diff --git a/.claude/hooks/install-toolchains.sh b/.claude/hooks/install-toolchains.sh deleted file mode 100755 index 65b1a2f..0000000 --- a/.claude/hooks/install-toolchains.sh +++ /dev/null @@ -1,124 +0,0 @@ -#!/bin/bash -set -euo pipefail - -# SessionStart hook — install the polyglot build toolchains for this repo. -# -# Claude Code on the web runs in an ephemeral container: anything installed -# outside the cached project tree vanishes on restart. This hook reinstalls the -# toolchains the project depends on at the start of every session. -# -# Design rules: -# * IDEMPOTENT — each tool is skipped if it is already on PATH (command -v). -# * HARD FAIL — if an install fails, the session cannot build. Stop. - -log() { echo "[install-toolchains] $*"; } -die() { echo "[install-toolchains] FATAL: $*" >&2; exit 1; } - -export DEBIAN_FRONTEND=noninteractive - -# --------------------------------------------------------------------------- -# GNAT + gprbuild + GnuCOBOL (apt) -# --------------------------------------------------------------------------- -if command -v gnatmake >/dev/null 2>&1 && command -v cobc >/dev/null 2>&1; then - log "GNAT/gprbuild/GnuCOBOL already present; skipping apt install." -else - log "Installing gnat gprbuild gnucobol via apt-get ..." - sudo apt-get install -y gnat gprbuild gnucobol || die "apt-get install of gnat/gprbuild/gnucobol failed." -fi - -# --------------------------------------------------------------------------- -# Pony (ponyc) via ponyup -# --------------------------------------------------------------------------- -if command -v ponyc >/dev/null 2>&1; then - log "ponyc already present; skipping ponyup install." -else - log "Installing ponyc via ponyup ..." - sh -c "$(curl --proto '=https' --tlsv1.2 -sSf https://raw.githubusercontent.com/ponylang/ponyup/latest-release/ponyup-init.sh)" || die "ponyup-init.sh failed." - /root/.local/share/ponyup/bin/ponyup update ponyc release || die "ponyup update ponyc release failed." -fi - -# --------------------------------------------------------------------------- -# Alire (alr) 2.1.1 -# --------------------------------------------------------------------------- -if command -v alr >/dev/null 2>&1; then - log "alr already present; skipping Alire install." -else - log "Installing Alire (alr) 2.1.1 ..." - curl -sSL -o /tmp/alr.zip https://github.com/alire-project/alire/releases/download/v2.1.1/alr-2.1.1-bin-x86_64-linux.zip || die "Alire download failed." - ( cd /tmp && unzip -o -q alr.zip && sudo cp bin/alr /usr/local/bin/alr && chmod +x /usr/local/bin/alr ) || die "Alire unzip/copy failed." - log "alr installed to /usr/local/bin/alr" -fi - -# --------------------------------------------------------------------------- -# Fortran 2018 (gfortran) + OpenBLAS (economy organ: M3d, M3e) -# --------------------------------------------------------------------------- -if command -v gfortran >/dev/null 2>&1; then - log "gfortran already present; skipping." -else - log "Installing gfortran libopenblas-dev via apt-get ..." - sudo apt-get install -y gfortran libopenblas-dev || die "apt-get install of gfortran/libopenblas-dev failed." -fi - -# --------------------------------------------------------------------------- -# fpm — Fortran Package Manager (economy organ: M3d, M3e) -# --------------------------------------------------------------------------- -if command -v fpm >/dev/null 2>&1; then - log "fpm already present; skipping." -else - log "Installing fpm ..." - FPM_URL="https://github.com/fortran-lang/fpm/releases/download/v0.10.1/fpm-0.10.1-linux-x86_64" - curl -sSL -o /tmp/fpm "$FPM_URL" || die "fpm download failed." - sudo cp /tmp/fpm /usr/local/bin/fpm && sudo chmod +x /usr/local/bin/fpm || die "fpm install failed." - log "fpm installed to /usr/local/bin/fpm" -fi - -# --------------------------------------------------------------------------- -# Tcl (economy organ: M3 sim hub) -# --------------------------------------------------------------------------- -if command -v tclsh >/dev/null 2>&1; then - log "tclsh already present; skipping." -else - log "Installing tcl via apt-get ..." - sudo apt-get install -y tcl || die "apt-get install of tcl failed." -fi - -# --------------------------------------------------------------------------- -# ECLiPSe Prolog (economy organ: M3b, M3f) -# --------------------------------------------------------------------------- -if command -v eclipse >/dev/null 2>&1 || [ -x /opt/eclipseclp/bin/x86_64_linux/eclipse ]; then - log "ECLiPSe Prolog already present; skipping." -else - log "Installing ECLiPSe Prolog ..." - ECLIPSE_URL="https://eclipseclp.org/Distribution/Current/7.1_13/x86_64_linux/eclipse_basic.tgz" - curl -sSL -o /tmp/eclipse_basic.tgz "$ECLIPSE_URL" || die "ECLiPSe download failed." - sudo mkdir -p /opt/eclipseclp || die "Could not create /opt/eclipseclp." - sudo tar -xzf /tmp/eclipse_basic.tgz -C /opt/eclipseclp || die "ECLiPSe extraction failed." - log "ECLiPSe installed to /opt/eclipseclp" -fi - -# --------------------------------------------------------------------------- --------------------------------------------------------------------------- -# Solidity / Foundry (economy organ: M3c) -# --------------------------------------------------------------------------- -# if command -v forge >/dev/null 2>&1; then -# log "forge (Foundry) already present; skipping." -# else -# log "Installing Foundry (forge, anvil) ..." -# curl -sSL https://foundry.paradigm.xyz | bash || die "Foundry install script failed." -# "$HOME/.foundry/bin/foundryup" || die "foundryup failed." -# log "Foundry installed" -# fi - -# --------------------------------------------------------------------------- -# PATH for tools not in standard locations. -# --------------------------------------------------------------------------- -EXTRA_PATHS='/root/.local/share/ponyup/bin:/opt/eclipseclp/bin/x86_64_linux' -FOUNDRY_PATH="$HOME/.foundry/bin" -FULL_PATH_LINE="export PATH=$EXTRA_PATHS:$FOUNDRY_PATH:\$PATH" -if [ -f "$HOME/.bashrc" ] && grep -qF "eclipseclp" "$HOME/.bashrc"; then - log "Toolchain PATH lines already in ~/.bashrc; skipping." -else - log "Appending toolchain PATH lines to ~/.bashrc" - echo "$FULL_PATH_LINE" >> "$HOME/.bashrc" || die "Could not append to ~/.bashrc." -fi - -log "Done." diff --git a/core/docs/plans/M1-api-shapes.md b/core/docs/plans/M1-api-shapes.md new file mode 100644 index 0000000..f0eaa1e --- /dev/null +++ b/core/docs/plans/M1-api-shapes.md @@ -0,0 +1,4 @@ +# Trader-Wallet + + +if only you fuckingnlistened diff --git a/core/docs/plans/M1-law-script-design.md b/core/docs/plans/M1-law-script-design.md new file mode 100644 index 0000000..ed30136 --- /dev/null +++ b/core/docs/plans/M1-law-script-design.md @@ -0,0 +1,443 @@ +# M1 Marketplace — Deterministic Law Script Format Decision Document + +## Executive Summary + +The M1 Marketplace's law script is a **constitution**: deterministic, auditable, non-Turing, loaded at startup, immutable at runtime (L2). This document compares three candidate formats for expressing M1's scoped invariants (L1–L5), position limits, drawdown stops, action allowlists, wallet-binding requirements, and chain allowlists. We recommend **S-expressions with a fixed combinator set** for its optimal balance of expressiveness, auditability, non-Turing guarantees, and failure-mode isolation. + +--- + +## 1. Candidate Formats + +### 1.1 Format A: Declarative Rule Table (YAML/TOML-style records) + +**Structure:** +```yaml +rules: + - id: "rule_001" + name: "Max BTC position" + condition: + asset: "BTC" + action_type: "buy" + constraint: { position_limit: 10.0 } + + - id: "rule_002" + name: "Unauthorized chains blocked" + condition: + action_type: "*" + constraint: + chain_allowlist: ["ethereum", "solana"] +``` + +**Expressiveness:** +- ✅ Naturally expresses static constraints (position limits, allowlists, drawdown stops). +- ⚠️ Awkward for conditional logic (e.g., "if position > X, then drawdown stop"). Requires deep nesting or external evaluation logic. +- ⚠️ Difficult to express negation, conjunction, or disjunction across multiple fields without ad-hoc extensions. + +**Auditability:** +- ✅ Human-readable; rules are self-documenting. +- ✅ Schema validation possible (e.g., JSON Schema, OpenAPI). +- ⚠️ No built-in way to trace evaluation: which rules matched? In what order? Why did law_check pass or fail? + +**Non-Turing Guarantee:** +- ✅ Structure is inherently acyclic (no loops, recursion, or branching). +- ⚠️ Depends on implementation: evaluator must be guaranteed to iterate once per rule, no internal loops. +- ⚠️ If evaluator uses external functions (e.g., "call_oracle"), non-Turing status is lost. + +**Failure Modes:** +- **Silent mismatches:** A typo in a field name (e.g., `chain_alowlist`) silently skips the rule. +- **Ambiguous precedence:** If multiple rules match, which one applies? YAML provides no ordering semantics. +- **Extension creep:** New logic (e.g., time-based rules, cross-asset constraints) requires schema mutations. + +--- + +### 1.2 Format B: S-expressions with Fixed Combinator Set + +**Structure:** +```scheme +(law + (id "rule_001") + (name "Max BTC position") + (check (lambda (action trader wallet) + (and + (eq (asset action) "BTC") + (eq (action-type action) "buy") + (< (position trader "BTC") 10.0))))) + +(law + (id "rule_002") + (name "Chain allowlist") + (check (lambda (action trader wallet) + (member (chain action) (list "ethereum" "solana"))))) +``` + +**Expressiveness:** +- ✅ Combinator set (`and`, `or`, `not`, `<`, `>`, `member`, `eq`, etc.) is Turing-incomplete by construction. +- ✅ Natural for predicates, constraints, and conditional logic. +- ✅ Extensible via new combinators (e.g., add `ratio-check` for drawdown). +- ✅ Composable: build complex rules from simple primitives. +- ⚠️ Steep learning curve for non-programmers (COBOL-familiar operators may resist). + +**Auditability:** +- ✅ Each rule is a pure function: input (action, trader, wallet) → output (pass/fail). +- ✅ Trace semantics are built-in: can log each combinator call, build proof trees. +- ✅ Debuggable: step through symbolic execution. +- ✅ Self-documenting via lambda structure. + +**Non-Turing Guarantee:** +- ✅ Combinator set is closed; only allowed operations are enumerated (no `while`, `recurse`, `call-external`). +- ✅ Depth bound: lambda nesting is bounded by law complexity; evaluator can enforce max depth. +- ✅ Time bound: each combinator has known cost; evaluator can enforce max steps. +- ✅ Provably non-Turing if combinator set excludes recursion and cycles. + +**Failure Modes:** +- **Syntax errors:** Malformed S-expressions fail at parse time; no silent skips. +- **Undefined combinator:** If a rule uses `(frobnicate ...)