Poinbase 订单簿、永续滑点减半、预测盘滑点调整、浏览器统一记账

- Poinbase 主池改为订单簿冲击曲线：第 38 天 2 PSC 约 0.1%、200 PSC 约 4%
- 永续成交深度 50,000 → 100,000，滑点减半
- 预测盘 b = 1.8 × 额度 / ln 2（5% 盘口押 50 约贵 10%），消息价 2% / 5% / 12%
- 统一记账函数 Chain：钱包每一笔进出写进浏览器和钱包记录，合约调用按执行前后余额差记账；Ponero 不上浏览器；账本上限 500
- 存档数据版本 3

Co-Authored-By: Claude Opus 5.5 <noreply@anthropic.com>

src/Decentralized.Domain/Amm.cs

@@ -5,8 +5,10 @@ namespace Decentralized.Domain
     public enum Venue { Exchange, Dex, Darknet }
 
     /// <summary>
-    /// 一个交易对 = 一个恒定乘积池（x·y = k）。Base 是被交易的币，Quote 是计价币；价格 = Quote 储备 / Base 储备。
-    /// 每个交易对各有深度；夜间由 NPC 套利者把价格按比例拉向目标价。
+    /// 一个交易对。DEX 是恒定乘积池（x·y = k）：Base 是被交易的币，Quote 是计价币，价格 = Quote 储备 / Base 储备。
+    /// Poinbase 主池是订单簿（<see cref="Book"/>）：价格只取决于当天的累计净买入量，冲击随单子变大而增长得比线性慢
+    /// （价格 = 参考价 × exp(κ · sign(x) · |x|^α)，x = 净买入的名义价值 / 深度），拆单不占便宜，同量买进再卖出回到原价。
+    /// 每个交易对各有深度；夜间由 NPC 套利者把价格按比例拉向目标价，订单簿的累计量清零。
     /// </summary>
     public sealed class Pool
     {
@@ -14,10 +16,44 @@ namespace Decentralized.Domain
         public Venue Venue;
         public double BaseReserve, QuoteReserve;
         public double Fee;
+        /// <summary>订单簿模式：参考价、当天累计净买入的 Base 数量、深度（Quote）。</summary>
+        public bool Book;
+        public double Ref, Net, Depth;
 
         public string Id => $"{Venue}:{Base}/{Quote}";
 
-        public double Price => QuoteReserve / BaseReserve;
+        public double Price => Book ? PriceAt(Net) : QuoteReserve / BaseReserve;
+
+        public static Pool CreateBook(Venue venue, string baseAsset, string quote, double price, double depth, double fee) =>
+            new Pool { Venue = venue, Base = baseAsset, Quote = quote, Book = true, Ref = price, Depth = depth, Fee = fee };
+
+        private double PriceAt(double net)
+        {
+            double x = net * Ref / Depth;
+            return Ref * Math.Exp(Math.Sign(x) * Tuning.BookK * Math.Pow(Math.Abs(x), Tuning.BookAlpha));
+        }
+
+        /// <summary>订单簿上累计净买入从 a 走到 b 的成交额（Quote，不含手续费；b &lt; a 为负）。辛普森积分，同一区间正反两个方向结果互为相反数。</summary>
+        private double Cost(double a, double b)
+        {
+            const int n = 128;
+            double h = (b - a) / n, sum = PriceAt(a) + PriceAt(b);
+            for (int i = 1; i < n; i++) sum += PriceAt(a + i * h) * (i % 2 == 1 ? 4 : 2);
+            return sum * h / 3;
+        }
+
+        /// <summary>订单簿：花 quote（不含手续费）能买到多少 Base。牛顿迭代解 Cost(Net, Net + b) = quote。</summary>
+        private double BookBaseFor(double quote)
+        {
+            double b = quote / Price;
+            for (int i = 0; i < 30; i++)
+            {
+                double step = (Cost(Net, Net + b) - quote) / PriceAt(Net + b);
+                b = Math.Max(0, b - step);
+                if (Math.Abs(step) < 1e-10 * (1 + b)) break;
+            }
+            return b;
+        }
 
