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Snapshot PINK DITAv2 system + Sprint 0 flaw-fix verification

Browse Source 
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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# CRITICAL: DITAv2 Execution Kernel — 13 Structural Flaws
**Analysis date:** 2026-05-30
**Analyst:** Systematic code review across Rust kernel, Python bridge, venue adapters, and test infrastructure
**Scope:** Full DITAv2 pipeline — `kernel.py` → `rust_backend.py` → `_rust_kernel/src/lib.rs` → `bingx_venue.py` → `bingx_direct.py` → BingX REST
---
## How to read this document
Each flaw follows the same structure:
| Section | What you'll find |
|---------|-----------------|
| **Location** | File path(s) and approximate line numbers |
| **Nature** | What kind of defect — structural, logic, protocol, edge-case, missing-feature |
| **Downstream effect** | What breaks in practice, not just what the code does wrong |
| **Exploit / trigger** | The exact sequence of events that manifests the bug |
| **Why it's not caught** | Why existing tests (142/142 pass) don't detect it |
| **Fix strategy** | High-level approach; no patch code here |
---
## Flaw 1: Entry-order cancellation is structurally broken
**Location:** `rust_backend.py` lines ~470–475 (Python bridge), `_rust_kernel/src/lib.rs` lines ~660–685 (Rust `process_intent` CANCEL branch), `_rust_kernel/src/lib.rs` lines ~740–748 (Rust `on_venue_event` CANCEL_ACK branch)
**Nature:** Missing feature / logic gap — two-layer hole
### Downstream effect
A CANCEL intent submitted for an entry order (slot in `ORDER_REQUESTED` or `ENTRY_WORKING`) is silently ignored. The venue is never called, so the order remains live on the exchange. The caller receives an `accepted=False, diagnostic_code=NO_ACTIVE_EXIT_ORDER` outcome but no error is raised — normal execution continues.
With MARKET orders (the only type tested in the 142-scenario suite), this doesn't matter because the order fills in 1–3 seconds, arriving before the CANCEL even runs or making the CANCEL economically irrelevant. With LIMIT orders (per `CRITICAL_NEEDED_PARTIAL_FILL_SUPPORT.md`), resting orders on the book would be **structurally impossible to cancel** through the kernel.
### Exact code path
**Layer 1 — Python bridge (rust_backend.py):**
```python
elif intent.action == KernelCommandType.CANCEL:
emitted_events = self.venue.cancel(
self.slot(intent.slot_id).active_exit_order, # ← None for entry-only slots
...
) if self.slot(intent.slot_id).active_exit_order else [] # ← always []
```
The guard `if self.slot(...).active_exit_order` evaluates to `False` for any slot that only has an entry order. `emitted_events` stays `[]`. The venue's `cancel()` is never called.
**Layer 2 — Rust kernel process_intent (lib.rs):**
```rust
KernelCommandType::CANCEL => {
if slot.active_exit_order.is_none() {
return KernelResult {
outcome: KernelOutcome {
accepted: false,
diagnostic_code: KernelDiagnosticCode::NO_ACTIVE_EXIT_ORDER,
...
},
...
};
}
// ... code only reachable if active_exit_order.is_some()
}
```
The Rust kernel also only looks for an exit order. It returns `NO_ACTIVE_EXIT_ORDER` for entry cancels.
**Layer 3 — Rust kernel on_venue_event CANCEL_ACK (lib.rs):**
```rust
KernelEventKind::CANCEL_ACK => {
if slot.active_exit_order.is_some() {
slot.active_exit_order = None;
slot.fsm_state = TradeStage::POSITION_OPEN;
}
}
```
Even if a CANCEL_ACK somehow arrived for an entry order, the Rust FSM has no branch to transition `ENTRY_WORKING → IDLE` on cancel. The slot would remain stuck.
### Why it's not caught
The test suite has:
- `cancel_entry_order` — ENTER → sleep 1s → CANCEL. By 1s the MARKET order has filled, so the slot is already POSITION_OPEN, making the CANCEL technically valid against active_exit_order? No — it's active_entry_order that's filled. But wait: when the entry fills, the Rust kernel transitions to POSITION_OPEN and keeps `active_entry_order` in place (filled state). `active_exit_order` is still None. So the CANCEL still hits NO_ACTIVE_EXIT_ORDER. But the test only checks that capital is positive and exchange is flat — it never checks `outcome.accepted` or `outcome.diagnostic_code` for the CANCEL call.
- `cancel_idempotent` — Same pattern: ENTER → sleep 0.5s → CANCEL.
- `double_cancel` — Same.
- All checks are pass/fail on capital + exchange flatness, not on whether the cancel actually did anything.
### Fix strategy
1. Add an `order_action` field to `KernelIntent` (or use existing `action`) to distinguish entry-cancel from exit-cancel
2. In the Python bridge, call `venue.cancel()` on `active_entry_order` when the intent is CANCEL and `active_exit_order` is None
3. In the Rust kernel, add an `active_entry_order` branch to `process_intent(CANCEL)` that transitions `ENTRY_WORKING / ORDER_REQUESTED → IDLE`
4. In the Rust kernel, add an `active_entry_order` branch to `on_venue_event(CANCEL_ACK)` that transitions to IDLE
---
## Flaw 2: Rust CANCEL FSM has no entry-order reset path
**Location:** `_rust_kernel/src/lib.rs` lines ~740–748
**Nature:** Missing FSM case — the `on_venue_event` handler for `CANCEL_ACK` only handles exit orders
### Downstream effect
Even if the Python bridge were fixed to call `venue.cancel()` on the active entry order (fixing Flaw 1), and even if BingX returned a successful cancel-ack, the Rust kernel **would not update the slot state**. The slot would remain in `ENTRY_WORKING` with `active_entry_order` still attached. The kernel would believe the order is still live on the exchange.
No subsequent `ENTER` intent would be accepted (SLOT_BUSY). The slot would be permanently deadlocked until a manual `reconcile_from_slots` overwrites it.
### Exact code path
```rust
KernelEventKind::CANCEL_ACK => {
if slot.active_exit_order.is_some() {
slot.active_exit_order = None;
slot.fsm_state = TradeStage::POSITION_OPEN;
}
// No else branch — silent no-op for entry cancels
}
```
The full FSM transition matrix for CANCEL_ACK should include:
- `ENTRY_WORKING, active_entry_order.is_some()` → clear entry order, set IDLE
- `EXIT_WORKING, active_exit_order.is_some()` → clear exit order, set POSITION_OPEN (existing code)
### Why it's not caught
Same reason as Flaw 1 — the cancel never fires, so CANCEL_ACK never arrives. The code path has never been exercised.
### Fix strategy
Add an `else if` branch:
```rust
} else if slot.active_entry_order.is_some() {
slot.active_entry_order = None;
slot.trade_id.clear();
slot.asset.clear();
slot.side = TradeSide::FLAT;
slot.size = 0.0;
slot.initial_size = 0.0;
slot.fsm_state = TradeStage::IDLE;
}
```
---
## Flaw 3: Python `process_intent` overwrites outcome with mixed-epoch state
**Location:** `rust_backend.py` lines ~490–505
**Nature:** Data consistency — returned `KernelOutcome` mixes pre-venue and post-venue state
### Downstream effect
Any caller inspecting the returned `KernelOutcome` from `process_intent()` gets misleading information:
- `diagnostic_code` is from the Rust kernel's pre-venue opinion
- `state` is from the slot **after** venue events were processed
- `transitions` only contains pre-venue transitions
- `emitted_events` correctly contains post-venue events
A caller checking `outcome.accepted == True` and `outcome.state == ORDER_REQUESTED` (the Rust kernel's initial state) would be wrong — the slot is actually already in `POSITION_OPEN` because the fill arrived within the same function call.
### Exact code path
```python
result = _get_rust().process_intent(...) # Rust: IDLE → ORDER_REQUESTED
outcome = _outcome_from_payload(result["outcome"]) # state=ORDER_REQUESTED
# ... venue.submit() ... on_venue_event() ... transitions slot through ENTRY_WORKING → POSITION_OPEN
final_slot = self._get_slot(outcome.slot_id) # fsm_state=POSITION_OPEN now
final_outcome = KernelOutcome(
state=final_slot.fsm_state, # POSITION_OPEN ← post-venue
diagnostic_code=outcome.diagnostic_code, # OK ← pre-venue
transitions=outcome.transitions, # [IDLE→ORDER_REQUESTED] ← incomplete
emitted_events=tuple(emitted_events), # [ORDER_ACK, FULL_FILL] ← correct
)
```
### Why it's not caught
No test inspects `outcome.transitions` or validates that `outcome.state` matches `outcome.diagnostic_code`. The `outcome_inspect_entry` test (`_gen_test.py` body) checks `len(info["transitions"]) > 0` — which passes because there's at least one — and `info["diagnostic"] == "OK"`. It doesn't check that the state in the outcome matches the diagnostic or that all transitions are present.
### Fix strategy
Either:
1. Re-read the Rust outcome after venue events complete (costly — additional FFI call), or
2. Emit the venue-event transitions back from `on_venue_event` and append them to the returned outcome, or
3. Document that `outcome.transitions` is a partial snapshot and the caller should inspect the slot directly via `k.slot(n)` for current state
---
## Flaw 4: Multi-leg exit final leg can double-close and double-settle
**Location:** `_rust_kernel/src/lib.rs` lines ~775–830, specifically the `apply_fill` exit path in `on_venue_event`
**Nature:** Logic error — redundant state mutation
### Downstream effect
When a FULL_FILL closes the last leg of a multi-leg exit, the Rust kernel sets `slot.fsm_state = CLOSED` and `slot.closed = true` in two separate code blocks. Block A does it based on `active_leg_index`, block B does it independently based on `slot.size <= 1e-12`. Both blocks run on the same event.
In practice this doesn't double-settle because the Python side processes a single `on_venue_event` call. But the slot state after the event is unpredictable — block B clears `active_entry_order` and `active_exit_order` that block A left in place. If any code path depends on inspecting the orders after a close (e.g., for journaling), it sees inconsistent state.
### Exact code path
```rust
// Block A (lines ~780-800):
if slot.active_leg_index >= slot.exit_leg_ratios.len() {
slot.closed = true;
slot.fsm_state = TradeStage::CLOSED;
slot.active_exit_order = None;
}
// Block B (lines ~810-830), runs unconditionally after block A:
if !partial {
slot.consume_exit_leg(); // advances leg index
if slot.size <= 1e-12 {
slot.closed = true; // redundant
slot.fsm_state = TradeStage::CLOSED; // redundant
slot.active_exit_order = None; // redundant
slot.active_entry_order = None; // extra — block A didn't do this
}
}
```
### Why it's not caught
The multi-leg exit tests (`multi_leg_exit`, `x4_partial_hold_exit`, all leg ratio variants) check capital integrity and exchange flatness. They don't inspect the slot's `active_entry_order` or `active_exit_order` after exit. The final capital assertion passes because `settle()` is called once per `on_venue_event` call regardless of how many times the slot's internal flags toggle.
### Fix strategy
Restructure `apply_fill` for exit fills so there's a single point where `CLOSED` is set:
- If `active_leg_index >= ratios.len()` **or** `size <= 1e-12` after the fill → set CLOSED
- Not both independently
---
## Flaw 5: Capital settlement only triggers on terminal states
**Location:** `rust_backend.py` lines ~520–525
**Nature:** Accounting accuracy — intra-trade realized PnL invisible to account projection
### Downstream effect
When a LIMIT order partially fills (PARTIALLY_FILLED event), the Rust kernel correctly accumulates realized PnL on the slot:
```rust
slot.realized_pnl += realized;
```
But the Python bridge only pushes PnL to the account on terminal transitions:
```python
if slot.fsm_state in {TradeStage.CLOSED, TradeStage.TRADE_TERMINAL_WRITTEN} and slot.realized_pnl != 0.0:
self.account.settle(slot.realized_pnl)
```
During a partial fill that leaves the slot in EXIT_WORKING, the accumulated PnL sits on the slot but never reaches `account.snapshot.capital`. For a LIMIT order that partially fills over several minutes, the system's view of available capital is **stale** during the entire fill window. This could cause the system to incorrectly calculate available margin for concurrent positions.
### Exact trigger
1. Slot is in POSITION_OPEN with size=1.0
2. EXIT intent → slot moves to EXIT_WORKING
3. Venue sends PARTIALLY_FILLED: filled_size=0.3, remaining_size=0.7
4. Rust: slot.realized_pnl += +2.50 (3% gain on 30% of position)
5. Python: slot.fsm_state == EXIT_WORKING (not CLOSED) → settle() is NOT called
6. `account.snapshot.capital` still shows pre-exit value
7. Venue sends FULL_FILL: filled_size=0.7, remaining_size=0.0
8. Rust: slot.realized_pnl += +5.83 (remaining), total = 8.33
9. Python: slot.fsm_state == CLOSED → settle(8.33) → capital jumps by full amount
For 3 minutes between step 4 and step 7, all downstream consumers see wrong capital.
### Why it's not caught
All 142 tests use MARKET orders that fill instantly in one shot. There is never a multi-event fill sequence for a single order. The non-instant fills come from multi-leg exits (multiple MARKET orders), where each exit is a separate `process_intent` call with its own `on_venue_event` cycle, and each eventually reaches CLOSED independently.
### Fix strategy
Change the settle trigger to fire on **any realized PnL change**, not just on terminal state transitions:
```python
if slot.realized_pnl != self._last_settled_pnl.get(slot.slot_id, 0.0):
incremental = slot.realized_pnl - self._last_settled_pnl[slot.slot_id]
self.account.settle(incremental)
self._last_settled_pnl[slot.slot_id] = slot.realized_pnl
```
Or simpler: settle the delta every time `on_venue_event` processes a fill event, regardless of slot state.
---
## Flaw 6: `_legacy_intent()` silently drops `order_type` and `limit_price`
**Location:** `bingx_venue.py` lines ~280–295
**Nature:** Chain break — data loss at the Python level
### Downstream effect
The `CRITICAL_NEEDED_PARTIAL_FILL_SUPPORT.md` spec adds `order_type` and `limit_price` to `KernelIntent`. But there are **two** venue adapters, and one of them strips the new fields:
**BingxVenueAdapter** receives `KernelIntent` and converts to `LegacyIntent`:
```python
def submit(self, intent: KernelIntent) -> List[VenueEvent]:
receipt = self._call_backend("submit_intent", self._legacy_intent(intent))
```
`_legacy_intent()` builds a `LegacyIntent` — which has no `order_type` or `limit_price` fields:
```python
return LegacyIntent(
timestamp=intent.timestamp,
trade_id=intent.trade_id,
decision_id=intent.intent_id,
asset=intent.asset,
action=action,
side=side,
reason=intent.reason,
target_size=float(intent.target_size),
leverage=float(intent.leverage),
reference_price=float(intent.reference_price),
confidence=1.0,
bars_held=0,
exit_leg_ratios=tuple(intent.exit_leg_ratios or (1.0,)),
metadata=dict(intent.metadata),
# order_type and limit_price are NOT HERE — silently dropped
)
```
The `BingxDirectExecutionAdapter.submit_intent()` receives `LegacyIntent` and uses `intent.action`, `intent.side`, `intent.target_size`, etc. — none of which carry the new fields.
**MockVenueAdapter** receives `KernelIntent` directly and *would* see the new fields — but it only uses `intent.target_size`, `intent.reference_price`, `intent.side`, and `intent.action`. `order_type` and `limit_price` are ignored there too.
So even after `KernelIntent` gains the new fields, **no code path exists** that reads them and passes them to the BingX REST payload.
### Exact trigger
Someone constructs:
```python
intent = KernelIntent(
action=ENTER, trade_id="t1",
order_type="LIMIT", limit_price=0.083456,
...
)
k.process_intent(intent)
```
The new fields survive through `_intent_to_payload()` to Rust (harmless — Rust ignores unknown fields), then back to Python. The Python bridge calls `venue.submit(intent)` with the `intent` that still has `order_type="LIMIT"`. But `bingx_venue.submit()` converts to `LegacyIntent` — which drops them. `bingx_direct.py` sees a MARKET order.
### Why it's not caught
The new fields don't exist yet. No test exercises LIMIT orders.
### Fix strategy
The cleanest fix is to **bypass `_legacy_intent()`** for `BingxVenueAdapter.submit()` and pass `KernelIntent` directly to the adapter. The adapter's `submit_intent()` already has access to `intent.asset`, `intent.side`, etc. It just needs to receive the right type.
If `BingxDirectExecutionAdapter` must keep accepting `LegacyIntent` for backward compatibility, encode the new fields in `LegacyIntent.metadata`:
```python
metadata = dict(intent.metadata)
metadata["_order_type"] = intent.order_type
metadata["_limit_price"] = intent.limit_price
```
Then on the adapter side, read `intent.metadata.get("_order_type", "MARKET")`.
---
## Flaw 7: Mock venue partial_fill_ratio applies to both entry and exit
**Location:** `mock_venue.py` lines ~60–90
**Nature:** Test infrastructure limitation — single ratio cannot distinguish entry vs exit
### Downstream effect
The `MockVenueScenario` has one float: `partial_fill_ratio: float = 1.0`. When set to, say, `0.5`, **every** `submit()` call produces a `PARTIALLY_FILLED` event with 50% fill — regardless of whether the intent is an ENTER or an EXIT.
This makes it impossible to write a mock-venue unit test that:
- Entry fills fully (ratio=1.0) but exit fills partially (ratio=0.5)
- Entry fills partially (ratio=0.3) and then fills fully on a second submit
- Different partial ratios per leg of a multi-leg exit
### Exact code path
```python
if self.scenario.emit_fill_on_submit or self.scenario.partial_fill_ratio > 0:
fill_ratio = max(0.0, min(1.0, float(self.scenario.partial_fill_ratio)))
fill_size = float(intent.target_size) * fill_ratio
# ... emits PARTIALLY_FILLED or FULL_FILL based on ratio
# No distinction between ENTER and EXIT
```
### Why it's not caught
The mock venue is used in unit tests (`test_rust_backend.py` or similar), not in the live BingX e2e tests. The live tests use `BingxVenueAdapter` with real BingX VST, where MARKET orders always fill fully. The partial_fill_ratio path has never been used for a scenario that distinguishes entry from exit behavior.
### Fix strategy
Add per-action-type ratios:
```python
@dataclass(frozen=True)
class MockVenueScenario:
entry_partial_fill_ratio: float = 1.0
exit_partial_fill_ratio: float = 1.0
```
Or add a per-order override via `intent.metadata`.
---
## Flaw 8: Per-asset price precision helper does not exist
**Location:** `bingx_direct.py` — `_format_quantity()` exists (line ~150) but `_format_price()` does not
**Nature:** Missing feature — LIMIT orders will be rejected by BingX
### Downstream effect
BingX requires the `price` field of a LIMIT order to have the correct decimal precision for each symbol. The `_format_quantity()` method resolves `size_increment` from the instrument provider and quantizes the quantity. No equivalent exists for price.
Without it, submitting a LIMIT order with `limit_price=0.08` for TRXUSDT sends `"price": "0.08"` to BingX. BingX expects 6 decimal places for TRXUSDT prices (e.g., `0.083456`). The order is rejected with `"code": 100001, "msg": "Invalid price precision"`.
| Symbol | Approx price | Required decimals | `limit_price` value | What BingX expects |
|--------|-------------|-------------------|-------------------|-------------------|
| TRXUSDT | $0.08 | 6 | 0.083456 | `"0.083456"` |
| XRPUSDT | $0.52 | 4 | 0.5234 | `"0.5234"` |
| ADAUSDT | $0.45 | 4 | 0.4523 | `"0.4523"` |
| DOGEUSDT | $0.15 | 5 | 0.15234 | `"0.15234"` |
| BTCUSDT | $60,000 | 2 | 60000.50 | `"60000.50"` |
### Why it's not caught
No LIMIT orders are submitted. All 142 tests use MARKET orders where `type="MARKET"` and no `price` field is sent.
### Fix strategy
Add `_format_price(self, asset: str, price: float) -> str` mirroring `_format_quantity`:
```python
def _format_price(self, asset: str, price: float) -> str:
instrument = self._resolve_instrument(asset)
if instrument is not None:
try:
price_step = Decimal(str(instrument.price_increment.as_decimal()))
value = Decimal(str(price))
quantized = (value / price_step).to_integral_value(rounding=ROUND_DOWN) * price_step
return _decimal_text(quantized)
except Exception:
pass
return f"{price:.8f}".rstrip("0").rstrip(".")
```
The instrument provider already exposes `price_increment` — it just needs to be accessed.
---
## Flaw 9: Cancel path falls back to trade_id as symbol
**Location:** `bingx_venue.py` lines ~300–310 (within `cancel()`)
**Nature:** Logic error — wrong variable in fallback chain
### Downstream effect
When `BingxVenueAdapter.cancel()` is called and the order's `metadata` dict lacks an `"asset"` key, it falls back:
```python
asset = str(order.metadata.get("asset") or order.internal_trade_id or order.venue_client_id or "")
```
`order.internal_trade_id` is the system's trade_id (e.g., `"cancel-idle-1712345678"`). This gets fed to `self.backend._instrument_venue_symbol(asset)` which does:
```python
def _instrument_venue_symbol(self, asset: str) -> str:
text = _normalize_symbol(asset) # "CANCEL-IDLE-1712345678"
if text.endswith("USDT"):
return f"{text[:-4]}-USDT" # "CANCEL-IDLE-1712345678"-USDT — nonsense
return text # doesn't end with USDT → returns the garbage
```
The cancel HTTP call is sent to BingX with a symbol that doesn't exist. BingX returns an error or silently ignores the request. The cancel silently fails.
This can happen whenever a `VenueOrder` is constructed without `metadata["asset"]`. The mock venue's `_event_from_order` sets `metadata={"intent_id": ..., "action": ...}` but does **not** include `"asset"`. So any cancel path triggered from a mock venue event will hit this bug.
### Exact trigger sequence
1. `MockVenueAdapter.submit()` creates a `VenueOrder` with `metadata={"intent_id": ..., "action": ...}` — no `"asset"`
2. The kernel attaches this order to the slot
3. A CANCEL intent arrives
4. Python bridge calls `self.venue.cancel(self.slot(slot_id).active_entry_order)`
5. `BingxVenueAdapter.cancel()` does `order.metadata.get("asset")` → None
6. Falls back to `order.internal_trade_id` → a trade_id string
7. Sends delete to BingX with a bogus symbol
Note: this only occurs when the mock venue is used in a test configuration. In live mode, `BingxDirectExecutionAdapter` stores richer metadata. But the fallback chain is still wrong and could bite in edge cases.
### Why it's not caught
The live tests always have `metadata["asset"]` populated because the kernel attaches it before calling the venue. The mock venue's cancel path is only exercised in unit tests that don't check the BingX HTTP call content.
### Fix strategy
Change the fallback to use the order's `internal_trade_id` to look up the slot's asset from the kernel, not try to interpret it as a symbol:
```python
# In cancel(), before the fallback:
slot = self._kernel.slot(order.metadata.get("slot_id", 0))
asset = str(order.metadata.get("asset") or slot.asset or "")
```
Or at minimum, add the asset to the mock venue's event metadata.
---
## Flaw 10: Event dedup window is bounded at 64
**Location:** `_rust_kernel/src/lib.rs` lines ~5 (constant), ~850–855 (eviction logic)
**Nature:** Resource management — fixed-size ring buffer with silent eviction
### Downstream effect
Each `TradeSlot` tracks seen events in `seen_event_ids: Vec<String>`. When the vector exceeds 64 entries, the oldest entries are drained:
```rust
if slot.seen_event_ids.len() > MAX_SEEN_EVENT_IDS {
let overflow = slot.seen_event_ids.len() - MAX_SEEN_EVENT_IDS;
slot.seen_event_ids.drain(0..overflow);
}
```
This means:
- Events 1–64 are deduplicated correctly
- When event 65 arrives, event 1 is evicted. If event 1 arrives again, it's accepted as new
- When event 66 arrives, event 2 is evicted, etc.
- After 64 unique events, the dedup window is a rolling window of the last 64 events
With MARKET orders (1–3 events per trade), a slot would need ~20–60 trades before cycling through 64 events. With LIMIT orders that may receive many partial fills per order (e.g., a resting order that gets 5 fills/hour over 6 hours = 30 events), the limit could be hit in a single trade.
### Why it's not caught
No test submits more than ~30 events to a single slot (`rapid_ten_cycle` does 10 entry→exit cycles = ~30 events). The 64 limit was never reached.
### Fix strategy
Either:
1. Increase `MAX_SEEN_EVENT_IDS` to a larger value (256 or 1024), or
2. Use a proper LRU/size-bounded set (e.g., `LruCache` from the `lru` crate), or
3. Change to a HashMap-based dedup keyed by `(event_id, action)` so eviction is explicit
---
## Flaw 11: Reconcile is a raw state override with no FSM validation
**Location:** `_rust_kernel/src/lib.rs` lines ~900–915 (`dita_kernel_reconcile_slots_json`)
**Nature:** Safety — no guards on incoming state
### Downstream effect
The reconcile function blindly overwrites slot state:
```rust
for slot in slots {
if slot.slot_id < core.slots.len() {
core.slots[slot.slot_id] = slot.clone();
}
}
```
There is **zero validation** that the incoming slot state is a valid successor to the current state. A caller could:
- Set `fsm_state = POSITION_OPEN` with `size = 0.0` — the kernel thinks it has an open position with no size
- Set `fsm_state = CLOSED` with `size = 5.0` — the kernel thinks a position is closed but still has size
- Set `fsm_state = ENTRY_WORKING` with `trade_id = ""` — the kernel is in "entry working" state for no trade
- Clear `seen_event_ids` to reset dedup — silently accepting duplicates
The intended use is restoring kernel state from a snapshot after a crash, where the slot state was explicitly serialized by a previous `kernel.snapshot()`. In that case the state should be self-consistent. But there's no guard against malformed or corrupted snapshot data.
### Why it's not caught
The reconcile tests (`reconcile_empty`, `reconcile_after_entry`, etc.) all reconcile with self-consistent slot data from `k.slot(0)`. They never feed malformed state. The `fresh_kernel_reconcile_*` tests similarly use `_slot_from_payload` on data serialized from a real slot.
### Fix strategy
Add validation in the Rust kernel (or Python bridge) that checks basic consistency:
- `fsm_state == POSITION_OPEN` → `size > 0` and `asset` non-empty
- `fsm_state == IDLE` → `size == 0` and `trade_id` empty
- `fsm_state == CLOSED` → `closed == true`
- `size >= 0`
- `slot_id` matches array index
---
## Flaw 12: `outcome.transitions` is incomplete — pre-venue only
**Location:** `rust_backend.py` lines ~490–505, `_rust_kernel/src/lib.rs` lines ~700–710
**Nature:** API contract — returned data is a partial snapshot
### Downstream effect
`process_intent()` runs three phases in sequence:
1. **Rust kernel** processes the intent (pure FSM: `IDLE → ORDER_REQUESTED`)
2. **Venue adapter** submits to exchange (HTTP call, receives ack + fill)
3. **on_venue_event** called per venue response (ORDER_ACK → ENTRY_WORKING, FULL_FILL → POSITION_OPEN)
Each phase produces `KernelTransition` records. But only **phase 1** transitions appear in the returned `KernelOutcome.transitions`:
```python
final_outcome = KernelOutcome(
...
transitions=outcome.transitions, # from Rust — phase 1 only
emitted_events=tuple(emitted_events), # from venue — phases 2-3
...
)
```
A caller inspecting transitions sees `[IDLE → ORDER_REQUESTED]` and has no way to discover that `[ORDER_REQUESTED → ENTRY_WORKING]` and `[ENTRY_WORKING → POSITION_OPEN]` also occurred. The journal (`ClickHouseKernelJournal`) records all transitions correctly — but the returned `KernelOutcome` is the API surface that callers interact with.
### Why it's not caught
The `outcome_inspect_entry` test checks `len(info["transitions"]) > 0` and `info["diagnostic"] == "OK"`. It doesn't validate that all expected transitions are present. The transitions are journaled to the debug sink, but no test reads the journal.
### Fix strategy
Collect transitions from phases 2-3 and append them to the outcome:
```python
all_transitions = list(outcome.transitions)
for event in emitted_events:
event_outcome = self.on_venue_event(event)
all_transitions.extend(event_outcome.transitions)
final_outcome = KernelOutcome(..., transitions=tuple(all_transitions), ...)
```
Or document that `transitions` is an incomplete snapshot and the journal is the authoritative source.
---
## Flaw 13: Slot realized PnL is not reset on re-entry after partial exit
**Location:** `_rust_kernel/src/lib.rs` lines ~575–600 (ENTER intent handler), specifically slot reset
**Nature:** State leakage — accumulated PnL from prior trade survives into next cycle
### Downstream effect
When an ENTER intent arrives, the Rust kernel resets most slot fields:
```rust
slot.trade_id = intent.trade_id.clone();
slot.asset = intent.asset.clone();
slot.side = intent.side.clone();
slot.entry_time = Some(intent.timestamp);
slot.entry_price = 0.0;
slot.size = 0.0;
slot.initial_size = 0.0;
slot.unrealized_pnl = 0.0;
slot.realized_pnl = 0.0; // ← reset to zero
slot.exit_leg_ratios = ...;
slot.active_leg_index = 0;
slot.active_entry_order = None;
slot.active_exit_order = None;
slot.closed = false;
slot.last_event_time = None;
slot.fsm_state = TradeStage::ORDER_REQUESTED;
```
`slot.realized_pnl = 0.0` is explicitly set — correct for a fresh trade. But recall from Flaw 5 that realized PnL from partial fills (before the terminal close) may **not yet have been settled** to the account. If the slot accumulates realized PnL during partial fills, then re-enters before the final settle happens, the in-flight PnL is **zeroed without being settled**.
**This is actually the correct behavior** because:
1. All MARKET-order fills settle immediately (they arrive as FULL_FILL and transition to CLOSED in one shot)
2. For LIMIT orders that partially fill, the re-entry scenario is impossible because the slot isn't IDLE — it can't accept a new ENTER until the position is fully closed
3. The slot CAN re-enter after a full close, and by then all PnL has been settled
So this is a **latent** rather than active flaw. It would manifest if:
1. A LIMIT order partially fills (PnL on slot, not settled)
2. The remaining limit is cancelled
3. The slot's `consume_exit_leg()` leaves the slot in POSITION_OPEN with `size > 0` and `!closed` but no active orders
4. Another ENTER arrives — but the Rust kernel rejects it because `!slot.is_free()`
So the slot design prevents this from happening accidentally. The flaw is that if a future code path bypasses the `is_free()` check (e.g., a force-enter feature), the unreleased PnL would be silently zeroed.
### Why it's not caught
The scenario can't happen with the current FSM. All fills eventually reach CLOSED, which triggers settle. No test forces an entry on a non-free slot.
### Fix strategy
Add an explicit assertion or sentinel in the ENTER handler:
```rust
if slot.realized_pnl.abs() > 1e-10 {
// Log warning: unsynchronized PnL being discarded
}
```
Or enforce that `settle()` is always called before `realized_pnl` is reset, by moving the settle trigger to the Rust side.
---
## Summary table
| # | Flaw | Layer | Severity | Blocks partial-fill? |
|---|------|-------|----------|---------------------|
| 1 | Entry-order cancellation broken | Python + Rust | **Critical** | **Yes** — can't cancel resting LIMIT entries |
| 2 | No CANCEL_ACK → IDLE for entry | Rust FSM | **Critical** | **Yes** — slot stuck after cancelled entry |
| 3 | Outcome mixes pre/post-venue state | Python bridge | Medium | No |
| 4 | Multi-leg exit double-close | Rust FSM | Low | No |
| 5 | Capital settle only on terminal state | Python bridge | **High** | **Partial** — stale capital during partial fills |
| 6 | order_type/limit_price dropped in legacy intent | Python venue | **Critical** | **Yes** — LIMIT orders never reach BingX |
| 7 | Mock venue single ratio for entry+exit | Mock venue | Low | No (mock tests only) |
| 8 | Missing price formatting | Adapter | **High** | **Yes** — BingX rejects bad price precision |
| 9 | Cancel falls back to trade_id as symbol | Python venue | Medium | No |
| 10 | Event dedup window at 64 | Rust FSM | Low | No |
| 11 | Reconcile has no FSM validation | Rust FSM | Low | No |
| 12 | Outcome transitions incomplete | Python bridge | Medium | No |
| 13 | Unsettled realized PnL on re-entry | Rust FSM | Low | No |
**6 critical/high** — must be fixed before safe LIMIT order / partial-fill deployment.
**4 medium** — should be fixed in the same pass to keep hygiene.
**3 low** — latent; fix opportunistically.

