQuote ? 0 : 1;
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if (
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score < existingScore
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|| (score === existingScore && edge.quote.localeCompare(existing.quote) < 0)
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) {
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perChainBase.set(key, edge);
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}
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}
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candidates = Array.from(perChainBase.values());
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}
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candidates.sort((a, b) => (
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a.chainId.localeCompare(b.chainId)
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|| a.base.localeCompare(b.base)
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|| a.quote.localeCompare(b.quote)
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));
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return candidates;
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}
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function resolveMicroTradeDirection(policy, poolState, epochIndex, tradeIndex) {
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const mode = policy.mode || 'inventory_or_alternate';
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const bandFrac = Number(policy.inventoryBandFraction ?? 0.05);
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const lower = (1 - bandFrac) * poolState.I_T_star;
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const upper = (1 + bandFrac) * poolState.I_T_star;
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if (mode === 'inventory' || mode === 'inventory_or_alternate') {
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if (poolState.I_T < lower) return 'sell_base';
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if (poolState.I_T > upper) return 'buy_base';
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if (mode === 'inventory') return null;
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}
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if (mode === 'alternate' || mode === 'inventory_or_alternate') {
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return ((epochIndex + tradeIndex) % 2 === 0) ? 'buy_base' : 'sell_base';
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}
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if (mode === 'buy_base') return 'buy_base';
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if (mode === 'sell_base') return 'sell_base';
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return null;
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}
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function runMicroTradeSupportStep(graph, state, scenario, epochIndex) {
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const policy = scenario.microTradePolicy || {};
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if (policy.enabled === false || Object.keys(policy).length === 0) {
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return {
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state,
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microTradeCount: 0,
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microTradeBuyCount: 0,
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microTradeSellCount: 0,
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microTradeVolumeTotal: 0,
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microTradeGasCostTotal: 0,
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};
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}
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const requestedTrades = Math.max(0, parseInt(policy.tradesPerEpoch ?? 0, 10));
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if (requestedTrades === 0) {
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return {
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state,
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microTradeCount: 0,
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microTradeBuyCount: 0,
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microTradeSellCount: 0,
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microTradeVolumeTotal: 0,
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microTradeGasCostTotal: 0,
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};
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}
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const candidates = getMicroTradeCandidates(graph, policy);
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if (candidates.length === 0) {
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return {
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state,
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microTradeCount: 0,
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microTradeBuyCount: 0,
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microTradeSellCount: 0,
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microTradeVolumeTotal: 0,
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microTradeGasCostTotal: 0,
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};
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}
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const gasCostPerTrade = Number(policy.gasCostPerTradeUnits ?? 0);
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const gasBudgetPerEpoch = Number(policy.gasBudgetPerEpochUnits ?? 0);
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let tradesAllowed = requestedTrades;
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if (gasCostPerTrade > 0 && gasBudgetPerEpoch > 0) {
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tradesAllowed = Math.min(tradesAllowed, Math.floor(gasBudgetPerEpoch / gasCostPerTrade));
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}
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if (tradesAllowed <= 0) {
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return {
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state,
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microTradeCount: 0,
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microTradeBuyCount: 0,
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microTradeSellCount: 0,
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microTradeVolumeTotal: 0,
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microTradeGasCostTotal: 0,
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};
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}
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let curState = state;
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let microTradeCount = 0;
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let microTradeBuyCount = 0;
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let microTradeSellCount = 0;
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let microTradeVolumeTotal = 0;
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let microTradeGasCostTotal = 0;
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for (let i = 0; i < tradesAllowed; i++) {
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const edge = candidates[(epochIndex * tradesAllowed + i) % candidates.length];
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const poolState = curState[edge.key];
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if (!poolState || poolState.I_T_star == null) continue;
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const rawTradeSize = Number(policy.tradeSizeUnits ?? 0);
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const maxFractionOfTarget = Number(policy.maxFractionOfTarget ?? 0.01);
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const maxTradeSize = maxFractionOfTarget > 0 ? poolState.I_T_star * maxFractionOfTarget : rawTradeSize;
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const tradeSize = Math.max(0, Math.min(rawTradeSize, maxTradeSize || rawTradeSize));
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if (tradeSize <= 0) continue;
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const direction = resolveMicroTradeDirection(policy, poolState, epochIndex, i);
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if (!direction) continue;
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if (direction === 'sell_base') {
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const { newState } = pmmSellT(edge.key, tradeSize, curState);
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curState = newState;
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microTradeSellCount += 1;
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microTradeVolumeTotal += tradeSize;
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} else {
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const quoteSpend = tradeSize * (poolState.P || 1);
