PINK Phase 0: FET -$5,990 fix batch — leverage-free PnL, true fill prices, reconcile baseline anchors

Defects fix (FET -$5,990 replay, 2026-06-11):
- realized_pnl() and mark_price(): PnL = qty × Δprice, side-signed; no ×leverage inflation (was 3× every leg).
- BingX MARKET fill events carry true fill price (avgPrice/lastFillPrice), never the order's nominal price (protective bound ±20-25% from mark, poisoned PnL to -$5,990 on a +$164 round-trip).
- Fill routing by ORDER IDENTITY first, FSM state second — late entry-remainder fills during EXIT_WORKING no longer misclassify as exits.
- Entry basis = VWAP across entry fills, not last fill price.
- reconcile_from_slots / restore_state: re-anchor _last_settled_pnl / _slot_was_closed to adopted slot state (cross-restart double-book of carried PnL).
- ACCOUNT_UPDATE with wallet_balance=0 dropped (margin-only frames no longer zero e_available_margin).
- Foreign-fill skip on shared VST account (PRODGREEN collision filter).
- exec_router TTL: entry-requote venue-truth gate (recent own fill + live exchange position probes prevent double-entry).
- bingx_direct: openOrders fetched BEFORE positions (sequential ordering prevents dangerous tear → double-entries).
- Dual-leverage translation via map_internal_conviction_to_exchange_leverage() (strategy conviction → integer at-exchange leverage, bankers rounding).
- BLUE-parity alpha components wired: asset picker (IRP universe ranking) + alpha sizer (cubic-convex dynamic leverage, 0.5-8.0 range).
- ch_writer: date_time_input_format=best_effort on insert URLs; flush error logging at WARNING with counter.
- blue_parity.price_of(): hyphen-tolerant fallback (FET-USDT → FETUSDT).
- Fill test updated to incremental filled_size semantics (BingX WS lastFilledQty).
- Env-override base URLs, supervisord autorestart, per-asset DC histories, single-slot invariant, fill-attribution filter.

Co-authored-by: CommandCodeBot <noreply@commandcode.ai>

prod/bingx/http.py

@@ -3,6 +3,7 @@ from __future__ import annotations
 import asyncio
 import json
 import logging
+import os
 import socket
 import subprocess
 from contextlib import asynccontextmanager
@@ -58,9 +59,16 @@ class BingxHttpClient:
         self._logger = logging.getLogger(__name__)
         self._config = config
         require_mainnet_opt_in(config.environment, getattr(config, "allow_mainnet", False), context="BingX HTTP client")
+        # Env overrides (2026-06-10): the *.bingx.pro backup mirrors serve an
+        # incomplete TLS chain (missing Cloudflare intermediate) and can never
+        # verify on this host, so every failover retry was burning time on a
+        # dead endpoint. Operators can point the backup at a reachable host
+        # (e.g. the primary itself) without touching code.
+        _env_primary = os.environ.get("DOLPHIN_BINGX_BASE_URL", "").strip()
+        _env_backup = os.environ.get("DOLPHIN_BINGX_BASE_URL_BACKUP", "").strip()
         self._base_urls = (
-            config.base_url_http or get_rest_base_urls(config.environment)[0],
-            config.base_url_http_backup or get_rest_base_urls(config.environment)[1],
+            _env_primary or config.base_url_http or get_rest_base_urls(config.environment)[0],
+            _env_backup or config.base_url_http_backup or get_rest_base_urls(config.environment)[1],
         )
         self._base_hosts = tuple(urlsplit(url).hostname for url in self._base_urls)
         self._api_key = config.api_key

prod/clean_arch/adapters/bingx_direct.py

@@ -26,7 +26,7 @@ from prod.bingx.enums import BingxEnvironment
 from prod.bingx.http import BingxHttpError
 from prod.bingx.http import BingxHttpClient
 from prod.bingx.instrument_provider import BingxInstrumentProvider
-from prod.bingx.leverage import normalize_bingx_leverage_value
+from prod.bingx.leverage import map_internal_conviction_to_exchange_leverage
 from prod.bingx.schemas import BingxOrderAck
 from prod.bingx.schemas import unwrap_order_payload
 from prod.clean_arch.dita import Intent, TradeSide, DecisionAction
@@ -448,12 +448,22 @@ class BingxDirectExecutionAdapter(ExecutionPort):
         the others.  Historical calls (allOrders, allFillOrders) are gated
         on ``include_history`` and also gathered.
         """
-        balance_task = self._safe_get("/openApi/swap/v2/user/balance")
-        positions_task = self._safe_get("/openApi/swap/v2/user/positions")
-        orders_task = self._safe_get("/openApi/swap/v2/trade/openOrders")
-
-        balance_payload, positions_payload, open_orders_payload = await asyncio.gather(
-            balance_task, positions_task, orders_task,
+        # SNAPSHOT CONSISTENCY ORDER (2026-06-10, operator-mandated atomicity):
+        # openOrders MUST complete BEFORE positions is fetched. The snapshot
+        # is assembled from separate REST calls and cannot be truly atomic, but
+        # this ordering makes the dangerous tear unrepresentable: if an order
+        # fills between the two fetches, it still APPEARS in open_orders
+        # (conservative: treated as working) while the resulting position is
+        # ALSO visible in positions. The deadly combination — absent from
+        # open_orders AND absent from positions for a filled order — cannot
+        # occur. Consumers may therefore reason "order gone ⇒ its outcome is
+        # visible in positions/fills" ONLY because of this ordering.
+        # (Previously all three were gathered concurrently → torn snapshots →
+        # double-entry incidents 15:20 and 17:24 UTC.)
+        open_orders_payload = await self._safe_get("/openApi/swap/v2/trade/openOrders")
+        balance_payload, positions_payload = await asyncio.gather(
+            self._safe_get("/openApi/swap/v2/user/balance"),
+            self._safe_get("/openApi/swap/v2/user/positions"),
         )
 
         all_orders_payload: Any = []
@@ -585,8 +595,13 @@ class BingxDirectExecutionAdapter(ExecutionPort):
         _ts36 = self._base36(int(time.time() * 1000))
         _rand4 = uuid.uuid4().hex[:4]
         client_order_id = f"p-{_action_char}-{_ts36}-{_rand4}"
-        leverage = normalize_bingx_leverage_value(
-            int(round(float(intent.leverage or self._config.default_leverage))),
+        # DUAL-LEVERAGE TRANSLATION (prod/bingx/leverage.py, SYSTEM BIBLE §6):
+        # intent.leverage is the STRATEGY conviction (fractional, 0.5–9.0) and
+        # already sized the quantity. At-exchange leverage is derived from it
+        # via the linear conviction map → integer [1, cap], bankers rounding.
+        # Plain round(conviction) here previously pinned every trade at the cap.
+        leverage = map_internal_conviction_to_exchange_leverage(
+            float(intent.leverage or self._config.default_leverage),
             exchange_max=self._config.exchange_leverage_cap,
         )
 
@@ -624,7 +639,10 @@ class BingxDirectExecutionAdapter(ExecutionPort):
             }
             if is_limit:
                 payload["price"] = self._format_price(intent.asset, limit_price)
-                payload["timeInForce"] = "GTC"
+                # Exec-router maker quotes send PostOnly so a crossing quote is
+                # rejected by the venue instead of paying taker silently.
+                _tif = str((intent.metadata or {}).get("_time_in_force", "GTC") or "GTC")
+                payload["timeInForce"] = _tif if _tif in ("GTC", "IOC", "FOK", "PostOnly") else "GTC"
             if reduce_only:
                 payload["reduceOnly"] = "true"
             LOGGER.debug("order POST: action=%s side=%s symbol=%s qty=%s reduceOnly=%s",

prod/clean_arch/dita/decision.py

@@ -27,8 +27,13 @@ class DecisionEngine:
     It does not size orders or own exchange state.
     """
 
-    def __init__(self, config: Optional[DecisionConfig] = None):
+    def __init__(self, config: Optional[DecisionConfig] = None, sizer: Optional[object] = None):
         self.config = config or DecisionConfig()
+        # Optional BLUE-parity sizer (PinkAlphaSizer / AlphaBetSizer-shaped:
+        # calculate_size(capital=..., vel_div=...) → {fraction, leverage, ...}).
+        # None preserves the legacy linear-confidence sizing exactly — other
+        # consumers of this engine (main.py, trading_engine.py) are unaffected.
+        self.sizer = sizer
 
     def decide(
         self,
@@ -76,6 +81,27 @@ class DecisionEngine:
         # vol_ok gate — scan bridge marks low-volume periods; block ENTERs when absent
         if snapshot.scan_payload and not snapshot.scan_payload.get("vol_ok", True):
             return self._hold(snapshot, context, fields, reason="VOL_GATE")
+        sizing_meta: dict = {}
+        if self.sizer is not None:
+            # BLUE-parity sizing (SYSTEM BIBLE §6): cubic-convex dynamic
+            # leverage + alpha-layer fraction via AlphaBetSizer kernels.
+            size_result = self.sizer.calculate_size(capital=context.capital, vel_div=fields.vdiv)
+            leverage = float(size_result["leverage"])
+            fraction = float(size_result["fraction"])
+            target_exposure = context.capital * fraction * leverage
+            breakdown = size_result.get("breakdown") or {}
+            confidence = min(1.0, max(0.05, float(breakdown.get("strength_score", 0.0))))
+            sizing_meta = {
+                "eff_fraction": fraction,
+                "strength_score": breakdown.get("strength_score"),
+                "signal_bucket": breakdown.get("signal_bucket"),
+                "bucket_idx": size_result.get("bucket_idx"),
+                "sizing": "alpha_bet_sizer_cubic_v1",
+            }
+        else:
+            # Legacy DITAv2 formula. NOTE: an ENTER requires vdiv < threshold,
+            # so this confidence is always ≥ 1.0 → clamped → leverage pinned at
+            # max_leverage. Kept verbatim for non-PINK consumers.
             confidence = min(1.0, max(0.05, abs(fields.vdiv / self.config.vel_div_threshold)))
             leverage = min(self.config.max_leverage, max(1.0, 1.0 + confidence * (self.config.max_leverage - 1.0)))
             target_exposure = context.capital * self.config.capital_fraction * leverage
@@ -102,6 +128,7 @@ class DecisionEngine:
                 "tp_effective_pct": tp_effective_pct,
                 "our_leverage": our_leverage,
                 "tp_curve": "soft_leverage_curve_v1",
+                **sizing_meta,
             },
         )
 

