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.
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.
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>
67 production .py modules that the running PINK service imports but which
were never committed: prod/bingx/ (HTTP client, market/user streams,
journal, config), prod/clean_arch/ adapters/persistence/runtime/dita/dita_v2
production modules and their co-located tests. Rule going forward: every
module imported by launch_dolphin_pink.py / pink_direct.py must appear in
git ls-files. Excludes _backup dirs, __pycache__, and non-code files.
Co-Authored-By: Claude Fable 5 <noreply@anthropic.com>
PinkAssetPicker/PinkAlphaSizer (BLUE-parity IRP picker + sizer, 2026-06-10)
plus the 2026-06-11 fix: price_of falls back to the dehyphenated symbol —
reconcile/fill paths write venue format (FET-USDT) into the slot while the
scan universe keys are Binance-style (FETUSDT); without the fallback an
adopted slot had no price and TP/SL/MAX_HOLD never evaluated (the unmanaged
FET position incident).
Co-Authored-By: Claude Fable 5 <noreply@anthropic.com>
Review of PINK_ACCOUNTING_EXEC_FIX execution found the Phase 3.2 repair
path triply broken: (1) !closed guard blocked repair on terminal fills —
the common price-less case; (2) wrapper on_account_event was a raw FFI
passthrough so repairs never settled into published capital; (3) live
FILL_SETTLED carried no slot_id and realized_pnl=0 (pre-folded) — repair
was dead code. Fixes: repair allowed on closed slots (flag+dedup keep it
idempotent); wrapper settles the baseline diff on FILL_SETTLED-with-slot_id;
dedicated repair_realized_pnl field avoids double-folding the K-ledger;
_FakeKernelAccount fixture mirrors the Phase 1 anchor_to_exchange contract.
Co-Authored-By: Claude Fable 5 <noreply@anthropic.com>
trade_seq was missing from the kernel account snapshot dict, so the
intent engine always computed trade_id = "BTCUSDT-T-000000000001".
The Rust FSM SLOT_BUSY guard only fires on *different* trade_ids; with
the same ID it resets the slot and submits a new exchange order on each
ENTER signal tick (~86 duplicate orders observed in one session).
Fix:
- Add _slot_was_closed dict to ExecutionKernel; set False on ENTER
accepted (both sync/async), True on on_venue_event when slot.closed
- Increment account.snapshot.trade_seq on the IDLE→CLOSED transition
- Expose trade_seq in snapshot()["account"] so DecisionContext carries
the correct counter → intent engine generates unique IDs per trade
451/451 tests green.
Co-Authored-By: Claude Sonnet 4.6 <noreply@anthropic.com>
Defect A (fee sign): bingx_user_stream._normalise_order flipped to
fee = -raw_fee so BingX negative-n costs arrive as positive kernel
costs. k_maker_rebates no longer accumulates phantom rebates.
Defect B (opening fee dropped): fill_qty now falls back to "z"
(cumFilledQty) when "l" (lastFilledQty) is zero/absent, so
apply_predicted_fill computes a non-zero opening-leg fee.
Architectural fix (WARN unfreezes): lib.rs reconcile() now unfreezes
capital_frozen on WARN as well as OK. WARN (0.01-20 USDT delta) is
normal in-flight settlement — only ERROR (≥20, unexplained) should
halt ENTERs. The old keep-state logic trapped the kernel permanently
frozen after the first trade's ENTER predicted-fee phase pushed delta
briefly into ERROR.
Acceptance criterion: |k_capital - bingx_balance| < 1 USDT, frozen=False
after every round-trip trade — verified numerically against T-1/T-2
ground truth from the CRITICAL doc.
Docs: CRITICAL_AGENT-TODO_ACCOUNTING_BUGFIX.md §12-13 (fix record),
CAPITAL_BOOKKEEPING_DESIGN.md §8 (kernel spec), SYSTEM_BIBLE §11.
Co-Authored-By: Claude Sonnet 4.6 <noreply@anthropic.com>
Root cause: open_positions()/open_orders() called _backend_snapshot() ->
_call_backend() -> _run() -> pool.submit(asyncio.run, coro) which spawned a
temporary event loop in a worker thread. httpx AsyncClient created inside that
temp loop, loop closed immediately. All subsequent HTTP calls raised Event loop
is closed or asyncio.locks.Event bound to different loop. Crash triggered WS
stream reconnects; each reconnect re-ran reconcile with N>1 BingX positions and
orphaned all but the largest.
