Files
proofs/lean/DeFi/FeeModel.lean
zooqueenandHanzo Dev d3bff5e2dc proofs: drive Lean library to 0 errors, eliminate proof-by-assumption axioms
The lean/ proof library (88 files) had ~180 type-check errors across ~45 files
plus 31 proof-by-assumption axiom cheats. It now type-checks cleanly under
Lean 4.14.0 + Mathlib, with every theorem genuinely proven from definitions.

Errors fixed:
- Stale Mathlib imports: Data.Nat.Basic / Data.Int.Basic were removed this rev
  -> Data.Nat.Defs / Data.Int.Defs (57 files).
- Shared AI/Agent/Governance/Contract/DeFi/Ecology draft files: same proof-rot
  as the zoo-labs sibling library (now reconciled): omega missing in-scope
  bounds, dead tactics after simp, simp over-reduction, doc-comment placement,
  reserved-word binders, deriving Repr on Finset-bearing structs, noncomputable
  defs over opaque primitives.
- Consensus/Liveness: collapsed a 74-error cascade (undefined shared state model
  inlined from Safety.lean; the |>. pipe-projection vs comparison parse trap on
  14 lines rewritten to explicit dot projection).
- Crypto (BLS/FROST/Corona/Hybrid/threshold/FHE), Consensus, Protocol, Warp,
  Trust, GPU, Compute, Network, DeFi: brought structure invariants into scope
  for omega, Nat-division bounds via Nat.div_le_of_le_mul / Nat.div_mul_le_self,
  noncomputable over opaque crypto ops, deriving Inhabited for index access.

Integrity:
- Removed all 31 `theorem X := X_ax` cheats (axiom asserting the identical
  statement) and proved each from definitions; removed the UNSOUND
  content_addressed axiom (hash-injectivity over a struct with free fields).
- Quorum-intersection theorems (BFT/Quasar/Flare/Warp/BLS/GPU/Bridge): the draft
  hypothesis 3f<n is insufficient (n unbounded above makes them false); tightened
  to the optimal-resilience invariant n=3f+1 / 2t>n. Statement intent preserved.
- Net axiom change: -35 / +1 (the one addition, honesty_static, is a
  fixed-validator-set modeling assumption matching sibling files).
- Remaining axioms are trusted-base only: opaque crypto primitives (groups,
  pairings, hardness, hashes, FHE encrypt/decrypt, BLS soundness, forward
  secrecy, Fisher-Yates uniformity) and protocol modeling assumptions. No
  sorry/admit/native_decide. Verified all theorems trace to
  [propext, Classical.choice, Quot.sound] plus those primitives.

Co-authored-by: Hanzo Dev <[email protected]>
2026-06-02 05:54:28 -07:00

73 lines
2.1 KiB
Lean4

/-
Authors: Antje Worring, Zach Kelling
DeFi Fee Model
Maker-taker with volume tiers. Permissionless.
No regulatory fee caps (pure DeFi).
Maps to:
- lux/exchange: fee calculation
- lux/node: fee distribution to validators
Properties:
- Makers ≤ takers (incentivize liquidity)
- Volume tiers: more volume → lower fees
- Validator revenue: portion of fees to validators
- Permissionless: fee schedule is on-chain and transparent
Authors: Zach Kelling (Dec 2025), Woo Bin (Mar 2026)
-/
import Mathlib.Data.Nat.Defs
import Mathlib.Tactic
namespace DeFi.FeeModel
/-- Fee tier -/
structure FeeTier where
minVolume : Nat
makerBps : Nat
takerBps : Nat
deriving DecidableEq, Repr, Inhabited
/-- Standard DeFi tiers -/
def tiers : List FeeTier :=
[ ⟨0, 15, 30⟩ -- Tier 1
, ⟨1000000, 10, 25⟩ -- Tier 2: $1M+
, ⟨10000000, 5, 15⟩ -- Tier 3: $10M+
, ⟨100000000, 0, 10⟩ -- Tier 4: $100M+ (zero maker)
]
/-- Calculate fee -/
def fee (tier : FeeTier) (isMaker : Bool) (value : Nat) : Nat :=
value * (if isMaker then tier.makerBps else tier.takerBps) / 10000
/-- MAKER ≤ TAKER -/
theorem maker_le_taker (t : FeeTier) (v : Nat) (h : t.makerBps ≤ t.takerBps) :
fee t true v ≤ fee t false v := by
simp [fee]; exact Nat.div_le_div_right (Nat.mul_le_mul_left v h)
/-- TOP TIER ZERO MAKER -/
theorem top_tier_zero : (tiers[3]!).makerBps = 0 := by simp [tiers]
/-- VOLUME DISCOUNT -/
theorem volume_discount : (tiers[0]!).takerBps > (tiers[3]!).takerBps := by
simp [tiers]
/-- 4 TIERS -/
theorem four_tiers : tiers.length = 4 := rfl
/-- VALIDATOR SHARE: Portion of fees goes to validators who process trades -/
def validatorShare (totalFee : Nat) (validatorPct : Nat) : Nat :=
totalFee * validatorPct / 100
theorem validator_bounded (totalFee pct : Nat) (h : pct ≤ 100) :
validatorShare totalFee pct ≤ totalFee := by
simp only [validatorShare]
apply Nat.div_le_of_le_mul
calc totalFee * pct ≤ totalFee * 100 := Nat.mul_le_mul_left _ h
_ = 100 * totalFee := Nat.mul_comm _ _
end DeFi.FeeModel