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LIMIT ORDER TOKEN RESERVE MODEL

ENV SETUP

virtualenv .lotr
source .lotr/bin/activate
git init
pip install jupyterlab cadCAD cadCAD_diagram matplotlib pandas plotly ipywidgets numpy networkx scipy seaborn
jupyter labextension install jupyterlab-plotly
python -m ipykernel install --user --name=.lotr

mkdir model && cd model
touch __init__.py
touch  config.py
touch  partial_state_update_block.py
touch  run.py
touch  sim_params.py
touch  state_variables.py
touch  sys_params.py
mkdir parts && cd parts
touch __init__.py

RUN

jupyter-lab
jupyter notebook [OLD]

radCAD model

The importable model in model/ ports the LOTR valuation logic from the notebooks to radCAD and adds first-pass execution edge cases.

python3 -m venv .venv
source .venv/bin/activate
pip install -r requirements.txt
python -m model.run --timesteps 30 --runs 1
python -m model.report --output-dir reports
pytest

Core invariant: the Limit Token and Redeem Token values sum to the limit price minus configured transfer fees. Execution is triggered when the target price crosses the limit price, with parameters for oracle availability, DEX availability, DEX liquidity, slippage, and execution reward fees.

Generated scenario outputs:

  • reports/lotr_scenario_records.csv
  • reports/lotr_scenario_summary.csv
  • reports/lotr_dashboard.html
  • reports/lotr_scenario_report.ipynb