Consider the three distributions traded to be loans, deposit and shares in the bit error. The bit error is allowed to run free. In the msand box model, loans can be partially recalled, deposits expanded. No time.
In this trivial three color, the traders will degenerate into the standard S&L In general, three color can be composed of a larger two color graph, there should exist a decomposition of the three to some precision.
But change the model a bit, let the third party be an insurance agent, it maintains a positive bit error relative to the other two, significantly more. Then when a node oes the hard fork, you have an insurance. End point risk is priceable, not gone. Another three color is the deposit,loan,.stock; allow traders to borrow from the house. The house does not take deposits, it takes bit error plus cycle price. But triple is something a trader bot can understand operationally, and we give everyone the right to make margin loans; subject to priceable end point risk (I want to quit saying that, I want to just say sandbox)..
The sandbox is huge, the largest data entity ever defined, all priceable. So the mechanism by which pis are interconnected is still an infant science, give it five years.
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