malkhut(assets)+uv: system-wide asset directory + UV universe init
MALKHUT asset directory (malkhut/assets/): normalized canonical symbols, KNOWN_EXCHANGES aux table (BINANCE/BINGX/BINGX_VST), per-exchange listing status (TRADING/OFFLINE/UNKNOWN), JSON-backed, built for full-Binance-500 scale. Seeded with BLUE's NG7 feed universe (50 symbols) + live VST contracts probe: 35 TRADING / 15 OFFLINE on VST (BAND, CELR, COS, CVC, DENT, FUN, HOT, ICX, TFUEL, TUSD, USDC, WAN, WIN, XTZ, ZIL). uv_asset_universe.init_asset_universe() = runtime tradable set for the execution exchange; --onboard runs MALKHUT AssetCompiler for full taxonomy. 12 new tests, mutation-RED verified (status-filter + tradability guard).
This commit is contained in:
73
prod/clean_arch/violet/uv/test_uv_asset_universe.py
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73
prod/clean_arch/violet/uv/test_uv_asset_universe.py
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"""
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Tests for uv_asset_universe — real classification kernel, fake CH/venue seams.
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Mutation-sensitivity: flipping contract_is_tradable's status comparison, or
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refresh_vst_listings' present/absent branch, goes RED here.
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"""
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from __future__ import annotations
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import pytest
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from uv_asset_universe import ( # noqa: I001 — wires MALKHUT_ROOT onto sys.path
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contract_is_tradable,
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import_blue_universe,
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init_asset_universe,
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refresh_vst_listings,
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)
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from malkhut.assets.directory import AssetDirectory, ListingStatus
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def _dir(tmp_path):
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return AssetDirectory(tmp_path / "assets.json")
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CONTRACTS = [
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{"symbol": "ETH-USDT", "status": 1, "apiStateOpen": "true"},
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{"symbol": "TRX-USDT", "status": 1, "apiStateOpen": "true"},
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{"symbol": "OLD-USDT", "status": 25, "apiStateOpen": "true"}, # delisted
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{"symbol": "SHUT-USDT", "status": 1, "apiStateOpen": "false"}, # API entry closed
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# BAND-USDT absent entirely (observed on VST 2026-07-11)
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]
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def test_contract_is_tradable():
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assert contract_is_tradable(CONTRACTS[0]) is True
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assert contract_is_tradable(CONTRACTS[2]) is False # status 25
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assert contract_is_tradable(CONTRACTS[3]) is False # apiStateOpen false
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def test_seed_and_refresh_marks_offline_and_absent(tmp_path):
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d = _dir(tmp_path)
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import_blue_universe(d, ["ETHUSDT", "TRXUSDT", "BANDUSDT", "OLDUSDT", "SHUTUSDT"])
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assert d.symbols_for_exchange("BINANCE") == [
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"BANDUSDT", "ETHUSDT", "OLDUSDT", "SHUTUSDT", "TRXUSDT"]
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trading, offline = refresh_vst_listings(d, CONTRACTS)
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assert (trading, offline) == (2, 3)
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assert d.symbols_for_exchange("BINGX_VST") == ["ETHUSDT", "TRXUSDT"]
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assert d.symbols_for_exchange("BINGX_VST", status=ListingStatus.OFFLINE) == [
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"BANDUSDT", "OLDUSDT", "SHUTUSDT"]
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# venue spelling preserved for tradable symbols
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assert d.venue_symbol("ETHUSDT", "BINGX_VST") == "ETH-USDT"
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def test_init_asset_universe_is_the_tradable_frozenset(tmp_path):
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d = _dir(tmp_path)
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import_blue_universe(d, ["ETHUSDT", "BANDUSDT"])
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refresh_vst_listings(d, CONTRACTS)
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uni = init_asset_universe("BINGX_VST", d)
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assert uni == frozenset({"ETHUSDT"})
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assert isinstance(uni, frozenset)
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# the Binance view is unaffected by the VST stamp
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assert init_asset_universe("BINANCE", d) == frozenset({"ETHUSDT", "BANDUSDT"})
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def test_refresh_is_repeatable_and_recovers(tmp_path):
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"""A symbol OFFLINE once must flip back to TRADING when the venue relists."""
