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Fix 360:1 semantics: tick-advanced continuous, 1s wall = 1h sim
All sims advance every tick continuously. The 360:1 floor means the slowest system produces 1 simulated hour per 1 wall-clock second. Updated hub cadence table and all sub-spec references. Co-Authored-By: Claude Opus 4.6 <noreply@anthropic.com>
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@ -20,23 +20,23 @@ simulation cores. A query facade accessible to Traders. Each sim type (M3a–M3g
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different runtime suited to its math.
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different runtime suited to its math.
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## 4. Does / does-not
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## 4. Does / does-not
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- **Does:** run continuously at **≥ 360:1 speed** (360 simulated seconds per wall-clock second)
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- **Does:** tick-advance continuously at **≥ 360:1** (1 wall-second = 1 sim-hour minimum)
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across **six concurrent time horizons** — tick/hourly, daily, weekly, monthly, annual, and
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across **six concurrent time horizons** — tick/hourly, daily, weekly, monthly, annual, and
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5-year forecast windows; maintain populations of Pops whose behaviors emerge from the sim's
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5-year forecast windows; every tick advances every sim; maintain populations of Pops whose
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mathematical model; ingest live data from Data Feeds (M2) for calibration; respond to Trader
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behaviors emerge from the sim's mathematical model; ingest live data from Data Feeds (M2)
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queries with bounded predictions; produce outputs with **explicit upper/lower bounds** on
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for calibration; respond to Trader queries with bounded predictions; produce outputs with
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every prediction value.
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**explicit upper/lower bounds** on every prediction value.
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| Horizon | Window | Sim cadence at 360:1 |
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| Horizon | Window | At 360:1 floor (1s wall = 1h sim) |
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|---------|--------|---------------------|
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|---------|--------|-----------------------------------|
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| Tick–hourly | Next 1–60 min | Real-time (360 sim-sec/s) |
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| Tick–hourly | Next 1–60 min | Covered in <1s wall time |
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| Daily | Next 24h | 4 sim-minutes per wall-second |
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| Daily | Next 24h | Covered in 24s wall time |
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| Weekly | Next 7d | ~28 sim-minutes per wall-second |
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| Weekly | Next 7d | Covered in ~168s wall time |
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| Monthly | Next 30d | ~2 sim-hours per wall-second |
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| Monthly | Next 30d | Covered in ~720s wall time |
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| Annual | Next 365d | ~1 sim-day per wall-second |
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| Annual | Next 365d | Covered in ~2.4h wall time |
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| 5-year | Next 1825d | ~5 sim-days per wall-second |
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| 5-year | Next 1825d | Covered in ~12h wall time |
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- **Does-not:** trade (Traders/Marketplace do); make decisions for traders (it informs, they
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- **Does-not:** trade (Traders/Marketplace do); make decisions for traders (it informs, they
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decide); enforce laws (Marketplace does); supervise behavior (Conductor/SAE do); run slower
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decide); enforce laws (Marketplace does); supervise behavior (Conductor/SAE do); skip ticks;
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than 360:1.
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run slower than 360:1.
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## 5. Interface contract
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## 5. Interface contract
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- `query(sim_type: SimType, query: PredictionQuery) -> BoundedPrediction`.
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- `query(sim_type: SimType, query: PredictionQuery) -> BoundedPrediction`.
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@ -60,9 +60,9 @@ different runtime suited to its math.
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current state; they don't trigger computation.
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current state; they don't trigger computation.
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- **L2 (C5):** every prediction output includes **explicit upper and lower bounds** — no
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- **L2 (C5):** every prediction output includes **explicit upper and lower bounds** — no
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unbounded point estimates. Uncertainty is a first-class value, not an afterthought.
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unbounded point estimates. Uncertainty is a first-class value, not an afterthought.
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- **L3 (C5):** sims advance at a **minimum speed of 360:1** — 360 simulated seconds per 1
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- **L3 (C5):** all sims are **tick-advanced and continuous** — they advance every tick, never
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wall-clock second. Sims may run faster but never slower. This ensures predictions stay
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skip. The slowest system runs at **360:1** — 1 wall-clock second = 1 simulated hour. Sims
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ahead of real-time market state across all horizons.
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may run faster but never slower.
