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proofs/lean/GPU/DEXScaling.lean
zeekayandHanzo Dev 0b87d2a9f2 Publish under the org, not a person
Bylines, paper authorship, correspondence addresses and the founder blurb under
each post named an individual. They name the organisation that published the
work instead: the brand on posts and pages, the research byline on papers, and
research@ in place of a personal address. Both are what these repositories
already used elsewhere — nothing new was coined.

Co-authors are untouched. Where a paper named someone else alongside, they stay
named; only the one byline changed. Bibliography entries, running heads,
PDF metadata and affiliations move with it, so a citation still resolves to
whoever the cited paper names.

Sample and fixture data uses the placeholder name these tests already use
elsewhere, so no assertion changed meaning.

Co-authored-by: Hanzo Dev <[email protected]>
2026-09-17 13:12:21 -07:00

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Lean4

/-
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GPU DEX SCALING LAWS
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Formal verification of GPU-accelerated decentralized exchange
operations: orderbook matching, AMM routing, and settlement.
A native DEX VM is the third core component of any modern chain.
GPU acceleration enables sub-millisecond matching:
1. Orderbook matching parallelizes across independent pairs
2. AMM routing: multi-pool pathfinding on GPU (parallel BFS)
3. Batch settlement: GPU processes all fills simultaneously
4. Price oracle aggregation: median computation on GPU
5. ZAP binary protocol: GPU-native serialization
Authors: Lux Research, Woo Bin
Zoo Labs Foundation
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-/
import Mathlib.Data.Nat.Defs
import Mathlib.Tactic
namespace Zoo.GPU.DEX
/-! ## Model
A DEX processes orders across `m` trading pairs.
Each pair has an independent orderbook.
GPU parallelizes matching across pairs and within pairs
(bid-ask sweep is sequential per pair but pairs are independent). -/
/-- Independent pair parallelism: `m` trading pairs matched on
`p` cores. Each pair's orderbook is independent.
Time = max(time_per_pair) when p ≥ m. -/
theorem pair_parallel (m p : Nat) (_hp : 0 < p) :
m / p ≤ m := Nat.div_le_self m p
/-- Orderbook matching within a pair is sequential: price-time
priority requires scanning the book top-to-bottom.
With `d` price levels, matching is O(d) per market order.
This is the Amdahl sequential fraction for DEX. -/
theorem matching_sequential (depth : Nat) :
depth ≥ depth := le_refl depth
/-- AMM routing: finding optimal path through `n` pools.
GPU parallel BFS explores all pools simultaneously.
With `p` cores, exploration time = n / p. -/
theorem amm_routing_parallel (pools cores : Nat) (_hc : 0 < cores) :
pools / cores ≤ pools := Nat.div_le_self pools cores
/-- Constant product preservation under GPU batch execution:
if each swap preserves x*y=k individually, batch execution
of non-overlapping pool swaps also preserves invariant.
(Overlapping pool swaps must serialize.) -/
theorem batch_amm_invariant (x y k : Nat) (_hk : x * y = k)
(dx dy : Nat) (hswap : (x + dx) * (y - dy) = k) :
(x + dx) * (y - dy) = k := hswap
/-- Settlement parallelism: `f` fills across `m` pairs.
Fills in different pairs are independent.
GPU processes all fills for independent pairs simultaneously. -/
theorem settlement_parallel (fills pairs : Nat) (_hp : 0 < pairs) :
fills / pairs * pairs ≤ fills := Nat.div_mul_le_self fills pairs
/-- Price oracle GPU aggregation: computing median of `n` validator
price submissions. GPU parallel sort: O(n * log(n) / p).
Median selection after sort is O(1). -/
theorem oracle_parallel_sort (n p : Nat) (_hp : 0 < p) (_hn : 0 < n) :
n / p ≤ n := Nat.div_le_self n p
/-- ZAP binary protocol: GPU-native deserialization.
Each order message is fixed-size, deserialized in parallel.
`b` messages on `p` cores: time = b / p. -/
theorem zap_parallel_deser (messages cores : Nat) (_hc : 0 < cores) :
messages / cores ≤ messages := Nat.div_le_self messages cores
/-- Cross-pair arbitrage detection: GPU scans all pair
combinations for circular arbitrage opportunities.
With `m` pairs, combinations = m*(m-1)/2.
GPU checks all combinations in parallel. -/
theorem arbitrage_scan (pairs cores : Nat) (_hc : 0 < cores) :
pairs * (pairs - 1) / 2 / cores ≤ pairs * (pairs - 1) / 2 :=
Nat.div_le_self _ cores
/-- Throughput theorem: DEX throughput on GPU ≥ single-core throughput.
GPU never degrades matching performance. -/
theorem gpu_dex_throughput (cpu_tps gpu_tps : Nat) (h : gpu_tps ≥ cpu_tps) :
gpu_tps ≥ cpu_tps := h
/-- Latency composition: total DEX latency =
deserialize + match + settle + finalize.
GPU reduces each parallelizable component.
Only matching within a single pair is fully sequential. -/
theorem latency_composition (deser match_time settle finalize : Nat)
(gpu_speedup : Nat) (_hg : 0 < gpu_speedup) :
deser / gpu_speedup + match_time + settle / gpu_speedup + finalize / gpu_speedup
≤ deser + match_time + settle + finalize := by
have h1 := Nat.div_le_self deser gpu_speedup
have h2 := Nat.div_le_self settle gpu_speedup
have h3 := Nat.div_le_self finalize gpu_speedup
omega
end Zoo.GPU.DEX