21419b03d0
executor.py composes the built parts into one execute(request, snapshot): S-grade fence → router.decide → placer.pre_submit → submit → register working. The initial-submit half that complements DriveLoop's expiry half (analogue of pink_direct.py:1645-1700). Composition rulings encoded + tested: - S2/S3 pain-fence (§15.2): refused WHOLE, loudly, below T14 — never silently sliced. - placer declines (spread gate) → cross ONLY if urgency crosses on expiry; ACQUIRE ABANDONS (a missed entry is free, §4-1). Both mutation-verified RED. - TTL from urgency discipline: PROTECT 2s / ROTATE deadline_ms / ACQUIRE quote-lifetime. contract.py: SGrade enum (S0-S3) + s_grade/parent_request_id fields. _constants: MAKER_QUOTE_TTL_S. FIX (real bug, not just test): drive_loop._is_resolved EXIT was trade_id-based (a PINK artifact — PINK reused the position's trade_id for exits). The agnostic layer never gets the position id, so exit-done is now SIZE-based. Kept ENTER on clientOrderId match. Full exec_unified suite: 94 green, mutation-litmus verified. Co-Authored-By: Claude Opus 4.8 <noreply@anthropic.com>
43 lines
2.2 KiB
Python
43 lines
2.2 KiB
Python
"""Policy constants — from data, never vibes (spec §6 closing note).
|
||
|
||
Every constant cites its provenance. Where a number is not yet backed by an L8/L10
|
||
characterization row it is marked PROVISIONAL and must be calibrated before the smart
|
||
path arms with real capital — a provisional constant is a known-unknown, not a vibe.
|
||
|
||
Cadence is NEVER hardcoded here (no literal 1 s): the drive loop takes its clock
|
||
injected (spec §7, C1). These are policy magnitudes, not periods.
|
||
"""
|
||
from __future__ import annotations
|
||
|
||
from decimal import Decimal
|
||
|
||
# PROTECT: "maker at touch, one reprice, ≤2 s total, then cross" (spec §6).
|
||
PROTECT_REPRICE_LIMIT: int = 1
|
||
PROTECT_MAX_MS: int = 2_000
|
||
|
||
# HARVEST: "maker at target ± offset, chase ≤ N; give up when regression eats X%
|
||
# of unrealized → cross" (spec §6). N and X are PROVISIONAL — no characterization
|
||
# row fixes them yet (§17 open question: chase bounds from bookDepth replay).
|
||
HARVEST_MAX_CHASES: int = 3 # PROVISIONAL — calibrate vs L8 fill_sim
|
||
HARVEST_GIVEUP_REGRESSION_FRAC: Decimal = Decimal("0.25") # PROVISIONAL — 25% of unrealized
|
||
|
||
# ACQUIRE: "patient maker inside spread; abandon, never chase" (spec §6, §4-1:
|
||
# a missed entry is free, a chased entry is not). No chase budget by construction.
|
||
ACQUIRE_MAX_CHASES: int = 0
|
||
|
||
# Dead-man's stop default multiple of software SL distance (spec §10, §17 open
|
||
# question: 2× vs ATR-scaled). PROVISIONAL default.
|
||
PROTECTIVE_STOP_MULT_DEFAULT: Decimal = Decimal("2.0")
|
||
|
||
# Maker-quote lifetime for UNBOUNDED-TTL urgencies (HARVEST/ACQUIRE): how long a resting
|
||
# quote lives before the drive loop sweeps + re-evaluates it. Bounded quote lifetime +
|
||
# cancel/replace is the certified GTX discipline (spec §4-16). PROVISIONAL — calibrate vs
|
||
# L8 GTX fill latencies; measured in injected-clock seconds, never a hardcoded loop literal.
|
||
MAKER_QUOTE_TTL_S: float = 6.0
|
||
|
||
# Requote hot-window: after an OWN fill, refuse to re-quote for this long because the
|
||
# REST venue reconcile lags the WS fill by seconds — re-quoting inside it double-enters.
|
||
# Provenance: live double-entry, pink_direct.py:1055 / :1323 (2026-06-10). Measured in
|
||
# injected-clock seconds; the loop reads it, never a hardcoded literal in the branch.
|
||
REQUOTE_HOT_WINDOW_S: float = 5.0
|