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- **L4 (C4):** sims are **read-only from traders' perspective** — a query never mutates sim
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- **L4 (C4):** sims are **read-only from traders' perspective** — a query never mutates sim
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state. Calibration happens only from Data Feeds (M2).
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state. Calibration happens only from Data Feeds (M2).
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- **L5 (C4):** each sim type is **independent** — failure in one sim does not cascade to others.
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- **L5 (C4):** each sim type is **independent** — failure in one sim does not cascade to others.
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@ -31,7 +31,7 @@ invariant calculations (Solidity-equivalent precision). Python, Rust, or Julia.
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time_horizon: "7d", sim_type: "amm_liquidity" }` — projected impermanent loss for ETH/USDC pool.
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time_horizon: "7d", sim_type: "amm_liquidity" }` — projected impermanent loss for ETH/USDC pool.
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Example: `{ value: 0.082, lower_bound: 0.041, upper_bound: 0.127, confidence: 0.85,
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Example: `{ value: 0.082, lower_bound: 0.041, upper_bound: 0.127, confidence: 0.85,
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time_horizon: "30d", sim_type: "amm_liquidity" }` — net LP return (fees − IL).
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time_horizon: "30d", sim_type: "amm_liquidity" }` — net LP return (fees − IL).
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- **Time-horizon mapping** (all run concurrently, ≥ 360:1 speed):
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- **Time-horizon mapping** (all run concurrently, tick-advanced, ≥ 360:1 (1s wall = 1h sim)):
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| Horizon | Primary models | Update cadence |
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| Horizon | Primary models | Update cadence |
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|---------|---------------|----------------|
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|---------|---------------|----------------|
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| Tick–hourly | Slippage curves, invariant state, JIT liquidity | Every swap event |
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| Tick–hourly | Slippage curves, invariant state, JIT liquidity | Every swap event |
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@ -47,7 +47,7 @@ and bilevel optimization (DSMFG). Python, Rust, or Julia.
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- Implements `query(PredictionQuery) -> BoundedPrediction` per M3 hub.
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- Implements `query(PredictionQuery) -> BoundedPrediction` per M3 hub.
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- **Output bounds:** extraction probability ranges, gas cost intervals, cross-chain profit
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- **Output bounds:** extraction probability ranges, gas cost intervals, cross-chain profit
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bounds, DSMFG equilibrium stability ranges.
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bounds, DSMFG equilibrium stability ranges.
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- **Time-horizon mapping** (all run concurrently, ≥ 360:1 speed):
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- **Time-horizon mapping** (all run concurrently, tick-advanced, ≥ 360:1 (1s wall = 1h sim)):
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| Horizon | Primary models | Update cadence |
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| Horizon | Primary models | Update cadence |
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|---------|---------------|----------------|
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|---------|---------------|----------------|
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| Tick–hourly | PGA auctions, sandwich detection, cross-chain arb | Every block |
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| Tick–hourly | PGA auctions, sandwich detection, cross-chain arb | Every block |
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@ -103,7 +103,7 @@ under gas limit. Sandwich: known sandwich-vulnerable trade flagged; non-vulnerab
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Cross-chain: inventory path preferred when latency advantage exceeds capital cost. DSMFG: leader
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Cross-chain: inventory path preferred when latency advantage exceeds capital cost. DSMFG: leader
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policy converges to fixed point with follower equilibrium. Kolokoltsov: WENO captures shock
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policy converges to fixed point with follower equilibrium. Kolokoltsov: WENO captures shock
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discontinuities in adversarial strategy distribution. Bounds: all outputs bounded. Pre-trade:
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discontinuities in adversarial strategy distribution. Bounds: all outputs bounded. Pre-trade:
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query does not submit any transaction. Speed: sim advances ≥ 360:1.
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query does not submit any transaction. Speed: sim tick-advances ≥ 360:1 (1s wall = 1h sim).
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## 10. Open items
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## 10. Open items
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- Mempool data access (public mempool? private order flow?).
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- Mempool data access (public mempool? private order flow?).
