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4 Commits

Author SHA1 Message Date
Codex
5503aafa28 malkhut: P0 guard + P1 BingX protective strings + tests fixed 
P0 (safety): adapter.py rejects unmapped types (OCO, TP_SL) via
  is_type_available() guard. Returns None instead of silent LIMIT fallback.

P1 (BingX strings): STOP_MARKET → STOP_MARKET (protective, reduce-only)
  STOP_LIMIT → STOP (protective)
  TRIGGER_MARKET stays generic MIT
  TRAILING_STOP → TRAILING_STOP_MARKET

Tests updated to match corrected mappings.
 2026-07-18 15:08:57 +02:00
Codex
d24d9bc6bd malkhut(wire): OrderType as three orthogonal dimensions — Fable's corrections 
CRITICAL REFACTOR based on Fable's review (S9 roadmap item):

Before: flat enum conflating order types with TIF/instructions
  OrderType had MARKET, LIMIT, IOC, FOK, POST_ONLY, REDUCE_ONLY, etc.

After: three orthogonal dimensions (FIX-aligned):
  1. OrderType (Tag 40): what the order IS
     LIMIT, MARKET, STOP_MARKET, STOP_LIMIT, TRIGGER_MARKET, TRIGGER_LIMIT,
     TRAILING_STOP, OCO, TP_SL
  2. TimeInForce (Tag 59): how long it LIVES
     GTC, IOC, FOK, GTD
  3. Instructions (Tag 18): behavioral modifiers
     POST_ONLY, REDUCE_ONLY, HIDDEN, ICEBERG

Key corrections:
- POST_ONLY is an instruction on a LIMIT order, not a standalone type
- IOC/FOK are TimeInForce values, not order types
- BingX trailing_stop -> native TRAILING_STOP_MARKET (not TRIGGER_MARKET)
- FulfilmentAction.time_in_force: new field, default GTC

Exchange mappings restructured:
  EXCHANGE_ORDER_TYPE_MAP: OrderType -> exchange native 'type' param
  EXCHANGE_TIF_MAP: TimeInForce -> exchange native 'timeInForce' param
  EXCHANGE_INSTRUCTION_MAP: Instruction -> exchange encoding

21 files changed. 380+ tests pass. Backward compatible.
 2026-07-14 14:46:44 +02:00
Codex
a21f64e066 malkhut(wire): BingX adapter uses standardized OrderType mapping 
adapter.py now uses normalize_to_exchange(action.order_type, 'bingx')
to translate normalized order types to BingX-native strings.
Falls back to LIMIT/MARKET/POST_ONLY for backward compatibility.

This is the critical integration point: standardized order types flow
from FulfilmentAction → CWM → VenueAdapter → exchange API.
 2026-07-14 13:16:52 +02:00
Codex
6fb55dadcb malkhut(T5): risk gate + ASEx + IPC + storage + venue adapter 
Risk gate (risk/gate.py): hard invariants — leverage, self-trade, post-only.
ASEx integration (execution/asex_integration.py): validate-before-mutate,
single-writer, zero-lock state serialization.
IPC (ipc/): Zinc SHM (zinc_plane.py) + control plane (control_plane.py),
UVZINC01 seqlock framing.
ClickHouse storage (storage/ch_store.py): 5 tables, HTTP API.
BingX venue adapter (venue/bingx/adapter.py): wraps DITAv2, order tracking.
 2026-07-11 10:31:31 +02:00