A BingX read-timeout/reset/5xx after send means the answer was lost, not that
the order failed. Classify every submit failure by what it PROVES:
NOT_ATTEMPTED / REFUSED -> rollback sound; INDETERMINATE -> point-lookup our
own clientOrderId (read-only, bounded, never a reconcile); unresolved stays
UNKNOWN — no synthetic REJECT, no slot rollback, E-feed FILL settles truth.
- prod/bingx/http.py: BingxHttpError.effect + order_may_exist, 9 raise sites tagged
- adapters/bingx_direct.py: _lookup_own_order_by_client_id (never POSTs)
- dita_v2/venue.py: VenueIndeterminateError(VenuePostAckError) — existing fences catch it
- dita_v2/bingx_venue.py: both submit paths escalate INDETERMINATE receipts
- 14 tests incl. kernel no-rollback invariant + genuine-REFUSED contrast
Suite: 3416 passed, 19 skipped, 3 xfailed.
Co-Authored-By: Claude Opus 4.8 <noreply@anthropic.com>
BUG CLASS (doc: BUGCLASS_INDETERMINATE_OUTCOME_20260713.md): an operation with an external
side effect has THREE outcomes — NOT_ATTEMPTED, ATTEMPTED_REFUSED, ATTEMPTED_INDETERMINATE
— and rollback is sound only for the first two. Collapsing the third into 'failed' is what
orphaned 6 live SHORTs: a post-ack TypeError reached rust_backend's 'except Exception ->
synthetic REJECTED -> FSM rollback', which asserted 'no order exists' about an order that
was already filled. Telemetry never had a veto; it hijacked the failure channel.
FIXES (no new seams, no re-architecture):
- venue.py: VenuePostAckError — typed channel meaning THE EFFECT EXISTS. Carries receipt.
- bingx_venue submit/submit_async: point-of-no-return fence. Post-ack bookkeeping failures
raise VenuePostAckError instead of a bare exception.
- rust_backend (BOTH submit paths): catch VenuePostAckError FIRST -> no synthetic REJECT,
no rollback. Slot stays working; E-feed FULL_FILL / reconcile settles the truth.
LOSSLESS TELEMETRY (HJ: 'DITAv2 exists precisely because seams dropped 40% of inputs'):
drop-oldest is data loss and is GONE. Exec path appends O(1) to an unbounded queue and
returns. A SEPARATE spiller thread (which never touches the plane, so a wedged plane cannot
starve it) parks the backlog above HWM into a durable append-only spool; the publisher
replays the spool when the plane recovers.
Proven: wedged-forever plane + 200k records -> 0 dropped, 195903 durable on disk, 4096 in
memory, 7.4 us/call on the exec path. Lossless AND memory-bounded. Healthy plane: 2000/2000.
STILL BROKEN, flagged to codex: the pre-ack branch rolls back on TIMEOUT — but a timeout is
the definition of INDETERMINATE (the order may have filled). Same bug class, older, live.
Co-Authored-By: Claude Opus 4.8 <noreply@anthropic.com>
Standing steer (HJ, months): non-blocking behaviour + explicit execution priority.
Telemetry is not on the ladder at all, yet it sat ON the order path, inline and able to
raise — which is how it orphaned 6 live positions.
Exec path now does exactly one thing: pack primitives, append to a bounded ring, return.
No plane write, no snapshot construction, no I/O, no lock, no raise. Snapshot build +
plane publish move to a daemon drain lane. Ring is deque(maxlen=4096): drops OLDEST on
full and counts the drops — telemetry loss is always preferable to exec backpressure,
but it stays observable.
Measured: 1000 exec-path calls against a 2s-BLOCKING plane = 3.65 ms total (3.65 us/call).
Inline, that was 2000 s of stall. Wedged lane + 50k pushes -> ring pinned at 4096,
45903 counted drops, exec path never backpressured. Healthy plane still gets 5/5.
Co-Authored-By: Claude Opus 4.8 <noreply@anthropic.com>
The pre-existing guard covered only publish(). The attribute/coercion block above it
(int()/str()/.metadata.get() on intent+order) was UNGUARDED, and kwarg binding happens
before the body runs at all — so a signature skew sailed straight past a defence that
existed precisely to prevent this, and orphaned 6 live positions.