         public static Pool Create(Venue venue, string baseAsset, string quote, double price, double quoteDepth, double fee) =>
             new Pool { Venue = venue, Base = baseAsset, Quote = quote, QuoteReserve = quoteDepth, BaseReserve = quoteDepth / price, Fee = fee };
@@ -25,6 +61,7 @@ namespace Decentralized.Domain
         /// <summary>预估：卖出 baseIn 个 Base 能得到多少 Quote（不改池子）。</summary>
         public double QuoteOut(double baseIn)
         {
+            if (Book) return baseIn > 0 ? Cost(Net - baseIn, Net) * (1 - Fee) : 0;
             double x = BaseReserve + baseIn * (1 - Fee);
             return QuoteReserve - BaseReserve * QuoteReserve / x;
         }
@@ -32,6 +69,7 @@ namespace Decentralized.Domain
         /// <summary>预估：花 quoteIn 个 Quote 能买到多少 Base（不改池子）。</summary>
         public double BaseOut(double quoteIn)
         {
+            if (Book) return quoteIn > 0 ? BookBaseFor(quoteIn * (1 - Fee)) : 0;
             double y = QuoteReserve + quoteIn * (1 - Fee);
             return BaseReserve - BaseReserve * QuoteReserve / y;
         }
@@ -40,6 +78,7 @@ namespace Decentralized.Domain
         public double QuoteIn(double baseOut)
         {
             if (baseOut <= 0) return 0;
+            if (Book) return Cost(Net, Net + baseOut) / (1 - Fee);
             if (baseOut >= BaseReserve) return double.PositiveInfinity;
             return (BaseReserve * QuoteReserve / (BaseReserve - baseOut) - QuoteReserve) / (1 - Fee);
         }
@@ -49,6 +88,7 @@ namespace Decentralized.Domain
         {
             if (baseIn <= 0) return 0;
             double out_ = QuoteOut(baseIn);
+            if (Book) { Net -= baseIn; return out_; }
             BaseReserve += baseIn;
             QuoteReserve -= out_;
             return out_;
@@ -59,6 +99,7 @@ namespace Decentralized.Domain
         {
             if (quoteIn <= 0) return 0;
             double out_ = BaseOut(quoteIn);
+            if (Book) { Net += out_; return out_; }
             QuoteReserve += quoteIn;
             BaseReserve -= out_;
             return out_;
@@ -68,6 +109,7 @@ namespace Decentralized.Domain
         public double ImpactOfBuy(double quoteIn)
         {
             double before = Price;
+            if (Book) return PriceAt(Net + BaseOut(quoteIn)) / before - 1;
             double y = QuoteReserve + quoteIn * (1 - Fee);
             double x = BaseReserve * QuoteReserve / y;
             return (y / x) / before - 1;
@@ -85,6 +127,7 @@ namespace Decentralized.Domain
 
         public void SetPrice(double price, double quoteDepth)
         {
+            if (Book) { Ref = price; Net = 0; Depth = quoteDepth; return; }
             QuoteReserve = quoteDepth;
             BaseReserve = quoteDepth / price;
         }

src/Decentralized.Domain/Ledger.cs

@@ -14,7 +14,7 @@ namespace Decentralized.Domain
     }
 
     /// <summary>
-    /// 全局账本：只记真实发生的转账（玩家的转出和转入、矿机收益、出金），不生成 NPC 流水；最新的在前，超过 <see cref="Tuning.LedgerMax"/> 条丢最旧的。
+    /// 全局账本：只记真实发生的转账（玩家钱包的每一笔进出，含合约调用和地址投毒的 0 币转入），不生成 NPC 流水；最新的在前，超过 <see cref="Tuning.LedgerMax"/> 条丢最旧的。
     /// </summary>
     public sealed class Ledger
     {
@@ -22,7 +22,7 @@ namespace Decentralized.Domain
 
         public void Add(LedgerEntry e)
         {
-            if (e == null || e.Amount <= 0) return;
+            if (e == null || e.Amount < 0) return;
             Entries.Insert(0, e);
             if (Entries.Count > Tuning.LedgerMax) Entries.RemoveRange(Tuning.LedgerMax, Entries.Count - Tuning.LedgerMax);
         }

src/Decentralized.Domain/Market.cs

@@ -71,7 +71,7 @@ namespace Decentralized.Domain
         {
             var m = new Market();
             double depth = Tuning.PoolDepth(day), p = Tuning.PscStartPrice;
-            m.Pools.Add(Pool.Create(Venue.Exchange, Assets.PSC, Assets.CRC, p, depth, Tuning.ExchangeFee));
+            m.Pools.Add(Pool.CreateBook(Venue.Exchange, Assets.PSC, Assets.CRC, p, depth, Tuning.ExchangeFee));
             m.Pools.Add(Pool.Create(Venue.Dex, Assets.PSC, Assets.CRC, p, depth * SideDepthShare, Tuning.DexFee));
             m.Pools.Add(Pool.Create(Venue.Dex, Assets.CRT, Assets.CRC, 1, depth * SideDepthShare, Tuning.DexFee));
             m.Pools.Add(Pool.Create(Venue.Dex, Assets.CRA, Assets.CRC, 1, depth * SideDepthShare, Tuning.DexFee));

src/Decentralized.Domain/Tuning.cs

@@ -33,8 +33,10 @@ namespace Decentralized.Domain
         public const double RefurbishHealth = 30;
 