`, parser rejects it immediately. +- **Type mismatches:** If a rule tries `(< action "ethereum")` (comparing struct to string), evaluator fails gracefully. +- **Depth/step limits:** If a law is too complex, evaluator flags it at load time, not at runtime. + +--- + +### 1.3 Format C: Decision-Table (Matrix Format) + +**Structure:** +``` +| Rule ID | Asset | Action | Position Limit | Chain Allowlist | Drawdown Stop | Outcome | +|---------|-------|--------|-----------------|-----------------|---------------|---------| +| R_001 | BTC | buy | < 10 | ethereum,solana | n/a | PASS | +| R_001 | BTC | buy | >= 10 | ethereum,solana | n/a | FAIL | +| R_002 | * | * | n/a | ethereum,solana | n/a | PASS if chain in list | +| R_003 | ETH | sell | n/a | ethereum,solana | < 20% loss | PASS | +``` + +**Expressiveness:** +- ✅ Intuitive for auditors: each row is a rule, each column is a fact or constraint. +- ⚠️ Difficult to express complex logic (e.g., "if position > X AND wallet binding missing, fail"). Requires cartesian product of rows. +- ⚠️ Scaling: N conditions × M values = O(N×M) rows; easily becomes unwieldy. +- ✅ Good for classification / risk matrices. + +**Auditability:** +- ✅ Highly visual: auditor can scan rows and see all rules at once. +- ✅ Compliance-friendly: decision tables are used in regulated industries (banking, insurance). +- ⚠️ Redundancy: same constraint repeated across many rows; easy to introduce inconsistencies. +- ⚠️ No inherent proof structure: why did a row match? Requires external tracing. + +**Non-Turing Guarantee:** +- ✅ Table is finite; no loops or recursion by structure. +- ⚠️ Depends on "Outcome" cell: if it can call arbitrary functions, non-Turing is lost. +- ⚠️ Row matching logic must be deterministic and acyclic. + +**Failure Modes:** +- **Row ordering ambiguity:** If multiple rows match, which takes precedence? Table format doesn't specify. +- **Incomplete coverage:** If no row matches, what happens? Default to PASS or FAIL? +- **Maintenance complexity:** Adding a new constraint requires rebuilding the entire table (cartesian product). +- **Hidden correlations:** Hard to see relationships between rules (e.g., "R_001 always paired with R_003"). + +--- + +## 2. Comparative Analysis + +| Criterion | A (Declarative) | B (S-expr) | C (Decision-table) | +|-----------|-----------------|------------|-------------------| +| **Expressiveness** | ⭐⭐ (static constraints) | ⭐⭐⭐⭐⭐ (composable predicates) | ⭐⭐⭐ (classification) | +| **Auditability** | ⭐⭐⭐ (readable, schema-valid) | ⭐⭐⭐⭐⭐ (proof trees, trace logs) | ⭐⭐⭐⭐ (visual, tabular) | +| **Non-Turing guarantee** | ⭐⭐⭐ (structural, not airtight) | ⭐⭐⭐⭐⭐ (provable, combinator-closed) | ⭐⭐⭐ (structural) | +| **Extensibility** | ⭐⭐ (schema mutation) | ⭐⭐⭐⭐ (add combinators) | ⭐ (cartesian explosion) | +| **Human readability** | ⭐⭐⭐⭐ | ⭐⭐⭐ (for programmers) | ⭐⭐⭐⭐ | +| **Failure-mode isolation** | ⭐⭐ (silent mismatches) | ⭐⭐⭐⭐⭐ (fail-fast parsing) | ⭐⭐⭐ (depends on semantics) | + +--- + +## 3. Recommendation: S-expressions with Fixed Combinator Set + +**We recommend Format B** for the following reasons: + +1. **Non-Turing Provability (L2 requirement):** S-expressions with a closed combinator set are provably non-Turing. The Marketplace can enumerate all allowed operations at startup, verify no cycles or unbounded loops, and enforce step/depth limits at evaluation time. This is unmatched by Formats A and C. + +2. **Auditability & Traceability:** Each law is a pure function with explicit inputs and outputs. The evaluator can build a **proof tree** showing which combinators matched, in what order, and why `law_check` passed or failed. Auditors can step through the logic symbolically. Formats A and C lack this transparency. + +3. **Failure-Mode Isolation:** Parse-time and load-time failures catch errors immediately. A malformed law (undefined combinator, type mismatch, depth exceeded) fails hard at startup—no silent skips, no runtime surprises. This mirrors the COBOL vault invariant (S3 / S99). + +4. **Extensibility without Mutation:** New constraints (drawdown ratio checks, wallet-binding logic, time-based rules) are added as new combinators, not schema mutations. The core evaluator remains stable. + +5. **Compatibility with L3-L5:** + - **L3 (no wallet, no access):** Combinator `(wallet-bound? wallet)` is a primitive. + - **L4 (veto after law, before execution):** Combinator set does not include veto logic; law_check is orthogonal to veto_check. + - **L5 (logging):** Evaluator logs each law invocation and result; combinators are traceable. + +6. **Operator + Homunculus Signatures (L2):** The S-expression law script is a single immutable text blob, signed at startup. Easier to sign and verify than YAML (schema-dependent serialization) or decision tables (multi-row format). + +--- + +## 4. Fixed Combinator Set + +The law script evaluator provides a **closed set** of combinators. No new combinators are added at runtime; changes to the combinator set require a restart with new signatures. + +### Core Combinators + +**Logical:** +- `(and expr1 expr2 ...)` — conjunction (short-circuits on false). +- `(or expr1 expr2 ...)` — disjunction (short-circuits on true). +- `(not expr)` — negation. + +**Comparison:** +- `(eq x y)`, `(ne x y)` — equality / inequality. +- `(< x y)`, `(> x y)`, `(<= x y)`, `(>= x y)` — numeric comparison. + +**Membership:** +- `(member item (list ...))` — item in list? Returns true/false. +- `(in-range value min max)` — value in [min, max)? + +**Predicates on Action/Trader/Wallet:** +- `(asset-is action symbol)` — asset == symbol. +- `(action-type-is action type)` — action type (buy, sell, mint, etc.). +- `(position-limit trader asset limit)` — trader's position in asset < limit. +- `(drawdown-limit trader asset percent)` — realized drawdown < percent. +- `(chain-is action chain)` — blockchain == chain. +- `(wallet-bound wallet)` — wallet is non-null. +- `(wallet-approved wallet trader)` — wallet is approved for this trader (from M4 binding). +- `(status-is trader status)` — trader status (active, suspended, etc.). + +**Arithmetic (safe):** +- `(+ x y)`, `(- x y)`, `(* x y)`, `(/ x y)` — bounded arithmetic (saturation on overflow). + +**Control (non-Turing):** +- `(cond (test1 result1) (test2 result2) ...)` — if-then-else (no loops). +- `(comment "text" expr)` — documentation; evaluates expr, returns result. + +### Forbidden Operations +- `(loop ...)`, `(while ...)`, `(recurse ...)` — unbounded iteration. +- `(call-external ...)`, `(invoke-oracle ...)` — non-deterministic side effects. +- `(eval ...)`, `(quote ...)` — metaprogramming. + +--- + +## 5. Example Marketplace Constitution (M1-v1) + +```scheme +;;; M1 Marketplace — Deterministic Law Script v1 +;;; Loaded at startup; immutable at runtime (M1-L2). +;;; Operator & Homunculus signatures below. + +;;; ============================================================ +;;; HEADER: Version, Signatures, Metadata +;;; ============================================================ + +(constitution + (version "1.0") + (effective-date "2026-07-19T00:00:00Z") + (operator-signature "0x1234...abcd") ; Operator's Ed25519 signature + (homunculus-signature "0x5678...efgh") ; Homunculus's Ed25519 signature + (description "M1 Marketplace law script v1: enforces L1-L5 invariants, position limits, chain allowlists.") +) + +;;; ============================================================ +;;; L1: All market actions route through Marketplace +;;; (Implicit: law_check is the only gate. No on-chain bypass possible.) +;;; ============================================================ + +;;; ============================================================ +;;; L3: No wallet, no access +;;; ============================================================ + +(law + (id "L3-wallet-binding") + (name "Trader must have bound wallet") + (description "L3 invariant: a trader without a bound wallet cannot submit actions.") + (check (lambda (action trader wallet) + (wallet-bound wallet)))) + +;;; ============================================================ +;;; L4: Veto is checked after law, before execution +;;; (Implicit: law_check runs first, then veto_check. No veto in law script.) +;;; ============================================================ + +;;; ============================================================ +;;; L5: Every action is logged +;;; (Implicit: evaluator logs all law_check invocations, pass or fail.) +;;; ============================================================ + +;;; ============================================================ +;;; Position Limits (per-asset, per-trader) +;;; ============================================================ + +(law + (id "LIMIT-BTC") + (name "BTC position limit") + (description "No single trader may hold > 10 BTC.") + (check (lambda (action trader wallet) + (or + (not (asset-is action "BTC")) + (position-limit trader "BTC" 10.0))))) + +(law + (id "LIMIT-ETH") + (name "ETH position limit") + (description "No single trader may hold > 100 ETH.") + (check (lambda (action trader wallet) + (or + (not (asset-is action "ETH")) + (position-limit trader "ETH" 100.0))))) + +(law + (id "LIMIT-USDC") + (name "USDC position limit") + (description "No single trader may hold > 1M USDC.") + (check (lambda (action trader wallet) + (or + (not (asset-is action "USDC")) + (position-limit trader "USDC" 1000000.0))))) + +;;; ============================================================ +;;; Drawdown Stops +;;; ============================================================ + +(law + (id "STOP-20pct-drawdown") + (name "Drawdown stop at 20%") + (description "If a trader's realized drawdown exceeds 20%, no further sells (or limit actions) until reset.") + (check (lambda (action trader wallet) + (or + (not (action-type-is action "sell")) + (drawdown-limit trader "all" 20.0))))) + +;;; ============================================================ +;;; Action Allowlists: Only buy, sell, mint, provide_liquidity, withdraw, claim_rewards +;;; ============================================================ + +(law + (id "ACTION-allowlist") + (name "Only allowed action types") + (description "Marketplace only accepts: buy, sell, mint, provide_liquidity, withdraw_liquidity, claim_rewards.") + (check (lambda (action trader wallet) + (member (action-type action) + (list "buy" "sell" "mint" "provide_liquidity" "withdraw_liquidity" "claim_rewards"))))) + +;;; ============================================================ +;;; Chain Allowlist: ethereum, solana, arbitrum +;;; ============================================================ + +(law + (id "CHAIN-allowlist") + (name "Supported chains only") + (description "Actions are allowed only on ethereum, solana, or arbitrum.") + (check (lambda (action trader wallet) + (member (chain action) + (list "ethereum" "solana" "arbitrum"))))) + +;;; ============================================================ +;;; Wallet Approval: Wallet must be approved for this trader +;;; ============================================================ + +(law + (id "WALLET-approval") + (name "Wallet must be approved for trader") + (description "The bound wallet must be explicitly approved for this trader by M4.") + (check (lambda (action trader wallet) + (wallet-approved wallet trader)))) + +;;; ============================================================ +;;; Trader Status: Only active traders can submit actions +;;; ============================================================ + +(law + (id "TRADER-status") + (name "Trader must be active") + (description "Only traders with status 'active' can submit actions. Suspended or banned traders are rejected.") + (check (lambda (action trader wallet) + (status-is trader "active")))) + +;;; ============================================================ +;;; End of Constitution +;;; ============================================================ +``` + +--- + +## 6. Evaluation & Versioning + +### Law Script Loading (Startup) + +1. **Parse:** S-expression parser validates syntax. Reject if malformed. +2. **Verify Signatures:** Extract operator + Homunculus signatures; verify with Ed25519 public keys. Reject if invalid. +3. **Validate Combinators:** Scan all `(lambda ...)` expressions; ensure only allowed combinators are used. Reject if undefined combinator found. +4. **Enforce Depth Limits:** Check that lambda nesting depth < 20 (configurable). Reject if exceeded. +5. **Load into Memory:** Store law script as immutable bytecode. Set flag: law script is loaded and locked. + +### Law Check Execution + +``` +law_check(action: MarketAction) -> { pass | violation(rule_id, reason) } +``` + +1. Iterate over all laws (in order of definition). +2. For each law, invoke `(check action trader wallet)`. +3. If lambda returns **false**, record violation(rule_id, reason) and stop. +4. If all laws return **true**, return pass. +5. Log every invocation: rule_id, inputs, output, timestamp. + +### Versioning & Updates + +- **Current Version:** `"1.0"` (loaded at startup). +- **Update Process:** Operator + Homunculus jointly author a new law script (version `"1.1"`), sign it, submit to Marketplace coordinator. +- **Activation:** Coordinator restarts Marketplace with new law script; old version is abandoned. (No in-flight migration; trades-in-progress must complete or be canceled.) +- **Audit Trail:** Every law script version is archived with signatures, timestamp, and change log. + +--- + +## 7. Failure Modes & Mitigation + +### Parse Failure +- **Mode:** Malformed S-expression (unmatched parens, undefined combinator). +- **Mitigation:** Fail at startup; operator is alerted; Marketplace does not boot. Prevents silent corruption. + +### Signature Mismatch +- **Mode:** Law script is edited after signing (operator or Homunculus signature invalid). +- **Mitigation:** Fail at startup; abort boot. Ensures L2 immutability. + +### Combinator Overflow +- **Mode:** Lambda nesting depth or step count exceeded (accidentally or maliciously complex law). +- **Mitigation:** Reject at load time if depth > limit; reject at runtime if steps > limit. Ensures termination. + +### Silent Falses +- **Mode:** A law returns false due to unforeseen input (e.g., null asset). +- **Mitigation:** Combinator set includes explicit nil-checks (e.g., `(asset-is action "NULL")` returns false, not an error). Evaluator logs the false + reason. + +### Type Mismatches +- **Mode:** Lambda tries to compare incompatible types (e.g., `(< "BTC" 10.0)`). +- **Mitigation:** Type-check at parse time or runtime. Reject with clear error. No silent type coercion. + +--- + +## 8. Rationale for S-expressions + +1. **Provable Non-Turing:** Closed combinator set with explicit enumeration. No ambiguity. +2. **Audit Trail:** Proof trees show exactly which laws matched, in what order. Compliance-ready. +3. **Fail-Fast Design:** Parse-time and load-time validation catch errors before runtime. Mirrors S99 / vault pattern. +4. **Composability:** Complex rules built from simple primitives. Easy to extend without schema mutations. +5. **Testability:** Each combinator is independently testable. Laws are pure functions. +6. **Operator + Homunculus Signatures:** Single immutable law text is signed; no serialization ambiguity. + +--- + +## 9. Transition Path + +1. **Phase 1 (Sprint N):** Implement S-expression parser + combinator evaluator. Write unit tests for all combinators. +2. **Phase 2 (Sprint N+1):** Wire M1 `law_check` to S-expression evaluator. Test with example constitution (above). +3. **Phase 3 (Sprint N+2):** Integrate M4 (wallet binding), M6 (veto), M7 (logging). End-to-end smoke test. +4. **Phase 4 (Sprint N+3):** Operator + Homunculus review; sign v1 law script. Deploy to production. + +--- + +## 10. Open Questions for Review + +1. **Combinator Set Completeness:** Are there missing combinators for L1-L5 or position logic? +2. **Step/Depth Limits:** What are safe upper bounds? (Suggest: max_depth=20, max_steps=1000.) +3. **Error Messages:** How granular should violation reasons be? (E.g., "position_limit_exceeded_BTC_5.2_of_10.0" vs. "position_limit_exceeded"?) +4. **Signature Algorithm:** Ed25519, ECDSA, or other? (Recommend: Ed25519, matching COBOL vault.) +5. **Tax Collection (M0):** Where does tax logic live—in M1 law script or in a separate M0 component? (Out of scope here; M1 calls tax stub.) + +--- + +## Conclusion + +**S-expressions with a fixed combinator set** provide the optimal combination of expressiveness, auditability, non-Turing provability, and failure-mode isolation for M1's deterministic law script. The format aligns with the COBOL vault pattern (S99 / immutability + dual signatures), scales naturally with new constraints, and enables full audit trails for compliance. diff --git a/core/docs/plans/M3-sims-hub.md b/core/docs/plans/M3-sims-hub.md index 81c50aa..4e56d8c 100644 --- a/core/docs/plans/M3-sims-hub.md +++ b/core/docs/plans/M3-sims-hub.md @@ -18,8 +18,8 @@ established); specific model parameters C1. ## 3. Language & location **Tcl** · `src/economy/sims/`. The hub is a syntax-agnostic coordinator: Tcl manages lifecycle, tick-advancement, and query routing for sub-sims in their native runtimes via -stdin/stdout JSON — **Fortran** (M3d, M3e), **Prolog** (M3b, M3f), **R** (M3a), -**Solidity** (M3c), **Zig** (M3g). Tcl imposes no type system or paradigm on the +stdin/stdout JSON — **Fortran** (M3d, M3e, M3g), **Prolog** (M3b, M3f), **R** (M3a), +**Solidity** (M3c). Tcl imposes no type system or paradigm on the sub-processes it orchestrates. ## 4. Does / does-not @@ -50,17 +50,22 @@ sub-processes it orchestrates. `SimType` ∈ { `statistical`, `sociological`, `amm_liquidity`, `mev_adversarial`, `tokenomics_macro`, `consensus_staking`, `market_microstructure` } (M3a–M3g). - `BoundedPrediction { value, lower_bound, upper_bound, confidence, correctness, certainty, - time_horizon, sim_type, timestamp }`. + time_horizon, sim_type, timestamp, token_ticker, recent_shift }`. Every output is bounded — no point estimates without uncertainty ranges. Three quality metrics, each ∈ [0.00, 10.00]: **confidence** — how sure the model is of this prediction; - **correctness** — how accurate the model has been historically; + **correctness** — how accurate the model has been historically (scored against literal + market values from M2); **certainty** — how stable the estimate is across perturbations. + **token_ticker** — which asset this prediction concerns (e.g. `"ETH"`, `"BTC"`). + **recent_shift** — literal observed market movement (ground truth from M2, not sim output). + Same M2 source feeds calibration and `correctness` scoring. Gain rates print as `lower - value - upper / 10.00` (e.g. `2.31 - 4.44 - 7.11 / 10.00 gain over next 30 days`); the denominator aids legibility — gain is not capped at 10.00. Example: `{ value: 7.2, lower_bound: 5.8, upper_bound: 8.9, confidence: 7.30, - correctness: 8.10, certainty: 6.50, time_horizon: "4h", sim_type: "amm_liquidity" }`. + correctness: 8.10, certainty: 6.50, time_horizon: "4h", sim_type: "amm_liquidity", + token_ticker: "ETH", recent_shift: -0.023 }`. - `status(sim_type?) -> { running, pop_count, last_calibration, data_freshness }` — health check. - `calibrate(sim_type, feed_data: [NormalizedDatum])` — Data Feeds (M2) pushes live data for model recalibration. diff --git a/core/docs/plans/M3a-statistical-sims.md b/core/docs/plans/M3a-statistical-sims.md index 0b0b91f..9bd5d41 100644 --- a/core/docs/plans/M3a-statistical-sims.md +++ b/core/docs/plans/M3a-statistical-sims.md @@ -16,10 +16,13 @@ execution C5 (industry standard since 2001). Jump-diffusion C5 (Merton 1976). Pa for crypto markets C1. ## 3. Language & location -TBD · `src/economy/sims/statistical/`. **R** — native statistical distribution ecosystem, -matrix operations, and time-series libraries (GARCH, ARIMA, HMM) without wrapping external -solvers. Fractional Brownian motion generation uses spectral methods (Hosking 1984, Wood & Chan -1994) or Cholesky decomposition of the covariance matrix. +**R 4.x** (apt `r-base-core`) · `src/economy/sims/statistical/`. Vital CRAN packages only: +`HiddenMarkov` (Viterbi filter, forward-backward, Baum-Welch), `rugarch` (univariate GARCH +volatility — GJR/EGARCH families, ML fitting), `rmgarch` (DCC-GARCH cross-asset correlation). +Everything else is hand-rolled with base R primitives (`optim`, `fft`, `arima`, matrix ops): +Heston SDE (Euler–Maruyama), Merton jump-diffusion, GBM Monte Carlo, copula tail-dependence, +and fBM via spectral methods (Hosking 1984 / Wood & Chan 1994) on base `fft()`. JSON I/O for +the Hub stdin/stdout protocol is hand-rolled. ## 4. Does / does-not - **Does:** run Monte Carlo price simulations (GBM, Merton jump-diffusion, Heston stochastic diff --git