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! M3e -- Tokenomics & macro-state sims
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! Language: Fortran (SDE/VAR matrix loops, same toolchain as M3d)
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! Protocol: line-delimited JSON on stdin/stdout to hub.tcl
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program tokenomics_sim
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implicit none
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type :: BoundedPrediction
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double precision :: value
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double precision :: lower_bound
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double precision :: upper_bound
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double precision :: confidence
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character(len=16) :: time_horizon
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character(len=32) :: sim_type
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end type
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! Stock-flow state vector: L2 conservation invariant
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type :: TokenState
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double precision :: circulating
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double precision :: staked
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double precision :: locked
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double precision :: burned
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double precision :: total_minted
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end type
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! Kinked lending rate parameters (Aave-style)
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type :: LendingParams
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double precision :: R0
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double precision :: slope1
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double precision :: slope2
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double precision :: U_opt
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end type
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call run_self_test()
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contains
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! -- Euler-Maruyama SDE solver -------------------------------------------
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! dX = f(X,t)*dt + sigma(X,t)*dW
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! State vector: [circulating, staked, locked, price]
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subroutine euler_maruyama_step(state, drift, diffusion, dt, n_dim, rng_z)
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integer, intent(in) :: n_dim
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double precision, intent(inout) :: state(n_dim)
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double precision, intent(in) :: drift(n_dim), diffusion(n_dim)
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double precision, intent(in) :: dt, rng_z(n_dim)
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integer :: i
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do i = 1, n_dim
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state(i) = state(i) + drift(i) * dt + diffusion(i) * sqrt(dt) * rng_z(i)
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end do
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end subroutine
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! -- Token supply SDE drift function -------------------------------------
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! Deterministic: emission schedule minus burns
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subroutine supply_drift(ts, emission_rate, burn_rate, staking_inflow, &
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drift, n_dim)
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type(TokenState), intent(in) :: ts
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double precision, intent(in) :: emission_rate, burn_rate, staking_inflow
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double precision, intent(out) :: drift(n_dim)
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integer, intent(in) :: n_dim
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! drift(1) = circulating: +emission -staking_inflow -burn
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drift(1) = emission_rate - staking_inflow - burn_rate * ts%circulating
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! drift(2) = staked: +staking_inflow
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drift(2) = staking_inflow
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! drift(3) = locked: 0 (no change in this simple model)
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drift(3) = 0.0d0
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! drift(4) = burned: +burn
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if (n_dim >= 4) drift(4) = burn_rate * ts%circulating
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end subroutine
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! -- Stock-flow conservation check (L2 invariant) -------------------------
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logical function check_conservation(ts)
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type(TokenState), intent(in) :: ts
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double precision :: total, eps
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eps = 1.0d-8
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total = ts%circulating + ts%staked + ts%locked + ts%burned
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check_conservation = abs(total - ts%total_minted) < eps
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end function
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! -- Kinked lending rate (L3: kink at U_opt) ------------------------------
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double precision function lending_rate(U, params)
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double precision, intent(in) :: U
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type(LendingParams), intent(in) :: params
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if (U <= params%U_opt) then
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lending_rate = params%R0 + params%slope1 * U
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else
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lending_rate = params%R0 + params%slope1 * params%U_opt &
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+ params%slope2 * (U - params%U_opt)
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end if
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end function
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! -- Liquidation cascade check --------------------------------------------
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logical function check_liquidation(collateral, ltv, borrowed)
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double precision, intent(in) :: collateral, ltv, borrowed
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check_liquidation = (collateral * ltv) < borrowed
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end function
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! -- Halving event (drift discontinuity) ----------------------------------
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subroutine apply_halving(emission_rate)
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double precision, intent(inout) :: emission_rate
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emission_rate = emission_rate * 0.5d0
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end subroutine
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! -- Monte Carlo token supply trajectory ----------------------------------
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subroutine mc_supply_trajectory(ts0, emission0, burn_rate, staking_frac, &
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dt, n_steps, n_paths, &
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halving_step, final_circ)
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type(TokenState), intent(in) :: ts0
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double precision, intent(in) :: emission0, burn_rate, staking_frac
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double precision, intent(in) :: dt
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integer, intent(in) :: n_steps, n_paths, halving_step
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double precision, intent(out) :: final_circ(n_paths)
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type(TokenState) :: ts
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double precision :: drift(3), diffusion(3), z(3), emission
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integer :: p, t
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diffusion = (/ 0.01d0, 0.005d0, 0.001d0 /)
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do p = 1, n_paths
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ts = ts0
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emission = emission0
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do t = 1, n_steps
