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Diffusion event log for The Geometric Siphon (K. R. Ryan, 2026)

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Zenodo2026-05-13 更新2026-05-26 收录
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Replication package for The Geometric Siphon: Existence, Equilibrium, and Directional Properties of the Residual in Concentrated Liquidity Portfolios (K. R. Ryan, 2026). The deposit contains 40,284 on-chain rebalance events captured from concentrated liquidity positions on Aerodrome Slipstream (Base mainnet) over a three-phase data window (3–24 March 2026), together with a self-contained Python 3 reproduction harness that regenerates 13 of the paper's tables from the bundled JSONL files. Per-event records are sanitised at row level (transaction hashes and NFT identifiers removed; timestamps coarsened to one-minute resolution). v1.2 adds a supplementary analysis script (reproduction/table8_vl_sweep_bootstrap.py) computing per-position bootstrap confidence intervals and a permutation test on ρ(preValue, dustPnl) for the §5.3 Permutation test paragraph. The bundled event logs are unchanged from v1.1.

《几何虹吸:集中流动性(concentrated liquidity)投资组合中残差的存在性、均衡性与方向性特征》(K. R. Ryan,2026)的复现包。本复现包包含2026年3月3日至24日三阶段数据窗口内,从Base主网的Aerodrome Slipstream平台集中流动性头寸中抓取的40284条链上再平衡事件;同时附带独立完备的Python 3复现工具套件,可从打包的JSONL文件中重新生成论文中的13张表格。每条事件记录均已在行级进行脱敏处理:移除交易哈希与非同质化代币(Non-Fungible Token,NFT)标识符,并将时间戳粗粒度化为一分钟分辨率。v1.2版本新增补充分析脚本(reproduction/table8_vl_sweep_bootstrap.py),用于为§5.3置换检验小节计算各头寸的bootstrap(自助法)置信区间以及针对ρ(preValue, dustPnl)的置换检验。打包的事件日志与v1.1版本保持一致。

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Zenodo
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2026-05-13
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