Fair Order Matching on DeFi crypto-asset LOB BTC, ETH, SOL (500,000 held-out steps)
0.984MQSUnconstrained PPO
Evaluation Results
| Method | Links | |||||||
|---|---|---|---|---|---|---|---|---|
| Unconstrained PPOCategory=Constrained RL Baseline2026.04 | 0.984 | 1.82 | 89.4 | 0.291 | 92.3 | 12.45 | 0.82 | |
| CPO-FOAMCategory=Proposed Method2026.04 | 0.968 | 1.91 | 88.5 | 0.021 | 3.2 | 0.65 | 0.85 | |
| No Spectral NormCategory=Ablation Variant2026.04 | 0.952 | 1.88 | 87.9 | 0.051 | 6.4 | 0.92 | 0.65 | |
| No PID (ξ = 0)Category=Ablation Variant2026.04 | 0.941 | 2.01 | 86.1 | 0.084 | 14.3 | 2.98 | 0.84 | |
| Universal Fine-TunedCategory=Transfer Variant, Transfer Mode=Fine-Tuned2026.04 | 0.925 | 1.95 | 87.1 | 0.015 | 0.5 | 0.72 | 0.85 | |
| No KL ProjectionCategory=Ablation Variant2026.04 | 0.915 | 2.08 | 84.6 | 0.064 | 8.5 | 1.85 | 0.82 | |
| PID-LagrangianCategory=Constrained RL Baseline2026.04 | 0.892 | 2.12 | 82.7 | 0.071 | 8.2 | 2.85 | 0.88 | |
| RCPOCategory=Constrained RL Baseline2026.04 | 0.881 | 2.1 | 83.1 | 0.104 | 14.2 | 4.15 | 0.84 | |
| Lagrangian PPOCategory=Constrained RL Baseline2026.04 | 0.865 | 2.14 | 81.2 | 0.112 | 18.4 | 4.82 | 0.84 | |
| Universal Zero-ShotCategory=Transfer Variant, Transfer Mode=Zero-Shot2026.04 | 0.86 | 2.65 | 81.5 | 0.041 | 4.2 | 0.85 | 0.85 | |
| CPO (Vanilla)Category=Constrained RL Baseline2026.04 | 0.854 | 2.05 | 80.4 | 0.092 | 15.6 | 3.1 | 0.95 | |
| No Recovery StepCategory=Ablation Variant2026.04 | 0.852 | 2.25 | 72.8 | 0.091 | 11.2 | 0.88 | 0.85 | |
| IPOCategory=Constrained RL Baseline2026.04 | 0.825 | 2.35 | 78.5 | 0.081 | 11.5 | 3.95 | 0.86 | |
| No Trust RegionCategory=Ablation Variant2026.04 | 0.812 | 2.44 | 75.2 | 0.121 | 19.8 | 4.51 | 0.75 | |
| Batch AuctionCategory=DeFi-Native Mechanism Baseline2026.04 | 0.741 | 6.1 | 48.9 | 0.091 | 22.5 | — | 12,000 | |
| CLAMMCategory=DeFi-Native Mechanism Baseline2026.04 | 0.714 | 3.88 | 82.1 | 0.32 | 86.5 | — | 0.03 | |
| MEV-Aware FIFOCategory=DeFi-Native Mechanism Baseline2026.04 | 0.687 | 4.05 | 55.1 | 0.142 | 71.4 | — | 145 | |
| FIFO (CLOB)Category=DeFi-Native Mechanism Baseline2026.04 | 0.652 | 4.15 | 58.2 | 0.245 | 84.1 | — | 0.05 | |
| Pro-RataCategory=DeFi-Native Mechanism Baseline2026.04 | 0.618 | 5.21 | 62.3 | 0.154 | 62.3 | — | 0.08 | |
| CPAMMCategory=DeFi-Native Mechanism Baseline2026.04 | 0.521 | 8.42 | 99.9 | 0.381 | 91.2 | — | 0.02 | |
| Random MatchingCategory=Transfer Variant2026.04 | 0.125 | 25.4 | 15.2 | 0.01 | 0 | 0 | 0.01 |