prod/clean_arch/dita_v2/_rust_kernel/src/lib.rs

@@ -395,18 +395,29 @@ impl TradeSlot {
         if !price.is_finite() || price <= 0.0 {
             return;
         }
+        // NOTE: a mark price must never become the PnL entry basis. The old
+        // fallback (`entry_price = first mark when entry_price == 0`) silently
+        // contaminated the basis of reconcile-adopted slots; if entry is
+        // unknown the unrealized stays 0 and the gap is flagged in metadata
+        // for the operator/reconcile layer to repair from exchange facts.
         if self.entry_price <= 0.0 {
-            self.entry_price = price;
+            self.metadata
+                .insert("entry_basis_missing".to_string(), Value::from(true));
+            self.unrealized_pnl = 0.0;
+            self.metadata
+                .insert("mark_price".to_string(), Value::from(price));
+            return;
         }
-        if self.entry_price <= 0.0 || self.size <= 0.0 {
+        if self.size <= 0.0 {
             self.unrealized_pnl = 0.0;
             return;
         }
-        let mut delta = (price - self.entry_price) / self.entry_price;
+        // Quantity-denominated, leverage-free (leverage scales margin, not PnL).
+        let mut delta = price - self.entry_price;
         if self.side == TradeSide::SHORT {
             delta = -delta;
         }
-        self.unrealized_pnl = delta * self.size * self.entry_price * self.leverage;
+        self.unrealized_pnl = delta * self.size;
         self.metadata
             .insert("mark_price".to_string(), Value::from(price));
     }
@@ -1151,15 +1162,22 @@ impl KernelCore {
     }
 
     fn realized_pnl(slot: &TradeSlot, exit_price: f64, exit_size: f64) -> f64 {
-        if slot.entry_price <= 0.0 || exit_size <= 0.0 {
+        // PnL is fill-price based and quantity-denominated:
+        //   LONG:  (exit − entry) × qty      SHORT: (entry − exit) × qty
+        // Leverage does NOT multiply PnL — it only scales margin. (The old
+        // ×leverage factor inflated every realized leg by the leverage and
+        // was one of the two factors in the 2026-06-11 FET −$5,990 mis-book.)
+        // exit_price <= 0 means the venue event carried no true fill price
+        // (e.g. BingX market-order bound price stripped by the adapter) —
+        // refuse to fabricate PnL from a missing price.
+        if slot.entry_price <= 0.0 || exit_size <= 0.0 || exit_price <= 0.0 || !exit_price.is_finite() {
             return 0.0;
         }
-        let mut delta = (exit_price - slot.entry_price) / slot.entry_price;
+        let mut delta = exit_price - slot.entry_price;
         if slot.side == TradeSide::SHORT {
             delta = -delta;
         }
-        let notional = exit_size * slot.entry_price * slot.leverage.max(1.0);
-        delta * notional
+        delta * exit_size
     }
 
     fn append_event_id(slot: &mut TradeSlot, event_id: &str) {
@@ -1906,15 +1924,41 @@ impl KernelCore {
         }
     }
 
+    /// Route a fill to the entry or exit side by ORDER IDENTITY first, FSM
+    /// state second. A late entry-remainder fill arriving while an exit is
+    /// working must not be booked as an exit (it would reduce size and
+    /// fabricate realized PnL — fill-misclassification class of the
+    /// 2026-06-11 FET incident family).
+    fn fill_matches_order(order: &Option<VenueOrder>, event: &VenueEvent) -> bool {
+        match order {
+            Some(o) => {
+                (!event.venue_order_id.is_empty()
+                    && !o.venue_order_id.is_empty()
+                    && event.venue_order_id == o.venue_order_id)
+                    || (!event.venue_client_id.is_empty()
+                        && !o.venue_client_id.is_empty()
+                        && event.venue_client_id == o.venue_client_id)
+            }
+            None => false,
+        }
+    }
+
     fn apply_fill(&mut self, slot: &mut TradeSlot, event: &VenueEvent, partial: bool) {
+        // Identity-based routing: when the event carries order ids that match
+        // one of the working orders, that match decides entry-vs-exit.
+        let id_matches_entry = Self::fill_matches_order(&slot.active_entry_order, event);
+        let id_matches_exit = Self::fill_matches_order(&slot.active_exit_order, event);
+
         if slot.active_entry_order.is_some()
-            && matches!(
+            && !id_matches_exit
+            && (id_matches_entry
+                || matches!(
                     slot.fsm_state,
                     TradeStage::ORDER_REQUESTED
                         | TradeStage::ORDER_SENT
                         | TradeStage::ENTRY_WORKING
                         | TradeStage::IDLE
-            )
+                ))
         {
             let fill_size = if event.filled_size > 0.0 {
                 event.filled_size
@@ -1937,6 +1981,25 @@ impl KernelCore {
                 .as_ref()
                 .map(|order| order.intended_size)
                 .unwrap_or(event.size);
+            // Entry basis = VWAP across entry fills (never the last fill's
+            // price alone, and never a price-less event's 0.0).
+            let prev_basis = if slot.entry_price > 0.0 {
+                slot.entry_price
+            } else {
+                slot.active_entry_order
+                    .as_ref()
+                    .map(|o| o.average_fill_price)
+                    .unwrap_or(0.0)
+            };
+            let vwap_entry = if event.price > 0.0 && accumulated > 0.0 {
+                if prev_basis > 0.0 && prev_filled > 0.0 {
+                    (prev_basis * prev_filled + event.price * fill_size) / accumulated
+                } else {
+                    event.price
+                }
+            } else {
+                prev_basis
+            };
             slot.active_entry_order = Some(VenueOrder {
                 internal_trade_id: slot.trade_id.clone(),
                 venue_order_id: event.venue_order_id.clone(),
@@ -1944,7 +2007,7 @@ impl KernelCore {
                 side: slot.side.clone(),
                 intended_size,
                 filled_size: accumulated,
-                average_fill_price: event.price,
+                average_fill_price: vwap_entry,
                 status: if partial {
                     VenueOrderStatus::PARTIALLY_FILLED
                 } else {
@@ -1961,8 +2024,8 @@ impl KernelCore {
                 slot.initial_size = if intended_size > 0.0 { intended_size } else { accumulated };
             }
             slot.size = accumulated;
-            if event.price > 0.0 {
-                slot.entry_price = event.price;
+            if vwap_entry > 0.0 {
+                slot.entry_price = vwap_entry;
             }
             slot.unrealized_pnl = 0.0;
             slot.last_event_time = Some(event.timestamp);
@@ -1977,7 +2040,7 @@ impl KernelCore {
                     side: slot.side.clone(),
                     intended_size: slot.size,
                     filled_size: slot.size,
-                    average_fill_price: event.price,
+                    average_fill_price: slot.entry_price,
                     status: VenueOrderStatus::FILLED,
                     metadata: {
                         let mut map = Map::new();
@@ -1990,6 +2053,7 @@ impl KernelCore {
         }
 
         if slot.active_exit_order.is_some()
+            && !id_matches_entry
             && matches!(
                 slot.fsm_state,
                 TradeStage::EXIT_REQUESTED
@@ -2005,6 +2069,14 @@ impl KernelCore {
             }
             .max(0.0);
             let realized = Self::realized_pnl(slot, event.price, fill_size);
+            if fill_size > 0.0 && (event.price <= 0.0 || !event.price.is_finite()) {
+                // Exit fill without a true fill price: size is still reduced
+                // (the position really shrank) but no PnL is fabricated.
+                // Flag it so the settled/exchange-fact path can repair the
+                // realized figure from venue truth.
+                slot.metadata
+                    .insert("realized_skipped_no_price".to_string(), Value::from(true));
+            }
             slot.realized_pnl += realized;
             slot.size = (slot.size - fill_size).max(0.0);
             slot.mark_price(event.price);

prod/clean_arch/dita_v2/bingx_user_stream.py

@@ -181,7 +181,7 @@ class BingxUserStream:
                 data = bal.get("balance") if isinstance(bal.get("balance"), dict) else bal
             else:
                 data = {}
-            wallet = _safe_float(data.get("equity") or data.get("balance") or data.get("totalWalletBalance"))
+            wallet = _safe_float(data.get("balance") or data.get("equity") or data.get("totalWalletBalance"))
             avail = _safe_float(data.get("availableMargin") or data.get("availableBalance"))
             used = _safe_float(data.get("usedMargin") or data.get("frozenMargin") or data.get("totalInitialMargin"))
             maint = _safe_float(data.get("maintenanceMargin") or data.get("totalMaintMargin") or 0.0)

