Tests cover risk_tranching (54), conviction (54), crosschain (54), and
cadCAD integration (46). All 558 tests pass. Notebooks provide interactive
explorations of risk tranches, cross-chain simulation, conviction governance,
and cadCAD Monte Carlo analysis. Includes parameter sweep results (405 sims).
Co-Authored-By: Claude Opus 4.6 <noreply@anthropic.com>
The tranche system wasn't redistributing collateral appreciation back to
tranche buffers. Added apply_collateral_change() which routes gains through
_rebalance_collateral (rebuilds junior buffer first) and losses through
the existing waterfall.
Parameter sweep results (param_sweep_v2.csv) show:
- Low vol (30%): 96% of configs keep senior safe, optimal SR=1.2 MZ=1.35
- Med vol (60%): 89% safe, optimal SR=1.5 MZ=1.20
- High vol (90%): 19% safe, requires SR=1.8 minimum
Co-Authored-By: Claude Opus 4.6 <noreply@anthropic.com>
Streamlit adds the script directory to sys.path, not the working
directory, so dashboard/ wasn't importable as a package.
Co-Authored-By: Claude Opus 4.6 <noreply@anthropic.com>
- Add System Config tab with ~15 parameter sliders grouped in accordions
- Add 4 named presets (Conservative, Balanced, Aggressive, High-Risk)
- Add JSON config export/import for sharing configurations
- All tabs now read config from session_state instead of hardcoding
- Signal Router uses config's fee/flow params as base AdaptiveParams
- Multi-stage Dockerfile (Python 3.12-slim, non-root, healthcheck)
- docker-compose.yml with Traefik labels for simulate.rspace.online
Co-Authored-By: Claude Opus 4.6 <noreply@anthropic.com>
Three integration layers connecting the TWAP oracle and DCA executor
to the rest of the system:
- Signal Router: routes oracle volatility/deviation signals into
adaptive params (flow threshold, PAMM curvature, surge fees)
- CRDT DCA Schedules: G-Set of chunks with monotone status lattice
(pending→submitted→executed), composes with batch settlement
- Subscription/Donation DCA: recurring payments and one-time donations
flow through the bonding curve via time-spread DCA chunks
Co-Authored-By: Claude Opus 4.6 <noreply@anthropic.com>
TWAP oracle primitive with ring buffer, cumulative accumulator,
VWAP, deviation signals, and realized volatility. DCA executor
composes oracle with MycoSystem for time-spread purchases with
fixed and TWAP-aware chunk sizing strategies. Oracle integration
is opt-in via MycoSystemConfig.twap_oracle_params.
Co-Authored-By: Claude Opus 4.6 <noreply@anthropic.com>
Add off-chain CRDT wrappers for DeFi primitives with per-peer tracking
and merge semantics (commutative, associative, idempotent). Enables most
MYCO operations to happen off-chain with only net positions settling
on-chain.
Modules: flow_dampening, labor_crdt, trust_pamm, credit_invariant,
intent_matching (CoW engine), batch_settlement (orchestrator).
Co-Authored-By: Claude Opus 4.6 <noreply@anthropic.com>
Maps Balancer, Gyroscope, and CoW Protocol primitives to the Automerge/BFT
CRDT token layer. Identifies flow dampening, CoW intent matching, labor
attestations, and LBP schedules as fully CRDT-native. Proposes batch
settlement architecture where CoW matching handles most trades off-chain
and only net positions settle on-chain.
Co-Authored-By: Claude Opus 4.6 <noreply@anthropic.com>
Jeff Emmett