Everything that can raise now lives inside one try. Failures log loud and are swallowed;
the order path is never affected. Proven against: exploding plane, poisoned intent
coercion (the formerly-unguarded region), and absent plane.
ARCHITECTURAL DEBT (raised by HJ, not fixed here): telemetry has no business being called
inline on the exec path at all. Correct shape = fire-and-forget enqueue drained by the M6
journal lane. This commit makes it harmless, not absent.
Co-Authored-By: Claude Opus 4.8 <noreply@anthropic.com>
Line 154 held mutant debris: KernelControlSnapshot(mode="live", mode="live"") — duplicate
kwarg + unterminated string. Committed since a55501b, it made the ENTIRE dita_v2 suite fail
collection, so nobody has run it. That is why no test caught the bingx_venue telemetry
signature skew that orphaned 6 live positions tonight.
The test was fantasy besides: asserted read.arming == "DARK" (no such field) and
mode == "live" (KernelMode is NORMAL|DEBUG). Rewritten to assert a real invariant —
the second write must flip the buffer and become visible.
Co-Authored-By: Claude Opus 4.8 <noreply@anthropic.com>
M5 (native_artifact.py + rust_backend build_verified_artifact/verify_artifact hooks)
existed ONLY in the uv/exec-refactor worktree. Canonical never received it, so
vendor_sync.sh downgraded the vendored copy back to a raw 'cargo build' — the same
mechanism by which M1's relock clobbered the bingx_venue telemetry fix and orphaned
6 live positions. Canonical is the source of truth; M5 belongs here.
Co-Authored-By: Claude Opus 4.8 <noreply@anthropic.com>
M1 re-vendor (89a1f1a) clobbered the T0-DEVIATION fix (20ad493): submit()/submit_async()
pass order_id=/client_order_id= post-ack, the signature dropped them. Every ENTER raised
TypeError AFTER the venue POST returned 200 OK -> rust_backend synthesised REJECTED ->
FSM rollback, while the venue kept the position. Flight-4: 8 bridged promotions, 6 orphan
SHORTs live on VST with a kernel that believes it is flat.
Two fixes:
1. signature accepts order_id/client_order_id again; snapshot prefers them (order is None
on the submit path, so the ack row is the only id source).
2. post-ack telemetry wrapped: observability can never again veto an accepted order.
Co-Authored-By: Claude Opus 4.8 <noreply@anthropic.com>
Architecture: DuckDB for persistence + full in-memory materialization for reads.
All reads served from Python dicts (sub-microsecond). DuckDB only hit on writes.
Performance evolution (get_asset benchmark):
V0 (raw DuckDB): 876µs per call
V1 (LRU cache): 2.3µs per call (380x)
V2 (in-memory): 0.2µs per call (4380x)
All reads now sub-microsecond:
get_asset: 0.2µs (was 876µs)
query(blockian): 6.6µs (was 2.2ms)
query(sector): 6.6µs (was 3.2ms)
exchange lookup: 12.5µs (was 1.5ms)
full scan: 5.9µs (was 1.8ms)
behavior: 0.4µs
Write path: sync_from_profiles batch-inserts all data, then materializes
into Python dicts. Resync: 76ms (was 210ms, 2.8x faster).
Data integrity: DuckDB WAL provides crash recovery. In-memory dicts are
reconstructed from DB on every sync/close-reopen cycle. Zero data loss.
Real colnames (timestamp/u_prefix_client_id, anomaly_events.ts), query/VST
errors FAIL never PASS (no green-by-error), openOrders wrapper unwrap,
check(d) CH_ALLOWLIST_DBS attribution (BLUE OBF writer no longer flagged).
Maiden live runs by Fable caught all 6; PASS8 fixed same-night.
Formalizes the CEX-010 E-feed account plane (protocol + InMemoryZincPlane +
real plane). This code flew 33h on UV-PRIME flight-1 via the vendored copy
(T0-DEVIATION mid-edit vendoring) but was never committed upstream — the
2026-07-11 clean vendor_sync regressed it and broke the E-feed at boot
(AttributeError publish_account). Committing the flight-proven bytes closes
the vendor-law gap. Authorship: pre-existing WIP in /mnt working tree
(T0-era, likely codex), committed verbatim by Fable for vendor integrity.