prod/clean_arch/dita_v2/bingx_venue.py

@@ -451,8 +451,26 @@ class BingxVenueAdapter(VenueAdapter):
         include_history=False: all_orders/all_fills require a symbol (symbol=None
         skips them anyway), so include_history=True was fetching nothing extra.
         """
+        # FILL VISIBILITY (2026-06-10): when the kernel slot owns an asset,
+        # fetch symbol-scoped history (all_orders + all_fills) so a maker
+        # entry that FILLED — and therefore left openOrders — reaches the FSM
+        # as a FULL_FILL event. With symbol=None the snapshot skips history
+        # entirely: the FSM stayed fill-blind (slot size 0 in ENTRY_WORKING),
+        # the DecisionEngine saw "no position", and re-entered → the live
+        # double-entries at 15:20 and 17:24 UTC.
+        recon_symbol = None
+        kernel = getattr(self, "_kernel_ref", None)
+        if kernel is not None:
             try:
-            snapshot = await self.backend.refresh_state(None, include_history=False)
+                slot = kernel.slot(0)
+                if not slot.is_free() and getattr(slot, "asset", ""):
+                    recon_symbol = str(slot.asset)
+            except Exception:
+                recon_symbol = None
+        try:
+            snapshot = await self.backend.refresh_state(
+                recon_symbol, include_history=recon_symbol is not None
+            )
         except Exception as exc:
             import logging as _log
             _log.getLogger(__name__).warning("reconcile: refresh_state failed: %s", exc)
@@ -564,7 +582,13 @@ class BingxVenueAdapter(VenueAdapter):
                     venue_client_id=client_order_id,
                     side=intent.side,
                     asset=intent.asset,
-                    price=safe_float(_row_float(ack_row, "avgPrice", "ap", "price", "lastFillPrice", default=getattr(receipt, "price", 0.0)), 0.0),
+                    # FILL price must be a TRUE fill price (avgPrice/lastFillPrice).
+                    # Never fall back to the order's nominal "price" or the submit
+                    # receipt price: for BingX MARKET orders that is the protective
+                    # bound (±20-25% from mark) — it poisoned realized PnL on every
+                    # market fill (FET −$5,990 mis-book, 2026-06-11). 0.0 = unknown;
+                    # the kernel refuses to compute PnL from a missing price.
+                    price=safe_float(_row_float(ack_row, "avgPrice", "ap", "lastFillPrice", "L", default=0.0), 0.0),
                     size=float(intent.target_size or 0.0),
                     filled_size=float(filled_size),
                     remaining_size=float(remaining_size),
@@ -680,6 +704,13 @@ class BingxVenueAdapter(VenueAdapter):
         filled = _row_float(row, "executedQty", "cumFilledQty", "filledQty", "z", "lastFilledQty", default=0.0)
         if filled <= 0.0 and kind in {KernelEventKind.PARTIAL_FILL, KernelEventKind.FULL_FILL}:
             filled = size
+        # For FILL events only true fill-price fields qualify; the nominal
+        # "price" is the MARKET bound price on BingX and must never feed PnL.
+        # Non-fill events (ACK/CANCEL/REJECT) may keep it as informational.
+        if kind in {KernelEventKind.PARTIAL_FILL, KernelEventKind.FULL_FILL}:
+            row_price = _row_float(row, "avgPrice", "ap", "lastFillPrice", "L", default=0.0)
+        else:
+            row_price = _row_float(row, "avgPrice", "ap", "price", "lastFillPrice", default=0.0)
         return VenueEvent(
             timestamp=datetime.now(timezone.utc),
             event_id=_event_id(self._event_seq),
@@ -691,7 +722,7 @@ class BingxVenueAdapter(VenueAdapter):
             venue_client_id=_row_text(row, "clientOrderID", "clientOrderId", "c", default=""),
             side=_trade_side_from_row(row),
             asset=_row_text(row, "symbol", default=""),
-            price=safe_float(_row_float(row, "avgPrice", "ap", "price", "lastFillPrice", default=0.0), 0.0),
+            price=safe_float(row_price, 0.0),
             size=abs(float(size or 0.0)),
             filled_size=abs(float(filled or 0.0)),
             remaining_size=max(0.0, abs(float(size or 0.0)) - abs(float(filled or 0.0))),
@@ -715,7 +746,9 @@ class BingxVenueAdapter(VenueAdapter):
             venue_client_id=_row_text(row, "clientOrderID", "clientOrderId", "c", default=""),
             side=_trade_side_from_row(row),
             asset=_row_text(row, "symbol", default=""),
-            price=safe_float(_row_float(row, "lastFillPrice", "L", "price", "ap", default=0.0), 0.0),
+            # True fill-price fields only — nominal "price" excluded (MARKET
+            # bound-price poisoning; see _events_from_submit note).
+            price=safe_float(_row_float(row, "lastFillPrice", "L", "avgPrice", "ap", default=0.0), 0.0),
             size=abs(_row_float(row, "executedQty", "z", "lastFilledQty", default=0.0)),
             filled_size=abs(_row_float(row, "lastFilledQty", "l", "z", default=0.0)),
             remaining_size=max(0.0, abs(_row_float(row, "executedQty", "z", "lastFilledQty", default=0.0)) - abs(_row_float(row, "lastFilledQty", "l", "z", default=0.0))),

prod/clean_arch/dita_v2/rust_backend.py

@@ -1080,6 +1080,13 @@ class ExecutionKernel:
         slots = [self._get_slot(i) for i in range(self.max_slots)]
         self.account.observe_slots(slots)
         for current in slots:
+            # Anchor the settle baseline to the adopted slot's realized_pnl.
+            # _last_settled_pnl starts empty each process; without this, the
+            # first venue event on a reconcile-adopted slot settles the slot's
+            # ENTIRE carried realized_pnl into AccountProjection as if it were
+            # new PnL (cross-restart double-book class, 2026-06-11).
+            self._last_settled_pnl[current.slot_id] = float(current.realized_pnl or 0.0)
+            self._slot_was_closed[current.slot_id] = bool(current.closed)
             self.projection.write_slot(current)
             self.zinc_plane.write_slot(current)
         return outcome
@@ -1175,9 +1182,18 @@ class ExecutionKernel:
         Safe to call on a fresh kernel (e.g. after startup) before any trades.
         """
         try:
-            return _get_rust().restore_state(self._backend, json_str)
+            ok = _get_rust().restore_state(self._backend, json_str)
         except (ValueError, json.JSONDecodeError):
             return False
+        if ok:
+            # Re-anchor settle baselines to restored slot state (same
+            # cross-restart double-book guard as reconcile_from_slots).
+            self.state.refresh()
+            for slot_id in range(self.max_slots):
+                restored = self._get_slot(slot_id)
+                self._last_settled_pnl[slot_id] = float(restored.realized_pnl or 0.0)
+                self._slot_was_closed[slot_id] = bool(restored.closed)
+        return ok
 
     def is_capital_frozen(self) -> bool:
         """Return True if the kernel's capital is frozen (reconcile ERROR active).

prod/clean_arch/runtime/pink_direct.py

@@ -15,6 +15,7 @@ import inspect
 import json
 import logging
 import math
+import time
 from dataclasses import dataclass, field, replace
 from datetime import datetime, timezone
 from pathlib import Path
@@ -39,6 +40,11 @@ from prod.clean_arch.dita_v2.contracts import (
     TradeSide as DitaTradeSide,
     TradeStage,
 )
+from prod.clean_arch.dita_v2.exec_router import (
+    ExecConfig,
+    ExecutionRouter,
+    MissAction,
+)
 from prod.clean_arch.dita_v2.rust_backend import ExecutionKernel
 from prod.clean_arch.persistence import PinkClickHousePersistence
 from prod.clean_arch.ports.data_feed import DataFeedPort, MarketSnapshot
@@ -293,16 +299,57 @@ class PinkDirectRuntime:
     _last_vel_div: float = field(default=0.0, init=False, repr=False, compare=False)
     _last_vol_ok: bool = field(default=True, init=False, repr=False, compare=False)
     # Price history for Direction Confirmation (DC) gate — last 10 prices (5 needed for 7-bar)
+    # Points at the CURRENT effective symbol's deque inside _price_histories;
+    # kept as a direct alias so the DC gate (and tests) read one deque.
     _price_history: Any = field(default=None, init=False, repr=False, compare=False)
+    # Per-asset DC price histories — PINK is multi-asset (BLUE-parity IRP
+    # picker, 2026-06-10); a single mixed-asset deque would corrupt the gate.
+    _price_histories: Any = field(default=None, init=False, repr=False, compare=False)
     # ACB boost — multiplied into intent leverage (SYSTEM BIBLE §10); default=1.0 (no-op)
     _last_acb_boost: float = field(default=1.0, init=False, repr=False, compare=False)
+    # Symbols PINK has ordered this session (plus reconciled slot asset).
+    # Used to attribute WS fills on the shared VST account: BingX does not
+    # echo clientOrderId on WS, so symbol membership is the ownership test.
+    _own_fill_symbols: Any = field(default=None, init=False, repr=False, compare=False)
+    # BLUE-parity alpha components (dita_v2/blue_parity.py, 2026-06-10).
+    # asset_picker: IRP universe ranking — PINK trades the SAME ~50-asset
+    # universe as BLUE, not a hardcoded snapshot symbol. None = legacy
+    # single-symbol behavior.
+    asset_picker: Any = field(default=None, repr=False, compare=False)
+    # alpha_sizer: cubic-convex dynamic leverage + alpha-layer fraction.
+    # Shared with the DecisionEngine (same instance injected there); the
+    # runtime feeds it vel_div per scan and trade-close PnL feedback.
+    alpha_sizer: Any = field(default=None, repr=False, compare=False)
+    # Sizer trade-feedback state: trade_id and capital at the last ENTER.
+    _sizer_open_tid: str = field(default="", init=False, repr=False, compare=False)
+    _sizer_entry_capital: float = field(default=0.0, init=False, repr=False, compare=False)
+    # Execution router (maker/taker policy). Injectable for tests; built from
+    # env at connect() when None. None/style=taker == legacy MARKET behavior.
+    exec_router: Any = field(default=None, repr=False, compare=False)
+    _exec_ttl_task: Optional[asyncio.Task] = field(default=None, init=False, repr=False, compare=False)
+    # trade_id → submitted KernelIntent for working maker quotes (retry/fallback rebuild)
+    _working_intents: Any = field(default=None, init=False, repr=False, compare=False)
+    # Monotonic ts of the last OWN fill seen on the WS account stream. The TTL
+    # handler refuses to re-quote within the hot window after any own fill —
+    # REST venue reconcile lags WS fills by seconds (live double-entry 2026-06-10).
+    _last_own_fill_mono: float = field(default=0.0, init=False, repr=False, compare=False)
 