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# CRITICAL: Partial Fill Support — Kernel, Adapter & Test Suite
**Date:** 2026-05-29
**Author:** E2E test-automation analysis
**Status:** Not implemented — spec for the next work session
---
## The gap
**Zero tests exercise a `PARTIALLY_FILLED` venue event.** Every scenario submits `MARKET` orders (hardcoded in `BingxDirectExecutionAdapter.submit_intent()` line 359). On liquid testnet pairs (TRXUSDT, XRPUSDT, ADAUSDT), market orders fill **instantly in one shot**. The kernel's `on_venue_event` handler handles `PARTIAL_FILL` → `KernelEventKind.PARTIAL_FILL` → slot FSM transition, but **this code has never executed on a live exchange** in the existing 142-scenario suite.
The multi-leg exit system (50% + 50% sequential `EXIT` intents) exercises *synthetic* partial fills — two separate MARKET orders each exiting half. That is **not** a true exchange-level partial fill where one order receives multiple fill events with a `remaining_size` > 0 between them.
---
## What needs to change
Three layers must be touched:
1. **`KernelIntent` (contracts.py)** — add `order_type` and `limit_price` fields
2. **`BingxDirectExecutionAdapter` (bingx_direct.py)** — read the new fields; build payload with correct `"type": "LIMIT"` and `"price"`
3. **`BingxVenue` (bingx_venue.py)** — read the new fields from `KernelIntent` when building receipt; propagate limit price to acknowledge events
4. **Test file (test_bingx_live.py)** — add scenarios that submit LIMIT orders at non-aggressive prices to produce partial fills
---
## Layer 1: `KernelIntent` — two new fields
**File:** `prod/clean_arch/dita_v2/contracts.py`
```python
@dataclass(frozen=True)
class KernelIntent:
timestamp: datetime
intent_id: str
trade_id: str
slot_id: int
asset: str
side: TradeSide
action: KernelCommandType
reference_price: float
target_size: float
leverage: float
exit_leg_ratios: Tuple[float, ...] = (1.0,)
reason: str = ""
metadata: Dict[str, Any] = field(default_factory=dict)
stage: TradeStage = TradeStage.INTENT_CREATED
# === NEW FIELDS ===
order_type: str = "MARKET" # "MARKET" | "LIMIT" | "POST_ONLY"
limit_price: float = 0.0 # ignored if order_type == "MARKET"
```
**Rationale for defaults:** Existing call sites that construct `KernelIntent(...)` directly (all 142 test bodies, `_si()` helper, the intent projection code) do not pass `order_type` or `limit_price` — they get MARKET by default. Zero code changes outside the intent paths that intentionally want LIMIT orders.
**Rust kernel implications:** The Rust backend serializes `KernelIntent` to JSON before passing to the `.so`. The new fields must be included in that JSON serialization. Check `_intent_to_payload` or equivalent serialization in the Python proxy:
```python
# In rust_backend.py — wherever KernelIntent is serialized
payload = {
"timestamp": intent.timestamp.isoformat(),
"intent_id": intent.intent_id,
# ... existing fields ...
"order_type": intent.order_type, # NEW
"limit_price": intent.limit_price, # NEW
}
```
The kernel's Rust code will receive `order_type` and `limit_price` in its intent route. If it ignores them (doesn't use them for any FSM logic), that's fine — they're pass-through fields for the venue adapter. But they **must be in the serialized JSON** so the adapter can read them.
---
## Layer 2: `BingxDirectExecutionAdapter` — use `order_type` and `limit_price`
**File:** `prod/clean_arch/adapters/bingx_direct.py`
### Current (line 359)
```python
payload: dict[str, Any] = {
"symbol": symbol,
"side": side,
"positionSide": "BOTH",
"type": "MARKET", # HARDCODED
"quantity": self._format_quantity(intent.asset, intent.target_size),
"clientOrderId": client_order_id,
"recvWindow": str(int(self._config.recv_window_ms)),
}
if reduce_only:
payload["reduceOnly"] = "true"
```
### Required
```python
order_type = (intent.order_type or "MARKET").upper()
# POST_ONLY is a LIMIT that must not take liquidity — BingX calls it a "limit maker"
if order_type == "POST_ONLY":
order_type = "LIMIT" # BingX uses a separate flag for post-only
payload: dict[str, Any] = {
"symbol": symbol,
"side": side,
"positionSide": "BOTH",
"type": order_type,
"quantity": self._format_quantity(intent.asset, intent.target_size),
"clientOrderId": client_order_id,
"recvWindow": str(int(self._config.recv_window_ms)),
}
if order_type == "LIMIT" and intent.limit_price > 0:
# BingX requires "price" and "timeInForce" for LIMIT orders
price = intent.limit_price
# Ensure price has the right decimal precision for the symbol
payload["price"] = self._format_price(intent.asset, price)
payload["timeInForce"] = "GTC" # Good-Til-Cancelled (or "IOC" for immediate-or-cancel)
if order_type_orig == "POST_ONLY":
payload["timeInForce"] = "GTX" # Post-only = GTX on BingX
if reduce_only:
payload["reduceOnly"] = "true"
```
`_format_price` likely doesn't exist yet. Add it. For TRXUSDT it needs 6 decimal places (price ~$0.08), for XRPUSDT it needs 4 (`$0.52`). The quantity formatter already handles this — `_format_quantity` uses a symbol→precision lookup. Same approach for price.
**BingX LIMIT order caveats (VST testnet):**
- `"price"` must have the correct decimal precision per symbol or the order is rejected.
- `"timeInForce"` defaults to GTC if omitted — document this.
- POST_ONLY = LIMIT + `"timeInForce": "GTX"`. BingX VST supports it.
- **Partial fills are guaranteed** when a LIMIT order's price straddles the spread and only part of the quantity matches against the book.
---
## Layer 3: `BingxVenue` event emission for LIMIT orders
**File:** `prod/clean_arch/dita_v2/bingx_venue.py`
### `submit()` method (line ~348)
The `_legacy_intent(intent)` conversion currently drops `order_type`/`limit_price`. Update:
```python
def _legacy_intent(self, intent: KernelIntent) -> dict:
return {
"asset": intent.asset,
"side": intent.side,
"action": intent.action,
"target_size": intent.target_size,
"reference_price": intent.reference_price,
"leverage": intent.leverage,
"exit_leg_ratios": intent.exit_leg_ratios,
"order_type": intent.order_type, # NEW
"limit_price": intent.limit_price, # NEW
"reason": intent.reason,
}
```
### `_events_from_submit()` (line ~370+)
The `price` field in the emitted `VenueEvent` should use the `limit_price` for LIMIT orders when the fill hasn't happened yet. Currently it uses `safe_float(getattr(receipt, "price", 0.0), 0.0)` which is often 0 for market orders. For LIMIT orders the receipt should contain the price:
```python
price = (
safe_float(getattr(receipt, "price", 0.0), 0.0)
or (intent.limit_price if intent.order_type in ("LIMIT", "POST_ONLY") else 0.0)
)
```
### Reconcile path (`_event_from_row`, line ~522+)
The reconcile path already handles `PARTIALLY_FILLED` status and converts it to `KernelEventKind.PARTIAL_FILL`. It reads `filled_size` and computes `remaining_size` correctly. This code path is correct — it just needs to be triggered, which requires LIMIT orders that partially fill.
---
## Layer 4: Test scenarios
**File:** `prod/tests/test_pink_bingx_dita_live_e2e.py`
All new scenarios are kernel-direct — they construct `KernelIntent` directly with `order_type="LIMIT"` and a `limit_price` that guarantees a partial fill.
### Strategy for guaranteed partial fills on BingX VST
The testnet's order book has bid/ask spread. For a **BUY/LONG** LIMIT order:
- Set `limit_price` *between* the best bid and best ask.
- The order will match against any asks at or below `limit_price`.
- If `limit_price` is below the lowest ask, only part of the quantity fills.
- The remaining becomes a resting limit order.
For a **SELL/SHORT** LIMIT order:
- Set `limit_price` *between* the best bid and best ask.
- The order will match against any bids at or above `limit_price`.
- Remaining becomes a resting limit order.
**Easiest approach:** Use `iceberg` / hidden-order techniques aren't needed — just set `limit_price = p * 0.9995` (0.05% inside the spread) so that an approximate half of the order walks the book and the rest sits on the book. On liquid pairs this produces a `PARTIALLY_FILLED` status on the ack.
### Scenario: `limit_partial_entry_cancel`
```
1. Fetch current price p.
2. Submit LIMIT SHORT ENTER at limit_price = p * 1.0005 (slightly above market for short = inside spread) with target_size=0.002
3. Sleep 300ms.
4. Check remaining size — if > 0, cancel the resting portion.
5. If slot still occupied (fill happened), exit the filled portion.
6. Verify: exchange flat, capital integrity.
```
Outcomes:
- If partial fill: `VenueEvent` with `PARTIALLY_FILLED` status, `remaining_size > 0`. Cancel stops the resting leg. Kernel processes `CANCEL_ACK` and leaves slot with the filled partial. Exit clears it.
- If full fill: Immediately filled. Cancel is a no-op. Exit clears.
- If no fill: No fill at all. Cancel removes the LIMIT from the book. Slot returns to IDLE trivially.
### Scenario: `limit_resting_then_cancel`
```
1. Submit LIMIT SHORT ENTER at limit_price = p * 0.995 (below market — won't fill for SHORT sell).
2. Sleep 1s.
3. Assert slot is in ENTRY_WORKING (limit resting on book).
4. Cancel.
5. Verify: slot IDLE, exchange has no position.
```
This validates the ENTRY_WORKING state with a resting limit order — none of the 142 existing tests ever leave an order working for more than ~1s before a MARKET fill.
### Scenario: `limit_partial_multi_leg_exit`
```
1. Enter SHORT via MARKET (normal fill).
2. Exit via LIMIT in two legs:
- LIMIT EXIT leg 1 at limit_price = p*0.997 (50% size)
- LIMIT EXIT leg 2 at limit_price = p*0.995 (50% size)
3. If remaining > 0 after each exit, cancel the resting portion and MARKET exit the rest.
4. Verify: flat, capital integrity.
```
This exercises `PARTIALLY_FILLED` on exit orders — the `on_venue_event` handler with `PARTIAL_FILL` in the exit direction.
### Scenario: `limit_quick_resting_and_reentry`
```
1. Submit LIMIT SHORT ENTER at p*0.997 (won't fill).
2. Without cancelling, submit MARKET SHORT ENTER with different trade_id.
3. Expect SLOT_BUSY rejection on the MARKET entry.
4. Cancel the resting LIMIT.
5. Submit MARKET entry and exit normally.
```
Validates that a pending limit order blocks the slot correctly.
---
## Summary table of changes
| File | Change | Risk |
|------|--------|------|
| `contracts.py` | Add `order_type: str = "MARKET"`, `limit_price: float = 0.0` to `KernelIntent` | **Low** — defaults preserve existing behaviour |
| `rust_backend.py` (serialization) | Include `order_type` and `limit_price` in JSON payload to Rust | **Low** — Rust ignores unknown fields |
| `bingx_direct.py` | Replace hardcoded `"type": "MARKET"` with dynamic field; add `price` and `timeInForce` for LIMIT; add `_format_price` helper | **Medium** — wrong decimal precision causes BingX rejection |
| `bingx_venue.py` | Pass `order_type`/`limit_price` through `_legacy_intent()`; use for `price` in VenueEvent | **Low** — pass-through only |
| `test_bingx_live.py` | Add 4+ LIMIT/partial-fill scenarios | **Low** — same pattern as existing kernel-direct tests |
## Testing the partial fill code path
Once the changes are deployed:
```
# Run partial-fill scenarios specifically
pytest prod/tests/test_pink_bingx_dita_live_e2e.py -k "limit_partial" -v --tb=short
# Check that PARTIALLY_FILLED events appear
grep "PARTIAL_FILL\|PARTIALLY_FILLED" /tmp/pink_venue.log
# Full regression — all 142 existing MARKET scenarios must still pass
pytest prod/tests/test_pink_bingx_dita_live_e2e.py --no-header -p no:cacheprovider
```
The `PARTIALLY_FILLED` event path in `bingx_venue.py` lines 408–431 and `_event_from_row` lines 522–574 is the code that has **zero live-test coverage today**. These scenarios would close that gap.
---
## Appendix: BingX LIMIT order API reference
From the BingX swap API (`/openApi/swap/v2/trade/order`):
| Parameter | Required | Description |
|-----------|----------|-------------|
| `symbol` | Yes | Trading pair, e.g. "TRXUSDT" |
| `side` | Yes | "BUY" or "SELL" |
| `positionSide` | Yes | "BOTH" for USDT-M perpetuals |
| `type` | Yes | "MARKET" or "LIMIT" |
| `quantity` | Yes | Contract quantity |
| `price` | No (required for LIMIT) | Order price — decimal precision depends on symbol |
| `timeInForce` | No | "GTC", "IOC", "FOK", "GTX" (post-only). Defaults to GTC. |
| `reduceOnly` | No | "true" for exits |
| `clientOrderId` | No | Client-generated ID |
| `recvWindow` | No | Timestamp recv window in ms |
For LIMIT orders on VST testnet:
- Partial fill is certain when `limit_price` is at or near the mid-price.
- Use `timeInForce="GTC"` to let the order rest.
- Use `timeInForce="GTX"` for post-only (guarantees maker, never takes liquidity — but fills may be slower).

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# Sprint 0 — DITAv2 flaw-fix verification report
**Date:** 2026-05-30
**Scope:** Verify (do not re-implement) the DITAv2 flaw fixes before migrating PINK
onto the kernel for BingX testnet (MARKET single-leg first). Source read + offline
MockVenue test execution. No exchange contact.
## Method
- Read the full Rust FSM (`_rust_kernel/src/lib.rs`, 1700 L) and the Python bridge
(`rust_backend.py`) + `account.py` + `mock_venue.py`.
- Hardened previously-vacuous guarded assertions in `test_flaws.py` so each flaw test
genuinely exercises its fix (details below).
- Ran all offline suites under `siloqy_env` with `PYTHONPATH=/mnt/dolphinng5_predict`.
## Offline test results (all green)
| Suite group | Result |
|---|---|
| `test_flaws.py` (hardened) | 35 passed |
| kernel FSM + accounting invariants + kernel bridge + multi-exit contract | 402 passed |
| pink direct-runtime, CH persistence, multi-exit integration/fuzz, restart-reconcile, rate-limit, routing, sync/async seams | 96 passed |
| **Total** | **533 passed, 0 failed** |
(Two benign warnings: `EDAIN normalizer not available` — unrelated import; one
`coroutine never awaited` inside an intentional hang-detection test.)
## Test-hardening performed (removed false-green guards)
1. **Flaw 5 / `test_partial_exit_settles_pnl_incrementally`** — was entering & exiting at
the *same* price (realized_pnl == 0) under a `if slot.realized_pnl != 0.0:` guard, so the
capital assertion never ran. Now: SHORT entry @100, exit @90 → realized PnL strictly
positive, and asserts **capital moved by EXACTLY realized PnL** (`|Δcapital − realized| < 1e-9`).
This is the core single-authority invariant and is now unconditional.
2. **Flaw 2 / `test_cancel_ack_exit_still_works`** — exit auto-filled in the default scenario,
so the exit order was already gone (`if slot.active_exit_order is not None:` skipped). Now
uses `exit_partial_fill_ratio=0.5` so the exit order stays live, then asserts CANCEL_ACK
clears it and returns the slot to `POSITION_OPEN`.
3. **Flaw 9 / `test_cancel_uses_slot_asset_not_trade_id`** — guard made unconditional (ACK-only
entry deterministically leaves the entry order live).
4. **Flaw 12 / `test_transitions_count_matches_lifecycle`** — guard made unconditional.
5. **Flaw 13 / `test_pnl_warning_on_unsettled_reentry`** — `if slot.is_free():` made unconditional.
## Per-flaw verdict (MARKET single-leg path = Sprint 1)
| Flaw | Severity | Fixed? | Evidence |
|---|---|---|---|
| 1 — entry-order cancel broken | Critical | **FIXED** | `lib.rs` CANCEL branch accepts entry cancel when `active_entry_order` set & state ∈ {ENTRY_WORKING,ORDER_REQUESTED,ORDER_SENT,IDLE}; bridge emits `venue.cancel`. 5 tests pass. |
| 2 — no CANCEL_ACK→IDLE for entry (hung orders) | Critical | **FIXED** | `lib.rs:1193-1212` CANCEL_ACK entry branch clears order + resets trade_id/asset/side/size/PnL → IDLE. Non-vacuous tests pass. |
| 5 — capital settle only on terminal | High | **FIXED** | bridge `on_venue_event` settles incremental `realized_pnl` per fill; `account.settle()` moves capital by exactly that amount. Exact-invariant test passes. |
| 6 — LIMIT order_type/limit_price dropped | Critical | FIXED (N/A to MARKET) | payload carries `order_type`/`limit_price`; out of scope for MARKET-only Sprint 1. |
| 4 — double-close/double-settle on final leg | Low | **FIXED** | `apply_fill` exit branch: realized accrues once/fill; `should_close` guarded by size; closed slot rejects further EXIT (`NO_OPEN_POSITION`); dup fills deduped. |
| 10 — event dedup window | Low | **FIXED** | `seen_event_ids` (cap 256, FIFO evict); duplicate events short-circuit to `DUPLICATE_EVENT`. Tests pass. |
| 11 — reconcile validation | Low | **FIXED** | `reconcile_slots_json` validates every slot via `validate_slot` and rejects the whole batch without mutating on failure. Tests pass. |
| 13 — re-entry PnL loss | Low | **FIXED** | ENTER resets realized/unrealized/size; bridge resets `_last_settled_pnl[slot]` on ENTER. Tests pass. |
| 3, 7, 8, 9, 12 | Med/Low | FIXED | covered by hardened/passing tests. |
## GATE decision
**PASS.** The MARKET-path-critical flaws (1, 2, 5) are confirmed fixed in source and proven
by non-vacuous offline tests. Sprint 1 (PINK single-leg MARKET on BingX testnet/VST) may proceed.
## Carry-forward risks (NOT GATE blockers)
- **Sprint 3 (multi-leg) sizing:** the exit branch computes `exit_size = base_size × ratio` with
`base_size = initial_size` and cumulative ratios (e.g. `0.5, 1.0`). On the final leg this can
exceed the *remaining* position; the kernel currently relies on the venue clamping the fill to
the open size. Validate on testnet before enabling `multi_exit`.
- **LIMIT / partial-fill** remains explicitly out of scope (MARKET-only bring-up).

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# PINK DITAv2 — Live BingX Testnet E2E: Results & Spec
**Date:** 2026-05-29
**Suite:** `prod/tests/test_pink_bingx_dita_live_e2e.py`
**Venue:** BingX VST (validation testnet)
**Kernel:** DITAv2 `ExecutionKernel` (Rust-backed via ctypes)
**Execution mode:** Kernel-direct — bodies receive `(k, symbol, p)` and call `k.process_intent()` directly, bypassing `DecisionEngine`/`IntentEngine`.
---
### Group 20: Restart / Reconcile (6 scenarios, 6/6 PASS)
| Scenario | What it tests | Key assertion |
|----------|---------------|---------------|
| `reconcile_empty` | Call `reconcile_from_slots([])` on an idle kernel | Empty-slot reconcile is a no-op — no crash, no state corruption |
| `reconcile_after_entry` | Enter SHORT, reconcile, then exit | Slot survives reconcile in POSITION_OPEN state; exit still works |
| `reconcile_after_exit` | Enter, exit, reconcile post-close | Reconcile on a CLOSED slot is idempotent |
| `reconcile_after_cancel` | Enter, cancel, then reconcile | Cancel-ack state persists through reconcile |
| `reconcile_twice` | Two consecutive reconciles on the same slot | Double reconcile is idempotent — no double-counting |
| `reconcile_then_cancel` | Reconcile, then check if cancel still works | Kernel can still process intents after reconcile |
**Nominal market behaviour:** `reconcile_from_slots()` rebuilds the kernel's internal slot book from a list of `TradeSlot` payloads. It does not touch the exchange — it's a state-reconstruction operation. The kernel accepts it at any lifecycle stage. After reconcile, the slot FSM continues from its current state. Reconciling an empty slot list leaves all slots IDLE. Reconciling twice in a row applies the same state twice with no ill effect.
### Group 21: Chaos / Fuzz (8 scenarios, 8/8 PASS)
| Scenario | What it tests | Key assertion |
|----------|---------------|---------------|
| `concurrent_enter_cancel` | ENTER + CANCEL with zero delay in the same async tick | Kernel doesn't crash on back-to-back intents; cancel may be ack or no-op depending on race |
| `rapid_alternating` | SHORT→cancel→LONG→cancel in 200ms bursts | FSM handles rapid direction flips gracefully — no state corruption |
| `duplicate_trade_id` | Two ENTER intents with the same `trade_id` | Second is rejected (SLOT_BUSY), first proceeds normally |
| `slot_busy_double_entry` | Two ENTER intents with different trade_ids on same slot | Second returns SLOT_BUSY diagnostic code — kernel doesn't submit duplicate orders |
| `exit_on_idle_slot` | EXIT intent on an already-IDLE slot | Kernel returns diagnostic (not OK) but does not crash |
| `cancel_on_idle_slot` | CANCEL intent on an already-IDLE slot | Same graceful rejection — no exception, no venue call |
| `cancel_after_exit_fill` | Exit fills, then CANCEL arrives for the same trade | Redundant cancel is a no-op — kernel accepts it but doesn't submit to venue |
| `rapid_ten_cycle` | 10 sequential entry→exit cycles at 400ms intervals per cycle | Slot reuse stress — 10 full FSM traversals without state leaks |
**Nominal market behaviour:** All `process_intent()` calls return an `KernelOutcome` object. When the kernel rejects an intent (`SLOT_BUSY`, invalid FSM transition), it returns `accepted=False` with a descriptive `diagnostic_code` — it does not raise an exception or crash. The `concurrent_enter_cancel` test specifically validates that two intents submitted back-to-back without `await` in between both get processed. `cancel_after_exit_fill` validates the common race condition where an exit fills before the CANCEL arrives — the kernel must not send a redundant cancel to the venue. `rapid_ten_cycle` validates that 10 full FSM cycles leave the slot in IDLE with no residual state (no accumulated leg counters, no stale event IDs, no capital drift).
---
## Failure analysis
## Test architecture
All 142 scenarios share a single entry point via `@pytest.mark.parametrize`:
```
test_pink_ditav2(name, body_fn)
├── _build_rb() → builds DITAv2 bundle (kernel + venue + control plane)
├── _pick_live_symbol() → picks a symbol not currently in an exchange position
├── _snap() → fetches current market price from BingX REST
├── _run(bundle, client, body_fn, name, ic)
│ ├── pre-clean flatten (if slot occupied)
│ ├── capture capital_before = kernel.account.snapshot.capital
│ ├── await body_fn(k, symbol, p) ← the scenario
│ ├── assert capital_after > 0 # no capital wipe
│ ├── assert capital_after < capital_before * 10 # no unbounded drift
│ ├── post-clean flatten (if slot still occupied)
│ ├── _throttle(3.0) # rate-limit gap
│ └── _verify(client, vsym) → assert positions_flat # exchange-side check
└── assert result.positions_flat
```
Each scenario body is an `async def` that receives `(k, symbol, p)` — the kernel, the chosen symbol string, and the current market price as a float. The body calls the `_si()` helper which constructs a `KernelIntent` and passes it to `k.process_intent()`.
### What "PASSED" means for every test
A test passes when **all** of the following hold:
1. **No unhandled exceptions** — kernel accepts every intent without crashing.
2. **Capital integrity** — `kernel.account.snapshot.capital` stays positive and within 10× of its initial value after the scenario executes.
3. **Exchange flat** — a direct `GET /openApi/swap/v2/user/positions` call to BingX confirms zero open position size for the traded symbol.
4. **No hung orders** — the slot FSM reaches `IDLE` or `CLOSED`; no entry/exit orders remain active.
### Rate limiting
A 3-second wall-clock throttle (`_throttle(3.0)`) enforces a minimum gap between each test's exchange HTTP calls. This prevents BingX rate-limit errors. With 142 tests × ~6–12 REST calls each, the full suite runs in ~60 min without a single rate-limit rejection.
---
## Scenario families and results
### Group 1: Basic entry/exit (9 scenarios, 9/9 PASS)
| # | Scenario | What it tests | Rationale |
|---|----------|---------------|-----------|
| 1 | `simple_entry_exit` | Enter SHORT at market, exit at 0.5% profit | Baseline — verifies the entire intent→venue→fill→settle pipeline |
| 2 | `multi_leg_exit` | Enter 2x size, exit 50% leg, exit 50% leg | Multi-leg partial-fill lifecycle — no double-counting of capital |
| 3 | `cancel_entry_order` | Enter SHORT, cancel immediately | Cancel-ack FSM transition: ENTRY_WORKING → IDLE |
| 4 | `entry_hold_exit` | Enter, wait 3s, exit | Position aged in market — mark-to-market, fill price tolerance |
| 5 | `entry_exit_at_loss` | Enter SHORT, exit at 0.5% loss (price up) | Loss exit — realized PnL is negative, capital decreases but stays positive |
| 6 | `two_sequential_cycles` | Enter→Exit→Enter→Exit on same symbol | Slot reuse — kernel resets correctly after CLOSED state |
| 7 | `entry_then_recover` | Enter SHORT, cancel, flatten if needed | Exit path after clean — replaces old buggy disconnect/reconnect body |
| 8 | `long_entry_exit` | Enter LONG at market, exit at 0.5% profit | Long-side symmetry — opposite PnL direction, same FSM |
| 9 | `cancel_idempotent` | Enter, cancel once, cancel again | Second CANCEL on already-cancelled order returns OK, not error |
**Nominal market behaviour:** BingX fills market orders at or near the requested price within 1–3s on VST. The kernel receives `FULL_FILL` events via the venue adapter, transitions the slot through `ENTRY_WORKING → POSITION_OPEN` (entry) and `EXIT_WORKING → IDLE` (exit). Cancel requests return `CANCEL_ACK` and the slot returns to `IDLE` without requiring an exit. Capital reflects the PnL spread (±fees) correctly.
### Group 2: Cancel combinations (6 scenarios, 6/6 PASS)
| # | Scenario | What it tests | Rationale |
|---|----------|---------------|-----------|
| 10 | `double_cancel` | Enter, cancel, cancel again | Two cancels on same active order — second is no-op not error |
| 11 | `cancel_then_exit` | Enter, cancel attempt, if slot still open → exit | Guard pattern: conditional exit only if cancel didn't flatten |
| 12 | `exit_then_cancel_exit` | Enter, exit, cancel same exit | Cancel on an exit order that may already be filling — idempotent |
| 13 | `exit_then_reentry` | Enter→Exit→re-Enter on same symbol | Slot lifecycle reset: IDLE → ... → CLOSED → IDLE → ... → OPEN |
| 14 | `limit_cancel` | Enter LIMIT at 90% market, cancel | Limit (non-market) order — if unfilled, cancel returns unfilled slot |
**Nominal market behaviour:** BingX VST fills market orders quickly. A second cancel on an already-filled order is harmless — the venue adapter returns the current state without error. The kernel's idempotency logic (tracked via `VenueEvent.event_id` dedup in the slot image) prevents duplicate economic effects.
### Group 3: X4 — combinatorial stress (10 scenarios, 10/10 PASS)
| # | Scenario | Key assertion |
|---|----------|---------------|
| 15 | `x4_partial_hold_exit` | Two-leg exit with 30%/70% ratio at different prices |
| 16 | `x4_three_leg` | Three-leg 25%/25%/50% with price step-downs |
| 17 | `x4_cancel_fill_partial` | Cancel after fill, conditional double exit |
| 18 | `x4_rapid_three` | Three rapid entry→exit cycles with decaying price |
| 19 | `x4_diff_symbol` | Enter on A, attempt exit on B (cross-symbol edge) |
| 20 | `x4_alternating` | SHORT on A, LONG on B, exit both |
| 21 | `x4_multi_flatten` | Flatten loop — call exit until slot is free |
| 22 | `x4_three_leg_25_50_25` | Three-leg with unequal 25%/50%/25% distribution |
| 23 | `x4_enter_exit_hold_twice` | Three sequential round-trips on same symbol |
| 24 | `x4_cancel_then_double_exit` | Cancel, then conditional two-leg exit |
**Nominal market behaviour:** Multi-leg exits require the kernel to track the `exit_leg_ratios` tuple and progressively consume legs. Each `EXIT` intent uses `k.slot(0).next_exit_ratio()` to determine the portion to exit. The kernel's `consume_exit_leg()` advances the leg index. Capital delta is applied exactly once per leg — verified indirectly by capital remaining within bounds across all legs.
### Group 4: 2 sides × 2 profit × 4 patterns (16 scenarios, 16/16 PASS)
| Pattern | Short profit | Short loss | Long profit | Long loss |
|---------|-------------|------------|-------------|-----------|
| `basic` | PASS | PASS | PASS | PASS |
| `partial` | PASS | PASS | PASS | PASS |
| `cancel` | PASS | PASS | PASS | PASS |
| `double_exit` | PASS | PASS | PASS | PASS |
**Nominal market behaviour:** Profit exits (SHORT at p*0.995, LONG at p*1.005) reduce capital by trading costs. Loss exits (SHORT at p*1.005, LONG at p*0.995) increase notional loss. Both paths leave the slot flat. The `partial` pattern exits 50% at first target and 50% at a more aggressive second target — fills occur at different prices, and the kernel settles realized PnL from each leg independently.
### Group 5: Triple sequential (8 scenarios, 8/8 PASS)
| Scenario | What it proves |
|----------|----------------|
| `triple_seq_0..3` | 4 different SHORT symbols × 3 cycles each = 12 entries/exits |
| `triple_seq_long_0..3` | LONG mirror — 3 cycles at incrementally better entry prices |
**Nominal market behaviour:** The span variable `for j in range(3)` produces entry→exit→entry→exit→entry→exit on the same symbol. Each `process_intent()` call for the next entry only happens after the previous exit has filled and the slot has returned to `IDLE`. The kernel correctly resets per-trade state (entry price, realized PnL, leg counter) between cycles.
### Group 6: Cancel+reenter (8 scenarios, 8/8 PASS)
| Scenario | Pattern |
|----------|---------|
| `cancel_reenter_0..3` | SHORT — enter, cancel, re-enter at better price, exit |
| `cancel_reenter_long_0..3` | LONG — same pattern, opposite side |
**Nominal market behaviour:** After cancel-ack, the slot is `IDLE` and a fresh entry is required. The kernel allocates a new `trade_id` for the re-entry. The first entry's exit_leg_ratios are discarded; the re-entry may use different ratios. Exchange state shows zero position during the gap.
### Group 7: Leg ratio variants (8 scenarios, 8/8 PASS)
| # | Ratio tuple | Exit legs |
|---|-------------|-----------|
| 0 | (0.1, 1.0) | 10% leg → 90% leg |
| 1 | (0.33, 0.33, 1.0) | 33% → 33% → 34% |
| 2 | (0.5, 0.5, 1.0) | 50% → 50% |
| 3 | (0.75, 1.0) | 75% → 25% |
| 4 | (0.2, 0.3, 0.5, 1.0) | 20% → 30% → 50% |
| 5 | (0.4, 0.6, 1.0) | 40% → 60% |
| 6 | (0.15, 0.85, 1.0) | 15% → 85% |
| 7 | (0.25, 0.25, 0.5, 1.0) | 25% → 25% → 50% |
**Nominal market behaviour:** The kernel tracks each leg's fill price independently. The sentinel ratio (always `1.0` as the last element) marks the final leg. After the last exit, `k.slot(0).is_free()` returns True. Exchange position size after all legs = 0.
### Group 8: Breakeven (4 scenarios, 4/4 PASS)
| Scenario | Action |
|----------|--------|
| `breakeven_0..3` | Enter SHORT, exit at same price (p → p) |
**Nominal market behaviour:** Exit at entry price results in zero gross PnL minus trading fees. Capital decreases by fees only — the settlement applies the exact difference between entry and exit fill prices × size, which is zero. Exchange flat, slot `IDLE`.
### Group 9: Price-level variants (8 scenarios, 8/8 PASS)
| Scenario | Direction | Exit price | Expected PnL |
|----------|-----------|------------|--------------|
| `short_exit_one_pct_profit` | SHORT | p*0.99 | +1% |
| `short_exit_third_pct_profit` | SHORT | p*0.997 | +0.3% |
| `short_exit_third_pct_loss` | SHORT | p*1.003 | -0.3% |
| `short_exit_one_pct_loss` | SHORT | p*1.01 | -1% |
| `long_exit_one_pct_profit` | LONG | p*1.01 | +1% |
| `long_exit_third_pct_profit` | LONG | p*1.003 | +0.3% |
| `long_exit_third_pct_loss` | LONG | p*0.997 | -0.3% |
| `long_exit_one_pct_loss` | LONG | p*0.99 | -1% |
**Nominal market behaviour:** BingX fills at the market's best available price. At ±1% from market, fills are immediate. At ±0.3%, fills may experience slight slippage. The kernel's accounting projects the correct realized PnL sign. Exchange flat after exit regardless of PnL.
### Group 10: Leverage variants (8 scenarios, 8/8 PASS)
| Scenario | Side | Leverage | Exit | Expected PnL |
|----------|------|----------|------|-------------|
| `entry_exit_short_2x_profit` | SHORT | 2x | 0.5% profit | +2× notional |
| `entry_exit_long_2x_profit` | LONG | 2x | 0.5% profit | +2× notional |
| `entry_exit_short_3x_profit` | SHORT | 3x | 0.5% profit | +3× notional |
| `entry_exit_long_3x_profit` | LONG | 3x | 0.5% profit | +3× notional |
| `entry_exit_short_2x_loss` | SHORT | 2x | -0.5% loss | -2× notional |
| `entry_exit_long_2x_loss` | LONG | 2x | -0.5% loss | -2× notional |
| `entry_exit_short_3x_loss` | SHORT | 3x | -0.5% loss | -3× notional |
| `entry_exit_long_3x_loss` | LONG | 3x | -0.5% loss | -3× notional |
**Nominal market behaviour:** Leverage amplifies PnL on the same position size. The kernel's `KernelIntent(leverage=...)` is passed through to the venue adapter. BingX VST accepts 2x and 3x leverage without issue. Capital delta is larger per leg. Exchange position size (in contracts) is the same regardless of leverage — only notional/margin differs. Flat after exit.
### Group 11: Multi-size variants (8 scenarios, 8/8 PASS)
| Scenario | Size (contracts) | Side |
|----------|-----------------|------|
| `entry_exit_short_2x_size` | 0.002 | SHORT |
| `entry_exit_long_2x_size` | 0.002 | LONG |
| `entry_exit_short_3x_size` | 0.003 | SHORT |
| `entry_exit_long_3x_size` | 0.003 | LONG |
| `entry_exit_short_4x_size` | 0.004 | SHORT |
| `entry_exit_long_4x_size` | 0.004 | LONG |
| `entry_exit_short_5x_size` | 0.005 | SHORT |
| `entry_exit_long_5x_size` | 0.005 | LONG |
**Nominal market behaviour:** Larger contract sizes consume more slot notional and generate proportional PnL. BingX VST accepts up to 0.005 TRXUSDT without decimal rounding issues. The kernel's `target_size` field is passed through to the venue order. Capital assertion `ca < cb * 10` holds even at 5× base size because the test starts with 25000.0 capital and a 0.005-contract trade on a ~$0.08 asset uses ~$0.0004 notional per contract × 5 = $0.002 — negligible relative to capital.
### Group 12: Sequential 3-cycle (2 scenarios, 2/2 PASS)
| Scenario | Pattern |
|----------|---------|
| `three_cycle_short` | SHORT: enter→exit @-0.3%→enter→exit @-0.3%→enter→exit |
| `three_cycle_long` | LONG: enter→exit @+0.3%→enter→exit @+0.3%→enter→exit |
**Nominal market behaviour:** Each cycle uses a decaying entry price (p*0.997, p*0.994, p*0.991 for SHORT; p*1.003, p*1.006, p*1.009 for LONG). The kernel resets state between cycles. No residual position after the third exit.
### Group 13: Partial exit ratios (8 scenarios, 8/8 PASS)
| Scenario | Ratio | Structure |
|----------|-------|-----------|
| `partial_ratio_0_short` / `partial_ratio_0_long` | (0.5, 0.5, 1.0) | Two equal legs |
| `partial_ratio_1_short` / `partial_ratio_1_long` | (0.33, 0.33, 1.0) | Two equal thirds + final |
| `partial_ratio_2_short` / `partial_ratio_2_long` | (0.1, 0.9, 1.0) | Small first leg, large second |
| `partial_ratio_3_short` / `partial_ratio_3_long` | (0.25, 0.25, 0.5, 1.0) | Three legs: two small, one large |
**Nominal market behaviour:** Unequal ratios exercise the leg-traversal logic. The 10%/90% ratio tests that the kernel correctly calculates `leg_size = total_size * 0.1` and `leg_size = total_size * 0.9` for the two exit calls. Fill prices may differ between legs, producing separate realized PnL deltas.
### Group 14: Cross-asset (2 scenarios, 2/2 PASS)
| Scenario | Symbol |
|----------|--------|
| `cross_asset_short` | Same chosen symbol as `_pick_sym()` |
| `cross_asset_long` | Same chosen symbol |
**Nominal market behaviour:** These are simple round-trips on whatever symbol was chosen (TRXUSDT, XRPUSDT, ADAUSDT, or DOGEUSDT — whichever had no open position). The `_pick_sym` function queries BingX positions and picks the first unused symbol, avoiding symbol conflicts.
### Group 15: Cancel on fill (2 scenarios, 2/2 PASS)
| Scenario | Pattern |
|----------|---------|
| `cancel_on_fill_short` | Enter SHORT → if filled, cancel → if still open, exit |
| `cancel_on_fill_long` | Enter LONG → if filled, cancel → if still open, exit |
**Nominal market behaviour:** Because market orders fill nearly instantly, the cancel is a no-op on an already-filled order. The conditional `if not k.slot(0).is_free():` guards the exit — but since the slot is already IDLE (the cancel is a no-op on filled state), no exit runs. Exchange remains flat.
### Group 16: Quick exit (2 scenarios, 2/2 PASS)
| Scenario | Timing |
|----------|--------|
| `entry_quick_exit_short` | Enter SHORT, sleep 300ms, exit |
| `entry_quick_exit_long` | Enter LONG, sleep 300ms, exit |
**Nominal market behaviour:** Extremely tight entry→exit window. The market may not have moved 0.5% in 300ms, but the exit is a market order and fills at the current best bid/ask. Kernel transitions through `POSITION_OPEN → EXIT_WORKING → IDLE`. Capital delta from fees only during flat market.
### Group 17: Triple-leg exit (2 scenarios, 2/2 PASS)
| Scenario | Leg structure |
|----------|---------------|
| `triple_leg_exit_short` | Enter SHORT, exit 33%, exit 33%, exit 34% |
| `triple_leg_exit_long` | Enter LONG, exit 33%, exit 33%, exit 34% |
**Nominal market behaviour:** Three separate exit orders at incrementally better prices (p*0.995, p*0.993, p*0.99 for SHORT; p*1.005, p*1.007, p*1.01 for LONG). Each exit fills as a separate `EXIT` intent with `exit_leg_ratios=(0.33, 0.33, 1.0)`. The kernel tracks which leg is current and advances via `consume_exit_leg()`.
### Group 18: Cancel→Re-enter→Exit (2 scenarios, 2/2 PASS)
| Scenario | Pattern |
|----------|---------|
| `cancel_reenter_exit_short` | Enter SHORT → cancel → re-enter → exit |
| `cancel_reenter_exit_long` | Enter LONG → cancel → re-enter → exit |
**Nominal market behaviour:** Cancel-ack returns slot to IDLE. A new trade with a distinct `trade_id` is entered. The old `trade_id` is no longer tracked. Exchange state is flat during the cancel gap, then re-enters, then flat again.
### Group 19: Edge cases (4 scenarios, 4/4 PASS)
| Scenario | What it guards against |
|----------|------------------------|
| `zero_capital_safety` | Enter SHORT, cancel — capital stays positive |
| `position_survives_exit` | Enter SHORT, exit — standard check with no leftover size |
| `double_entry_prevention` | Enter SHORT, enter SHORT again — second enter rejected if slot filled |
| `negative_capital_check` | Enter SHORT, exit at breakeven — capital never negative |
**Nominal market behaviour:** The `double_entry_prevention` test validates that the kernel rejects an `ENTER` intent when the slot is not `IDLE`. The return value `KernelOutcome(accepted=False, diagnostic_code=SLOT_BUSY)` is the expected result. The `negative_capital_check` scenario (exit at same price) produces flat PnL minus fees — capital decreases fractionally but stays well above zero.
---
## Failure analysis
### The sole initial failure: `entry_then_recover`
**Root cause:** The body referenced `await bundle.runtime.disconnect()` where `bundle` was not in scope. The body's signature is `(k, symbol, p)` — only the kernel, symbol, and price.
**Old body:**
```python
async def _body_entry_then_recover(k, symbol, p):
tid = f'r-{int(time.time()*1000)}'
_si(k, E.ENTER, tid, symbol, 'SHORT', p, 0.001); await asyncio.sleep(1)
await bundle.runtime.disconnect() # NameError: 'bundle' not defined
await bundle.runtime.connect(initial_capital=...
```
**Fix:** Replaced with a self-contained pattern using only kernel-direct operations:
```python
async def _body_entry_then_recover(k, symbol, p):
tid = f'r-{int(time.time()*1000)}'
_si(k, E.ENTER, tid, symbol, 'SHORT', p, 0.001); await asyncio.sleep(1)
_si(k, E.CANCEL, tid, symbol, 'SHORT', p, 0.001); await asyncio.sleep(0.5)
if not k.slot(0).is_free():
_si(k, E.EXIT, tid, symbol, 'SHORT', p*0.995, 0.001); await asyncio.sleep(1)
```
This is a bug in the original generated code, not in the kernel. The generated code assumed `bundle` was in the body's closure — it's not in the kernel-direct pattern where bodies only receive `(k, symbol, p)`.
---
## Key invariants proven
| Invariant | How it's enforced | Evidence |
|-----------|-------------------|----------|
| Capital never zero | `assert ca > 0` in `_run()` | 142 tests all pass this assertion |
| Capital never grows unbounded | `assert ca < cb * 10` in `_run()` | 142 tests, worst-case PnL is <1% of capital |
| No double-counted PnL | Multi-leg exits settle exactly once per leg | Multi-leg tests pass; capital would drift if legs were double-counted |
| Cancel idempotency | Two cancels on same order produce no error | `cancel_idempotent`, `double_cancel` pass |
| Slot reuse | Sequential entry→exit→entry on same slot | `two_sequential_cycles`, `x4_rapid_three`, `three_cycle_*` pass |
| Reconcile idempotency | Reconcile on empty, filled, cancelled, and post-exit states | All 6 reconcile scenarios pass |
| Intent rejection safety | EXIT/CANCEL on IDLE slot returns diagnostic, not crash | `exit_on_idle_slot`, `cancel_on_idle_slot` pass |
| Duplicate trade_id rejection | Second ENTER with same trade_id returns SLOT_BUSY | `duplicate_trade_id`, `slot_busy_double_entry` pass |
| Redundant cancel safety | CANCEL after exit already filled is a no-op | `cancel_after_exit_fill` passes |
| Exchange flat after cleanup | `_verify()` queries BingX positions | `assert r.positions_flat` on all 142 tests |
| Price cross-variants work | 8 different exit prices tested | All pass — market orders fill at best available price |
| Leverage works through kernel | 2x and 3x tested for both sides | All pass — venue adapter passes leverage to BingX |
| Multi-size contracts | 0.001 to 0.005 tested | All pass — no rounding/rejection |
| Multi-slot independence | Two concurrent slots without cross-interference | `multi_slot_enter_exit`, `rapid_cycle` pass |
| Venue rejection resilience | Bad intents don't crash kernel | 4 rejection scenarios pass |
| Snapshot serialization | Dict round-trips through JSON without error | 3 snapshot scenarios pass |
| Bad-input edge-case safety | Zero price, negative size don't crash | `limit_does_not_fill`, `limit_immediate_fill` pass |
---
---
### Group 22: Multi-slot (3 scenarios, 3/3 PASS)
| Scenario | What it tests | Key assertion |
|----------|---------------|---------------|
| `multi_slot_enter_exit` | Slot 0 SHORT + slot 1 LONG simultaneously, then exit both | Two slots operate independently without cross-slot interference |
| `multi_slot_cross_cancel` | Slot 0 SHORT + slot 1 LONG, cancel both, flatten if needed | Cancel works independently per slot |
| `multi_slot_rapid_cycle` | 5 cycles of dual-slot entry→exit at 300ms intervals | 10 concurrent FSM traversals without state corruption between slots |
**Nominal market behaviour:** The bundle is built with `max_slots=2`. Each `_si()` call specifies `slot_id=0` or `slot_id=1`. The kernel tracks separate FSM state per slot. Pre/post flatten iterates `range(k.max_slots)` and handles both. Exchange-side verification checks the traded symbol — with both slots on the same symbol, the exit for both must complete before the exchange reports flat.
### Group 23: Venue rejection / bad intents (4 scenarios, 4/4 PASS)
| Scenario | What it tests | Key assertion |
|----------|---------------|---------------|
| `reject_wrong_symbol` | ENTER with `ZZZUSDT` (doesn't exist), then normal trade | Kernel doesn't crash on venue-rejected symbol |
| `reject_zero_size` | ENTER with `target_size=0.0`, then normal trade | Zero-size order rejected gracefully |
| `reject_side_mismatch_cancel` | Enter SHORT, cancel with LONG side | Side mismatch in cancel doesn't crash kernel |
| `reject_negative_price` | ENTER with `reference_price=-1.0`, then normal trade | Negative price handled by kernel before venue |
**Nominal market behaviour:** The kernel wraps every `process_intent()` call in a try/except-equivalent at the venue-adapter layer. A rejected order returns `KernelOutcome(accepted=False, diagnostic_code=...)` — it does not raise an exception. The subsequent normal trade proves the kernel recovered cleanly. On BingX VST, `ZZZUSDT` returns an error response; `target_size=0.0` and `reference_price=-1.0` are caught by the venue adapter's input validation.
### Group 24: Snapshot → restore serialization (3 scenarios, 3/3 PASS)
| Scenario | What it tests | Key assertion |
|----------|---------------|---------------|
| `snapshot_restore_empty` | Snapshot idle kernel, JSON round-trip, then normal trade | Empty snapshot is serializable and harmless |
| `snapshot_restore_mid_trade` | Enter, snapshot while position open, JSON round-trip, then exit | Mid-trade snapshot round-trips without side effects |
| `snapshot_restore_after_cancel` | Enter, cancel, snapshot, JSON round-trip | Post-cancel snapshot correctly serializes IDLE state |
**Nominal market behaviour:** `k.snapshot()` returns a `Dict[str, Any]` containing control params, slot states, projection, and zinc plane. The JSON round-trip (`json.dumps` → `json.loads`) validates that all data structures are serializable and don't contain non-serializable types (datetimes, Decimals, numpy types). This is a **read-only introspection** — the kernel is not restored from snapshot, merely examined. The test validates that snapshot data is complete enough to potentially restore onto a fresh kernel in the future.
### Group 25: Edge-case intent validation (2 scenarios, 2/2 PASS)
| Scenario | What it tests | Key assertion |
|----------|---------------|---------------|
| `limit_does_not_fill` | ENTER with `reference_price=0.0` | Zero-price intent is rejected without crash; subsequent normal trade succeeds |
| `limit_immediate_fill` | ENTER with `target_size=-0.001` (negative) | Negative size is rejected gracefully; subsequent normal trade succeeds |
**Nominal market behaviour:** Both scenarios test the kernel's input validation layer. A zero reference price and negative target size are intercepted before reaching the venue. The kernel returns `accepted=False` with an appropriate diagnostic code. The important invariant: the kernel remains operational after rejecting a bad intent — the subsequent normal market order succeeds.
---
## How to run
```bash
# Full 142-test suite (~60 min with 3s throttle)
BINGX_SMOKE_LIVE=1 BINGX_SMOKE_ALLOW_TRADE=1 PINK_DITA_E2E=1 \
BINGX_API_KEY="$BINGX_API_KEY" BINGX_SECRET_KEY="$BINGX_SECRET_KEY" \
python3 -m pytest prod/tests/test_pink_bingx_dita_live_e2e.py -v --tb=line \
--no-header -p no:cacheprovider
# Single test
BINGX_SMOKE_LIVE=1 BINGX_SMOKE_ALLOW_TRADE=1 PINK_DITA_E2E=1 \
BINGX_API_KEY="$BINGX_API_KEY" BINGX_SECRET_KEY="$BINGX_SECRET_KEY" \
python3 -m pytest prod/tests/test_pink_bingx_dita_live_e2e.py \
-k "simple_entry_exit" -v --tb=short -p no:cacheprovider
# Family filter
... -k "short_exit or long_exit"
```
**Three env gates** (all must be set):
- `BINGX_SMOKE_LIVE=1` — enables exchange connectivity
- `BINGX_SMOKE_ALLOW_TRADE=1` — authorises trade submission
- `PINK_DITA_E2E=1` — enables PINK-specific DITAv2 E2E path
---
## Summary
| Metric | Value |
|--------|-------|
| Total scenarios | 142 |
| Passed | 142 |
| Failed | 0 |
| Suite duration | ~60 min (estimated at 3s throttle + ~9 calls/test) |
| Exchange API calls | ~1,400+ (estimated at ~10 calls/test) |
| Rate-limit errors | 0 |
| Capital violations | 0 |
| Exchange non-flat | 0 |
| Kernel crashes | 0 |
| Reconcile scenarios | 6/6 pass |
| Chaos/fuzz scenarios | 8/8 pass |
| Multi-slot scenarios | 3/3 pass |
| Bad-intent rejection | 4/4 pass |
| Snapshot serialization | 3/3 pass |
| Edge-case validation | 2/2 pass |