Fix: open_positions()/open_orders() now read backend._state (populated by
await backend.connect() in the main loop). Fallback to _backend_snapshot()
for callers without a connected backend.
Fixes test_bingx_bugs::TestConnectNoDoubleRefresh: connect() is now async.
New test_orphan_prevention.py: 23 tests covering all 5 orphan mechanisms:
A. open_positions/open_orders use backend._state, never hit thread pool
B. connect() awaitable, backend.connect() runs in main event loop
C. Reconcile guard: >1 position logs ERROR and takes only largest
D. clientOrderId p-action-base36-rand4 on every order
E. EXIT sizing capped to kernel slot_size
391 passed, 2 skipped, 0 failed across all 14 test files.
Co-Authored-By: Claude Sonnet 4.6 <noreply@anthropic.com>
- migrate_pink_sink_schema.sql: ALTER TABLE adds fee/fee_source/is_maker/
slippage_bps/mark_at_submit/exchange_ts to trade_events and trade_exit_legs;
CREATE TABLE fee_settled_events (was missing entirely). DDL already applied.
- monitor_pink.py: wire real PinkClickHousePersistence so monitor roundtrips
write to dolphin_pink CH tables. Adds _make_decision_intent() helper; calls
persist_step() after ENTER and EXIT. Persistence failure is non-fatal (warns
and continues). 42 persistence tests green.
Co-Authored-By: Claude Sonnet 4.6 <noreply@anthropic.com>
Root cause 1 (http.py): duplicate signature= in POST body — canonical_query
included signature key after build_signed_params injected it, then body
appended &signature= again. Fix: exclude 'signature' from canonical.
Root cause 2 (bingx_direct + http.py): HTTP retry sent same MARKET order to
backup URL (bingx.pro), which hits the same VST account. Without clientOrderId,
each retry opened a new SHORT position; EXIT BUY 10 only closed one. Fix:
restore clientOrderId in hyphen format p-{e/x}-{base36_ts}-{rand4} (pure
alphanumeric rejected by VST; hyphen format accepted). Adds max_retries_override
+ urls_to_try to _request_json for non-idempotent override path.
Root cause 3 (flat_and_start_pink): k.venue.connect() ran backend.connect()
inside asyncio.run() in a thread-pool. httpx session created there references
a dead event loop; order POSTs raise RuntimeError("Event loop is closed").
Fix: await adapter.connect() directly from main event loop.
Also: enter_wall_ms + tight _is_our_position createTime filter to separate
PINK's position from concurrent strategies on shared VST account. 1.5s
settle sleep before flat check.
New test suite test_bingx_http_safety.py: 20 tests covering idempotency,
retry correctness, backup-URL dedup, event-loop hygiene, signing correctness.
Live result: ENTER 290ms, EXIT 260ms — both sub-second. Position flat.
Co-Authored-By: Claude Sonnet 4.6 <noreply@anthropic.com>
Bug fixes:
1. bingx_venue.py: add cancel_async() — async cancel that awaits backend.cancel()
directly in the main event loop. The sync cancel() path goes through _run()
→ thread-pool → asyncio.run() in a new thread, but aiohttp is bound to the
main loop → deadlock. Identical root cause as the old sync submit() → fixed
via submit_async. Remove dead cancel_order branch (BingxDirectExecutionAdapter
has cancel, not cancel_order).
2. rust_backend.py: process_intent_async CANCEL path now uses cancel_async when
available (matching the submit_async pattern for ENTER/EXIT). Sync cancel()
fallback kept for MockVenueAdapter compat.
3. bingx_direct.py: guard S2 background refresh task per symbol. Old code discarded
the task reference; rapid submits piled up concurrent _refresh_state_background
calls all writing self._state in arbitrary completion order (stale last-writer-
wins). Now: skip creating a new task if one is already pending for the symbol;
store reference and clear via done-callback.
Test additions (test_bingx_bugs.py, 29 tests):
- cancel_async: awaitable, calls backend.cancel directly, maps all statuses
- process_intent_async CANCEL: dispatches cancel_async / falls back to sync
- S2 guard: task stored, no duplicates while pending, new task after done
- _events_from_submit with None snapshots: FILLED/NEW/REJECTED/PARTIAL/RATE_LIMITED
- _filled_size_from_snapshots(None, None): safe 0.0 return
- _events_from_cancel: before/after completely ignored
- connect(): no double refresh_state, no-op if backend has no connect
- submit() sync with None snapshots: FULL_FILL still emitted
- cancel() branch audit: uses cancel not cancel_order, raises for no-cancel backend
Fix: test_exchange_event_seam_parity.py TestMockSubscribe — replace deprecated
asyncio.get_event_loop().run_until_complete() with asyncio.run() (Python 3.12
raises RuntimeError when event loop is closed by earlier suite tests).
