v1.1 Engine Release

DeltaPrime Stock Engine

An autonomous, liquidity-driven stock exchange architecture built for server economies. Powered by invariant bonding curves and an immersive visual workspace without client-side modifications.

Overview

DeltaPrime replaces static merchant shop templates and volatile order-book systems with an institutional-grade Automated Market Maker. Capital flow and market valuation adjust autonomously based on liquidity invariant mechanics.

Automated Market Maker (AMM) Mechanics

Instead of matching peer-to-peer buyers and sellers, all trades route directly through an algorithmic liquidity reservoir defined by capital and circulating supply:

Cash Reserve (C) × Available Pool (S) = Invariant Constant (k)

The immediate spot price (P) is evaluated strictly as a direct ratio between reserves and asset volume:

Spot Price (P) = Cash Reserve (C) / Available Pool (S)

Order Executions:

Buy Action: Capital is deposited while shares are withdrawn from the pool (S ↓, C ↑). The C / S ratio expands, lifting the market spot price UP.
Sell Action: Shares are returned to the pool while capital is withdrawn (S ↑, C ↓). The C / S ratio contracts, driving the market spot price DOWN.

Slippage & Integral Curve Valuation

Batch volume transactions do not execute at static spot values. The engine computes payouts along the mathematical integral of the curve to determine dynamic pricing impact:

Net Liquidation vs. Spot Portfolio Value

If a portfolio holds 150 shares at a current spot price of $2.00, dumping the entire position at once progressively saturates market liquidity. The total returned capital reflects the downward price curve (e.g., yielding $255.00 instead of a flat $300.00), defending against infinite liquidity exploits.

Order Volume	Pool Shift	Price Impact	Execution Variance
Low Volume (< 1%)	Negligible	+0.01% - +0.2%	Instant Spot Fill
Mid Volume (~ 5-10%)	Controlled Shift	+2.0% - +8.0%	Linear Slippage
Heavy Liquidation (Sell)	Pool Saturation	-10.0% - -35.0%	Progressive Downward Curve

Virtual Terminal Workspace

Trading interfaces are built directly into 3D spatial space rather than container GUI grids:

Fluid Precision Cursor

Raycast cursor tracking with custom sensitivity tuning and instant hover updates.

Pure Vanilla Client

Functions seamlessly across unmodified 1.20+ clients using modern resource packs.

Modular Canvas

Every element, button, and summary text is coordinate-mapped via configuration files.

Price Alerts & Alarm Limit Permissions

Players can track market movements by setting automated price threshold alerts (buy triggers or target take-profits). To monetize rank tiers or balance system resources, the maximum number of active alarms per player is managed dynamically via permissions:

Permission Node: deltaprime.stock.alarm.limit.<amount>

How Permission Limits Work

The integer value at the end of the node determines the exact maximum number of alarms the player can create simultaneously. If a player holds multiple limit permissions across different groups, the engine automatically grants the highest numeric limit.

Permission Node	Max Active Alarms	Target Rank / Tier
`deltaprime.stock.alarm.limit.3`	3 Alarms	Default / Player Tier
`deltaprime.stock.alarm.limit.10`	10 Alarms	VIP / Premium Tier
`deltaprime.stock.alarm.limit.50`	50 Alarms	Investor / Elite Tier

Configuration Example

Element positioning and formatting templates are completely customizable:

amount_display:
  Type: ELEMENT
  Text: "&8[&e&l %amount% Shares &8]"
  PixelX: 400
  PixelY: 150
  LayerZIndex: 1
  FontSize: 1.0
  Shadow: true
  TextAlignment: CENTER

info_display:
  Type: ELEMENT
  Text: "&fGross Revenue: &a%grossPayout%\n&fTrading Fee: &e$%fee%\n&fNet Payout: &a&l%netPayout%"
  PixelX: 50
  PixelY: 375
  LayerZIndex: 1
  FontSize: 1.0
  TextAlignment: LEFT