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Address PR #13 review: 18 comments across M0-M3g specs

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M0: economy organ stores local memory ledger; M6 supervises M5
directly, M7 is independent antivirus/guarddog alerting M6 via
Ichor; Ada dependency reframed to economy scope; build sequence
changed to subcomponent-first with ablative tests.

M1: submit_action returns {succeeded|failed}, diagnostics internal
to Conductor; stubs now print "if finished, would respond with..."
for debugging; law script changes require operator + Homunculus
signatures; law script format added as open item.

M2: removed Python/Rust from language options; confidence scale
changed to [0.0, 10.0] per position.

M3 hub: normalized all time horizons to ~40s wall time windows;
confidence scale 0.00-10.00 with "X.XX/10.00" print format; gain
rates as "low - mid - high / 10.00"; removed Python from language
list across all sub-specs (M3a-M3g).

M3a: Julia/R/Fortran/Octave replaces Python; fBM citation added
(Hosking 1984, Wood & Chan 1994); confidence/correctness/certainty
distinguished as 3 separate metrics; models span multiple horizons.

M3b: models span multiple horizons note added; Mesa/Python removed.
M3c: Solidity for on-chain precision; Julia/Octave for analytics.
M3d-M3g: Python removed; confidence values updated to 10.0 scale.
This commit is contained in:
Claude
2026-07-14 00:50:09 +00:00
parent 9712035e12
commit 3919e70ed0
11 changed files with 86 additions and 70 deletions
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core/docs/plans/M3g-market-microstructure-sims.md
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@@ -16,8 +16,8 @@ Kurz CMC thesis). DEX-specific microstructure C2 (emerging). Implementation C1.
## 3. Language & location
TBD · `src/economy/sims/microstructure/`. Needs high-frequency data handling, event-driven
simulation, and Riccati equation solvers for optimal execution trajectories. Rust, C++, or
Python with optimized event loop.
simulation, and Riccati equation solvers for optimal execution trajectories. C++, Fortran,
or Julia.
## 4. Does / does-not
- **Does:** simulate order flow across venues (DEXs and CEXs); model bid-ask spread dynamics as a
@@ -46,11 +46,11 @@ Python with optimized event loop.
| Annual | Microstructure regime (DEX vs CEX share evolution) | Monthly roll |
| 5-year | Venue topology evolution, structural impact trends | Quarterly roll |
- Examples:
`{ value: 0.0034, lower_bound: 0.0018, upper_bound: 0.0052, confidence: 0.85,
`{ value: 0.0034, lower_bound: 0.0018, upper_bound: 0.0052, confidence: 8.50,
time_horizon: "next_trade", sim_type: "market_microstructure" }` — slippage (%) for 10 ETH.
`{ value: 12400, lower_bound: 8200, upper_bound: 18600, confidence: 0.78,
`{ value: 12400, lower_bound: 8200, upper_bound: 18600, confidence: 7.80,
time_horizon: "1h", sim_type: "market_microstructure" }` — depth (USD) within 50bps.
`{ value: [0.3, 0.3, 0.2, 0.1, 0.1], lower_bound: null, upper_bound: null, confidence: 0.80,
`{ value: [0.3, 0.3, 0.2, 0.1, 0.1], lower_bound: null, upper_bound: null, confidence: 8.00,
time_horizon: "30min", sim_type: "market_microstructure" }` — Almgren-Chriss optimal execution
schedule (fraction per 6-min bucket for 100 ETH sell).
- **Prediction types:** `slippage_estimate`, `spread_forecast`, `depth_profile`,