         // 市场
-        /// <summary>主交易对（PSC/CRC）信用点一侧的深度。按全网日产出（约 {BlockReward} PSC）的比例对照头部交易所：买 2 PSC 的价格冲击约 0.02%，卖两天的产出约 2%。</summary>
+        /// <summary>交易对信用点一侧的基础深度（DEX 侧池按比例取）。</summary>
         public const double PoolDepth0 = 600000;
+        /// <summary>Poinbase 订单簿的冲击曲线：价格 = 参考价 × exp(κ · |x|^α)，x = 当天净买入的名义价值 / 深度。第 38 天买 2 PSC 平均滑点约 0.1%，卖 200 PSC 约 4%。</summary>
+        public const double BookK = 1.54, BookAlpha = 0.8;
         /// <summary>DEX 手续费；Poinbase 现货与出金的手续费（对照头部交易所 taker 约 0.1%）。</summary>
         public const double DexFee = 0.003, ExchangeFee = 0.001;
         /// <summary>NPC 大户每笔成交额（信用点）的范围。</summary>
@@ -66,7 +68,7 @@ namespace Decentralized.Domain
         /// <summary>Poinbase 出金到钱包的确认动画：基础秒数，加每个确认的秒数（确认数同 PLEDGER 的 TxConfirm*）。</summary>
         public const double FundsBaseSecs = 1.2, FundsConfSecs = 0.6;
         /// <summary>浏览器账本最多保留的转账条数，一次最多显示的条数。</summary>
-        public const int LedgerMax = 200, LedgerShow = 12;
+        public const int LedgerMax = 500, LedgerShow = 12;
         public const double CraSpiralWeekly = 0.03;
         public const int CraWarnLeadMin = 4, CraWarnLeadMax = 7;
         public static readonly double[] CraSpiralPath = { 0.85, 0.30, 0.02 };
@@ -215,8 +217,8 @@ namespace Decentralized.Domain
         public const double PerpFundCoef = 0.10, PerpFundCap = 0.003;
         /// <summary>永续的成交深度占现货主池的比例：开平仓的平均滑点 = 名义价值 / (深度倍数 × 池深)，和现货一样大单更贵。</summary>
         public const double PerpDepthMult = 5.0;
-        /// <summary>永续成交深度的基数（与现货池深分开：永续的滑点压住均值回归策略，校准见 research/perpsim）。</summary>
-        public const double PerpDepth0 = 50000;
+        /// <summary>永续成交深度的基数（与现货分开；原来 50,000，减半滑点后 100,000，校准见 research/perpsim）。</summary>
+        public const double PerpDepth0 = 100000;
         /// <summary>开仓时按现价算权益至少要高出强平线多少（占名义价值的比例），否则拒绝（滑点太大，开了就被强平）。</summary>
         public const double PerpOpenBuffer = 0.02;
         public const double PerpDebtInterest = 0.02;
@@ -242,7 +244,7 @@ namespace Decentralized.Domain
         public const int PredictUnlockDay = 8;
         public const double PredictFee = 0.01, PredictLoss0 = 800, PredictLossPerDay = 25, PredictCap = 2;
         /// <summary>预测盘的流动性：LMSR 的 b = 倍数 × 单盘额度 / ln 2，与先验无关（低先验盘不再更浅）。单盘额度只决定份额上限和消息价。</summary>
-        public const double PredictDepth = 10;
+        public const double PredictDepth = 1.8;
         public const int PredictOpenMin = 3, PredictOpenMax = 6, PredictNewPerDay = 2;
         public const double PredictInsiderShare = 0.4, PredictInsiderCatch = 0.7, PredictFraudShare = 0.5, PredictFraudCap = 400;
         public const double PredictFactionDaily = 0.06, PredictPMin = 0.03, PredictPMax = 0.97;
@@ -255,7 +257,7 @@ namespace Decentralized.Domain
         public const double PredictMoveLog = 0.15;
         /// <summary>情报贩子：局势简报价格（CRT）、三档内幕消息的价格（占盘口最大亏损的比例）与准确率、假情报概率（claim 与真相相反）、需要的黑市声望。</summary>
         public const double IntelBriefPrice = 120, IntelFake = 0.10;
-        public static readonly double[] IntelTipPrice = { 0.03, 0.08, 0.20 }, IntelTipAcc = { 0.60, 0.80, 0.95 };
+        public static readonly double[] IntelTipPrice = { 0.02, 0.05, 0.12 }, IntelTipAcc = { 0.60, 0.80, 0.95 };
         public const int IntelRep = 20;
         /// <summary>操纵检出：玩家自己的大单把价格推离"没有你时的水平"的对数幅度（取绝对值）低于 ManipFree 不查；
         /// 超过后被查概率 = ManipBase + ManipSlope × (幅度 − ManipFree)，封顶 ManipMax；被查后永续账户冻结几天。</summary>

src/Decentralized.Domain/TuningTable.cs

@@ -157,6 +157,8 @@ namespace Decentralized.Domain
             ["BmWeightCrt"] = Tuning.BmWeightCrt,
             ["BmWeightPonero"] = Tuning.BmWeightPonero,
             ["BmWeightPsc"] = Tuning.BmWeightPsc,
+            ["BookAlpha"] = Tuning.BookAlpha,
+            ["BookK"] = Tuning.BookK,
             ["CardBracketScratch"] = Tuning.CardBracketScratch,
             ["CardFanChipped"] = Tuning.CardFanChipped,
             ["CardFanDust"] = Tuning.CardFanDust,