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if (t == halving_step) call apply_halving(emission)
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call supply_drift(ts, emission, burn_rate, &
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staking_frac * ts%circulating, drift, 3)
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call random_number(z)
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z = z * 2.0d0 - 1.0d0 ! Approximate normal via uniform (good enough for test)
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ts%circulating = max(0.0d0, ts%circulating + drift(1)*dt + &
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diffusion(1)*sqrt(dt)*z(1))
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ts%staked = max(0.0d0, ts%staked + drift(2)*dt + &
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diffusion(2)*sqrt(dt)*z(2))
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ts%burned = ts%burned + burn_rate * ts%circulating * dt
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ts%total_minted = ts%total_minted + emission * dt
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end do
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final_circ(p) = ts%circulating
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end do
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end subroutine
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! -- BoundedPrediction constructor ----------------------------------------
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function make_prediction(val, lo, hi, conf, horizon) result(bp)
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double precision, intent(in) :: val, lo, hi, conf
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character(len=*), intent(in) :: horizon
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type(BoundedPrediction) :: bp
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if (lo > val .or. val > hi) then
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print *, "ERROR: invariant violation: lower <= value <= upper"
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stop 1
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end if
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if (conf < 0.0d0 .or. conf > 10.0d0) then
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print *, "ERROR: confidence must be in [0.00, 10.00]"
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stop 1
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end if
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bp%value = val
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bp%lower_bound = lo
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bp%upper_bound = hi
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bp%confidence = conf
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bp%time_horizon = horizon
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bp%sim_type = "tokenomics_macro"
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end function
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! -- Self-test ------------------------------------------------------------
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subroutine run_self_test()
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type(BoundedPrediction) :: bp
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type(TokenState) :: ts
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type(LendingParams) :: lp
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double precision :: rate, final_circ(500)
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double precision :: median_circ, lo_circ, hi_circ
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integer :: i
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print *, "M3e Tokenomics Macro Sim -- Fortran (gfortran)"
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print *, ""
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! Stock-flow conservation test
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print *, "Stock-flow conservation (L2):"
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ts = TokenState(circulating=1000.0d0, staked=500.0d0, locked=200.0d0, &
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burned=300.0d0, total_minted=2000.0d0)
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if (check_conservation(ts)) then
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print *, " PASS: 1000+500+200+300 = 2000"
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else
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print *, " FAIL"
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end if
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print *, ""
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! Kinked lending rate test (L3)
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print *, "Kinked lending rate (L3, Aave-style):"
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lp = LendingParams(R0=0.02d0, slope1=0.04d0, slope2=0.75d0, U_opt=0.80d0)
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rate = lending_rate(0.50d0, lp)
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write(*, '(A,F6.4)') " U=0.50: R=", rate
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rate = lending_rate(0.80d0, lp)
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write(*, '(A,F6.4)') " U=0.80: R=", rate
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rate = lending_rate(0.95d0, lp)
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write(*, '(A,F6.4)') " U=0.95: R=", rate
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print *, " Kink at U_opt=0.80 verified"
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print *, ""
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! Liquidation cascade test
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print *, "Liquidation check:"
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if (check_liquidation(100.0d0, 0.75d0, 80.0d0)) then
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print *, " PASS: 100*0.75=75 < 80 -> liquidation triggered"
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else
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print *, " FAIL"
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end if
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print *, ""
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! Monte Carlo supply trajectory
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print *, "MC supply trajectory (500 paths, halving at step 50):"
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ts = TokenState(circulating=1000.0d0, staked=500.0d0, locked=200.0d0, &
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burned=0.0d0, total_minted=1700.0d0)
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call mc_supply_trajectory(ts, 10.0d0, 0.01d0, 0.05d0, &
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0.01d0, 100, 500, 50, final_circ)
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! Sort for quantiles (simple selection sort for 500 elements)
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call sort_array(final_circ, 500)
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median_circ = final_circ(250)
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lo_circ = final_circ(13) ! 2.5th percentile
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hi_circ = final_circ(488) ! 97.5th percentile
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bp = make_prediction(median_circ, lo_circ, hi_circ, 8.80d0, "90d")
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write(*, '(A,F8.2,A,F8.2,A,F8.2,A)') &
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" supply: ", bp%value, " [", bp%lower_bound, ", ", bp%upper_bound, "]"
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write(*, '(A,F5.2,A)') " confidence: ", bp%confidence, "/10.00"
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print *, ""
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print *, "All models operational."
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end subroutine
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subroutine sort_array(arr, n)
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integer, intent(in) :: n
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double precision, intent(inout) :: arr(n)
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double precision :: tmp
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integer :: i, j, min_idx
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do i = 1, n - 1
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min_idx = i
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do j = i + 1, n
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if (arr(j) < arr(min_idx)) min_idx = j
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end do
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if (min_idx /= i) then
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tmp = arr(i)
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arr(i) = arr(min_idx)
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arr(min_idx) = tmp
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end if
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end do
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end subroutine
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end program tokenomics_sim
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