Read-only auditor for arming-checklist §4 anomalies, the instrument for the
72h-clean finish-line clock. 5 checks against CH + VST (all read-only):
(a) venue order without matching BRIDGE exec_journal row
(b) exec_journal row without venue order
(c) venue order without 'u-' clientOrderId prefix
(d) CH write outside dolphin_uv.* in runner window
(e) tripwire_ok=false occurrences
Authored by cmd-PASS1.2 (PASS8), provenance /mnt/vp-PASS8 bf55777
(agent/oa-violetPASS8). Landed by content (cross-clone fetch hung); files
SHA256-identical to source. Fable verification: 20/20 pass; mutation litmus
RED (inverting the check-(c) prefix guard fails 6 tests incl. PASS8's own
test_c_mutation_* guards — the doctrine's litmus baked into the suite);
read-only confirmed (no writes on any path).
Co-Authored-By: Claude Opus 4.8 <noreply@anthropic.com>
Heals reverse vendor drift: the ASEx AccountProjectionV2 adapter was committed on
the vendored copy (violet.git main 824c5cf) instead of upstream, violating the
edit-upstream-then-sync doctrine. Test was orphaned on the PASS9 worktree.
Co-Authored-By: Claude Fable 5 <noreply@anthropic.com>
Upstream-canonical commit of the ~366 lines that sat uncommitted in the working
tree (surveyed in DITAV2_SOA_SURVEY_20260702). Venue telemetry published at every
venue boundary (submit/cancel/reconcile) over the zinc venue_region; SOA per
UV DITAv2 adjudication 2026-07-03.
Co-Authored-By: Claude Fable 5 <noreply@anthropic.com>
Launcher shadow path now keeps the persistent state BLUE keeps across scans (faithful, not
per-scan single-shot): ONE OBFeatureEngine wired lazily on first assets and kept for the
service lifetime, reading BLUE's EXTANT published OBF feed via HZOBProvider (read-only HZ
entry-listener cache — NO new OB storage; provider is the swap seam for a future direct
BingX/3rd-party OB stream); per-scan ob_bar_idx into step_live/get_market; and prior_boost_beta
carried across scans (stale exf keeps the prior). shadow_decision_step threads ob_engine +
bar_idx + prior into source_live_blue_sizing_factors; build_shadow_live_source seeds the state
+ a default ob_engine_factory (injectable for tests).
TODO_HZBRIDGE markers added at all 3 VIOLET->Hazelcast touch points: per operator the upcoming
dolphinng5_predict/hzbridge must become the sanctioned HZ connection (silent client-death /
lockup / dropout mitigation) — refactor ASAP once it ships.
Doc VIOLET_OB_FEED_AND_AGENT_COORDINATION.md: OB-feed sourcing doctrine, HZ-bridge TODO, and
the multi-agent worktree + doctrine/release/status scheme (prompted by the shared-index
incidents where agents' staged files cross-contaminate commits).
6 launcher tests (+wired-once/bar_idx-increments, +prior-carries). violet-only; partial commit
(only my 4 paths) to avoid sweeping a concurrent agent's staged files.
Co-Authored-By: Claude Opus 4.8 <noreply@anthropic.com>
Per operator: VIOLET must keep a "prior" on stale ExF rather than collapse to neutral, and
the ACB's role must be commented-in + logged.
- KEEP-PRIOR on stale/missing exf: BLUE keeps _day_base_boost/_day_beta on the stale branch
(update_acb_boost isn't called). _source_boost_beta now takes `prior` (boost,beta) and
returns it on ValueError / no-exf, seeded by the first successful compute. Threaded as
`prior_boost_beta` through source_live_blue_sizing_factors (caller persists last good).
- LOGGING: violet.live_blue_source logger emits live boost/beta + the full sourced plane.
- SEMANTICS: documents the ACB in effect (inverse v6) and CONFIRMS ACB IS in the sizing layer
via _day_base_boost/_day_beta → _update_regime_size_mult (esf_alpha_orchestrator.py:771-772,
898-909). OB Sub-4 beta modulation dormant in live — per operator found NON-PERFORMANT and
deliberately bypassed; TODO_SOMEDAY in-code to find documentary confirmation.
37 tests. violet-only; no shared-file edits.
