Poinbase 只收 PSC、CRC、SPARK，新增 SPARK/CRC；DEX 稳定币对改为 StableSwap
- 钱包拦下往 Poinbase 充值地址转 CRT、CRA；资金页按上架币种列出 - 现货交易对跟着行情图选中的币（PSC/CRC、SPARK/CRC） - CRT/CRC、CRA/CRC 用 StableSwap：手续费 0.04%、A=200；脱锚 A=20，崩盘 A=1 且深度四分之一 - 旧存档读档时补 SPARK/CRC、升级稳定币池 Co-Authored-By: Claude Opus 5.5 <noreply@anthropic.com>
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@@ -8,6 +8,8 @@ namespace Decentralized.Domain
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/// 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。
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/// 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
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/// （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。
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/// 稳定币对（<see cref="Stable"/>）是 StableSwap 池（Curve 的曲线，放大系数 A）：挂钩附近几乎没有滑点，偏离越大越接近恒定乘积；
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/// 储备按"价值单位"记（Base 数量 × 挂钩价），挂钩价夜里随参考价重设。
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/// 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。
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/// </summary>
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public sealed class Pool
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@@ -19,10 +21,53 @@ namespace Decentralized.Domain
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/// <summary>订单簿模式：参考价、当天累计净买入的 Base 数量、深度（Quote）。</summary>
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public bool Book;
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public double Ref, Net, Depth;
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/// <summary>StableSwap 模式：放大系数、挂钩价（储备里 Base 一侧按 数量 × 挂钩价 记）。</summary>
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public bool Stable;
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public double Amp, Peg;
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public string Id => $"{Venue}:{Base}/{Quote}";
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public double Price => Book ? PriceAt(Net) : QuoteReserve / BaseReserve;
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public double Price => Book ? PriceAt(Net) : Stable ? Peg * StableSlope(BaseReserve, QuoteReserve) : QuoteReserve / BaseReserve;
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public static Pool CreateStable(Venue venue, string baseAsset, string quote, double price, double depth, double fee, double amp) =>
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new Pool { Venue = venue, Base = baseAsset, Quote = quote, Stable = true, Amp = amp, Peg = price, BaseReserve = depth, QuoteReserve = depth, Fee = fee };
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// ——— StableSwap（两个币）：Ann(x + y) + D = Ann·D + D³ / (4xy)，Ann = 4A ———
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private double Ann => 4 * Amp;
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private double StableD(double x, double y)
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{
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double s = x + y, d = s;
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if (s <= 0) return 0;
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for (int i = 0; i < 255; i++)
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{
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double dp = d * d * d / (4 * x * y), prev = d;
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d = (Ann * s + 2 * dp) * d / ((Ann - 1) * d + 3 * dp);
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if (Math.Abs(d - prev) <= 1e-12 * d) break;
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}
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return d;
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}
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/// <summary>已知一侧储备 x 和不变量 D，求另一侧。</summary>
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private double StableOther(double x, double d)
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{
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double c = d * d / (2 * x) * d / (2 * Ann), b = x + d / Ann, y = d;
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for (int i = 0; i < 255; i++)
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{
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double prev = y;
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y = (y * y + c) / (2 * y + b - d);
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if (Math.Abs(y - prev) <= 1e-12 * y) break;
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}
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return y;
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}
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/// <summary>边际价格（每个价值单位的 Base 换多少 Quote）：不变量对两侧偏导之比。平衡时为 1。</summary>
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private double StableSlope(double x, double y)
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{
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double d = StableD(x, y), d3 = d * d * d;
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return (Ann + d3 / (4 * x * x * y)) / (Ann + d3 / (4 * x * y * y));
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}
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public static Pool CreateBook(Venue venue, string baseAsset, string quote, double price, double depth, double fee) =>
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new Pool { Venue = venue, Base = baseAsset, Quote = quote, Book = true, Ref = price, Depth = depth, Fee = fee };
