PINK DITAv2 L3: fix live LIMIT cancel (kernel order-id propagation + truth-based cancel)

L3 live validation surfaced a live-only defect: a working LIMIT order could not
be cancelled (MARKET never exercised cancel — synchronous fills).

Two coupled fixes:
- Rust FSM (lib.rs): propagate the venue's order id onto the active order for
  ALL order types and event kinds (ACK/partial/full fill) whenever the exchange
  provides one — orders are created at submit with an empty venue_order_id, so a
  later cancel had no real id to reference. Only fills empty ids, never overwrites.
  Requires recompiling libdita_v2_kernel.so.
- Backend (bingx_direct.py): add cancel(order) — a properly-signed DELETE by
  orderId (clientOrderId fallback) with TRUTH-BASED confirmation: BingX can return
  transient errors ("order not exist", dup-within-1s from an internal retry) even
  when the order was removed, so the cancel succeeds iff the order is no longer
  open on the venue. The venue adapter prefers this backend cancel over its raw
  signed_delete fallback (which failed signature with an empty id).

Validated:
- Offline: 63 + new cancel-truth unit tests green (no regression post-recompile).
- Live VST: resting SHORT LIMIT (+5%) rests as ENTRY_WORKING, confirmed as a LIMIT
  open order, cancel -> CANCEL_ACK -> IDLE, exchange flat (test_pink_limit_live.py).
- Live VST MARKET run-through re-validated post-recompile: PASS, exact capital
  reconciliation, two-phase rows visible (ORDER_REQUESTED + ENTRY_FILLED/EXIT).

LIMIT remains execution-infra only; PINK policy stays MARKET. BLUE untouched.

Co-Authored-By: Claude Opus 4.8 <noreply@anthropic.com>
This commit is contained in:
Codex
2026-05-31 08:03:27 +02:00
parent 55ed6902d8
commit 0c15a7698e
4 changed files with 226 additions and 0 deletions

View File

@@ -1111,6 +1111,29 @@ impl KernelCore {
let mut accepted = true;
let mut diagnostic_code = KernelDiagnosticCode::OK;
// Propagate the venue's order id onto the working order whenever the
// exchange provides one — for ALL order types and event kinds (ACK,
// partial/full fill). Orders are created at submit time with an empty
// venue_order_id; recording the assigned id lets a later cancel
// reference the real exchange order (essential for resting LIMIT cancel;
// harmless for MARKET, which fills synchronously). Only fills empty ids
// (never overwrites) and targets the currently-active order.
if !event.venue_order_id.is_empty() {
let target = if slot.active_entry_order.is_some() {
slot.active_entry_order.as_mut()
} else {
slot.active_exit_order.as_mut()
};
if let Some(order) = target {
if order.venue_order_id.is_empty() {
order.venue_order_id = event.venue_order_id.clone();
}
if !event.venue_client_id.is_empty() && order.venue_client_id.is_empty() {
order.venue_client_id = event.venue_client_id.clone();
}
}
}
match event.kind {
KernelEventKind::ORDER_ACK => {
if slot.active_entry_order.is_some()