Co-Authored-By: Claude Opus 4.8 <noreply@anthropic.com>
Operator directive: VIOLET must do IDENTICALLY what BLUE does for the three parity
flags — approximation cannot guarantee bit-for-bit functioning. Reworked
live_blue_source.py to call BLUE's OWN code paths, not reconstruct/substitute them.
boost/beta — was reading the published DOLPHIN_FEATURES.acb_boost scalar
(acb_processor_service's daily value). BLUE's trader does NOT use that for sizing; it
recomputes live via acb.get_dynamic_boost_from_hz(exf_latest, w750_velocity, direction)
with a bare AdaptiveCircuitBreaker() and NO ob_engine (nautilus_event_trader.py
on_exf_update:4769 / rollover prewarm:2710). New _source_boost_beta replicates that call
exactly (reads exf_latest + latest_eigen_scan.w750_velocity; 0.0→None like BLUE; on stale
exf ValueError → neutral, mirroring BLUE's "ACB Stale Data Fallback"). The published
acb_boost is never read. Test pins bit-identity against the real ACB.
signal-gen (dc_status) — was AlphaSignalGenerator() bare defaults; coincidentally equal to
BLUE today, but BLUE builds it from ENGINE_KWARGS (trader:128-133, threaded at
esf_alpha_orchestrator.py:180-191), so a champion retune would silently diverge. Now
constructed with BLUE_SIGNAL_GEN_KWARGS (vel_div_* imported from the kernel constants).
Test parses ENGINE_KWARGS from the trader source and asserts each param matches — drift
becomes a red test, not a silent miss.
OB — was a reinvented HazelcastOBProvider reading asset_*_ob with custom parsing. Now uses
BLUE's OWN HZOBProvider + OBFeatureEngine, wired exactly as _wire_obf
(nautilus_event_trader.py:4967-4980): step_live(assets, bar_idx) then get_market. Engine
is injectable + persistent so OB accumulation matches BLUE across scans (caller owns it).
Deleted: HazelcastOBProvider, _extract_acb, the status-label mc path. mc_scale fix
(begin_day cat/env thresholds) retained. Module docstring + structural-divergence doc
updated: all three flags FIXED; only _derive_mc_scale remains hand-replicated (pinned by
formula test). OPEN follow-up: launcher shadow_decision_step should pass a persistent
ob_engine + bar_idx for cross-scan OB history.
34 tests (33 + live-HZ smoke deselected): boost/beta-vs-ACB bit-identity (incl. w750=0→None,
no-exf, stale ValueError, ignores acb_boost), signal-gen ENGINE_KWARGS pin (parametrized),
OB wiring (step_live call, HZ coords, neutral paths), mc_scale formula, sequence dc/selector
parity, anomaly handling. violet-only; no shared-file edits.
Co-Authored-By: Claude Opus 4.8 <noreply@anthropic.com>
REVIEW of the V3.4c/d/e work (other agents) for BLUE-algo compliance found one
real bug and one architectural concern.
BUG FIXED — mc_scale derivation (live_blue_source.py):
The adapter mapped `mc_forewarner_latest.status == "ORANGE"` → 0.5. But BLUE's sizing
mc_scale is NOT the MC service's `status` label (that label, from mc_forewarner_flow.py,
uses GREEN<0.10/ORANGE<0.30/RED — observability only). The live trader re-derives the
haircut in begin_day (esf_alpha_orchestrator.py:956-962) from the SAME published fields
`catastrophic_prob` + `envelope_score` with DIFFERENT thresholds:
mc_red = cat>0.25 or env<-1.0
mc_orange = (not mc_red) and (env<0 or cat>0.10)
mc_scale = 0.5 if mc_orange else 1.0
The two disagree (e.g. cat=0.05/env=-0.5 → label GREEN→1.0 but BLUE orange→0.5;
cat=0.28 → label ORANGE→0.5 but BLUE red→1.0). Rewrote `_derive_mc_scale` to mirror
begin_day exactly on the source fields. Per operator: there is genuine ambiguity over
which surface is "nominal" — we go with the SOURCE FIELDS + begin_day formula (the path
that actually drives BLUE's sizing); the ambiguity + decision are noted in the docstring.
