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;
         }