Commit Graph

5 Commits

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
3d75e4b59d dita_v2: unknown != flat (VenuePostAckError) + lossless telemetry lane
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>
2026-07-13 10:31:39 +02:00
Codex
8135a4ae17 PINK Phase 2 (G3): ExchangeEvent seam + BingxUserStream + mode-parity
exchange_event.py: abstract ExchangeEvent/ExchangeEventKind seam
venue.py: VenueAdapter extended with subscribe()/account_snapshot()
bingx_user_stream.py: PINK-only WS client with listenKey lifecycle,
  gzip, ping/pong, 24h rotation sentinel, reconnect backoff, gap-backfill
mock_venue.py: subscribe()/account_snapshot() for offline tests

Gate G3 mode-parity: WS and poll paths produce identical k_capital,
fees, realized PnL, reconcile status for same logical event sequence.
89/89 total offline tests pass.
2026-06-01 20:33:44 +02:00
Codex
e7eaa88ce1 PINK Phase 0 and 1: VST WS confirmed plus AccountSnapshotV2 account core 2026-06-01 20:11:03 +02:00
Codex
3d7b00e28d Snapshot PINK DITAv2 system + Sprint 0 flaw-fix verification
First commit of the previously-untracked PINK-on-DITAv2 migration system
(execution moves to the Rust kernel; policy stays on legacy DITA, so Alpha
Engine algorithmic integrity is preserved). BLUE is untouched.

Sprint 0 (safety snapshot + flaw-fix verification, MARKET single-leg scope):
- Verified Rust FSM fixes (flaws 2,4,10,11,13) by source read of lib.rs.
- Hardened 5 vacuous/guarded assertions in test_flaws.py so each flaw test
  genuinely exercises its fix. Most important: Flaw 5 now asserts capital
  moves by EXACTLY realized PnL (was entering/exiting at the same price).
- Offline suites: 533 passed, 0 failed (35 flaws + 402 kernel/accounting/
  bridge + 96 runtime/persistence/multi-exit/restart/seams).
- GATE PASS: MARKET-path-critical flaws 1,2,5 confirmed fixed + green.
- Added SPRINT0_FLAW_VERIFICATION.md report and _rust_kernel/.gitignore
  (excludes Rust target/ build artifacts).

LIMIT/partial-fill remain explicitly out of scope (MARKET-only bring-up).

Co-Authored-By: Claude Opus 4.8 <noreply@anthropic.com>
2026-05-30 18:26:43 +02:00