probably-decentralized/src/Decentralized.Domain/Market.cs

using System;
using System.Collections.Generic;
using System.Linq;

namespace Decentralized.Domain
{
    /// <summary>
    /// 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）。
    /// </summary>
    public enum MarketEvent { Blackout, Crackdown, GangWar, RevRaidUpper, LowerUnrest }

    /// <summary>
    /// 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。
    /// </summary>
    public sealed class Market
    {
        public double Sentiment = 1.0;
        /// <summary>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。</summary>
        public double Supply = 1.0;
        public List<Pool> Pools = new List<Pool>();
        /// <summary>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）。</summary>
        public double OpenPrice = Tuning.PscStartPrice;

        public const double ArbRate = 0.5;          // 非主交易对每晚被拉回参考价的比例
        public const double SideDepthShare = 0.3;   // 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.Create(Venue.Exchange, Assets.PSC, Assets.CRC, p, depth, Tuning.ExchangeFee));
            m.Pools.Add(Pool.Create(Venue.Dex, Assets.PSC, Assets.CRT, p, depth * SideDepthShare, Tuning.DexFee));
            m.Pools.Add(Pool.Create(Venue.Dex, Assets.PSC, Assets.CRA, p, depth * SideDepthShare, Tuning.DexFee));
            m.Pools.Add(Pool.Create(Venue.Dex, Assets.CRT, Assets.CRC, 1, depth * SideDepthShare, Tuning.DexFee));
            return m;
        }

        public Pool Main => Pools[0];

        public Pool Find(Venue venue, string baseAsset, string quote) =>
            Pools.FirstOrDefault(x => x.Venue == venue && x.Base == baseAsset && x.Quote == quote);

        /// <summary>PSC 的参考价（信用点）。</summary>
        public double Price => Main.Price;

        /// <summary>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。</summary>
        public double HalvingLog;

        /// <summary>减半当晚：抽本次的传导指数。</summary>
        public void OnHalving(Rng rng) => HalvingLog += Tuning.HalvingPassMin + rng.NextDouble() * (Tuning.HalvingPassMax - Tuning.HalvingPassMin);

        /// <summary>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。</summary>
        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<MarketEvent> 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<MarketEvent> active)
        {
            double v = Tuning.PscVol;
            if (active.Contains(MarketEvent.GangWar)) v *= 2;
            else if (active.Contains(MarketEvent.RevRaidUpper)) v *= 1.5;
            return v;
        }

        /// <summary>开门：一次日内波动（幅度为日波动率的一半）。</summary>
        public void Open(ICollection<MarketEvent> active, Rng rng, int day)
        {
            double p = Price * Math.Exp(rng.Gauss() * Volatility(active) / 2);
            Main.SetPrice(p, Tuning.PoolDepth(day));
            OpenPrice = p;
        }

        /// <summary>NPC 大户：每周约 2 笔、每笔 2,000–8,000 信用点，随机买或卖。返回成交额（正为买入），没有交易时为 0。</summary>
        public double Whale(Rng rng)
        {
            if (!rng.Chance(2.0 / 7)) return 0;
            double size = rng.Range(2000.0, 8000.0);
            if (rng.Chance(0.5)) { Main.BuyBase(size); return size; }
            Main.SellBase(size / Price);
            return -size;
        }

        /// <summary>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。</summary>
        public double Mark => (OpenPrice + Price) / 2;

        /// <summary>
        /// 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。
        /// </summary>
        public void Night(ICollection<MarketEvent> active, Rng rng, int day, Func<string, double> stablePrice)
        {
            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;
                pool.Revert(baseCredits / quoteCredits, ArbRate, depth * SideDepthShare / quoteCredits);
            }
        }
    }
}