Snapshot PINK DITAv2 system + Sprint 0 flaw-fix verification
First commit of the previously-untracked PINK-on-DITAv2 migration system (execution moves to the Rust kernel; policy stays on legacy DITA, so Alpha Engine algorithmic integrity is preserved). BLUE is untouched. Sprint 0 (safety snapshot + flaw-fix verification, MARKET single-leg scope): - Verified Rust FSM fixes (flaws 2,4,10,11,13) by source read of lib.rs. - Hardened 5 vacuous/guarded assertions in test_flaws.py so each flaw test genuinely exercises its fix. Most important: Flaw 5 now asserts capital moves by EXACTLY realized PnL (was entering/exiting at the same price). - Offline suites: 533 passed, 0 failed (35 flaws + 402 kernel/accounting/ bridge + 96 runtime/persistence/multi-exit/restart/seams). - GATE PASS: MARKET-path-critical flaws 1,2,5 confirmed fixed + green. - Added SPRINT0_FLAW_VERIFICATION.md report and _rust_kernel/.gitignore (excludes Rust target/ build artifacts). LIMIT/partial-fill remain explicitly out of scope (MARKET-only bring-up). Co-Authored-By: Claude Opus 4.8 <noreply@anthropic.com>
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Codex
209
prod/clean_arch/dita_v2/mock_venue.py
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209
prod/clean_arch/dita_v2/mock_venue.py
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"""Deterministic mock venue for DITAv2 tests."""
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from __future__ import annotations
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from dataclasses import dataclass, field
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from datetime import datetime, timezone
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from typing import Any, Dict, List, Optional
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import itertools
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from .contracts import (
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KernelCommandType,
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KernelEventKind,
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KernelIntent,
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TradeSide,
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VenueEvent,
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VenueEventStatus,
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VenueOrder,
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VenueOrderStatus,
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)
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from .venue import VenueAdapter
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@dataclass(frozen=True)
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class MockVenueScenario:
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"""Failure knobs for the mock venue."""
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reject_entries: bool = False
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reject_exits: bool = False
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partial_fill_ratio: float = 1.0
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cancel_reject: bool = False
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emit_ack_before_fill: bool = True
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emit_fill_on_submit: bool = False
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entry_partial_fill_ratio: float = 1.0
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exit_partial_fill_ratio: float = 1.0
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class MockVenueAdapter(VenueAdapter):
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"""Scriptable mock venue with BingX-shaped response semantics."""
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def __init__(self, scenario: Optional[MockVenueScenario] = None):
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self.scenario = scenario or MockVenueScenario()
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self._order_seq = itertools.count(1)
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self._event_seq = itertools.count(1)
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self._open_orders: Dict[str, VenueOrder] = {}
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self._open_positions: Dict[str, Dict[str, Any]] = {}
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def submit(self, intent: KernelIntent) -> List[VenueEvent]:
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is_entry = intent.action == KernelCommandType.ENTER
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should_reject = self.scenario.reject_entries if is_entry else self.scenario.reject_exits
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order_id = f"V-{next(self._order_seq):08d}"
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client_id = f"{intent.trade_id}:{intent.intent_id}"
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order = VenueOrder(
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internal_trade_id=intent.trade_id,
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venue_order_id=order_id,
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venue_client_id=client_id,
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side=intent.side,
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intended_size=float(intent.target_size),
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status=VenueOrderStatus.NEW,
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metadata={"intent_id": intent.intent_id, "action": intent.action.value, "slot_id": intent.slot_id, "asset": intent.asset},
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)
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if should_reject:
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order = VenueOrder(
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internal_trade_id=order.internal_trade_id,
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venue_order_id=order.venue_order_id,
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venue_client_id=order.venue_client_id,
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side=order.side,
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intended_size=order.intended_size,
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filled_size=0.0,
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average_fill_price=0.0,
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status=VenueOrderStatus.REJECTED,
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metadata=dict(order.metadata),
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)
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return [self._event_from_order(intent, order, KernelEventKind.ORDER_REJECT, VenueEventStatus.REJECTED, reason="MOCK_REJECT")]
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self._open_orders[order_id] = order
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events: List[VenueEvent] = []
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if self.scenario.emit_ack_before_fill or not self.scenario.emit_fill_on_submit:
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events.append(self._event_from_order(intent, order, KernelEventKind.ORDER_ACK, VenueEventStatus.ACKED))
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if self.scenario.emit_fill_on_submit or self.scenario.partial_fill_ratio > 0:
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if is_entry:
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effective_ratio = self.scenario.entry_partial_fill_ratio if self.scenario.entry_partial_fill_ratio != 1.0 else self.scenario.partial_fill_ratio
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else:
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effective_ratio = self.scenario.exit_partial_fill_ratio if self.scenario.exit_partial_fill_ratio != 1.0 else self.scenario.partial_fill_ratio
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fill_ratio = max(0.0, min(1.0, float(effective_ratio)))
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fill_size = float(intent.target_size) * fill_ratio
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event_kind = KernelEventKind.FULL_FILL if fill_ratio >= 1.0 else KernelEventKind.PARTIAL_FILL
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event_status = VenueEventStatus.FILLED if fill_ratio >= 1.0 else VenueEventStatus.PARTIALLY_FILLED
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fill_event = self._event_from_order(
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intent,
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order,
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event_kind,
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event_status,
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price=float(intent.reference_price or 0.0),
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fill_size=fill_size,
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remaining_size=max(0.0, float(intent.target_size) - fill_size),
