e57a5e58a8
venue.py:43 location + 2026-07-13 date corrected in-place. §11 added: truth audit, missing-seam table (cancel, lev SET, promo receipts, e-feed, exit legs, ch_writer, broad-except), NO-RECONCILE guardrail on the P0 background task. Handover item 8 updated to fleet-ready. Co-Authored-By: Claude Opus 4.8 <noreply@anthropic.com>
128 lines
8.3 KiB
Markdown
128 lines
8.3 KiB
Markdown
# HANDOVER — Fable, 2026-07-13 EOD (token-limit divert)
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Written at operator order at 96% token budget. State + ALL open TODOs as Fable sees them.
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## LIVE STATE (as of 16:15 CEST)
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- **F5 RUNNING**: PID 237222, `/root/dolphin_logs/uv_prime_flight5.log`, launched via
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`uv_prime_launch5.sh` (setsid-detached). Open position at writing: TRXUSDT SHORT
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5108cf2b entry 0.3255 qty 3038 (~−0.20% at 16:13).
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- **GATE RELAXED ON PURPOSE**: `DOLPHIN_VOL_P60_THRESHOLD=0.00001` (launcher line 26).
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**Operator order 2026-07-13: DO NOT TIGHTEN YET.** Sequence: (1) characterize exit
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MECHANICS with relaxed gate = high sample rate on VST, (2) vol-gate parity
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(restore 0.00026414) as the LAST rung.
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- Exit mechanics observed today: 7 ADVSL losers (−0.05..−0.51%), **1 FIXED_TP winner
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ADAUSDT +0.4416% @15:02** (vs 0.20 configured → overshoot-study datapoint), earlier
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4 ADVSL losers (MFE ≤ +0.013%). Heartbeat healthy: polls ~15k, tick lane live.
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## COMMITTED TODAY (all local — NOT pushed)
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- `bdc54fb` (canonical /mnt): INDETERMINATE submit fix — unknown is never flat.
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http.py effect classes, bingx_direct point-lookup (NOT a reconcile), venue.py
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VenueIndeterminateError(VenuePostAckError), bingx_venue escalation, 14 tests.
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Suite 3416 passed/19 skip/3 xfail.
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- `54cd5d5` (uv-wt refactor): vendored side + VENDOR.lock repin. Sync gate refused
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93v92 → ported test UP to canonical, proved zero .py drift, then --force. Drift
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verify green, dita_v2 collection gate green.
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- `f2e7d41`: POST_FINISH research entries (dvol sweep × regime, cadence effects,
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streak wave-phase).
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- TODO: `h5i share push` both repos; Gitea push (broken Windows post-receive hook,
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memory: violet_unified_repo).
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## IN-FLIGHT (next command, prepped)
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**Apply UV DDL**: `dolphin_uv.max_hold_ingress` + `tp_exit_ingress` DDLs EXIST at
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`prod/clickhouse/uv/04_max_hold_ingress.sql` + `05_tp_exit_ingress.sql` but were
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NEVER APPLIED → F5 404s every scan, mechanics data spool-only
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(`/root/dolphin_logs/uv_journal_spool.jsonl`, 1,576 rows).
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Run: `cd /root/uv-wt/refactor && python3 prod/clickhouse/uv/apply_uv_ddl.py`
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(idempotent, IF NOT EXISTS). Then: confirm 404s stop next scan; check whether the
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journal lane auto-drains the spool or rows need manual JSONEachRow replay
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(journal.py:328 — fsynced-sidecar ack + spool compaction; verify it replays old rows).
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## TODO LADDER (Fable's full view)
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1. **UV DDL apply + spool drain** (above). Unblocks the mechanics characterization
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the relaxed gate is paying for.
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2. **Vol-gate parity restore = LAST rung** (operator sequence): launcher line 26 →
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0.00026414, restart F5 **while flat** (TPSL REHYDRATE exists but don't test it
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with money). Then tag the relax-window trades DO_NOT_ACCOUNT for the parity
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ledger (window = F5 launch→restore; ADA winner + all ADVSL losers included).
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3. **ADVSL staleness guard**: `_last_price` has NO max-age — if fetches fail after
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first success, ADVSL decides on a fossil price forever (tpsl_ticker.py on_bar
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reads it; only never-fetched case falls back to entry). Fix = stamp age, skip
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ADVSL on stale (like no-price). Small, mutation-testable. Awaiting go.
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4. **Clock findings (research done, delivered)**: SL/TP evaluate on 1s tick
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(UV_TPSL_POLL_S, floor 0.5 in code); TP/SL *modulation* recomputed per tick via
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set_tp_resolver (tpsl_ticker.py:167 → brain_tpsl.py:334); ADVSL/MAX_HOLD on scan
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bar ~11.06s vs BLUE NG7 pinned 5.97s → all bar-denominated constants stretched
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1.85× in wall-clock. OPEN QUESTION: bar constants = hold-TIME or evidence-COUNT
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(N OBF observations)? Decides time-normalize vs cadence-match. Fable rec: attack
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WHY UV scan is 11.06s (cadence-match beats constant-scaling for parity).
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5. **OBF freshness (post-parity)**: ingress provider called per tick but returns
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scan-stale snapshot; OBF native cadence ~300-500ms — refresh ingress at native
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rate once parity certified. No structural blocker.
