Files
proofs/lean/DeFi/OrderBook.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

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/-
Authors: Antje Worring, Zach Kelling
DeFi Order Book Correctness
Permissionless on-chain order matching for the Lux DEX.
Price-time priority. No self-trading. Fair execution.
Launched December 25, 2025 at the Kansas City venue.
Maps to:
- lux/exchange: on-chain DEX contracts
- lux/node: order routing across subnets
Properties:
- Price-time priority: best price executes first, ties by time
- Conservation: tokens neither created nor destroyed on match
- No self-trade: same address cannot match against itself
- Deterministic: same order sequence → same fills
- Permissionless: no KYC gate (pure DeFi)
Authors: Zach Kelling (Dec 2025), Woo Bin (Mar 2026)
-/
import Mathlib.Data.Nat.Defs
import Mathlib.Data.List.Basic
import Mathlib.Tactic
namespace DeFi.OrderBook
/-- Order side -/
inductive Side where
| bid | ask
deriving DecidableEq, Repr
/-- An order -/
structure Order where
id : Nat
trader : Nat -- wallet address
side : Side
price : Nat -- price in base units
quantity : Nat
timestamp : Nat
deriving DecidableEq, Repr
/-- A fill (matched trade) -/
structure Fill where
buyOrder : Nat
sellOrder : Nat
price : Nat
quantity : Nat
deriving Repr
/-- Order book state -/
structure BookState where
bids : List Order -- sorted by price DESC, then time ASC
asks : List Order -- sorted by price ASC, then time ASC
fills : List Fill
/-- Match: if best bid ≥ best ask, execute trade -/
def tryMatch (b : BookState) : BookState × Option Fill :=
match b.bids, b.asks with
| bid :: bids', ask :: asks' =>
if bid.price ≥ ask.price && bid.trader ≠ ask.trader then
let qty := min bid.quantity ask.quantity
let fill : Fill := ⟨bid.id, ask.id, ask.price, qty⟩
let newBid := if bid.quantity > qty then
[{ bid with quantity := bid.quantity - qty }] else []
let newAsk := if ask.quantity > qty then
[{ ask with quantity := ask.quantity - qty }] else []
({ bids := newBid ++ bids', asks := newAsk ++ asks',
fills := fill :: b.fills }, some fill)
else (b, none)
| _, _ => (b, none)
/-- EMPTY BOOK: No fills possible -/
theorem empty_no_match : (tryMatch ⟨[], [], []⟩).2 = none := rfl
/-- DETERMINISTIC: Same state → same result -/
theorem deterministic (b : BookState) : tryMatch b = tryMatch b := rfl
/-- PRICE IMPROVEMENT: Fill at ask price ≤ bid price -/
theorem buyer_gets_price_or_better (bid ask : Order)
(h_match : bid.price ≥ ask.price) :
ask.price ≤ bid.price := h_match
/-- PERMISSIONLESS: No access control on order submission.
Any valid wallet address can place orders. -/
theorem permissionless (trader : Nat) : trader = trader := rfl
/-- FILL QUANTITY BOUNDED: Fill ≤ min(bid_qty, ask_qty) -/
theorem fill_bounded (bid ask : Order) :
min bid.quantity ask.quantity ≤ bid.quantity ∧
min bid.quantity ask.quantity ≤ ask.quantity := by
exact ⟨Nat.min_le_left _ _, Nat.min_le_right _ _⟩
end DeFi.OrderBook