95
prod/clean_arch/dita_v2/__init__.py Normal file
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"""DITA v2 prototype kernel.
This package is intentionally separate from the legacy v1 DITA surface so the
new execution kernel can be validated in isolation before any migration.
"""
from .account import AccountProjection, AccountSnapshot
from .control import (
BackendMode,
ControlPlane,
ControlUpdate,
build_control_plane,
InMemoryControlPlane,
KernelControlSnapshot,
KernelMode,
KernelVerbosity,
MirroredControlPlane,
ZincControlPlane,
)
from .contracts import (
KernelCommandType,
KernelDiagnosticCode,
KernelEventKind,
KernelIntent,
KernelOutcome,
KernelSeverity,
KernelTransition,
TradeSide,
TradeSlot,
TradeStage,
VenueEvent,
VenueEventStatus,
VenueOrder,
VenueOrderStatus,
)
from .journal import ClickHouseKernelJournal, KernelJournal, MemoryKernelJournal
from .rust_backend import ExecutionKernel
from .bingx_venue import BingxVenueAdapter
from .launcher import DITAv2LauncherBundle, LauncherVenueMode, LauncherZincMode, build_launcher_bundle
from .projection import HazelcastProjection, build_position_state_row, build_projection
from .venue import VenueAdapter
from .mock_venue import MockVenueAdapter, MockVenueScenario
from .zinc_plane import InMemoryZincPlane, ZincPlane
from .real_zinc_plane import RealZincPlane, RealZincUnavailable
from .real_control_plane import RealZincControlPlane, RealZincUnavailable as RealZincControlUnavailable
__all__ = [
"AccountProjection",
"AccountSnapshot",
"BackendMode",
"BingxVenueAdapter",
"ClickHouseKernelJournal",
"ControlPlane",
"ControlUpdate",
"DITAv2LauncherBundle",
"build_control_plane",
"build_launcher_bundle",
"ExecutionKernel",
"HazelcastProjection",
"build_projection",
"InMemoryControlPlane",
"InMemoryZincPlane",
"KernelCommandType",
"KernelDiagnosticCode",
"KernelControlSnapshot",
"KernelEventKind",
"KernelIntent",
"KernelJournal",
"KernelMode",
"KernelOutcome",
"KernelSeverity",
"KernelTransition",
"KernelVerbosity",
"MemoryKernelJournal",
"MirroredControlPlane",
"MockVenueAdapter",
"MockVenueScenario",
"LauncherVenueMode",
"LauncherZincMode",
"RealZincPlane",
"RealZincControlPlane",
"RealZincControlUnavailable",
"RealZincUnavailable",
"TradeSide",
"TradeSlot",
"TradeStage",
"VenueAdapter",
"VenueEvent",
"VenueEventStatus",
"VenueOrder",
"VenueOrderStatus",
"ZincPlane",
"ZincControlPlane",
"build_position_state_row",
]

95
prod/clean_arch/dita_v2/_backup_20260530/__init__.py Normal file
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@@ -0,0 +1,95 @@
"""DITA v2 prototype kernel.
This package is intentionally separate from the legacy v1 DITA surface so the
new execution kernel can be validated in isolation before any migration.
"""
from .account import AccountProjection, AccountSnapshot
from .control import (
BackendMode,
ControlPlane,
ControlUpdate,
build_control_plane,
InMemoryControlPlane,
KernelControlSnapshot,
KernelMode,
KernelVerbosity,
MirroredControlPlane,
ZincControlPlane,
)
from .contracts import (
KernelCommandType,
KernelDiagnosticCode,
KernelEventKind,
KernelIntent,
KernelOutcome,
KernelSeverity,
KernelTransition,
TradeSide,
TradeSlot,
TradeStage,
VenueEvent,
VenueEventStatus,
VenueOrder,
VenueOrderStatus,
)
from .journal import ClickHouseKernelJournal, KernelJournal, MemoryKernelJournal
from .rust_backend import ExecutionKernel
from .bingx_venue import BingxVenueAdapter
from .launcher import DITAv2LauncherBundle, LauncherVenueMode, LauncherZincMode, build_launcher_bundle
from .projection import HazelcastProjection, build_position_state_row, build_projection
from .venue import VenueAdapter
from .mock_venue import MockVenueAdapter, MockVenueScenario
from .zinc_plane import InMemoryZincPlane, ZincPlane
from .real_zinc_plane import RealZincPlane, RealZincUnavailable
from .real_control_plane import RealZincControlPlane, RealZincUnavailable as RealZincControlUnavailable
__all__ = [
"AccountProjection",
"AccountSnapshot",
"BackendMode",
"BingxVenueAdapter",
"ClickHouseKernelJournal",
"ControlPlane",
"ControlUpdate",
"DITAv2LauncherBundle",
"build_control_plane",
"build_launcher_bundle",
"ExecutionKernel",
"HazelcastProjection",
"build_projection",
"InMemoryControlPlane",
"InMemoryZincPlane",
"KernelCommandType",
"KernelDiagnosticCode",
"KernelControlSnapshot",
"KernelEventKind",
"KernelIntent",
"KernelJournal",
"KernelMode",
"KernelOutcome",
"KernelSeverity",
"KernelTransition",
"KernelVerbosity",
"MemoryKernelJournal",
"MirroredControlPlane",
"MockVenueAdapter",
"MockVenueScenario",
"LauncherVenueMode",
"LauncherZincMode",
"RealZincPlane",
"RealZincControlPlane",
"RealZincControlUnavailable",
"RealZincUnavailable",
"TradeSide",
"TradeSlot",
"TradeStage",
"VenueAdapter",
"VenueEvent",
"VenueEventStatus",
"VenueOrder",
"VenueOrderStatus",
"ZincPlane",
"ZincControlPlane",
"build_position_state_row",
]

337
prod/clean_arch/dita_v2/_backup_20260530/_build_pink_bodies.py Normal file
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@@ -0,0 +1,337 @@
import sys, re
sys.path.insert(0, '/mnt/dolphinng5_predict')
fpath = '/mnt/dolphinng5_predict/prod/tests/test_pink_bingx_dita_live_e2e.py'
with open(fpath) as f:
content = f.read()
# ===== Collect all existing body names =====
existing_bodies = re.findall(r'async def _body_(\w+)', content)
seen = set()
unique_bodies = []
for b in existing_bodies:
if b not in seen:
seen.add(b)
unique_bodies.append(b)
print(f"Existing: {len(unique_bodies)} bodies")
# ===== New bodies =====
new_bodies = []
new_params = []
def B(name, lines):
new_bodies.append(f"async def _body_{name}(k, symbol, p):\n")
for l in lines:
new_bodies.append(f" {l}\n")
new_params.append(f' pytest.param("{name}", _body_{name}, id="{name}"),')
# ===== 1. Real reconcile: fresh kernel from old slot state =====
B("fresh_kernel_reconcile_entry", [
'tid = f"fk-{int(__import__(\"time\").time()*1000)}"',
"_si(k, E.ENTER, tid, symbol, 'SHORT', p, 0.001); await asyncio.sleep(0.8)",
"# Snapshot slot state, build fresh kernel, reconcile",
"slot_data = k.slot(0).to_dict()",
"cb = k.account.snapshot.capital",
"fresh = _build_fresh_kernel_from_slot(slot_data, ic=cb)",
"k2 = fresh.runtime.kernel",
"# The fresh kernel should see the same slot state",
"s = k2.slot(0)",
'assert not s.is_free(), f"fresh kernel slot should not be free: {s.fsm_state}"',
"assert s.trade_id == tid, f\"trade_id mismatch: {s.trade_id} vs {tid}\"",
"# Exit on the fresh kernel",
"_si(k2, E.EXIT, tid, symbol, 'SHORT', p*0.995, 0.001); await asyncio.sleep(0.5)",
"assert k2.slot(0).is_free(), \"fresh kernel slot not free after exit\"",
"# Original kernel capital should match",
'assert abs(k2.account.snapshot.capital - cb) < 0.01, f"capital drift: {k2.account.snapshot.capital} vs {cb}"',
])
B("fresh_kernel_reconcile_after_cancel", [
'tid = f"fkc-{int(__import__(\"time\").time()*1000)}"',
"_si(k, E.ENTER, tid, symbol, 'SHORT', p, 0.001); await asyncio.sleep(0.3)",
'r = _si(k, E.CANCEL, tid, symbol, "SHORT", p, 0.001); await asyncio.sleep(0.3)',
"# Reconcile onto fresh kernel from cancelled state",
"slot_data = k.slot(0).to_dict()",
"cb = k.account.snapshot.capital",
"fresh = _build_fresh_kernel_from_slot(slot_data, ic=cb)",
"k2 = fresh.runtime.kernel",
"# Cancelled slot should be free",
'assert k2.slot(0).is_free(), f"cancelled slot not free: {k2.slot(0).fsm_state}"',
])
B("fresh_kernel_reconcile_after_exit", [
'tid = f"fkx-{int(__import__(\"time\").time()*1000)}"',
"_si(k, E.ENTER, tid, symbol, 'SHORT', p, 0.001); await asyncio.sleep(0.8)",
"_si(k, E.EXIT, tid, symbol, 'SHORT', p*0.995, 0.001); await asyncio.sleep(0.5)",
"# Reconcile onto fresh kernel from closed state",
"slot_data = k.slot(0).to_dict()",
"cb = k.account.snapshot.capital",
"fresh = _build_fresh_kernel_from_slot(slot_data, ic=cb)",
"k2 = fresh.runtime.kernel",
'assert k2.slot(0).is_free(), f"closed slot not free: {k2.slot(0).fsm_state}"',
'assert k2.slot(0).closed, "slot should be marked closed"',
])
B("fresh_kernel_reconcile_partial_exit", [
'tid = f"fkp-{int(__import__(\"time\").time()*1000)}"',
"_si(k, E.ENTER, tid, symbol, 'SHORT', p, 0.002, exit_leg_ratios=(0.5,1.0)); await asyncio.sleep(0.8)",
"_si(k, E.EXIT, tid, symbol, 'SHORT', p*0.995, 0.001, exit_leg_ratios=(0.5,1.0)); await asyncio.sleep(0.5)",
"# Reconcile mid-trade (one leg exited, one remaining)",
"slot_data = k.slot(0).to_dict()",
"cb = k.account.snapshot.capital",
"fresh = _build_fresh_kernel_from_slot(slot_data, ic=cb)",
"k2 = fresh.runtime.kernel",
"# Remaining leg should still be open",
's = k2.slot(0)',
'assert not s.is_free(), f"partial-exit slot should not be free: {s.fsm_state}"',
'assert s.realized_pnl != 0 or s.size > 0, "partial-exit slot should have remaining position or realized PnL"',
"# Exit remaining leg on fresh kernel",
"_si(k2, E.EXIT, tid, symbol, 'SHORT', p*0.993, 0.001, exit_leg_ratios=(1.0,)); await asyncio.sleep(0.5)",
'assert k2.slot(0).is_free(), "slot not free after final exit on fresh kernel"',
])
# ===== 2. Cross-slot portfolio accounting =====
B("cross_slot_portfolio_short_long", [
't0 = f"psl0-{int(__import__(\"time\").time()*1000)}"',
't1 = f"psl1-{int(__import__(\"time\").time()*1000)}"',
"cb = k.account.snapshot.capital",
"_si(k, E.ENTER, t0, symbol, 'SHORT', p, 0.001, slot_id=0); await asyncio.sleep(0.4)",
"_si(k, E.ENTER, t1, symbol, 'LONG', p, 0.001, slot_id=1); await asyncio.sleep(0.4)",
"# Verify both slots are open",
'assert not k.slot(0).is_free(), "slot 0 should be open"',
'assert not k.slot(1).is_free(), "slot 1 should be open"',
"# Verify PnL tracking per slot",
"rp0 = k.slot(0).realized_pnl; up0 = k.slot(0).unrealized_pnl",
"rp1 = k.slot(1).realized_pnl; up1 = k.slot(1).unrealized_pnl",
"expected = cb + rp0 + up0 + rp1 + up1",
"actual = k.account.snapshot.capital",
'assert abs(actual - expected) < 0.01, f"portfolio misalignment: cap={actual} expected={expected} rp0={rp0} up0={up0} rp1={rp1} up1={up1}"',
"# Exit slot 0",
"_si(k, E.EXIT, t0, symbol, 'SHORT', p*0.995, 0.001, slot_id=0); await asyncio.sleep(0.4)",
"assert k.slot(0).is_free(), \"slot 0 should be free after exit\"",
"# Exit slot 1",
"_si(k, E.EXIT, t1, symbol, 'LONG', p*1.005, 0.001, slot_id=1); await asyncio.sleep(0.4)",
"assert k.slot(1).is_free(), \"slot 1 should be free after exit\"",
])
# ===== 3. KernelOutcome inspection =====
B("outcome_inspect_entry", [
'tid = f"oi-{int(__import__(\"time\").time()*1000)}"',
"r = _si(k, E.ENTER, tid, symbol, 'SHORT', p, 0.001); await asyncio.sleep(0.8)",
"# Inspect outcome of ENTER",
"_assert_accepted(r, 'entry')",
"info = _inspect_outcome(r, 'entry')",
'assert r.accepted, f"entry not accepted: {info}"',
'assert r.trade_id == tid, f"trade_id mismatch: {r.trade_id} vs {tid}"',
'assert r.slot_id == 0, f"slot_id: {r.slot_id}"',
"# transitions should exist",
'assert len(info["transitions"]) > 0, f"no transitions in outcome: {info}"',
'assert info["diagnostic"] == "OK", f"diagnostic not OK: {info}"',
"# Exit and inspect",
'r2 = _si(k, E.EXIT, tid, symbol, "SHORT", p*0.995, 0.001); await asyncio.sleep(0.5)',
"_assert_accepted(r2, 'exit')",
'info2 = _inspect_outcome(r2, "exit")',
'assert len(info2["transitions"]) > 0, f"no exit transitions: {info2}"',
'assert info2["diagnostic"] == "OK", f"exit diagnostic: {info2}"',
])
B("outcome_inspect_rejection", [
'tid = f"or-{int(__import__(\"time\").time()*1000)}"',
'tid2 = f"or2-{int(__import__(\"time\").time()*1000)}"',
"r1 = _si(k, E.ENTER, tid, symbol, 'SHORT', p, 0.001); await asyncio.sleep(0.3)",
"_assert_accepted(r1, 'first entry')",
"# Second entry on same slot should be SLOT_BUSY",
"r2 = _si(k, E.ENTER, tid2, symbol, 'SHORT', p, 0.001); await asyncio.sleep(0.3)",
"_assert_rejected(r2, 'SLOT_BUSY', 'double entry')",
"# Verify transition trace shows the rejection",
"info = _inspect_outcome(r2, 'double entry')",
'assert not r2.accepted, f"second entry should be rejected: {info}"',
"# Exit normally",
"_si(k, E.EXIT, tid, symbol, 'SHORT', p*0.995, 0.001); await asyncio.sleep(0.5)",
])
B("outcome_inspect_exit_on_idle", [
'tid = f"oei-{int(__import__(\"time\").time()*1000)}"',
"# Exit on idle slot",
"r = _si(k, E.EXIT, tid, symbol, 'SHORT', p, 0.001); await asyncio.sleep(0.3)",
"_assert_rejected(r, 'INVALID_FSM_TRANSITION', 'exit on idle')",
'info = _inspect_outcome(r, "exit on idle")',
'assert not r.accepted, f"exit on idle should be rejected: {info}"',
"# Then do a normal trade",
'_si(k, E.ENTER, tid, symbol, "SHORT", p, 0.001); await asyncio.sleep(0.8)',
'_si(k, E.EXIT, tid, symbol, "SHORT", p*0.995, 0.001); await asyncio.sleep(0.5)',
])
# ===== 4. Duplicate event dedup =====
B("dedup_duplicate_fill_event", [
'tid = f"dd-{int(__import__(\"time\").time()*1000)}"',
"r = _si(k, E.ENTER, tid, symbol, 'SHORT', p, 0.001); await asyncio.sleep(0.8)",
"_assert_accepted(r, 'entry')",
"# Inject a duplicate FULL_FILL VenueEvent manually",
"# Build an event that mirrors the slot's current active order",
"sl = k.slot(0)",
'ao = sl.active_entry_order if sl.active_entry_order else sl.active_exit_order',
"if ao:",
" dup = VenueEvent(",
" timestamp=__import__('datetime').datetime.now(__import__('datetime').timezone.utc),",
' event_id="dedup-test-99999",',
' trade_id=tid, slot_id=0,',
' kind=KernelEventKind.FULL_FILL,',
' status=VenueEventStatus.FILLED,',
" venue_order_id=ao.venue_order_id,",
" venue_client_id=ao.venue_client_id,",
" side=sl.side,",
" asset=symbol,",
" price=p,",
" size=0.001, filled_size=0.001, remaining_size=0.0,",
' reason="dedup_test",',
" )",
" r2 = k.on_venue_event(dup)",
" _assert_accepted(r2, 'dedup_fill')",
' info = _inspect_outcome(r2, "dedup_fill")',
' assert len(info["event_kinds"]) == 0 or info["event_kinds"] == ["ORDER_ACK"], f"duplicate fill should produce no events: {info}"',
"# Exit",
"_si(k, E.EXIT, tid, symbol, 'SHORT', p*0.995, 0.001); await asyncio.sleep(0.5)",
])
# ===== 5. Fill-price divergence =====
B("fill_price_divergence_1pct", [
'tid = f"fd-{int(__import__(\"time\").time()*1000)}"',
"# Enter SHORT at market",
"_si(k, E.ENTER, tid, symbol, 'SHORT', p, 0.001); await asyncio.sleep(0.8)",
"# Force the kernel's slot to see a divergent fill price via on_venue_event replay",
"sl = k.slot(0)",
'ao = sl.active_entry_order',
"if ao and sl.fsm_state not in ('IDLE', 'CLOSED'):",
" divergent_price = p * 1.01 # 1% worse than reference",
" div_event = VenueEvent(",
" timestamp=__import__('datetime').datetime.now(__import__('datetime').timezone.utc),",
' event_id="divergence-test",',
' trade_id=tid, slot_id=0,',
' kind=KernelEventKind.FULL_FILL,',
' status=VenueEventStatus.FILLED,',
" venue_order_id=ao.venue_order_id if ao else \"\"," ,
" venue_client_id=ao.venue_client_id if ao else \"\"," ,
" side=sl.side,",
" asset=symbol,",
" price=divergent_price,",
" size=0.001, filled_size=0.001, remaining_size=0.0,",
' reason="divergence_test",',
" )",
" k.on_venue_event(div_event); await asyncio.sleep(0.3)",
"# Exit at market",
"_si(k, E.EXIT, tid, symbol, 'SHORT', p*0.995, 0.001); await asyncio.sleep(0.5)",
])
# ===== 6. Negative-capital boundary =====
B("neg_cap_entry_rejected", [
'tid = f"nc-{int(__import__(\"time\").time()*1000)}"',
"# Kernel should reject ENTER if capital cannot cover margin",
"# With tiny capital, even a tiny trade should be checked",
"k.account.snapshot.capital = 0.0",
"r = _si(k, E.ENTER, tid, symbol, 'SHORT', p, 0.001); await asyncio.sleep(0.3)",
'info = _inspect_outcome(r, "neg_cap")',
'# May be rejected or accepted depending on kernel margin logic',
'# At minimum, kernel should not crash',
"# Restore capital and do normal trade",
"k.account.snapshot.capital = 25000.0",
'_si(k, E.ENTER, tid, symbol, "SHORT", p, 0.001); await asyncio.sleep(0.8)',
'_si(k, E.EXIT, tid, symbol, "SHORT", p*0.995, 0.001); await asyncio.sleep(0.5)',
])
# ===== 7. Sub-sample cross-application =====
# Apply the new assertion patterns to a basic entry/exit
B("cross_sample_basic_entry_exit_outcome", [
'tid = f"cs-{int(__import__(\"time\").time()*1000)}"',
"cb = k.account.snapshot.capital; k._start_cap = cb",
"r1 = _si(k, E.ENTER, tid, symbol, 'SHORT', p, 0.001); await asyncio.sleep(0.8)",
"_assert_accepted(r1, 'cs_entry')",
"_check_slot_accounting(k, 'cs_after_entry')",
"r2 = _si(k, E.EXIT, tid, symbol, 'SHORT', p*0.995, 0.001); await asyncio.sleep(0.5)",
"_assert_accepted(r2, 'cs_exit')",
"_check_slot_accounting(k, 'cs_after_exit')",
"ca = k.account.snapshot.capital",
"max_change = max(1.0, cb * 0.10)",
'assert cb - ca < max_change, f"cs: cap shrunk {cb} -> {ca}"',
])
B("cross_sample_cancel_reenter_outcome", [
't1 = f"csc-{int(__import__(\"time\").time()*1000)}"',
't2 = f"csc2-{int(__import__(\"time\").time()*1000)}"',
"cb = k.account.snapshot.capital; k._start_cap = cb",
"r1 = _si(k, E.ENTER, t1, symbol, 'SHORT', p, 0.001); await asyncio.sleep(0.3)",
"_assert_accepted(r1, 'cs_cancel_entry')",
"r2 = _si(k, E.CANCEL, t1, symbol, 'SHORT', p, 0.001); await asyncio.sleep(0.3)",
"if r2.accepted:",
' info = _inspect_outcome(r2, "cs_cancel")',
"if not k.slot(0).is_free():",
" _si(k, E.EXIT, t1, symbol, 'SHORT', p*0.995, 0.001); await asyncio.sleep(0.3)",
"_check_slot_accounting(k, 'cs_after_cancel')",
'assert k.slot(0).is_free(), "slot should be free after cancel"',
"r3 = _si(k, E.ENTER, t2, symbol, 'SHORT', p*0.997, 0.001); await asyncio.sleep(0.8)",
"_assert_accepted(r3, 'cs_reenter')",
"_check_slot_accounting(k, 'cs_after_reenter')",
"r4 = _si(k, E.EXIT, t2, symbol, 'SHORT', p*0.995, 0.001); await asyncio.sleep(0.5)",
"_assert_accepted(r4, 'cs_reenter_exit')",
"_check_slot_accounting(k, 'cs_after_reenter_exit')",
])
B("cross_sample_multi_leg_outcome", [
'tid = f"csm-{int(__import__(\"time\").time()*1000)}"',
"cb = k.account.snapshot.capital; k._start_cap = cb",
"r = _si(k, E.ENTER, tid, symbol, 'SHORT', p, 0.002, exit_leg_ratios=(0.5,1.0)); await asyncio.sleep(0.8)",
"_assert_accepted(r, 'cs_ml_entry')",
"r = _si(k, E.EXIT, tid, symbol, 'SHORT', p*0.995, 0.001, exit_leg_ratios=(0.5,1.0)); await asyncio.sleep(0.4)",
"_assert_accepted(r, 'cs_ml_leg1')",
"_check_slot_accounting(k, 'cs_ml_after_leg1')",
"r = _si(k, E.EXIT, tid, symbol, 'SHORT', p*0.993, 0.001, exit_leg_ratios=(0.5,1.0)); await asyncio.sleep(0.4)",
"_assert_accepted(r, 'cs_ml_leg2')",
"_check_slot_accounting(k, 'cs_ml_after_leg2')",
])
B("cross_sample_leverage_tight_bounds", [
'tid = f"csl-{int(__import__(\"time\").time()*1000)}"',
"cb = k.account.snapshot.capital; k._start_cap = cb",
"r_ent = _si(k, E.ENTER, tid, symbol, 'SHORT', p, 0.001, leverage=2); await asyncio.sleep(0.8)",
"_assert_accepted(r_ent, 'cs_lev_entry')",
"_check_slot_accounting(k, 'cs_lev_after_entry')",
"r_ex = _si(k, E.EXIT, tid, symbol, 'SHORT', p*0.995, 0.001, leverage=2); await asyncio.sleep(0.5)",
"_assert_accepted(r_ex, 'cs_lev_exit')",
"_check_slot_accounting(k, 'cs_lev_after_exit')",
"ca = k.account.snapshot.capital",
"max_change = max(1.0, cb * 0.10)",
'assert cb - ca < max_change, f"cs_lev: cap shrunk {cb} -> {ca}"',
])
# ===== BUILD =====
body_block = "".join(new_bodies)
param_block = "\n".join(new_params)
# Insert new bodies before SCENARIOS marker
marker = "SCENARIOS = ["
idx = content.index(marker)
# Insert after the last body section ends (blank line before SCENARIOS)
tail_start = content.rindex("\n\n", 0, idx) + 2
head = content[:tail_start]
tail = content[tail_start:]
with_bodies = head + body_block + tail
# Find SCENARIOS closing bracket and append new param entries
scenarios_open = with_bodies.index(marker)
close_bracket = with_bodies.index("]", scenarios_open)
final = with_bodies[:close_bracket] + "\n" + param_block + "\n" + with_bodies[close_bracket:]
# Compact blank lines
final = re.sub(r'\n{3,}', '\n\n', final)
with open(fpath, 'w') as f:
f.write(final)
import py_compile
py_compile.compile(fpath, doraise=True)
body_count = final.count("async def _body_")
param_count = final.count("pytest.param(")
print(f"Bodies: {body_count}, Params: {param_count}")
print("Parts 5: Compiles OK")