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)
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events.append(fill_event)
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order = VenueOrder(
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internal_trade_id=order.internal_trade_id,
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venue_order_id=order.venue_order_id,
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venue_client_id=order.venue_client_id,
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side=order.side,
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intended_size=order.intended_size,
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filled_size=fill_size,
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average_fill_price=float(intent.reference_price or 0.0),
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status=VenueOrderStatus.FILLED if fill_ratio >= 1.0 else VenueOrderStatus.PARTIALLY_FILLED,
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metadata=dict(order.metadata),
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)
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self._open_orders[order_id] = order
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return events
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def cancel(self, order: VenueOrder, *, reason: str = "") -> List[VenueEvent]:
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if self.scenario.cancel_reject:
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return [
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self._event_from_order(
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self._dummy_intent(order),
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order,
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KernelEventKind.CANCEL_REJECT,
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VenueEventStatus.CANCELED_REJECTED,
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reason=reason or "MOCK_CANCEL_REJECT",
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)
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]
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existing = self._open_orders.get(order.venue_order_id, order)
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canceled = VenueOrder(
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internal_trade_id=existing.internal_trade_id,
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venue_order_id=existing.venue_order_id,
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venue_client_id=existing.venue_client_id,
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side=existing.side,
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intended_size=existing.intended_size,
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filled_size=existing.filled_size,
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average_fill_price=existing.average_fill_price,
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status=VenueOrderStatus.CANCELED,
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metadata=dict(existing.metadata),
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)
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self._open_orders.pop(order.venue_order_id, None)
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return [
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self._event_from_order(
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self._dummy_intent(order),
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canceled,
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KernelEventKind.CANCEL_ACK,
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VenueEventStatus.CANCELED,
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reason=reason or "MOCK_CANCEL_ACK",
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)
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]
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def open_orders(self) -> List[VenueOrder]:
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return list(self._open_orders.values())
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def open_positions(self) -> List[Dict[str, Any]]:
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return list(self._open_positions.values())
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def reconcile(self) -> List[VenueEvent]:
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return []
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def _dummy_intent(self, order: VenueOrder) -> KernelIntent:
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return KernelIntent(
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timestamp=datetime.now(timezone.utc),
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intent_id=order.venue_client_id,
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trade_id=order.internal_trade_id,
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slot_id=int(order.metadata.get("slot_id", 0)),
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asset=str(order.metadata.get("asset", "")),
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side=order.side,
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action=KernelCommandType.EXIT if order.metadata.get("action") == "EXIT" else KernelCommandType.ENTER,
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reference_price=float(order.metadata.get("reference_price", 0.0)),
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target_size=float(order.intended_size),
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leverage=float(order.metadata.get("leverage", 1.0)),
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reason=str(order.metadata.get("reason", "")),
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metadata=dict(order.metadata),
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)
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def _event_from_order(
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self,
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intent: KernelIntent,
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order: VenueOrder,
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kind: KernelEventKind,
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status: VenueEventStatus,
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*,
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price: Optional[float] = None,
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fill_size: float = 0.0,
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remaining_size: float = 0.0,
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reason: str = "",
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) -> VenueEvent:
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event = VenueEvent(
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timestamp=datetime.now(timezone.utc),
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event_id=f"EV-{next(self._event_seq):08d}",
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trade_id=intent.trade_id,
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slot_id=intent.slot_id,
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kind=kind,
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status=status,
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venue_order_id=order.venue_order_id,
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venue_client_id=order.venue_client_id,
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side=order.side,
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asset=intent.asset,
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price=float(price if price is not None else intent.reference_price or 0.0),
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size=float(intent.target_size),
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filled_size=float(fill_size),
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remaining_size=float(remaining_size),
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reason=reason,
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raw_payload={
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"status": status.value,
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"orderId": order.venue_order_id,
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"clientOrderId": order.venue_client_id,
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"symbol": intent.asset,
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"side": order.side.value,
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"action": intent.action.value,
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},
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metadata={"intent_id": intent.intent_id, "action": intent.action.value},
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)
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return event
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