2 Commits

Author	SHA1	Message	Date
Codex	956c650171	exec_unified/placer.py: conservative rounding + test fixes ... - _quantize_to_tick_conservative: BUY→ROUND_FLOOR (never up into ask), SELL→ROUND_CEILING (never down into bid) - Removed unused _quantize_to_step (size/step quantization at venue-dialect submit, not placer) - Fixed cross-quantize tests: with conservative rounding, BUY floors down, SELL ceilings up → never crosses - Added TestQuantizeToTickConservative with 8 tests for side-aware rounding - Mutation-litmus: spread gate, TAKER gate, quantize-cross all RED on inversion - 33 placer tests + 30 router + 18 drive_loop = 81 total green - Drive_loop.py (commit 670b739a) now consumes pre_submit via wants_placement	2026-07-15 00:00:56 +02:00
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