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@ -6,7 +6,7 @@ burns, inflation), lending protocol dynamics, DeFi systemic risk, and stock-flow
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stochastic differential equations (SDEs), state-space models, kinked interest rate curves, and
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stochastic differential equations (SDEs), state-space models, kinked interest rate curves, and
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inter-protocol credit exposure networks. Pops here are **aggregate behavioral cohorts**
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inter-protocol credit exposure networks. Pops here are **aggregate behavioral cohorts**
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(miners/validators, holders, speculators, protocol treasuries, borrowers/lenders) whose collective
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(miners/validators, holders, speculators, protocol treasuries, borrowers/lenders) whose collective
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behavior drives token-level dynamics across **six concurrent time horizons** at ≥ 360:1 speed.
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behavior drives token-level dynamics across **six concurrent time horizons** at tick-advanced, ≥ 360:1 (1s wall = 1h sim).
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Grounded in Vienna complex-systems token modeling [7], ResearchGate engineering token economy
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Grounded in Vienna complex-systems token modeling [7], ResearchGate engineering token economy
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frameworks [6], Aave/Compound kinked interest rate models (industry standard), and DeXposure
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frameworks [6], Aave/Compound kinked interest rate models (industry standard), and DeXposure
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@ -49,7 +49,7 @@ Julia (DifferentialEquations.jl), Python (scipy), or Octave.
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## 5. Interface contract
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## 5. Interface contract
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- Implements `query(PredictionQuery) -> BoundedPrediction` per M3 hub.
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- Implements `query(PredictionQuery) -> BoundedPrediction` per M3 hub.
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- **Output bounds:** SDE confidence bands, utilization rate ranges, contagion impact intervals.
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- **Output bounds:** SDE confidence bands, utilization rate ranges, contagion impact intervals.
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- **Time-horizon mapping** (all run concurrently, ≥ 360:1 speed):
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- **Time-horizon mapping** (all run concurrently, tick-advanced, ≥ 360:1 (1s wall = 1h sim)):
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| Horizon | Primary models | Update cadence |
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| Horizon | Primary models | Update cadence |
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|---------|---------------|----------------|
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|---------|---------------|----------------|
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| Hourly | Lending rates, utilization, liquidation risk | Every block |
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| Hourly | Lending rates, utilization, liquidation risk | Every block |
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@ -107,7 +107,7 @@ Lending: rate curve exhibits kink at $U_{\text{opt}}$; liquidation cascades trig
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collateral ratio breached. DeXposure: shock to protocol A propagates to protocol B through shared
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collateral ratio breached. DeXposure: shock to protocol A propagates to protocol B through shared
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collateral; isolated protocols unaffected. Yield: optimizer rebalances toward highest risk-adjusted
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collateral; isolated protocols unaffected. Yield: optimizer rebalances toward highest risk-adjusted
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APY. Calibration: state estimate converges to observed data. Bounds: SDE confidence bands cover
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APY. Calibration: state estimate converges to observed data. Bounds: SDE confidence bands cover
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realized paths on backtest. Speed: sim advances ≥ 360:1.
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realized paths on backtest. Speed: sim tick-advances ≥ 360:1 (1s wall = 1h sim).
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## 10. Open items
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## 10. Open items
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- Which tokens to model initially (ETH? BTC? a specific alt?).
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- Which tokens to model initially (ETH? BTC? a specific alt?).
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@ -27,7 +27,7 @@ computation. Python, Julia, or R.
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$-\partial_t u + H(x, \nabla u) = F(x, m)$, $\partial_t m - \nabla \cdot (m \nabla_p H) = 0$
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$-\partial_t u + H(x, \nabla u) = F(x, m)$, $\partial_t m - \nabla \cdot (m \nabla_p H) = 0$
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— captures emergent staking coordination without enumerating every validator; predict slashing
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— captures emergent staking coordination without enumerating every validator; predict slashing
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risk, validator set stability, and staking yield across **six concurrent time horizons** at
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risk, validator set stability, and staking yield across **six concurrent time horizons** at
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≥ 360:1 speed; produce bounded predictions on consensus health and staking returns.
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tick-advanced, ≥ 360:1 (1s wall = 1h sim); produce bounded predictions on consensus health and staking returns.
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- **Does-not:** validate blocks (this is a simulator); model AMM pools (M3c); model token supply
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- **Does-not:** validate blocks (this is a simulator); model AMM pools (M3c); model token supply
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(M3e — but consumes staking ratio from M3e as input).