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@@ -62,6 +107,7 @@ namespace Decentralized.Domain
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public double QuoteOut(double baseIn)
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{
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if (Book) return baseIn > 0 ? Cost(Net - baseIn, Net) * (1 - Fee) : 0;
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if (Stable) return baseIn > 0 ? QuoteReserve - StableOther(BaseReserve + baseIn * Peg * (1 - Fee), StableD(BaseReserve, QuoteReserve)) : 0;
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double x = BaseReserve + baseIn * (1 - Fee);
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return QuoteReserve - BaseReserve * QuoteReserve / x;
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}
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@@ -70,6 +116,7 @@ namespace Decentralized.Domain
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public double BaseOut(double quoteIn)
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{
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if (Book) return quoteIn > 0 ? BookBaseFor(quoteIn * (1 - Fee)) : 0;
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if (Stable) return quoteIn > 0 ? (BaseReserve - StableOther(QuoteReserve + quoteIn * (1 - Fee), StableD(BaseReserve, QuoteReserve))) / Peg : 0;
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double y = QuoteReserve + quoteIn * (1 - Fee);
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return BaseReserve - BaseReserve * QuoteReserve / y;
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}
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@@ -79,6 +126,11 @@ namespace Decentralized.Domain
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{
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if (baseOut <= 0) return 0;
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if (Book) return Cost(Net, Net + baseOut) / (1 - Fee);
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if (Stable)
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{
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double x = BaseReserve - baseOut * Peg;
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return x <= 0 ? double.PositiveInfinity : (StableOther(x, StableD(BaseReserve, QuoteReserve)) - QuoteReserve) / (1 - Fee);
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}
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if (baseOut >= BaseReserve) return double.PositiveInfinity;
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return (BaseReserve * QuoteReserve / (BaseReserve - baseOut) - QuoteReserve) / (1 - Fee);
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}
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@@ -89,6 +141,7 @@ namespace Decentralized.Domain
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if (baseIn <= 0) return 0;
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double out_ = QuoteOut(baseIn);
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if (Book) { Net -= baseIn; return out_; }
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if (Stable) { BaseReserve += baseIn * Peg; QuoteReserve -= out_; return out_; }
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BaseReserve += baseIn;
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QuoteReserve -= out_;
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return out_;
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@@ -100,6 +153,7 @@ namespace Decentralized.Domain
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if (quoteIn <= 0) return 0;
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double out_ = BaseOut(quoteIn);
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if (Book) { Net += out_; return out_; }
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if (Stable) { QuoteReserve += quoteIn; BaseReserve -= out_ * Peg; return out_; }
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QuoteReserve += quoteIn;
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BaseReserve -= out_;
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return out_;
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@@ -110,6 +164,12 @@ namespace Decentralized.Domain
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{
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double before = Price;
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if (Book) return PriceAt(Net + BaseOut(quoteIn)) / before - 1;
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if (Stable)
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{
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var copy = (Pool)MemberwiseClone();
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copy.BuyBase(quoteIn);
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return copy.Price / before - 1;
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}
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double y = QuoteReserve + quoteIn * (1 - Fee);
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double x = BaseReserve * QuoteReserve / y;
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return (y / x) / before - 1;
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@@ -128,6 +188,7 @@ namespace Decentralized.Domain
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public void SetPrice(double price, double quoteDepth)
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{
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if (Book) { Ref = price; Net = 0; Depth = quoteDepth; return; }