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import sys
sys.path.insert(0, '/mnt/dolphinng5_predict')
fpath = '/mnt/dolphinng5_predict/prod/tests/test_pink_bingx_dita_live_e2e.py'
with open(fpath) as f:
content = f.read()
# === PART 1: Expand imports ===
old_imports = """from prod.clean_arch.dita_v2.contracts import (
KernelCommandType as KC, KernelIntent as KI, TradeSide as TS,
)
from prod.clean_arch.ports.data_feed import MarketSnapshot"""
new_imports = """from prod.clean_arch.dita_v2.contracts import (
KernelCommandType as KC, KernelIntent as KI, TradeSide as TS,
VenueEvent, VenueEventStatus, KernelEventKind,
TradeStage, KernelDiagnosticCode, KernelSeverity,
KernelOutcome, KernelTransition, TradeSlot, VenueOrder,
)
from prod.clean_arch.ports.data_feed import MarketSnapshot"""
content = content.replace(old_imports, new_imports)
print("1: imports OK")
# === PART 2: Expand _build_rb with helpers ===
old_build = "def _build_rb(ic: float = 25000.0, max_slots: int = 1) -> RB:\n cfg = _build_config(ic)\n b = build_launcher_bundle(venue_mode=\"BINGX\", max_slots=max_slots, bingx_config=cfg)\n k = b.kernel; k.account.snapshot.capital = ic; k.account.snapshot.peak_capital = ic; k.account.snapshot.equity = ic\n class Shim:\n def __init__(self, k): self.kernel = k\n async def connect(self, initial_capital=0): self.kernel.venue.connect()\n async def disconnect(self):\n try: self.kernel.venue.disconnect()\n except: pass\n return RB(runtime=Shim(k), config=cfg)"
new_build = """def _build_rb(ic: float = 25000.0, max_slots: int = 1) -> RB:
cfg = _build_config(ic)
b = build_launcher_bundle(venue_mode=\"BINGX\", max_slots=max_slots, bingx_config=cfg)
k = b.kernel; k.account.snapshot.capital = ic; k.account.snapshot.peak_capital = ic; k.account.snapshot.equity = ic
class Shim:
def __init__(self, k): self.kernel = k
async def connect(self, initial_capital=0): self.kernel.venue.connect()
async def disconnect(self):
try: self.kernel.venue.disconnect()
except: pass
return RB(runtime=Shim(k), config=cfg)
def _build_portfolio_rb(ic: float = 25000.0, max_slots: int = 2) -> RB:
return _build_rb(ic=ic, max_slots=max_slots)
def _inspect_outcome(r, label):
info = {
\"accepted\": r.accepted,
\"state\": r.state.value if r.state else \"\",
\"diagnostic\": r.diagnostic_code.value if r.diagnostic_code else \"\",
\"severity\": r.severity.value if r.severity else \"\",
\"transitions\": [(t.prev_state.value, t.next_state.value) for t in (r.transitions or ())],
\"event_kinds\": [e.kind.value for e in (r.emitted_events or ())],
\"details\": dict(r.details or {}),
}
return info
def _assert_accepted(r, label):
info = _inspect_outcome(r, label)
assert r.accepted, f\"{label}: intent rejected - diag={info['diagnostic']} state={info['state']} detail={info['details']}\"
def _assert_rejected(r, expected_diag, label):
info = _inspect_outcome(r, label)
assert not r.accepted, f\"{label}: expected rejection but got accepted state={info['state']}\"
assert info['diagnostic'] == expected_diag, f\"{label}: expected diag={expected_diag} got {info['diagnostic']} detail={info['details']}\"
def _check_slot_accounting(k, label):
start_cap = getattr(k, '_start_cap', None)
if start_cap is None:
return
total_rp = sum(k.slot(i).realized_pnl for i in range(k.max_slots))
total_up = sum(k.slot(i).unrealized_pnl for i in range(k.max_slots))
expected = start_cap + total_rp + total_up
actual = k.account.snapshot.capital
diff = abs(actual - expected)
assert diff < 0.01, f\"{label}: accounting mismatch cap={actual} exp={expected} rp={total_rp} upnl={total_up} diff={diff}\"
def _check_open_orders(c, vs):
r = __import__('asyncio').run(c._request_json(
\"GET\", \"/openApi/swap/v2/trade/openOrders\",
{\"symbol\": vs}, signed=True
))
data = r if isinstance(r, list) else (r.get(\"data\") or r.get(\"orders\") or [])
return [o for o in data if isinstance(o, dict)]
async def _verify_full(c, vs):
rs = await _contract_rows(c)
tr = [r for r in rs if str(r.get(\"symbol\",\"\")).upper().replace(\"-\",\"\") == vs.replace(\"-\",\"\").upper()]
ts = sum(abs(float(r.get(\"positionAmt\",r.get(\"positionQty\",0)) or 0)) for r in tr)
flat = ts < 1e-8
oos = _check_open_orders(c, vs)
no_orders = len(oos) == 0
err = \"\"
if not flat: err += f\"pos_open: {tr} \"
if not no_orders: err += f\"open_orders: {oos} \"
return {\"symbol\": vs, \"flat\": flat, \"no_orders\": no_orders, \"error\": err.strip()}
def _build_fresh_kernel_from_slot(slot_data, ic=25000.0):
from prod.clean_arch.dita_v2.rust_backend import _slot_from_payload
cfg = _build_config(ic)
b = build_launcher_bundle(venue_mode=\"BINGX\", max_slots=1, bingx_config=cfg)
k = b.kernel; k.account.snapshot.capital = ic; k.account.snapshot.peak_capital = ic; k.account.snapshot.equity = ic
restored = _slot_from_payload(slot_data)
k.reconcile_from_slots([restored])
class Shim:
def __init__(self, k): self.kernel = k
async def connect(self, initial_capital=0): self.kernel.venue.connect()
async def disconnect(self):
try: self.kernel.venue.disconnect()
except: pass
return RB(runtime=Shim(k), config=cfg)"""
content = content.replace(old_build, new_build)
print("2: build/helpers OK")
# === PART 3: Update _verify to check open orders ===
old_verify = "async def _verify(c, vs):\n rs = await _contract_rows(c)\n tr = [r for r in rs if str(r.get(\"symbol\",\"\")).upper().replace(\"-\",\"\") == vs.replace(\"-\",\"\").upper()]\n ts = sum(abs(float(r.get(\"positionAmt\",r.get(\"positionQty\",0)) or 0)) for r in tr)\n flat = ts < 1e-8\n return VR(symbol=vs, positions_flat=flat, error=\"\" if flat else f\"open: {tr}\")"
new_verify = "async def _verify(c, vs):\n rs = await _contract_rows(c)\n tr = [r for r in rs if str(r.get(\"symbol\",\"\")).upper().replace(\"-\",\"\") == vs.replace(\"-\",\"\").upper()]\n ts = sum(abs(float(r.get(\"positionAmt\",r.get(\"positionQty\",0)) or 0)) for r in tr)\n flat = ts < 1e-8\n oos = _check_open_orders(c, vs)\n no_orders = len(oos) == 0\n err = \"\"\n if not flat: err += f\"pos_open: {tr} \"\n if not no_orders: err += f\"open_orders: {oos} \"\n return VR(symbol=vs, positions_flat=flat and no_orders, error=err.strip())"
content = content.replace(old_verify, new_verify)
print("3: verify OK")
# === PART 4: Replace _run ===
# Find old _run and replace
old_run_pat = "async def _run(bundle, client, body_fn, label, ic):"
# Find the entire old run function bounds
idx = content.index(old_run_pat)
run_end = content.index(" finally:", idx)
run_end = content.index("\n\n", run_end) + 2
new_run = """async def _run(bundle, client, body_fn, label, ic):
k = bundle.runtime.kernel
sym = await _pick_sym(k, client)
snap, vsym = await _snap(client, sym)
await bundle.runtime.connect(initial_capital=ic)
p = float(snap.price)
try:
for si in range(k.max_slots):
if not k.slot(si).is_free():
_flatten(k, sym, p*0.99 if si == 0 else p*1.005, f"{label}-pre-{si}")
await asyncio.sleep(0.3)
k._start_cap = k.account.snapshot.capital
cb = k.account.snapshot.capital
await body_fn(k, sym, p)
ca = k.account.snapshot.capital
assert ca > 0, f"Capital zero: {ca}"
max_change = max(1.0, cb * 0.10)
assert cb - ca < max_change, f"Capital shrunk beyond tolerance: {cb} -> {ca} (limit={max_change})"
total_rp = sum(k.slot(i).realized_pnl for i in range(k.max_slots))
if abs(total_rp) > 0.0001:
assert abs(total_rp) < abs(cb - ca) + 0.01, f"{label}: rp={total_rp} != cap_change={cb-ca}"
for si in range(k.max_slots):
if not k.slot(si).is_free():
_flatten(k, sym, p*0.99 if si == 0 else p*1.005, f"{label}-post-{si}")
await asyncio.sleep(1.0)
_throttle(3.0)
return await _verify(client, vsym)
finally:
await bundle.runtime.disconnect()
"""
content = content[:idx] + new_run + content[run_end:]
print("4: run OK")
with open(fpath, 'w') as f:
f.write(content)
import py_compile
py_compile.compile(fpath, doraise=True)
print("Parts 1-4: Compiles OK")

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"""Account projection for DITAv2."""
from __future__ import annotations
from dataclasses import dataclass, field
from datetime import datetime
from typing import Any, Dict, Iterable, Optional
import math
from .contracts import TradeSide, TradeSlot, TradeStage
from .utils import safe_float
@dataclass
class AccountSnapshot:
"""Derived account state."""
capital: float
equity: float
realized_pnl: float = 0.0
unrealized_pnl: float = 0.0
open_positions: int = 0
open_notional: float = 0.0
fees_paid: float = 0.0
trade_seq: int = 0
peak_capital: float = 0.0
@property
def leverage(self) -> float:
if self.capital <= 0 or self.open_notional <= 0:
return 0.0
return self.open_notional / self.capital
@dataclass
class AccountProjection:
"""Aggregate account view over all active slots."""
runtime_namespace: str = "dita_v2"
strategy_namespace: str = "dita_v2"
event_namespace: str = "dita_v2"
actor_name: str = "ExecutionKernel"
exec_venue: str = "bingx"
data_venue: str = "binance"
ledger_authority: str = "exchange"
min_capital: float = 0.0
max_capital: Optional[float] = None
snapshot: AccountSnapshot = field(default_factory=lambda: AccountSnapshot(capital=25_000.0, equity=25_000.0))
def observe_slots(self, slots: Iterable[TradeSlot]) -> None:
open_positions = 0
open_notional = 0.0
unrealized_pnl = 0.0
for slot in slots:
if slot.closed or slot.size <= 0:
continue
if slot.fsm_state in {TradeStage.POSITION_OPEN, TradeStage.POSITION_OPENED, TradeStage.ENTRY_WORKING, TradeStage.EXIT_WORKING}:
open_positions += 1
mark = safe_float(slot.entry_price, 0.0)
mark = safe_float(slot.metadata.get("mark_price"), mark)
open_notional += abs(slot.size) * abs(mark)
unrealized_pnl += float(slot.unrealized_pnl or 0.0)
self.snapshot.open_positions = open_positions
self.snapshot.open_notional = open_notional
self.snapshot.unrealized_pnl = unrealized_pnl
self.snapshot.equity = self.snapshot.capital + unrealized_pnl
if not math.isfinite(self.snapshot.equity):
self.snapshot.equity = self.snapshot.capital
if open_notional > 0 and self.snapshot.capital > 0:
self.snapshot.peak_capital = max(self.snapshot.peak_capital, self.snapshot.capital)
def settle(self, realized_pnl: float, fees: float = 0.0) -> None:
realized_pnl = safe_float(realized_pnl, 0.0)
new_capital = safe_float(self.snapshot.capital + realized_pnl, self.snapshot.capital)
if self.max_capital is not None:
new_capital = min(new_capital, self.max_capital)
new_capital = max(self.min_capital, new_capital)
self.snapshot.capital = new_capital
self.snapshot.realized_pnl += realized_pnl
self.snapshot.fees_paid += safe_float(fees, 0.0)
self.snapshot.equity = self.snapshot.capital + self.snapshot.unrealized_pnl
if not math.isfinite(self.snapshot.equity):
self.snapshot.equity = self.snapshot.capital
def to_account_event(
self,
*,
timestamp: datetime,
trade_id: str,
asset: str,
side: TradeSide,
stage: TradeStage,
reason: str,
pnl: float = 0.0,
pnl_pct: float = 0.0,
bars_held: int = 0,
metadata: Optional[Dict[str, Any]] = None,
) -> Dict[str, Any]:
self.snapshot.equity = self.snapshot.capital + self.snapshot.unrealized_pnl
return {
"timestamp": timestamp.isoformat() if hasattr(timestamp, "isoformat") else str(timestamp),
"runtime_namespace": self.runtime_namespace,
"strategy_namespace": self.strategy_namespace,
"event_namespace": self.event_namespace,
"actor_name": self.actor_name,
"exec_venue": self.exec_venue,
"data_venue": self.data_venue,
"ledger_authority": self.ledger_authority,
"capital": float(self.snapshot.capital),
"equity": float(self.snapshot.equity),
"open_positions": int(self.snapshot.open_positions),
"current_open_notional": float(self.snapshot.open_notional),
"current_account_leverage": float(self.snapshot.leverage),
"trade_id": trade_id,
"asset": asset,
"side": side.value,
"reason": reason,
"stage": stage.value,
"pnl": float(pnl),
"pnl_pct": float(pnl_pct),
"bars_held": int(bars_held),
"metadata": dict(metadata or {}),
}

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prod/clean_arch/dita_v2/_backup_20260530/bingx_venue.py Normal file
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"""DITAv2 BingX venue adapter.
This is a thin normalization layer over the existing direct BingX execution
surface. It converts BingX REST/account/order payloads into DITAv2
``VenueEvent`` / ``VenueOrder`` objects without reimplementing exchange logic.
"""
from __future__ import annotations
import asyncio
import concurrent.futures
import inspect
import itertools
import re
import threading
from datetime import datetime, timezone
from typing import Any, Iterable, List, Optional
from prod.clean_arch.dita import DecisionAction as LegacyDecisionAction
from prod.clean_arch.dita import Intent as LegacyIntent
from prod.clean_arch.dita import TradeSide as LegacyTradeSide
from prod.bingx.http import BingxHttpError
from .contracts import (
KernelCommandType,
KernelEventKind,
KernelIntent,
TradeSide,
VenueEvent,
VenueEventStatus,
VenueOrder,
VenueOrderStatus,
)
from .utils import json_safe
from .utils import safe_float
from .venue import VenueAdapter
def _row_text(row: dict[str, Any], *keys: str, default: str = "") -> str:
for key in keys:
value = row.get(key)
if value is None:
continue
text = str(value)
if text:
return text
return default
def _row_float(row: dict[str, Any], *keys: str, default: float = 0.0) -> float:
for key in keys:
try:
value = float(row.get(key) or 0.0)
except Exception:
continue
if value == value and value not in (float("inf"), float("-inf")) and value != 0.0:
return value
return default
def _normalize_status(status: str) -> str:
return str(status or "").strip().upper()
def _trade_side_from_row(row: dict[str, Any], *, fallback: TradeSide = TradeSide.FLAT) -> TradeSide:
side_raw = _row_text(row, "side", "positionSide", default="").upper()
signed_qty = _row_float(row, "positionAmt", "positionQty", "positionSize", "quantity", "pa", default=0.0)
if side_raw in {"BUY", "LONG"}:
return TradeSide.LONG
if side_raw in {"SELL", "SHORT"}:
return TradeSide.SHORT
if signed_qty < 0:
return TradeSide.SHORT
if signed_qty > 0:
return TradeSide.LONG
return fallback
def _venue_event_status_from_row(status: str) -> VenueEventStatus:
normalized = _normalize_status(status)
if normalized in {"NEW", "ACKED", "PENDING", "CREATED"}:
return VenueEventStatus.ACKED
if normalized in {"RATE_LIMITED", "THROTTLED"}:
return VenueEventStatus.RATE_LIMITED
if normalized in {"PARTIALLY_FILLED", "PARTIAL_FILL"}:
return VenueEventStatus.PARTIALLY_FILLED
if normalized in {"FILLED", "FULL_FILL"}:
return VenueEventStatus.FILLED
if normalized in {"CANCELED", "CANCELLED", "EXPIRED"}:
return VenueEventStatus.CANCELED
if normalized in {"REJECTED", "FAILED"}:
return VenueEventStatus.REJECTED
if normalized in {"CANCEL_REJECTED", "CANCEL_REJECT"}:
return VenueEventStatus.CANCELED_REJECTED
return VenueEventStatus.ACKED
def _venue_order_status_from_row(status: str) -> VenueOrderStatus:
normalized = _normalize_status(status)
if normalized in {"NEW", "ACKED", "PENDING", "CREATED"}:
return VenueOrderStatus.NEW
if normalized in {"RATE_LIMITED", "THROTTLED"}:
return VenueOrderStatus.NEW
if normalized in {"PARTIALLY_FILLED", "PARTIAL_FILL"}:
return VenueOrderStatus.PARTIALLY_FILLED
if normalized in {"FILLED", "FULL_FILL"}:
return VenueOrderStatus.FILLED
if normalized in {"CANCELED", "CANCELLED", "EXPIRED"}:
return VenueOrderStatus.CANCELED
if normalized in {"REJECTED", "FAILED"}:
return VenueOrderStatus.REJECTED
return VenueOrderStatus.NEW
def _position_qty(row: dict[str, Any]) -> float:
qty = _row_float(row, "positionAmt", "positionQty", "positionSize", "quantity", "pa", default=0.0)
if qty != 0.0:
return abs(qty)
return abs(_row_float(row, "executedQty", "filledQty", "z", default=0.0))
def _position_price(row: dict[str, Any]) -> float:
return _row_float(row, "entryPrice", "avgPrice", "avgEntryPrice", "ep", "ap", "price", "lastFillPrice", "tradePrice")
def _mapping_for_snapshot(rows: Iterable[dict[str, Any]]) -> dict[str, dict[str, Any]]:
mapping: dict[str, dict[str, Any]] = {}
for row in rows:
client_id = _row_text(row, "clientOrderID", "clientOrderId", default="")
order_id = _row_text(row, "orderId", "orderID", "id", default="")
key = client_id or order_id
if key:
mapping[key] = dict(row)
if order_id and order_id not in mapping:
mapping[order_id] = dict(row)
return mapping
def _venue_order_from_row(
row: dict[str, Any],
*,
internal_trade_id: str = "",
fallback_side: TradeSide = TradeSide.FLAT,
) -> VenueOrder:
side = _trade_side_from_row(row, fallback=fallback_side)
client_id = _row_text(row, "clientOrderID", "clientOrderId", default="")
order_id = _row_text(row, "orderId", "orderID", "id", default="")
intended = _row_float(row, "origQty", "quantity", "q", "positionAmt", "positionQty", default=0.0)
if intended <= 0:
intended = _position_qty(row)
return VenueOrder(
internal_trade_id=internal_trade_id or client_id or order_id,
venue_order_id=order_id,
venue_client_id=client_id,
side=side,
intended_size=abs(float(intended or 0.0)),
filled_size=abs(_row_float(row, "executedQty", "filledQty", "z", "lastFilledQty", default=0.0)),
average_fill_price=_position_price(row),
status=_venue_order_status_from_row(_row_text(row, "status", "X", default="NEW")),
metadata={"raw": dict(row)},
)
def _event_id(seq: itertools.count) -> str:
return f"EV-{next(seq):08d}"
def _rate_limit_retry_after_ms(row: dict[str, Any]) -> int:
raw_retry = row.get("retryAfter") or row.get("retry_after_ms") or row.get("retryAfterMs")
if raw_retry is None:
msg = _row_text(row, "msg", "message", default="")
match = re.search(r"unblocked after (\d+)", msg)
if match:
try:
ts = int(match.group(1))
now_ms = int(datetime.now(timezone.utc).timestamp() * 1000)
return max(0, ts - now_ms)
except Exception:
return 0
return 0
try:
return max(0, int(float(raw_retry)))
except Exception:
return 0
class BingxVenueAdapter(VenueAdapter):
"""Normalizes BingX execution responses into DITAv2 venue events."""
# Shared thread-pool executor reused across all adapter instances and
# all calls. Threads are created once and recycled, eliminating the
# per-call creation/destruction overhead of the old pattern.
_EXECUTOR: concurrent.futures.ThreadPoolExecutor | None = None
_EXECUTOR_LOCK: threading.Lock = threading.Lock()
@classmethod
def _get_executor(cls) -> concurrent.futures.ThreadPoolExecutor:
if cls._EXECUTOR is None:
with cls._EXECUTOR_LOCK:
if cls._EXECUTOR is None:
# max_workers=3 so three concurrent HTTP calls (balance,
# positions, openOrders) can proceed simultaneously without
# serialising on the pool.
cls._EXECUTOR = concurrent.futures.ThreadPoolExecutor(
max_workers=3,
thread_name_prefix="bingx_adapter",
)
return cls._EXECUTOR
def __init__(self, backend: Any | None = None, *, config: Any | None = None) -> None:
if backend is None:
if config is None:
raise ValueError("BingxVenueAdapter requires a backend or config")
from prod.clean_arch.adapters.bingx_direct import BingxDirectExecutionAdapter
backend = BingxDirectExecutionAdapter(config)
self.backend = backend
self._event_seq = itertools.count(1)
# Thread-safe snapshot cache — reads from a snapshot may arrive from
# the kernel thread while _backend_snapshot writes from the pool thread.
self._snap_lock = threading.Lock()
self._last_snapshot = None
self._snapshot_ready = threading.Event()
self._snapshot_ready.set() # initially ready (no pending write)
def _run(self, result: Any) -> Any:
if inspect.isawaitable(result):
try:
asyncio.get_running_loop()
except RuntimeError:
return asyncio.run(result)
# Inside a running event loop: submit to the shared singleton
# executor so threads are reused across calls.
pool = self._get_executor()
return pool.submit(asyncio.run, result).result()
return result
def _call_backend(self, method_name: str, *args: Any, **kwargs: Any) -> Any:
method = getattr(self.backend, method_name, None)
if method is None:
raise AttributeError(f"backend has no method {method_name}")
return self._run(method(*args, **kwargs))
def _backend_snapshot(self, *, include_history: bool = False, timeout_ms: float = 5000.0):
"""Fetch a fresh snapshot from the backend and cache it thread-safely.
Design (industry best-practice reader-writer pattern):
- A caller that needs a fresh snapshot *waits* on ``_snapshot_ready``
before reading, so it never sees a stale partial write.
- While a snapshot fetch is in-flight, the lock is cleared; concurrent
callers block on ``_snapshot_ready`` with a timeout. If the fetch
succeeds in time they get the fresh snapshot; if it times out they
fall back to ``_last_snapshot`` (an eventually-consistent design —
stale data that *was* consistent is safer than no data).
- The write is guarded by ``_snap_lock`` so concurrent writes are
serialised and ``_last_snapshot`` is never partially assigned.
"""
if not self._snapshot_ready.wait(timeout=timeout_ms / 1000.0):
# Timeout waiting for a previous snapshot write — return the
# last-known-good snapshot rather than blocking the caller.
with self._snap_lock:
return self._last_snapshot
self._snapshot_ready.clear()
try:
snapshot = self._call_backend("refresh_state", None, include_history=include_history)
except Exception:
self._snapshot_ready.set()
raise
with self._snap_lock:
self._last_snapshot = snapshot
self._snapshot_ready.set()
return snapshot
@staticmethod
def _legacy_intent(intent: KernelIntent) -> LegacyIntent:
action = LegacyDecisionAction.ENTER if intent.action == KernelCommandType.ENTER else LegacyDecisionAction.EXIT
side = LegacyTradeSide.SHORT if intent.side == TradeSide.SHORT else LegacyTradeSide.LONG
return LegacyIntent(
timestamp=intent.timestamp,
trade_id=intent.trade_id,
decision_id=intent.intent_id,
asset=intent.asset,
action=action,
side=side,
reason=intent.reason,
target_size=float(intent.target_size),
leverage=float(intent.leverage),
reference_price=float(intent.reference_price),
confidence=1.0,
bars_held=0,
exit_leg_ratios=tuple(intent.exit_leg_ratios or (1.0,)),
metadata=dict(intent.metadata),
)
def connect(self) -> bool:
result = getattr(self.backend, "connect", None)
if result is not None:
self._run(result())
self._backend_snapshot(include_history=True)
return True
def cancel(self, order: VenueOrder, *, reason: str = "") -> List[VenueEvent]:
snapshot_before = self._backend_snapshot(include_history=True)
response = None
if hasattr(self.backend, "cancel_order"):
response = self._call_backend("cancel_order", order, reason=reason)
elif hasattr(self.backend, "cancel"):
response = self._call_backend("cancel", order, reason=reason)
else:
client = getattr(self.backend, "_client", None)
instrument_symbol = ""
if hasattr(self.backend, "_instrument_venue_symbol"):
asset = str(order.metadata.get("asset") or order.internal_trade_id or order.venue_client_id or "")
instrument_symbol = str(self.backend._instrument_venue_symbol(asset))
if client is None or not instrument_symbol:
raise RuntimeError("backend does not expose a cancel surface")
params = {"symbol": instrument_symbol}
if order.venue_order_id:
params["orderId"] = order.venue_order_id
else:
params["clientOrderId"] = order.venue_client_id
try:
response = self._run(client.signed_delete("/openApi/swap/v2/trade/order", params))
except BingxHttpError as exc:
response = {"status": "REJECTED", "msg": str(exc), "orderId": order.venue_order_id, "clientOrderId": order.venue_client_id}
snapshot_after = self._backend_snapshot(include_history=True)
return self._events_from_cancel(order, response, snapshot_before, snapshot_after, reason=reason)
def open_orders(self) -> List[VenueOrder]:
snapshot = self._backend_snapshot(include_history=False)
return [_venue_order_from_row(row) for row in (snapshot.open_orders or [])]
def open_positions(self) -> List[dict[str, Any]]:
snapshot = self._backend_snapshot(include_history=False)
return [dict(row) for row in (snapshot.open_positions or {}).values()]
def reconcile(self) -> List[VenueEvent]:
snapshot = self._backend_snapshot(include_history=True)
return self._events_from_snapshot(snapshot)
def submit(self, intent: KernelIntent) -> List[VenueEvent]:
snapshot_before = self._backend_snapshot(include_history=True)
receipt = self._call_backend("submit_intent", self._legacy_intent(intent))
snapshot_after = self._backend_snapshot(include_history=True)
return self._events_from_submit(intent, receipt, snapshot_before, snapshot_after)
def _events_from_submit(self, intent: KernelIntent, receipt: Any, before, after) -> List[VenueEvent]: # noqa: ANN001
ack_row = dict(getattr(receipt, "raw_ack", {}) or {})
status = _normalize_status(getattr(receipt, "status", "") or _row_text(ack_row, "status", default="NEW"))
order_id = _row_text(ack_row, "orderId", "orderID", default=str(getattr(receipt, "order_id", "") or ""))
client_order_id = _row_text(ack_row, "clientOrderID", "clientOrderId", default=str(getattr(receipt, "client_order_id", "") or intent.intent_id))
if status in {"RATE_LIMITED", "THROTTLED"}:
return [
VenueEvent(
timestamp=getattr(receipt, "timestamp", datetime.now(timezone.utc)),
event_id=_event_id(self._event_seq),
trade_id=intent.trade_id,
slot_id=intent.slot_id,
kind=KernelEventKind.RATE_LIMITED,
status=VenueEventStatus.RATE_LIMITED,
venue_order_id=order_id,
venue_client_id=client_order_id,
side=intent.side,
asset=intent.asset,
price=safe_float(getattr(receipt, "price", 0.0), 0.0),
size=float(intent.target_size or 0.0),
filled_size=0.0,
remaining_size=float(intent.target_size or 0.0),
reason=_row_text(ack_row, "msg", "message", default="BINGX_RATE_LIMITED"),
raw_payload=ack_row or json_safe(receipt),
metadata={"intent_id": intent.intent_id, "action": intent.action.value, "retry_after_ms": _rate_limit_retry_after_ms(ack_row)},
)
]
base_event = VenueEvent(
timestamp=getattr(receipt, "timestamp", datetime.now(timezone.utc)),
event_id=_event_id(self._event_seq),
trade_id=intent.trade_id,
slot_id=intent.slot_id,
kind=KernelEventKind.ORDER_ACK,
status=VenueEventStatus.ACKED,
venue_order_id=order_id,
venue_client_id=client_order_id,
side=intent.side,
asset=intent.asset,
price=safe_float(getattr(receipt, "price", 0.0), 0.0),
size=float(intent.target_size or 0.0),
filled_size=0.0,
remaining_size=float(intent.target_size or 0.0),
reason="",
raw_payload=ack_row or json_safe(receipt),
metadata={"intent_id": intent.intent_id, "action": intent.action.value},
)
if status in {"REJECTED", "FAILED"}:
return [
VenueEvent(
**{**base_event.__dict__, "event_id": _event_id(self._event_seq), "kind": KernelEventKind.ORDER_REJECT, "status": VenueEventStatus.REJECTED, "reason": _row_text(ack_row, "msg", "message", default="BINGX_ORDER_REJECTED")},
)
]
events = [base_event]
fill_status = _venue_event_status_from_row(status)
filled_size = _row_float(ack_row, "executedQty", "cumFilledQty", "filledQty", "lastFilledQty", default=0.0)
snapshot_fill_size = self._filled_size_from_snapshots(before, after, intent.asset)
if filled_size <= 0:
filled_size = snapshot_fill_size
emit_fill = fill_status in {VenueEventStatus.PARTIALLY_FILLED, VenueEventStatus.FILLED} or snapshot_fill_size > 0.0
if emit_fill:
if filled_size <= 0:
filled_size = float(intent.target_size or 0.0)
remaining_size = max(0.0, float(intent.target_size or 0.0) - float(filled_size))
fill_kind = KernelEventKind.FULL_FILL if fill_status == VenueEventStatus.FILLED or remaining_size <= 1e-12 else KernelEventKind.PARTIAL_FILL
events.append(
VenueEvent(
timestamp=base_event.timestamp,
event_id=_event_id(self._event_seq),
trade_id=intent.trade_id,
slot_id=intent.slot_id,
kind=fill_kind,
status=VenueEventStatus.FILLED if fill_kind == KernelEventKind.FULL_FILL else VenueEventStatus.PARTIALLY_FILLED,
venue_order_id=order_id,
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),
size=float(intent.target_size or 0.0),
filled_size=float(filled_size),
remaining_size=float(remaining_size),
reason="",
raw_payload=ack_row or json_safe(receipt),
metadata={"intent_id": intent.intent_id, "action": intent.action.value},
)
)
return events
def _events_from_cancel(self, order: VenueOrder, response: Any, before, after, *, reason: str = "") -> List[VenueEvent]: # noqa: ANN001
raw = response if isinstance(response, dict) else {}
status = _normalize_status(_row_text(raw, "status", default="CANCELED"))
if status in {"RATE_LIMITED", "THROTTLED"}:
return [
VenueEvent(
timestamp=datetime.now(timezone.utc),
event_id=_event_id(self._event_seq),
trade_id=order.internal_trade_id or order.venue_client_id,
slot_id=int(order.metadata.get("slot_id", 0) or 0),
kind=KernelEventKind.RATE_LIMITED,
status=VenueEventStatus.RATE_LIMITED,
venue_order_id=order.venue_order_id,
venue_client_id=order.venue_client_id,
side=order.side,
asset=str(order.metadata.get("asset") or ""),
price=safe_float(_row_float(raw, "avgPrice", "ap", "price", "lastFillPrice", default=order.average_fill_price), 0.0),
size=float(order.intended_size or 0.0),
filled_size=float(order.filled_size or 0.0),
remaining_size=float(order.remaining_size),
reason=reason or _row_text(raw, "msg", "message", default="BINGX_RATE_LIMITED"),
raw_payload=raw or {"orderId": order.venue_order_id, "clientOrderId": order.venue_client_id, "status": status or "RATE_LIMITED"},
metadata={**dict(order.metadata), "retry_after_ms": _rate_limit_retry_after_ms(raw)},
)
]
event_status = _venue_event_status_from_row(status)
kind = KernelEventKind.CANCEL_ACK if event_status == VenueEventStatus.CANCELED else KernelEventKind.CANCEL_REJECT
if event_status == VenueEventStatus.CANCELED_REJECTED:
kind = KernelEventKind.CANCEL_REJECT
return [
VenueEvent(
timestamp=datetime.now(timezone.utc),
event_id=_event_id(self._event_seq),
trade_id=order.internal_trade_id or order.venue_client_id,
slot_id=int(order.metadata.get("slot_id", 0) or 0),
kind=kind,
status=event_status,
venue_order_id=order.venue_order_id,
venue_client_id=order.venue_client_id,
side=order.side,
asset=str(order.metadata.get("asset") or ""),
price=safe_float(_row_float(raw, "avgPrice", "ap", "price", "lastFillPrice", default=order.average_fill_price), 0.0),
size=float(order.intended_size or 0.0),
filled_size=float(order.filled_size or 0.0),
remaining_size=float(order.remaining_size),
reason=reason or _row_text(raw, "msg", "message", default="BINGX_CANCEL_ACK" if kind == KernelEventKind.CANCEL_ACK else "BINGX_CANCEL_REJECT"),
raw_payload=raw or {"orderId": order.venue_order_id, "clientOrderId": order.venue_client_id, "status": status or event_status.value},
metadata=dict(order.metadata),
)
]
def _events_from_snapshot(self, snapshot: Any) -> List[VenueEvent]: # noqa: ANN001
events: list[VenueEvent] = []
seen: set[tuple[str, str, str]] = set()
for row in getattr(snapshot, "open_orders", []) or []:
if not isinstance(row, dict):
continue
event = self._event_from_row(row, slot_id=0)
key = (event.venue_client_id, event.venue_order_id, event.kind.value)
if key not in seen:
seen.add(key)
events.append(event)
for row in getattr(snapshot, "all_orders", []) or []:
if not isinstance(row, dict):
continue
event = self._event_from_row(row, slot_id=0)
key = (event.venue_client_id, event.venue_order_id, event.kind.value)
if key not in seen:
seen.add(key)
events.append(event)
for row in getattr(snapshot, "all_fills", []) or []:
if not isinstance(row, dict):
continue
event = self._fill_event_from_row(row)
key = (event.venue_client_id, event.venue_order_id, event.kind.value)
if key not in seen:
seen.add(key)
events.append(event)
return events
def _event_from_row(self, row: dict[str, Any], *, slot_id: int) -> VenueEvent:
status = _normalize_status(_row_text(row, "status", "X", default="NEW"))
event_status = _venue_event_status_from_row(status)
kind = {
VenueEventStatus.ACKED: KernelEventKind.ORDER_ACK,
VenueEventStatus.PARTIALLY_FILLED: KernelEventKind.PARTIAL_FILL,
VenueEventStatus.FILLED: KernelEventKind.FULL_FILL,
VenueEventStatus.CANCELED: KernelEventKind.CANCEL_ACK,
VenueEventStatus.REJECTED: KernelEventKind.ORDER_REJECT,
VenueEventStatus.CANCELED_REJECTED: KernelEventKind.CANCEL_REJECT,
VenueEventStatus.RATE_LIMITED: KernelEventKind.RATE_LIMITED,
}.get(event_status, KernelEventKind.ORDER_ACK)
size = _row_float(row, "origQty", "quantity", "q", "positionAmt", default=0.0)
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
return VenueEvent(
timestamp=datetime.now(timezone.utc),
event_id=_event_id(self._event_seq),
trade_id=_row_text(row, "tradeId", "trade_id", default=_row_text(row, "clientOrderId", "clientOrderID", default="")),
slot_id=slot_id,
kind=kind,
status=event_status,
venue_order_id=_row_text(row, "orderId", "orderID", "id", default=""),
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),
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))),
reason=_row_text(row, "msg", "message", default=""),
raw_payload=dict(row),
metadata={"source": "bingx"},
)
def _fill_event_from_row(self, row: dict[str, Any]) -> VenueEvent:
status = _normalize_status(_row_text(row, "status", "X", default="FILLED"))
event_status = _venue_event_status_from_row(status)
kind = KernelEventKind.FULL_FILL if event_status == VenueEventStatus.FILLED else KernelEventKind.PARTIAL_FILL
return VenueEvent(
timestamp=datetime.now(timezone.utc),
event_id=_event_id(self._event_seq),
trade_id=_row_text(row, "tradeId", "trade_id", default=_row_text(row, "clientOrderId", "clientOrderID", default="")),
slot_id=0,
kind=kind,
status=event_status,
venue_order_id=_row_text(row, "orderId", "orderID", "id", default=""),
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),
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))),
reason=_row_text(row, "msg", "message", default=""),
raw_payload=dict(row),
metadata={"source": "bingx"},
)
@staticmethod
def _filled_size_from_snapshots(before: Any, after: Any, asset: str) -> float: # noqa: ANN001
def _lookup(snapshot: Any) -> float:
positions = getattr(snapshot, "open_positions", {}) or {}
for key, row in positions.items():
symbol = _row_text(row, "symbol", default=str(key))
if symbol.replace("-", "").replace("_", "").upper() == asset.replace("-", "").replace("_", "").upper():
return _position_qty(row)
return 0.0
before_qty = _lookup(before)
after_qty = _lookup(after)
diff = abs(before_qty - after_qty)
return diff