     async def connect(self, initial_capital: float = 25000.0) -> None:
         """Connect data feed, venue, seed capital from exchange, start WS stream."""
         from collections import deque
         self._price_history = deque(maxlen=10)
+        self._price_histories = {}
+        self._own_fill_symbols = set()
         await self.data_feed.connect()
         venue = self.kernel.venue
+        # Back-reference for the venue's reconcile/cancel paths (2026-06-10):
+        # lets reconcile() fetch symbol-scoped fills for the slot's asset so
+        # maker fills reach the FSM. Was referenced in bingx_venue but never
+        # wired anywhere — silently dead until today.
+        try:
+            venue._kernel_ref = self.kernel
+        except Exception:
+            pass
         if hasattr(venue, "connect"):
             try:
                 result = venue.connect()
@@ -316,6 +363,12 @@ class PinkDirectRuntime:
         # 100K+ would cause a ~75K reconcile delta → capital_frozen=True.
         live_capital = await self._fetch_exchange_wallet_balance(initial_capital)
         _reconcile_position_slot(self.kernel, live_capital, slot_id=0)
+        try:
+            slot_asset = str(self.kernel.slot(0).asset or "") if self.kernel.max_slots > 0 else ""
+            if slot_asset:
+                self._own_fill_symbols.add(slot_asset.upper())
+        except Exception:
+            pass
 
         # Seed the kernel's atomic K-account from exchange truth.
         self.kernel.set_seed_capital(live_capital)
@@ -335,7 +388,33 @@ class PinkDirectRuntime:
             self._run_account_stream(), name="pink_account_stream"
         )
 
+        # Execution router: maker/taker policy layer. Built from env unless a
+        # test injected one. With style=taker (default) it is a pure pass-
+        # through and the TTL loop has nothing to do — legacy behavior.
+        if self.exec_router is None:
+            self.exec_router = ExecutionRouter(ExecConfig.from_env(), logger=self.logger)
+        self._working_intents = {}
+        self.logger.info("EXEC_ROUTER: style=%s entry_ttl=%.1fs exit_ttl=%.1fs "
+                         "miss=%s retries=%d exhaust=%s post_only=%s",
+                         self.exec_router.config.style,
+                         self.exec_router.config.entry_ttl_s,
+                         self.exec_router.config.exit_ttl_s,
+                         self.exec_router.config.entry_miss,
+                         self.exec_router.config.entry_retries,
+                         self.exec_router.config.retry_exhaust,
+                         self.exec_router.config.post_only)
+        self._exec_ttl_task = asyncio.create_task(
+            self._exec_ttl_loop(), name="pink_exec_ttl"
+        )
+
     async def disconnect(self) -> None:
+        if self._exec_ttl_task is not None:
+            self._exec_ttl_task.cancel()
+            try:
+                await self._exec_ttl_task
+            except asyncio.CancelledError:
+                pass
+            self._exec_ttl_task = None
         if self._account_stream_task is not None:
             self._account_stream_task.cancel()
             try:
@@ -506,6 +585,31 @@ class PinkDirectRuntime:
         except Exception as exc:
             self.logger.warning("Fee calibration failed: %s", exc)
 
+    def _fill_is_ours(self, event: Any) -> bool:
+        """Attribute a WS fill on the shared VST account to PINK or a foreign
+        system (PRODGREEN/BLUE/manual).
+
+        Order of evidence:
+          1. clientOrderId prefix "p-" — definitive PINK signature (BingX WS
+             currently does NOT echo it, but honour it if that changes).
+          2. A non-empty foreign clientOrderId — definitively not ours.
+          3. Symbol membership in the set of symbols PINK has ordered this
+             session (incl. the reconciled slot asset). PINK trades multiple
+             assets (BTC, TRX, ALGO, …) so this must NOT be a hardcoded symbol.
+          4. Unattributable (no cid, no symbol) — process it; the
+             ACCOUNT_UPDATE reseed bounds any contamination.
+        """
+        cid = str(getattr(event, "client_order_id", "") or "")
+        if cid.startswith("p-"):
+            return True
+        if cid:
+            return False
+        sym = str(getattr(event, "symbol", "") or "").upper()
+        if not sym:
+            return True
+        own = self._own_fill_symbols or set()
+        return sym in own
+
     async def _run_account_stream(self) -> None:
         """
         Background task: WS stream → kernel.on_account_event() → reconcile gate.
@@ -529,6 +633,26 @@ class PinkDirectRuntime:
         try:
             async for event in stream.subscribe():
                 if event.kind in {ExchangeEventKind.FULL_FILL, ExchangeEventKind.PARTIAL_FILL}:
+                    # Skip fills PINK does not own (e.g. PRODGREEN trading on
+                    # the shared VST account).  BingX WS delivers all fills on
+                    # the listen key regardless of origin.  Processing a foreign
+                    # fill contaminates K without a matching PINK intent,
+                    # causing a persistent reconcile delta.  Ownership is by
+                    # clientOrderId / session symbol set — PINK is multi-asset
+                    # (BTC, TRX, ALGO, …), never a hardcoded symbol.
+                    if self._fill_is_ours(event):
+                        # Latch for the exec-router TTL handler: an own fill
+                        # just happened; do NOT trust a stale-flat venue
+                        # snapshot to justify re-quoting (2026-06-10 live
+                        # double-entry: REST reconcile lagged the WS fill).
+                        self._last_own_fill_mono = time.monotonic()
+                    if not self._fill_is_ours(event):
+                        self.logger.info(
+                            "Foreign fill skipped: symbol=%s qty=%s cid=%r oid=%s",
+                            event.symbol, event.fill_qty,
+                            event.client_order_id, event.order_id,
+                        )
+                        continue
                     # Immediately predict+fold fee from model so K tracks E
                     # without waiting for FILL_SETTLED.  When FILL_SETTLED
                     # arrives with the actual fee, it replaces the prediction
@@ -583,6 +707,21 @@ class PinkDirectRuntime:
                         # crash recovery + session-to-session calibration continuity.
                         _persist_kernel_snapshot(self.kernel, self.logger)
                 elif event.kind == ExchangeEventKind.ACCOUNT_UPDATE:
+                    # BingX WS also sends position/margin-only ACCOUNT_UPDATE
+                    # frames with no USDT balance entry; the parser yields
+                    # wallet_balance=0 for those.  They carry no E-facts —
+                    # folding them zeroes e_available_margin (available_capital
+                    # =0.0) against a stale e_wallet and re-runs reconcile on
+                    # stale data (the 2026-06-09 stuck-freeze).  Drop them.
+                    if not (event.wallet_balance and event.wallet_balance > 0):
+                        continue
+                    # Re-seed K on every balance-bearing ACCOUNT_UPDATE (poll
+                    # gap-backfill AND live WS).  The exchange is the ledger of
+                    # record; the update carries the post-trade wallet balance
+                    # (wb = cash), so seeding from it keeps K ≈ E even when a
+                    # shared-account system (e.g. PRODGREEN) trades and moves
+                    # wb without PINK making a fill.
+                    self.kernel.reset_and_seed(float(event.wallet_balance))
                     result = self.kernel.on_account_event({
                         "kind": "ACCOUNT_UPDATE",
                         "wallet_balance": event.wallet_balance,
@@ -781,6 +920,303 @@ class PinkDirectRuntime:
         except Exception:
             pass
 