a/core/docs/plans/M3b-sociological-sims.md b/core/docs/plans/M3b-sociological-sims.md index abca9a6..228d9a3 100644 --- a/core/docs/plans/M3b-sociological-sims.md +++ b/core/docs/plans/M3b-sociological-sims.md @@ -17,11 +17,12 @@ solvers C3). Crypto pump-and-dump ABM C3 (3-agent protocol validated on historic Pop behavioral models C1. ## 3. Language & location -ECLiPSe Prolog · `src/economy/sims/sociological/`. **Prolog** — game-theoretic equilibria, replicator -dynamics, and strategy evolution are naturally expressed as logical relations over population -states; Nash equilibrium search is constraint satisfaction. Needs efficient population iteration, -strategy mutation, PDE solvers for MFG (HJB + Fokker-Planck), and bandit algorithms -(UCB/Thompson). +**ECLiPSe Prolog 7.2** · `src/economy/sims/sociological/`. Libraries: **ic** (interval +constraints — bounds propagation for BoundedPrediction ranges), **eplex** (LP/MIP via COIN-OR +CLP/CBC — Nash equilibrium computation). Game-theoretic equilibria, replicator dynamics, and +strategy evolution are naturally expressed as logical relations over population states; Nash +equilibrium search is constraint satisfaction. Needs efficient population iteration, strategy +mutation, PDE solvers for MFG (HJB + Fokker-Planck), and bandit algorithms (UCB/Thompson). ## 4. Does / does-not - **Does:** simulate populations of behavioral archetypes competing in a market; apply diff --git a/core/docs/plans/M3c-amm-liquidity-sims.md b/core/docs/plans/M3c-amm-liquidity-sims.md index 3caa969..53056cf 100644 --- a/core/docs/plans/M3c-amm-liquidity-sims.md +++ b/core/docs/plans/M3c-amm-liquidity-sims.md @@ -12,9 +12,11 @@ impermanent loss formula C5 (closed-form: $\text{IL}(r) = \frac{2\sqrt{r}}{1+r} simulation parameterization C1. ## 3. Language & location -TBD · `src/economy/sims/amm/`. **Solidity** — on-chain-equivalent fixed-point arithmetic -reproduces the exact invariant calculations DEXs execute, eliminating precision-mismatch bugs -between sim and production contracts. +**Solidity** + **Foundry** (forge, anvil) · `src/economy/sims/amm/`. Foundry is hosted +separately from the session container — not a session-start install. M3c's output enters the +system through Hub like every other sim, same `BoundedPrediction` schema, same M2 path. +On-chain-equivalent fixed-point arithmetic reproduces the exact invariant calculations DEXs +execute, eliminating precision-mismatch bugs between sim and production contracts. ## 4. Does / does-not - **Does:** simulate constant-product pools with fee parameter $\gamma$: diff --git a/core/docs/plans/M3f-consensus-staking-sims.md b/core/docs/plans/M3f-consensus-staking-sims.md index 104a996..1723a44 100644 --- a/core/docs/plans/M3f-consensus-staking-sims.md +++ b/core/docs/plans/M3f-consensus-staking-sims.md @@ -14,10 +14,11 @@ validator populations C4 (Lasry & Lions 2007; validator-specific application C3) simulation parameterization C1. ## 3. Language & location -TBD · `src/economy/sims/consensus/`. **Prolog** — Markov chain transition rules, Nash -equilibrium search, and replicator dynamics are constraint-satisfaction problems over validator -populations; Prolog's backtracking search finds equilibria declaratively rather than -imperatively iterating toward them. +**ECLiPSe Prolog 7.2** · `src/economy/sims/consensus/`. Libraries: **ic** (interval +constraints), **eplex** (LP/MIP via COIN-OR CLP/CBC — Nash equilibrium via linear programming). +Markov chain transition rules, Nash equilibrium search, and replicator dynamics are +constraint-satisfaction problems over validator populations; Prolog's backtracking search finds +equilibria declaratively rather than imperatively iterating toward them. ## 4. Does / does-not - **Does:** simulate validator populations where honesty evolves via **evolutionary game theory** diff --git a/core/docs/plans/M3g-market-microstructure-sims.md b/core/docs/plans/M3g-market-microstructure-sims.md index a3c5810..062d966 100644 --- a/core/docs/plans/M3g-market-microstructure-sims.md +++ b/core/docs/plans/M3g-market-microstructure-sims.md @@ -15,9 +15,11 @@ optimal execution C5 (industry standard since 2001; crypto adaptations validated Kurz CMC thesis). DEX-specific microstructure C2 (emerging). Implementation C1. ## 3. Language & location -TBD · `src/economy/sims/microstructure/`. **Zig** — tick-level event-driven simulation with -deterministic memory layout, no GC pauses, and sub-microsecond latency for Riccati solvers and -order-book state updates; comptime generics eliminate runtime dispatch on hot paths. +**Fortran 2018** (gfortran) · `src/economy/sims/microstructure/`. Build: **fpm**. Dependencies: +**OpenBLAS** (LAPACK/BLAS via native Fortran interfaces). Hand-rolled: Riccati ODE solver, +order-book state arrays, JSON I/O against fixed schemas. Almgren-Chriss optimal execution is a +dense ODE (Riccati equations) — Fortran's home turf; LAPACK is native, array intrinsics map +directly to order-book depth vectors, and zero new toolchain is needed (same as M3d/M3e). ## 4. Does / does-not - **Does:** simulate order flow across venues (DEXs and CEXs); model bid-ask spread dynamics as a diff --git a/core/src/economy/sims/statistical/copula.R b/core/src/economy/sims/statistical/copula.R new file mode 100644 index 0000000..2ded29a --- /dev/null +++ b/core/src/economy/sims/statistical/copula.R @@ -0,0 +1,44 @@ +# copula.R — hand-rolled copula tail-dependence (M3a spec §3). +# Gaussian copula via empirical ranks + normal scores; lower/upper tail +# dependence estimated empirically. Used for cross-token contagion risk: +# given a reference token's move, how far does the target move with it? + +# Empirical copula pseudo-observations. +.pobs <- function(x) rank(x, ties.method = "average") / (length(x) + 1) + +# Pearson correlation of normal scores = Gaussian-copula rho. +copula_rho <- function(x, y) { + cor(qnorm(.pobs(x)), qnorm(.pobs(y))) +} + +# Empirical tail dependence at quantile q: P(V <= q | U <= q) (lower) and +# P(V > 1-q | U > 1-q) (upper). +copula_tails <- function(x, y, q = 0.05) { + u <- .pobs(x); v <- .pobs(y) + lo <- if (any(u <= q)) mean(v[u <= q] <= q) else 0 + hi <- if (any(u >= 1 - q)) mean(v[u >= 1 - q] >= 1 - q) else 0 + list(lower = lo, upper = hi) +} + +# Conditional co-move forecast: if the reference asset shifts by ref_shift +# (log-return), the Gaussian copula conditional mean of the target's return +# is rho * (sigma_t / sigma_r) * ref_shift, with conditional sd +# sigma_t * sqrt(1 - rho^2). Returns a price band for the target. +sim_copula <- function(prices, ref_prices, horizon, ref_shift = NULL, + level = 0.90) { + rt <- diff(log(prices)); rr <- diff(log(ref_prices)) + n <- min(length(rt), length(rr)) + rt <- tail(rt, n); rr <- tail(rr, n) + rho <- copula_rho(rr, rt) + if (is.null(ref_shift)) ref_shift <- mean(rr) * horizon + st <- sd(rt); sr <- sd(rr) + cond_mu <- mean(rt) * horizon + rho * (st / sr) * (ref_shift - mean(rr) * horizon) + cond_sd <- st * sqrt(pmax(1 - rho^2, 1e-12)) * sqrt(horizon) + s0 <- prices[length(prices)] + zq <- qnorm(1 - (1 - level) / 2) + tails <- copula_tails(rr, rt) + list(value = s0 * exp(cond_mu), + lower_bound = s0 * exp(cond_mu - zq * cond_sd), + upper_bound = s0 * exp(cond_mu + zq * cond_sd), + certainty = abs(rho) * (1 - abs(tails$lower - tails$upper))) +} diff --git a/core/src/economy/sims/statistical/json_io.R b/core/src/economy/sims/statistical/json_io.R new file mode 100644 index 0000000..7e0a3b1 --- /dev/null +++ b/core/src/economy/sims/statistical/json_io.R @@ -0,0 +1,147 @@ +# json_io.R — hand-rolled JSON for the M3 Hub stdin/stdout protocol. +# No jsonlite: the only vital CRAN packages in M3a are HiddenMarkov, rugarch, +# rmgarch (spec §3). Recursive-descent parser + emitter over base R strings. + +json_parse <- function(txt) { + env <- new.env() + env$s <- txt + env$i <- 1L + env$n <- nchar(txt) + val <- .jp_value(env) + .jp_ws(env) + if (env$i <= env$n) stop("json_parse: trailing garbage at ", env$i) + val +} + +.jp_peek <- function(env) substr(env$s, env$i, env$i) + +.jp_ws <- function(env) { + while (env$i <= env$n && .jp_peek(env) %in% c(" ", "\t", "\n", "\r")) + env$i <- env$i + 1L +} + +.jp_expect <- function(env, ch) { + if (.jp_peek(env) != ch) + stop("json_parse: expected '", ch, "' at ", env$i, ", got '", .jp_peek(env), "'") + env$i <- env$i + 1L +} + +.jp_value <- function(env) { + .jp_ws(env) + ch <- .jp_peek(env) + if (ch == "{") return(.jp_object(env)) + if (ch == "[") return(.jp_array(env)) + if (ch == "\"") return(.jp_string(env)) + if (ch == "t") { .jp_lit(env, "true"); return(TRUE) } + if (ch == "f") { .jp_lit(env, "false"); return(FALSE) } + if (ch == "n") { .jp_lit(env, "null"); return(NULL) } + .jp_number(env) +} + +.jp_lit <- function(env, lit) { + k <- nchar(lit) + if (substr(env$s, env$i, env$i + k - 1L) != lit) + stop("json_parse: bad literal at ", env$i) + env$i <- env$i + k +} + +.jp_object <- function(env) { + .jp_expect(env, "{") + out <- list() + .jp_ws(env) + if (.jp_peek(env) == "}") { env$i <- env$i + 1L; return(out) } + repeat { + .jp_ws(env) + key <- .jp_string(env) + .jp_ws(env) + .jp_expect(env, ":") + out[[key]] <- .jp_value(env) + .jp_ws(env) + if (.jp_peek(env) == ",") { env$i <- env$i + 1L; next } + .jp_expect(env, "}") + return(out) + } +} + +.jp_array <- function(env) { + .jp_expect(env, "[") + out <- list() + .jp_ws(env) + if (.jp_peek(env) == "]") { env$i <- env$i + 1L; return(out) } + repeat { + out[[length(out) + 1L]] <- .jp_value(env) + .jp_ws(env) + if (.jp_peek(env) == ",") { env$i <- env$i + 1L; next } + .jp_expect(env, "]") + return(out) + } +} + +.jp_string <- function(env) { + .jp_expect(env, "\"") + chars <- character(0) + repeat { + ch <- .jp_peek(env) + if (ch == "") stop("json_parse: unterminated string") + env$i <- env$i + 1L + if (ch == "\"") return(paste0(chars, collapse = "")) + if (ch == "\\") { + esc <- .jp_peek(env) + env$i <- env$i + 1L + ch <- switch(esc, + "\"" = "\"", "\\" = "\\", "/" = "/", b = "\b", f = "\f", + n = "\n", r = "\r", t = "\t", + u = { + hex <- substr(env$s, env$i, env$i + 3L) + env$i <- env$i + 4L + intToUtf8(strtoi(hex, 16L)) + }, + stop("json_parse: bad escape \\", esc)) + } + chars <- c(chars, ch) + } +} + +.jp_number <- function(env) { + m <- regmatches( + substr(env$s, env$i, env$n), + regexpr("^-?(0|[1-9][0-9]*)(\\.[0-9]+)?([eE][+-]?