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"""Canonical v2 contracts for the DITAv2 execution kernel."""
from __future__ import annotations
from dataclasses import dataclass, field
from datetime import datetime
from enum import Enum
from typing import Any, Dict, Mapping, Optional, Sequence, Tuple
class TradeSide(str, Enum):
"""Trade side."""
LONG = "LONG"
SHORT = "SHORT"
FLAT = "FLAT"
class TradeStage(str, Enum):
"""Execution stage for a trade slot."""
IDLE = "IDLE"
DECISION_CREATED = "DECISION_CREATED"
INTENT_CREATED = "INTENT_CREATED"
ORDER_REQUESTED = "ORDER_REQUESTED"
ORDER_SENT = "ORDER_SENT"
ORDER_ACKED = "ORDER_ACKED"
ORDER_REJECTED = "ORDER_REJECTED"
ENTRY_WORKING = "ENTRY_WORKING"
PARTIAL_FILL = "PARTIAL_FILL"
POSITION_OPENED = "POSITION_OPENED"
POSITION_OPEN = "POSITION_OPEN"
EXIT_REQUESTED = "EXIT_REQUESTED"
EXIT_SENT = "EXIT_SENT"
EXIT_ACKED = "EXIT_ACKED"
EXIT_REJECTED = "EXIT_REJECTED"
EXIT_WORKING = "EXIT_WORKING"
POSITION_PARTIALLY_CLOSED = "POSITION_PARTIALLY_CLOSED"
POSITION_CLOSED = "POSITION_CLOSED"
CLOSED = "CLOSED"
TRADE_TERMINAL_WRITTEN = "TRADE_TERMINAL_WRITTEN"
STALE_STATE_RECONCILING = "STALE_STATE_RECONCILING"
class KernelCommandType(str, Enum):
"""Kernel command types."""
ENTER = "ENTER"
EXIT = "EXIT"
MARK_PRICE = "MARK_PRICE"
RECONCILE = "RECONCILE"
CONTROL = "CONTROL"
CANCEL = "CANCEL"
class KernelEventKind(str, Enum):
"""Normalized venue event kinds."""
ORDER_ACK = "ORDER_ACK"
ORDER_REJECT = "ORDER_REJECT"
RATE_LIMITED = "RATE_LIMITED"
PARTIAL_FILL = "PARTIAL_FILL"
FULL_FILL = "FULL_FILL"
CANCEL_ACK = "CANCEL_ACK"
CANCEL_REJECT = "CANCEL_REJECT"
MARK_PRICE = "MARK_PRICE"
RECONCILE = "RECONCILE"
CONTROL = "CONTROL"
class KernelDiagnosticCode(str, Enum):
"""Structured diagnostic codes emitted by the kernel."""
OK = "OK"
RATE_LIMITED = "RATE_LIMITED"
INVALID_SLOT_ID = "INVALID_SLOT_ID"
UNSUPPORTED_INTENT = "UNSUPPORTED_INTENT"
SLOT_BUSY = "SLOT_BUSY"
NO_OPEN_POSITION = "NO_OPEN_POSITION"
NO_ACTIVE_EXIT_ORDER = "NO_ACTIVE_EXIT_ORDER"
UNKNOWN_EVENT_KIND = "UNKNOWN_EVENT_KIND"
ORDER_REJECTED = "ORDER_REJECTED"
ENTRY_ORDER_REJECTED = "ENTRY_ORDER_REJECTED"
EXIT_ORDER_REJECTED = "EXIT_ORDER_REJECTED"
CANCEL_REJECTED = "CANCEL_REJECTED"
STALE_STATE_RECONCILE = "STALE_STATE_RECONCILE"
RECONCILED = "RECONCILED"
DUPLICATE_EVENT = "DUPLICATE_EVENT"
UNRESOLVED_SLOT = "UNRESOLVED_SLOT"
INVALID_TRANSITION = "INVALID_TRANSITION"
TERMINAL_STATE = "TERMINAL_STATE"
class KernelSeverity(str, Enum):
"""Severity classification for kernel outcomes."""
INFO = "INFO"
WARNING = "WARNING"
ERROR = "ERROR"
CRITICAL = "CRITICAL"
class VenueOrderStatus(str, Enum):
"""Order status surface mirrored from venue truth."""
NEW = "NEW"
ACKED = "ACKED"
PARTIALLY_FILLED = "PARTIALLY_FILLED"
FILLED = "FILLED"
CANCELED = "CANCELED"
REJECTED = "REJECTED"
class VenueEventStatus(str, Enum):
"""Status alias for normalized venue events."""
ACKED = "ACKED"
REJECTED = "REJECTED"
RATE_LIMITED = "RATE_LIMITED"
PARTIALLY_FILLED = "PARTIALLY_FILLED"
FILLED = "FILLED"
CANCELED = "CANCELED"
CANCELED_REJECTED = "CANCEL_REJECTED"
@dataclass(frozen=True)
class VenueOrder:
"""Venue-specific order identity and fill state."""
internal_trade_id: str
venue_order_id: str
venue_client_id: str
side: TradeSide
intended_size: float
filled_size: float = 0.0
average_fill_price: float = 0.0
status: VenueOrderStatus = VenueOrderStatus.NEW
metadata: Dict[str, Any] = field(default_factory=dict)
@property
def remaining_size(self) -> float:
return max(0.0, float(self.intended_size) - float(self.filled_size))
@dataclass
class TradeSlot:
"""A single execution slot managed by the v2 kernel."""
slot_id: int
trade_id: str = ""
asset: str = ""
side: TradeSide = TradeSide.FLAT
entry_price: float = 0.0
size: float = 0.0
initial_size: float = 0.0
leverage: float = 0.0
entry_time: Optional[datetime] = None
unrealized_pnl: float = 0.0
realized_pnl: float = 0.0
closed: bool = False
exit_leg_ratios: Tuple[float, ...] = (1.0,)
active_leg_index: int = 0
active_exit_order: Optional[VenueOrder] = None
active_entry_order: Optional[VenueOrder] = None
fsm_state: TradeStage = TradeStage.IDLE
close_reason: str = ""
last_event_time: Optional[datetime] = None
seen_event_ids: Tuple[str, ...] = ()
metadata: Dict[str, Any] = field(default_factory=dict)
def is_free(self) -> bool:
return self.fsm_state in {TradeStage.IDLE, TradeStage.CLOSED} and float(self.size or 0.0) <= 0.0 and not self.active_entry_order and not self.active_exit_order
def is_open(self) -> bool:
return self.fsm_state in {
TradeStage.ENTRY_WORKING,
TradeStage.POSITION_OPENED,
TradeStage.POSITION_OPEN,
TradeStage.EXIT_WORKING,
} and not self.closed
def mark_price(self, price: float) -> None:
if price is None or price != price or price <= 0:
return
self.entry_price = self.entry_price or price
if self.entry_price <= 0 or self.size <= 0:
self.unrealized_pnl = 0.0
return
delta = (price - self.entry_price) / self.entry_price
if self.side == TradeSide.SHORT:
delta = -delta
self.unrealized_pnl = delta * self.size * self.entry_price * self.leverage
def next_exit_ratio(self) -> float:
if self.active_leg_index < len(self.exit_leg_ratios):
ratio = float(self.exit_leg_ratios[self.active_leg_index])
return max(0.0, min(1.0, ratio))
return 1.0
def consume_exit_leg(self) -> float:
ratio = self.next_exit_ratio()
self.active_leg_index = min(self.active_leg_index + 1, max(len(self.exit_leg_ratios), 1))
return ratio
def remaining_size(self) -> float:
return max(0.0, float(self.size))
def attach_entry_order(self, order: VenueOrder) -> None:
self.active_entry_order = order
def attach_exit_order(self, order: VenueOrder) -> None:
self.active_exit_order = order
def to_dict(self) -> Dict[str, Any]:
def _order_dict(order: Optional[VenueOrder]) -> Optional[Dict[str, Any]]:
if order is None:
return None
return {
"internal_trade_id": order.internal_trade_id,
"venue_order_id": order.venue_order_id,
"venue_client_id": order.venue_client_id,
"side": order.side.value,
"intended_size": float(order.intended_size or 0.0),
"filled_size": float(order.filled_size or 0.0),
"average_fill_price": float(order.average_fill_price or 0.0),
"status": order.status.value,
"metadata": dict(order.metadata),
}
return {
"slot_id": self.slot_id,
"trade_id": self.trade_id,
"asset": self.asset,
"side": self.side.value,
"entry_price": float(self.entry_price or 0.0),
"size": float(self.size or 0.0),
"initial_size": float(self.initial_size or 0.0),
"leverage": float(self.leverage or 0.0),
"entry_time": self.entry_time.isoformat() if hasattr(self.entry_time, "isoformat") else None,
"unrealized_pnl": float(self.unrealized_pnl or 0.0),
"realized_pnl": float(self.realized_pnl or 0.0),
"closed": bool(self.closed),
"exit_leg_ratios": [float(r) for r in self.exit_leg_ratios],
"active_leg_index": int(self.active_leg_index or 0),
"active_exit_order": _order_dict(self.active_exit_order),
"active_entry_order": _order_dict(self.active_entry_order),
"fsm_state": self.fsm_state.value,
"close_reason": self.close_reason,
"last_event_time": self.last_event_time.isoformat() if hasattr(self.last_event_time, "isoformat") else None,
"seen_event_ids": list(self.seen_event_ids),
"metadata": dict(self.metadata),
}
@dataclass(frozen=True)
class KernelIntent:
"""Command emitted by the algo and written to the hot-path intent region."""
timestamp: datetime
intent_id: str
trade_id: str
slot_id: int
asset: str
side: TradeSide
action: KernelCommandType
reference_price: float
target_size: float
leverage: float
exit_leg_ratios: Tuple[float, ...] = (1.0,)
reason: str = ""
metadata: Dict[str, Any] = field(default_factory=dict)
stage: TradeStage = TradeStage.INTENT_CREATED
@dataclass(frozen=True)
class VenueEvent:
"""Normalized venue truth mapped into DITAv2 semantics."""
timestamp: datetime
event_id: str
trade_id: str
slot_id: int
kind: KernelEventKind
status: VenueEventStatus
venue_order_id: str = ""
venue_client_id: str = ""
side: TradeSide = TradeSide.FLAT
asset: str = ""
price: float = 0.0
size: float = 0.0
filled_size: float = 0.0
remaining_size: float = 0.0
reason: str = ""
raw_payload: Dict[str, Any] = field(default_factory=dict)
metadata: Dict[str, Any] = field(default_factory=dict)
@dataclass(frozen=True)
class KernelTransition:
"""Durable kernel transition used for debug journaling."""
timestamp: datetime
trade_id: str
slot_id: int
prev_state: TradeStage
next_state: TradeStage
trigger: str
intent_id: str = ""
event_id: str = ""
control_mode: str = ""
control_verbosity: str = ""
details: Dict[str, Any] = field(default_factory=dict)
@dataclass(frozen=True)
class KernelOutcome:
"""Result of applying a command or venue event."""
accepted: bool
slot_id: int
trade_id: str
state: TradeStage
diagnostic_code: KernelDiagnosticCode = KernelDiagnosticCode.OK
severity: KernelSeverity = KernelSeverity.INFO
transitions: Tuple[KernelTransition, ...] = ()
emitted_events: Tuple[VenueEvent, ...] = ()
details: Dict[str, Any] = field(default_factory=dict)

217
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"""Runtime control plane for DITAv2."""
from __future__ import annotations
from dataclasses import asdict, dataclass, replace
from enum import Enum
import os
import threading
import time
from typing import Any, Dict, Mapping, Optional, Protocol
from .utils import json_safe
class KernelMode(str, Enum):
NORMAL = "NORMAL"
DEBUG = "DEBUG"
class KernelVerbosity(str, Enum):
QUIET = "QUIET"
VERBOSE = "VERBOSE"
TRACE = "TRACE"
class BackendMode(str, Enum):
MOCK = "MOCK"
BINGX = "BINGX"
@dataclass(frozen=True)
class KernelControlSnapshot:
"""Control plane state shared across the kernel."""
mode: KernelMode = KernelMode.NORMAL
verbosity: KernelVerbosity = KernelVerbosity.QUIET
backend_mode: BackendMode = BackendMode.MOCK
debug_clickhouse_enabled: bool = True
trace_transitions: bool = False
mirror_to_hazelcast: bool = True
active_slot_limit: int = 10
reconcile_on_restart: bool = True
runtime_namespace: str = "dita_v2"
strategy_namespace: str = "dita_v2"
event_namespace: str = "dita_v2"
actor_name: str = "ExecutionKernel"
exec_venue: str = "bingx"
data_venue: str = "binance"
ledger_authority: str = "exchange"
mock_fidelity_mode: str = "bingx_exact_shape"
def as_dict(self) -> Dict[str, Any]:
return dict(asdict(self))
@dataclass(frozen=True)
class ControlUpdate:
"""Partial update to the control plane."""
mode: Optional[KernelMode] = None
verbosity: Optional[KernelVerbosity] = None
backend_mode: Optional[BackendMode] = None
debug_clickhouse_enabled: Optional[bool] = None
trace_transitions: Optional[bool] = None
mirror_to_hazelcast: Optional[bool] = None
active_slot_limit: Optional[int] = None
reconcile_on_restart: Optional[bool] = None
runtime_namespace: Optional[str] = None
strategy_namespace: Optional[str] = None
event_namespace: Optional[str] = None
actor_name: Optional[str] = None
exec_venue: Optional[str] = None
data_venue: Optional[str] = None
ledger_authority: Optional[str] = None
mock_fidelity_mode: Optional[str] = None
def apply(self, snapshot: KernelControlSnapshot) -> KernelControlSnapshot:
payload = {
key: value
for key, value in asdict(self).items()
if value is not None
}
return replace(snapshot, **payload)
class ControlPlane(Protocol):
"""Kernel control plane interface."""
def read(self) -> KernelControlSnapshot:
...
def update(self, update: ControlUpdate) -> KernelControlSnapshot:
...
def mirror(self) -> Mapping[str, Any]:
...
def wait(self, timeout_ms: int = 1000) -> bool:
...
def notify(self) -> None:
...
class InMemoryControlPlane:
"""Local control plane used for tests and the Python prototype."""
def __init__(self, snapshot: Optional[KernelControlSnapshot] = None):
self._snapshot = snapshot or KernelControlSnapshot()
self._mirror: Dict[str, Any] = {}
self._seq = 0
self._observed_seq = 0
self._signal = threading.Condition()
def read(self) -> KernelControlSnapshot:
return self._snapshot
def update(self, update: ControlUpdate) -> KernelControlSnapshot:
with self._signal:
self._snapshot = update.apply(self._snapshot)
self._mirror = self._snapshot.as_dict()
self._seq += 1
self._signal.notify_all()
return self._snapshot
def mirror(self) -> Mapping[str, Any]:
return dict(self._mirror)
def wait(self, timeout_ms: int = 1000) -> bool:
timeout_s = None if timeout_ms is None or timeout_ms < 0 else max(0.0, timeout_ms / 1000.0)
deadline = None if timeout_s is None else time.monotonic() + timeout_s
with self._signal:
observed = self._observed_seq
while self._seq == observed:
if deadline is None:
self._signal.wait()
continue
remaining = deadline - time.monotonic()
if remaining <= 0:
return False
self._signal.wait(timeout=remaining)
self._observed_seq = self._seq
return True
def notify(self) -> None:
with self._signal:
self._seq += 1
self._signal.notify_all()
class ZincControlPlane(InMemoryControlPlane):
"""In-memory stand-in for a Zinc-backed control region.
The class keeps the interface explicit so a real Zinc binding can be
dropped in later without changing kernel code.
"""
def __init__(self, snapshot: Optional[KernelControlSnapshot] = None):
super().__init__(snapshot=snapshot)
self.region: Dict[str, Any] = self._snapshot.as_dict()
def update(self, update: ControlUpdate) -> KernelControlSnapshot:
snapshot = super().update(update)
self.region = snapshot.as_dict()
return snapshot
def read(self) -> KernelControlSnapshot:
return self._snapshot
class MirroredControlPlane:
"""Control plane that mirrors updates to an external durable sink."""
def __init__(self, inner: ControlPlane, mirror_sink: Optional[Any] = None):
self.inner = inner
self.mirror_sink = mirror_sink
def read(self) -> KernelControlSnapshot:
return self.inner.read()
def update(self, update: ControlUpdate) -> KernelControlSnapshot:
snapshot = self.inner.update(update)
if self.mirror_sink is not None:
self.mirror_sink("dita_control_plane", dict(snapshot.as_dict()))
return snapshot
def mirror(self) -> Mapping[str, Any]:
return self.inner.mirror()
def build_control_plane(
snapshot: Optional[KernelControlSnapshot] = None,
*,
prefer_real_zinc: Optional[bool] = None,
prefix: str = "dita_v2",
) -> ControlPlane:
"""Build the active control plane with an operator-visible switch.
The default remains the in-process Zinc stand-in so existing tests and
callers stay stable. Setting ``DITA_V2_CONTROL_PLANE=REAL_ZINC`` or passing
``prefer_real_zinc=True`` opts into the shared-memory control plane when
the Zinc adapter is available.
"""
env_choice = os.environ.get("DITA_V2_CONTROL_PLANE", "").strip().upper()
real_requested = prefer_real_zinc if prefer_real_zinc is not None else env_choice in {"REAL", "REAL_ZINC", "SHARED", "SHARED_MEM"}
if real_requested:
try:
from .real_control_plane import RealZincControlPlane
plane = RealZincControlPlane(prefix=prefix, create=True)
if snapshot is not None:
plane.update(ControlUpdate(**{key: value for key, value in snapshot.as_dict().items()}))
return plane
except Exception:
pass
return ZincControlPlane(snapshot=snapshot)

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#!/usr/bin/env python3
"""Write the complete 68-test live e2e file. Bodies receive (k, symbol, p) where p is a float."""
import ast, os
SCENARIOS = [] # (name, code_lines)
def S(name, lines):
SCENARIOS.append((name, lines))
# ---- Original 9 ----
S("simple_entry_exit", [
"tid = f's-{int(time.time()*1000)}'",
"_si(k, E.ENTER, tid, symbol, 'SHORT', p, 0.001); await asyncio.sleep(1)",
"_si(k, E.EXIT, tid, symbol, 'SHORT', p*0.995, 0.001); await asyncio.sleep(1)",
])
S("multi_leg_exit", [
"tid = f'ml-{int(time.time()*1000)}'",
"_si(k, E.ENTER, tid, symbol, 'SHORT', p, 0.002, exit_leg_ratios=(0.5,1.0)); await asyncio.sleep(1)",
"_si(k, E.EXIT, tid, symbol, 'SHORT', p*0.995, 0.001, exit_leg_ratios=(0.5,1.0)); await asyncio.sleep(1)",
"_si(k, E.EXIT, tid, symbol, 'SHORT', p*0.993, 0.001, exit_leg_ratios=(0.5,1.0)); await asyncio.sleep(1)",
])
S("cancel_entry_order", [
"tid = f'ce-{int(time.time()*1000)}'",
"_si(k, E.ENTER, tid, symbol, 'SHORT', p, 0.001); await asyncio.sleep(0.3)",
"_si(k, E.CANCEL, tid, symbol, 'SHORT', p, 0.001); await asyncio.sleep(1)",
])
S("entry_hold_exit", [
"tid = f'h-{int(time.time()*1000)}'",
"_si(k, E.ENTER, tid, symbol, 'SHORT', p, 0.001); await asyncio.sleep(3)",
"_si(k, E.EXIT, tid, symbol, 'SHORT', p*0.995, 0.001); await asyncio.sleep(1)",
])
S("entry_exit_at_loss", [
"tid = f'l-{int(time.time()*1000)}'",
"_si(k, E.ENTER, tid, symbol, 'SHORT', p, 0.001); await asyncio.sleep(1)",
"_si(k, E.EXIT, tid, symbol, 'SHORT', p*1.005, 0.001); await asyncio.sleep(1)",
])
S("two_sequential_cycles", [
"t1 = f'2c1-{int(time.time()*1000)}'; t2 = f'2c2-{int(time.time()*1000)}'",
"_si(k, E.ENTER, t1, symbol, 'SHORT', p, 0.001); await asyncio.sleep(1)",
"_si(k, E.EXIT, t1, symbol, 'SHORT', p*0.995, 0.001); await asyncio.sleep(1)",
"_si(k, E.ENTER, t2, symbol, 'SHORT', p*0.995, 0.001); await asyncio.sleep(1)",
"_si(k, E.EXIT, t2, symbol, 'SHORT', p*0.99, 0.001); await asyncio.sleep(1)",
])
S("entry_then_recover", [
"tid = f'r-{int(time.time()*1000)}'",
"_si(k, E.ENTER, tid, symbol, 'SHORT', p, 0.001); await asyncio.sleep(1)",
"await bundle.runtime.disconnect()",
"await bundle.runtime.connect(initial_capital=k.account.snapshot.capital)",
"await asyncio.sleep(1)",
])
S("long_entry_exit", [
"tid = f'ln-{int(time.time()*1000)}'",
"_si(k, E.ENTER, tid, symbol, 'LONG', p, 0.001); await asyncio.sleep(1)",
"_si(k, E.EXIT, tid, symbol, 'LONG', p*1.005, 0.001); await asyncio.sleep(1)",
])
# ---- Cancel combos ----
S("cancel_idempotent", [
"tid = f'ci-{int(time.time()*1000)}'",
"_si(k, E.ENTER, tid, symbol, 'SHORT', p, 0.001); await asyncio.sleep(0.5)",
"_si(k, E.CANCEL, tid, symbol, 'SHORT', p, 0.001); await asyncio.sleep(0.3)",
"_si(k, E.CANCEL, tid, symbol, 'SHORT', p, 0.001); await asyncio.sleep(1)",
])
S("double_cancel", [
"tid = f'dc-{int(time.time()*1000)}'",
"_si(k, E.ENTER, tid, symbol, 'SHORT', p, 0.001); await asyncio.sleep(0.3)",
"_si(k, E.CANCEL, tid, symbol, 'SHORT', p, 0.001); await asyncio.sleep(0.3)",
"_si(k, E.CANCEL, tid, symbol, 'SHORT', p, 0.001); await asyncio.sleep(1)",
])
S("cancel_then_exit", [
"tid = f'ctx-{int(time.time()*1000)}'",
"_si(k, E.ENTER, tid, symbol, 'SHORT', p, 0.001); await asyncio.sleep(0.5)",
"_si(k, E.CANCEL, tid, symbol, 'SHORT', p, 0.001); await asyncio.sleep(0.3)",
"if not k.slot(0).is_free():",
" _si(k, E.EXIT, tid, symbol, 'SHORT', p*0.995, 0.001); await asyncio.sleep(1)",
])
S("exit_then_cancel_exit", [
"tid = f'exc-{int(time.time()*1000)}'",
"_si(k, E.ENTER, tid, symbol, 'SHORT', p, 0.001); await asyncio.sleep(1)",
"_si(k, E.EXIT, tid, symbol, 'SHORT', p*0.995, 0.001); await asyncio.sleep(0.3)",
"_si(k, E.CANCEL, tid, symbol, 'SHORT', p*0.995, 0.001); await asyncio.sleep(1)",
])
S("exit_then_reentry", [
"t1 = f'er1-{int(time.time()*1000)}'; t2 = f'er2-{int(time.time()*1000)}'",
"_si(k, E.ENTER, t1, symbol, 'SHORT', p, 0.001); await asyncio.sleep(1)",
"_si(k, E.EXIT, t1, symbol, 'SHORT', p*0.995, 0.001); await asyncio.sleep(0.3)",
"_si(k, E.ENTER, t2, symbol, 'SHORT', p*0.995, 0.001); await asyncio.sleep(1)",
])
S("limit_cancel", [
"tid = f'lc-{int(time.time()*1000)}'",
"_si(k, E.ENTER, tid, symbol, 'SHORT', p*0.9, 0.001); await asyncio.sleep(0.5)",
"_si(k, E.CANCEL, tid, symbol, 'SHORT', p*0.9, 0.001); await asyncio.sleep(1)",
])
# ---- X4 ----
S("x4_partial_hold_exit", [
"tid = f'ph-{int(time.time()*1000)}'; sz = 0.003",
"_si(k, E.ENTER, tid, symbol, 'SHORT', p, sz, exit_leg_ratios=(0.3,1.0)); await asyncio.sleep(1)",
"_si(k, E.EXIT, tid, symbol, 'SHORT', p*0.995, sz*0.3, exit_leg_ratios=(0.3,1.0)); await asyncio.sleep(1)",
"_si(k, E.EXIT, tid, symbol, 'SHORT', p*0.993, sz*0.7, exit_leg_ratios=(0.3,1.0)); await asyncio.sleep(1)",
])
S("x4_three_leg", [
"tid = f'3l-{int(time.time()*1000)}'; sz = 0.004",
"_si(k, E.ENTER, tid, symbol, 'SHORT', p, sz, exit_leg_ratios=(0.25,0.25,1.0)); await asyncio.sleep(1)",
"_si(k, E.EXIT, tid, symbol, 'SHORT', p*0.995, sz*0.25, exit_leg_ratios=(0.25,0.25,1.0)); await asyncio.sleep(1)",
"_si(k, E.EXIT, tid, symbol, 'SHORT', p*0.993, sz*0.25, exit_leg_ratios=(0.25,0.25,1.0)); await asyncio.sleep(1)",
"_si(k, E.EXIT, tid, symbol, 'SHORT', p*0.99, sz*0.5, exit_leg_ratios=(0.25,0.25,1.0)); await asyncio.sleep(1)",
])
S("x4_cancel_fill_partial", [
"tid = f'cfp-{int(time.time()*1000)}'",
"_si(k, E.ENTER, tid, symbol, 'SHORT', p, 0.002); await asyncio.sleep(0.5)",
"_si(k, E.CANCEL, tid, symbol, 'SHORT', p, 0.002); await asyncio.sleep(0.3)",
"if not k.slot(0).is_free():",
" _si(k, E.EXIT, tid, symbol, 'SHORT', p*0.995, 0.001); await asyncio.sleep(0.5)",
"if not k.slot(0).is_free():",
" _si(k, E.EXIT, tid, symbol, 'SHORT', p*0.993, 0.001); await asyncio.sleep(1)",
])
S("x4_rapid_three", [
"for i in range(3):",
" tid = f'r3-{i}-{int(time.time()*1000)}'",
" _si(k, E.ENTER, tid, symbol, 'SHORT', p*(1-i*0.005), 0.001); await asyncio.sleep(0.8)",
" _si(k, E.EXIT, tid, symbol, 'SHORT', p*0.995*(1-i*0.005), 0.001); await asyncio.sleep(0.8)",
])
S("x4_diff_symbol", [
"tid = f'ds-{int(time.time()*1000)}'",
"_si(k, E.ENTER, tid, symbol, 'SHORT', p, 0.001); await asyncio.sleep(1)",
"sym2 = 'BTCUSDT' if symbol != 'BTCUSDT' else 'ETHUSDT'",
"_si(k, E.EXIT, tid, sym2, 'SHORT', p, 0.001); await asyncio.sleep(0.5)",
])
S("x4_alternating", [
"t1 = f'as1-{int(time.time()*1000)}'; t2 = f'as2-{int(time.time()*1000)}'",
"_si(k, E.ENTER, t1, symbol, 'SHORT', p, 0.001); await asyncio.sleep(1)",
"sym2 = 'BTCUSDT' if symbol != 'BTCUSDT' else 'ETHUSDT'",
"try:",
" p2 = float(json.loads(urllib.request.urlopen('https://open-api-vst.bingx.com/openApi/swap/v2/quote/price?symbol='+sym2.replace('USDT','-USDT'), timeout=5).read())['data']['price'])",
"except: p2 = p",
"_si(k, E.ENTER, t2, sym2, 'LONG', p2, 0.001); await asyncio.sleep(1)",
"_si(k, E.EXIT, t1, symbol, 'SHORT', p*0.995, 0.001); await asyncio.sleep(1)",
"_si(k, E.EXIT, t2, sym2, 'LONG', p2*1.005, 0.001); await asyncio.sleep(1)",
])
S("x4_multi_flatten", [
"tid = f'mf-{int(time.time()*1000)}'",
"_si(k, E.ENTER, tid, symbol, 'SHORT', p, 0.001); await asyncio.sleep(1)",
"for i in range(3):",
" if k.slot(0).is_free(): break",
" _flatten(k, symbol, p*0.99, f'mf{i}'); await asyncio.sleep(0.5)",
])
S("x4_three_leg_25_50_25", [
"tid = f'x4a-{int(time.time()*1000)}'; sz = 0.004",
"_si(k, E.ENTER, tid, symbol, 'SHORT', p, sz, exit_leg_ratios=(0.25,0.5,1.0)); await asyncio.sleep(1)",
"_si(k, E.EXIT, tid, symbol, 'SHORT', p*0.995, sz*0.25, exit_leg_ratios=(0.25,0.5,1.0)); await asyncio.sleep(1)",
"_si(k, E.EXIT, tid, symbol, 'SHORT', p*0.993, sz*0.5, exit_leg_ratios=(0.25,0.5,1.0)); await asyncio.sleep(1)",
"_si(k, E.EXIT, tid, symbol, 'SHORT', p*0.99, sz*0.25, exit_leg_ratios=(0.25,0.5,1.0)); await asyncio.sleep(1)",
])
S("x4_enter_exit_hold_twice", [
"t1 = f'x4b1-{int(time.time()*1000)}'",
"_si(k, E.ENTER, t1, symbol, 'SHORT', p, 0.001); await asyncio.sleep(0.5)",
"_si(k, E.EXIT, t1, symbol, 'SHORT', p*0.995, 0.001); await asyncio.sleep(0.5)",
"t2 = f'x4b2-{int(time.time()*1000)}'",
"_si(k, E.ENTER, t2, symbol, 'SHORT', p*0.995, 0.001); await asyncio.sleep(0.5)",
"_si(k, E.EXIT, t2, symbol, 'SHORT', p*0.99, 0.001); await asyncio.sleep(0.5)",
"t3 = f'x4b3-{int(time.time()*1000)}'",
"_si(k, E.ENTER, t3, symbol, 'SHORT', p*0.99, 0.001); await asyncio.sleep(0.5)",
"_si(k, E.EXIT, t3, symbol, 'SHORT', p*0.985, 0.001); await asyncio.sleep(0.5)",
])
S("x4_cancel_then_double_exit", [
"tid = f'x4c-{int(time.time()*1000)}'; sz = 0.002",
"_si(k, E.ENTER, tid, symbol, 'SHORT', p, sz, exit_leg_ratios=(0.5,1.0)); await asyncio.sleep(0.5)",
"_si(k, E.CANCEL, tid, symbol, 'SHORT', p, sz); await asyncio.sleep(0.3)",
"if not k.slot(0).is_free():",
" _si(k, E.EXIT, tid, symbol, 'SHORT', p*0.995, sz*0.5, exit_leg_ratios=(0.5,1.0)); await asyncio.sleep(0.5)",
"if not k.slot(0).is_free():",
" _si(k, E.EXIT, tid, symbol, 'SHORT', p*0.993, sz*0.5, exit_leg_ratios=(0.5,1.0)); await asyncio.sleep(0.5)",
])
# ---- 2 sides x 2 profit x 4 patterns = 16 doubled ----
for side, side_str, ep in [("short","SHORT",0.995), ("long","LONG",1.005)]:
for prof, pname, xp in [(True,"profit",ep), (False,"loss",1/ep)]:
for pat, pat_suffix, lines in [
("basic", "", [
f"_si(k, E.ENTER, tid, symbol, '{side_str}', p, 0.001); await asyncio.sleep(0.8)",
f"_si(k, E.EXIT, tid, symbol, '{side_str}', p*{xp}, 0.001); await asyncio.sleep(0.8)",
]),
("partial", "_partial", [
"sz = 0.002",
f"_si(k, E.ENTER, tid, symbol, '{side_str}', p, sz, exit_leg_ratios=(0.5,1.0)); await asyncio.sleep(0.8)",
f"_si(k, E.EXIT, tid, symbol, '{side_str}', p*{ep}, sz*0.5, exit_leg_ratios=(0.5,1.0)); await asyncio.sleep(0.8)",
f"_si(k, E.EXIT, tid, symbol, '{side_str}', p*{xp}, sz*0.5, exit_leg_ratios=(0.5,1.0)); await asyncio.sleep(0.8)",
]),
("cancel", "_cancel", [
f"_si(k, E.ENTER, tid, symbol, '{side_str}', p, 0.001); await asyncio.sleep(0.3)",
f"_si(k, E.CANCEL, tid, symbol, '{side_str}', p, 0.001); await asyncio.sleep(0.3)",
"if not k.slot(0).is_free():",
f" _si(k, E.EXIT, tid, symbol, '{side_str}', p*{xp}, 0.001); await asyncio.sleep(0.8)",
]),
("double_exit", "_double_exit", [
f"_si(k, E.ENTER, tid, symbol, '{side_str}', p, 0.001); await asyncio.sleep(0.8)",
f"_si(k, E.EXIT, tid, symbol, '{side_str}', p*{xp}, 0.001); await asyncio.sleep(0.3)",
"if not k.slot(0).is_free():",
f" _si(k, E.EXIT, tid, symbol, '{side_str}', p*{xp}*0.995, 0.001); await asyncio.sleep(0.5)",
]),
]:
pfx = f"{pat[0]}{side[0]}{chr(112) if prof else chr(108)}"
S(f"{pat}_{side}_{pname}", [
f"tid = f'{pfx}-{{{{int(time.time()*1000)}}}}'",
*lines,
])
# ---- Triple seq x 4 SHORT + 4 LONG ----
for i in range(4):
S(f"triple_seq_{i}", [
"for j in range(3):",
f" tid = f'ts{i}-j-{{{{int(time.time()*1000)}}}}'",
" _si(k, E.ENTER, tid, symbol, 'SHORT', p*(1-j*0.003), 0.001); await asyncio.sleep(0.7)",
" _si(k, E.EXIT, tid, symbol, 'SHORT', p*0.995*(1-j*0.003), 0.001); await asyncio.sleep(0.7)",
])
for i in range(4):
S(f"triple_seq_long_{i}", [
"for j in range(3):",
f" tid = f'tsl{i}-j-{{{{int(time.time()*1000)}}}}'",
" _si(k, E.ENTER, tid, symbol, 'LONG', p*(1+j*0.003), 0.001); await asyncio.sleep(0.7)",
" _si(k, E.EXIT, tid, symbol, 'LONG', p*1.005*(1+j*0.003), 0.001); await asyncio.sleep(0.7)",
])
# ---- Cancel+reenter x 4 SHORT + 4 LONG ----
for i in range(4):
S(f"cancel_reenter_{i}", [
f"t1 = f'cr{i}a-{{{{int(time.time()*1000)}}}}'; t2 = f'cr{i}b-{{{{int(time.time()*1000)}}}}'",
"_si(k, E.ENTER, t1, symbol, 'SHORT', p, 0.001); await asyncio.sleep(0.3)",
"_si(k, E.CANCEL, t1, symbol, 'SHORT', p, 0.001); await asyncio.sleep(0.3)",
"_si(k, E.ENTER, t2, symbol, 'SHORT', p*0.995, 0.001); await asyncio.sleep(0.8)",
"if not k.slot(0).is_free():",
" _si(k, E.EXIT, t2, symbol, 'SHORT', p*0.99, 0.001); await asyncio.sleep(0.5)",
])
for i in range(4):
S(f"cancel_reenter_long_{i}", [
f"t1 = f'crl{i}a-{{{{int(time.time()*1000)}}}}'; t2 = f'crl{i}b-{{{{int(time.time()*1000)}}}}'",
"_si(k, E.ENTER, t1, symbol, 'LONG', p, 0.001); await asyncio.sleep(0.3)",
"_si(k, E.CANCEL, t1, symbol, 'LONG', p, 0.001); await asyncio.sleep(0.3)",
"_si(k, E.ENTER, t2, symbol, 'LONG', p*1.005, 0.001); await asyncio.sleep(0.8)",
"if not k.slot(0).is_free():",
" _si(k, E.EXIT, t2, symbol, 'LONG', p*1.01, 0.001); await asyncio.sleep(0.5)",
])
# ---- Leg ratios x 8 ----
for i, ratios in enumerate([
(0.1,1.0), (0.33,0.33,1.0), (0.5,0.5,1.0), (0.75,1.0),
(0.2,0.3,0.5,1.0), (0.4,0.6,1.0), (0.15,0.85,1.0), (0.25,0.25,0.5,1.0),
]):
rat_str = ",".join(str(r) for r in ratios)
code = [f"tid = f'lr{i}-{{{{int(time.time()*1000)}}}}'; sz = 0.004",
f"_si(k, E.ENTER, tid, symbol, 'SHORT', p, sz, exit_leg_ratios=({rat_str})); await asyncio.sleep(1)"]
for leg in range(len(ratios) - 1):
r = ratios[leg]
code.append(f"_si(k, E.EXIT, tid, symbol, 'SHORT', p*0.995*(1-{leg}*0.002), sz*{r}, exit_leg_ratios=({rat_str})); await asyncio.sleep(0.8)")
code.append(f"_si(k, E.EXIT, tid, symbol, 'SHORT', p*0.99, sz*{ratios[-1]}, exit_leg_ratios=({rat_str})); await asyncio.sleep(0.8)")
S(f"leg_ratio_{i}", code)
# ---- Breakeven x 4 ----
for i in range(4):
S(f"breakeven_{i}", [
f"tid = f'be{i}-{{{{int(time.time()*1000)}}}}'",
"_si(k, E.ENTER, tid, symbol, 'SHORT', p, 0.001); await asyncio.sleep(0.8)",
"_si(k, E.EXIT, tid, symbol, 'SHORT', p, 0.001); await asyncio.sleep(0.8)",
])
# =====================================================================
# Assemble
# =====================================================================
HEADER = '''#!/usr/bin/env python3
"""PINK DITAv2 Live BingX Testnet E2E — 68 combinatorial scenarios.
Kernel-direct tests: bodies receive (k, symbol, p). Capital integrity
asserted. Exchange state confirmed flat.
"""
from __future__ import annotations
import asyncio, json, os, socket, time, urllib.request
import urllib.parse
from dataclasses import dataclass
from typing import Any, Optional
import pytest
from prod.bingx.http import BingxHttpClient
from prod.bingx.config import BingxExecClientConfig, BingxEnvironment
from prod.clean_arch.dita_v2.launcher import build_launcher_bundle
from prod.clean_arch.dita_v2.contracts import (
KernelCommandType as KC, KernelIntent as KI, TradeSide as TS,
)
from prod.clean_arch.ports.data_feed import MarketSnapshot
E = KC
# Force IPv4 for httpx (IPv6 resolution fails in this env)
_orig_gai = socket.getaddrinfo
def _ipv4_gai(host, port, family=0, type=0, proto=0, flags=0):
return _orig_gai(host, port, socket.AF_INET, type, proto, flags)
socket.getaddrinfo = _ipv4_gai
# ---- env gates ----
if not os.environ.get("BINGX_SMOKE_LIVE"):
pytest.skip("BINGX_SMOKE_LIVE not set", allow_module_level=True)
if not os.environ.get("BINGX_SMOKE_ALLOW_TRADE"):
pytest.skip("BINGX_SMOKE_ALLOW_TRADE not set", allow_module_level=True)
if not os.environ.get("PINK_DITA_E2E"):
pytest.skip("PINK_DITA_E2E not set", allow_module_level=True)
# ---- helpers ----
@dataclass
class VR:
symbol: str; positions_flat: bool = True; error: str = ""
@dataclass
class RB:
runtime: Any; config: Any
def _build_config(ic: float = 25000.0) -> BingxExecClientConfig:
return BingxExecClientConfig(
api_key=os.environ["BINGX_API_KEY"], secret_key=os.environ["BINGX_SECRET_KEY"],
environment=BingxEnvironment.VST, allow_mainnet=False, recv_window_ms=5000,
default_leverage=1, exchange_leverage_cap=3, prefer_websocket=False,
use_reduce_only=True, sizing_mode="testnet", journal_strategy="pink",
journal_db="dolphin_pink")
def _build_rb(ic: float = 25000.0) -> RB:
cfg = _build_config(ic)
b = build_launcher_bundle(venue_mode="BINGX", max_slots=1, bingx_config=cfg)
k = b.kernel; k.account.snapshot.capital = ic; k.account.snapshot.peak_capital = ic; k.account.snapshot.equity = ic
class Shim:
def __init__(self, k): self.kernel = k
async def connect(self, initial_capital=0): self.kernel.venue.connect()
async def disconnect(self):
try: self.kernel.venue.disconnect()
except: pass
return RB(runtime=Shim(k), config=cfg)
async def _contract_rows(c):
r = await c._request_json("GET", "/openApi/swap/v2/user/positions", {}, signed=True)
return r if isinstance(r, list) else (r.get("data") or r.get("positions") or [])
async def _pick_sym(k, c):
rs = await _contract_rows(c)
oss = {str(r.get("symbol","")).replace("-","").upper() for r in rs}
sym = next((x for x in ["TRXUSDT","XRPUSDT","ADAUSDT","DOGEUSDT"] if x not in oss), "TRXUSDT")
return sym
async def _snap(c, sym):
vs = sym[:3]+"-USDT"
pr = await c._request_json("GET", "/openApi/swap/v2/quote/price", {"symbol": vs}, signed=False)
d = pr.get("data") or pr; rp = float(d.get("price") or d.get("lastPrice") or 0)
return MarketSnapshot(timestamp=__import__("datetime").datetime.now(__import__("datetime").timezone.utc),
symbol=sym, price=rp, bid=rp*0.9995, ask=rp*1.0005), vs
async def _verify(c, vs):
rs = await _contract_rows(c)
tr = [r for r in rs if str(r.get("symbol","")).upper().replace("-","") == vs.replace("-","").upper()]
ts = sum(abs(float(r.get("positionAmt",r.get("positionQty",0)) or 0)) for r in tr)
flat = ts < 1e-8
return VR(symbol=vs, positions_flat=flat, error="" if flat else f"open: {tr}")
def _si(k, act, tid, asset, side_str, price, size, **kw):
ds = TS.SHORT if side_str.upper() == "SHORT" else TS.LONG
return k.process_intent(KI(
timestamp=__import__("datetime").datetime.now(__import__("datetime").timezone.utc),
intent_id=tid, trade_id=tid, slot_id=0, asset=asset, side=ds, action=act,
reference_price=price, target_size=size, leverage=kw.pop("leverage",1.0),
exit_leg_ratios=kw.pop("exit_leg_ratios",(1.0,)),
reason=kw.pop("reason",f"auto_{act.value.lower()}"), metadata=kw))
def _flatten(k, sym, price, label):
if k.slot(0).is_free(): return
_si(k, E.EXIT, f"fl{label}-{int(time.time()*1000)}", sym, "SHORT", price, 0.001)
async def _run(bundle, client, body_fn, label, ic):
k = bundle.runtime.kernel
sym = await _pick_sym(k, client)
snap, vsym = await _snap(client, sym)
await bundle.runtime.connect(initial_capital=ic)
p = float(snap.price)
try:
_flatten(k, sym, p, f"{label}-pre")
await asyncio.sleep(0.3)
cb = k.account.snapshot.capital
await body_fn(k, sym, p)
ca = k.account.snapshot.capital
assert ca > 0, f"Capital zero: {ca}"
assert ca < cb * 10, f"Capital bounds: {cb} -> {ca}"
if not k.slot(0).is_free():
_flatten(k, sym, p*0.99, f"{label}-post")
await asyncio.sleep(1.0)
return await _verify(client, vsym)
finally:
await bundle.runtime.disconnect()
'''
lines = [HEADER]
# Scenario bodies
lines.append("\n# =====================================================================\n# Scenario bodies\n# =====================================================================\n")
for name, code_lines in SCENARIOS:
lines.append(f"async def _body_{name}(k, symbol, p):")
for cl in code_lines:
lines.append(f" {cl}")
lines.append("")
# Test functions
lines.append("\n# =====================================================================\n# Test functions\n# =====================================================================\n")
lines.append('''@pytest.fixture(scope="session")
def _live_client():
return BingxHttpClient(_build_config())
''')
for name, _ in SCENARIOS:
lines.append(f'''
def test_pink_ditav2_{name}(_live_client) -> None:
bundle = _build_rb()
ic = bundle.runtime.kernel.account.snapshot.capital
r = asyncio.run(_run(bundle, _live_client, _body_{name}, "{name}", ic))
assert r.positions_flat, name + ": " + r.error
''')
full = '\n'.join(lines)
try:
ast.parse(full)
count = full.count("def test_pink_ditav2_")
print(f"Syntax OK — {count} tests, {len(full)} chars")
out_path = os.path.join('/mnt/dolphinng5_predict', 'prod/tests/test_pink_bingx_dita_live_e2e.py')
with open(out_path, 'w') as f:
f.write(full)
print(f"Written OK ({count} tests)")
except SyntaxError as e:
print(f"Syntax error L{e.lineno}: {e.msg}")
fl = full.split('\n')
for i in range(max(0,e.lineno-5), min(len(fl), e.lineno+3)):
print(f" {i+1}: {fl[i]}")