+    # ── Execution-router drivers ─────────────────────────────────────────────
+    # The router (dita_v2/exec_router.py) is pure policy; these methods are
+    # the only place its decisions touch the kernel/venue. Every await is
+    # followed by a state re-check: fills race cancels on a live venue.
+
+    _SLOT_OPENISH = ("PARTIAL_FILL", "POSITION_OPENED", "POSITION_OPEN",
+                     "EXIT_REQUESTED", "EXIT_SENT", "EXIT_ACKED", "EXIT_WORKING",
+                     "POSITION_PARTIALLY_CLOSED")
+
+    def _exec_slot_view(self) -> tuple[str, str, float]:
+        """(trade_id, fsm_state_name, size) of slot 0 — tolerant of mocks."""
+        try:
+            slot = self.kernel.slot(0)
+        except Exception:
+            return "", "", 0.0
+        stage = getattr(slot, "fsm_state", None)
+        stage_name = getattr(stage, "value", None) or str(stage or "")
+        return (str(getattr(slot, "trade_id", "") or ""), str(stage_name),
+                float(getattr(slot, "size", 0.0) or 0.0))
+
+    def _exec_plan_for(self, decision: Any, kernel_intent: KernelIntent,
+                       snapshot: Any) -> Any:
+        router = self.exec_router
+        if router is None:
+            return None
+        try:
+            ref = float(getattr(kernel_intent, "reference_price", 0.0) or 0.0)
+            side = getattr(kernel_intent, "side", None)
+            side_name = getattr(side, "value", None) or str(side or "SHORT")
+            if decision.action == DecisionAction.ENTER:
+                return router.plan_entry(
+                    trade_id=kernel_intent.trade_id, asset=kernel_intent.asset,
+                    position_side=side_name, reference_price=ref,
+                )
+            return router.plan_exit(
+                trade_id=kernel_intent.trade_id, asset=kernel_intent.asset,
+                position_side=side_name, reference_price=ref,
+                reason=str(getattr(decision, "reason", "") or ""),
+            )
+        except Exception as exc:
+            # Router failure must never block trading — degrade to legacy taker.
+            self.logger.warning("EXEC_ROUTER plan failed (%s) — taker fallback", exc)
+            return None
+
+    def _exec_after_submit(self, plan: Any, kernel_intent: KernelIntent,
+                           outcome: Any) -> None:
+        """Classify a maker submit: filled now, resting, or rejected.
+
+        Resting and rejected both register as working — a rejected post-only
+        quote registers with an already-expired deadline so the TTL loop
+        resolves it through the one shared miss/fallback path within a tick.
+        """
+        router = self.exec_router
+        if router is None:
+            return
+        try:
+            tid = kernel_intent.trade_id
+            slot_tid, stage, size = self._exec_slot_view()
+            filled = (
+                (plan.action == "ENTER" and slot_tid == tid and size > 0.0
+                 and stage in self._SLOT_OPENISH)
+                or (plan.action == "EXIT" and (
+                    slot_tid != tid or stage in ("POSITION_CLOSED", "CLOSED",
+                                                 "TRADE_TERMINAL_WRITTEN", "IDLE")))
+            )
+            if filled:
+                self._emit("exec_router", event="immediate_fill", action=plan.action,
+                           trade_id=tid, reason=plan.reason)
+                return
+            rejected = stage in ("ORDER_REJECTED", "EXIT_REJECTED")
+            wo = router.register_working(
+                trade_id=tid, asset=kernel_intent.asset,
+                position_side=(getattr(kernel_intent.side, "value", None)
+                               or str(kernel_intent.side)),
+                plan=plan,
+                base_trade_id=plan.metadata.get("base_trade_id") or tid,
+                retry_n=int(plan.metadata.get("retry_n", 0) or 0),
+            )
+            self._working_intents[tid] = kernel_intent
+            if rejected:
+                wo.deadline = router.clock()  # resolve immediately via TTL loop
+            self._emit("exec_router", event="working", action=plan.action,
+                       trade_id=tid, limit_price=plan.limit_price,
+                       ttl_s=plan.ttl_s, rejected=rejected, reason=plan.reason)
+            self.logger.info("EXEC_ROUTER working %s %s @ %.10g ttl=%.1fs%s",
+                             plan.action, tid, plan.limit_price, plan.ttl_s,
+                             " (post-only REJECTED — instant resolve)" if rejected else "")
+        except Exception as exc:
+            self.logger.warning("EXEC_ROUTER after-submit failed: %s", exc)
+
+    async def _exec_cancel_working(self, trade_id: str, *, reason: str) -> None:
+        """Cancel a working quote via the kernel (idempotent on the venue)."""
+        router = self.exec_router
+        intent = (self._working_intents or {}).get(trade_id)
+        if router is None or router.working(trade_id) is None:
+            return
+        try:
+            base = intent
+            cancel_intent = KernelIntent(
+                timestamp=datetime.now(timezone.utc),
+                intent_id=f"{trade_id}-cxl",
+                trade_id=trade_id,
+                slot_id=0,
+                asset=(base.asset if base is not None else ""),
+                side=(base.side if base is not None else DitaTradeSide.SHORT),
+                action=KernelCommandType.CANCEL,
+                reference_price=(base.reference_price if base is not None else 0.0),
+                target_size=(base.target_size if base is not None else 0.0),
+                leverage=(base.leverage if base is not None else 1.0),
+                reason=f"exec_router:{reason}",
+            )
+            await self.kernel.process_intent_async(cancel_intent)
+        except Exception as exc:
+            self.logger.warning("EXEC_ROUTER cancel %s failed: %s", trade_id, exc)
+        router.note_cancel(trade_id)
+        (self._working_intents or {}).pop(trade_id, None)
+        self._emit("exec_router", event="cancel", trade_id=trade_id, reason=reason)
+
+    def _exec_safe_to_requote(self, wo: Any) -> bool:
+        """True only when the venue is provably flat for a re-quote.
+
+        Fails SAFE (returns False) on: a recent own fill (REST reconcile lags
+        WS fills by seconds), any live exchange position, or any probe error.
+        """
+        if time.monotonic() - (self._last_own_fill_mono or 0.0) < 5.0:
+            return False
+        try:
+            venue = self.kernel.venue
+            rows = venue.open_positions() if hasattr(venue, "open_positions") else []
+            for row in rows or []:
+                qty = abs(float(row.get("positionAmt") or row.get("positionQty")
+                                or row.get("qty") or 0.0))
+                if qty > 1e-9:
+                    return False
+        except Exception as exc:
+            self.logger.warning("EXEC_ROUTER requote probe failed (%s) — fail safe", exc)
+            return False
+        return True
+
+    async def _exec_ttl_loop(self) -> None:
+        """1 s sweep: resolve expired maker quotes (fill-check → cancel →
+        miss policy / exit escalation). Scan cadence (~10 s) is too coarse
+        for 5–8 s TTLs, hence the dedicated task."""
+        try:
+            while True:
+                await asyncio.sleep(1.0)
+                router = self.exec_router
+                if router is None:
+                    continue
+                for wo in router.expired():
+                    try:
+                        await self._handle_expired_working(wo)
+                    except Exception as exc:
+                        self.logger.error("EXEC_ROUTER expiry handler failed for %s: %s",
+                                          wo.trade_id, exc, exc_info=True)
+        except asyncio.CancelledError:
+            raise
+
+    async def _handle_expired_working(self, wo: Any) -> None:
+        router = self.exec_router
+        if router is None or router.working(wo.trade_id) is None:
+            return  # already resolved (fill/cancel notification raced us)
+
+        # 1. Drain any late venue events first — the quote may already be filled.
+        await self.pump_venue_events()
+        if router.working(wo.trade_id) is None:
+            return
+
+        def _entry_filled() -> bool:
+            slot_tid, stage, size = self._exec_slot_view()
+            return slot_tid == wo.trade_id and size > 0.0 and stage in self._SLOT_OPENISH
+
+        def _exit_done() -> bool:
+            slot_tid, stage, size = self._exec_slot_view()
+            return (slot_tid != wo.trade_id or size <= 0.0
+                    or stage in ("POSITION_CLOSED", "CLOSED",
+                                 "TRADE_TERMINAL_WRITTEN", "IDLE"))
+
+        # 2. Cancel the quote (idempotent; CANCEL_REJECT on a filled order is
+        #    harmless). For a partially-filled entry this cancels the remainder.
+        intent = (self._working_intents or {}).get(wo.trade_id)
+        try:
+            cancel_intent = KernelIntent(
+                timestamp=datetime.now(timezone.utc),
+                intent_id=f"{wo.trade_id}-ttlcxl",
+                trade_id=wo.trade_id,
+                slot_id=0,
+                asset=wo.asset,
+                side=(intent.side if intent is not None else DitaTradeSide.SHORT),
+                action=KernelCommandType.CANCEL,
+                reference_price=(intent.reference_price if intent is not None else 0.0),
+                target_size=(intent.target_size if intent is not None else 0.0),
+                leverage=(intent.leverage if intent is not None else 1.0),
+                reason="exec_router:ttl_expired",
+            )
+            await self.kernel.process_intent_async(cancel_intent)
+        except Exception as exc:
+            self.logger.warning("EXEC_ROUTER ttl-cancel %s failed: %s", wo.trade_id, exc)
+        await self.pump_venue_events()
+
+        # 3. Re-classify after the cancel round-trip (fill may have raced it).
+        if wo.action == "ENTER" and _entry_filled():
+            router.note_fill(wo.trade_id)
+            (self._working_intents or {}).pop(wo.trade_id, None)
+            self._emit("exec_router", event="fill_after_ttl", trade_id=wo.trade_id)
+            return
+        if wo.action == "EXIT" and _exit_done():
+            router.note_fill(wo.trade_id)
+            (self._working_intents or {}).pop(wo.trade_id, None)
+            self._emit("exec_router", event="fill_after_ttl", trade_id=wo.trade_id)
+            return
+
+        router.note_cancel(wo.trade_id)
+        base_intent = (self._working_intents or {}).pop(wo.trade_id, None)
+
+        # 4. EXIT: never strand a position — escalate to MARKET, same trade_id.
+        if wo.action == "EXIT":
+            _tid, plan = router.market_fallback_plan(wo)
+            if base_intent is not None and not _exit_done():
+                market_exit = replace(
+                    base_intent,
+                    intent_id=f"{wo.trade_id}-mkt",
+                    order_type="MARKET", limit_price=0.0,
+                    timestamp=datetime.now(timezone.utc),
+                    metadata={**(base_intent.metadata or {}),
+                              "_time_in_force": "GTC",
+                              "_exec_reason": plan.reason},
+                )
+                market_exit = self._exit_intent_from_slot(market_exit)
+                self.logger.warning("EXEC_ROUTER exit TTL → MARKET fallback %s", wo.trade_id)
+                self._emit("exec_router", event="exit_market_fallback", trade_id=wo.trade_id)
+                await self.kernel.process_intent_async(market_exit)
+                await self.pump_venue_events()
+            return
+
+        # 5. ENTER miss policy: skip | retry (bounded) | market.
+        action = router.entry_miss_action(wo)
+        self._emit("exec_router", event="entry_miss", trade_id=wo.trade_id,
+                   action=action, retry_n=wo.retry_n)
+        if action == MissAction.SKIP or base_intent is None:
+            self.logger.info("EXEC_ROUTER entry miss %s → skip", wo.trade_id)
+            return
+        slot_tid, stage, size = self._exec_slot_view()
+        if size > 0.0 or stage in self._SLOT_OPENISH:
+            # Slot occupied (raced fill of remainder / another trade) — never
+            # double-enter.
+            self.logger.warning("EXEC_ROUTER entry miss %s: slot busy (%s) — skip",
+                                wo.trade_id, stage)
+            return
+        # Venue-truth gate (live double-entry fix, 2026-06-10): the kernel slot
+        # can show flat while the venue holds a position the REST reconcile has
+        # not surfaced yet. Re-quote ONLY when the venue is provably flat AND
+        # no own fill landed in the hot window. Ambiguity → skip; a skipped
+        # entry is always safe, a doubled position is not.
+        if not self._exec_safe_to_requote(wo):
+            self.logger.warning(
+                "EXEC_ROUTER entry miss %s: venue not provably flat "
+                "(recent own fill or live position) — skip requote", wo.trade_id)
+            self._emit("exec_router", event="requote_blocked", trade_id=wo.trade_id)
+            return
+        ref = 0.0
+        try:
+            # Multi-asset: prefer the working order's OWN asset history; the
+            # alias deque may track a different effective symbol.
+            hist = None
+            if self._price_histories is not None:
+                hist = self._price_histories.get(str(wo.asset or "").upper())
+            if not hist:
+                hist = self._price_history
+            if hist:
+                ref = float(hist[-1])
+        except Exception:
+            ref = 0.0
+        if ref <= 0.0:
+            ref = float(wo.plan.limit_price or 0.0)
+        if action == MissAction.RETRY:
+            new_tid, plan = router.retry_plan(wo, reference_price=ref)
+        else:  # MARKET
+            new_tid, plan = router.market_fallback_plan(wo)
+        new_intent = replace(
+            base_intent,
+            trade_id=new_tid, intent_id=new_tid,
+            timestamp=datetime.now(timezone.utc),
+            reference_price=(ref if ref > 0.0 else base_intent.reference_price),
+            order_type=plan.order_type,
+            limit_price=float(plan.limit_price or 0.0),
+            metadata={**(base_intent.metadata or {}),
+                      "_time_in_force": ("PostOnly" if plan.post_only else "GTC"),
+                      "_exec_reason": plan.reason},
+        )
+        self.logger.info("EXEC_ROUTER entry %s → %s as %s", wo.trade_id,
+                         action, new_tid)
+        outcome = await self.kernel.process_intent_async(new_intent)
+        if plan.is_maker:
+            self._exec_after_submit(plan, new_intent, outcome)
+        await self.pump_venue_events()
+
     async def pump_venue_events(
         self, snapshot: Any | None = None, *, market_state: Any = None
     ) -> int:
@@ -823,6 +1259,30 @@ class PinkDirectRuntime:
             ) != KernelDiagnosticCode.DUPLICATE_EVENT:
                 applied.append(event)
 
