polymarket-kernel 0.1.0

Ultra-low latency Polymarket logit jump-diffusion kernel with AVX-512 SoA compute path.
Documentation
#ifndef UNIFIED_PM_KERNEL_H
#define UNIFIED_PM_KERNEL_H

#include <stddef.h>

#ifdef __cplusplus
extern "C" {
#endif

typedef struct {
    double delta_x;
    double gamma_x;
} greek_out_t;

double kernel_sigmoid(double x);
double kernel_logit(double p);

void kernel_sigmoid_batch(const double *x, double *out_p, size_t n);
void kernel_logit_batch(const double *p, double *out_x, size_t n);

void kernel_greeks_from_logit(double x, double *delta_x, double *gamma_x);
void kernel_greeks_batch(const double *x, greek_out_t *out, size_t n);

void calculate_quotes_logit(
    const double *x_t,
    const double *q_t,
    const double *sigma_b,
    const double *gamma,
    const double *tau,
    const double *k,
    double *bid_p,
    double *ask_p,
    size_t n
);

#ifdef __cplusplus
}
#endif

#endif