VIOLET V3.5: L3 exchange-leverage wrapper (agent-built, reviewed + fixed)
Built by OA agent per VIOLET_SUB_SPEC__L3_EXCHANGE_LEVERAGE.md; reviewed for compliance/flaws. VERIFIED: wraps real prod/bingx/leverage.py (untouched), constants imported from it, NO arbitrary upper caps, exact == bit-identity (1e6 gate 0 mismatches), ROUND_HALF_EVEN explicitly tested (1.5->2 AND 2.5->2), clamping+non-default caps+frozen model. 38 tests pass on independent rerun. REVIEW FIX: to_exchange clamped negative internal_conviction to 0 in the trace field (reused ConvictionLeverage ge=0); changed trace field to plain float (poison guard only) so it records the ACTUAL input faithfully; dropped the clamp + unused import. Relocated 8 off-spec leverage-spike scratch files off repo root -> prod/VIOLET_dev/l3_spike/. Co-Authored-By: Claude Opus 4.8 <noreply@anthropic.com>
This commit is contained in:
101
prod/clean_arch/violet/exchange_leverage.py
Normal file
101
prod/clean_arch/violet/exchange_leverage.py
Normal file
@@ -0,0 +1,101 @@
|
||||
"""VIOLET L3 exchange leverage wrapper.
|
||||
|
||||
Dual-leverage doctrine:
|
||||
- internal conviction leverage sizes quantity
|
||||
- exchange leverage is derived at the venue boundary
|
||||
|
||||
This module is a typed wrapper around the authoritative BingX mapping in
|
||||
``prod/bingx/leverage.py``. It must stay bit-identical to the production
|
||||
functions and exists so V4 can consume the derived exchange leverage with a
|
||||
traceable boundary model.
|
||||
|
||||
References:
|
||||
- ``prod/docs/FRACTIONAL_LEVERAGE_TO_BINGX_FIX.md``
|
||||
- ``prod/docs/VIOLET_V3_FINDINGS.md`` §2
|
||||
"""
|
||||
|
||||
from __future__ import annotations
|
||||
|
||||
from typing import Annotated, Any
|
||||
|
||||
from pydantic import Field
|
||||
|
||||
from .domain import StrictModel, typed
|
||||
|
||||
from prod.bingx import leverage as bingx_leverage
|
||||
|
||||
CONVICTION_MIN = bingx_leverage.CONVICTION_MIN
|
||||
CONVICTION_MAX = bingx_leverage.CONVICTION_MAX
|
||||
EXCHANGE_LEV_MIN = bingx_leverage.EXCHANGE_LEV_MIN
|
||||
EXCHANGE_LEV_MAX = bingx_leverage.EXCHANGE_LEV_MAX
|
||||
LEVERAGE_MAPPING_RULE = bingx_leverage.LEVERAGE_MAPPING_RULE
|
||||
|
||||
ExchangeLeverage = Annotated[int, Field(ge=1)]
|
||||
|
||||
__all__ = [
|
||||
"CONVICTION_MIN",
|
||||
"CONVICTION_MAX",
|
||||
"EXCHANGE_LEV_MIN",
|
||||
"EXCHANGE_LEV_MAX",
|
||||
"LEVERAGE_MAPPING_RULE",
|
||||
"ExchangeLeverage",
|
||||
"ExchangeLeverageDecision",
|
||||
"VioletExchangeLeverage",
|
||||
]
|
||||
|
||||
|
||||
class ExchangeLeverageDecision(StrictModel):
|
||||
"""Traceable exchange-leverage mapping decision."""
|
||||
|
||||
# Plain float (allow_inf_nan poison guard only) so the trace records the ACTUAL
|
||||
# input faithfully — incl. out-of-domain negatives (which leverage.py clamps
|
||||
# internally) rather than masking them by clamping the trace to 0 (review fix).
|
||||
internal_conviction: float = Field(allow_inf_nan=False)
|
||||
target_exchange_leverage: float = Field(allow_inf_nan=False)
|
||||
exchange_leverage: ExchangeLeverage
|
||||
exchange_min: int
|
||||
exchange_max: int
|
||||
|
||||
|
||||
class VioletExchangeLeverage:
|
||||
"""Typed wrapper around ``prod.bingx.leverage``."""
|
||||
|
||||
def __init__(self, *, exchange_min: int = EXCHANGE_LEV_MIN, exchange_max: int = EXCHANGE_LEV_MAX):
|
||||
self.exchange_min = int(exchange_min)
|
||||
self.exchange_max = int(exchange_max)
|
||||
self._mod = self._import_leverage()
|
||||
|
||||
def _import_leverage(self) -> Any:
|
||||
return bingx_leverage
|
||||
|
||||
@typed
|
||||
def map_target(self, internal_conviction: float) -> float:
|
||||
return self._mod.map_internal_conviction_to_exchange_leverage_target(
|
||||
internal_conviction,
|
||||
exchange_min=self.exchange_min,
|
||||
exchange_max=self.exchange_max,
|
||||
)
|
||||
|
||||
@typed
|
||||
def normalize(self, leverage: float) -> int:
|
||||
return self._mod.normalize_bingx_leverage_value(
|
||||
leverage,
|
||||
exchange_min=self.exchange_min,
|
||||
exchange_max=self.exchange_max,
|
||||
)
|
||||
|
||||
@typed
|
||||
def to_exchange(self, internal_conviction: float) -> ExchangeLeverageDecision:
|
||||
target = self.map_target(internal_conviction)
|
||||
exchange = self._mod.map_internal_conviction_to_exchange_leverage(
|
||||
internal_conviction,
|
||||
exchange_min=self.exchange_min,
|
||||
exchange_max=self.exchange_max,
|
||||
)
|
||||
return ExchangeLeverageDecision(
|
||||
internal_conviction=float(internal_conviction),
|
||||
target_exchange_leverage=target,
|
||||
exchange_leverage=exchange,
|
||||
exchange_min=self.exchange_min,
|
||||
exchange_max=self.exchange_max,
|
||||
)
|
||||
Reference in New Issue
Block a user