+        # Resolve working maker quotes against applied venue truth so the
+        # TTL loop never cancels an order the venue already terminalised.
+        if self.exec_router is not None:
+            for event in applied:
+                tid = str(getattr(event, "trade_id", "") or "")
+                if not tid or self.exec_router.working(tid) is None:
+                    continue
+                kind = getattr(getattr(event, "kind", None), "value", "") or str(
+                    getattr(event, "kind", "") or "")
+                status = getattr(getattr(event, "status", None), "value", "") or str(
+                    getattr(event, "status", "") or "")
+                if "FULL_FILL" in kind or status == "FILLED":
+                    self.exec_router.note_fill(tid)
+                    (self._working_intents or {}).pop(tid, None)
+                elif "CANCEL_ACK" in kind or status in ("CANCELED", "CANCELLED"):
+                    # Venue-side cancel (incl. post-only reject surfacing via
+                    # reconcile): do NOT drop the working order here — pull its
+                    # deadline to now so the TTL loop resolves it through the
+                    # one shared miss/escalation path (retry/market/skip per
+                    # config; exits always escalate to MARKET).
+                    wo = self.exec_router.working(tid)
+                    if wo is not None:
+                        wo.deadline = self.exec_router.clock()
+
         if applied and self.persistence is not None:
             slot_dict = self.kernel.slot(0).to_dict() if self.kernel.max_slots > 0 else {}
             persist_snapshot = snapshot
@@ -846,6 +1306,26 @@ class PinkDirectRuntime:
         # Exits are never frozen — only new ENTERs are blocked on reconcile ERROR.
         if getattr(self, "_enter_frozen", False):
             return "account reconcile ERROR — new ENTERs frozen until K≈E restored"
+        # SINGLE-SLOT INVARIANT (2026-06-10, after two live double-entries):
+        # never ENTER while the exchange shows ANY open position. A filled
+        # maker entry vanishes from openOrders; the symbol-less reconcile
+        # fetches no fills, reads the disappearance as a cancel, frees the
+        # slot, and the next scan re-enters → 2x position. The exchange
+        # position list is the truth that survives that misclassification.
+        if time.monotonic() - (getattr(self, "_last_own_fill_mono", 0.0) or 0.0) < 5.0:
+            return "own fill within hot window — entry deferred until state settles"
+        try:
+            venue = self.kernel.venue
+            rows = venue.open_positions() if hasattr(venue, "open_positions") else []
+            for row in rows or []:
+                qty = abs(float(row.get("positionAmt") or row.get("positionQty")
+                                or row.get("qty") or 0.0))
+                if qty > 1e-9:
+                    return (f"exchange holds open position "
+                            f"({row.get('symbol')} qty={qty}) — single-slot ENTER blocked")
+        except Exception as exc:
+            self.logger.warning("entry venue-position probe failed (%s) — blocking ENTER", exc)
+            return "venue position probe failed — fail safe, no ENTER without proof"
         """Return why an ENTER's sizing inputs are unsafe, or None if sound.
 
         notional = capital × fraction × leverage is self-limiting; the only way
@@ -891,6 +1371,110 @@ class PinkDirectRuntime:
             exit_size = policy_size if policy_ok else 0.0
         return replace(kernel_intent, target_size=exit_size)
 
+    def _effective_snapshot(self, snapshot: MarketSnapshot) -> tuple[MarketSnapshot, str]:
+        """Retarget the regime snapshot onto the TRADE asset (BLUE parity).
+
+        The data feed delivers the BTC-anchored eigen scan (regime signal:
+        vel_div, irp). The TRADE asset is a separate concern — BLUE selects
+        it per signal from the scan's ~50-asset universe via IRP (SYSTEM
+        BIBLE §5). Rules, in priority order:
+
+          1. Slot occupied → the slot's asset, priced from the universe
+             payload. Exits MUST evaluate the position's own price, never
+             the regime anchor's.
+          2. Flat + picker warm → IRP top candidate for the SHORT regime.
+          3. Flat + picker cold / no candidate → entries suppressed
+             (returned block reason; BLUE has no BTC fallback when IRP is
+             enabled).
+
+        Returns (snapshot, enter_block_reason). Empty reason = entries OK.
+        Also feeds the picker/sizer one observation per NEW scan (deduped on
+        scan_number inside the components).
+        """
+        import dataclasses as _dc
+
+        payload = snapshot.scan_payload if isinstance(snapshot.scan_payload, dict) else {}
+        scan_number = int(payload.get("scan_number") or snapshot.scan_number or 0)
+        vel_div = payload.get("vel_div")
+        if vel_div is None:
+            vel_div = snapshot.velocity_divergence
+        if self.alpha_sizer is not None and vel_div is not None:
+            try:
+                self.alpha_sizer.observe(vel_div, scan_number)
+            except Exception:
+                pass
+        if self.asset_picker is None:
+            return snapshot, ""
+        try:
+            self.asset_picker.observe(payload, scan_number)
+        except Exception as exc:
+            self.logger.warning("asset picker observe failed: %s", exc)
+
+        # 1. Open/working slot → follow its asset.
+        slot_asset = ""
+        try:
+            if self.kernel.max_slots > 0:
+                slot = self.kernel.slot(0)
+                if not slot.is_free():
+                    slot_asset = str(getattr(slot, "asset", "") or "").upper()
+        except Exception:
+            slot_asset = ""
+        if slot_asset:
+            if slot_asset == str(snapshot.symbol).upper():
+                return snapshot, ""
+            px = self.asset_picker.price_of(slot_asset)
+            if px is None or px <= 0:
+                # No universe price for the slot asset (e.g. adopted stray).
+                # Exits must not be evaluated at the anchor's price — a BTC
+                # price against a stray's entry price would fire a bogus SL.
+                self.logger.error(
+                    "no universe price for open slot asset %s — policy step "
+                    "degraded to HOLD (exit eval needs the asset's own price)",
+                    slot_asset)
+                return snapshot, f"all:no price for open slot asset {slot_asset}"
+            return _dc.replace(snapshot, symbol=slot_asset, price=float(px)), ""
+
+        # 2./3. Flat → IRP pick.
+        if not self.asset_picker.warm:
+            return snapshot, "IRP picker warming up — universe history incomplete"
+        choice = None
+        try:
+            choice = self.asset_picker.pick(direction=-1)
+        except Exception as exc:
+            self.logger.warning("asset picker rank failed: %s", exc)
+        if choice is None:
+            return snapshot, "no IRP candidate passed gates (BLUE: no fallback asset)"
+        asset, px, ars = choice
+        asset = str(asset).upper()
+        if asset == str(snapshot.symbol).upper():
+            return snapshot, ""
+        return _dc.replace(snapshot, symbol=asset, price=float(px)), ""
+
+    def _sizer_trade_feedback(self, acc: dict, slot_dict: dict) -> None:
+        """Close-out detection → feed realized PnL into the alpha layers.
+
+        Capital-delta PnL (net of fees) — the kernel's capital is the
+        authoritative ledger, and bucket/streak multipliers only need the
+        sign and rough magnitude.
+        """
+        if self.alpha_sizer is None or not self._sizer_open_tid:
+            return
+        open_tid = str(slot_dict.get("trade_id") or "") if slot_dict else ""
+        still_open = (
+            open_tid == self._sizer_open_tid
+            and float(slot_dict.get("size") or 0.0) > 0
+            and not slot_dict.get("closed", False)
+        )
+        if still_open:
+            return
+        pnl = float(acc.get("capital") or 0.0) - self._sizer_entry_capital
+        self._sizer_open_tid = ""
+        try:
+            self.alpha_sizer.record_close(pnl)
+            self.logger.info("alpha sizer feedback: trade closed pnl=%.4f", pnl)
+        except Exception:
+            pass
+
     async def step(self, snapshot: MarketSnapshot) -> Decision:
         """Single policy + execution cycle.
 