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if (Stable) { Peg = price; BaseReserve = quoteDepth; QuoteReserve = quoteDepth; return; }
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QuoteReserve = quoteDepth;
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BaseReserve = quoteDepth / price;
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}
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@@ -24,6 +24,9 @@ namespace Decentralized.Domain
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/// </summary>
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public sealed class Exchange
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{
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/// <summary>Poinbase 上架的币：只有这些能充值、能在现货交易。黑市的 CRT、革命军的 CRA 合规交易所不收。</summary>
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public static readonly string[] Listed = { Assets.PSC, Assets.CRC, Assets.SPARK };
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/// <summary>最近的出金记录：(天, 金额)。</summary>
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public List<KeyValuePair<int, double>> History = new List<KeyValuePair<int, double>>();
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@@ -73,14 +73,37 @@ namespace Decentralized.Domain
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double depth = Tuning.PoolDepth(day), p = Tuning.PscStartPrice;
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m.Pools.Add(Pool.CreateBook(Venue.Exchange, Assets.PSC, Assets.CRC, p, depth, Tuning.ExchangeFee));
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m.Pools.Add(Pool.Create(Venue.Dex, Assets.PSC, Assets.CRC, p, depth * SideDepthShare, Tuning.DexFee));
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m.Pools.Add(Pool.Create(Venue.Dex, Assets.CRT, Assets.CRC, 1, depth * SideDepthShare, Tuning.DexFee));
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m.Pools.Add(Pool.Create(Venue.Dex, Assets.CRA, Assets.CRC, 1, depth * SideDepthShare, Tuning.DexFee));
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m.Pools.Add(Pool.CreateStable(Venue.Dex, Assets.CRT, Assets.CRC, 1, depth * SideDepthShare, Tuning.StableFee, Tuning.StableAmp));
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m.Pools.Add(Pool.CreateStable(Venue.Dex, Assets.CRA, Assets.CRC, 1, depth * SideDepthShare, Tuning.StableFee, Tuning.StableAmp));
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m.Pools.Add(Pool.Create(Venue.Dex, Assets.SPARK, Assets.CRC, Tuning.SparkStart, depth * Tuning.SparkDepthShare, Tuning.DexFee));
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m.AddPoinSpark(Tuning.SparkStart, day);
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return m;
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}
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public Pool Main => Pools[0];
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/// <summary>旧存档的稳定币对是恒定乘积池：按当前价换成 StableSwap 池。</summary>
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public void UpgradeStablePools(int day)
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{
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for (int i = 0; i < Pools.Count; i++)
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{
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var p = Pools[i];
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if (p.Venue != Venue.Dex || p.Stable || (p.Base != Assets.CRT && p.Base != Assets.CRA)) continue;
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Pools[i] = Pool.CreateStable(Venue.Dex, p.Base, p.Quote, p.Price, Tuning.PoolDepth(day) * SideDepthShare, Tuning.StableFee, Tuning.StableAmp);
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}
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}
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/// <summary>Poinbase 的 SPARK/CRC 订单簿（旧存档没有时按当前价补上）。</summary>
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public void AddPoinSpark(double price, int day)
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{
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if (Find(Venue.Exchange, Assets.SPARK, Assets.CRC) == null)
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Pools.Add(Pool.CreateBook(Venue.Exchange, Assets.SPARK, Assets.CRC, price, Tuning.PoolDepth(day) * Tuning.PoinSparkDepthShare, Tuning.ExchangeFee));
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}
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/// <summary>非主交易对的深度占主池的比例。</summary>
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private static double DepthShare(Pool p) =>
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p.Base != Assets.SPARK ? SideDepthShare : p.Venue == Venue.Exchange ? Tuning.PoinSparkDepthShare : Tuning.SparkDepthShare;
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/// <summary>DEX 上 X/CRC 的池（所有币都以 CRC 计价）。</summary>
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public Pool DexPool(string asset) => Find(Venue.Dex, asset, Assets.CRC);
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@@ -189,7 +212,14 @@ namespace Decentralized.Domain
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double baseCredits = pool.Base == Assets.PSC ? p : stablePrice(pool.Base);
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double quoteCredits = pool.Quote == Assets.PSC ? p : stablePrice(pool.Quote);
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if (quoteCredits <= 0) continue;
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double share = pool.Base == Assets.SPARK ? Tuning.SparkDepthShare : SideDepthShare;
