670b739a83
drive_loop.py transcribes pink_direct.py:1089 (the 10-step expiry sequence) warts-and-all against injected ports (ExecPort seam: clock+kernel+venue), so no ambient state (C1). Carries the scar tissue: pump-before-cancel, re-classify-after-cancel (fill races cancel), EXIT never strands→MARKET, slot-busy double-entry guard, fail-safe venue-truth requote gate. SEAM learnings preserved as referenced comments (zero-silent-suppression rule). Decimal sizes (H1). - working.py: WorkingRegistry + WorkingOrder, injected clock, rejected→expire_now (one shared path). contract.py: client_order_id_core(attempt) — unique per attempt (audit H4/FIX). - _constants.py: REQUOTE_HOT_WINDOW_S=5.0 (prov: 2026-06-10 double-entry). - inventory §6: audit build items BI-1..5 folded in. - test_drive_loop.py: 15 scar-tissue tests. Mutation-verified RED under exit-no-escalate (kills 3) and no-hot-window (kills double-entry guard). Full exec_unified suite: 77 green. Co-Authored-By: Claude Opus 4.8 <noreply@anthropic.com>
37 lines
1.9 KiB
Python
37 lines
1.9 KiB
Python
"""Policy constants — from data, never vibes (spec §6 closing note).
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Every constant cites its provenance. Where a number is not yet backed by an L8/L10
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characterization row it is marked PROVISIONAL and must be calibrated before the smart
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path arms with real capital — a provisional constant is a known-unknown, not a vibe.
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Cadence is NEVER hardcoded here (no literal 1 s): the drive loop takes its clock
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injected (spec §7, C1). These are policy magnitudes, not periods.
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"""
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from __future__ import annotations
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from decimal import Decimal
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# PROTECT: "maker at touch, one reprice, ≤2 s total, then cross" (spec §6).
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PROTECT_REPRICE_LIMIT: int = 1
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PROTECT_MAX_MS: int = 2_000
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# HARVEST: "maker at target ± offset, chase ≤ N; give up when regression eats X%
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# of unrealized → cross" (spec §6). N and X are PROVISIONAL — no characterization
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# row fixes them yet (§17 open question: chase bounds from bookDepth replay).
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HARVEST_MAX_CHASES: int = 3 # PROVISIONAL — calibrate vs L8 fill_sim
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HARVEST_GIVEUP_REGRESSION_FRAC: Decimal = Decimal("0.25") # PROVISIONAL — 25% of unrealized
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# ACQUIRE: "patient maker inside spread; abandon, never chase" (spec §6, §4-1:
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# a missed entry is free, a chased entry is not). No chase budget by construction.
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ACQUIRE_MAX_CHASES: int = 0
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# Dead-man's stop default multiple of software SL distance (spec §10, §17 open
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# question: 2× vs ATR-scaled). PROVISIONAL default.
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PROTECTIVE_STOP_MULT_DEFAULT: Decimal = Decimal("2.0")
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# Requote hot-window: after an OWN fill, refuse to re-quote for this long because the
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# REST venue reconcile lags the WS fill by seconds — re-quoting inside it double-enters.
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# Provenance: live double-entry, pink_direct.py:1055 / :1323 (2026-06-10). Measured in
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# injected-clock seconds; the loop reads it, never a hardcoded literal in the branch.
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REQUOTE_HOT_WINDOW_S: float = 5.0
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