using System; using System.Collections.Generic; using System.Linq; namespace Decentralized.Domain { /// 一次互换的报价:得到数量、经过几个池、相对中间价的损失(手续费加滑点)。 public sealed class SwapQuote { public string From, To; public double In, Out, Impact; public int Hops; } /// /// 影响行情的游戏事件种类。接入层把游戏的新闻事件与派系行动映射到这里(例如全站停电、电力短缺 → Blackout)。 /// public enum MarketEvent { Blackout, Crackdown, GangWar, RevRaidUpper, LowerUnrest } /// /// PSC 行情与全部交易对。PSC 有一个参考价(主交易对:合规交易所 PSC/CRC); /// 夜间参考价向价格锚回归并加噪声,其余交易对由 NPC 套利者拉向参考价。 /// public sealed class Market { public double Sentiment = 1.0; /// 供给因子:出块奖励减半抬高挖矿成本,价格锚随之上移;减半前一周有预期行情。每晚向目标靠拢。 public double Supply = 1.0; public List Pools = new List(); /// 开门时的参考价,夜间用它和收盘价算当日均价(合约的标记价)。 public double OpenPrice = Tuning.PscStartPrice; /// 玩家自己的现货大单把价格推高(正)或压低(负)的对数幅度,每晚随价格回归一起衰减。操纵检出和预测盘用它估"没有玩家时的价格"。 public double PlayerPush; /// 今天的插针(对数幅度,0 = 没有)和当晚回去的比例(0 = 真跌真涨)。 public double Wick, WickBack; /// 夜间结算开始时:插针按比例回去(结算、预测盘读的是回去后的价格)。 public void UndoWick(int day) { if (Wick == 0) return; Main.SetPrice(Price * Math.Exp(-Wick * WickBack), Tuning.PoolDepth(day)); Wick = 0; WickBack = 0; } /// /// 插针:开门后价格瞬间被打到一边(大户扫强平、砸盘吸筹),大部分当晚回去,一部分是真的。 /// 标记价用开门前的价格和收盘价平均,强平只吃一半。返回幅度(0 = 今天没有)。 /// public double TryWick(Rng rng, int day) { Wick = 0; WickBack = 0; if (!rng.Chance(Tuning.WickChance)) return 0; double size = rng.Range(Tuning.WickMin, Tuning.WickMax) * (rng.Chance(0.5) ? 1 : -1); Wick = size; WickBack = rng.Chance(Tuning.WickReal) ? 0 : rng.Range(Tuning.WickRevertMin, Tuning.WickRevertMax); Main.SetPrice(Price * Math.Exp(size), Tuning.PoolDepth(day)); return size; } public double NeutralPrice => Price * Math.Exp(-PlayerPush); /// 被查概率:推价幅度(绝对值)超过 ManipFree 后随幅度升高。 public static double ManipChance(double push) { push = Math.Abs(push); return push < Tuning.ManipFree ? 0 : Math.Min(Tuning.ManipMax, Tuning.ManipBase + Tuning.ManipSlope * (push - Tuning.ManipFree)); } public const double ArbRate = Tuning.SideArbRate; // 非主交易对每晚被拉回参考价的比例 public const double SideDepthShare = Tuning.SideDepthShare; // 非主交易对的深度占主交易对的比例 public static Market CreateDefault(int day) { var m = new Market(); double depth = Tuning.PoolDepth(day), p = Tuning.PscStartPrice; 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)); m.Pools.Add(Pool.Create(Venue.Dex, Assets.SPARK, Assets.CRC, Tuning.SparkStart, depth * Tuning.SparkDepthShare, Tuning.DexFee)); return m; } public Pool Main => Pools[0]; /// DEX 上 X/CRC 的池(所有币都以 CRC 计价)。 public Pool DexPool(string asset) => Find(Venue.Dex, asset, Assets.CRC); /// /// 任意两币互换的报价:CRC 在一端走一个池,否则 X → CRC → Y 两跳(两次手续费、滑点叠加)。 /// 不改池子;没有路由(同币、没有池)返回 null。 /// public SwapQuote Quote(string from, string to, double amount) { if (from == to || amount <= 0) return null; var a = from == Assets.CRC ? null : DexPool(from); var b = to == Assets.CRC ? null : DexPool(to); if ((from != Assets.CRC && a == null) || (to != Assets.CRC && b == null)) return null; double crc = a == null ? amount : a.QuoteOut(amount); double mid = a == null ? amount : amount * a.Price; double outAmt = b == null ? crc : b.BaseOut(crc); double ideal = b == null ? mid : mid / b.Price; return new SwapQuote { From = from, To = to, In = amount, Out = outAmt, Hops = (a != null ? 1 : 0) + (b != null ? 1 : 0), Impact = ideal > 0 ? Math.Max(0, 1 - outAmt / ideal) : 0 }; } /// 成交:按 的路由改动池子,返回得到的数量(没有路由返回 0)。 