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double share = DepthShare(pool);
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// 稳定币对：参考价偏离挂钩超过界线时流动性变差（放大系数降低），回到挂钩附近恢复
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if (pool.Stable)
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{
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double dev = Math.Abs(baseCredits / quoteCredits - 1);
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pool.Amp = dev > Tuning.StableBrokenBand ? Tuning.StableAmpBroken : dev > Tuning.StableDepegBand ? Tuning.StableAmpDepeg : Tuning.StableAmp;
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if (dev > Tuning.StableBrokenBand) share *= Tuning.StableBrokenDepth;
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}
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pool.Revert(baseCredits / quoteCredits, ArbRate, depth * share / quoteCredits);
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}
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}
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@@ -39,6 +39,9 @@ namespace Decentralized.Domain
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public const double BookK = 1.54, BookAlpha = 0.8;
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/// <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>
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public const double DexFee = 0.003, ExchangeFee = 0.001;
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/// <summary>DEX 稳定币对（CRT/CRC、CRA/CRC）的 StableSwap 池：手续费（参考 Curve 3pool 0.04%）、放大系数；
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/// 参考价偏离挂钩超过 1% 是脱锚（流动性变差，A 降到 20，参考 USDC 2023 年 3 月最低约 0.87、两三天回到 1），超过 15% 是崩盘（流动性被撤走，A 降到 1、深度只剩四分之一）。</summary>
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public const double StableFee = 0.0004, StableAmp = 200, StableAmpDepeg = 20, StableAmpBroken = 1, StableDepegBand = 0.01, StableBrokenBand = 0.15, StableBrokenDepth = 0.25;
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/// <summary>NPC 大户每笔成交额（信用点）的范围。</summary>
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public const double WhaleMin = 24000, WhaleMax = 96000;
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public const double Revert = 0.15;
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@@ -115,6 +118,8 @@ namespace Decentralized.Domain
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public const double CardFanDust = 0.04, CardFanChipped = 0.12, CardFingersDark = 0.04, CardFingersOxidized = 0.12, CardBracketScratch = 0.02, CardSealMissing = 0.06;
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/// <summary>非主交易对每晚被拉回参考价的比例，及其深度占主交易对的比例。</summary>
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public const double SideArbRate = 0.75, SideDepthShare = 0.3, SparkDepthShare = 0.15;
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/// <summary>Poinbase 的 SPARK/CRC 订单簿深度占主池深度的比例。</summary>
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public const double PoinSparkDepthShare = 0.5;
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/// <summary>Web3 黑市：开放所需黑市声望，中 / 高档货所需声望，现货每周刷新的天数与基础件数（每高 BmStockPerRep 声望多一件），现货溢价。</summary>
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public const int BmOpenRep = 10, BmMidRep = 40, BmHighRep = 80, BmRefreshDays = 7, BmStockBase = 4;
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public const double BmStockPerRep = 40, BmPremium = 0.30;
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@@ -314,6 +314,7 @@ namespace Decentralized.Domain
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["PerpPscLev"] = Tuning.PerpPscLev,
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["PerpSparkCap"] = Tuning.PerpSparkCap,
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["PerpSparkLev"] = Tuning.PerpSparkLev,
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["PoinSparkDepthShare"] = Tuning.PoinSparkDepthShare,
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["PoneroDailyCap"] = Tuning.PoneroDailyCap,
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["PoneroFee"] = Tuning.PoneroFee,
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["PoneroOpenRep"] = Tuning.PoneroOpenRep,
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@@ -376,6 +377,13 @@ namespace Decentralized.Domain
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["SparkStart"] = Tuning.SparkStart,
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["SparkUnrestShock"] = Tuning.SparkUnrestShock,
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["SparkVol"] = Tuning.SparkVol,
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["StableAmp"] = Tuning.StableAmp,
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["StableAmpBroken"] = Tuning.StableAmpBroken,
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["StableAmpDepeg"] = Tuning.StableAmpDepeg,
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["StableBrokenBand"] = Tuning.StableBrokenBand,
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["StableBrokenDepth"] = Tuning.StableBrokenDepth,
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["StableDepegBand"] = Tuning.StableDepegBand,
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["StableFee"] = Tuning.StableFee,
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["StoryBmCrtMult"] = Tuning.StoryBmCrtMult,
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["StoryCraSpiralMult"] = Tuning.StoryCraSpiralMult,
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["StoryLeakHaircutMult"] = Tuning.StoryLeakHaircutMult,
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