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d = _dir(tmp_path)
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import_blue_universe(d, ["BANDUSDT"])
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refresh_vst_listings(d, CONTRACTS) # BAND absent -> OFFLINE
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assert d.symbols_for_exchange("BINGX_VST") == []
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relisted = CONTRACTS + [{"symbol": "BAND-USDT", "status": 1, "apiStateOpen": "true"}]
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refresh_vst_listings(d, relisted)
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assert d.symbols_for_exchange("BINGX_VST") == ["BANDUSDT"]
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203
prod/clean_arch/violet/uv/uv_asset_universe.py
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prod/clean_arch/violet/uv/uv_asset_universe.py
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"""
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UV asset-universe init — MALKHUT asset directory as the single source of truth.
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Operator directive 2026-07-11: the MALKHUT asset store (malkhut/assets/) is
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the system-wide known-asset universe. UV/VIOLET initialize their tradable
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set from it against the CURRENT execution exchange, so a dead venue symbol
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(e.g. BAND-USDT offline on VST) can never reach the kernel.
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Flow:
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1. import_blue_universe() — seed canonical symbols from the DOLPHIN NG7
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scan feed (BINANCE listings; that feed IS the
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Binance universe BLUE trades from).
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2. refresh_vst_listings() — probe the execution venue's contracts endpoint
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and stamp BINGX_VST TRADING/OFFLINE per symbol.
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3. init_asset_universe() — the runtime call: returns the frozen tradable
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set for the execution exchange. The promotion
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bridge / seam refuses ENTER intents outside it.
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Built for the full-Binance (~500+) universe north-star; today's feed carries
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50 symbols — the store scales, the feed is the bottleneck.
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CLI:
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uv_asset_universe.py --seed-from-scans --refresh-vst --show
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"""
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from __future__ import annotations
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import argparse
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import json
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import os
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import sys
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import urllib.request
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from datetime import datetime, timezone
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from typing import Any, Iterable
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MALKHUT_ROOT = os.environ.get("MALKHUT_ROOT", "/mnt/dolphinng5_predict/MALKHUT")
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if MALKHUT_ROOT not in sys.path:
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sys.path.insert(0, MALKHUT_ROOT)
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from malkhut.assets.directory import ( # noqa: E402
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AssetDirectory,
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ListingStatus,
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normalize_symbol,
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)
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from uv_anomaly_sentinel import CHQuerier, CH_DB_UV, VST_BASE_URL # noqa: E402
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FEED_SOURCE = "dolphin_ng7_scan_feed"
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PROBE_SOURCE = "vst_contracts_probe"
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def _now_iso() -> str:
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return datetime.now(timezone.utc).strftime("%Y-%m-%dT%H:%M:%SZ")
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# ── step 1: seed from the scan feed (the BLUE/Binance universe) ────────────
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def blue_universe_from_scans(ch: CHQuerier | None = None) -> list[str]:
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ch = ch or CHQuerier()
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rows = ch.query(
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f"SELECT DISTINCT arrayJoin(JSONExtract(assets,'Array(String)')) AS a"
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f" FROM {CH_DB_UV}.prime_scans ORDER BY a FORMAT JSONEachRow"
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)
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return [r["a"] for r in rows]
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def import_blue_universe(directory: AssetDirectory, symbols: Iterable[str]) -> int:
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return directory.import_symbols(
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[normalize_symbol(s) for s in symbols],
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"BINANCE",
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status=ListingStatus.TRADING,
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checked_at=_now_iso(),
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source=FEED_SOURCE,
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)
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# ── step 2: stamp execution-venue listings from the contracts probe ───────
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def fetch_vst_contracts(base_url: str = VST_BASE_URL, timeout_s: int = 15) -> list[dict[str, Any]]:
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req = urllib.request.Request(f"{base_url}/openApi/swap/v2/quote/contracts")
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body = urllib.request.urlopen(req, timeout=timeout_s).read().decode("utf-8")
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parsed = json.loads(body)
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return parsed.get("data") or []
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def contract_is_tradable(contract: dict[str, Any]) -> bool:
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"""BingX contracts row -> tradable? status 1 = online; apiStateOpen gates API entry."""