@@ -903,6 +1487,11 @@ class PinkDirectRuntime:
         6. Persist
         """
         market_state = self._update_market_state_runtime(snapshot)
+        # BLUE-parity retarget (2026-06-10): regime signal stays BTC-anchored,
+        # the TRADE asset comes from the slot (exits) or the IRP picker
+        # (entries). Must run BEFORE the fill pump / policy so every consumer
+        # below sees the trade asset's own price.
+        snapshot, _enter_block = self._effective_snapshot(snapshot)
         # Drain any late fills BEFORE the policy reads slot/account state, so a
         # resting LIMIT that filled since the last cycle is reflected.
         await self.pump_venue_events(snapshot, market_state=market_state)
@@ -939,7 +1528,16 @@ class PinkDirectRuntime:
                 closed=False,
             )
 
-        # Price history for DC gate — update before decide() so current tick is included
+        # Sizer feedback: detect a trade that closed since the last cycle.
+        self._sizer_trade_feedback(acc, slot_dict)
+
+        # Price history for DC gate — per effective asset (multi-asset since
+        # 2026-06-10). _price_history aliases the current asset's deque so the
+        # DC gate below reads a single-asset series.
+        if self._price_histories is not None:
+            from collections import deque as _deque
+            _sym = str(snapshot.symbol or "").upper()
+            self._price_history = self._price_histories.setdefault(_sym, _deque(maxlen=10))
         if self._price_history is not None and snapshot.price and snapshot.price > 0:
             self._price_history.append(float(snapshot.price))
 
@@ -955,6 +1553,15 @@ class PinkDirectRuntime:
         # dc_skip_contradicts = True → rising price during short window = HOLD.
         dc_blocked = self._dc_contradicts()
         decision = self.decision_engine.decide(snapshot, context, legacy_position)
+        if _enter_block:
+            _block_all = _enter_block.startswith("all:")
+            if decision.action == DecisionAction.ENTER or (
+                _block_all and decision.action == DecisionAction.EXIT
+            ):
+                import dataclasses
+                decision = dataclasses.replace(decision, action=DecisionAction.HOLD, reason="ASSET_PICKER_BLOCK")
+                self.logger.info("action blocked by asset picker: %s (vel_div=%.4f scan=%d)",
+                    _enter_block, self._last_vel_div, self._last_scan_number)
         if dc_blocked and decision.action == DecisionAction.ENTER:
             import dataclasses
             decision = dataclasses.replace(decision, action=DecisionAction.HOLD_DC_CONTRADICTED, reason="DC_CONTRADICT")
@@ -971,10 +1578,15 @@ class PinkDirectRuntime:
         intent = plan.intent
 
         # ACB boost (SYSTEM BIBLE §10): multiply intent leverage by the current boost
-        # factor from acb_processor_service. Capped at exchange_leverage_cap (3x).
+        # factor from acb_processor_service. Capped at the STRATEGY max leverage
+        # (decision config) — intent.leverage is fractional conviction; the
+        # integer exchange cap is applied separately at the venue boundary
+        # (map_internal_conviction_to_exchange_leverage). The old hardcoded
+        # min(3.0, …) silently clamped BLUE-parity conviction.
         if self._last_acb_boost != 1.0 and intent is not None:
             import dataclasses as _dc
-            boosted_lev = min(3.0, max(1.0, float(intent.leverage or 1.0) * self._last_acb_boost))
+            _lev_cap = float(getattr(self.decision_engine.config, "max_leverage", 3.0) or 3.0)
+            boosted_lev = min(_lev_cap, max(0.5, float(intent.leverage or 1.0) * self._last_acb_boost))
             intent = _dc.replace(intent, leverage=boosted_lev)
 
         if decision.action in {DecisionAction.ENTER, DecisionAction.EXIT}:
@@ -1014,8 +1626,63 @@ class PinkDirectRuntime:
                 # overshoot an open position.
                 kernel_intent = self._exit_intent_from_slot(kernel_intent)
 
+            # ── Execution router: decide HOW this intent reaches the venue ──
+            # (taker MARKET vs post-only maker LIMIT). Policy only — sizing,
+            # signal and TP logic above are untouched. plan=None or
+            # style=taker leaves kernel_intent exactly as built (legacy path).
+            exec_plan = self._exec_plan_for(decision, kernel_intent, snapshot)
+            if exec_plan is not None and exec_plan.suppress:
+                # Duplicate guard: a working maker quote already represents
+                # this action. Do not double-submit.
+                self.logger.info("EXEC_ROUTER suppress %s %s: %s",
+                                 decision.action.value, kernel_intent.trade_id,
+                                 exec_plan.reason)
+                self._emit("exec_router", event="suppress",
+                           action=decision.action.value,
+                           trade_id=kernel_intent.trade_id, reason=exec_plan.reason)
+                return decision
+            if exec_plan is not None and exec_plan.metadata.get("preempt_working"):
+                # Urgent exit preempting a resting maker exit: cancel the
+                # quote first so the MARKET close cannot double-fill.
+                await self._exec_cancel_working(kernel_intent.trade_id,
+                                                reason="urgent_exit_preempt")
+            if exec_plan is not None and exec_plan.order_type == "LIMIT":
+                kernel_intent = replace(
+                    kernel_intent,
+                    order_type="LIMIT",
+                    limit_price=float(exec_plan.limit_price),
+                    metadata={
+                        **(kernel_intent.metadata or {}),
+                        "_time_in_force": "PostOnly" if exec_plan.post_only else "GTC",
+                        "_exec_reason": exec_plan.reason,
+                    },
+                )
+
+            # Register the symbol BEFORE the order can fill so the account
+            # stream attributes the resulting WS fill to PINK.
+            try:
+                if intent.asset and self._own_fill_symbols is not None:
+                    self._own_fill_symbols.add(str(intent.asset).upper())
+            except Exception:
+                pass
+
+            # Alpha-layer feedback: remember which bucket sized this ENTER and
+            # the capital baseline, so the close can be credited back.
+            if decision.action == DecisionAction.ENTER and self.alpha_sizer is not None:
+                try:
+                    self.alpha_sizer.note_entry()
+                    self._sizer_open_tid = str(kernel_intent.trade_id or "")
+                    self._sizer_entry_capital = float(context.capital)
+                except Exception:
+                    pass
+
             outcome = await self.kernel.process_intent_async(kernel_intent)
 
+            # Maker quotes that did not terminally fill register as working
+            # so the TTL loop can cancel/retry/fall back.
+            if exec_plan is not None and exec_plan.is_maker:
+                self._exec_after_submit(exec_plan, kernel_intent, outcome)
+
             # Locate the source of any non-finite intent the kernel rejected:
             # log the full upstream provenance (snapshot price, account capital,
             # leverage, sizing) so a numerical error can be traced to its origin

prod/launch_dolphin_pink.py

@@ -288,19 +288,51 @@ def _build_runtime(*, phase: PinkPhase) -> PinkDirectRuntime:
     # DOLPHIN_PINK_VEL_DIV_THRESHOLD: relax for on-exchange debugging (e.g. -0.005).
     # Default -0.02 matches BLUE production. BLUE is unaffected.
     _vel_div_threshold = float(os.environ.get("DOLPHIN_PINK_VEL_DIV_THRESHOLD", "-0.02"))
+    # BLUE-parity sizing (SYSTEM BIBLE §6, restored 2026-06-10): cubic-convex
+    # dynamic leverage over [min, max] strategy conviction. BLUE production
+    # runs 0.5–8.0 convexity 3. The integer at-exchange leverage is derived
+    # separately at the venue boundary (prod/bingx/leverage.py conviction map,
+    # security-capped). Previously PINK pinned every entry at 3.0x flat.
+    _min_leverage = float(os.environ.get("DOLPHIN_PINK_MIN_LEVERAGE", "0.5"))
+    _max_leverage = float(os.environ.get("DOLPHIN_PINK_MAX_LEVERAGE", "8.0"))
+    _convexity = float(os.environ.get("DOLPHIN_PINK_LEVERAGE_CONVEXITY", "3.0"))
+    _vel_div_extreme = min(_vel_div_threshold * 2.5, -0.001)
     cfg = DecisionConfig(
         vel_div_threshold=_vel_div_threshold,
-        vel_div_extreme=min(_vel_div_threshold * 2.5, -0.001),
+        vel_div_extreme=_vel_div_extreme,
         fixed_tp_pct=float(os.environ.get("DOLPHIN_FIXED_TP_PCT", "0.0020")),
         max_hold_bars=int(os.environ.get("DOLPHIN_MAX_HOLD_BARS", "250")),
         capital_fraction=0.20,
-        max_leverage=3.0,
+        max_leverage=_max_leverage,
         allow_short=True,
         allow_long=False,
         policy_version="pink_ditav2_v1",
         exit_leg_ratios=_resolve_pink_exit_leg_ratios(phase),
     )
-    decision = DecisionEngine(cfg)
+    # BLUE-parity alpha components. Kill switches: DOLPHIN_PINK_ALPHA_SIZER=0
+    # restores the legacy flat-leverage formula; DOLPHIN_PINK_ASSET_SELECTION=0
+    # restores single-symbol (snapshot anchor) trading.
+    alpha_sizer = None
+    asset_picker = None
+    if _env_bool("DOLPHIN_PINK_ALPHA_SIZER", True):
+        from prod.clean_arch.dita_v2.blue_parity import PinkAlphaSizer
+        alpha_sizer = PinkAlphaSizer(
+            base_fraction=0.20,
+            min_leverage=_min_leverage,
+            max_leverage=_max_leverage,
+            leverage_convexity=_convexity,
+            vel_div_threshold=_vel_div_threshold,
+            vel_div_extreme=_vel_div_extreme,
+            use_dynamic_leverage=_env_bool("DOLPHIN_PINK_DYNAMIC_LEVERAGE", True),
+            use_alpha_layers=_env_bool("DOLPHIN_PINK_ALPHA_LAYERS", True),
+        )
+    if _env_bool("DOLPHIN_PINK_ASSET_SELECTION", True):
+        from prod.clean_arch.dita_v2.blue_parity import PinkAssetPicker
+        asset_picker = PinkAssetPicker(
+            lookback=int(os.environ.get("DOLPHIN_PINK_IRP_LOOKBACK", "0") or 0),
+            min_irp_alignment=float(os.environ.get("DOLPHIN_PINK_MIN_IRP_ALIGNMENT", "0.0")),
+        )
+    decision = DecisionEngine(cfg, sizer=alpha_sizer)
     intent = IntentEngine(cfg)
 
