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Adapt protected returns to capital lock duration

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Theodore Song
2026-08-22 21:42:47 -04:00
parent 2de28533d8
commit 974a957f58
9 changed files with 148 additions and 61 deletions
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scripts/test-server-state.mjs
+6 -2
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@@ -39,10 +39,12 @@ const compacted = compactSuggestion({
neg_risk_market_id: "0xmarket", neg_risk_fee_bips: 25, neg_risk_metadata_fee_bips: 25,
neg_risk_question_count: 3, conversion_verification_status: "verified-onchain", bundle_cost_per_unit: 1.95,
bundle_payout_per_unit: 1.995, bundle_settlement_payout_per_unit: 2,
bundle_net_profit_per_unit: 0.05, bundle_capital_efficiency: 0.0025, bundle_legs: [{ market_id: "1", side: "YES" }],
bundle_net_profit_per_unit: 0.05, bundle_capital_efficiency: 0.0025, bundle_min_daily_return: 0.0001,
bundle_legs: [{ market_id: "1", side: "YES" }],
fees_enabled: false, fee_schedule: { rate: 0, exponent: 1, takerOnly: true },
depth_verified: true, fees_verified: true, fee_model: "verified-market-specific", execution_model: "live-order-book-vwap",
execution_units: 250, execution_notional: 237.5, verification_status: "executable", promoted_for_agents: ["value"],
execution_units: 250, execution_notional: 237.5, execution_total_profit: 12.5,
verification_status: "executable", promoted_for_agents: ["value"],
});
assert.equal(compacted.signal_type, "bundle-arb");
assert.equal(compacted.entry_candidate, true);
@@ -60,9 +62,11 @@ assert.equal(compacted.neg_risk_question_count, 3);
assert.equal(compacted.conversion_verification_status, "verified-onchain");
assert.equal(compacted.bundle_settlement_payout_per_unit, 2);
assert.equal(compacted.bundle_capital_efficiency, 0.0025);
assert.equal(compacted.bundle_min_daily_return, 0.0001);
assert.equal(compacted.bundle_legs.length, 1);
assert.equal(compacted.fee_schedule.rate, 0);
assert.equal(compacted.execution_units, 250);
assert.equal(compacted.execution_total_profit, 12.5);
assert.equal(compacted.verification_status, "executable");
assert.deepEqual(compacted.promoted_for_agents, ["value"]);