6.0 KiB
6.0 KiB
HANDOVER — Fable, 2026-07-13 EOD (token-limit divert)
Written at operator order at 96% token budget. State + ALL open TODOs as Fable sees them.
LIVE STATE (as of 16:15 CEST)
- F5 RUNNING: PID 237222,
/root/dolphin_logs/uv_prime_flight5.log, launched viauv_prime_launch5.sh(setsid-detached). Open position at writing: TRXUSDT SHORT 5108cf2b entry 0.3255 qty 3038 (~−0.20% at 16:13). - GATE RELAXED ON PURPOSE:
DOLPHIN_VOL_P60_THRESHOLD=0.00001(launcher line 26). Operator order 2026-07-13: DO NOT TIGHTEN YET. Sequence: (1) characterize exit MECHANICS with relaxed gate = high sample rate on VST, (2) vol-gate parity (restore 0.00026414) as the LAST rung. - Exit mechanics observed today: 7 ADVSL losers (−0.05..−0.51%), 1 FIXED_TP winner ADAUSDT +0.4416% @15:02 (vs 0.20 configured → overshoot-study datapoint), earlier 4 ADVSL losers (MFE ≤ +0.013%). Heartbeat healthy: polls ~15k, tick lane live.
COMMITTED TODAY (all local — NOT pushed)
bdc54fb(canonical /mnt): INDETERMINATE submit fix — unknown is never flat. http.py effect classes, bingx_direct point-lookup (NOT a reconcile), venue.py VenueIndeterminateError(VenuePostAckError), bingx_venue escalation, 14 tests. Suite 3416 passed/19 skip/3 xfail.54cd5d5(uv-wt refactor): vendored side + VENDOR.lock repin. Sync gate refused 93v92 → ported test UP to canonical, proved zero .py drift, then --force. Drift verify green, dita_v2 collection gate green.f2e7d41: POST_FINISH research entries (dvol sweep × regime, cadence effects, streak wave-phase).- TODO:
h5i share pushboth repos; Gitea push (broken Windows post-receive hook, memory: violet_unified_repo).
IN-FLIGHT (next command, prepped)
Apply UV DDL: dolphin_uv.max_hold_ingress + tp_exit_ingress DDLs EXIST at
prod/clickhouse/uv/04_max_hold_ingress.sql + 05_tp_exit_ingress.sql but were
NEVER APPLIED → F5 404s every scan, mechanics data spool-only
(/root/dolphin_logs/uv_journal_spool.jsonl, 1,576 rows).
Run: cd /root/uv-wt/refactor && python3 prod/clickhouse/uv/apply_uv_ddl.py
(idempotent, IF NOT EXISTS). Then: confirm 404s stop next scan; check whether the
journal lane auto-drains the spool or rows need manual JSONEachRow replay
(journal.py:328 — fsynced-sidecar ack + spool compaction; verify it replays old rows).
TODO LADDER (Fable's full view)
- UV DDL apply + spool drain (above). Unblocks the mechanics characterization the relaxed gate is paying for.
- Vol-gate parity restore = LAST rung (operator sequence): launcher line 26 → 0.00026414, restart F5 while flat (TPSL REHYDRATE exists but don't test it with money). Then tag the relax-window trades DO_NOT_ACCOUNT for the parity ledger (window = F5 launch→restore; ADA winner + all ADVSL losers included).
- ADVSL staleness guard:
_last_pricehas NO max-age — if fetches fail after first success, ADVSL decides on a fossil price forever (tpsl_ticker.py on_bar reads it; only never-fetched case falls back to entry). Fix = stamp age, skip ADVSL on stale (like no-price). Small, mutation-testable. Awaiting go. - Clock findings (research done, delivered): SL/TP evaluate on 1s tick (UV_TPSL_POLL_S, floor 0.5 in code); TP/SL modulation recomputed per tick via set_tp_resolver (tpsl_ticker.py:167 → brain_tpsl.py:334); ADVSL/MAX_HOLD on scan bar ~11.06s vs BLUE NG7 pinned 5.97s → all bar-denominated constants stretched 1.85× in wall-clock. OPEN QUESTION: bar constants = hold-TIME or evidence-COUNT (N OBF observations)? Decides time-normalize vs cadence-match. Fable rec: attack WHY UV scan is 11.06s (cadence-match beats constant-scaling for parity).
- OBF freshness (post-parity): ingress provider called per tick but returns scan-stale snapshot; OBF native cadence ~300-500ms — refresh ingress at native rate once parity certified. No structural blocker.
- Venue-side catastrophic SL backstop: BingX placeOrder supports attached stopLoss/takeProfit JSON on SAME request (workingType MARK_PRICE). Pro pattern = software-primary + venue-resident wide backstop (~2× software SL) as dead-man's brake (our HZ silent-death history!). Cost: FSM must accept a non-kernel-originated exit fill via E-feed; attached-stop auto-cancel on close needs VST verification (orphan-order risk). Our serializer lacks the attach params (execution.py has standalone conditionals only). Belongs in exec-router workstream.
- Exec friction (POST_FINISH SEQUENCED, first upon parity): adjudicate PINK ExecutionRouter (maker/taker policy, 265 tests) ∪ BLUE SmartPlacer (OB-aware placement) vs prod/docs/BingX_FILL_CHARACTERIZATION_AND_ADVANTAGES.md. Router under 1s steel clock = maker orders actually managed.
- Indeterminate sweep codebase-wide (belled to codex, napped): cancel/
cancel_async, EKBridge, e_feed, ch_writer, ExecutionRouter, promotion receipts,
every
except: passafter venue I/O — same NOT_ATTEMPTED/REFUSED/INDETERMINATE triage asbdc54fb. - TIER-B inversion (open): asex_kernel_executor.py:319 enqueues account/fill at P4 below ENTER P3 — execution truth must outrank entries.
- Research studies (logged POST_FINISH): dvol sweep × regime (PREREQ: persist per-trade dvol at entry — same field DDSketch self-tuning gate needs); cadence effects; streak wave-phase vs vel_div. TP-overshoot split (cadence-luck vs modulation): measure exit_pct − tp_effective_pct on BLUE TP exits; today's ADA +0.44 is a UV datapoint.
- Missing venue truth: dolphin_uv.exec_journal etc. fine; but relax-window trades need DO_NOT_ACCOUNT tags before parity ledger consumes them.
DOCTRINE REMINDERS (cost blood today)
- Never edit vendored copies; sync-gate REFUSE = port UP + prove zero drift before --force. New test files must exist CANONICALLY first.
- Rollback only on proven absence: NOT_ATTEMPTED/REFUSED yes, INDETERMINATE never.
- Argos MCP unreachable this session; verify_no_fake_done done by hand (no stubs).