688
prod/clean_arch/dita_v2/_backup_20260530/gen_live_tests.py Normal file
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@@ -0,0 +1,688 @@
#!/usr/bin/env python3
"""Regenerate the complete PINK DITAv2 live BingX e2e test file from scratch."""
import ast, os
BASE = '/mnt/dolphinng5_predict'
OUT = os.path.join(BASE, 'prod/tests/test_pink_bingx_dita_live_e2e.py')
# =====================================================================
# Static prologue — imports, helpers, env check
# =====================================================================
PROLOGUE = r'''#!/usr/bin/env python3
"""PINK DITAv2 Live BingX Testnet E2E — combinatorial scenarios.
Each test:
1. Picks a live VST symbol with price
2. Submits KernelIntent directly (bypasses DecisionEngine)
3. Asserts capital integrity (positive, within bounds)
4. Confirms exchange state is flat after exit
"""
from __future__ import annotations
import asyncio
import json
import os
import time
import urllib.parse
import urllib.request
from dataclasses import dataclass, field
from decimal import Decimal
from typing import Any, Optional
import pytest
import requests
from prod.bingx.http import BingxHttpClient
from prod.bingx.config import BingxExecClientConfig, BingxEnvironment
from prod.bingx.schemas import BingxContract
from prod.clean_arch.dita_v2.launcher import build_launcher_bundle
from prod.clean_arch.dita_v2.contracts import (
KernelCommandType,
KernelDiagnosticCode,
KernelIntent,
KernelOutcome,
TradeSide,
)
from prod.clean_arch.ports.data_feed import MarketSnapshot
from prod.clean_arch.dita import DecisionConfig, DecisionEngine, IntentEngine
from prod.clean_arch.runtime.pink_direct import PinkDirectRuntime
from prod.clean_arch.projection import build_projection
from prod.clean_arch.adapters.hazelcast_feed import HazelcastDataFeed
# ---- env gates ----
if not os.environ.get("BINGX_SMOKE_LIVE"):
pytest.skip("BINGX_SMOKE_LIVE not set — skipping live tests", allow_module_level=True)
if not os.environ.get("BINGX_SMOKE_ALLOW_TRADE"):
pytest.skip("BINGX_SMOKE_ALLOW_TRADE not set — skipping live trade tests", allow_module_level=True)
if not os.environ.get("PINK_DITA_E2E"):
pytest.skip("PINK_DITA_E2E not set — skipping PINK DITAv2 e2e tests", allow_module_level=True)
_INTER_TEST_DELAY_S = 3.0
def _wait_for_quota() -> None:
"""Block until the exchange rate-limit quota allows a burst."""
time.sleep(_INTER_TEST_DELAY_S)
def _normalize(symbol: str) -> str:
return symbol.replace("-", "").upper()
async def _contract_rows(client: BingxHttpClient) -> list[dict]:
url = "https://open-api-vst.bingx.com/openApi/swap/v2/user/positions"
rows = await client._request_json("GET", url, {}, signed=True)
data = rows if isinstance(rows, list) else (rows.get("data") or rows.get("positions") or [])
return data
async def _build_live_snapshot(client: BingxHttpClient, vsymbol: str) -> MarketSnapshot:
vsym_dash = vsymbol.replace("USDT", "-USDT")
price_resp = await client._request_json("GET", "https://open-api-vst.bingx.com/openApi/swap/v2/quote/price", {"symbol": vsym_dash}, signed=False)
d = price_resp.get("data") or price_resp
raw_price = d.get("price") or d.get("lastPrice") or 0
price = Decimal(str(raw_price))
return MarketSnapshot(
timestamp=time.time(), price=price, bid=price * Decimal("0.9995"),
ask=price * Decimal("1.0005"), volume=Decimal("0"),
)
@dataclass
class _VerificationResult:
symbol: str
positions_flat: bool = True
error: str = ""
async def _query_exchange_positions(client: BingxHttpClient, venue_symbol: str) -> list[dict]:
"""Fetch live positions from BingX and return rows for venue_symbol."""
rows = _contract_rows(client)
return [r for r in rows if str(r.get("symbol", "")).upper().replace("-", "") == venue_symbol.replace("-", "").upper()]
async def _verify_exchange_state(
client: BingxHttpClient, venue_symbol: str, expect_open: bool = False,
) -> _VerificationResult:
pos_rows = await _query_exchange_positions(client, venue_symbol)
total_size = sum(abs(float(r.get("positionAmt", r.get("positionQty", 0)) or 0)) for r in pos_rows)
flat = total_size < 1e-8
if expect_open and flat:
return _VerificationResult(symbol=venue_symbol, positions_flat=False, error="expected open position but flat")
if not expect_open and not flat:
return _VerificationResult(symbol=venue_symbol, positions_flat=False, error=f"expected flat but open: {pos_rows}")
return _VerificationResult(symbol=venue_symbol, positions_flat=True)
@dataclass
class _RuntimeBundle:
runtime: PinkDirectRuntime
config: BingxExecClientConfig
def _build_bingx_config(initial_capital: float) -> BingxExecClientConfig:
return BingxExecClientConfig(
api_key=os.environ["BINGX_API_KEY"],
secret_key=os.environ["BINGX_SECRET_KEY"],
environment=BingxEnvironment.VST,
allow_mainnet=False,
recv_window_ms=5000,
default_leverage=1,
exchange_leverage_cap=3,
prefer_websocket=False,
use_reduce_only=True,
sizing_mode="testnet",
journal_strategy="pink",
journal_db="dolphin_pink",
)
def _build_runtime_bundle(initial_capital: float) -> _RuntimeBundle:
"""Build a direct kernel bundle."""
cfg = _build_bingx_config(initial_capital)
bundle = build_launcher_bundle(venue_mode="BINGX", max_slots=1, bingx_config=cfg)
k = bundle.kernel
k.account.snapshot.capital = initial_capital
k.account.snapshot.peak_capital = initial_capital
k.account.snapshot.equity = initial_capital
return _RuntimeBundle(runtime=_RuntimeShim(kernel=k), config=cfg)
class _RuntimeShim:
"""Minimal runtime wrapper — exposes .kernel + sync connect/disconnect."""
def __init__(self, kernel): self.kernel = kernel
async def connect(self, initial_capital=0): self.kernel.venue.connect()
async def disconnect(self):
try: self.kernel.venue.disconnect()
except Exception: pass
def _build_full_runtime(initial_capital: float) -> PinkDirectRuntime:
"""Build a fully wired PinkDirectRuntime (data feed, engine, persistence)."""
cfg = _build_bingx_config(initial_capital)
bundle = build_launcher_bundle(venue_mode="BINGX", max_slots=1, bingx_config=cfg)
feed = HazelcastDataFeed(
prefix="dita_v2",
hz_client=build_projection(prefer_real_hazelcast=False),
)
engine = DecisionEngine(DecisionConfig(initial_capital=initial_capital))
intent_engine = IntentEngine(initial_capital=initial_capital)
rt = PinkDirectRuntime(
data_feed=feed, kernel=bundle.kernel,
decision_engine=engine, intent_engine=intent_engine,
)
rt.kernel.account.snapshot.capital = initial_capital
rt.kernel.account.snapshot.peak_capital = initial_capital
rt.kernel.account.snapshot.equity = initial_capital
return rt
async def _pick_live_symbol(
kernel: Any, client: BingxHttpClient,
) -> tuple[str, MarketSnapshot, str]:
"""Pick a live VST symbol that isn't already in a position."""
pos_rows = _contract_rows(client)
open_syms = set()
for r in pos_rows:
sym = str(r.get("symbol", "")).replace("-", "").upper()
if sym:
open_syms.add(sym)
candidates = ["TRXUSDT", "XRPUSDT", "ADAUSDT", "DOGEUSDT"]
preferred = [c for c in candidates if c not in open_syms]
sym = preferred[0] if preferred else candidates[0]
vsym = sym[:3] + "-USDT" if sym.endswith("USDT") and len(sym) > 6 else sym[:3] + "-USDT"
snap = _build_live_snapshot(client, vsym)
return sym, snap, vsym
def _submit_intent_direct(
kernel: Any,
action: KernelCommandType,
trade_id: str,
asset: str,
side_str: str,
price: float,
size: float,
**kw,
) -> KernelOutcome:
ds = TradeSide.SHORT if side_str.upper() == "SHORT" else TradeSide.LONG
intent = KernelIntent(
timestamp=__import__("datetime").datetime.now(__import__("datetime").timezone.utc),
intent_id=trade_id,
trade_id=trade_id,
slot_id=0,
asset=asset,
side=ds,
action=action,
reference_price=price,
target_size=size,
leverage=kw.pop("leverage", 1.0),
exit_leg_ratios=kw.pop("exit_leg_ratios", (1.0,)),
reason=kw.pop("reason", f"auto_{action.value.lower()}"),
metadata=kw,
)
return kernel.process_intent(intent)
def _flatten_via_kernel_intent(kernel: Any, symbol: str, price: float, label: str) -> None:
"""Flatten slot 0 by submitting an EXIT intent at the given price.
No-op if already flat."""
if kernel.slot(0).is_free():
return
tid = f"flat-{label}-{int(time.time() * 1000)}"
side = TradeSide.SHORT
intent = KernelIntent(
timestamp=__import__("datetime").datetime.now(__import__("datetime").timezone.utc),
intent_id=tid,
trade_id=tid,
slot_id=0,
asset=symbol,
side=side,
action=KernelCommandType.EXIT,
reference_price=price,
target_size=0.001,
leverage=1.0,
exit_leg_ratios=(1.0,),
reason=f"flatten_{label}",
)
kernel.process_intent(intent)
async def _flatten_live_position(client: BingxHttpClient, symbol: str) -> None:
"""Emergency raw flatten via REST if kernel can't."""
pass
async def _run_pink_live_roundtrip(
bundle: _RuntimeBundle, client: BingxHttpClient,
) -> tuple[KernelOutcome, Optional[KernelOutcome], Optional[KernelOutcome]]:
"""Original roundtrip test entry → partial/monitor → flatten."""
kernel = bundle.runtime.kernel
symbol, snap, vsym = await _pick_live_symbol(kernel, client)
price = float(snap.price)
await bundle.runtime.connect(initial_capital=25000.0)
try:
_flatten_via_kernel_intent(kernel, symbol, price, "roundtrip-pre")
await asyncio.sleep(0.3)
tid = f"rt-{int(time.time() * 1000)}"
entry = _submit_intent_direct(kernel, KernelCommandType.ENTER, tid, symbol, "SHORT", price, 0.001)
await asyncio.sleep(1.0)
monitor = None
if not kernel.slot(0).is_free():
_submit_intent_direct(kernel, KernelCommandType.CANCEL, tid, symbol, "SHORT", price, 0.001)
await asyncio.sleep(0.3)
flatt = None
if not kernel.slot(0).is_free():
flatt = _submit_intent_direct(kernel, KernelCommandType.EXIT, tid, symbol, "SHORT", price * 0.995, 0.001)
await asyncio.sleep(1.0)
if not kernel.slot(0).is_free():
_flatten_via_kernel_intent(kernel, symbol, price * 0.99, "roundtrip-post")
await asyncio.sleep(1.0)
return entry, monitor, flatt
finally:
await bundle.runtime.disconnect()
async def _run_pink_live_recovery(
bundle: _RuntimeBundle, client: BingxHttpClient,
) -> dict:
"""Recovery test: enter, disconnect, reconnect, verify capital preserved."""
kernel = bundle.runtime.kernel
symbol, snap, vsym = await _pick_live_symbol(kernel, client)
price = float(snap.price)
await bundle.runtime.connect(initial_capital=25000.0)
try:
_flatten_via_kernel_intent(kernel, symbol, price, "recovery-pre")
await asyncio.sleep(0.3)
_submit_intent_direct(kernel, KernelCommandType.ENTER, tid := f"r-{int(time.time() * 1000)}", symbol, "SHORT", price, 0.001)
await asyncio.sleep(1.0)
await bundle.runtime.disconnect()
await bundle.runtime.connect(initial_capital=25000.0)
await asyncio.sleep(1.0)
if not kernel.slot(0).is_free():
_flatten_via_kernel_intent(kernel, symbol, price * 0.99, "recovery-post")
await asyncio.sleep(1.0)
return {"capital": kernel.account.snapshot.capital, "peak": kernel.account.snapshot.peak_capital}
finally:
await bundle.runtime.disconnect()
''' # end PROLOGUE
# =====================================================================
# Scenario runner + shortcut
# =====================================================================
RUNNER = '''
# =====================================================================
# Generic runner & shortcut
# =====================================================================
async def _run_scenario(bundle, client, body_fn, label, initial_capital):
k = bundle.runtime.kernel
symbol, snap, vsym = await _pick_live_symbol(k, client)
await bundle.runtime.connect(initial_capital=initial_capital)
try:
_flatten_via_kernel_intent(k, symbol, float(snap.price), f"{label}-pre")
await asyncio.sleep(0.3)
_cap_before = k.account.snapshot.capital
await body_fn(bundle, client, symbol, snap)
_cap_after = k.account.snapshot.capital
assert _cap_after > 0, f"Capital went to zero: {_cap_after}"
assert _cap_after < _cap_before * 10, f"Capital growth beyond bounds: {_cap_before} -> {_cap_after}"
if not k.slot(0).is_free():
_flatten_via_kernel_intent(k, symbol, float(snap.price) * 0.99, f"{label}-post")
await asyncio.sleep(1.0)
return await _verify_exchange_state(client, vsym, expect_open=False)
finally:
await bundle.runtime.disconnect()
def _si(kernel, action, trade_id, asset, side_str, price, size, **kw):
ds = TradeSide.SHORT if side_str.upper() == "SHORT" else TradeSide.LONG
return kernel.process_intent(KernelIntent(
timestamp=__import__("datetime").datetime.now(__import__("datetime").timezone.utc),
intent_id=trade_id, trade_id=trade_id, slot_id=0, asset=asset,
side=ds, action=action, reference_price=price, target_size=size,
leverage=kw.pop("leverage", 1.0),
exit_leg_ratios=kw.pop("exit_leg_ratios", (1.0,)),
reason=kw.pop("reason", f"auto_{action.value.lower()}"),
metadata=kw,
))
'''
# =====================================================================
# Build scenario bodies + tests
# =====================================================================
scenarios = [] # (name, code_lines)
def S(name, code_lines):
scenarios.append((name, list(code_lines)))
# --- Original 9 ---
S("simple_entry_exit", [
'tid = f"s-{int(time.time()*1000)}"; p = float(snap.price)',
'_si(k, KernelCommandType.ENTER, tid, symbol, "SHORT", p, 0.001); await asyncio.sleep(1)',
'_si(k, KernelCommandType.EXIT, tid, symbol, "SHORT", p*0.995, 0.001); await asyncio.sleep(1)',
])
S("multi_leg_exit", [
'tid = f"ml-{int(time.time()*1000)}"; p = float(snap.price)',
'_si(k, KernelCommandType.ENTER, tid, symbol, "SHORT", p, 0.002, exit_leg_ratios=(0.5,1.0)); await asyncio.sleep(1)',
'_si(k, KernelCommandType.EXIT, tid, symbol, "SHORT", p*0.995, 0.001, exit_leg_ratios=(0.5,1.0)); await asyncio.sleep(1)',
'_si(k, KernelCommandType.EXIT, tid, symbol, "SHORT", p*0.993, 0.001, exit_leg_ratios=(0.5,1.0)); await asyncio.sleep(1)',
])
S("cancel_entry_order", [
'tid = f"ce-{int(time.time()*1000)}"; p = float(snap.price)',
'_si(k, KernelCommandType.ENTER, tid, symbol, "SHORT", p, 0.001); await asyncio.sleep(0.3)',
'_si(k, KernelCommandType.CANCEL, tid, symbol, "SHORT", p, 0.001); await asyncio.sleep(1)',
])
S("entry_hold_exit", [
'tid = f"h-{int(time.time()*1000)}"; p = float(snap.price)',
'_si(k, KernelCommandType.ENTER, tid, symbol, "SHORT", p, 0.001); await asyncio.sleep(3)',
'_si(k, KernelCommandType.EXIT, tid, symbol, "SHORT", p*0.995, 0.001); await asyncio.sleep(1)',
])
S("entry_exit_at_loss", [
'tid = f"l-{int(time.time()*1000)}"; p = float(snap.price)',
'_si(k, KernelCommandType.ENTER, tid, symbol, "SHORT", p, 0.001); await asyncio.sleep(1)',
'_si(k, KernelCommandType.EXIT, tid, symbol, "SHORT", p*1.005, 0.001); await asyncio.sleep(1)',
])
S("two_sequential_cycles", [
'p = float(snap.price)',
't1 = f"2c1-{int(time.time()*1000)}"; t2 = f"2c2-{int(time.time()*1000)}"',
'_si(k, KernelCommandType.ENTER, t1, symbol, "SHORT", p, 0.001); await asyncio.sleep(1)',
'_si(k, KernelCommandType.EXIT, t1, symbol, "SHORT", p*0.995, 0.001); await asyncio.sleep(1)',
'_si(k, KernelCommandType.ENTER, t2, symbol, "SHORT", p*0.995, 0.001); await asyncio.sleep(1)',
'_si(k, KernelCommandType.EXIT, t2, symbol, "SHORT", p*0.99, 0.001); await asyncio.sleep(1)',
])
S("entry_then_recover", [
'tid = f"r-{int(time.time()*1000)}"; p = float(snap.price)',
'_si(k, KernelCommandType.ENTER, tid, symbol, "SHORT", p, 0.001); await asyncio.sleep(1)',
'await bundle.runtime.disconnect()',
'await bundle.runtime.connect(initial_capital=k.account.snapshot.capital)',
'await asyncio.sleep(1)',
])
S("long_entry_exit", [
'tid = f"ln-{int(time.time()*1000)}"; p = float(snap.price)',
'_si(k, KernelCommandType.ENTER, tid, symbol, "LONG", p, 0.001); await asyncio.sleep(1)',
'_si(k, KernelCommandType.EXIT, tid, symbol, "LONG", p*1.005, 0.001); await asyncio.sleep(1)',
])
# --- Cancel combos ---
S("cancel_idempotent", [
'tid = f"ci-{int(time.time()*1000)}"; p = float(snap.price)',
'_si(k, KernelCommandType.ENTER, tid, symbol, "SHORT", p, 0.001); await asyncio.sleep(0.5)',
'_si(k, KernelCommandType.CANCEL, tid, symbol, "SHORT", p, 0.001); await asyncio.sleep(0.3)',
'_si(k, KernelCommandType.CANCEL, tid, symbol, "SHORT", p, 0.001); await asyncio.sleep(1)',
])
S("double_cancel", [
'tid = f"dc-{int(time.time()*1000)}"; p = float(snap.price)',
'_si(k, KernelCommandType.ENTER, tid, symbol, "SHORT", p, 0.001); await asyncio.sleep(0.3)',
'_si(k, KernelCommandType.CANCEL, tid, symbol, "SHORT", p, 0.001); await asyncio.sleep(0.3)',
'_si(k, KernelCommandType.CANCEL, tid, symbol, "SHORT", p, 0.001); await asyncio.sleep(1)',
])
S("cancel_then_exit", [
'tid = f"ctx-{int(time.time()*1000)}"; p = float(snap.price)',
'_si(k, KernelCommandType.ENTER, tid, symbol, "SHORT", p, 0.001); await asyncio.sleep(0.5)',
'_si(k, KernelCommandType.CANCEL, tid, symbol, "SHORT", p, 0.001); await asyncio.sleep(0.3)',
'if not k.slot(0).is_free():',
' _si(k, KernelCommandType.EXIT, tid, symbol, "SHORT", p*0.995, 0.001); await asyncio.sleep(1)',
])
S("exit_then_cancel_exit", [
'tid = f"exc-{int(time.time()*1000)}"; p = float(snap.price)',
'_si(k, KernelCommandType.ENTER, tid, symbol, "SHORT", p, 0.001); await asyncio.sleep(1)',
'_si(k, KernelCommandType.EXIT, tid, symbol, "SHORT", p*0.995, 0.001); await asyncio.sleep(0.3)',
'_si(k, KernelCommandType.CANCEL, tid, symbol, "SHORT", p*0.995, 0.001); await asyncio.sleep(1)',
])
S("exit_then_reentry", [
'p = float(snap.price)',
't1 = f"er1-{int(time.time()*1000)}"; t2 = f"er2-{int(time.time()*1000)}"',
'_si(k, KernelCommandType.ENTER, t1, symbol, "SHORT", p, 0.001); await asyncio.sleep(1)',
'_si(k, KernelCommandType.EXIT, t1, symbol, "SHORT", p*0.995, 0.001); await asyncio.sleep(0.3)',
'_si(k, KernelCommandType.ENTER, t2, symbol, "SHORT", p*0.995, 0.001); await asyncio.sleep(1)',
])
S("limit_cancel", [
'tid = f"lc-{int(time.time()*1000)}"; p = float(snap.price)',
'_si(k, KernelCommandType.ENTER, tid, symbol, "SHORT", p*0.9, 0.001); await asyncio.sleep(0.5)',
'_si(k, KernelCommandType.CANCEL, tid, symbol, "SHORT", p*0.9, 0.001); await asyncio.sleep(1)',
])
# --- X4 expanded ---
S("x4_partial_hold_exit", [
'tid = f"ph-{int(time.time()*1000)}"; p = float(snap.price); sz = 0.003',
'_si(k, KernelCommandType.ENTER, tid, symbol, "SHORT", p, sz, exit_leg_ratios=(0.3,1.0)); await asyncio.sleep(1)',
'_si(k, KernelCommandType.EXIT, tid, symbol, "SHORT", p*0.995, sz*0.3, exit_leg_ratios=(0.3,1.0)); await asyncio.sleep(1)',
'_si(k, KernelCommandType.EXIT, tid, symbol, "SHORT", p*0.993, sz*0.7, exit_leg_ratios=(0.3,1.0)); await asyncio.sleep(1)',
])
S("x4_three_leg", [
'tid = f"3l-{int(time.time()*1000)}"; p = float(snap.price); sz = 0.004',
'_si(k, KernelCommandType.ENTER, tid, symbol, "SHORT", p, sz, exit_leg_ratios=(0.25,0.25,1.0)); await asyncio.sleep(1)',
'_si(k, KernelCommandType.EXIT, tid, symbol, "SHORT", p*0.995, sz*0.25, exit_leg_ratios=(0.25,0.25,1.0)); await asyncio.sleep(1)',
'_si(k, KernelCommandType.EXIT, tid, symbol, "SHORT", p*0.993, sz*0.25, exit_leg_ratios=(0.25,0.25,1.0)); await asyncio.sleep(1)',
'_si(k, KernelCommandType.EXIT, tid, symbol, "SHORT", p*0.99, sz*0.5, exit_leg_ratios=(0.25,0.25,1.0)); await asyncio.sleep(1)',
])
S("x4_cancel_fill_partial", [
'tid = f"cfp-{int(time.time()*1000)}"; p = float(snap.price)',
'_si(k, KernelCommandType.ENTER, tid, symbol, "SHORT", p, 0.002); await asyncio.sleep(0.5)',
'_si(k, KernelCommandType.CANCEL, tid, symbol, "SHORT", p, 0.002); await asyncio.sleep(0.3)',
'if not k.slot(0).is_free():',
' _si(k, KernelCommandType.EXIT, tid, symbol, "SHORT", p*0.995, 0.001); await asyncio.sleep(0.5)',
'if not k.slot(0).is_free():',
' _si(k, KernelCommandType.EXIT, tid, symbol, "SHORT", p*0.993, 0.001); await asyncio.sleep(1)',
])
S("x4_rapid_three", [
'p = float(snap.price)',
'for i in range(3):',
' tid = f"r3-{i}-{int(time.time()*1000)}"',
' _si(k, KernelCommandType.ENTER, tid, symbol, "SHORT", p*(1-i*0.005), 0.001); await asyncio.sleep(0.8)',
' _si(k, KernelCommandType.EXIT, tid, symbol, "SHORT", p*0.995*(1-i*0.005), 0.001); await asyncio.sleep(0.8)',
])
S("x4_diff_symbol", [
'tid = f"ds-{int(time.time()*1000)}"; p = float(snap.price)',
'_si(k, KernelCommandType.ENTER, tid, symbol, "SHORT", p, 0.001); await asyncio.sleep(1)',
'sym2 = "BTCUSDT" if symbol != "BTCUSDT" else "ETHUSDT"',
'_si(k, KernelCommandType.EXIT, tid, sym2, "SHORT", p, 0.001); await asyncio.sleep(0.5)',
])
S("x4_alternating", [
'p = float(snap.price)',
't1 = f"as1-{int(time.time()*1000)}"; t2 = f"as2-{int(time.time()*1000)}"',
'_si(k, KernelCommandType.ENTER, t1, symbol, "SHORT", p, 0.001); await asyncio.sleep(1)',
'sym2 = "BTCUSDT" if symbol != "BTCUSDT" else "ETHUSDT"',
'try:',
' url = "https://open-api-vst.bingx.com/openApi/swap/v2/quote/price?symbol=" + sym2.replace("USDT","-USDT")',
' p2 = float(json.loads(urllib.request.urlopen(url, timeout=5).read())["data"]["price"])',
'except: p2 = p',
'_si(k, KernelCommandType.ENTER, t2, sym2, "LONG", p2, 0.001); await asyncio.sleep(1)',
'_si(k, KernelCommandType.EXIT, t1, symbol, "SHORT", p*0.995, 0.001); await asyncio.sleep(1)',
'_si(k, KernelCommandType.EXIT, t2, sym2, "LONG", p2*1.005, 0.001); await asyncio.sleep(1)',
])
S("x4_multi_flatten", [
'tid = f"mf-{int(time.time()*1000)}"; p = float(snap.price)',
'_si(k, KernelCommandType.ENTER, tid, symbol, "SHORT", p, 0.001); await asyncio.sleep(1)',
'for i in range(3):',
' if k.slot(0).is_free(): break',
' _flatten_via_kernel_intent(k, symbol, p*0.99, f"mf{i}"); await asyncio.sleep(0.5)',
])
S("x4_three_leg_25_50_25", [
'tid = f"x4a-{int(time.time()*1000)}"; p = float(snap.price); sz = 0.004',
'_si(k, KernelCommandType.ENTER, tid, symbol, "SHORT", p, sz, exit_leg_ratios=(0.25,0.5,1.0)); await asyncio.sleep(1)',
'_si(k, KernelCommandType.EXIT, tid, symbol, "SHORT", p*0.995, sz*0.25, exit_leg_ratios=(0.25,0.5,1.0)); await asyncio.sleep(1)',
'_si(k, KernelCommandType.EXIT, tid, symbol, "SHORT", p*0.993, sz*0.5, exit_leg_ratios=(0.25,0.5,1.0)); await asyncio.sleep(1)',
'_si(k, KernelCommandType.EXIT, tid, symbol, "SHORT", p*0.99, sz*0.25, exit_leg_ratios=(0.25,0.5,1.0)); await asyncio.sleep(1)',
])
S("x4_enter_exit_hold_twice", [
'p = float(snap.price)',
't1 = f"x4b1-{int(time.time()*1000)}"',
'_si(k, KernelCommandType.ENTER, t1, symbol, "SHORT", p, 0.001); await asyncio.sleep(0.5)',
'_si(k, KernelCommandType.EXIT, t1, symbol, "SHORT", p*0.995, 0.001); await asyncio.sleep(0.5)',
't2 = f"x4b2-{int(time.time()*1000)}"',
'_si(k, KernelCommandType.ENTER, t2, symbol, "SHORT", p*0.995, 0.001); await asyncio.sleep(0.5)',
'_si(k, KernelCommandType.EXIT, t2, symbol, "SHORT", p*0.99, 0.001); await asyncio.sleep(0.5)',
't3 = f"x4b3-{int(time.time()*1000)}"',
'_si(k, KernelCommandType.ENTER, t3, symbol, "SHORT", p*0.99, 0.001); await asyncio.sleep(0.5)',
'_si(k, KernelCommandType.EXIT, t3, symbol, "SHORT", p*0.985, 0.001); await asyncio.sleep(0.5)',
])
S("x4_cancel_then_double_exit", [
'tid = f"x4c-{int(time.time()*1000)}"; p = float(snap.price); sz = 0.002',
'_si(k, KernelCommandType.ENTER, tid, symbol, "SHORT", p, sz, exit_leg_ratios=(0.5,1.0)); await asyncio.sleep(0.5)',
'_si(k, KernelCommandType.CANCEL, tid, symbol, "SHORT", p, sz); await asyncio.sleep(0.3)',
'if not k.slot(0).is_free():',
' _si(k, KernelCommandType.EXIT, tid, symbol, "SHORT", p*0.995, sz*0.5, exit_leg_ratios=(0.5,1.0)); await asyncio.sleep(0.5)',
'if not k.slot(0).is_free():',
' _si(k, KernelCommandType.EXIT, tid, symbol, "SHORT", p*0.993, sz*0.5, exit_leg_ratios=(0.5,1.0)); await asyncio.sleep(0.5)',
])
# --- 2 sides × 2 profit × 4 patterns = 16 ---
for side, side_str, ep in [("short","SHORT",0.995), ("long","LONG",1.005)]:
for prof, pname, xp_mult in [(True,"profit",ep), (False,"loss",1/ep)]:
for pat, pat_suffix, lines in [
("basic", "", [
f'_si(k, KernelCommandType.ENTER, tid, symbol, "{side_str}", p, 0.001); await asyncio.sleep(0.8)',
f'_si(k, KernelCommandType.EXIT, tid, symbol, "{side_str}", p*{xp_mult}, 0.001); await asyncio.sleep(0.8)',
]),
("partial", "_partial", [
'sz = 0.002',
f'_si(k, KernelCommandType.ENTER, tid, symbol, "{side_str}", p, sz, exit_leg_ratios=(0.5,1.0)); await asyncio.sleep(0.8)',
f'_si(k, KernelCommandType.EXIT, tid, symbol, "{side_str}", p*{ep}, sz*0.5, exit_leg_ratios=(0.5,1.0)); await asyncio.sleep(0.8)',
f'_si(k, KernelCommandType.EXIT, tid, symbol, "{side_str}", p*{xp_mult}, sz*0.5, exit_leg_ratios=(0.5,1.0)); await asyncio.sleep(0.8)',
]),
("cancel", "_cancel", [
f'_si(k, KernelCommandType.ENTER, tid, symbol, "{side_str}", p, 0.001); await asyncio.sleep(0.3)',
f'_si(k, KernelCommandType.CANCEL, tid, symbol, "{side_str}", p, 0.001); await asyncio.sleep(0.3)',
'if not k.slot(0).is_free():',
f' _si(k, KernelCommandType.EXIT, tid, symbol, "{side_str}", p*{xp_mult}, 0.001); await asyncio.sleep(0.8)',
]),
("double_exit", "_double_exit", [
f'_si(k, KernelCommandType.ENTER, tid, symbol, "{side_str}", p, 0.001); await asyncio.sleep(0.8)',
f'_si(k, KernelCommandType.EXIT, tid, symbol, "{side_str}", p*{xp_mult}, 0.001); await asyncio.sleep(0.3)',
'if not k.slot(0).is_free():',
f' _si(k, KernelCommandType.EXIT, tid, symbol, "{side_str}", p*{xp_mult}*0.995, 0.001); await asyncio.sleep(0.5)',
]),
]:
name = f"{pat}_{side}_{pname}"
S(name, [
f'tid = f"{pat[0]}{side[0]}{"p" if prof else "l"}-{{int(time.time()*1000)}}"; p = float(snap.price)',
*lines,
])
# --- Triple sequential × 4 ---
for i in range(4):
side = "SHORT"; ep = 0.995
S(f"triple_seq_{i}", [
'p = float(snap.price)',
'for j in range(3):',
f' tid = f"ts{i}-j-{{int(time.time()*1000)}}"',
f' _si(k, KernelCommandType.ENTER, tid, symbol, "{side}", p*(1-j*0.003), 0.001); await asyncio.sleep(0.7)',
f' _si(k, KernelCommandType.EXIT, tid, symbol, "{side}", p*{ep}*(1-j*0.003), 0.001); await asyncio.sleep(0.7)',
])
for i in range(4):
side = "LONG"; ep = 1.005
S(f"triple_seq_long_{i}", [
'p = float(snap.price)',
'for j in range(3):',
f' tid = f"tsl{i}-j-{{int(time.time()*1000)}}"',
f' _si(k, KernelCommandType.ENTER, tid, symbol, "{side}", p*(1+j*0.003), 0.001); await asyncio.sleep(0.7)',
f' _si(k, KernelCommandType.EXIT, tid, symbol, "{side}", p*{ep}*(1+j*0.003), 0.001); await asyncio.sleep(0.7)',
])
# --- Cancel+reenter × 4 ---
for i in range(4):
side = "SHORT"
S(f"cancel_reenter_{i}", [
'p = float(snap.price)',
f't1 = f"cr{i}a-{{int(time.time()*1000)}}"; t2 = f"cr{i}b-{{int(time.time()*1000)}}"',
f'_si(k, KernelCommandType.ENTER, t1, symbol, "{side}", p, 0.001); await asyncio.sleep(0.3)',
f'_si(k, KernelCommandType.CANCEL, t1, symbol, "{side}", p, 0.001); await asyncio.sleep(0.3)',
f'_si(k, KernelCommandType.ENTER, t2, symbol, "{side}", p*0.995, 0.001); await asyncio.sleep(0.8)',
'if not k.slot(0).is_free():',
f' _si(k, KernelCommandType.EXIT, t2, symbol, "{side}", p*0.99, 0.001); await asyncio.sleep(0.5)',
])
for i in range(4):
side = "LONG"
S(f"cancel_reenter_long_{i}", [
'p = float(snap.price)',
f't1 = f"crl{i}a-{{int(time.time()*1000)}}"; t2 = f"crl{i}b-{{int(time.time()*1000)}}"',
f'_si(k, KernelCommandType.ENTER, t1, symbol, "{side}", p, 0.001); await asyncio.sleep(0.3)',
f'_si(k, KernelCommandType.CANCEL, t1, symbol, "{side}", p, 0.001); await asyncio.sleep(0.3)',
f'_si(k, KernelCommandType.ENTER, t2, symbol, "{side}", p*1.005, 0.001); await asyncio.sleep(0.8)',
'if not k.slot(0).is_free():',
f' _si(k, KernelCommandType.EXIT, t2, symbol, "{side}", p*1.01, 0.001); await asyncio.sleep(0.5)',
])
# --- Leg ratios × 8 ---
for i, ratios in enumerate([
(0.1,1.0), (0.33,0.33,1.0), (0.5,0.5,1.0), (0.75,1.0),
(0.2,0.3,0.5,1.0), (0.4,0.6,1.0), (0.15,0.85,1.0), (0.25,0.25,0.5,1.0),
]):
rat_str = ",".join(str(r) for r in ratios)
nlegs = len(ratios)
code = [
f'tid = f"lr{i}-{{int(time.time()*1000)}}"; p = float(snap.price); sz = 0.004',
f'_si(k, KernelCommandType.ENTER, tid, symbol, "SHORT", p, sz, exit_leg_ratios=({rat_str})); await asyncio.sleep(1)',
]
for leg in range(nlegs - 1):
r = ratios[leg]
code.append(f'_si(k, KernelCommandType.EXIT, tid, symbol, "SHORT", p*0.995*(1-{leg}*0.002), sz*{r}, exit_leg_ratios=({rat_str})); await asyncio.sleep(0.8)')
r_last = ratios[-1]
code.append(f'_si(k, KernelCommandType.EXIT, tid, symbol, "SHORT", p*0.99, sz*{r_last}, exit_leg_ratios=({rat_str})); await asyncio.sleep(0.8)')
S(f"leg_ratio_{i}", code)
# --- Breakeven × 4 ---
for i in range(4):
S(f"breakeven_{i}", [
f'tid = f"be{i}-{{int(time.time()*1000)}}"; p = float(snap.price)',
'_si(k, KernelCommandType.ENTER, tid, symbol, "SHORT", p, 0.001); await asyncio.sleep(0.8)',
'_si(k, KernelCommandType.EXIT, tid, symbol, "SHORT", p, 0.001); await asyncio.sleep(0.8)',
])
# =====================================================================
# Assemble output
# =====================================================================
lines = [PROLOGUE, RUNNER]
lines.append('# =====================================================================')
lines.append('# Scenario body functions')
lines.append('# =====================================================================')
lines.append('')
lines.append('k = None # type: ignore # shorthand alias for bundle.runtime.kernel')
lines.append('')
for name, code_lines in scenarios:
lines.append(f'async def _body_{name}(bundle, client, symbol, snap):')
lines.append(' k = bundle.runtime.kernel')
for cl in code_lines:
lines.append(f' {cl}')
lines.append('')
lines.append('# =====================================================================')
lines.append('# Test functions')
lines.append('# =====================================================================')
lines.append('')
lines.append(
'@pytest.fixture(scope="session")\n'
'def _live_client():\n'
' cfg = _build_bingx_config(25000.0)\n'
' c = BingxHttpClient(cfg)\n'
' yield c\n'
)
for name, _ in scenarios:
lines.append(f'''
def test_pink_ditav2_{name}(_live_client) -> None:
bundle = _build_runtime_bundle(25000.0)
ic = bundle.runtime.kernel.account.snapshot.capital
result = asyncio.run(_run_scenario(bundle, _live_client, _body_{name}, "{name}", ic))
assert result.positions_flat, f"{name}: {{result.error}}"
''')
lines.append('''
def test_pink_ditav2_open_partial_close_and_flatten(_live_client) -> None:
bundle = _build_runtime_bundle(25000.0)
outcomes = asyncio.run(_run_pink_live_roundtrip(bundle, _live_client))
e, m, f = outcomes
assert e.accepted or e.diagnostic_code in {KernelDiagnosticCode.OK}, f"Entry not accepted: {e.diagnostic_code}"
slot = bundle.runtime.kernel.slot(0) if bundle.runtime.kernel.max_slots > 0 else None
if slot is not None and not slot.is_free():
pytest.skip(f"Slot not flat (fsm_state={slot.fsm_state})")
def test_pink_ditav2_reconciliation_only_on_explicit_recovery(_live_client) -> None:
bundle = _build_runtime_bundle(25000.0)
recovered = asyncio.run(_run_pink_live_recovery(bundle, _live_client))
assert isinstance(recovered, dict), f"Expected dict, got {type(recovered)}"
assert recovered.get("capital", 0) > 0, "Expected positive capital after recovery"
''')
full = '\n'.join(lines)
try:
ast.parse(full)
test_count = full.count("def test_pink_ditav2_")
print(f"Syntax OK — {test_count} tests, {len(full)} chars")
with open(OUT, 'w') as f:
f.write(full)
print(f"Written to {OUT}")
print(f"Breakdown: {len(scenarios)} scenarios + 2 legacy = {test_count} total tests")
except SyntaxError as e:
print(f"Syntax error line {e.lineno}: {e.msg}")
fl = full.split('\n')
for i in range(max(0,e.lineno-5), min(len(fl), e.lineno+3)):
print(f" {i+1}: {fl[i]}")

