sentiment-engine

hjnormey/sentiment-engine

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Author	SHA1	Message	Date
Codex	bdc54fbeaa	dita_v2(exec): INDETERMINATE submit is not REJECTED — unknown is never flat 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>	2026-07-13 15:43:55 +02:00
Codex	2c9da8f592	PINK Phase 0: FET -$5,990 fix batch — leverage-free PnL, true fill prices, reconcile baseline anchors Defects fix (FET -$5,990 replay, 2026-06-11): - realized_pnl() and mark_price(): PnL = qty × Δprice, side-signed; no ×leverage inflation (was 3× every leg). - BingX MARKET fill events carry true fill price (avgPrice/lastFillPrice), never the order's nominal price (protective bound ±20-25% from mark, poisoned PnL to -$5,990 on a +$164 round-trip). - Fill routing by ORDER IDENTITY first, FSM state second — late entry-remainder fills during EXIT_WORKING no longer misclassify as exits. - Entry basis = VWAP across entry fills, not last fill price. - reconcile_from_slots / restore_state: re-anchor _last_settled_pnl / _slot_was_closed to adopted slot state (cross-restart double-book of carried PnL). - ACCOUNT_UPDATE with wallet_balance=0 dropped (margin-only frames no longer zero e_available_margin). - Foreign-fill skip on shared VST account (PRODGREEN collision filter). - exec_router TTL: entry-requote venue-truth gate (recent own fill + live exchange position probes prevent double-entry). - bingx_direct: openOrders fetched BEFORE positions (sequential ordering prevents dangerous tear → double-entries). - Dual-leverage translation via map_internal_conviction_to_exchange_leverage() (strategy conviction → integer at-exchange leverage, bankers rounding). - BLUE-parity alpha components wired: asset picker (IRP universe ranking) + alpha sizer (cubic-convex dynamic leverage, 0.5-8.0 range). - ch_writer: date_time_input_format=best_effort on insert URLs; flush error logging at WARNING with counter. - blue_parity.price_of(): hyphen-tolerant fallback (FET-USDT → FETUSDT). - Fill test updated to incremental filled_size semantics (BingX WS lastFilledQty). - Env-override base URLs, supervisord autorestart, per-asset DC histories, single-slot invariant, fill-attribution filter. Co-authored-by: CommandCodeBot <noreply@commandcode.ai>	2026-06-11 20:53:49 +02:00
Codex	33d8e855c8	PINK: fix EXIT position not closing — 3 root causes, 368/368 tests green 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>	2026-06-06 01:39:35 +02:00

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Codex

bdc54fbeaa

dita_v2(exec): INDETERMINATE submit is not REJECTED — unknown is never flat

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>

2026-07-13 15:43:55 +02:00

Codex

2c9da8f592

PINK Phase 0: FET -$5,990 fix batch — leverage-free PnL, true fill prices, reconcile baseline anchors

Defects fix (FET -$5,990 replay, 2026-06-11):
- realized_pnl() and mark_price(): PnL = qty × Δprice, side-signed; no ×leverage inflation (was 3× every leg).
- BingX MARKET fill events carry true fill price (avgPrice/lastFillPrice), never the order's nominal price (protective bound ±20-25% from mark, poisoned PnL to -$5,990 on a +$164 round-trip).
- Fill routing by ORDER IDENTITY first, FSM state second — late entry-remainder fills during EXIT_WORKING no longer misclassify as exits.
- Entry basis = VWAP across entry fills, not last fill price.
- reconcile_from_slots / restore_state: re-anchor _last_settled_pnl / _slot_was_closed to adopted slot state (cross-restart double-book of carried PnL).
- ACCOUNT_UPDATE with wallet_balance=0 dropped (margin-only frames no longer zero e_available_margin).
- Foreign-fill skip on shared VST account (PRODGREEN collision filter).
- exec_router TTL: entry-requote venue-truth gate (recent own fill + live exchange position probes prevent double-entry).
- bingx_direct: openOrders fetched BEFORE positions (sequential ordering prevents dangerous tear → double-entries).
- Dual-leverage translation via map_internal_conviction_to_exchange_leverage() (strategy conviction → integer at-exchange leverage, bankers rounding).
- BLUE-parity alpha components wired: asset picker (IRP universe ranking) + alpha sizer (cubic-convex dynamic leverage, 0.5-8.0 range).
- ch_writer: date_time_input_format=best_effort on insert URLs; flush error logging at WARNING with counter.
- blue_parity.price_of(): hyphen-tolerant fallback (FET-USDT → FETUSDT).
- Fill test updated to incremental filled_size semantics (BingX WS lastFilledQty).
- Env-override base URLs, supervisord autorestart, per-asset DC histories, single-slot invariant, fill-attribution filter.

Co-authored-by: CommandCodeBot <noreply@commandcode.ai>

2026-06-11 20:53:49 +02:00

Codex

33d8e855c8

PINK: fix EXIT position not closing — 3 root causes, 368/368 tests green

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>

2026-06-06 01:39:35 +02:00

3 Commits