public double Swap(string from, string to, double amount) { if (Quote(from, to, amount) == null) return 0; double crc = from == Assets.CRC ? amount : DexPool(from).SellBase(amount); return to == Assets.CRC ? crc : DexPool(to).BuyBase(crc); } public Pool Find(Venue venue, string baseAsset, string quote) => Pools.FirstOrDefault(x => x.Venue == venue && x.Base == baseAsset && x.Quote == quote); /// PSC 的参考价(信用点)。 public double Price => Main.Price; /// 历次减半抽到的传导指数之和:价格锚的供给因子目标为 2^此值。 public double HalvingLog; /// 减半当晚:抽本次的传导指数。 public void OnHalving(Rng rng) => HalvingLog += Tuning.HalvingPassMin + rng.NextDouble() * (Tuning.HalvingPassMax - Tuning.HalvingPassMin); /// 供给因子的目标:已发生的减半各自抬高锚;减半前 7 天内再逐日加预期。 public double SupplyTarget(int day) { double t = Math.Pow(2, HalvingLog); int toHalving = Tuning.HalvingDays - day % Tuning.HalvingDays; // 减半当晚 day % HalvingDays == 0,那天之后又是一个完整周期 if (toHalving <= Tuning.HalvingRampDays) t *= 1 + Tuning.HalvingRamp * (Tuning.HalvingRampDays - toHalving + 1) / Tuning.HalvingRampDays; return t; } public void UpdateSupply(int day) => Supply += (SupplyTarget(day) - Supply) * Tuning.SupplyAdjust; public double Anchor(ICollection active) { double a = Tuning.PscStartPrice * Sentiment * Supply; if (active.Contains(MarketEvent.Blackout)) a *= 1.10; if (active.Contains(MarketEvent.Crackdown)) a *= 0.92; return a; } public static double Volatility(ICollection active) { double v = Tuning.PscVol; if (active.Contains(MarketEvent.GangWar)) v *= 2; else if (active.Contains(MarketEvent.RevRaidUpper)) v *= 1.5; return v; } /// 开门:一次日内波动(幅度为日波动率的一半)。 public void Open(ICollection active, Rng rng, int day) { double p = Price * Math.Exp(rng.Gauss() * Volatility(active) / 2); Main.SetPrice(p, Tuning.PoolDepth(day)); OpenPrice = p; } /// NPC 大户:每周约 2 笔、每笔 – 信用点,随机买或卖。返回成交额(正为买入),没有交易时为 0。 public double Whale(Rng rng) { if (!rng.Chance(2.0 / 7)) return 0; double size = rng.Range(Tuning.WhaleMin, Tuning.WhaleMax); if (rng.Chance(0.5)) { Main.BuyBase(size); return size; } Main.SellBase(size / Price); return -size; } /// 当日均价:合约强平与借贷估值用它,白天的插针不触发强平。 public double Mark => (OpenPrice + Price) / 2; /// /// 夜间:情绪做均值回归随机游走;参考价向锚回归 15% 并加噪声,限制在锚的 0.3–3 倍; /// 其余交易对按各自计价币的价格拉向参考价。 /// public void Night(ICollection active, Rng rng, int day, Func stablePrice) { if (Wick != 0) { Main.SetPrice(Price * Math.Exp(-Wick * WickBack), Tuning.PoolDepth(day)); Wick = 0; WickBack = 0; } PlayerPush *= 1 - Tuning.Revert; Sentiment *= Math.Exp(Tuning.SentimentKappa * -Math.Log(Sentiment) + rng.Gauss() * Tuning.SentimentVol); double anchor = Anchor(active); double lp = Math.Log(Price); lp += Tuning.Revert * (Math.Log(anchor) - lp) + rng.Gauss() * Volatility(active); double p = Math.Max(Tuning.PscStartPrice * Tuning.PriceFloor, Math.Min(Tuning.PscStartPrice * Tuning.PriceCeiling, Math.Exp(lp))); double depth = Tuning.PoolDepth(day); Main.SetPrice(p, depth); foreach (var pool in Pools.Skip(1)) { double baseCredits = pool.Base == Assets.PSC ? p : stablePrice(pool.Base); double quoteCredits = pool.Quote == Assets.PSC ? p : stablePrice(pool.Quote); if (quoteCredits <= 0) continue; double share = pool.Base == Assets.SPARK ? Tuning.SparkDepthShare : SideDepthShare; pool.Revert(baseCredits / quoteCredits, ArbRate, depth * share / quoteCredits); } } } }