Co-Authored-By: Claude Sonnet 4.6 <noreply@anthropic.com>
Fix 1: connect() — remove redundant _backend_snapshot(include_history=True).
backend.connect() already called refresh_state(); this was a second identical
network round-trip at startup (~400ms wasted).
Fix 2: cancel() — remove snapshot_before + snapshot_after. _events_from_cancel
never reads 'before' or 'after' — two gratuitous round-trips per cancel with
zero benefit.
Fix 3: submit() (sync/legacy path) — drop both _backend_snapshot calls, pass
None like submit_async already does. Receipt executedQty fields take precedence;
_filled_size_from_snapshots returning 0.0 is the correct safe fallback.
117/117 tests pass (2 pre-existing pytest-ordering failures in TestMockSubscribe
are unrelated — asyncio.get_event_loop() contamination from other suite files,
25/25 pass when the file runs alone).
Co-Authored-By: Claude Sonnet 4.6 <noreply@anthropic.com>
S1 — Leverage cache (bingx_direct.py):
_ensure_leverage(): per-symbol asyncio.Lock + cached value check; skips ~350ms
POST when exchange already has the requested leverage. Saves ~350ms/trade.
Cache updated ONLY on success; failed POST leaves cache stale → correct retry.
Persist: JSON sidecar /tmp/.bingx_leverage_cache_{env}.json; survives restarts.
connect(): _verify_leverage_drift() detects when another process changed leverage
at the exchange and updates cache to exchange truth (logs WARNING on drift).
Multi-runner contract: leverage is account-level on BingX; documented that
concurrent runners with different leverage desires for same symbol conflict.
20 mock tests: same-lev skip, change-triggers-POST, failure-no-cache-update,
concurrent-same-symbol (lock prevents race), drift-detect, persist/restore,
multi-runner known-limitation documentation test.
S2 — Background state refresh (bingx_direct.py):
MARKET fills: asyncio.create_task(_refresh_state_background) — does not block
submit path. WS FILL_SETTLED + ACCOUNT_UPDATE deliver capital truth anyway.
LIMIT fills: synchronous refresh retained (include_history=False, not True) —
needed to detect resting order state for next pump cycle.
Saves ~600–900ms/trade on MARKET exits. ENTER similarly improved.
Gap 1 — VenueEvent friction fields (contracts.py):
Added: fee, fee_asset, fee_source, is_maker, exchange_ts, slippage_bps,
mark_at_submit — all with defaults so existing callers are unaffected.
Detailed inline docs for sign conventions and provenance codes.
Gap 2 — Fee estimation + WS_SETTLED provenance (bingx_direct.py, pink_clickhouse.py):
submit_intent: estimates fee from fill_price × fill_qty × taker/maker rate;
annotates ack_row with _fee_estimated, _fee_source, _is_maker_est.
persist_fee_settled(): new method writes fee_settled_events row when WS
ORDER_TRADE_UPDATE delivers actual commission ("n" field); fee_source="WS_SETTLED".
pink_direct._run_account_stream: calls persist_fee_settled on FILL_SETTLED.
Gap 3 — Slippage measurement (bingx_direct.py, bingx_venue.py, pink_clickhouse.py):
Captures mark_at_submit before the order POST; computes slippage_bps signed
by side: positive = adverse (taker overpaid / maker undersold), negative =
price improvement. Measured for BOTH taker and maker fills for symmetry.
Flows through VenueEvent → trade_events.slippage_bps + trade_exit_legs.slippage_bps.
S3 / SOR — Maker order placement: comprehensive TODO block in submit_intent with:
SHORT/LONG-aware price offset design, OBF integration requirements,
TODO_ADD_PARAMSET_VIBRISS for spread_bps threshold, intelligent timeout_s
calibration requirements, price-impact awareness gap, SOR abstraction CRITICAL TODO.
REST/WS split: documented why BingX (and all retail venues) separate these
and why a unified VenueAdapter protocol is the long-term solution.
151/151 existing tests green + 20 new leverage cache tests = 171 total.
