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Fair Order Matching on DeFi crypto-asset LOB BTC, ETH, SOL (500,000 held-out steps)

0.984MQS

Unconstrained PPO

Updated 9d ago

Evaluation Results

Method	Links
Unconstrained PPO 2026.04		0.984	1.82	89.4	0.291	92.3	12.45	0.82
CPO-FOAM 2026.04		0.968	1.91	88.5	0.021	3.2	0.65	0.85
No Spectral Norm 2026.04		0.952	1.88	87.9	0.051	6.4	0.92	0.65
No PID (ξ = 0) 2026.04		0.941	2.01	86.1	0.084	14.3	2.98	0.84
Universal Fine-Tuned 2026.04		0.925	1.95	87.1	0.015	0.5	0.72	0.85
No KL Projection 2026.04		0.915	2.08	84.6	0.064	8.5	1.85	0.82
PID-Lagrangian 2026.04		0.892	2.12	82.7	0.071	8.2	2.85	0.88
RCPO 2026.04		0.881	2.1	83.1	0.104	14.2	4.15	0.84
Lagrangian PPO 2026.04		0.865	2.14	81.2	0.112	18.4	4.82	0.84
Universal Zero-Shot 2026.04		0.86	2.65	81.5	0.041	4.2	0.85	0.85
CPO (Vanilla) 2026.04		0.854	2.05	80.4	0.092	15.6	3.1	0.95
No Recovery Step 2026.04		0.852	2.25	72.8	0.091	11.2	0.88	0.85
IPO 2026.04		0.825	2.35	78.5	0.081	11.5	3.95	0.86
No Trust Region 2026.04		0.812	2.44	75.2	0.121	19.8	4.51	0.75
Batch Auction 2026.04		0.741	6.1	48.9	0.091	22.5	-	12,000
CLAMM 2026.04		0.714	3.88	82.1	0.32	86.5	-	0.03
MEV-Aware FIFO 2026.04		0.687	4.05	55.1	0.142	71.4	-	145
FIFO (CLOB) 2026.04		0.652	4.15	58.2	0.245	84.1	-	0.05
Pro-Rata 2026.04		0.618	5.21	62.3	0.154	62.3	-	0.08
CPAMM 2026.04		0.521	8.42	99.9	0.381	91.2	-	0.02
Random Matching 2026.04		0.125	25.4	15.2	0.01	0	0	0.01