Commit Graph

4 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
670b739a83 exec(unified): drive loop §7 — PINK _handle_expired_working ported + audit build items
drive_loop.py transcribes pink_direct.py:1089 (the 10-step expiry sequence) warts-and-all
against injected ports (ExecPort seam: clock+kernel+venue), so no ambient state (C1). Carries
the scar tissue: pump-before-cancel, re-classify-after-cancel (fill races cancel), EXIT never
strands→MARKET, slot-busy double-entry guard, fail-safe venue-truth requote gate. SEAM
learnings preserved as referenced comments (zero-silent-suppression rule). Decimal sizes (H1).

- working.py: WorkingRegistry + WorkingOrder, injected clock, rejected→expire_now (one shared
  path). contract.py: client_order_id_core(attempt) — unique per attempt (audit H4/FIX).
- _constants.py: REQUOTE_HOT_WINDOW_S=5.0 (prov: 2026-06-10 double-entry).
- inventory §6: audit build items BI-1..5 folded in.
- test_drive_loop.py: 15 scar-tissue tests. Mutation-verified RED under exit-no-escalate
  (kills 3) and no-hot-window (kills double-entry guard). Full exec_unified suite: 77 green.

Co-Authored-By: Claude Opus 4.8 <noreply@anthropic.com>
2026-07-14 23:51:04 +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
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