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return (
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int(contract.get("status") or 0) == 1
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and str(contract.get("apiStateOpen", "true")).lower() == "true"
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)
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def refresh_vst_listings(
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directory: AssetDirectory, contracts: list[dict[str, Any]]
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) -> tuple[int, int]:
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"""Stamp BINGX_VST status for every symbol already in the directory.
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Present + tradable -> TRADING; absent or non-tradable -> OFFLINE.
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Returns (trading, offline) counts over the directory.
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"""
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now = _now_iso()
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tradable: dict[str, str] = {} # canonical -> venue symbol
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for c in contracts:
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vsym = str(c.get("symbol") or "")
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if vsym and contract_is_tradable(c):
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tradable[normalize_symbol(vsym)] = vsym
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n_trading = n_offline = 0
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for sym in list(directory.records):
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if sym in tradable:
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directory.set_listing(sym, "BINGX_VST", venue_symbol=tradable[sym],
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status=ListingStatus.TRADING,
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checked_at=now, source=PROBE_SOURCE)
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n_trading += 1
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else:
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directory.set_listing(sym, "BINGX_VST",
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status=ListingStatus.OFFLINE,
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checked_at=now, source=PROBE_SOURCE)
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n_offline += 1
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return n_trading, n_offline
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# ── step 2b: full-taxonomy onboarding via MALKHUT's AssetCompiler ──────────
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def onboard_profiles(directory: AssetDirectory, *, compiler: Any = None,
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out_path: str = "") -> tuple[int, int]:
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"""Run MALKHUT's asset onboarder over every directory symbol lacking a
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profile_ref; persist compiled taxonomy JSON beside the directory.
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Returns (compiled, failed). Failures are noted on the record, not fatal —
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the directory stays authoritative for existence/listing even when the
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taxonomy fetch fails.
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"""
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from dataclasses import asdict
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if compiler is None:
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from malkhut.training.asset_compiler import AssetCompiler
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compiler = AssetCompiler()
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path = out_path or str(directory.path.parent / "compiled_profiles.json")
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try:
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with open(path, encoding="utf-8") as fh:
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store = json.load(fh)
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except (OSError, json.JSONDecodeError):
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store = {}
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done = failed = 0
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for sym in sorted(directory.records):
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rec = directory.records[sym]
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if rec.profile_ref and sym in store:
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continue
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result = compiler.compile_and_register(sym)
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if result.asset_profile is None:
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failed += 1
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rec.notes = (rec.notes + " | " if rec.notes else "") + \
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f"onboard failed {_now_iso()}: {'; '.join(result.warnings)[:120]}"
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continue
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entry = {"profile": asdict(result.asset_profile), "_compiled_at": _now_iso()}
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if result.asset_behavior is not None:
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entry["behavior"] = asdict(result.asset_behavior)
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store[sym] = json.loads(json.dumps(entry, default=str))
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rec.profile_ref = sym
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done += 1
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with open(path, "w", encoding="utf-8") as fh:
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json.dump(store, fh, indent=1, sort_keys=True, default=str)
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return done, failed
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# ── step 3: the runtime call ───────────────────────────────────────────────
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def init_asset_universe(execution_exchange: str = "BINGX_VST",
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directory: AssetDirectory | None = None) -> frozenset[str]:
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"""Tradable canonical symbols for the execution exchange in use."""
