sentiment-engine

hjnormey/sentiment-engine

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Author	SHA1	Message	Date
Codex	d2e6d78abd	exec_unified: add placer.py (SmartPlacer pre_submit seam) + mutation-litmus tests - MarketSnapshot: best_bid, best_ask, spread_bps, tick, step (Decimal, frozen, validated) - PlacementPlan: limit_price (quantized to tick), post_only=True - pre_submit: returns None for TAKER, spread gate failure, or quantize-cross; otherwise PlacementPlan - Spread gate uses live spread_bps (fixes dead _spread_allows_maker) - Quantize to tick BEFORE returning (ROUND_HALF_EVEN per §4-15) - Cross-after-quantize guard rejects if tick quantization crosses book - 33 mutation-litmus tests: spread-gate flip, TAKER gate, cross-after-quantize all go RED - Router.PROTECT wants_placement=True (at touch) - Pure stdlib+Decimal, zero I/O/venue	2026-07-14 23:14:07 +02:00
Codex	154234eea6	exec(unified): L2 foundation — contract §2 + whether-maker Router §6, pure, 26 tests First code of the Unified Execution Layer (SPEC_UNIFIED_EXEC_LAYER_20260714.md). Pure policy, stdlib+Decimal only, zero I/O, zero venue knowledge, zero importers elsewhere — adopting it breaks nothing (freeze-safe; operator unparked the build 2026-07-14). - contract.py: ExecutionRequest input surface (§2.1) + V-TYPES (Side, UrgencyClass, ProtectiveSpec, ExecutionAdvice), frozen, validated-at-construction, illegal states unrepresentable. 'an asset, a size, and a prayer'. - router.py: decide(request) -> RoutingDecision — total pure map of the §6 urgency ladder. Encodes A1 adjudication verdict in the architecture: Router=whether-maker, SmartPlacer=where-in-book via the wants_placement/pre_submit seam. Complementary. - _constants.py: policy magnitudes with provenance; PROVISIONAL ones flagged for L8/L10 calibration (never vibes, never a hardcoded cadence). - test_exec_unified.py: 26 behaviour + mutation-litmus tests. Verified RED under CATASTROPHIC->MAKER and ACQUIRE cross_on_expiry->True mutations. Not yet wired: PINK drive-loop port (§7), venue dialect (§11), telemetry (§12). Co-Authored-By: Claude Opus 4.8 <noreply@anthropic.com>	2026-07-14 23:00:42 +02:00

Author

SHA1

Message

Date

Codex

d2e6d78abd

exec_unified: add placer.py (SmartPlacer pre_submit seam) + mutation-litmus tests

- MarketSnapshot: best_bid, best_ask, spread_bps, tick, step (Decimal, frozen, validated)
- PlacementPlan: limit_price (quantized to tick), post_only=True
- pre_submit: returns None for TAKER, spread gate failure, or quantize-cross; otherwise PlacementPlan
- Spread gate uses live spread_bps (fixes dead _spread_allows_maker)
- Quantize to tick BEFORE returning (ROUND_HALF_EVEN per §4-15)
- Cross-after-quantize guard rejects if tick quantization crosses book
- 33 mutation-litmus tests: spread-gate flip, TAKER gate, cross-after-quantize all go RED
- Router.PROTECT wants_placement=True (at touch)
- Pure stdlib+Decimal, zero I/O/venue

2026-07-14 23:14:07 +02:00

Codex

154234eea6

exec(unified): L2 foundation — contract §2 + whether-maker Router §6, pure, 26 tests

First code of the Unified Execution Layer (SPEC_UNIFIED_EXEC_LAYER_20260714.md). Pure
policy, stdlib+Decimal only, zero I/O, zero venue knowledge, zero importers elsewhere —
adopting it breaks nothing (freeze-safe; operator unparked the build 2026-07-14).

- contract.py: ExecutionRequest input surface (§2.1) + V-TYPES (Side, UrgencyClass,
  ProtectiveSpec, ExecutionAdvice), frozen, validated-at-construction, illegal states
  unrepresentable. 'an asset, a size, and a prayer'.
- router.py: decide(request) -> RoutingDecision — total pure map of the §6 urgency
  ladder. Encodes A1 adjudication verdict in the architecture: Router=whether-maker,
  SmartPlacer=where-in-book via the wants_placement/pre_submit seam. Complementary.
- _constants.py: policy magnitudes with provenance; PROVISIONAL ones flagged for
  L8/L10 calibration (never vibes, never a hardcoded cadence).
- test_exec_unified.py: 26 behaviour + mutation-litmus tests. Verified RED under
  CATASTROPHIC->MAKER and ACQUIRE cross_on_expiry->True mutations.

Not yet wired: PINK drive-loop port (§7), venue dialect (§11), telemetry (§12).

Co-Authored-By: Claude Opus 4.8 <noreply@anthropic.com>

2026-07-14 23:00:42 +02:00

2 Commits