4926ef678897630f4eec5aa81676d37a2b798aee
1. CHASE mechanics (NOW WORKING):
- CWM enforces TTL on open orders (auto-cancel when expired)
- DSL CHASE produces PLACE with metadata={chase: True}
- Action menu generates chase actions with wait_to_retry_ms TTL
- OpenOrderState.gains ttl_ms field (0=no expiry, >0=auto-cancel)
2. TTL enforcement (CWM):
- HftBacktestCWM: auto-cancels orders where age >= ttl_ms
- MinimalCryptoLOBCWM: same TTL enforcement
- This is how CHASE works: place→wait→auto-cancel→next step re-places
3. Flight9 learnings:
- Slippage model gains trade_flow_intensity parameter
- Book imbalance as proxy for trade arrival rate
- Markout = quality concept documented
4. CHASE tests: 10 new tests covering TTL enforcement, cancel-retry cycle,
max retries, DSL CHASE action, CMA codec integration
5. All 800+ tests pass
Description
Sentiment analysis engine with ONNX FinBERT + LoRA adapters
Languages
Python
99.9%
Dockerfile
0.1%