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directory = directory or AssetDirectory()
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return frozenset(directory.symbols_for_exchange(execution_exchange))
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def main(argv: list[str] | None = None) -> int:
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p = argparse.ArgumentParser(description="UV asset-universe init (MALKHUT store)")
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p.add_argument("--seed-from-scans", action="store_true")
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p.add_argument("--refresh-vst", action="store_true")
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p.add_argument("--onboard", action="store_true",
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help="full-taxonomy compile via MALKHUT AssetCompiler (rate-limited)")
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p.add_argument("--show", action="store_true")
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a = p.parse_args(argv)
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d = AssetDirectory()
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if a.seed_from_scans:
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n = import_blue_universe(d, blue_universe_from_scans())
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d.save()
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print(f"seeded {n} BINANCE listings from {FEED_SOURCE} -> {d.path}")
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if a.refresh_vst:
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t, o = refresh_vst_listings(d, fetch_vst_contracts())
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d.save()
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print(f"BINGX_VST refresh: {t} TRADING, {o} OFFLINE")
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if o:
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print("OFFLINE:", ", ".join(d.symbols_for_exchange(
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"BINGX_VST", status=ListingStatus.OFFLINE)))
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if a.onboard:
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done, failed = onboard_profiles(d)
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d.save()
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print(f"onboarded taxonomy: {done} compiled, {failed} failed")
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if a.show:
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uni = init_asset_universe("BINGX_VST", d)
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print(f"directory: {len(d)} assets @ {d.path}")
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print(f"BINGX_VST tradable universe ({len(uni)}):", ", ".join(sorted(uni)))
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return 0
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if __name__ == "__main__":
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sys.exit(main())
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88
prod/docs/POST_FINISH.md
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88
prod/docs/POST_FINISH.md
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@@ -0,0 +1,88 @@
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# POST_FINISH — the parking lot (parked with love, not killed)
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**Standing rule (operator + Fable, 2026-07-10):** until the FINISH LINE is
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crossed, new scope lands HERE, not in code. Fable answers new scope with
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"parked" — even to the operator. Especially to the operator.
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## THE FINISH LINE (frozen — only these three count)
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1. **Parity RESIDUAL = 0** over N windows (codex dossier machinery,
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`uv/parity-certification`)
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2. **72h clean on VST** on the merged stack (`a2b0fac`+): no §4 anomalies —
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no orphan orders, no journal gaps, tripwire quiet
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3. **Operator gate:** small real capital, separate account, BLUE untouched
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## SEQUENCED (above parked — operator 2026-07-11: "it is costing us money")
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- **Smart OB exec: PINK ExecutionRouter integration** — FIRST task upon parity
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(item 1) completion, before/alongside items 2–3. Asset exists certified
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(265 tests incl. live VST E2E, maker_both ran production). Slots below the
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kernel at the venue-adapter seam — parity-invisible. Economics: taker RT
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~0.10% → maker-both ~0.04%; smoke-run day-1 flips breakeven → +0.9%
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equal-weight. Research: 90%+ of orders fill as maker ("move to us").
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**CRITICAL READING:** `prod/docs/BingX_FILL_CHARACTERIZATION_AND_ADVANTAGES.md`.
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**SOA ADJUDICATION (first sub-task, Fable):** TWO exec assets exist —
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(a) PINK ExecutionRouter: maker/taker POLICY, 265 tests, maker_both ran live;
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(b) BLUE `alpha_engine/execution/` **SmartPlacer**: OB-aware PLACEMENT
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(fill_simulator w/ 30s bookDepth, signal_confidence_adapter bridging Alpha
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conviction → placement, ob_reader, smartplacer_constants). Likely
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complementary (Router = maker-vs-taker; SmartPlacer = where-in-book).
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Adjudicate router ∪ placer ∪ union against the fill-characterization doc
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before integrating either.
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## PARKED (specced where noted; zero build until finish)
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- **IMPETUS build** — spec `IMPETUS_SPEC.md` + annex
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`IMPETUS_SPEC_ANNEX_UV_INTEGRATION.md` (steel-clock plug, ASEx placement,
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last-tick table). Paper done; build parked.