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(M3e — but consumes staking ratio from M3e as input).
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@ -39,7 +39,7 @@ computation. Python, Julia, or R.
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equilibrium.
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equilibrium.
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Example: `{ value: 4.2, lower_bound: 3.6, upper_bound: 5.1, confidence: 0.82,
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Example: `{ value: 4.2, lower_bound: 3.6, upper_bound: 5.1, confidence: 0.82,
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time_horizon: "30d", sim_type: "consensus_staking" }` — annualized staking yield (%).
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time_horizon: "30d", sim_type: "consensus_staking" }` — annualized staking yield (%).
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- **Time-horizon mapping** (all run concurrently, ≥ 360:1 speed):
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- **Time-horizon mapping** (all run concurrently, tick-advanced, ≥ 360:1 (1s wall = 1h sim)):
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| Horizon | Primary models | Update cadence |
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| Horizon | Primary models | Update cadence |
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|---------|---------------|----------------|
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|---------|---------------|----------------|
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| Hourly | Markov chain validator state transitions | Every epoch |
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| Hourly | Markov chain validator state transitions | Every epoch |
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@ -7,7 +7,7 @@ optimal execution, and cross-exchange arbitrage** at the fastest time scales. Po
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**Almgren-Chriss optimal execution framework** for minimizing market impact of large orders.
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**Almgren-Chriss optimal execution framework** for minimizing market impact of large orders.
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Operates at the highest temporal resolution — where M3a provides statistical forecasts and M3c
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Operates at the highest temporal resolution — where M3a provides statistical forecasts and M3c
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models pool mechanics, M3g models the *plumbing* of how orders actually execute, across **six
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models pool mechanics, M3g models the *plumbing* of how orders actually execute, across **six
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concurrent time horizons** at ≥ 360:1 speed.
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concurrent time horizons** at tick-advanced, ≥ 360:1 (1s wall = 1h sim).
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## 2. Status / certainty
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## 2. Status / certainty
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DESIGN-FIRST · ABSENT. Order-book microstructure theory C4 (established). Almgren-Chriss
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DESIGN-FIRST · ABSENT. Order-book microstructure theory C4 (established). Almgren-Chriss
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@ -36,7 +36,7 @@ Python with optimized event loop.
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## 5. Interface contract
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## 5. Interface contract
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- Implements `query(PredictionQuery) -> BoundedPrediction` per M3 hub.
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- Implements `query(PredictionQuery) -> BoundedPrediction` per M3 hub.
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- **Output bounds:** execution cost ranges, liquidity intervals, optimal trajectory envelopes.
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- **Output bounds:** execution cost ranges, liquidity intervals, optimal trajectory envelopes.
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- **Time-horizon mapping** (all run concurrently, ≥ 360:1 speed):
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- **Time-horizon mapping** (all run concurrently, tick-advanced, ≥ 360:1 (1s wall = 1h sim)):
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| Horizon | Primary models | Update cadence |
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| Horizon | Primary models | Update cadence |
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|---------|---------------|----------------|
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|---------|---------------|----------------|
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| Tick–hourly | Almgren-Chriss execution, slippage, spread, arb decay | Every tick |
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| Tick–hourly | Almgren-Chriss execution, slippage, spread, arb decay | Every tick |
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@ -90,7 +90,7 @@ Slippage: larger orders produce greater slippage. Spread: spread widens under ad
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Almgren-Chriss: optimal trajectory minimizes total cost vs. naive execution on backtest; impact
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Almgren-Chriss: optimal trajectory minimizes total cost vs. naive execution on backtest; impact
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parameters update when market conditions change. Arb decay: detected arb opportunity closes over
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parameters update when market conditions change. Arb decay: detected arb opportunity closes over
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time. Depth: depth profile matches order book state. Bounds: all outputs bounded. Resolution:
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time. Depth: depth profile matches order book state. Bounds: all outputs bounded. Resolution:
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predictions update at tick frequency. Speed: sim advances ≥ 360:1.
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predictions update at tick frequency. Speed: sim tick-advances ≥ 360:1 (1s wall = 1h sim).
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## 10. Open items
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## 10. Open items
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- CEX order book data access (API limitations, costs).
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- CEX order book data access (API limitations, costs).
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