Co-Authored-By: Claude Sonnet 4.6 <noreply@anthropic.com>
Startup roundtrip now verifies persistence accounting inline:
- Wires PinkClickHousePersistence to a mock sink after EXIT
- Checks trade_events: exit_price != entry_price, pnl finite, capital finite
- Checks trade_exit_legs: pnl_leg, exit_qty, exit_price all populated
- Logs ALL FIELDS CORRECT / ISSUES DETECTED
Flatness check scoped to PINK's traded asset only (other strategies
may have open positions; those are reported informational, not failure).
Adds _normalize_asset() for TRX-USDT → TRXUSDT symbol normalization.
Co-Authored-By: Claude Sonnet 4.6 <noreply@anthropic.com>
G21/E23/A13 — exit_price used entry_price (every trade had exit_price==entry_price):
_write_trade_event: exit_price = fill_price_hint > intent.reference_price > decision.reference_price
_write_trade_exit_leg: same priority chain via fill_price_hint parameter
persist_result: extracts fill_price_hint from FULL_FILL/PARTIAL_FILL events in outcome
persist_fill_events: intent.reference_price = actual fill price → propagates correctly
A14 — entry_bar was active_leg_index (exit leg counter, not bar count):
_write_position_state: entry_bar = intent.bars_held (0 when intent is None)
A15 — persist_recovery_state used acc_dict as slot_dict (trade_id always ""):
Now reads kernel.slot(0).to_dict() when kernel is wired; trade_id from real slot
External-position exit_qty=0 fix:
_write_trade_exit_leg: when prev_size<=0 (no prior ENTER tracked), falls back to
initial_size or intent.target_size so exit legs for reconcile-detected positions are meaningful
exit_qty field added to trade_exit_legs rows (was computed but not emitted)
NaN tracing (_checked_float):
Introduces _checked_float() wrapper that logs WARNING + writes anomaly_events spool
row on NaN/inf in financial fields; applied to realized_pnl in exit paths
29 new persistence unit tests (mocked) + chaos/fuzz suite:
exit_price correctness, capital ordering, pnl_leg incremental, entry_bar,
recovery trade_id, external position exits, multi-leg, restart-mid-trade, NaN/None fields
164/164 total (97 flaws + 25 kernel reliability + 29 persistence + 13 phase4) green
FLAWS doc: pass 6 — G21/E23/A13/A14/A15 closed; 26 total fixed
Co-Authored-By: Claude Sonnet 4.6 <noreply@anthropic.com>
CLI: python flat_and_start_pink.py [--flatten] [--no-start]
--flatten : cancel all orders + MARKET-close all positions (correct side
by positionAmt sign, not abs()); verifies account flat after
--no-start: flatten only, skip roundtrip
(no flags): startup roundtrip only — ENTER/EXIT via process_intent_async()
Startup roundtrip exercises the full N2/N3/N4 async hot path:
process_intent_async → submit_async → await backend.submit_intent →
BingX POST → on_venue_event(ORDER_ACK+FULL_FILL) → POSITION_OPEN → CLOSED
Min-order detection: queries /quote/contracts for tradeMinQty/minOrderQuantity;
fallback 10 units. Fixes the 0.001-TRX rejection that BingX returned.
Bugs fixed in flatten:
- positionAmt sign was lost via abs(); SHORT positions now correctly use BUY
(positionAmt < 0) vs SELL for LONG (positionAmt > 0) with reduceOnly=true
Co-Authored-By: Claude Sonnet 4.6 <noreply@anthropic.com>
TestFSMOccupancyAndRollback covers the invariants that prevent orphaned
exchange orders — the production failure mode where multiple positions
accumulated because slot state wasn't rolled back on submit failure:
- ENTRY_WORKING blocks new ENTER (different trade_id → SLOT_BUSY)
- POSITION_OPEN blocks new ENTER
- venue.submit raise → synthetic REJECTED → FSM back to IDLE
- After rollback slot immediately reusable
- N consecutive submit failures never strand the slot
- submit-fail then success → exactly 1 position, not N
- 20 rapid enter→exit cycles leave no residual state
- EXIT on IDLE always rejected (no phantom closes)
- 5 assets, 1 slot → only first accepted, rest SLOT_BUSY
Co-Authored-By: Claude Sonnet 4.6 <noreply@anthropic.com>
When venue.submit() raises (BingX timeout / network error), the Rust FSM
had already advanced to ORDER_REQUESTED/ENTRY_WORKING with no corresponding
exchange order — stranding the slot. Every subsequent ENTER for a different
asset hit SLOT_BUSY, preventing recovery without a restart. Restarts create
a fresh IDLE kernel, leaving the orphaned exchange position unmanaged.