     # DITAv2 execution bundle: kernel + venue + control + Zinc + projection.
@@ -337,6 +369,8 @@ def _build_runtime(*, phase: PinkPhase) -> PinkDirectRuntime:
         persistence=persistence,
         market_state_runtime=market_state_runtime,
         hz_state_writer=hz_state_writer,
+        asset_picker=asset_picker,
+        alpha_sizer=alpha_sizer,
     )
 
 

prod/supervisor/dolphin-supervisord.conf

@@ -51,10 +51,14 @@ environment=PYTHONPATH="/mnt/dolphinng5_predict/prod:/mnt/dolphinng5_predict/pro
 [program:nautilus_trader]
 ; BLUE live-mainnet Nautilus trader. Canonical path is /mnt/dolphinng5_predict/prod/.
 ; DO NOT point this at /tmp/blue_runtime_mirror/ — /tmp is volatile and wiped on reboot.
+; autorestart=true (2026-06-10): pairs with the in-process scan-flow watchdog,
+; which exits 86 when the scan path stalls (3 silent deaf-trader incidents on
+; 2026-06-09). Operator stop via supervisorctl still sticks — autorestart only
+; applies to unexpected process death, not STOPPED state.
 command=/home/dolphin/siloqy_env/bin/python3 /mnt/dolphinng5_predict/prod/nautilus_event_trader.py
 directory=/mnt/dolphinng5_predict/prod
 autostart=false
-autorestart=false
+autorestart=true
 startsecs=10
 startretries=3
 stopwaitsecs=30
@@ -66,7 +70,7 @@ stdout_logfile_backups=10
 stderr_logfile=%(ENV_DOLPHIN_LOG_ROOT)s/supervisor/nautilus_trader-error.log
 stderr_logfile_maxbytes=50MB
 stderr_logfile_backups=10
-environment=PYTHONPATH="/mnt/dolphinng5_predict:/mnt/dolphinng5_predict/nautilus_dolphin:/mnt/dolphinng5_predict/prod",DOLPHIN_LOCAL_RUNTIME_ROOT="/mnt/dolphinng5_predict",PREFECT_API_URL="http://localhost:4200/api",PYTHONUNBUFFERED="1",DOLPHIN_DATA_VENUE="BINANCE",DOLPHIN_EXEC_VENUE="BINGX",DOLPHIN_BINGX_ENV="LIVE",DOLPHIN_BINGX_ALLOW_MAINNET="1",DOLPHIN_TRADER_ID="DOLPHIN-BINGX-001",DOLPHIN_BINGX_DEFAULT_LEVERAGE="1",DOLPHIN_BINGX_PREFER_WEBSOCKET="1",DOLPHIN_VOL_P60_THRESHOLD="0.00026414",DOLPHIN_ENABLE_ADVANCED_SL_LIVE="1",DOLPHIN_CATASTROPHIC_FLOOR_PCT="0.0120",DOLPHIN_OVERLAY_CATASTROPHIC_FLOOR_PCT="0.0050",DOLPHIN_OVERLAY_CATASTROPHIC_MAX_LOSS_USD="500",DOLPHIN_OVERLAY_ADVSL_LIVE="1",DOLPHIN_OVERLAY_ADVSL_MIN_BARS="6",DOLPHIN_OVERLAY_ADVSL_MFE_MAX_PCT="0.0020",DOLPHIN_OVERLAY_ADVSL_PRESSURE_MIN="1.85",DOLPHIN_OVERLAY_ADVSL_MAE_RISK_MIN="0.50",DOLPHIN_TRADE_LOG_DIR="/tmp/dolphin_logs/trader",DOLPHIN_MC_MODELS_DIR=""
+environment=PYTHONPATH="/mnt/dolphinng5_predict:/mnt/dolphinng5_predict/nautilus_dolphin:/mnt/dolphinng5_predict/prod",DOLPHIN_LOCAL_RUNTIME_ROOT="/mnt/dolphinng5_predict",PREFECT_API_URL="http://localhost:4200/api",PYTHONUNBUFFERED="1",DOLPHIN_DATA_VENUE="BINANCE",DOLPHIN_EXEC_VENUE="BINGX",DOLPHIN_BINGX_ENV="LIVE",DOLPHIN_BINGX_ALLOW_MAINNET="1",DOLPHIN_TRADER_ID="DOLPHIN-BINGX-001",DOLPHIN_BINGX_DEFAULT_LEVERAGE="1",DOLPHIN_BINGX_PREFER_WEBSOCKET="1",DOLPHIN_VOL_P60_THRESHOLD="0.00026414",DOLPHIN_ENABLE_ADVANCED_SL_LIVE="1",DOLPHIN_CATASTROPHIC_FLOOR_PCT="0.0120",DOLPHIN_OVERLAY_CATASTROPHIC_FLOOR_PCT="0.0050",DOLPHIN_OVERLAY_CATASTROPHIC_MAX_LOSS_USD="500",DOLPHIN_OVERLAY_ADVSL_LIVE="1",DOLPHIN_OVERLAY_ADVSL_MIN_BARS="6",DOLPHIN_OVERLAY_ADVSL_MFE_MAX_PCT="0.0020",DOLPHIN_OVERLAY_ADVSL_PRESSURE_MIN="1.85",DOLPHIN_OVERLAY_ADVSL_MAE_RISK_MIN="0.50",DOLPHIN_TRADE_LOG_DIR="/tmp/dolphin_logs/trader",DOLPHIN_MC_MODELS_DIR="",DOLPHIN_BINGX_BASE_URL_BACKUP="https://open-api.bingx.com"
 rlimit_as=2GB
 rlimit_nofile=1024
 
@@ -100,7 +104,7 @@ stdout_logfile=%(ENV_DOLPHIN_LOG_ROOT)s/supervisor/dolphin_live_pink.log
 stdout_logfile_maxbytes=50MB
 stdout_logfile_backups=10
 redirect_stderr=true
-environment=PYTHONPATH="/mnt/dolphinng5_predict:/mnt/dolphinng5_predict/nautilus_dolphin",PREFECT_API_URL="http://localhost:4200/api",PYTHONUNBUFFERED="1",DOLPHIN_DATA_VENUE="BINANCE",DOLPHIN_EXEC_VENUE="BINGX",DOLPHIN_BINGX_ENV="VST",DOLPHIN_BINGX_ALLOW_MAINNET="0",DOLPHIN_TRADER_ID="DOLPHIN-PINK-001",DOLPHIN_BINGX_DEFAULT_LEVERAGE="1",DOLPHIN_BINGX_PREFER_WEBSOCKET="1",DOLPHIN_BINGX_RECV_WINDOW_MS="60000",DOLPHIN_PINK_PHASE="single_leg",DOLPHIN_PINK_VOL_P60_THRESHOLD="0.00008000"
+environment=PYTHONPATH="/mnt/dolphinng5_predict:/mnt/dolphinng5_predict/nautilus_dolphin",PREFECT_API_URL="http://localhost:4200/api",PYTHONUNBUFFERED="1",DOLPHIN_DATA_VENUE="BINANCE",DOLPHIN_EXEC_VENUE="BINGX",DOLPHIN_BINGX_ENV="VST",DOLPHIN_BINGX_ALLOW_MAINNET="0",DOLPHIN_TRADER_ID="DOLPHIN-PINK-001",DOLPHIN_BINGX_DEFAULT_LEVERAGE="1",DOLPHIN_BINGX_PREFER_WEBSOCKET="1",DOLPHIN_BINGX_RECV_WINDOW_MS="60000",DOLPHIN_PINK_PHASE="single_leg",DOLPHIN_PINK_VOL_P60_THRESHOLD="0.00008000",DOLPHIN_BINGX_BASE_URL_BACKUP="https://open-api-vst.bingx.com",DOLPHIN_PINK_EXEC_STYLE="maker_both",DOLPHIN_PINK_MAKER_ENTRY_TTL_S="8",DOLPHIN_PINK_MAKER_EXIT_TTL_S="5",DOLPHIN_PINK_MAKER_ENTRY_MISS="retry",DOLPHIN_PINK_MAKER_ENTRY_RETRIES="1",DOLPHIN_PINK_MAKER_RETRY_EXHAUST="skip",DOLPHIN_PINK_MAKER_OFFSET_TICKS="1",DOLPHIN_PINK_POST_ONLY="1"
 
 ; DITAv2 — supervised kernel, launched separately from the legacy PINK/BLUE stack.
 [program:dita_v2]