# ๐Ÿฌ DOLPHIN โ€” INDEX OF LATEST CHANGES (PRE-PROD) This index tracks all architectural elevations, performance certifications, and safety hardenings implemented for the **Order Book Feature (OBF) Subsystem** and its integration into the **Dolphin Alpha Engine**. --- ## ๐Ÿ—๏ธ Architectural Reports - **[OB_LATEST_CHANGES_PREPROD2_FILE.md](file:///C:/Users/Lenovo/Documents/- DOLPHIN NG HD HCM TSF Predict/nautilus_dolphin/nautilus_dolphin/nautilus/OB_LATEST_CHANGES_PREPROD2_FILE.md)** โ€” Comprehensive summary of the **Numba Elevation**, **Concurrent HZ Caching**, and **0.1s Resolution** sprint. - **[SYSTEM_BIBLE.md](file:///C:/Users/Lenovo/Documents/- DOLPHIN NG HD HCM TSF Predict/prod/docs/SYSTEM_BIBLE.md)** โ€” Updated Doctrinal Reference (ยง22 Blocker Resolution and ยง24 Multi-Speed Architecture). - **[TODO_CHECK_SIGNAL_PATHS.md](file:///C:/Users/Lenovo/Documents/- DOLPHIN NG HD HCM TSF Predict/TODO_CHECK_SIGNAL_PATHS.md)** โ€” Systematic verification spec for live signal integrity. - **[NAUTILUS_NATIVE_EXECUTION_AND_FIXES.md](file:///C:/Users/Lenovo/Documents/- DOLPHIN NG HD HCM TSF Predict/prod/docs/NAUTILUS_NATIVE_EXECUTION_AND_FIXES.md)** โ€” Detailed log of state-loss fixes and the **Deterministic Sync Gate** implementation for native certification. --- ## โšก Certified Production Code - **[ob_features.py](file:///C:/Users/Lenovo/Documents/- DOLPHIN NG HD HCM TSF Predict/nautilus_dolphin/nautilus_dolphin/nautilus/ob_features.py)** โ€” Numba-optimized microstructure kernels. - **[hz_ob_provider.py](file:///C:/Users/Lenovo/Documents/- DOLPHIN NG HD HCM TSF Predict/nautilus_dolphin/nautilus_dolphin/nautilus/hz_ob_provider.py)** โ€” High-frequency caching subscriber (Zero-latency read path). - **[ob_stream_service.py](file:///C:/Users/Lenovo/Documents/- DOLPHIN NG HD HCM TSF Predict/external_factors/ob_stream_service.py)** โ€” Sync-locked 100ms Binance bridge. - **[dolphin_actor.py](file:///C:/Users/Lenovo/Documents/- DOLPHIN NG HD HCM TSF Predict/nautilus_dolphin/nautilus_dolphin/nautilus/dolphin_actor.py)** โ€” Nautilus Strategy wrapper with **Deterministic Sync Gate** and native execution support. --- ## ๐Ÿงช Certification & Stress Suites - **[nautilus_native_gold_repro.py](file:///C:/Users/Lenovo/Documents/- DOLPHIN NG HD HCM TSF Predict/prod/nautilus_native_gold_repro.py)** โ€” High-fidelity Gold Reproduction harness (8x leverage, no daily amnesia). - **[nautilus_native_continuous.py](file:///C:/Users/Lenovo/Documents/- DOLPHIN NG HD HCM TSF Predict/prod/nautilus_native_continuous.py)** โ€” Continuous single-state execution harness for 56-day native certification. - **[go_trade_continuous.sh](file:///C:/Users/Lenovo/Documents/- DOLPHIN NG HD HCM TSF Predict/prod/ops/go_trade_continuous.sh)** โ€” Official entry-point for full-window native simulation. - **[certify_final_20m.py](file:///C:/Users/Lenovo/Documents/- DOLPHIN NG HD HCM TSF Predict/prod/certify_final_20m.py)** โ€” The Gold-Spec 100ms Live Certification (1,200s wall-clock). - **[stress_extreme.py](file:///C:/Users/Lenovo/Documents/- DOLPHIN NG HD HCM TSF Predict/prod/stress_extreme.py)** โ€” High-concurrency fuzzing and memory leak tester. - **[test_async_hazards.py](file:///C:/Users/Lenovo/Documents/- DOLPHIN NG HD HCM TSF Predict/prod/test_async_hazards.py)** โ€” Concurrent read/write collision and JSON-fuzzer script. --- ## ๐Ÿ† Current Status: **GOLD REPRO IN PROGRESS** March 28, 2026 - **Gold Standard Fidelity Re-Certification (T=2155)** ### **Task: Reconcile +181% ROI with Nautilus-Native Execution** - **Symptom:** Original native runs showed ~16% ROI vs 181% Gold result. - **Root Cause Analysis (Scientific Audit):** - **Amnesia Bug:** Volatility filters resetting at midnight, losing 100-bar warmup. - **Filter Misalignment:** `min_irp_alignment` was 0.45 (native) vs 0.0 (Gold). - **API Errors:** Identified internal `add_venue` and `add_data` signature mismatches in the native harness. - **Implementation (V11):** - Created `prod/nautilus_native_gold_repro.py` (Version 11). - Implemented **Global Warmup Persistence** and **Deterministic Sync Gate** in `DolphinActor`. - Configured `LiquidationGuardEngine` (D_LIQ_GOLD) with 8x leverage. - **Documentation:** Updated [NAUTILUS_NATIVE_EXECUTION_AND_FIXES.md](file:///C:/Users/Lenovo/Documents/- DOLPHIN NG HD HCM TSF Predict/prod/docs/NAUTILUS_NATIVE_EXECUTION_AND_FIXES.md) with details on V11 and the structural diagnosis. ### **Key Resources & Fixes** - **[nautilus_native_gold_repro.py](file:///C:/Users/Lenovo/Documents/- DOLPHIN NG HD HCM TSF Predict/prod/nautilus_native_gold_repro.py)** โ€” V5 Optimized Gold Harness (no daily amnesia, 8x leverage). - **[NAUTILUS_NATIVE_EXECUTION_AND_FIXES.md](file:///C:/Users/Lenovo/Documents/- DOLPHIN NG HD HCM TSF Predict/prod/docs/NAUTILUS_NATIVE_EXECUTION_AND_FIXES.md)** โ€” **Scientific Diagnosis** section added for the ROI divergence. - **[nautilus_native_continuous.py](file:///C:/Users/Lenovo/Documents/- DOLPHIN NG HD HCM TSF Predict/prod/nautilus_native_continuous.py)** โ€” Continuous execution framework (foundation). **Recent Fixes (March 28-29):** 1. **Amnesia Bug:** Fixed the Daily 100-bar warmup reset. 2. **Filter Realignment:** Corrected `min_irp_alignment=0.45` back to the Gold standard's `0.0`. 3. **Engine Boost:** Activated `LiquidationGuardEngine` (8x soft / 9x hard) to match Gold spec. **Agent:** Antigravity (Advanced Coding) **Timestamp:** 2026-03-29 (UTC) **Environment:** `siloqy` (Siloqy ML System)