Fix: catch submit exceptions, synthesise an ORDER_REJECT VenueEvent, feed it
through on_venue_event() so the FSM rolls back to IDLE atomically. The slot
is free on the next cycle with no orphan on the exchange.
Co-Authored-By: Claude Sonnet 4.6 <noreply@anthropic.com>
Completes the ctypes lifetime audit. All eight FFI call sites now
assign _to_rust_bytes() to a local var before passing to c_char_p,
ensuring the bytes object lives for the full duration of the Rust call.
Co-Authored-By: Claude Sonnet 4.6 <noreply@anthropic.com>
Root cause: intent.timestamp was a naive datetime (no tzinfo). isoformat()
produces '2026-06-04T14:26:55.098914' (26 chars). The JSON prefix
'{"timestamp":"' is 14 chars → closing quote lands at column 41. Rust's
chrono::DateTime<Utc> serde rejects naive timestamps and serde_json reports
the error as 'premature end of input at line 1 column 41'.
Fix: _utc_isoformat() attaches UTC tzinfo before isoformat(), producing
'2026-06-04T14:26:55.098914+00:00' which chrono accepts.
Previous null-byte fix (_to_rust_bytes) and dangling-pointer fix (local vars)
remain correct and address real separate failure modes.
Co-Authored-By: Claude Sonnet 4.6 <noreply@anthropic.com>
Two bugs causing INVALID_INTENT_PARSE at FFI boundary:
1. Dangling pointer: ctypes.c_char_p stores a raw C pointer without
incrementing the Python refcount. Temporaries passed inline are freed
by CPython before the Rust FFI call executes, giving Rust a dangling
pointer whose freed memory looks like truncated JSON (column 41).
Fix: assign bytes to local vars (_pb/_mb/_vb) to hold refs alive.
2. venue.submit guard: process_intent() called venue.submit() even when
the kernel returned INVALID_INTENT, cascading a 30s BingX timeout
into a fatal crash. Fix: gate on outcome.accepted.
Co-Authored-By: Claude Sonnet 4.6 <noreply@anthropic.com>
_to_rust_bytes() centralises all Python→Rust JSON serialisation:
- _json_null_clean() strips U+0000 from all string values recursively
- ensure_ascii=True guarantees no 0x00 in output bytes
- All _json() call sites migrated; mode/verbosity now .encode("ascii")
- 9 null-safety unit tests added to TestRustBytesNullSafety
Root cause: ctypes.c_char_p silently truncates at first 0x00 byte,
causing serde_json "premature end of input at column 41" on EXIT intents
with BNB-USDT leverage values. Long-term fix: Rust FFI (ptr, len) pairs.
Co-Authored-By: Claude Sonnet 4.6 <noreply@anthropic.com>
TUI Hz fix:
- hazelcast_projection.py: write_engine_snapshot now writes all NAUTILUS-era
field aliases (trades_executed, current_leverage, open_positions as list,
last_scan_number, last_vel_div, vol_ok, open_notional) so gear_rows/capital
panel work with no TUI changes.
- dolphin_status_pink.py: _normalize_eng_for_tui() safety-net translation added;
render() uses it on every Hz read.
DC gate (SYSTEM BIBLE §4.2, champion config):
- pink_direct.py: _dc_contradicts() — 7-tick lookback, 0.75 bps threshold.
Rising price (chg > 0.75 bps) blocks ENTER via dataclasses.replace(HOLD, DC_CONTRADICT).
Price history deque initialized in connect(); dc_skip_contradicts=True enforced.
ACB boost (SYSTEM BIBLE §10):
- hazelcast_feed.py: fix wrong key "latest_acb" → "acb_boost" (DOLPHIN_FEATURES key
written by acb_processor_service.py).
- pink_direct.py: _last_acb_boost read from scan_payload["acb_boost"] first (scan
bridge may embed it), then Hz direct fallback. Applied to intent.leverage via
dataclasses.replace() after IntentEngine.plan(), capped at 3x.
- _last_scan_number, _last_vel_div, _last_vol_ok tracked from scan_payload.
OBF gate: NOT implemented. OBF shards (DOLPHIN_FEATURES_SHARD_*) require new
Hz map connections + symbol routing. Gap documented; requires separate decision.
Tests: TestDCGate (5) + TestNormalizeEngForTui (5) — 10 new, 104 total, all green.
Co-Authored-By: Claude Sonnet 4.6 <noreply@anthropic.com>