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const { outputT, newState } = pmmBuyT(edge.key, quoteSpend, curState);
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curState = newState;
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microTradeBuyCount += 1;
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microTradeVolumeTotal += outputT;
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}
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microTradeCount += 1;
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microTradeGasCostTotal += gasCostPerTrade;
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}
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return {
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state: curState,
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microTradeCount,
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microTradeBuyCount,
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microTradeSellCount,
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microTradeVolumeTotal,
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microTradeGasCostTotal,
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};
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}
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function runBotStep(graph, state, scenario, configs) {
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const chains = graph.chains;
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let curState = state;
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@@ -625,6 +792,11 @@ function runEpoch(scenario, graph, state, configs, epochIndex) {
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let pmmVolume = 0;
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let churnSum = 0;
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const I_T_start = {};
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let microTradeCount = 0;
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let microTradeBuyCount = 0;
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let microTradeSellCount = 0;
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let microTradeVolumeTotal = 0;
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let microTradeGasCostTotal = 0;
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for (const k of Object.keys(state)) {
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if (state[k].I_T_star != null) I_T_start[k] = state[k].I_T;
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@@ -682,6 +854,15 @@ function runEpoch(scenario, graph, state, configs, epochIndex) {
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}
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}
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const micro = runMicroTradeSupportStep(graph, curState, scenario, epochIndex);
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curState = micro.state;
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microTradeCount += micro.microTradeCount || 0;
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microTradeBuyCount += micro.microTradeBuyCount || 0;
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microTradeSellCount += micro.microTradeSellCount || 0;
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microTradeVolumeTotal += micro.microTradeVolumeTotal || 0;
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microTradeGasCostTotal += micro.microTradeGasCostTotal || 0;
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totalVolume += micro.microTradeVolumeTotal || 0;
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const peakDeviationBpsPreArb = maxDeviationBpsOverPools(graph, curState);
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const worstPreArb = getWorstPoolDiagnostic(graph, curState);
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const { state: afterArb, arbVolumeTotal, arbProfitTotal, peakDeviationBps: peakDeviationBpsPostArb } = runArbStep(graph, curState, configs);
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@@ -717,6 +898,11 @@ function runEpoch(scenario, graph, state, configs, epochIndex) {
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interventionCostInject: interventionCostInject || 0,
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interventionCostWithdraw: interventionCostWithdraw || 0,
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interventionCostByChain: interventionCostByChain || {},
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microTradeCount,
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microTradeBuyCount,
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microTradeSellCount,
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microTradeVolumeTotal,
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microTradeGasCostTotal,
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peakDeviationBpsPreArb: peakDeviationBpsPreArb || 0,
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peakDeviationBpsPostArb: peakDeviationBpsPostArb || 0,
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peakDeviationBpsPostBot: peakDeviationBpsPostBot || 0,
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@@ -753,6 +939,11 @@ function computeScorecard(scenario, scenarioName, graph, initialState, epochResu
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let peakDeviationBpsPreArb = 0;
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let peakDeviationBpsPostArb = 0;
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let peakDeviationBpsPostBot = 0;
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let microTradeCountTotal = 0;
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let microTradeBuyCountTotal = 0;
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let microTradeSellCountTotal = 0;
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let microTradeVolumeTotal = 0;
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let microTradeGasCostTotal = 0;
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for (const r of epochResults) {
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totalVolume += r.totalVolume;
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@@ -763,6 +954,11 @@ function computeScorecard(scenario, scenarioName, graph, initialState, epochResu
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arbProfitTotal += r.arbProfitTotal || 0;
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interventionCostInjectTotal += r.interventionCostInject || 0;
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interventionCostWithdrawTotal += r.interventionCostWithdraw || 0;
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microTradeCountTotal += r.microTradeCount || 0;
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microTradeBuyCountTotal += r.microTradeBuyCount || 0;
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microTradeSellCountTotal += r.microTradeSellCount || 0;
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microTradeVolumeTotal += r.microTradeVolumeTotal || 0;
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microTradeGasCostTotal += r.microTradeGasCostTotal || 0;
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for (const [chainId, v] of Object.entries(r.interventionCostByChain || {})) {
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if (!interventionCostByChain[chainId]) interventionCostByChain[chainId] = { inject: 0, withdraw: 0 };
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interventionCostByChain[chainId].inject += v.inject || 0;
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@@ -838,6 +1034,11 @@ function computeScorecard(scenario, scenarioName, graph, initialState, epochResu
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intervention_cost_withdraw_total: Math.round(interventionCostWithdrawTotal),
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intervention_cost_by_chain: interventionCostByChain,
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intervention_cost_per_1M_volume: Math.round(interventionPer1M * 100) / 100,
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micro_trade_count: Math.round(microTradeCountTotal),
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micro_trade_buy_count: Math.round(microTradeBuyCountTotal),
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micro_trade_sell_count: Math.round(microTradeSellCountTotal),
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micro_trade_volume_total: Math.round(microTradeVolumeTotal),
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micro_trade_gas_cost_total: Math.round(microTradeGasCostTotal * 100) / 100,
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peak_deviation_bps: Math.round(Number.isFinite(peakDeviationBpsPostArb) ? peakDeviationBpsPostArb : 0),
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peak_deviation_bps_pre_arb: Math.round(peakDeviationBpsPreArb),
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peak_deviation_bps_post_arb: Math.round(peakDeviationBpsPostArb),
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