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- **MALKHUT hose adaptation** — Fable's job when unparked (memory:
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malkhut-hose-adaptation-fable)
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- **JIMINY / PINOCCHIO** — ASEx fleet scoreboard + false-green detector
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- **TP/SL cadence ladder L2/L3** — pulse-host tick path, Rust reflex engine
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(spec `UV_TPSL_ENGINE_AND_REMAINING_DEV_SPEC.md` §1)
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- **305M ring upgrade** — producer-side cached index in `uv_steel::ring`
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(PASS9, ~10 lines + bench)
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- **wCQ wait-free MPMC** — L3 mailbox candidate (`305MM_OPS_ALGO_ANNEX_FIFO.md`)
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- **★ IMPETUS WIRE-ATOMIC (operator 2026-07-11, "insane, write it down")** —
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exchange-wire→zinc-shm ATOMIC: the venue packet's tick becomes visible to
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shm readers as ONE indivisible act, no intermediating copies/queues/threads.
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Concretely: kernel-bypass ingest (AF_XDP / DPDK / io_uring registered
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buffers — NIC DMAs frames into user memory), parse-in-place off the wire
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buffer, single seqlock commit into `impetus_last` as the SAME pinned
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thread's next instruction. Latency floor becomes NIC+parse (~µs), and the
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atomicity contract extends end-to-end: a reader can never observe a tick
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the wire didn't deliver, nor miss one it did (A2/A5 doctrine stretched to
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the physical boundary). Prereqs: IMPETUS v1 shipped; WS/stream adapters
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(annex R2); pinned-emit thread (annex R4); flat-C last-tick table (R3) —
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each is a rung TOWARD this. TLS termination path (operator follow-up: the
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sought term was "homomorphic" — FHE itself is 1e6-1e9x too slow, wrong
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universe): SOA answers preserving wire-atomicity, in preference order:
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(1) NIC inline TLS RX offload (ConnectX/kTLS-offload — silicon decrypts
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AES-GCM at wire speed BEFORE DMA; buffer lands already-plaintext; CPU never
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sees ciphertext); (2) kernel kTLS (decrypt in-kernel, zero-copy up);
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(3) VAES/AES-NI decrypt-IN-PLACE (plaintext overwrites ciphertext in the
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same buffer, ~1-4 cycles/byte — "decoded where it lies").
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- **`uv_steel` crate extraction** — pulse-host modules → shared workspace crate
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- **PASS9 mass-test regeneration** — far-end assertions, no broken codegen
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- **BLUE trade_events dedup DDL** — operator-blessed write into dolphin ns
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- **Vendor reconciliation** — T0-DEVIATION port upstream + vendor_sync
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--from-committed-HEAD hardening
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- **UvExecRunner consolidation** — route legacy direct async path through the
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ASEx owner or retire it (execution-gate dossier §6.6)
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- **Journal EXIT-labeling cleanup** — no-entry scans mislabeled EXIT (cosmetic)
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- **Fleet identity hygiene** — stale zellij names, fossil handles, split bus
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- **★ SHARP TODO (operator 2026-07-11): 375-branch upside study** — realized
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upside under favorable-extension vs realized loss; left-tail cure hypothesis
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(losses huge incl. scan-cadence SL misses; winners cramped). Depends on:
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MAX_HOLD full-modulation port + ingress journaling
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(UV_EXIT_DOCTRINE_PARITY_DESIGN.md D1.2). OB-cascade cause tuning rides the
|
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same data.
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## Not parked (allowed work)
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Anything that directly serves items 1–3, bug fixes on the live path, and
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operator-ordered exceptions (which must say "unpark X" explicitly).
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## DESIRABLE (north-star, operator 2026-07-11 — not parked, no build yet)
|
||||
- **Full-universe picking**: system should someday select from the ENTIRE
|
||||
Binance (~500-asset, as minimum reference) universe, not the 50-symbol
|
||||
NG7 feed slice — research indicates full-universe selection improves
|
||||
ROI/WR/joy. MALKHUT asset directory (malkhut/assets/) is built to that
|
||||
scale; the feed is the current bottleneck, not the store.
|
||||
Reference in New Issue
Block a user