TESTS — the old fixtures were complicit: they fed `{"status":"ORANGE"}`, a payload shape
BLUE never emits, so they "passed" against fiction. Replaced with BLUE's real payload
(`catastrophic_prob`/`envelope_score`) and added a parametrized formula test covering the
exact divergence cases the status-based code got wrong, plus missing/garbage-field neutral.
15 passed (live-HZ smoke deselected).
ARCHITECTURAL DEBT documented — VIOLET_BLUE_PARITY_STRUCTURAL_DIVERGENCE.md:
VIOLET imitates BLUE's computations in a DIFFERENT module/scope structure. Kernels are
WRAPPED (safe), but orchestration arithmetic (compose/regime/ob/strength/mc_scale) is
HAND-REPLICATED out of the monolithic NDAlphaEngine — making orderly, verifiable BLUE↔VIOLET
parity comparison and refactoring hard. Doc inventories every re-derivation with BLUE's
file:line authority, the drift risk, and mitigations (parity-pin tests; single canonical
surface per ambiguous factor; eventual DITAv2 Rust-backplane convergence). Pointer added to
live_blue_source.py's module docstring.
Also reviewed (no change needed): launcher launch_dolphin_violet.py is DARK-safe
(ObserveOnlyVenue + shadow gated default-OFF, no order path); shadow_live_factors.py glue
is correct; trade_slot_compare.py reimplements no BLUE algo. fb34431's launcher tests —
which the authoring agent never ran on the slow mount — pass (14 green).
violet-only; no shared-file edits.
Co-Authored-By: Claude Opus 4.8 <noreply@anthropic.com>
#1 (validation) — VIOLET_V34B_LIVE_FACTOR_FIELD_VALIDATION.md documents the
ground truth from BLUE's own code (esf_alpha_orchestrator / adaptive_circuit_breaker
/ nautilus_event_trader): of the 8 sizing inputs, ONLY `posture` is a flat HZ key.
`esof_score` is in HZ but as a payload to parse. The other five — boost, beta,
mc_scale, ob_median_imbalance, ob_agreement_pct, dc_status — are BLUE-organ outputs
(ACB over DOLPHIN_FEATURES.exf_latest, MC flag derivation, OBFeatureEngine, the
per-asset signal generator) and are NOT present as scalars in any HZ map. This
inverts live_factors.py's flat-snapshot premise; its speculative alternate paths
(acb_boost / s_acb_boost / ("acb","boost") / …) match nothing real. The full live
sourcing of the five is a multi-organ sprint (V3.4c), not a HZ scrape.
#2 (sourcing adapter) — live_factor_source.py sources what BLUE actually publishes,
read-only and pure (callers pass already-fetched HZ blobs; no client, no I/O):
- posture ← engine_snapshot['posture'] (DOLPHIN_STATE_BLUE), default APEX
- esof_score ← DOLPHIN_FEATURES['esof_latest'] via BLUE's OWN parse_esof_payload
+ esof_score_from_payload (wrap, don't reimplement; staleness gate
honored when max_age_s supplied)
- boost/beta/mc_scale/ob_*/dc_status ← BLUE's neutral sentinels (1.0/0.0/1.0/None/
None/"NONE") until V3.4c — explicit, never silently faked.
Flows through the validated extract_live_sizing_factors normalizer. ORGAN_DERIVED_
FACTORS names the six deferred to V3.4c so the journal can mark them NEUTRAL.
9 new tests green (posture default/upper, esof dict+raw-JSON+staleness, neutral
integration, all-neutral-when-empty). violet-only; no shared-file edits; no soak.
Co-Authored-By: Claude Opus 4.8 <noreply@anthropic.com>
ShadowDecision already carries the V3.4 5-factor breakdown (base_leverage,
dc_lev_mult, regime_size_mult, market_ob_mult, esof_size_mult), but the journal
row and CH DDL dropped it — so a DARK soak would record decisions WITHOUT the
factor decomposition that V3.4 exists to expose. Thread it through:
- 22_violet_decisions.sql: 5 additive Nullable(Float64) breakdown columns. NULL
on the legacy base-only path; populated once the launcher feeds live factor
planes. Note added: on a pre-existing table use ALTER ... ADD COLUMN instead of
the CREATE IF NOT EXISTS (no live table yet — VIOLET is DARK, never soaked).
- shadow_journal.py: DecisionRow gains the 5 Optional[float] fields (ge=0.0,
finite-guarded); journal() populates them via getattr(..., None) so the
base-only path and duck-typed reject tests stay NULL/rejected rather than
raising on attribute access.