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from __future__ import annotations
import json
from typing import Any, Protocol
from .contracts import KernelTransition, TradeSlot
from .control import KernelControlSnapshot
from .journal import _transition_row
from .projection import build_position_state_row
from .utils import json_safe
class HazelcastClientLike(Protocol):
def get_map(self, name: str): ...
def get_topic(self, name: str): ...
class HazelcastProjector:
"""Durable BLUE/PINK-compatible projection mirror."""
def __init__(
self,
client: HazelcastClientLike | None = None,
*,
active_slots_map: str = "dita_active_slots",
events_topic: str = "dita_trade_events",
) -> None:
self.client = client
self.active_slots_map = active_slots_map
self.events_topic = events_topic
def publish_slot(self, slot: TradeSlot) -> None:
if self.client is None:
return
self.client.get_map(self.active_slots_map).put(slot.trade_id, build_position_state_row(slot))
def publish_event(self, event_type: str, payload: dict[str, Any]) -> None:
if self.client is None:
return
topic = self.client.get_topic(self.events_topic)
topic.publish(
json.dumps(
{"event_type": event_type, "payload": json_safe(payload)},
ensure_ascii=False,
sort_keys=True,
default=str,
)
)
class HazelcastRowWriter:
"""Callback bridge for ``HazelcastProjection`` writer hooks."""
def __init__(self, client: HazelcastClientLike) -> None:
self.client = client
def __call__(self, name: str, row: dict[str, Any]) -> None:
if name.endswith("trade_events"):
self.client.get_topic(name).publish(
json.dumps(row, ensure_ascii=False, sort_keys=True, default=str)
)
return
if name.endswith("control"):
key = "control"
else:
key = str(row.get("trade_id", row.get("slot_id", row.get("event_id", ""))))
self.client.get_map(name).put(key, json_safe(row))

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"""Debug journaling surfaces for DITAv2."""
from __future__ import annotations
from dataclasses import dataclass, field
from datetime import datetime, timezone
from typing import Any, Callable, Dict, List, Optional, Protocol
from .contracts import KernelTransition, TradeSlot, TradeStage, VenueEvent
from .control import KernelControlSnapshot
from .utils import json_safe, json_text
JournalSink = Callable[[str, Dict[str, Any]], None]
class KernelJournal(Protocol):
"""Append-only debug journal interface."""
def record(self, row: Dict[str, Any]) -> None:
...
def record_transition(
self,
*,
transition: KernelTransition,
slot: TradeSlot,
event: Optional[VenueEvent] = None,
control: Optional[KernelControlSnapshot] = None,
) -> None:
...
@dataclass
class MemoryKernelJournal:
"""In-memory journal used in tests."""
rows: List[Dict[str, Any]] = field(default_factory=list)
capture_limit: int = 10_000
def record(self, row: Dict[str, Any]) -> None:
if len(self.rows) < self.capture_limit:
self.rows.append(dict(row))
def record_transition(
self,
*,
transition: KernelTransition,
slot: TradeSlot,
event: Optional[VenueEvent] = None,
control: Optional[KernelControlSnapshot] = None,
) -> None:
row = _transition_row(transition=transition, slot=slot, event=event, control=control)
self.record(row)
class ClickHouseKernelJournal:
"""Fire-and-forget ClickHouse journal.
The sink is a small callable of the form ``sink(table_name, row_dict)``.
"""
def __init__(self, sink: Optional[JournalSink] = None):
self.sink = sink
def record(self, row: Dict[str, Any]) -> None:
if self.sink is not None:
self.sink("dita_kernel_debug", row)
def record_transition(
self,
*,
transition: KernelTransition,
slot: TradeSlot,
event: Optional[VenueEvent] = None,
control: Optional[KernelControlSnapshot] = None,
) -> None:
self.record(_transition_row(transition=transition, slot=slot, event=event, control=control))
def _transition_row(
*,
transition: KernelTransition,
slot: TradeSlot,
event: Optional[VenueEvent],
control: Optional[KernelControlSnapshot],
) -> Dict[str, Any]:
return {
"ts": transition.timestamp.isoformat() if hasattr(transition.timestamp, "isoformat") else str(transition.timestamp),
"trade_id": transition.trade_id,
"slot_id": transition.slot_id,
"prev_state": transition.prev_state.value,
"next_state": transition.next_state.value,
"trigger": transition.trigger,
"intent_id": transition.intent_id,
"event_id": transition.event_id,
"control_mode": transition.control_mode,
"control_verbosity": transition.control_verbosity,
"slot_state": slot.to_dict(),
"event_payload": json_safe(event) if event is not None else {},
"control_snapshot": control.as_dict() if control is not None else {},
"slot_state_json": json_text(slot.to_dict()),
}

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"""Compatibility shim for the Rust-backed DITAv2 execution kernel."""
from __future__ import annotations
from .rust_backend import ExecutionKernel
__all__ = ["ExecutionKernel"]

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"""Operator-facing bootstrap helpers for DITAv2.
This module keeps the wiring explicit:
- control plane selection
- Zinc plane selection
- projection sink selection
- venue adapter selection
The defaults stay safe and testable. Real shared-memory or live BingX wiring
is only enabled when the caller opts in via arguments or environment.
"""
from __future__ import annotations
from dataclasses import dataclass
from enum import Enum
import asyncio
import inspect
import os
from pathlib import Path
from typing import Any, Optional
from dotenv import load_dotenv
from prod.bingx.config import BingxExecClientConfig
from prod.bingx.config import BingxInstrumentProviderConfig
from prod.bingx.enums import BingxEnvironment
from .bingx_venue import BingxVenueAdapter
from .control import BackendMode
from .control import ControlPlane
from .control import ControlUpdate
from .control import KernelControlSnapshot
from .control import KernelMode
from .control import KernelVerbosity
from .control import build_control_plane
from .mock_venue import MockVenueAdapter
from .mock_venue import MockVenueScenario
from .projection import HazelcastProjection
from .projection import build_projection
from .real_control_plane import RealZincControlPlane
from .real_control_plane import RealZincUnavailable
from .real_zinc_plane import RealZincPlane
from .real_zinc_plane import RealZincUnavailable as RealZincPlaneUnavailable
from .rust_backend import ExecutionKernel
from .venue import VenueAdapter
from .zinc_plane import InMemoryZincPlane
from .zinc_plane import ZincPlane
PROJECT_ROOT = Path(__file__).resolve().parents[3]
load_dotenv(PROJECT_ROOT / ".env")
class LauncherVenueMode(str, Enum):
MOCK = "MOCK"
BINGX = "BINGX"
class LauncherZincMode(str, Enum):
IN_MEMORY = "IN_MEMORY"
REAL = "REAL"
@dataclass
class DITAv2LauncherBundle:
"""Concrete runtime components assembled by the launcher."""
kernel: ExecutionKernel
control_plane: ControlPlane
projection: HazelcastProjection
zinc_plane: ZincPlane
venue: VenueAdapter
def close(self) -> None:
_maybe_close(self.venue)
_maybe_close(self.zinc_plane)
_maybe_close(self.control_plane)
def _env_upper(name: str, default: str = "") -> str:
return str(os.environ.get(name, default)).strip().upper()
def _env_bool(name: str, default: bool = False) -> bool:
raw = os.environ.get(name)
if raw is None:
return default
return str(raw).strip().lower() in {"1", "true", "yes", "on"}
def _resolve_control_mode() -> KernelMode | None:
raw = _env_upper("DITA_V2_MODE", "")
if raw == KernelMode.DEBUG.value:
return KernelMode.DEBUG
if raw == KernelMode.NORMAL.value:
return KernelMode.NORMAL
return None
def _resolve_control_verbosity() -> KernelVerbosity | None:
raw = _env_upper("DITA_V2_VERBOSITY", "")
if raw == KernelVerbosity.TRACE.value:
return KernelVerbosity.TRACE
if raw == KernelVerbosity.VERBOSE.value:
return KernelVerbosity.VERBOSE
if raw == KernelVerbosity.QUIET.value:
return KernelVerbosity.QUIET
return None
def _resolve_backend_mode() -> BackendMode | None:
raw = _env_upper("DITA_V2_BACKEND_MODE", "")
if raw == BackendMode.BINGX.value:
return BackendMode.BINGX
if raw == BackendMode.MOCK.value:
return BackendMode.MOCK
return None
def _control_update_from_env() -> ControlUpdate | None:
fields: dict[str, Any] = {}
mode = _resolve_control_mode()
if mode is not None:
fields["mode"] = mode
verbosity = _resolve_control_verbosity()
if verbosity is not None:
fields["verbosity"] = verbosity
backend_mode = _resolve_backend_mode()
if backend_mode is not None:
fields["backend_mode"] = backend_mode
raw = os.environ.get("DITA_V2_DEBUG_CLICKHOUSE")
if raw is not None:
fields["debug_clickhouse_enabled"] = _env_bool("DITA_V2_DEBUG_CLICKHOUSE", True)
raw = os.environ.get("DITA_V2_TRACE_TRANSITIONS")
if raw is not None:
fields["trace_transitions"] = _env_bool("DITA_V2_TRACE_TRANSITIONS", False)
raw = os.environ.get("DITA_V2_MIRROR_TO_HAZELCAST")
if raw is not None:
fields["mirror_to_hazelcast"] = _env_bool("DITA_V2_MIRROR_TO_HAZELCAST", True)
raw = os.environ.get("DITA_V2_ACTIVE_SLOT_LIMIT")
if raw is not None:
try:
fields["active_slot_limit"] = max(1, int(str(raw).strip()))
except Exception:
pass
raw = os.environ.get("DITA_V2_RECONCILE_ON_RESTART")
if raw is not None:
fields["reconcile_on_restart"] = _env_bool("DITA_V2_RECONCILE_ON_RESTART", True)
return ControlUpdate(**fields) if fields else None
def _resolve_venue_mode(venue_mode: Optional[str] = None) -> LauncherVenueMode:
raw = _env_upper("DITA_V2_VENUE", venue_mode or LauncherVenueMode.MOCK.value)
if raw == LauncherVenueMode.BINGX.value:
return LauncherVenueMode.BINGX
return LauncherVenueMode.MOCK
def _resolve_zinc_mode(zinc_mode: Optional[str] = None) -> LauncherZincMode:
raw = _env_upper("DITA_V2_ZINC", zinc_mode or LauncherZincMode.IN_MEMORY.value)
if raw == LauncherZincMode.REAL.value:
return LauncherZincMode.REAL
return LauncherZincMode.IN_MEMORY
def _resolve_hazelcast_real(prefer_real_hazelcast: Optional[bool] = None) -> bool:
if prefer_real_hazelcast is not None:
return bool(prefer_real_hazelcast)
raw = _env_upper("DITA_V2_HAZELCAST", "")
return raw in {"REAL", "REAL_HZ", "HAZELCAST"}
def build_bingx_exec_client_config(
*,
environment: Optional[BingxEnvironment] = None,
allow_mainnet: Optional[bool] = None,
recv_window_ms: Optional[int] = None,
default_leverage: Optional[int] = None,
exchange_leverage_cap: Optional[int] = None,
prefer_websocket: Optional[bool] = None,
sizing_mode: Optional[str] = None,
) -> BingxExecClientConfig:
"""Build the direct BingX config used by the DITAv2 launcher."""
resolved_environment = environment or (
BingxEnvironment.LIVE if _env_upper("DOLPHIN_BINGX_ENV", "VST") == "LIVE" else BingxEnvironment.VST
)
resolved_allow_mainnet = _env_bool("DOLPHIN_BINGX_ALLOW_MAINNET", False) if allow_mainnet is None else bool(allow_mainnet)
resolved_recv_window = int(os.environ.get("DOLPHIN_BINGX_RECV_WINDOW_MS", "5000")) if recv_window_ms is None else int(recv_window_ms)
resolved_default_leverage = int(os.environ.get("DOLPHIN_BINGX_DEFAULT_LEVERAGE", "1")) if default_leverage is None else int(default_leverage)
resolved_exchange_cap = int(os.environ.get("DOLPHIN_BINGX_EXCHANGE_LEVERAGE_CAP", "3")) if exchange_leverage_cap is None else int(exchange_leverage_cap)
resolved_prefer_ws = _env_bool("DOLPHIN_BINGX_PREFER_WEBSOCKET", False) if prefer_websocket is None else bool(prefer_websocket)
resolved_sizing_mode = sizing_mode or os.environ.get("DOLPHIN_BINGX_SIZING_MODE", "testnet")
return BingxExecClientConfig(
api_key=os.environ.get("BINGX_API_KEY"),
secret_key=os.environ.get("BINGX_SECRET_KEY"),
environment=resolved_environment,
allow_mainnet=resolved_allow_mainnet,
recv_window_ms=max(1, resolved_recv_window),
default_leverage=max(1, resolved_default_leverage),
exchange_leverage_cap=max(1, resolved_exchange_cap),
prefer_websocket=resolved_prefer_ws,
sizing_mode=resolved_sizing_mode,
journal_strategy=os.environ.get("DOLPHIN_BINGX_JOURNAL_STRATEGY", "dita_v2"),
journal_db=os.environ.get("DOLPHIN_BINGX_JOURNAL_DB", "dolphin_pink"),
instrument_provider=BingxInstrumentProviderConfig(load_all=True),
)
def _build_control_plane(
*,
prefix: str,
control_plane: Optional[ControlPlane] = None,
) -> ControlPlane:
plane = control_plane or build_control_plane(prefix=prefix)
update = _control_update_from_env()
if update is not None:
plane.update(update)
return plane
def _build_zinc_plane(
*,
prefix: str,
slot_count: int,
zinc_mode: Optional[LauncherZincMode] = None,
zinc_plane: Optional[ZincPlane] = None,
) -> ZincPlane:
if zinc_plane is not None:
return zinc_plane
resolved_mode = zinc_mode or _resolve_zinc_mode()
if resolved_mode is LauncherZincMode.REAL:
try:
return RealZincPlane(prefix=prefix, slot_count=slot_count, create=True)
except (RealZincPlaneUnavailable, RealZincUnavailable, Exception):
pass
return InMemoryZincPlane()
def _build_venue(
*,
venue_mode: Optional[LauncherVenueMode] = None,
mock_scenario: Optional[MockVenueScenario] = None,
bingx_config: Optional[BingxExecClientConfig] = None,
bingx_backend: Optional[Any] = None,
venue: Optional[VenueAdapter] = None,
) -> VenueAdapter:
if venue is not None:
return venue
resolved_mode = venue_mode or _resolve_venue_mode()
if resolved_mode is LauncherVenueMode.BINGX:
backend = bingx_backend
if backend is None:
from prod.clean_arch.adapters.bingx_direct import BingxDirectExecutionAdapter
backend = BingxDirectExecutionAdapter(bingx_config or build_bingx_exec_client_config())
return BingxVenueAdapter(backend=backend)
return MockVenueAdapter(mock_scenario)
def _maybe_close(obj: Any) -> None:
for method_name in ("close", "disconnect"):
method = getattr(obj, method_name, None)
if method is None:
continue
try:
result = method()
except TypeError:
continue
if inspect.isawaitable(result):
try:
asyncio.run(result)
except RuntimeError:
pass
break
def build_launcher_bundle(
*,
max_slots: int = 10,
prefix: Optional[str] = None,
control_plane: Optional[ControlPlane] = None,
projection: Optional[HazelcastProjection] = None,
projection_client: Optional[Any] = None,
zinc_plane: Optional[ZincPlane] = None,
venue: Optional[VenueAdapter] = None,
venue_mode: Optional[LauncherVenueMode | str] = None,
zinc_mode: Optional[LauncherZincMode | str] = None,
bingx_config: Optional[BingxExecClientConfig] = None,
bingx_backend: Optional[Any] = None,
mock_scenario: Optional[MockVenueScenario] = None,
) -> DITAv2LauncherBundle:
"""Build a fully wired DITAv2 runtime bundle.
Defaults stay non-destructive:
- in-memory Zinc plane
- in-process control plane
- mock venue
- callback projection unless a Hazelcast client is supplied
"""
resolved_prefix = (prefix or os.environ.get("DITA_V2_PREFIX", "dita_v2")).strip() or "dita_v2"
if isinstance(venue_mode, LauncherVenueMode):
resolved_venue_mode = venue_mode
elif isinstance(venue_mode, str):
resolved_venue_mode = LauncherVenueMode(venue_mode.strip().upper())
else:
resolved_venue_mode = None
if isinstance(zinc_mode, LauncherZincMode):
resolved_zinc_mode = zinc_mode
elif isinstance(zinc_mode, str):
resolved_zinc_mode = LauncherZincMode(zinc_mode.strip().upper())
else:
resolved_zinc_mode = None
active_control_plane = _build_control_plane(prefix=resolved_prefix, control_plane=control_plane)
control_snapshot = active_control_plane.read()
active_projection = projection or build_projection(
client=projection_client,
prefer_real_hazelcast=_resolve_hazelcast_real(),
control_snapshot=control_snapshot,
)
active_zinc_plane = _build_zinc_plane(
prefix=resolved_prefix,
slot_count=int(max_slots),
zinc_mode=resolved_zinc_mode,
zinc_plane=zinc_plane,
)
active_venue = _build_venue(
venue_mode=resolved_venue_mode,
mock_scenario=mock_scenario,
bingx_config=bingx_config,
bingx_backend=bingx_backend,
venue=venue,
)
kernel = ExecutionKernel(
max_slots=int(max_slots),
control_plane=active_control_plane,
venue=active_venue,
projection=active_projection,
projection_client=projection_client,
zinc_plane=active_zinc_plane,
)
return DITAv2LauncherBundle(
kernel=kernel,
control_plane=active_control_plane,
projection=active_projection,
zinc_plane=active_zinc_plane,
venue=active_venue,
)

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"""Deterministic mock venue for DITAv2 tests."""
from __future__ import annotations
from dataclasses import dataclass, field
from datetime import datetime, timezone
from typing import Any, Dict, List, Optional
import itertools
from .contracts import (
KernelCommandType,
KernelEventKind,
KernelIntent,
TradeSide,
VenueEvent,
VenueEventStatus,
VenueOrder,
VenueOrderStatus,
)
from .venue import VenueAdapter
@dataclass(frozen=True)
class MockVenueScenario:
"""Failure knobs for the mock venue."""
reject_entries: bool = False
reject_exits: bool = False
partial_fill_ratio: float = 1.0
cancel_reject: bool = False
emit_ack_before_fill: bool = True
emit_fill_on_submit: bool = False
class MockVenueAdapter(VenueAdapter):
"""Scriptable mock venue with BingX-shaped response semantics."""
def __init__(self, scenario: Optional[MockVenueScenario] = None):
self.scenario = scenario or MockVenueScenario()
self._order_seq = itertools.count(1)
self._event_seq = itertools.count(1)
self._open_orders: Dict[str, VenueOrder] = {}
self._open_positions: Dict[str, Dict[str, Any]] = {}
def submit(self, intent: KernelIntent) -> List[VenueEvent]:
is_entry = intent.action == KernelCommandType.ENTER
should_reject = self.scenario.reject_entries if is_entry else self.scenario.reject_exits
order_id = f"V-{next(self._order_seq):08d}"
client_id = f"{intent.trade_id}:{intent.intent_id}"
order = VenueOrder(
internal_trade_id=intent.trade_id,
venue_order_id=order_id,
venue_client_id=client_id,
side=intent.side,
intended_size=float(intent.target_size),
status=VenueOrderStatus.NEW,
metadata={"intent_id": intent.intent_id, "action": intent.action.value, "slot_id": intent.slot_id},
)
if should_reject:
order = VenueOrder(
internal_trade_id=order.internal_trade_id,
venue_order_id=order.venue_order_id,
venue_client_id=order.venue_client_id,
side=order.side,
intended_size=order.intended_size,
filled_size=0.0,
average_fill_price=0.0,
status=VenueOrderStatus.REJECTED,
metadata=dict(order.metadata),
)
return [self._event_from_order(intent, order, KernelEventKind.ORDER_REJECT, VenueEventStatus.REJECTED, reason="MOCK_REJECT")]
self._open_orders[order_id] = order
events: List[VenueEvent] = []
if self.scenario.emit_ack_before_fill or not self.scenario.emit_fill_on_submit:
events.append(self._event_from_order(intent, order, KernelEventKind.ORDER_ACK, VenueEventStatus.ACKED))
if self.scenario.emit_fill_on_submit or self.scenario.partial_fill_ratio > 0:
fill_ratio = max(0.0, min(1.0, float(self.scenario.partial_fill_ratio)))
fill_size = float(intent.target_size) * fill_ratio
event_kind = KernelEventKind.FULL_FILL if fill_ratio >= 1.0 else KernelEventKind.PARTIAL_FILL
event_status = VenueEventStatus.FILLED if fill_ratio >= 1.0 else VenueEventStatus.PARTIALLY_FILLED
fill_event = self._event_from_order(
intent,
order,
event_kind,
event_status,
price=float(intent.reference_price or 0.0),
fill_size=fill_size,
remaining_size=max(0.0, float(intent.target_size) - fill_size),
)
events.append(fill_event)
order = VenueOrder(
internal_trade_id=order.internal_trade_id,
venue_order_id=order.venue_order_id,
venue_client_id=order.venue_client_id,
side=order.side,
intended_size=order.intended_size,
filled_size=fill_size,
average_fill_price=float(intent.reference_price or 0.0),
status=VenueOrderStatus.FILLED if fill_ratio >= 1.0 else VenueOrderStatus.PARTIALLY_FILLED,
metadata=dict(order.metadata),
)
self._open_orders[order_id] = order
return events
def cancel(self, order: VenueOrder, *, reason: str = "") -> List[VenueEvent]:
if self.scenario.cancel_reject:
return [
self._event_from_order(
self._dummy_intent(order),
order,
KernelEventKind.CANCEL_REJECT,
VenueEventStatus.CANCELED_REJECTED,
reason=reason or "MOCK_CANCEL_REJECT",
)
]
existing = self._open_orders.get(order.venue_order_id, order)
canceled = VenueOrder(
internal_trade_id=existing.internal_trade_id,
venue_order_id=existing.venue_order_id,
venue_client_id=existing.venue_client_id,
side=existing.side,
intended_size=existing.intended_size,
filled_size=existing.filled_size,
average_fill_price=existing.average_fill_price,
status=VenueOrderStatus.CANCELED,
metadata=dict(existing.metadata),
)
self._open_orders.pop(order.venue_order_id, None)
return [
self._event_from_order(
self._dummy_intent(order),
canceled,
KernelEventKind.CANCEL_ACK,
VenueEventStatus.CANCELED,
reason=reason or "MOCK_CANCEL_ACK",
)
]
def open_orders(self) -> List[VenueOrder]:
return list(self._open_orders.values())
def open_positions(self) -> List[Dict[str, Any]]:
return list(self._open_positions.values())
def reconcile(self) -> List[VenueEvent]:
return []
def _dummy_intent(self, order: VenueOrder) -> KernelIntent:
return KernelIntent(
timestamp=datetime.now(timezone.utc),
intent_id=order.venue_client_id,
trade_id=order.internal_trade_id,
slot_id=int(order.metadata.get("slot_id", 0)),
asset=str(order.metadata.get("asset", "")),
side=order.side,
action=KernelCommandType.EXIT if order.metadata.get("action") == "EXIT" else KernelCommandType.ENTER,
reference_price=float(order.metadata.get("reference_price", 0.0)),
target_size=float(order.intended_size),
leverage=float(order.metadata.get("leverage", 1.0)),
reason=str(order.metadata.get("reason", "")),
metadata=dict(order.metadata),
)
def _event_from_order(
self,
intent: KernelIntent,
order: VenueOrder,
kind: KernelEventKind,
status: VenueEventStatus,
*,
price: Optional[float] = None,
fill_size: float = 0.0,
remaining_size: float = 0.0,
reason: str = "",
) -> VenueEvent:
event = VenueEvent(
timestamp=datetime.now(timezone.utc),
event_id=f"EV-{next(self._event_seq):08d}",
trade_id=intent.trade_id,
slot_id=intent.slot_id,
kind=kind,
status=status,
venue_order_id=order.venue_order_id,
venue_client_id=order.venue_client_id,
side=order.side,
asset=intent.asset,
price=float(price if price is not None else intent.reference_price or 0.0),
size=float(intent.target_size),
filled_size=float(fill_size),
remaining_size=float(remaining_size),
reason=reason,
raw_payload={
"status": status.value,
"orderId": order.venue_order_id,
"clientOrderId": order.venue_client_id,
"symbol": intent.asset,
"side": order.side.value,
"action": intent.action.value,
},
metadata={"intent_id": intent.intent_id, "action": intent.action.value},
)
return event

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"""Hazelcast-compatible projection helpers for DITAv2."""
from __future__ import annotations
from dataclasses import dataclass
from datetime import datetime
import os
from typing import Any, Callable, Dict, Iterable, List, Optional
from .account import AccountProjection
from .contracts import KernelTransition, TradeSlot, TradeStage, VenueEvent
from .control import KernelControlSnapshot
from .journal import _transition_row
from .utils import json_safe
Writer = Callable[[str, Dict[str, Any]], None]
@dataclass
class HazelcastProjection:
"""Projection helper for BLUE/PINK-compatible durable writes."""
active_slots_map: str = "hz:dita_active_slots"
trade_events_topic: str = "hz:dita_trade_events"
control_map: str = "hz:dita_control"
writer: Optional[Writer] = None
control_snapshot: Optional[KernelControlSnapshot] = None
def write_slot(self, slot: TradeSlot) -> Dict[str, Any]:
row = build_position_state_row(slot, self.control_snapshot)
if self.writer is not None:
self.writer(self.active_slots_map, row)
return row
def write_transition(
self,
*,
transition: KernelTransition,
slot: TradeSlot,
event: Optional[VenueEvent] = None,
control: Optional[KernelControlSnapshot] = None,
) -> Dict[str, Any]:
row = _transition_row(transition=transition, slot=slot, event=event, control=control)
if self.writer is not None:
self.writer(self.trade_events_topic, row)
return row
def write_control(self, control: KernelControlSnapshot) -> Dict[str, Any]:
self.control_snapshot = control
row = control.as_dict()
if self.writer is not None:
self.writer(self.control_map, row)
return row
def build_projection(
*,
writer: Optional[Writer] = None,
client: Optional[Any] = None,
prefer_real_hazelcast: Optional[bool] = None,
control_snapshot: Optional[KernelControlSnapshot] = None,
) -> HazelcastProjection:
"""Build the active projection helper with an operator-visible switch.
The default remains the callback-based projection helper. If a Hazelcast
client is supplied and the caller opts in via ``prefer_real_hazelcast`` or
``DITA_V2_HAZELCAST=REAL``, the helper routes directly through the
client-backed map/topic writer path.
"""
env_choice = os.environ.get("DITA_V2_HAZELCAST", "").strip().upper()
real_requested = prefer_real_hazelcast if prefer_real_hazelcast is not None else env_choice in {"REAL", "REAL_HZ", "HAZELCAST"}
if real_requested and client is not None:
try:
from .hazelcast_projection import HazelcastRowWriter
writer = HazelcastRowWriter(client)
except Exception:
pass
return HazelcastProjection(writer=writer, control_snapshot=control_snapshot)
def build_position_state_row(slot: TradeSlot, control: Optional[KernelControlSnapshot] = None) -> Dict[str, Any]:
"""Build a state row shaped for durable compatibility."""
row = slot.to_dict()
row.update(
{
"runtime_namespace": control.runtime_namespace if control else "dita_v2",
"strategy_namespace": control.strategy_namespace if control else "dita_v2",
"event_namespace": control.event_namespace if control else "dita_v2",
"actor_name": control.actor_name if control else "ExecutionKernel",
"exec_venue": control.exec_venue if control else "bingx",
"data_venue": control.data_venue if control else "binance",
"ledger_authority": control.ledger_authority if control else "exchange",
}
)
return row

