exec(unified): sync local build — kernel_port + dialect §11 + friction §12 + size threading

Lands the /root/dev local increments (share was ENOSPC; now writable) into the canonical repo:
- kernel_port.py: real ExecPort over the DITAv2 kernel (duck-typed; injected to_kernel_intent).
- dialect.py §11: BingX boundary — clientOrderId(H4)/dash/quantize/payload (PostOnly=timeInForce).
- friction.py §12: effective-bps + naive-baseline savings; side-lane journal that can't raise
  (b46ebd2); BingX commission-sign flip. DDL ships with code (register in applier verify-set).
- drive_loop/executor/working: Decimal size threaded through plan/working types (exit size cap).
All pure stdlib+Decimal, mutation-litmus RED on the two load-bearing asserts. 132 tests green.

Co-Authored-By: Claude Opus 4.8 <noreply@anthropic.com>
This commit is contained in:
Codex
2026-07-15 08:05:26 +02:00
parent 21419b03d0
commit ec95bd6663
9 changed files with 968 additions and 5 deletions

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"""BingX dialect tests — venue idioms are law (spec §4-17). Each asserts a rule a real
venue reject taught us. Mutation notes inline.
Run: /home/dolphin/siloqy_env/bin/python3 -m pytest prod/exec_unified/test_dialect.py -q
"""
from __future__ import annotations
from decimal import Decimal
import pytest
from prod.exec_unified.contract import Side
from prod.exec_unified.dialect import (
CLIENT_ORDER_ID_MAX,
build_order_payload,
client_order_id,
dash_symbol,
quantize_price,
quantize_size,
)
from prod.exec_unified.router import ExecutionMethod
# ── symbol dashing ───────────────────────────────────────────────────────────
@pytest.mark.parametrize("undashed,wire", [
("BTCUSDT", "BTC-USDT"),
("ETHUSDT", "ETH-USDT"),
("1000SHIBUSDT", "1000SHIB-USDT"),
("USDCUSDT", "USDC-USDT"),
("BTC-USDT", "BTC-USDT"), # already dashed → idempotent
])
def test_dash_symbol(undashed, wire):
assert dash_symbol(undashed) == wire
# ── clientOrderId (audit H4 / BI-1) ──────────────────────────────────────────
def test_client_order_id_format_and_per_attempt():
assert client_order_id("req", 0) == "u-req-0"
assert client_order_id("req", 1) == "u-req-1" # retry gets a DIFFERENT id
assert client_order_id("req", 0) != client_order_id("req", 1)
def test_client_order_id_sanitizes_charset():
cid = client_order_id("BTC/USDT:long #7", 0) # slashes, colon, space, hash
assert all(c.isalnum() or c in "_-" for c in cid)
def test_client_order_id_length_capped_but_still_unique_per_attempt():
long_req = "x" * 200
a, b = client_order_id(long_req, 0), client_order_id(long_req, 1)
assert len(a) <= CLIENT_ORDER_ID_MAX and len(b) <= CLIENT_ORDER_ID_MAX
assert a != b # digest preserves per-attempt distinctness
assert client_order_id(long_req, 0) == a # deterministic (no RNG)
def test_client_order_id_rejects_negative_attempt():
with pytest.raises(ValueError):
client_order_id("req", -1)
# ── quantization (§4-15) ─────────────────────────────────────────────────────
def test_quantize_price_conservative_by_side():
# BUY floors (never up into the ask); SELL ceils (never down into the bid).
assert quantize_price(Decimal("100.017"), Decimal("0.01"), Side.BUY) == Decimal("100.01")
assert quantize_price(Decimal("100.011"), Decimal("0.01"), Side.SELL) == Decimal("100.02")
def test_quantize_size_floors_never_overshoots():
assert quantize_size(Decimal("31.446"), Decimal("1")) == Decimal("31")
assert quantize_size(Decimal("0.00019"), Decimal("0.0001")) == Decimal("0.0001")
def test_quantize_guards_nonpositive():
with pytest.raises(ValueError):
quantize_price(Decimal("100"), Decimal("0"), Side.BUY)
with pytest.raises(ValueError):
quantize_size(Decimal("1"), Decimal("0"))
# ── payload assembly (venue idioms) ──────────────────────────────────────────
def _maker():
return build_order_payload(
asset="BTCUSDT", side=Side.BUY, method=ExecutionMethod.MAKER,
limit_price=Decimal("64547.53"), size=Decimal("0.00019"), reduce_only=False,
client_order_id="u-req-0", tick=Decimal("0.1"), step=Decimal("0.0001"),
)
def test_maker_payload_postonly_is_timeInForce_not_type():
# THE mm_ L7 correction. Mutation: put "POST_ONLY" in type -> this goes RED.
p = _maker()
assert p["type"] == "LIMIT" # type is LIMIT|MARKET ONLY
assert p["timeInForce"] == "PostOnly" # PostOnly rides timeInForce
assert "POST_ONLY" not in p["type"] and "PostOnly" not in p["type"]
def test_maker_payload_quantized_and_shaped():
p = _maker()
assert p["symbol"] == "BTC-USDT"
assert p["price"] == "64547.5" # floored to tick 0.1 (BUY)
assert p["quantity"] == "0.0001" # floored to step
assert p["positionSide"] == "BOTH" # one-way flatten idiom
assert p["reduceOnly"] == "false"
assert p["clientOrderID"] == "u-req-0"
def test_market_payload_has_no_price_or_tif():
p = build_order_payload(
asset="ETHUSDT", side=Side.SELL, method=ExecutionMethod.TAKER,
limit_price=Decimal("0"), size=Decimal("0.5"), reduce_only=True,
client_order_id="u-req-0", tick=Decimal("0.01"), step=Decimal("0.001"),
)
assert p["type"] == "MARKET"
assert "price" not in p and "timeInForce" not in p # a market cross carries neither
assert p["reduceOnly"] == "true" # exit reduces
def test_payload_refuses_dust_below_step():
# size that floors to zero must not silently submit a 0-qty order.
with pytest.raises(ValueError):
build_order_payload(
asset="BTCUSDT", side=Side.BUY, method=ExecutionMethod.TAKER,
limit_price=Decimal("0"), size=Decimal("0.00005"), reduce_only=False,
client_order_id="u-req-0", tick=Decimal("0.1"), step=Decimal("0.0001"),
)