ec95bd6663
Lands the /root/dev local increments (share was ENOSPC; now writable) into the canonical repo:
- kernel_port.py: real ExecPort over the DITAv2 kernel (duck-typed; injected to_kernel_intent).
- dialect.py §11: BingX boundary — clientOrderId(H4)/dash/quantize/payload (PostOnly=timeInForce).
- friction.py §12: effective-bps + naive-baseline savings; side-lane journal that can't raise
(b46ebd2); BingX commission-sign flip. DDL ships with code (register in applier verify-set).
- drive_loop/executor/working: Decimal size threaded through plan/working types (exit size cap).
All pure stdlib+Decimal, mutation-litmus RED on the two load-bearing asserts. 132 tests green.
Co-Authored-By: Claude Opus 4.8 <noreply@anthropic.com>
88 lines
3.4 KiB
Python
88 lines
3.4 KiB
Python
"""Working-order registry — the state the drive loop sweeps (spec §7).
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A ``WorkingOrder`` is a maker quote that did not terminally fill on submit: it is either
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resting on the book or was rejected (post-only that would have crossed). Both live here;
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the drive loop resolves them on a TTL sweep.
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The registry reads time through an INJECTED clock (no ambient ``time.monotonic`` — C1
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venue-side portability, and deterministic tests). All sizes/prices are ``Decimal`` — the
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best-practice audit's H1: PINK used float, the port does not.
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Provenance: pink_direct.py working-order lifecycle (register/expired/note_fill/note_cancel,
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L975-1046) + exec_router.py WorkingOrder registry. Audit BI-1 (attempt counter).
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"""
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from __future__ import annotations
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from dataclasses import dataclass, field
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from decimal import Decimal
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from enum import Enum
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from typing import Callable
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from .contract import Side
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class Action(Enum):
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ENTER = "ENTER" # opens/increases a position (ACQUIRE urgency)
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EXIT = "EXIT" # decreases/closes (PROTECT/HARVEST/ROTATE/CATASTROPHIC)
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@dataclass
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class WorkingOrder:
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"""A maker quote in flight. Mutable: ``deadline`` and ``attempt`` evolve as the drive
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loop reprices/retries; identity is ``request_id``."""
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request_id: str # this attempt's id (unique per attempt — audit H4)
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base_request_id: str # parent request (survives retries; FIX OrigClOrdID)
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asset: str
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side: Side
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action: Action
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limit_price: Decimal
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deadline: float # in injected-clock units; <= now() means "resolve me"
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created: float
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size: Decimal = Decimal("0") # base qty the caller asked for (venue needs it; exits cap to slot)
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attempt: int = 0
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meta: dict = field(default_factory=dict)
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class WorkingRegistry:
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"""In-memory registry of working quotes, swept by the drive loop.
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NOT persisted here — durable/atomic persistence is a venue-seam concern (audit BI-5:
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never /tmp; durable path + tmp-rename). This object is the hot, in-process view.
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"""
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def __init__(self, clock: Callable[[], float]) -> None:
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self._clock = clock
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self._orders: dict[str, WorkingOrder] = {}
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def register(self, wo: WorkingOrder) -> WorkingOrder:
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self._orders[wo.request_id] = wo
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return wo
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def working(self, request_id: str) -> WorkingOrder | None:
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"""The working order for this id, or None if already resolved (fill/cancel raced)."""
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return self._orders.get(request_id)
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def expired(self) -> list[WorkingOrder]:
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"""Every working order whose deadline has passed (snapshot — safe to mutate during)."""
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now = self._clock()
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return [wo for wo in list(self._orders.values()) if now >= wo.deadline]
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def expire_now(self, request_id: str) -> None:
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"""Pull a quote's deadline to now so the next sweep resolves it through the ONE
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shared miss/escalation path (rejected post-only, or a venue CANCEL_ACK surfacing
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via reconcile). pink_direct.py:1010-1011, 1290-1292 — do NOT build a second path.
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"""
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wo = self._orders.get(request_id)
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if wo is not None:
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wo.deadline = self._clock()
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def note_fill(self, request_id: str) -> None:
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self._orders.pop(request_id, None)
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def note_cancel(self, request_id: str) -> None:
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self._orders.pop(request_id, None)
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def __len__(self) -> int:
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return len(self._orders)
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