Codex
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3324933613
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malkhut(wire): OrderType unified — 5-layer taxonomy, backward compatible
state.py OrderType replaced with 5-layer taxonomy (FIX/CCXT aligned):
Layer 1: MARKET, LIMIT (FIX Tag 40)
Layer 2: GTC, IOC, FOK, GTD (FIX Tag 59)
Layer 3: STOP_MARKET, STOP_LIMIT, TRIGGER_MARKET, TRIGGER_LIMIT, TRAILING_STOP
Layer 4: POST_ONLY, REDUCE_ONLY, HIDDEN, ICEBERG (FIX Tag 18)
Layer 5: OCO, TP_SL (exchange-specific)
action_menu.py: REDUCE_ONLY_MARKET → MARKET (reduce_only field handles it)
All 1126 tests pass. Fully wired and backward compatible.
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2026-07-14 13:04:54 +02:00 |
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Codex
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aa22529330
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malkhut(T1): scaffold — frozen state model, actions, features, engine
T1 scaffold: 42 frozen dataclasses (state.py), action model + PlannedPolicy +
RiskDecision (actions.py), 17-feature extraction (features.py),
FulfilmentEngine hot-path orchestrator (engine.py).
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2026-07-11 10:21:27 +02:00 |
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