docs: UV execution priority ladder (HJ's A-G adapted to our subsystems)
Central finding: TIER-B INVERSION. asex_kernel_executor.py:319 enqueues account/fill events (execution truth) at priority=4 — the LOWEST tier, BELOW ENTER (P3). Under queue pressure UV opens a new position before applying the fill that tells it what it already holds. Tonight's 6 orphans are the proof: tier-G telemetry destroyed tier-B truth, UV believed it was flat while holding 6 live SHORTs, and no SL/TP/ADVSL can protect a position the kernel does not know exists. That is why B outranks C and D. Also catalogued: A-tier sensors (heartbeat/disconnect/seq-gap/halt/stale-book) are not ranked work at all — only the kill switch is. Missing C (liquidation distance, daily/ session loss, symbol loss, leverage trigger), D (trailing, giveback, stale-exit reprice), E (self-cross, amend), F (spread/depth gate). Co-Authored-By: Claude Opus 4.8 <noreply@anthropic.com>
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# UV execution priority ladder — HJ's A–G adapted to our subsystems
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**Status:** doctrine. Supersedes the ad-hoc P0–P4 mapping in
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`asex_kernel_executor.py:_intent_priority`.
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**Origin:** HJ's generalized ladder (2026-07-13), adapted to DOLPHIN/UV subsystems.
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**Occasion:** the 2026-07-13 orphan incident, which is a textbook violation of it.
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---
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## The law
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Work is ranked by **what is irrecoverable if it is late**. Truth outranks action;
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safety outranks profit; profit outranks permission; research outranks nothing.
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A tier may never be starved by a lower tier. A lower tier may never *destroy* a
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higher tier's work — which is precisely what happened on 2026-07-13, when tier-G
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telemetry annihilated a tier-B fill.
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---
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## The ladder, mapped to our subsystems
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### A — Exchange / session safety *(nothing is true if the pipe is lying)*
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| HJ's item | Our subsystem | State |
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|---|---|---|
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| heartbeat | MHS (market-health sensors), HZ client death detector | **not ranked work** — lives outside the queue |
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| disconnect | `LiveEFeed` WS lifecycle, HZ client isolation doctrine | **not ranked** |
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| sequence gap | `EEvent.venue_seq`, scanner dedup ratchet | **not ranked** (ratchet bug bit us 2026-06-22) |
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| trading halted | — | **MISSING** |
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| stale price / book | `E-TRIPWIRE` (e_feed), staleness labels | logs only, **not ranked** |
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| kill switch | `rm /root/uv-wt/prime-live/UV_PROMOTED.arm` (two-man arm) | **P0 ✓** |
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**Gap:** only the kill switch is ranked. Every other A-item is a log line or a
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startup gate (`VenueReadiness`, M4), not pre-emptive ranked work. A feed that has
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silently died outranks every trade decision — today it outranks nothing.
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### B — Execution truth *(you cannot manage what you do not know you hold)*
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| HJ's item | Our subsystem | State |
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|---|---|---|
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| fills / partial fills | `EEvent.FILL` → `EKBridge` → kernel | **P4 — LAST** |
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| cancels / rejects | venue events → FSM | P4 |
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| open order state | `bingx_venue.reconcile()` | kernel-out only (cannot discover) |
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| true position | `/user/positions`, `AccountProjection` | **no adopt path at all** |
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**THE INVERSION — the single most important finding.**
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`asex_kernel_executor.py:319` enqueues account events at **priority=4**, the lowest
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tier — *below ENTER (P3)*. Under queue pressure UV will open a new position **before**
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applying the fill that tells it what it already owns.
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Tonight is the proof, and it is exact: the venue filled 6 orders (tier-B truth), and a
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tier-G telemetry exception erased the record of every one of them. UV then believed it
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was flat while holding 6 live SHORTs. **No SL, TP, or ADVSL can save a position the
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kernel does not know exists** — which is why B ranks above C and D, not below them.