[0-9]+)?", + substr(env$s, env$i, env$n))) + if (length(m) == 0 || m == "") stop("json_parse: bad number at ", env$i) + env$i <- env$i + nchar(m) + as.numeric(m) +} + +# --- emitter ---------------------------------------------------------------- + +json_emit <- function(x) { + if (is.null(x)) return("null") + if (is.list(x)) { + if (!is.null(names(x)) && all(nzchar(names(x)))) { + pairs <- vapply(names(x), function(k) + paste0(.je_str(k), ":", json_emit(x[[k]])), character(1)) + return(paste0("{", paste0(pairs, collapse = ","), "}")) + } + return(paste0("[", paste0(vapply(x, json_emit, character(1)), + collapse = ","), "]")) + } + if (length(x) > 1) + return(paste0("[", paste0(vapply(x, json_emit, character(1)), + collapse = ","), "]")) + if (is.character(x)) return(.je_str(x)) + if (is.logical(x)) return(if (x) "true" else "false") + if (is.numeric(x)) { + if (!is.finite(x)) return("null") + return(format(x, digits = 15, scientific = FALSE, trim = TRUE)) + } + stop("json_emit: unsupported type ", class(x)[1]) +} + +.je_str <- function(s) { + s <- gsub("\\", "\\\\", s, fixed = TRUE) + s <- gsub("\"", "\\\"", s, fixed = TRUE) + s <- gsub("\n", "\\n", s, fixed = TRUE) + s <- gsub("\r", "\\r", s, fixed = TRUE) + s <- gsub("\t", "\\t", s, fixed = TRUE) + paste0("\"", s, "\"") +} diff --git a/core/src/economy/sims/statistical/main.R b/core/src/economy/sims/statistical/main.R new file mode 100644 index 0000000..2fdf32c --- /dev/null +++ b/core/src/economy/sims/statistical/main.R @@ -0,0 +1,82 @@ +#!/usr/bin/env Rscript +# main.R — M3a statistical sims, Hub stdin/stdout protocol entry point. +# +# Request (one JSON object on stdin): +# { "sim": "gbm|heston|jump_diffusion|fbm|copula|hmm_regime|garch|dcc", +# "token_ticker": "XMR", +# "prices": [ ... ], # price history, oldest first +# "ref_prices": [ ... ], # required for copula/dcc only +# "horizon": 24, # steps ahead +# "seed": 42 } # optional, for reproducible runs +# +# Response (one BoundedPrediction JSON object on stdout, M3 hub §5): +# value, lower_bound, upper_bound, confidence, correctness, certainty, +# time_horizon, sim_type, timestamp, token_ticker, recent_shift +# +# correctness and confidence are OWNED BY THE HUB's calibration loop (M3 §5): +# M3a emits its raw certainty and echoes nulls for the calibrated fields. +# Errors go to stderr + exit 1; stdout carries only valid JSON. + +base_dir <- dirname(sub("--file=", "", + grep("--file=", commandArgs(FALSE), value = TRUE)[1])) +source(file.path(base_dir, "json_io.R")) +source(file.path(base_dir, "sde_sims.R")) +source(file.path(base_dir, "copula.R")) + +fail <- function(msg) { cat(msg, "\n", file = stderr()); quit(status = 1) } + +req <- tryCatch(json_parse(paste(readLines("stdin"), collapse = "\n")), + error = function(e) fail(paste("bad request:", e$message))) + +sim <- req$sim +ticker <- req$token_ticker +horizon <- as.integer(req$horizon) +prices <- as.numeric(unlist(req$prices)) +if (is.null(sim) || is.null(ticker)) fail("missing sim or token_ticker") +if (length(prices) < 32) fail("need >= 32 price points") +if (is.na(horizon) || horizon < 1) fail("bad horizon") +if (!is.null(req$seed)) set.seed(as.integer(req$seed)) + +needs_ref <- sim %in% c("copula", "dcc") +ref <- if (needs_ref) as.numeric(unlist(req$ref_prices)) else NULL +if (needs_ref && length(ref) < 32) fail("sim needs ref_prices (>= 32 points)") + +res <- switch(sim, + gbm = sim_gbm(prices, horizon), + heston = sim_heston(prices, horizon), + jump_diffusion = sim_jump_diffusion(prices, horizon), + fbm = sim_fbm(prices, horizon), + copula = sim_copula(prices, ref, horizon), + hmm_regime = , + garch = , + dcc = { + # vital-package sims live in their own file so the light sims don't pay + # the rugarch/rmgarch load time + source(file.path(base_dir, "regimes_garch.R")) + switch(sim, + hmm_regime = sim_hmm_regime(prices, horizon), + garch = sim_garch(prices, horizon), + dcc = sim_dcc(prices, ref, horizon)) + }, + fail(paste("unknown sim:", sim))) + +# recent_shift: realized log-return over the trailing horizon window — +# same ground-truth window M2 uses for correctness scoring (M3 hub §5) +window <- min(horizon, length(prices) - 1) +recent_shift <- log(prices[length(prices)]) - + log(prices[length(prices) - window]) + +out <- list( + value = res$value, + lower_bound = res$lower_bound, + upper_bound = res$upper_bound, + confidence = NULL, # Hub calibration owns this + correctness = NULL, # Hub scoring owns this + certainty = res$certainty, + time_horizon = horizon, + sim_type = paste0("statistical/", sim), + timestamp = as.integer(Sys.time()), + token_ticker = ticker, + recent_shift = recent_shift) + +cat(json_emit(out), "\n") diff --git a/core/src/economy/sims/statistical/regimes_garch.R b/core/src/economy/sims/statistical/regimes_garch.R new file mode 100644 index 0000000..f0b90e6 --- /dev/null +++ b/core/src/economy/sims/statistical/regimes_garch.R @@ -0,0 +1,111 @@ +# regimes_garch.R — the vital-package sims (M3a spec §3). +# HiddenMarkov: 2-state Gaussian HMM regime detection (Baum-Welch fit, +# Viterbi decode). rugarch: univariate GARCH(1,1) volatility forecast. +# rmgarch: DCC-GARCH cross-asset correlation. These three are the only +# CRAN dependencies in M3a; everything else is hand-rolled. + +suppressMessages({ + library(HiddenMarkov) + library(rugarch) +}) + +# Two-regime (calm/stressed) HMM on log-returns. Forecast blends the +# per-regime means weighted by the transition row of the decoded current +# state; certainty is the Viterbi state's posterior occupancy. +sim_hmm_regime <- function(prices, horizon, level = 0.90) { + r <- diff(log(prices)) + q1 <- unname(quantile(abs(r - mean(r)), 0.5)) + init <- list(mean = c(mean(r[abs(r - mean(r)) <= q1]), + mean(r[abs(r - mean(r)) > q1])), + sd = c(max(sd(r[abs(r - mean(r)) <= q1]), 1e-8), + max(sd(r[abs(r - mean(r)) > q1]), 1e-8))) + hmm <- dthmm(r, + Pi = matrix(c(0.95, 0.05, 0.05, 0.95), 2, 2, byrow = TRUE), + delta = c(0.5, 0.5), + distn = "norm", + pm = init) + fit <- tryCatch( + BaumWelch(hmm, control = bwcontrol(maxiter = 200, tol = 1e-5, + prt = FALSE)), + error = function(e) hmm) + states <- Viterbi(fit) + cur <- states[length(states)] + pi_row <- fit$Pi[cur, ] + step_mu <- sum(pi_row * fit$pm$mean) + step_sd <- sqrt(sum(pi_row * (fit$pm$sd^2 + fit$pm$mean^2)) - step_mu^2) + s0 <- prices[length(prices)] + zq <- qnorm(1 - (1 - level) / 2) + list(value = s0 * exp(step_mu * horizon), + lower_bound = s0 * exp(step_mu * horizon - zq * step_sd * sqrt(horizon)), + upper_bound = s0 * exp(step_mu * horizon + zq * step_sd * sqrt(horizon)), + certainty = mean(states == cur)) +} + +# GARCH(1,1) volatility-path forecast via rugarch. The point forecast is the +# drift; bounds come from the aggregated forecast variance path, so they +# widen exactly as fast as the fitted vol dynamics say they should. +sim_garch <- function(prices, horizon, level = 0.90) { + r <- diff(log(prices)) + spec <- ugarchspec(variance.model = list(model = "sGARCH", + garchOrder = c(1, 1)), + mean.model = list(armaOrder = c(0, 0), + include.mean = TRUE), + distribution.model = "std") + fit <- tryCatch( + ugarchfit(spec, r, solver = "hybrid"), + error = function(e) NULL) + s0 <- prices[length(prices)] + if (is.null(fit) || fit@fit$convergence != 0) { + # fall back to constant vol so the sim degrades instead of dying + mu <- mean(r); sig <- sd(r) * sqrt(horizon) + zq <- qnorm(1 - (1 - level) / 2) + return(list(value = s0 * exp(mu * horizon), + lower_bound = s0 * exp(mu * horizon - zq * sig), + upper_bound = s0 * exp(mu * horizon + zq * sig), + certainty = 0.2)) + } + fc <- ugarchforecast(fit, n.ahead = horizon) + mu_path <- as.numeric(fitted(fc)) + sig_path <- as.numeric(sigma(fc)) + mu_h <- sum(mu_path) + sig_h <- sqrt(sum(sig_path^2)) + zq <- qnorm(1 - (1 - level) / 2) + # persistence far from 1 = mean-reverting vol = more trustworthy band + persistence <- sum(coef(fit)[c("alpha1", "beta1")]) + list(value = s0 * exp(mu_h), + lower_bound = s0 * exp(mu_h - zq * sig_h), + upper_bound = s0 * exp(mu_h + zq * sig_h), + certainty = unname(pmax(0.05, pmin(0.95, 1 - persistence^4)))) +} + +# DCC-GARCH conditional correlation of target vs reference (rmgarch). +# Loaded lazily: rmgarch is heavy, and only this sim needs it. +sim_dcc <- function(prices, ref_prices, horizon, level = 0.90) { + suppressMessages(library(rmgarch)) + rt <- diff(log(prices)); rr <- diff(log(ref_prices)) + n <- min(length(rt), length(rr)) + dat <- cbind(tail(rt, n), tail(rr, n)) + uspec <- ugarchspec(variance.model = list(model = "sGARCH", + garchOrder = c(1, 1)), + mean.model = list(armaOrder = c(0, 0))) + dspec <- dccspec(uspec = multispec(replicate(2, uspec)), + dccOrder = c(1, 1), distribution = "mvnorm") + fit <- tryCatch(dccfit(dspec, data = dat), error = function(e) NULL) + s0 <- prices[length(prices)] + if (is.null(fit)) { + rho <- cor(dat[, 1], dat[, 2]) + } else { + fc <- dccforecast(fit, n.ahead = horizon) + rho <- mean(rcor(fc)[[1]][1, 2, ]) + } + # forecast: target drift conditioned on reference drift through rho + mu_t <- mean(dat[, 1]); mu_r <- mean(dat[, 2]) + st <- sd(dat[, 1]); sr <- sd(dat[, 2]) + cond_mu <- (mu_t + rho * (st / sr) * mu_r) * horizon + cond_sd <- st * sqrt(pmax(1 - rho^2, 1e-12)) * sqrt(horizon) + zq <- qnorm(1 - (1 - level) / 2) + list(value = s0 * exp(cond_mu), + lower_bound = s0 * exp(cond_mu - zq * cond_sd), + upper_bound = s0 * exp(cond_mu + zq * cond_sd), + certainty = abs(rho)) +} diff --git a/core/src/economy/sims/statistical/sde_sims.R b/core/src/economy/sims/statistical/sde_sims.R new file mode 100644 index 0000000..ff44b06 --- /dev/null +++ b/core/src/economy/sims/statistical/sde_sims.R @@ -0,0 +1,143 @@ +# sde_sims.R — hand-rolled stochastic simulations (M3a spec §3). +# GBM Monte Carlo, Heston (Euler–Maruyama with full truncation), Merton +# jump-diffusion, fBM via Wood & Chan circulant embedding on base fft(). +# Each sim returns list(value, lower_bound, upper_bound, certainty) for a +# price forecast `horizon` steps ahead, from a log-price history. + +.log_returns <- function(prices) diff(log(prices)) + +# Geometric Brownian motion: mu/sigma estimated from history, terminal +# distribution is lognormal so quantiles are closed-form; MC paths give the +# certainty estimate (dispersion-based). +sim_gbm <- function(prices, horizon, n_paths = 5000L, level = 0.90) { + r <- .log_returns(prices) + mu <- mean(r); sigma <- sd(r) + s0 <- prices[length(prices)] + z <- matrix(rnorm(n_paths * horizon), n_paths, horizon) + paths <- s0 * exp(t(apply((mu - sigma^2 / 2) + sigma * z, 1, cumsum))) + terminal <- paths[, horizon] + a <- (1 - level) / 2 + list(value = median(terminal), + lower_bound = unname(quantile(terminal, a)), + upper_bound = unname(quantile(terminal, 1 - a)), + certainty = .dispersion_certainty(terminal, s0)) +} + +# Heston stochastic volatility, Euler–Maruyama with full truncation for the +# variance process (v is floored inside the drift/diffusion, not clamped +# after, which avoids the classical bias at low kappa*theta). +sim_heston <- function(prices, horizon, n_paths = 5000L, level = 0.90, + kappa = 2.0, rho = -0.7) { + r <- .log_returns(prices) + mu <- mean(r) + theta <- var(r) # long-run variance + v0 <- .ewma_var(r) # spot variance + xi <- sd((r - mean(r))^2) * sqrt(2) # crude vol-of-vol from squared returns + s0 <- prices[length(prices)] + + s <- rep(log(s0), n_paths) + v <- rep(v0, n_paths) + for (t in seq_len(horizon)) { + z1 <- rnorm(n_paths) + z2 <- rho * z1 + sqrt(1 - rho^2) * rnorm(n_paths) + vp <- pmax(v, 0) + s <- s + (mu - vp / 2) + sqrt(vp) * z1 + v <- v + kappa * (theta - vp) + xi * sqrt(vp) * z2 + } + terminal <- exp(s) + a <- (1 - level) / 2 + list(value = median(terminal), + lower_bound = unname(quantile(terminal, a)), + upper_bound = unname(quantile(terminal, 1 - a)), + certainty = .dispersion_certainty(terminal, s0)) +} + +# Merton jump-diffusion: jumps detected as |return| > 3 sd of the +# jump-cleaned series (iterated once); Poisson arrivals, lognormal sizes. +sim_jump_diffusion <- function(prices, horizon, n_paths = 5000L, level = 0.90) { + r <- .log_returns(prices) + thresh <- 3 * sd(r) + jumps <- abs(r - mean(r)) > thresh + diffusive <- r[!jumps] + mu <- mean(diffusive); sigma <- sd(diffusive) + lambda <- max(sum(jumps) / length(r), 1e-6) # jumps per step + jump_mu <- if (any(jumps)) mean(r[jumps]) else 0 + jump_sd <- if (sum(jumps) > 1) sd(r[jumps]) else sigma + s0 <- prices[length(prices)] + + logret <- matrix(rnorm(n_paths * horizon, mu - sigma^2 / 2, sigma), + n_paths, horizon) + n_jumps <- matrix(rpois(n_paths * horizon, lambda), n_paths, horizon) + jump_part <- matrix(rnorm(n_paths * horizon, + n_jumps * jump_mu, + sqrt(pmax(n_jumps, 1e-12)) * jump_sd), + n_paths, horizon) + jump_part[n_jumps == 0] <- 0 + terminal <- s0 * exp(rowSums(logret + jump_part)) + a <- (1 - level) / 2 + list(value = median(terminal), + lower_bound = unname(quantile(terminal, a)), + upper_bound = unname(quantile(terminal, 1 - a)), + certainty = .dispersion_certainty(terminal, s0)) +} + +# Fractional Brownian motion increments (fGn) by Wood & Chan (1994) +# circulant embedding: exact in distribution, O(n log n) via fft. Hurst +# exponent estimated from history by aggregated-variance slope. +sim_fbm <- function(prices, horizon, n_paths = 2000L, level = 0.90) { + r <- .log_returns(prices) + H <- .hurst_aggvar(r) + sigma <- sd(r); mu <- mean(r) + s0 <- prices[length(prices)] + + n <- horizon + # fGn autocovariance gamma(k), circulant embedding of size 2m + k <- 0:n + gam <- 0.5 * (abs(k - 1)^(2 * H) - 2 * abs(k)^(2 * H) + abs(k + 1)^(2 * H)) + circ <- c(gam, rev(gam[2:n])) # length 2n + lam <- Re(fft(circ)) + lam[lam < 0] <- 0 # numerical guard; embedding may fail + m2 <- length(circ) + + terminal <- numeric(n_paths) + for (p in seq_len(n_paths)) { + zr <- rnorm(m2); zi <- rnorm(m2) + w <- fft(sqrt(lam / m2) * complex(real = zr, imaginary = zi), + inverse = FALSE) + fgn <- Re(w)[1:n] * sigma + terminal[p] <- s0 * exp(sum(mu + fgn)) + } + a <- (1 - level) / 2 + list(value = median(terminal), + lower_bound = unname(quantile(terminal, a)), + upper_bound = unname(quantile(terminal, 1 - a)), + certainty = .dispersion_certainty(terminal, s0) * + (1 - abs(H - 0.5))) # discount when H estimate is extreme +} + +# --- shared estimators ------------------------------------------------------ + +.ewma_var <- function(r, lambda = 0.94) { + v <- var(r) + for (x in r) v <- lambda * v + (1 - lambda) * x^2 + v +} + +.hurst_aggvar <- function(r, max_scale = 16L) { + scales <- 2^(1:floor(log2(min(max_scale, length(r) / 4)))) + if (length(scales) < 2) return(0.5) + vars <- vapply(scales, function(m) { + k <- floor(length(r) / m) + var(colMeans(matrix(r[1:(k * m)], m, k))) + }, numeric(1)) + slope <- coef(lm(log(vars) ~ log(scales)))[2] + h <- 1 + slope / 2 + min(max(h, 0.05), 0.95) +} + +# Map MC dispersion into (0,1]: tight terminal distribution relative to the +# spot price = high certainty. Purely internal to M3a; the Hub calibrates. +.dispersion_certainty <- function(terminal, s0) { + spread <- IQR(terminal) / s0 + unname(1 / (1 + 5 * spread)) +} diff --git a/core/src/economy/wallets/wallet.cob b/core/src/economy/wallets/wallet.cob new file mode 100644 index 0000000..39b54fe --- /dev/null +++ b/core/src/economy/wallets/wallet.cob @@ -0,0 +1,158 @@ + *> wallet.cob + *> Monero Wallet Interface in COBOL + *> Handles wallet balance checks and multisig transaction creation. + *> Dependencies: Ada bridge functions (ada_get_wallet_balance, + *> ada_build_monero_multisig_tx) + + IDENTIFICATION DIVISION. + PROGRAM-ID. XMR-WALLET. + + ENVIRONMENT DIVISION. + CONFIGURATION SECTION. + SPECIAL-NAMES. + DECIMAL-POINT IS COMMA. + + DATA DIVISION. + WORKING-STORAGE SECTION. + + 01 WS-STATUS-CODE PIC 9(9) COMP-5 VALUE 0. + + 01 XMR-SUCCESS PIC 9(9) COMP-5 VALUE 0. + 01 XMR-ERROR-INVALID-REQUEST PIC 9(9) COMP-5 VALUE 1. + 01 XMR-ERROR-BUFFER-TOO-SMALL PIC 9(9) COMP-5 VALUE 2. + 01 XMR-ERROR-UNSUPPORTED-CHAIN PIC 9(9) COMP-5 VALUE 3. + 01 XMR-ERROR-CRYPTO-FAILURE PIC 9(9) COMP-5 VALUE 4. + 01 XMR-ERROR-MULTISIG-INCOMPLETE PIC 9(9) COMP-5 VALUE 5. + 01 XMR-ERROR-IO-FAILURE PIC 9(9) COMP-5 VALUE 6. + + 01 WS-WALLET-ID PIC X(64). + 01 WS-ACCOUNT-ID PIC X(64). + 01 WS-DESTINATION-ADDRESS PIC X(256). + 01 WS-DESTINATION-LEN PIC 9(4) COMP-5. + 01 WS-AMOUNT-ATOMIC PIC 9(20) COMP-5. + 01 WS-MULTISIG-REQUIRED PIC 9(9) COMP-5. + 01 WS-MULTISIG-TOTAL PIC 9(9) COMP-5. + + 01 WS-TX-BLOB. + 05 WS-TX-BUFFER PIC X(65536) VALUE SPACES. + 05 WS-TX-BUFFER-MAX PIC 9(9) COMP-5 VALUE 65536. + 05 WS-TX-BUFFER-LEN PIC 9(9) COMP-5 VALUE 0. + + 01 WS-TX-ID. + 05 WS-TX-ID-BUFFER PIC X(128) VALUE SPACES. + 05 WS-TX-ID-MAX PIC 9(9) COMP-5 VALUE 128. + 05 WS-TX-ID-LEN PIC 9(9) COMP-5 VALUE 0. + + 01 WS-BALANCE. + 05 WS-BALANCE-ATOMIC PIC 9(20) COMP-5 VALUE 0. + + 01 TEMP-INPUT. + 05 TEMP-AMOUNT PIC X(20). + 05 TEMP-REQUIRED PIC X(5). + 05 TEMP-TOTAL PIC X(5). + + PROCEDURE DIVISION. + + MAIN. + DISPLAY "COBOL MONERO WALLET INTERFACE STARTED". + + DISPLAY "ENTER WALLET ID (max 64 chars): ". + ACCEPT WS-WALLET-ID. + DISPLAY "ENTER ACCOUNT ID (max 64 chars): ". + ACCEPT WS-ACCOUNT-ID. + DISPLAY "ENTER DESTINATION ADDRESS (max 256 chars): ". + ACCEPT WS-DESTINATION-ADDRESS. + MOVE FUNCTION LENGTH(WS-DESTINATION-ADDRESS) + TO WS-DESTINATION-LEN. + IF WS-DESTINATION-LEN > 256 + DISPLAY "ERROR: Destination address too long." + STOP RUN + END-IF. + + DISPLAY "ENTER AMOUNT (atomic units, max 18 digits): ". + ACCEPT TEMP-AMOUNT. + MOVE TEMP-AMOUNT TO WS-AMOUNT-ATOMIC. + IF WS-AMOUNT-ATOMIC = 0 + DISPLAY "ERROR: Amount must be > 0." + STOP RUN + END-IF. + + DISPLAY "ENTER MULTISIG REQUIRED SIGNERS (1-10): ". + ACCEPT TEMP-REQUIRED. + MOVE TEMP-REQUIRED TO WS-MULTISIG-REQUIRED. + DISPLAY "ENTER MULTISIG TOTAL SIGNERS (1-10): ". + ACCEPT TEMP-TOTAL. + MOVE TEMP-TOTAL TO WS-MULTISIG-TOTAL. + + IF WS-MULTISIG-REQUIRED <= 0 + OR WS-MULTISIG-TOTAL <= 0 + DISPLAY "ERROR: Signers must be > 0." + STOP RUN + END-IF. + IF WS-MULTISIG-REQUIRED > WS-MULTISIG-TOTAL + DISPLAY "ERROR: Required > total signers." + STOP RUN + END-IF. + + PERFORM CHECK-BALANCE. + PERFORM CREATE-MONERO-SPEND. + + DISPLAY "COBOL WALLET FINISHED". + STOP RUN. + + CHECK-BALANCE. + CALL "ada_get_wallet_balance" + USING + BY REFERENCE WS-WALLET-ID + BY REFERENCE WS-ACCOUNT-ID + BY REFERENCE WS-BALANCE-ATOMIC + RETURNING WS-STATUS-CODE + END-CALL. + + EVALUATE WS-STATUS-CODE + WHEN XMR-SUCCESS + DISPLAY "BALANCE (ATOMIC): " WS-BALANCE-ATOMIC + WHEN XMR-ERROR-INVALID-REQUEST + DISPLAY "BALANCE ERROR: Invalid request." + WHEN XMR-ERROR-IO-FAILURE + DISPLAY "BALANCE ERROR: I/O failure." + WHEN OTHER + DISPLAY "BALANCE ERROR: Code " WS-STATUS-CODE + END-EVALUATE. + + CREATE-MONERO-SPEND. + DISPLAY "REQUESTING MONERO MULTISIG SPEND". + + CALL "ada_build_monero_multisig_tx" + USING + BY REFERENCE WS-WALLET-ID + BY REFERENCE WS-ACCOUNT-ID + BY REFERENCE WS-DESTINATION-ADDRESS + BY VALUE WS-AMOUNT-ATOMIC + BY VALUE WS-MULTISIG-REQUIRED + BY VALUE WS-MULTISIG-TOTAL + BY REFERENCE WS-TX-BUFFER + BY VALUE WS-TX-BUFFER-MAX + BY REFERENCE WS-TX-BUFFER-LEN + BY REFERENCE WS-TX-ID-BUFFER + BY VALUE WS-TX-ID-MAX + BY REFERENCE WS-TX-ID-LEN + RETURNING WS-STATUS-CODE + END-CALL. + + EVALUATE WS-STATUS-CODE + WHEN XMR-SUCCESS + DISPLAY "TX CREATED SUCCESSFULLY." + DISPLAY "TX ID: " + WS-TX-ID-BUFFER(1:WS-TX-ID-LEN) + WHEN XMR-ERROR-INVALID-REQUEST + DISPLAY "TX ERROR: Invalid request." + WHEN XMR-ERROR-BUFFER-TOO-SMALL + DISPLAY "TX ERROR: Buffer too small." + WHEN XMR-ERROR-MULTISIG-INCOMPLETE + DISPLAY "TX ERROR: Multisig incomplete." + WHEN XMR-ERROR-IO-FAILURE + DISPLAY "TX ERROR: I/O failure." + WHEN OTHER + DISPLAY "TX ERROR: Code " WS-STATUS-CODE + END-EVALUATE. diff --git a/core/src/trust/ada_bridge.adb b/core/src/trust/ada_bridge.adb new file mode 100644 index 0000000..0294ac9 --- /dev/null +++ b/core/src/trust/ada_bridge.adb @@ -0,0 +1,185 @@ +with Interfaces.C; +with System; +with Monero_IO; +with Monero_Multisig; +with Fortran_Crypto; +with Monero_Types; + +package body Ada_Bridge is + pragma SPARK_Mode (Off); + + Scratch_Max : constant Interfaces.C.int := 65536; + + type Byte is mod 2 ** 8; + type Byte_Array is array (Natural range <>) of aliased Byte; + + function Ada_Get_Wallet_Balance + (Wallet_Id : System.Address; + Account_Id : System.Address; + Balance : access Interfaces.C.unsigned_long_long) + return Interfaces.C.int + is + pragma Unreferenced (Wallet_Id, Account_Id); + begin + Balance.all := 0; + return Monero_Types.Success; + exception + when others => + return Monero_Types.Error_IO_Failure; + end Ada_Get_Wallet_Balance; + + function Ada_Build_Monero_Multisig_Tx + (Wallet_Id : System.Address; + Account_Id : System.Address; + Destination_Address : System.Address; + Amount_Atomic : Interfaces.C.unsigned_long_long; + Required_Signers : Interfaces.C.int; + Total_Signers : Interfaces.C.int; + Tx_Buffer : System.Address; + Tx_Buffer_Max : Interfaces.C.int; + Tx_Buffer_Length : access Interfaces.C.int; + Tx_Id_Buffer : System.Address; + Tx_Id_Max : Interfaces.C.int; + Tx_Id_Length : access Interfaces.C.int) + return Interfaces.C.int + is + pragma Unreferenced (Account_Id); + Status : Interfaces.C.int; + + Spendable_Outputs : Byte_Array (0 .. Natural (Scratch_Max) - 1); + Spendable_Length : aliased Interfaces.C.int := 0; + + Ring_Members : Byte_Array (0 .. Natural (Scratch_Max) - 1); + Ring_Length : aliased Interfaces.C.int := 0; + + Multisig_Round : Byte_Array (0 .. Natural (Scratch_Max) - 1); + Multisig_Length : aliased Interfaces.C.int := 0; + + RingCT_Output : Byte_Array (0 .. Natural (Scratch_Max) - 1); + RingCT_Length : aliased Interfaces.C.int := 0; + + CLSAG_Output : Byte_Array (0 .. Natural (Scratch_Max) - 1); + CLSAG_Length : aliased Interfaces.C.int := 0; + + Bulletproof_Out : Byte_Array (0 .. Natural (Scratch_Max) - 1); + Bulletproof_Len : aliased Interfaces.C.int := 0; + begin + if Destination_Address = System.Null_Address + or else Amount_Atomic = 0 + then + return Monero_Types.Error_Invalid_Request; + end if; + + if Required_Signers <= 0 + or else Total_Signers <= 0 + or else Required_Signers > Total_Signers + then + return Monero_Types.Error_Invalid_Request; + end if; + + if Tx_Buffer_Max <= 0 or else Tx_Id_Max < 64 then + return Monero_Types.Error_Buffer_Too_Small; + end if; + + Status := + Monero_IO.Fetch_Spendable_Outputs + (Wallet_Buffer => Wallet_Id, + Wallet_Length => 64, + Output_Buffer => Spendable_Outputs (0)'Address, + Output_Max => Scratch_Max, + Output_Length => Spendable_Length'Access); + if Status /= Monero_Types.Success then + return Status; + end if; + + Status := + Monero_IO.Fetch_Ring_Members + (Input_Buffer => Spendable_Outputs (0)'Address, + Input_Length => Spendable_Length, + Output_Buffer => Ring_Members (0)'Address, + Output_Max => Scratch_Max, + Output_Length => Ring_Length'Access); + if Status /= Monero_Types.Success then + return Status; + end if; + + Status := + Monero_Multisig.Prepare_Multisig_Round + (Input_Buffer => Ring_Members (0)'Address, + Input_Length => Ring_Length, + Output_Buffer => Multisig_Round (0)'Address, + Output_Max => Scratch_Max, + Output_Length => Multisig_Length'Access); + if Status /= Monero_Types.Success then + return Status; + end if; + + Status := + Fortran_Crypto.XMR_Generate_RingCT + (Input_Buffer => Multisig_Round (0)'Address, + Input_Length => Multisig_Length, + Output_Buffer => RingCT_Output (0)'Address, + Output_Max => Scratch_Max, + Output_Length => RingCT_Length'Access); + if Status /= Monero_Types.Success then + return Status; + end if; + + Status := + Fortran_Crypto.XMR_Generate_CLSAG + (Input_Buffer => RingCT_Output (0)'Address, + Input_Length => RingCT_Length, + Output_Buffer => CLSAG_Output (0)'Address, + Output_Max => Scratch_Max, + Output_Length => CLSAG_Length'Access); + if Status /= Monero_Types.Success then + return Status; + end if; + + Status := + Fortran_Crypto.XMR_Generate_Bulletproof + (Input_Buffer => CLSAG_Output (0)'Address, + Input_Length => CLSAG_Length, + Output_Buffer => Bulletproof_Out (0)'Address, + Output_Max => Scratch_Max, + Output_Length => Bulletproof_Len'Access); + if Status /= Monero_Types.Success then + return Status; + end if; + + if Bulletproof_Len > Tx_Buffer_Max then + return Monero_Types.Error_Buffer_Too_Small; + end if; + + Tx_Buffer_Length.all := Bulletproof_Len; + declare + Tx_Out : Byte_Array (0 .. Natural (Tx_Buffer_Max) - 1) + with Address => Tx_Buffer; + begin + Tx_Out (0 .. Natural (Bulletproof_Len) - 1) := + Bulletproof_Out (0 .. Natural (Bulletproof_Len) - 1); + end; + + Tx_Id_Length.all := 64; + declare + Tx_Id_Out : Byte_Array (0 .. Natural (Tx_Id_Max) - 1) + with Address => Tx_Id_Buffer; + begin + Tx_Id_Out (0 .. 63) := Bulletproof_Out (0 .. 63); + end; + + Status := + Monero_IO.Broadcast_Transaction + (Tx_Buffer, Tx_Buffer_Length.all); + if Status /= Monero_Types.Success then + return Status; + end if; + + return Monero_Types.Success; + + exception + when others => + return Monero_Types.Error_IO_Failure; + end Ada_Build_Monero_Multisig_Tx; + +end Ada_Bridge; diff --git a/core/src/trust/ada_bridge.ads b/core/src/trust/ada_bridge.ads new file mode 100644 index 0000000..4177834 --- /dev/null +++ b/core/src/trust/ada_bridge.ads @@ -0,0 +1,30 @@ +with Interfaces.C; +with System; + +package Ada_Bridge is + pragma SPARK_Mode (Off); + + function Ada_Get_Wallet_Balance + (Wallet_Id : System.Address; + Account_Id : System.Address; + Balance : access Interfaces.C.unsigned_long_long) + return Interfaces.C.int + with Export, Convention => C, External_Name => "ada_get_wallet_balance"; + + function Ada_Build_Monero_Multisig_Tx + (Wallet_Id : System.Address; + Account_Id : System.Address; + Destination_Address : System.Address; + Amount_Atomic : Interfaces.C.unsigned_long_long; + Required_Signers : Interfaces.C.int; + Total_Signers : Interfaces.C.int; + Tx_Buffer : System.Address; + Tx_Buffer_Max : Interfaces.C.int; + Tx_Buffer_Length : access Interfaces.C.int; + Tx_Id_Buffer : System.Address; + Tx_Id_Max : Interfaces.C.int; + Tx_Id_Length : access Interfaces.C.int) + return Interfaces.C.int + with Export, Convention => C, External_Name => "ada_build_monero_multisig_tx"; + +end Ada_Bridge; diff --git a/core/src/trust/fortran_crypto.ads b/core/src/trust/fortran_crypto.ads new file mode 100644 index 0000000..a09fecc --- /dev/null +++ b/core/src/trust/fortran_crypto.ads @@ -0,0 +1,85 @@ +with Interfaces.C; +with System; + +package Fortran_Crypto is + pragma SPARK_Mode (Off); + + function XMR_Hash_To_Scalar + (Input_Buffer : System.Address; + Input_Length : Interfaces.C.int; + Output_Buffer : System.Address; + Output_Max : Interfaces.C.int; + Output_Length : access Interfaces.C.int) + return Interfaces.C.int + with Import, Convention => C, External_Name => "xmr_hash_to_scalar"; + + function XMR_Hash_To_Point + (Input_Buffer : System.Address; + Input_Length : Interfaces.C.int; + Output_Buffer : System.Address; + Output_Max : Interfaces.C.int; + Output_Length : access Interfaces.C.int) + return Interfaces.C.int + with Import, Convention => C, External_Name => "xmr_hash_to_point"; + + function XMR_Generate_Key_Image + (Input_Buffer : System.Address; + Input_Length : Interfaces.C.int; + Output_Buffer : System.Address; + Output_Max : Interfaces.C.int; + Output_Length : access Interfaces.C.int) + return Interfaces.C.int + with Import, Convention => C, External_Name => "xmr_generate_key_image"; + + function XMR_Generate_RingCT + (Input_Buffer : System.Address; + Input_Length : Interfaces.C.int; + Output_Buffer : System.Address; + Output_Max : Interfaces.C.int; + Output_Length : access Interfaces.C.int) + return Interfaces.C.int + with Import, Convention => C, External_Name => "xmr_generate_ringct"; + + function XMR_Verify_RingCT + (Input_Buffer : System.Address; + Input_Length : Interfaces.C.int) + return Interfaces.C.int + with Import, Convention => C, External_Name => "xmr_verify_ringct"; + + function XMR_Multisig_Prepare + (Input_Buffer : System.Address; + Input_Length : Interfaces.C.int; + Output_Buffer : System.Address; + Output_Max : Interfaces.C.int; + Output_Length : access Interfaces.C.int) + return Interfaces.C.int + with Import, Convention => C, External_Name => "xmr_multisig_prepare"; + + function XMR_Multisig_Combine + (Input_Buffer : System.Address; + Input_Length : Interfaces.C.int; + Output_Buffer : System.Address; + Output_Max : Interfaces.C.int; + Output_Length : access Interfaces.C.int) + return Interfaces.C.int + with Import, Convention => C, External_Name => "xmr_multisig_combine"; + + function XMR_Generate_CLSAG + (Input_Buffer : System.Address; + Input_Length : Interfaces.C.int; + Output_Buffer : System.Address; + Output_Max : Interfaces.C.int; + Output_Length : access Interfaces.C.int) + return Interfaces.C.int + with Import, Convention => C, External_Name => "xmr_generate_clsag"; + + function XMR_Generate_Bulletproof + (Input_Buffer : System.Address; + Input_Length : Interfaces.C.int; + Output_Buffer : System.Address; + Output_Max : Interfaces.C.int; + Output_Length : access Interfaces.C.int) + return Interfaces.C.int + with Import, Convention => C, External_Name => "xmr_generate_bulletproof"; + +end Fortran_Crypto; diff --git a/core/src/trust/monero_crypto.f90 b/core/src/trust/monero_crypto.f90 new file mode 100644 index 0000000..77b82b6 --- /dev/null +++ b/core/src/trust/monero_crypto.f90 @@ -0,0 +1,217 @@ +module monero_crypto + use iso_c_binding + implicit none + + integer(c_int), parameter :: XMR_SUCCESS = 0 + integer(c_int), parameter :: XMR_ERROR_INVALID = 1 + integer(c_int), parameter :: XMR_ERROR_BUFFER_TOO_SMALL = 2 + integer(c_int), parameter :: XMR_ERROR_CRYPTO = 4 + +contains + + function xmr_hash_to_scalar(input_ptr, input_len, output_ptr, output_max, output_len) & + bind(C, name="xmr_hash_to_scalar") result(status) + type(c_ptr), value :: input_ptr + integer(c_int), value :: input_len + type(c_ptr), value :: output_ptr + integer(c_int), value :: output_max + integer(c_int) :: output_len + integer(c_int) :: status + integer(c_signed_char), pointer :: input(:), output(:) + integer :: i + + if (.not. c_associated(input_ptr) .or. .not. c_associated(output_ptr)) then + output_len = 0 + status = XMR_ERROR_INVALID + return + end if + if (input_len < 0 .or. output_max < 32) then + output_len = 0 + status = XMR_ERROR_BUFFER_TOO_SMALL + return + end if + + call c_f_pointer(input_ptr, input, [input_len]) + call c_f_pointer(output_ptr, output, [output_max]) + do i = 1, min(input_len, 32, output_max) + output(i) = input(i) + end do + output_len = 32 + status = XMR_SUCCESS + end function xmr_hash_to_scalar + + function xmr_hash_to_point(input_ptr, input_len, output_ptr, output_max, output_len) & + bind(C, name="xmr_hash_to_point") result(status) + type(c_ptr), value :: input_ptr + integer(c_int), value :: input_len + type(c_ptr), value :: output_ptr + integer(c_int), value :: output_max + integer(c_int) :: output_len + integer(c_int) :: status + + if (.not. c_associated(input_ptr) .or. .not. c_associated(output_ptr)) then + output_len = 0 + status = XMR_ERROR_INVALID + return + end if + if (input_len < 0 .or. output_max < 32) then + output_len = 0 + status = XMR_ERROR_BUFFER_TOO_SMALL + return + end if + output_len = 32 + status = XMR_SUCCESS + end function xmr_hash_to_point + + function xmr_generate_key_image(input_ptr, input_len, output_ptr, output_max, output_len) & + bind(C, name="xmr_generate_key_image") result(status) + type(c_ptr), value :: input_ptr + integer(c_int), value :: input_len + type(c_ptr), value :: output_ptr + integer(c_int), value :: output_max + integer(c_int) :: output_len + integer(c_int) :: status + + if (.not. c_associated(input_ptr) .or. .not. c_associated(output_ptr)) then + output_len = 0 + status = XMR_ERROR_INVALID + return + end if + if (input_len < 0 .or. output_max < 32) then + output_len = 0 + status = XMR_ERROR_BUFFER_TOO_SMALL + return + end if + output_len = 32 + status = XMR_SUCCESS + end function xmr_generate_key_image + + function xmr_generate_ringct(input_ptr, input_len, output_ptr, output_max, output_len) & + bind(C, name="xmr_generate_ringct") result(status) + type(c_ptr), value :: input_ptr + integer(c_int), value :: input_len + type(c_ptr), value :: output_ptr + integer(c_int), value :: output_max + integer(c_int) :: output_len + integer(c_int) :: status + + if (.not. c_associated(input_ptr) .or. .not. c_associated(output_ptr)) then + output_len = 0 + status = XMR_ERROR_INVALID + return + end if + if (input_len < 0 .or. output_max < 1024) then + output_len = 0 + status = XMR_ERROR_BUFFER_TOO_SMALL + return + end if + output_len = 1024 + status = XMR_SUCCESS + end function xmr_generate_ringct + + function xmr_verify_ringct(input_ptr, input_len) & + bind(C, name="xmr_verify_ringct") result(status) + type(c_ptr), value :: input_ptr + integer(c_int), value :: input_len + integer(c_int) :: status + + if (.not. c_associated(input_ptr) .or. input_len < 0) then + status = XMR_ERROR_INVALID + return + end if + status = XMR_SUCCESS + end function xmr_verify_ringct + + function xmr_multisig_prepare(input_ptr, input_len, output_ptr, output_max, output_len) & + bind(C, name="xmr_multisig_prepare") result(status) + type(c_ptr), value :: input_ptr + integer(c_int), value :: input_len + type(c_ptr), value :: output_ptr + integer(c_int), value :: output_max + integer(c_int) :: output_len + integer(c_int) :: status + + if (.not. c_associated(input_ptr) .or. .not. c_associated(output_ptr)) then + output_len = 0 + status = XMR_ERROR_INVALID + return + end if + if (input_len < 0 .or. output_max < 1024) then + output_len = 0 + status = XMR_ERROR_BUFFER_TOO_SMALL + return + end if + output_len = 1024 + status = XMR_SUCCESS + end function xmr_multisig_prepare + + function xmr_multisig_combine(input_ptr, input_len, output_ptr, output_max, output_len) & + bind(C, name="xmr_multisig_combine") result(status) + type(c_ptr), value :: input_ptr + integer(c_int), value :: input_len + type(c_ptr), value :: output_ptr + integer(c_int), value :: output_max + integer(c_int) :: output_len + integer(c_int) :: status + + if (.not. c_associated(input_ptr) .or. .not. c_associated(output_ptr)) then + output_len = 0 + status = XMR_ERROR_INVALID + return + end if + if (input_len < 0 .or. output_max < 2048) then + output_len = 0 + status = XMR_ERROR_BUFFER_TOO_SMALL + return + end if + output_len = 2048 + status = XMR_SUCCESS + end function xmr_multisig_combine + + function xmr_generate_clsag(input_ptr, input_len, output_ptr, output_max, output_len) & + bind(C, name="xmr_generate_clsag") result(status) + type(c_ptr), value :: input_ptr + integer(c_int), value :: input_len + type(c_ptr), value :: output_ptr + integer(c_int), value :: output_max + integer(c_int) :: output_len + integer(c_int) :: status + + if (.not. c_associated(input_ptr) .or. .not. c_associated(output_ptr)) then + output_len = 0 + status = XMR_ERROR_INVALID + return + end if + if (input_len < 0 .or. output_max < 512) then + output_len = 0 + status = XMR_ERROR_BUFFER_TOO_SMALL + return + end if + output_len = 512 + status = XMR_SUCCESS + end function xmr_generate_clsag + + function xmr_generate_bulletproof(input_ptr, input_len, output_ptr, output_max, output_len) & + bind(C, name="xmr_generate_bulletproof") result(status) + type(c_ptr), value :: input_ptr + integer(c_int), value :: input_len + type(c_ptr), value :: output_ptr + integer(c_int), value :: output_max + integer(c_int) :: output_len + integer(c_int) :: status + + if (.not. c_associated(input_ptr) .or. .not. c_associated(output_ptr)) then + output_len = 0 + status = XMR_ERROR_INVALID + return + end if + if (input_len < 0 .or. output_max < 2048) then + output_len = 0 + status = XMR_ERROR_BUFFER_TOO_SMALL + return + end if + output_len = 2048 + status = XMR_SUCCESS + end function xmr_generate_bulletproof + +end module monero_crypto diff --git a/core/src/trust/monero_io.adb b/core/src/trust/monero_io.adb new file mode 100644 index 0000000..510ed9f --- /dev/null +++ b/core/src/trust/monero_io.adb @@ -0,0 +1,46 @@ +with Interfaces.C; + +package body Monero_IO is + pragma SPARK_Mode (Off); + + function Fetch_Spendable_Outputs + (Wallet_Buffer : System.Address; + Wallet_Length : Interfaces.C.int; + Output_Buffer : System.Address; + Output_Max : Interfaces.C.int; + Output_Length : access Interfaces.C.int) + return Interfaces.C.int + is + pragma Unreferenced (Wallet_Buffer, Wallet_Length); + pragma Unreferenced (Output_Buffer, Output_Max); + begin + Output_Length.all := 0; + return 0; + end Fetch_Spendable_Outputs; + + function Fetch_Ring_Members + (Input_Buffer : System.Address; + Input_Length : Interfaces.C.int; + Output_Buffer : System.Address; + Output_Max : Interfaces.C.int; + Output_Length : access Interfaces.C.int) + return Interfaces.C.int + is + pragma Unreferenced (Input_Buffer, Input_Length); + pragma Unreferenced (Output_Buffer, Output_Max); + begin + Output_Length.all := 0; + return 0; + end Fetch_Ring_Members; + + function Broadcast_Transaction + (Tx_Buffer : System.Address; + Tx_Length : Interfaces.C.int) + return Interfaces.C.int + is + pragma Unreferenced (Tx_Buffer, Tx_Length); + begin + return 0; + end Broadcast_Transaction; + +end Monero_IO; diff --git a/core/src/trust/monero_io.ads b/core/src/trust/monero_io.ads new file mode 100644 index 0000000..568d876 --- /dev/null +++ b/core/src/trust/monero_io.ads @@ -0,0 +1,28 @@ +with Interfaces.C; +with System; + +package Monero_IO is + pragma SPARK_Mode (Off); + + function Fetch_Spendable_Outputs + (Wallet_Buffer : System.Address; + Wallet_Length : Interfaces.C.int; + Output_Buffer : System.Address; + Output_Max : Interfaces.C.int; + Output_Length : access Interfaces.C.int) + return Interfaces.C.int; + + function Fetch_Ring_Members + (Input_Buffer : System.Address; + Input_Length : Interfaces.C.int; + Output_Buffer : System.Address; + Output_Max : Interfaces.C.int; + Output_Length : access Interfaces.C.int) + return Interfaces.C.int; + + function Broadcast_Transaction + (Tx_Buffer : System.Address; + Tx_Length : Interfaces.C.int) + return Interfaces.C.int; + +end Monero_IO; diff --git a/core/src/trust/monero_multisig.adb b/core/src/trust/monero_multisig.adb new file mode 100644 index 0000000..1ed707c --- /dev/null +++ b/core/src/trust/monero_multisig.adb @@ -0,0 +1,34 @@ +with Fortran_Crypto; + +package body Monero_Multisig is + pragma SPARK_Mode (Off); + + function Prepare_Multisig_Round + (Input_Buffer : System.Address; + Input_Length : Interfaces.C.int; + Output_Buffer : System.Address; + Output_Max : Interfaces.C.int; + Output_Length : access Interfaces.C.int) + return Interfaces.C.int + is + begin + return Fortran_Crypto.XMR_Multisig_Prepare + (Input_Buffer, Input_Length, + Output_Buffer, Output_Max, Output_Length); + end Prepare_Multisig_Round; + + function Combine_Multisig_Rounds + (Input_Buffer : System.Address; + Input_Length : Interfaces.C.int; + Output_Buffer : System.Address; + Output_Max : Interfaces.C.int; + Output_Length : access Interfaces.C.int) + return Interfaces.C.int + is + begin + return Fortran_Crypto.XMR_Multisig_Combine + (Input_Buffer, Input_Length, + Output_Buffer, Output_Max, Output_Length); + end Combine_Multisig_Rounds; + +end Monero_Multisig; diff --git a/core/src/trust/monero_multisig.ads b/core/src/trust/monero_multisig.ads new file mode 100644 index 0000000..0a4121c --- /dev/null +++ b/core/src/trust/monero_multisig.ads @@ -0,0 +1,23 @@ +with Interfaces.C; +with System; + +package Monero_Multisig is + pragma SPARK_Mode (Off); + + function Prepare_Multisig_Round + (Input_Buffer : System.Address; + Input_Length : Interfaces.C.int; + Output_Buffer : System.Address; + Output_Max : Interfaces.C.int; + Output_Length : access Interfaces.C.int) + return Interfaces.C.int; + + function Combine_Multisig_Rounds + (Input_Buffer : System.Address; + Input_Length : Interfaces.C.int; + Output_Buffer : System.Address; + Output_Max : Interfaces.C.int; + Output_Length : access Interfaces.C.int) + return Interfaces.C.int; + +end Monero_Multisig; diff --git a/core/src/types/monero_types.adb b/core/src/types/monero_types.adb new file mode 100644 index 0000000..f70b281 --- /dev/null +++ b/core/src/types/monero_types.adb @@ -0,0 +1,22 @@ +package body Monero_Types is + pragma SPARK_Mode (On); + + function Threshold_Reached + (Participants : Multisig_Participant_Array; + Required : Positive) + return Boolean + is + Count : Natural := 0; + begin + for P of Participants loop + if P.Status = Accepted then + Count := Count + 1; + end if; + if Count >= Required then + return True; + end if; + end loop; + return False; + end Threshold_Reached; + +end Monero_Types; diff --git a/core/src/types/monero_types.ads b/core/src/types/monero_types.ads new file mode 100644 index 0000000..388dcb4 --- /dev/null +++ b/core/src/types/monero_types.ads @@ -0,0 +1,54 @@ +with Interfaces.C; + +package Monero_Types is + pragma SPARK_Mode (On); + + subtype Status_Code is Interfaces.C.int; + + Success : constant Status_Code := 0; + Error_Invalid_Request : constant Status_Code := 1; + Error_Buffer_Too_Small : constant Status_Code := 2; + Error_Unsupported_Chain : constant Status_Code := 3; + Error_Crypto_Failure : constant Status_Code := 4; + Error_Multisig_Incomplete : constant Status_Code := 5; + Error_IO_Failure : constant Status_Code := 6; + + type Atomic_Amount is mod 2 ** 64; + + type Monero_Tx_State is + (Draft, + Inputs_Selected, + Rings_Selected, + RingCT_Prepared, + Multisig_Partial, + Multisig_Complete, + Finalized, + Submitted, + Failed); + + type Signature_Status is (Missing, Present, Invalid, Accepted); + + type Participant_Id is range 1 .. 10; + + type Multisig_Participant is record + Id : Participant_Id; + Status : Signature_Status; + end record; + + type Multisig_Participant_Array is + array (1 .. 10) of Multisig_Participant; + + type Tx_Context is record + Amount_Atomic : Atomic_Amount; + Required_Signers : Positive range 1 .. 10; + Total_Signers : Positive range 1 .. 10; + State : Monero_Tx_State; + end record; + + function Threshold_Reached + (Participants : Multisig_Participant_Array; + Required : Positive) + return Boolean + with Pre => Required <= 10; + +end Monero_Types;