aeyakovenko/percolator-stress-test

# Percolator Stress Test Monte Carlo stress simulator for the Percolator risk engine. ## Fairness Properties A/K fairness (ADL) is exact for open-position economics. When a bankrupt account is liquidated and the deficit is socialized via `enqueue_adl`, the A-multiplier reduces all opposing positions by the same ratio, and the K-index distributes quote deficit proportionally to position size. Every account on the receiving side absorbs the same loss per unit of notional. H fairness (haircut ratio) is exact only for the currently stored realized claim set, not for the economically "true" claim set you would get after globally cranking everyone. This is an unavoidable compromise due to limitations in smart contracts - a global sweep of all accounts would be required to compute the fully settled h, but on-chain execution cannot touch every account atomically. The lazy settlement model (A/K side indices) ensures that when accounts are eventually touched, they settle at the correct historical rate. ## Usage cargo build --release ./target/release/stress_test [OPTIONS] ### Scenarios # Default (30% crash, 2000 users, 200 runs)