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**Required:** account/fill events re-rank to **tier B (immediately below A)**, with a
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bounded drain batch so B cannot starve C.
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### C — Price-triggered capital preservation
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| HJ's item | Our subsystem | State |
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|---|---|---|
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| hard SL | catastrophic floor 0.0120, scan tighten-only | **P1 ✓** |
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| max adverse excursion | ADVSL (5 gates, `ASL_PRESSURE_CONT_STRESS`) | **P1 ✓** |
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| liquidation distance | — | **MISSING** |
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| daily / session loss | — | **MISSING** |
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| symbol loss | — | **MISSING** |
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| account leverage | leverage read for `tp_curve` only | **not a trigger** |
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| reduce-only emergency exit | P0 catastrophic EXIT | ✓ (used tonight to flatten) |
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### D — Profit preservation
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| HJ's item | Our subsystem | State |
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|---|---|---|
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| TP | `tp_curve` (0.0020 base + cubic), OB ×1.40/×0.60/×0.75, TP_FLOOR ratchet | **P2 ✓** |
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| trailing stop | — | **MISSING** |
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| giveback stop | TP_FLOOR ratchet is a partial analogue | partial |
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| time stop | MAX_HOLD (250 base × regime) | **P2 ✓** |
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| reprice / cancel stale resting exit | PINK `ExecutionRouter` maker/taker | **not ranked** |
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### E — Existing-order maintenance
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| HJ's item | Our subsystem | State |
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|---|---|---|
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| prevent duplicate orders | `TpSlHandler.submit_decision()` reservation boundary | ✓ (not ranked) |
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| cancel bad quotes / amend exits | `ExecutionRouter` | **not ranked** |
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| prevent self-cross | — | **MISSING** |
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### F — Entry permission *(the only tier allowed to be slow)*
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| HJ's item | Our subsystem | State |
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|---|---|---|
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| DOLPHIN regime | regime/posture feed | ✓ upstream of queue |
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| SHEKHINAH / HD prediction | EFSM overlay, HD/TSF | ✓ |
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| OBF imbalance | OBF mid-injection | **double-dead** (hook-10 orphaned; runner steps pre-hook prices) |
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| spread / depth / slippage | — | **MISSING as a gate** |
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| funding / external | `FUNDING_FEE` events | accounted, not gated |
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| time-slot weighting | — | MISSING |
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| risk budget | capital/leverage | partial |
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`ENTER` sits at **P3 ✓** — correctly below every exit. The *gates* themselves run in
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decision code upstream of the queue, which is fine: permission may be slow.
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### G — Persistence / research *(outranks nothing; may never block anything)*
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| HJ's item | Our subsystem | State |
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|---|---|---|
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| replay log / CH spool | M6 journal lane (durable spool + batcher) | ✓ off-path |
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| dashboards / telemetry | `bingx_venue` telemetry lane | ✓ **off-path as of today** |
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| LMDB | — | n/a |
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| model updates | MALKHUT / research | off-path |
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**2026-07-13:** telemetry was inline on the exec path and able to raise. It is now a
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bounded non-blocking ring (`deque(maxlen=4096)`, drop-oldest, drops counted) drained by
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a daemon lane. Measured: 3.65 µs/call on the exec path against a plane that blocks for
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2 s per publish; inline that was a 2000 s stall.
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---
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## Standing rules that fall out of the ladder
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1. **Truth before action.** Tier B is applied before any tier C/D/F work is
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*decided*. A decision taken on a stale book is not a decision, it is a guess.
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2. **Nothing below tier B may ever mutate or veto tier B.** Telemetry, journals and
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dashboards observe; they do not get a vote on whether a fill happened.
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3. **Non-blocking below tier C.** Anything at D or lower that touches I/O does it via
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a bounded ring with drop-oldest. Loss of research data beats backpressure on capital.
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4. **Every tier is either ranked work or an explicit, documented exemption.** "It's
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handled somewhere upstream" is how heartbeat, halt, and stale-book ended up
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ranking below a dashboard write.
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