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Experiments with consistency rewards#338

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fhenneke wants to merge 12 commits intomainfrom
consistency-rewards-experiments
Open

Experiments with consistency rewards#338
fhenneke wants to merge 12 commits intomainfrom
consistency-rewards-experiments

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@fhenneke fhenneke commented Mar 9, 2026

This PR adds a query for experiments with consistency rewards, as discussed in this CIP draft

The query can be tested on Dune.

Three consistency metrics are being implemented:

  1. Number of bids on executed orders
  2. Points distributed among top 4 solvers per executed order
  3. Marginal contribution to robust surplus, a probabilistic surplus which incorporates participation rates

More explanations can be found in the CIP draft.

Comment thread cowprotocol/mechanism/consistency_rewards/consistency_rewards_6715878.sql Outdated
Comment thread cowprotocol/mechanism/consistency_rewards/consistency_rewards_6715878.sql Outdated
Comment thread cowprotocol/mechanism/consistency_rewards/consistency_rewards_6715878.sql Outdated
@fhenneke fhenneke changed the title [Draft] Experiments with consistency rewards Experiments with consistency rewards Mar 11, 2026
@fhenneke fhenneke marked this pull request as ready for review March 11, 2026 10:17
@fhenneke
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I added some explanations in comment and fixed an issue with aggregation across auctions.

The robust score metric in a simple example can be tested in this Dune query. It contains the same code for computing the metric and has hard coded participation rates and bids.

Comment thread cowprotocol/mechanism/consistency_rewards/consistency_rewards_6715878.sql Outdated
-- are excluded from both the performance data and the proposed solutions. This reduces
-- {{solver}}'s performance rewards and their metric contribution, but does not redistribute
-- the excluded rewards to other solvers (the consistency budget also shrinks accordingly).
-- The filter is intended to study the effect of ignoring low-volume auctions for a solver.
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i admit this has been one of the more confusing parts of the query; what is its purpose and reason we have it here?

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I added more explanations.

@fhenneke fhenneke requested a review from harisang April 16, 2026 08:54
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