- test_violet_shadow_journal.py: breakdown round-trips on the full path; NULL on
base-only; a negative multiplier is rejected at the row guard. The existing
DecisionRow-fields == DDL-columns parity test still holds with the new columns.
violet-only; no shared-file edits; no soak. 29 violet tests green
(7 journal + 22 engine/DDL-apply).
Co-Authored-By: Claude Opus 4.8 <noreply@anthropic.com>
Built by OA agent per VIOLET_SUB_SPEC__L3_EXCHANGE_LEVERAGE.md; reviewed for
compliance/flaws. VERIFIED: wraps real prod/bingx/leverage.py (untouched), constants
imported from it, NO arbitrary upper caps, exact == bit-identity (1e6 gate 0 mismatches),
ROUND_HALF_EVEN explicitly tested (1.5->2 AND 2.5->2), clamping+non-default caps+frozen
model. 38 tests pass on independent rerun.
REVIEW FIX: to_exchange clamped negative internal_conviction to 0 in the trace field
(reused ConvictionLeverage ge=0); changed trace field to plain float (poison guard only)
so it records the ACTUAL input faithfully; dropped the clamp + unused import. Relocated
8 off-spec leverage-spike scratch files off repo root -> prod/VIOLET_dev/l3_spike/.
Co-Authored-By: Claude Opus 4.8 <noreply@anthropic.com>
Additive (non-breaking): decide(factors=None) keeps the V3a base-only path (existing
11 tests unchanged); decide(factors=SizingFactors(...)) produces BLUE-complete
conviction via VioletSizer (base_max=8 + dc/regime(ACB)/ob/esof, capped@9) with the
full factor breakdown on ShadowDecision (base_leverage/dc_lev_mult/regime_size_mult/
market_ob_mult/esof_size_mult, None on the base path). SizingFactors value object =
the live-plane inputs the launcher will source (V3.4b). 6 new tests incl. consistency
vs VioletSizer, STALKER cap, EsoF-stale haircut. 17 pass.
Co-Authored-By: Claude Opus 4.8 <noreply@anthropic.com>
Reverted a redundant widening of the main MC gate (typical ranges) after confirming
test_gate_mc_extreme_multipliers already bit-identity-tests boost in [1,5], beta in
{0,0.2,0.8,1}, mc in {0,0.5,1}, and the OB agreement boundary (N=200k, exact !=).
Added a cross-reference note. All 6 gates green.
Co-Authored-By: Claude Opus 4.8 <noreply@anthropic.com>
Soak surfaced USDCUSDT being shorted. BLUE has a hardcoded exclusion gate around
its (muted-IRP) picking: _STABLECOIN_SYMBOLS removed from prices_dict pre-select
(nautilus_event_trader.py:24/3906). Replicate exactly: VioletDecisionEngine skips
the same 10 symbols in observe() so IRP never sees them. Following BLUE in all
regards (picking unchanged; this is BLUE's separate gate). Set-equality drift
guard vs BLUE source + never-selected test. 11 tests pass.
Co-Authored-By: Claude Opus 4.8 <noreply@anthropic.com>
22_violet_decisions.sql (dolphin_violet.violet_decisions, DDL-first) +
shadow_journal.py: VioletDecisionJournal validates each actuated ShadowDecision
via DecisionRow (V-TYPES, allow_inf_nan=False) before the CH sink -- malformed
dies at source, never at the spool head. NEVER an order. DecisionRow field set ==
DDL columns (asserted). 4 tests pass. Launcher wiring + DARK soak = operator step.
Co-Authored-By: Claude Opus 4.8 <noreply@anthropic.com>
parity_harness.py: median-curve parity of V3a VioletBetSizer vs recorded
dolphin.trade_events (vel_div->leverage), restricted to short-signal domain.
GATE PASSES on prod host: pearson 0.9998, max_abs_err 0.238 (budget 1.0) over
23 bins -> base conviction sizer reproduces BLUE's central tendency. Per-trade
scatter is the deferred SC/ACB/OB/gold modulation layer (separate finding doc).
3 unit + 1 gate green.
Co-Authored-By: Claude Opus 4.8 <noreply@anthropic.com>