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6. **Venue-side catastrophic SL backstop**: BingX placeOrder supports attached
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stopLoss/takeProfit JSON on SAME request (workingType MARK_PRICE). Pro pattern =
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software-primary + venue-resident wide backstop (~2× software SL) as dead-man's
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brake (our HZ silent-death history!). Cost: FSM must accept a non-kernel-originated
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exit fill via E-feed; attached-stop auto-cancel on close needs VST verification
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(orphan-order risk). Our serializer lacks the attach params (execution.py has
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standalone conditionals only). Belongs in exec-router workstream.
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7. **Exec friction (POST_FINISH SEQUENCED, first upon parity)**: adjudicate PINK
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ExecutionRouter (maker/taker policy, 265 tests) ∪ BLUE SmartPlacer (OB-aware
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placement) vs prod/docs/BingX_FILL_CHARACTERIZATION_AND_ADVANTAGES.md. Router
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under 1s steel clock = maker orders actually managed.
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8. **Indeterminate sweep codebase-wide — NOW SPECCED FOR FLEET**: pi red-teamed
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the class (`COMPREHENSIVE_UV_EDGE_CASE_THEORETICALS.md`); Fable reviewed
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2026-07-13 eve: doc FAITHFUL (2 factual errors fixed in-place: venue.py:43
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location, 07-13 date), submit seam fully covered, **7 missing seams
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enumerated in its §11 (M1–M7)**: cancel, leverage SET, promotion receipts,
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E-feed gaps, exit legs, ch_writer dups, broad-except sweep. §11 carries the
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NO-RECONCILE guardrail for the P0 background task. Fleet-ready: one seam
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per agent; test pattern = test_indeterminate_submit.py.
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9. **TIER-B inversion** (open): asex_kernel_executor.py:319 enqueues account/fill
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at P4 below ENTER P3 — execution truth must outrank entries.
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10. **Research studies** (logged POST_FINISH): dvol sweep × regime (PREREQ: persist
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per-trade dvol at entry — same field DDSketch self-tuning gate needs); cadence
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effects; streak wave-phase vs vel_div. TP-overshoot split (cadence-luck vs
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modulation): measure exit_pct − tp_effective_pct on BLUE TP exits; today's ADA
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+0.44 is a UV datapoint.
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11. **Missing venue truth**: dolphin_uv.exec_journal etc. fine; but relax-window
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trades need DO_NOT_ACCOUNT tags before parity ledger consumes them.
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## ANOMALIES — "that's odd" caught at spark level (operator order: log before fire)
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1. **E-TRIPWIRE capital anchor drift** — 17:20:21 CEST at DASH fill
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(0c2ee114): expected 49,550.8744 vs observed 49,561.5166 = **+$10.64 (~2bps)**.
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Promo metadata then anchored capital at the OBSERVED value. Likely fee/timing
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accounting at fill, but capital = anchor + Σ deltas is sacred (zombie-trades
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lesson) — reconcile which side is right before it compounds.
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2. **Leverage clamp mystery** — promotion line said `lev=3 raw_conv=8.0`
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(intent c16ae587), venue log line: `leverage SET symbol=DASH-USDT 1→→2`, and
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the next intent journaled `leverage=2`. Something between bridge sizing and
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venue SET clamps 3→2 (venue max for DASH-USDT? sizing bridge internal_lev
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0.637?). Money-path arithmetic — verify deliberate, not silent.
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**OPERATOR RULING 2026-07-13: can wait AS LONG AS the clamp bugs DOWNWARD
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and/or stays within the 3x cap.** Observed instance was 3→2 = downward =
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within ruling. If any instance clamps UPWARD or breaches 3x → immediate.
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3. **KERNEL_REJECTED over-entry, live confirmation** — 17:22:40 brain re-fired
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DASHUSDT SHORT while slot 0 already held DASH short (13 bars). Pre-wire FSM
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refusal (same-millisecond receipt, no HTTP). Guard WORKS; upstream
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position-blindness (PRIME 2.7× over-entry finding) remains the disease.
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4. **EXIT-mislabel parade confirmed live** — exec_journal writes an EXIT BRIDGE
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row per no-entry scan (uv-trade-* ids, ~12s apart, no real exits). Known
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cosmetic item, now confirmed polluting exec_journal volume/queries.
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5. **Bar cadence is BIMODAL, not slow** — BAR pulse instrumentation (cc01d28)
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shows consecutive scan numbers with dt ≈ 6s OR ≈ 12s (exact doubles), nothing
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between. The "11.06s average" = ~6s base clock (matches NG7's 5.97 pin) with
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frequent double-length beats. Cadence question is now: WHERE does UV lose
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every other scan (NG7 emission jitter / HZ pickup / dedup gate)?
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## DOCTRINE REMINDERS (cost blood today)
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- Never edit vendored copies; sync-gate REFUSE = port UP + prove zero drift before
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--force. New test files must exist CANONICALLY first.
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- Rollback only on proven absence: NOT_ATTEMPTED/REFUSED yes, INDETERMINATE never.
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- Argos MCP unreachable this session; verify_no_fake_done done by hand (no stubs).
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