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"""Real Zinc-backed control plane for DITAv2."""
from __future__ import annotations
import json
import struct
import sys
from pathlib import Path
from typing import Any, Dict, Optional
from .control import BackendMode, ControlPlane, ControlUpdate, KernelControlSnapshot, KernelMode, KernelVerbosity
_ZINC_ADAPTER_PATH = Path(__file__).resolve().parents[3] / "zinc" / "adapters" / "python"
if _ZINC_ADAPTER_PATH.exists() and str(_ZINC_ADAPTER_PATH) not in sys.path:
sys.path.insert(0, str(_ZINC_ADAPTER_PATH))
try: # pragma: no cover - exercised in integration tests
from zinc import SharedRegion
except Exception as exc: # pragma: no cover
SharedRegion = None # type: ignore[assignment]
_ZINC_IMPORT_ERROR = exc
else:
_ZINC_IMPORT_ERROR = None
class RealZincUnavailable(RuntimeError):
"""Raised when the Zinc Python adapter cannot be loaded."""
def require_real_zinc() -> None:
if SharedRegion is None:
raise RealZincUnavailable(str(_ZINC_IMPORT_ERROR))
def _json_default(value: Any) -> Any:
if hasattr(value, "value"):
return value.value
if hasattr(value, "isoformat"):
try:
return value.isoformat()
except Exception:
pass
if hasattr(value, "__dict__"):
return dict(vars(value))
raise TypeError(f"Unsupported value: {type(value)!r}")
def _encode_packet(seq: int, payload: Dict[str, Any]) -> bytes:
text = json.dumps(payload, sort_keys=True, ensure_ascii=False, default=_json_default, separators=(",", ":")).encode("utf-8")
return struct.pack("!QQ", int(seq), len(text)) + text
def _decode_packet(buf: memoryview) -> Dict[str, Any]:
if len(buf) < 16:
return {}
seq, size = struct.unpack_from("!QQ", buf, 0)
if size <= 0 or size > len(buf) - 16:
return {}
payload = bytes(buf[16 : 16 + size]).decode("utf-8")
out = json.loads(payload)
if isinstance(out, dict):
out["_seq"] = seq
return out
class RealZincControlPlane(ControlPlane):
"""Shared-memory Zinc-backed control plane."""
def __init__(self, *, prefix: str, create: bool = True) -> None:
require_real_zinc()
base = prefix.strip("/").replace("/", "_")
self.region_name = f"{base}_control"
self._seq = 0
self._snapshot = KernelControlSnapshot()
if create:
self.region = SharedRegion.create(self.region_name, 1 << 20)
self._write_region(self._seq, self._snapshot.as_dict())
else:
self.region = SharedRegion.open(self.region_name)
payload = _decode_packet(self.region.as_buffer())
control = payload.get("control") if isinstance(payload, dict) else None
if isinstance(control, dict):
self._snapshot = KernelControlSnapshot(**control)
def close(self) -> None:
self.region.close()
def read(self) -> KernelControlSnapshot:
payload = _decode_packet(self.region.as_buffer())
control = payload.get("control") if isinstance(payload, dict) else None
if not isinstance(control, dict):
return self._snapshot
self._snapshot = KernelControlSnapshot(**control)
return self._snapshot
def update(self, update: ControlUpdate) -> KernelControlSnapshot:
self._snapshot = update.apply(self.read())
self._seq += 1
self._write_region(self._seq, self._snapshot.as_dict())
return self._snapshot
def mirror(self) -> Dict[str, Any]:
return self._snapshot.as_dict()
def wait(self, timeout_ms: int = 1000) -> bool:
try:
return bool(self.region.wait(timeout_ms))
except Exception:
return False
def notify(self) -> None:
try:
self.region.notify()
except Exception:
pass
def _write_region(self, seq: int, control: Dict[str, Any]) -> None:
packet = _encode_packet(seq, {"control": control})
buf = self.region.as_buffer()
if len(packet) > len(buf):
raise ValueError(f"payload too large for Zinc control region: {len(packet)} > {len(buf)}")
view = memoryview(buf)
view[: len(packet)] = packet
if len(view) > len(packet):
view[len(packet) :] = b"\x00" * (len(view) - len(packet))
try:
self.region.notify()
except Exception:
pass

263
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"""Real Zinc-backed hot-path plane for DITAv2.
This wrapper uses the Zinc Python adapter directly. The kernel still talks to
the narrow ``ZincPlane`` interface; this module just makes that interface real.
"""
from __future__ import annotations
from dataclasses import asdict
from datetime import datetime
from pathlib import Path
from typing import Any, Dict, List, Optional
import json
import os
import struct
import sys
import threading
from .contracts import KernelIntent, TradeSide, TradeSlot, TradeStage, VenueOrder, VenueOrderStatus
from .control import KernelControlSnapshot
_ZINC_ADAPTER_PATH = Path(__file__).resolve().parents[3] / "zinc" / "adapters" / "python"
if _ZINC_ADAPTER_PATH.exists() and str(_ZINC_ADAPTER_PATH) not in sys.path:
sys.path.insert(0, str(_ZINC_ADAPTER_PATH))
try: # pragma: no cover - exercised in integration tests
from zinc import SharedRegion
except Exception as exc: # pragma: no cover
SharedRegion = None # type: ignore[assignment]
_ZINC_IMPORT_ERROR = exc
else:
_ZINC_IMPORT_ERROR = None
class RealZincUnavailable(RuntimeError):
"""Raised when the Zinc Python adapter cannot be loaded."""
def require_real_zinc() -> None:
if SharedRegion is None:
raise RealZincUnavailable(str(_ZINC_IMPORT_ERROR))
def _json_default(value: Any) -> Any:
if hasattr(value, "value"):
return value.value
if hasattr(value, "isoformat"):
try:
return value.isoformat()
except Exception:
pass
if hasattr(value, "__dict__"):
return dict(vars(value))
raise TypeError(f"Unsupported value: {type(value)!r}")
def _slot_to_payload(slot: TradeSlot) -> Dict[str, Any]:
data = slot.to_dict()
return data
def _slot_from_payload(payload: Dict[str, Any]) -> TradeSlot:
active_entry_order = None
active_exit_order = None
if isinstance(payload.get("active_entry_order"), dict):
active_entry_order = VenueOrder(
internal_trade_id=str(payload.get("trade_id", "")),
venue_order_id=str(payload["active_entry_order"].get("venue_order_id", "")),
venue_client_id=str(payload["active_entry_order"].get("venue_client_id", "")),
side=TradeSide(str(payload["active_entry_order"].get("side", TradeSide.FLAT.value))),
intended_size=float(payload["active_entry_order"].get("intended_size", payload.get("size", 0.0))),
filled_size=float(payload["active_entry_order"].get("filled_size", 0.0)),
average_fill_price=float(payload["active_entry_order"].get("average_fill_price", 0.0)),
status=VenueOrderStatus(str(payload["active_entry_order"].get("status", VenueOrderStatus.NEW.value))),
metadata=dict(payload["active_entry_order"].get("metadata", {})),
)
if isinstance(payload.get("active_exit_order"), dict):
active_exit_order = VenueOrder(
internal_trade_id=str(payload.get("trade_id", "")),
venue_order_id=str(payload["active_exit_order"].get("venue_order_id", "")),
venue_client_id=str(payload["active_exit_order"].get("venue_client_id", "")),
side=TradeSide(str(payload["active_exit_order"].get("side", TradeSide.FLAT.value))),
intended_size=float(payload["active_exit_order"].get("intended_size", payload.get("size", 0.0))),
filled_size=float(payload["active_exit_order"].get("filled_size", 0.0)),
average_fill_price=float(payload["active_exit_order"].get("average_fill_price", 0.0)),
status=VenueOrderStatus(str(payload["active_exit_order"].get("status", VenueOrderStatus.NEW.value))),
metadata=dict(payload["active_exit_order"].get("metadata", {})),
)
slot = TradeSlot(
slot_id=int(payload.get("slot_id", 0)),
trade_id=str(payload.get("trade_id", "")),
asset=str(payload.get("asset", "")),
side=TradeSide(str(payload.get("side", TradeSide.FLAT.value))),
entry_price=float(payload.get("entry_price", 0.0)),
size=float(payload.get("size", 0.0)),
initial_size=float(payload.get("initial_size", 0.0)),
leverage=float(payload.get("leverage", 0.0)),
entry_time=datetime.fromisoformat(payload["entry_time"]) if payload.get("entry_time") else None,
unrealized_pnl=float(payload.get("unrealized_pnl", 0.0)),
realized_pnl=float(payload.get("realized_pnl", 0.0)),
closed=bool(payload.get("closed", False)),
exit_leg_ratios=tuple(float(r) for r in payload.get("exit_leg_ratios", (1.0,))),
active_leg_index=int(payload.get("active_leg_index", 0)),
active_exit_order=active_exit_order,
active_entry_order=active_entry_order,
fsm_state=TradeStage(str(payload.get("fsm_state", TradeStage.IDLE.value))),
close_reason=str(payload.get("close_reason", "")),
last_event_time=datetime.fromisoformat(payload["last_event_time"]) if payload.get("last_event_time") else None,
seen_event_ids=tuple(str(event_id) for event_id in payload.get("seen_event_ids", ())),
metadata=dict(payload.get("metadata", {})),
)
return slot
def _encode_packet(seq: int, payload: Dict[str, Any]) -> bytes:
text = json.dumps(payload, sort_keys=True, ensure_ascii=False, default=_json_default, separators=(",", ":")).encode("utf-8")
return struct.pack("!QQ", int(seq), len(text)) + text
def _decode_packet(buf: memoryview) -> Dict[str, Any]:
if len(buf) < 16:
return {}
seq, size = struct.unpack_from("!QQ", buf, 0)
if size <= 0 or size > len(buf) - 16:
return {}
payload = bytes(buf[16 : 16 + size]).decode("utf-8")
out = json.loads(payload)
if isinstance(out, dict):
out["_seq"] = seq
return out
class RealZincPlane:
"""Shared-memory Zinc plane used by the Python prototype."""
def __init__(
self,
*,
prefix: str,
slot_count: int = 10,
intent_capacity: int = 1 << 20,
state_capacity: int = 1 << 20,
control_capacity: int = 1 << 20,
create: bool = True,
) -> None:
require_real_zinc()
base = prefix.strip("/").replace("/", "_")
self.intent_name = f"{base}_intent"
self.state_name = f"{base}_state"
self.control_name = f"{base}_control"
self._intent_seq = 0
self._state_seq = 0
self._control_seq = 0
self._lock = threading.Lock()
self._slot_cache: Dict[int, TradeSlot] = {i: TradeSlot(slot_id=i) for i in range(int(slot_count))}
self._slot_count = int(slot_count)
self._intent_cache: List[Dict[str, Any]] = []
self._control_cache = KernelControlSnapshot()
if create:
self.intent_region = SharedRegion.create(self.intent_name, intent_capacity)
self.state_region = SharedRegion.create(self.state_name, state_capacity)
self.control_region = SharedRegion.create(self.control_name, control_capacity)
self._write_region(self.control_region, self._control_seq, {"control": self._control_cache.as_dict()})
self._write_region(
self.state_region,
self._state_seq,
{"slots": [self._slot_cache[key].to_dict() for key in range(self._slot_count)]},
)
self._write_region(self.intent_region, self._intent_seq, {"items": []})
else:
self.intent_region = SharedRegion.open(self.intent_name)
self.state_region = SharedRegion.open(self.state_name)
self.control_region = SharedRegion.open(self.control_name)
control_payload = _decode_packet(self.control_region.as_buffer())
state_payload = _decode_packet(self.state_region.as_buffer())
intent_payload = _decode_packet(self.intent_region.as_buffer())
if isinstance(control_payload.get("control"), dict):
self._control_cache = KernelControlSnapshot(**control_payload["control"])
if isinstance(state_payload.get("slots"), list):
for slot_payload in state_payload["slots"]:
if isinstance(slot_payload, dict):
slot = _slot_from_payload(slot_payload)
self._slot_cache[int(slot.slot_id)] = slot
if isinstance(intent_payload.get("items"), list):
self._intent_cache = list(intent_payload["items"])
def close(self) -> None:
self.intent_region.close()
self.state_region.close()
self.control_region.close()
def publish_intent(self, intent: KernelIntent) -> None:
with self._lock:
self._intent_seq += 1
row = intent.__dict__.copy()
row["timestamp"] = intent.timestamp.isoformat()
row["side"] = intent.side.value
row["action"] = intent.action.value
row["stage"] = intent.stage.value
row["exit_leg_ratios"] = list(intent.exit_leg_ratios)
row["metadata"] = json.loads(json.dumps(intent.metadata, default=_json_default))
self._intent_cache.append(row)
self._write_region(self.intent_region, self._intent_seq, {"items": self._intent_cache[-512:]})
def write_slot(self, slot: TradeSlot) -> None:
with self._lock:
self._state_seq += 1
self._slot_cache[int(slot.slot_id)] = slot
payload = {
"slots": [self._slot_cache[key].to_dict() for key in range(self._slot_count)],
}
self._write_region(self.state_region, self._state_seq, payload)
def read_slots(self) -> List[TradeSlot]:
payload = _decode_packet(self.state_region.as_buffer())
slots = payload.get("slots", []) if isinstance(payload, dict) else []
return [_slot_from_payload(slot) for slot in sorted(slots, key=lambda row: int(row.get("slot_id", 0)))]
def read_intents(self) -> List[Dict[str, Any]]:
payload = _decode_packet(self.intent_region.as_buffer())
items = payload.get("items", []) if isinstance(payload, dict) else []
return list(items)
def update_control(self, control: KernelControlSnapshot) -> None:
with self._lock:
self._control_seq += 1
self._control_cache = control
self._write_region(self.control_region, self._control_seq, {"control": control.as_dict()})
def read_control(self) -> KernelControlSnapshot:
payload = _decode_packet(self.control_region.as_buffer())
control = payload.get("control") if isinstance(payload, dict) else None
if not isinstance(control, dict):
return self._control_cache
return KernelControlSnapshot(**control)
def wait_on_state(self, timeout_ms: int = 1000) -> bool:
return bool(self.state_region.wait(timeout_ms))
def notify_state(self) -> None:
self.state_region.notify()
def wait_on_control(self, timeout_ms: int = 1000) -> bool:
return bool(self.control_region.wait(timeout_ms))
def notify_control(self) -> None:
self.control_region.notify()
def wait_on_intent(self, timeout_ms: int = 1000) -> bool:
return bool(self.intent_region.wait(timeout_ms))
def notify_intent(self) -> None:
self.intent_region.notify()
def _write_region(self, region: Any, seq: int, payload: Dict[str, Any]) -> None:
packet = _encode_packet(seq, payload)
buf = region.as_buffer()
if len(packet) > len(buf):
raise ValueError(f"payload too large for Zinc region: {len(packet)} > {len(buf)}")
view = memoryview(buf)
view[:] = b"\x00" * len(view)
view[: len(packet)] = packet
region.notify()

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"""Rust-backed DITAv2 execution kernel.
This module keeps the Python API shape stable while moving the kernel state
machine into a Rust shared library. Slot views write through to the backend on
assignment, then the Python side mirrors the resulting state into Zinc and the
existing projections/journals.
"""
from __future__ import annotations
from dataclasses import asdict
from datetime import datetime, timezone
from pathlib import Path
from typing import Any, Dict, Iterable, List, Optional, Sequence
import ctypes
import json
import os
import subprocess
import sys
from .account import AccountProjection
from .control import ControlPlane, ControlUpdate, KernelControlSnapshot, KernelVerbosity, build_control_plane
from .contracts import (
KernelCommandType,
KernelDiagnosticCode,
KernelEventKind,
KernelIntent,
KernelOutcome,
KernelSeverity,
KernelTransition,
TradeSide,
TradeSlot,
TradeStage,
VenueEvent,
VenueOrder,
VenueOrderStatus,
VenueEventStatus,
)
from .journal import KernelJournal, MemoryKernelJournal
from .mock_venue import MockVenueAdapter
from .projection import HazelcastProjection
from .projection import build_projection
from .utils import json_safe
from .venue import VenueAdapter
from .zinc_plane import InMemoryZincPlane, ZincPlane
def _repo_root() -> Path:
return Path(__file__).resolve().parents[3]
def _crate_dir() -> Path:
return Path(__file__).resolve().with_name("_rust_kernel")
def _library_path() -> Path:
if sys.platform == "darwin":
name = "libdita_v2_kernel.dylib"
elif os.name == "nt":
name = "dita_v2_kernel.dll"
else:
name = "libdita_v2_kernel.so"
return _crate_dir() / "target" / "release" / name
def _build_library() -> None:
crate_dir = _crate_dir()
if not crate_dir.exists():
raise FileNotFoundError(f"Missing Rust kernel crate: {crate_dir}")
subprocess.run(
["cargo", "build", "--release", "--manifest-path", str(crate_dir / "Cargo.toml")],
cwd=_repo_root(),
check=True,
)
def _ensure_library() -> Path:
path = _library_path()
if not path.exists():
_build_library()
return path
class _RustKernelLib:
def __init__(self) -> None:
path = _ensure_library()
self.lib = ctypes.CDLL(str(path))
self.lib.dita_kernel_create.argtypes = [ctypes.c_size_t]
self.lib.dita_kernel_create.restype = ctypes.c_void_p
self.lib.dita_kernel_destroy.argtypes = [ctypes.c_void_p]
self.lib.dita_kernel_destroy.restype = None
self.lib.dita_kernel_free_string.argtypes = [ctypes.c_void_p]
self.lib.dita_kernel_free_string.restype = None
self.lib.dita_kernel_get_slot_json.argtypes = [ctypes.c_void_p, ctypes.c_size_t]
self.lib.dita_kernel_get_slot_json.restype = ctypes.c_void_p
self.lib.dita_kernel_set_slot_json.argtypes = [ctypes.c_void_p, ctypes.c_size_t, ctypes.c_char_p]
self.lib.dita_kernel_set_slot_json.restype = ctypes.c_int
self.lib.dita_kernel_process_intent_json.argtypes = [
ctypes.c_void_p,
ctypes.c_char_p,
ctypes.c_char_p,
ctypes.c_char_p,
]
self.lib.dita_kernel_process_intent_json.restype = ctypes.c_void_p
self.lib.dita_kernel_on_venue_event_json.argtypes = [
ctypes.c_void_p,
ctypes.c_char_p,
ctypes.c_char_p,
ctypes.c_char_p,
]
self.lib.dita_kernel_on_venue_event_json.restype = ctypes.c_void_p
self.lib.dita_kernel_reconcile_slots_json.argtypes = [
ctypes.c_void_p,
ctypes.c_char_p,
ctypes.c_char_p,
ctypes.c_char_p,
]
self.lib.dita_kernel_reconcile_slots_json.restype = ctypes.c_void_p
self.lib.dita_kernel_snapshot_json.argtypes = [ctypes.c_void_p]
self.lib.dita_kernel_snapshot_json.restype = ctypes.c_void_p
def create(self, max_slots: int) -> ctypes.c_void_p:
handle = self.lib.dita_kernel_create(ctypes.c_size_t(max_slots))
if not handle:
raise RuntimeError("dita_kernel_create failed")
return ctypes.c_void_p(handle)
def destroy(self, handle: ctypes.c_void_p) -> None:
if handle and handle.value:
self.lib.dita_kernel_destroy(handle)
def _take_string(self, raw: ctypes.c_void_p) -> str:
if not raw:
raise RuntimeError("Rust kernel returned null string")
text = ctypes.cast(raw, ctypes.c_char_p).value
if text is None:
self.lib.dita_kernel_free_string(raw)
raise RuntimeError("Rust kernel returned empty string")
try:
return text.decode("utf-8")
finally:
self.lib.dita_kernel_free_string(raw)
def get_slot_json(self, handle: ctypes.c_void_p, slot_id: int) -> Dict[str, Any]:
raw = self.lib.dita_kernel_get_slot_json(handle, ctypes.c_size_t(slot_id))
if not raw:
raise IndexError(f"Invalid slot id: {slot_id}")
return json.loads(self._take_string(raw))
def set_slot_json(self, handle: ctypes.c_void_p, slot_id: int, payload: Dict[str, Any]) -> None:
encoded = json.dumps(json_safe(payload), separators=(",", ":"), ensure_ascii=False).encode("utf-8")
rc = self.lib.dita_kernel_set_slot_json(handle, ctypes.c_size_t(slot_id), ctypes.c_char_p(encoded))
if rc != 0:
raise RuntimeError(f"dita_kernel_set_slot_json failed rc={rc}")
def process_intent(
self,
handle: ctypes.c_void_p,
payload: Dict[str, Any],
*,
mode: str,
verbosity: str,
) -> Dict[str, Any]:
encoded = json.dumps(json_safe(payload), separators=(",", ":"), ensure_ascii=False).encode("utf-8")
raw = self.lib.dita_kernel_process_intent_json(
handle,
ctypes.c_char_p(encoded),
ctypes.c_char_p(mode.encode("utf-8")),
ctypes.c_char_p(verbosity.encode("utf-8")),
)
return json.loads(self._take_string(raw))
def on_venue_event(
self,
handle: ctypes.c_void_p,
payload: Dict[str, Any],
*,
mode: str,
verbosity: str,
) -> Dict[str, Any]:
encoded = json.dumps(json_safe(payload), separators=(",", ":"), ensure_ascii=False).encode("utf-8")
raw = self.lib.dita_kernel_on_venue_event_json(
handle,
ctypes.c_char_p(encoded),
ctypes.c_char_p(mode.encode("utf-8")),
ctypes.c_char_p(verbosity.encode("utf-8")),
)
return json.loads(self._take_string(raw))
def reconcile_slots(
self,
handle: ctypes.c_void_p,
payload: Sequence[Dict[str, Any]],
*,
mode: str,
verbosity: str,
) -> Dict[str, Any]:
encoded = json.dumps(json_safe(list(payload)), separators=(",", ":"), ensure_ascii=False).encode("utf-8")
raw = self.lib.dita_kernel_reconcile_slots_json(
handle,
ctypes.c_char_p(encoded),
ctypes.c_char_p(mode.encode("utf-8")),
ctypes.c_char_p(verbosity.encode("utf-8")),
)
return json.loads(self._take_string(raw))
def snapshot(self, handle: ctypes.c_void_p) -> Dict[str, Any]:
raw = self.lib.dita_kernel_snapshot_json(handle)
return json.loads(self._take_string(raw))
_RUST: _RustKernelLib | None = None # lazy init — avoids Rust build on import
def _get_rust() -> _RustKernelLib:
global _RUST
if _RUST is None:
_RUST = _RustKernelLib()
return _RUST
def _slot_to_payload(slot: TradeSlot) -> Dict[str, Any]:
return slot.to_dict()
def _order_to_payload(order: Optional[VenueOrder]) -> Optional[Dict[str, Any]]:
if order is None:
return None
return {
"internal_trade_id": order.internal_trade_id,
"venue_order_id": order.venue_order_id,
"venue_client_id": order.venue_client_id,
"side": order.side.value,
"intended_size": float(order.intended_size or 0.0),
"filled_size": float(order.filled_size or 0.0),
"average_fill_price": float(order.average_fill_price or 0.0),
"status": order.status.value,
"metadata": dict(order.metadata),
}
def _order_from_payload(payload: Optional[Dict[str, Any]], *, trade_id: str) -> Optional[VenueOrder]:
if not isinstance(payload, dict):
return None
return VenueOrder(
internal_trade_id=trade_id,
venue_order_id=str(payload.get("venue_order_id", "")),
venue_client_id=str(payload.get("venue_client_id", "")),
side=TradeSide(str(payload.get("side", TradeSide.FLAT.value))),
intended_size=float(payload.get("intended_size", 0.0)),
filled_size=float(payload.get("filled_size", 0.0)),
average_fill_price=float(payload.get("average_fill_price", 0.0)),
status=VenueOrderStatus(str(payload.get("status", VenueOrderStatus.NEW.value))),
metadata=dict(payload.get("metadata", {})),
)
def _slot_from_payload(payload: Dict[str, Any]) -> TradeSlot:
return TradeSlot(
slot_id=int(payload.get("slot_id", 0)),
trade_id=str(payload.get("trade_id", "")),
asset=str(payload.get("asset", "")),
side=TradeSide(str(payload.get("side", TradeSide.FLAT.value))),
entry_price=float(payload.get("entry_price", 0.0)),
size=float(payload.get("size", 0.0)),
initial_size=float(payload.get("initial_size", 0.0)),
leverage=float(payload.get("leverage", 0.0)),
entry_time=datetime.fromisoformat(payload["entry_time"]) if payload.get("entry_time") else None,
unrealized_pnl=float(payload.get("unrealized_pnl", 0.0)),
realized_pnl=float(payload.get("realized_pnl", 0.0)),
closed=bool(payload.get("closed", False)),
exit_leg_ratios=tuple(float(r) for r in payload.get("exit_leg_ratios", (1.0,))),
active_leg_index=int(payload.get("active_leg_index", 0)),
active_exit_order=_order_from_payload(payload.get("active_exit_order"), trade_id=str(payload.get("trade_id", ""))),
active_entry_order=_order_from_payload(payload.get("active_entry_order"), trade_id=str(payload.get("trade_id", ""))),
fsm_state=TradeStage(str(payload.get("fsm_state", TradeStage.IDLE.value))),
close_reason=str(payload.get("close_reason", "")),
last_event_time=datetime.fromisoformat(payload["last_event_time"]) if payload.get("last_event_time") else None,
seen_event_ids=tuple(str(event_id) for event_id in payload.get("seen_event_ids", ())),
metadata=dict(payload.get("metadata", {})),
)
def _intent_to_payload(intent: KernelIntent) -> Dict[str, Any]:
return {
"timestamp": intent.timestamp.isoformat() if hasattr(intent.timestamp, "isoformat") else str(intent.timestamp),
"intent_id": intent.intent_id,
"trade_id": intent.trade_id,
"slot_id": intent.slot_id,
"asset": intent.asset,
"side": intent.side.value,
"action": intent.action.value,
"reference_price": float(intent.reference_price or 0.0),
"target_size": float(intent.target_size or 0.0),
"leverage": float(intent.leverage or 0.0),
"exit_leg_ratios": list(intent.exit_leg_ratios),
"reason": intent.reason,
"metadata": dict(intent.metadata),
"stage": intent.stage.value,
}
def _event_to_payload(event: VenueEvent) -> Dict[str, Any]:
return {
"timestamp": event.timestamp.isoformat() if hasattr(event.timestamp, "isoformat") else str(event.timestamp),
"event_id": event.event_id,
"trade_id": event.trade_id,
"slot_id": event.slot_id,
"kind": event.kind.value,
"status": event.status.value,
"venue_order_id": event.venue_order_id,
"venue_client_id": event.venue_client_id,
"side": event.side.value,
"asset": event.asset,
"price": float(event.price or 0.0),
"size": float(event.size or 0.0),
"filled_size": float(event.filled_size or 0.0),
"remaining_size": float(event.remaining_size or 0.0),
"reason": event.reason,
"raw_payload": dict(event.raw_payload),
"metadata": dict(event.metadata),
}
def _transition_from_payload(payload: Dict[str, Any]) -> KernelTransition:
return KernelTransition(
timestamp=datetime.fromisoformat(payload["timestamp"]),
trade_id=str(payload.get("trade_id", "")),
slot_id=int(payload.get("slot_id", 0)),
prev_state=TradeStage(str(payload.get("prev_state", TradeStage.IDLE.value))),
next_state=TradeStage(str(payload.get("next_state", TradeStage.IDLE.value))),
trigger=str(payload.get("trigger", "")),
intent_id=str(payload.get("intent_id", "")),
event_id=str(payload.get("event_id", "")),
control_mode=str(payload.get("control_mode", "")),
control_verbosity=str(payload.get("control_verbosity", "")),
details=dict(payload.get("details", {})),
)
def _outcome_from_payload(payload: Dict[str, Any]) -> KernelOutcome:
return KernelOutcome(
accepted=bool(payload.get("accepted", False)),
slot_id=int(payload.get("slot_id", 0)),
trade_id=str(payload.get("trade_id", "")),
state=TradeStage(str(payload.get("state", TradeStage.IDLE.value))),
diagnostic_code=KernelDiagnosticCode(str(payload.get("diagnostic_code", KernelDiagnosticCode.OK.value))),
severity=KernelSeverity(str(payload.get("severity", KernelSeverity.INFO.value))),
transitions=tuple(_transition_from_payload(row) for row in payload.get("transitions", [])),
emitted_events=tuple(
VenueEvent(
timestamp=datetime.fromisoformat(row["timestamp"]),
event_id=str(row.get("event_id", "")),
trade_id=str(row.get("trade_id", "")),
slot_id=int(row.get("slot_id", 0)),
kind=KernelEventKind(str(row.get("kind", KernelEventKind.ORDER_ACK.value))),
status=VenueEventStatus(str(row.get("status", VenueEventStatus.ACKED.value))),
venue_order_id=str(row.get("venue_order_id", "")),
venue_client_id=str(row.get("venue_client_id", "")),
side=TradeSide(str(row.get("side", TradeSide.FLAT.value))),
asset=str(row.get("asset", "")),
price=float(row.get("price", 0.0)),
size=float(row.get("size", 0.0)),
filled_size=float(row.get("filled_size", 0.0)),
remaining_size=float(row.get("remaining_size", 0.0)),
reason=str(row.get("reason", "")),
raw_payload=dict(row.get("raw_payload", {})),
metadata=dict(row.get("metadata", {})),
)
for row in payload.get("emitted_events", [])
),
details=dict(payload.get("details", {})),
)
def _enum_text(value: Any) -> str:
if hasattr(value, "value"):
return str(getattr(value, "value"))
return str(value)
class KernelSlotView:
"""Write-through view over a Rust-backed slot."""
def __init__(self, kernel: "ExecutionKernel", slot_id: int) -> None:
object.__setattr__(self, "_kernel", kernel)
object.__setattr__(self, "_slot_id", int(slot_id))
@property
def slot_id(self) -> int:
return object.__getattribute__(self, "_slot_id")
def _snapshot(self) -> TradeSlot:
return self._kernel._get_slot(self.slot_id)
def __getattr__(self, name: str) -> Any:
slot = self._snapshot()
if hasattr(slot, name):
return getattr(slot, name)
raise AttributeError(name)
def __setattr__(self, name: str, value: Any) -> None:
if name in {"_kernel", "_slot_id"}:
object.__setattr__(self, name, value)
return
slot = self._snapshot()
if not hasattr(slot, name):
raise AttributeError(name)
setattr(slot, name, value)
self._kernel._set_slot(slot)
def to_dict(self) -> Dict[str, Any]:
return self._snapshot().to_dict()
def is_free(self) -> bool:
return self._snapshot().is_free()
def is_open(self) -> bool:
return self._snapshot().is_open()
def mark_price(self, price: float) -> None:
slot = self._snapshot()
slot.mark_price(price)
self._kernel._set_slot(slot)
def next_exit_ratio(self) -> float:
return self._snapshot().next_exit_ratio()
def consume_exit_leg(self) -> float:
slot = self._snapshot()
ratio = slot.consume_exit_leg()
self._kernel._set_slot(slot)
return ratio
def attach_entry_order(self, order: VenueOrder) -> None:
slot = self._snapshot()
slot.active_entry_order = order
self._kernel._set_slot(slot)
def attach_exit_order(self, order: VenueOrder) -> None:
slot = self._snapshot()
slot.active_exit_order = order
self._kernel._set_slot(slot)
def __repr__(self) -> str: # pragma: no cover - debugging helper
return f"KernelSlotView(slot_id={self.slot_id}, state={self._snapshot().fsm_state.value})"
class KernelStateView:
def __init__(self, kernel: "ExecutionKernel") -> None:
self._kernel = kernel
self.slots = [KernelSlotView(kernel, slot_id) for slot_id in range(kernel.max_slots)]
self.active_trade_index: Dict[str, int] = {}
self.venue_order_index: Dict[str, int] = {}
self.client_order_index: Dict[str, int] = {}
self.refresh()
def refresh(self) -> None:
snapshot = self._kernel._snapshot_backend()
self.active_trade_index = dict(snapshot.get("active_trade_index", {}))
self.venue_order_index = dict(snapshot.get("venue_order_index", {}))
self.client_order_index = dict(snapshot.get("client_order_index", {}))
class ExecutionKernel:
"""Rust-backed multi-slot execution kernel."""
def __init__(
self,
*,
max_slots: int = 10,
control_plane: Optional[ControlPlane] = None,
venue: Optional[VenueAdapter] = None,
journal: Optional[KernelJournal] = None,
account: Optional[AccountProjection] = None,
projection: Optional[HazelcastProjection] = None,
projection_client: Optional[Any] = None,
zinc_plane: Optional[ZincPlane] = None,
) -> None:
self.max_slots = int(max_slots)
self.control_plane = control_plane or build_control_plane()
self.venue = venue or MockVenueAdapter()
self.journal = journal or MemoryKernelJournal()
self.account = account or AccountProjection()
self.projection = projection or build_projection(client=projection_client)
self.zinc_plane = zinc_plane or InMemoryZincPlane()
self._backend = _get_rust().create(self.max_slots)
self._control_snapshot = self.control_plane.read()
self.projection.write_control(self._control_snapshot)
self.zinc_plane.update_control(self._control_snapshot)
self.state = KernelStateView(self)
self.account.observe_slots([self._get_slot(slot_id) for slot_id in range(self.max_slots)])
def __del__(self) -> None: # pragma: no cover - cleanup best effort
backend = getattr(self, "_backend", None)
if backend is not None:
try:
_get_rust().destroy(backend)
except Exception:
pass
@property
def control(self) -> KernelControlSnapshot:
return self.control_plane.read()
def update_control(self, update: ControlUpdate) -> KernelControlSnapshot:
snapshot = self.control_plane.update(update)
self._control_snapshot = snapshot
self.projection.write_control(snapshot)
self.zinc_plane.update_control(snapshot)
return snapshot
def _snapshot_backend(self) -> Dict[str, Any]:
return _get_rust().snapshot(self._backend)
def _get_slot(self, slot_id: int) -> TradeSlot:
return _slot_from_payload(_get_rust().get_slot_json(self._backend, slot_id))
def _set_slot(self, slot: TradeSlot, *, journal: bool = False) -> None:
payload = _slot_to_payload(slot)
_get_rust().set_slot_json(self._backend, slot.slot_id, payload)
self.state.refresh()
slots = [self._get_slot(slot_id) for slot_id in range(self.max_slots)]
self.account.observe_slots(slots)
current = self._get_slot(slot.slot_id)
self.projection.write_slot(current)
self.zinc_plane.write_slot(current)
def slot(self, slot_id: int) -> KernelSlotView:
if not (0 <= int(slot_id) < self.max_slots):
raise IndexError(slot_id)
return self.state.slots[int(slot_id)]
def free_slot(self) -> Optional[KernelSlotView]:
for slot in self.state.slots:
if slot.is_free():
return slot
return None
def _record_transitions(self, transitions: Iterable[KernelTransition], slot: TradeSlot, event: Optional[VenueEvent]) -> None:
if self.control.debug_clickhouse_enabled:
for transition in transitions:
self.journal.record_transition(
transition=transition,
slot=slot,
event=event,
control=self.control,
)
def process_intent(self, intent: KernelIntent) -> KernelOutcome:
self.zinc_plane.publish_intent(intent)
if not (0 <= int(intent.slot_id) < self.max_slots):
return KernelOutcome(
accepted=False,
slot_id=int(intent.slot_id),
trade_id=intent.trade_id,
state=TradeStage.IDLE,
diagnostic_code=KernelDiagnosticCode.INVALID_SLOT_ID,
details={"reason": "INVALID_SLOT_ID", "slot_id": int(intent.slot_id), "intent_id": intent.intent_id},
)
payload = _intent_to_payload(intent)
result = _get_rust().process_intent(
self._backend,
payload,
mode=_enum_text(self.control.mode),
verbosity=_enum_text(self.control.verbosity),
)
outcome = _outcome_from_payload(result["outcome"])
self.state.refresh()
emitted_events = []
if intent.action in {KernelCommandType.ENTER, KernelCommandType.EXIT}:
emitted_events = self.venue.submit(intent)
for event in emitted_events:
self.on_venue_event(event)
elif intent.action == KernelCommandType.CANCEL:
emitted_events = self.venue.cancel(self.slot(intent.slot_id).active_exit_order, reason=intent.reason) if self.slot(intent.slot_id).active_exit_order else []
for event in emitted_events:
self.on_venue_event(event)
final_slot = self._get_slot(outcome.slot_id)
rate_limit_event = next((event for event in emitted_events if event.kind == KernelEventKind.RATE_LIMITED), None)
if rate_limit_event is not None:
rate_limit_details = dict(outcome.details)
rate_limit_details.update(
{
"reason": rate_limit_event.reason or "RATE_LIMITED",
"retry_after_ms": int(rate_limit_event.metadata.get("retry_after_ms", 0) or 0),
"venue_event_kind": rate_limit_event.kind.value,
"severity": KernelSeverity.WARNING.value,
"release_eta": "few minutes",
"retryable": True,
}
)
outcome = KernelOutcome(
accepted=False,
slot_id=outcome.slot_id,
trade_id=outcome.trade_id,
state=final_slot.fsm_state,
diagnostic_code=KernelDiagnosticCode.RATE_LIMITED,
severity=KernelSeverity.WARNING,
transitions=outcome.transitions,
emitted_events=outcome.emitted_events,
details=rate_limit_details,
)
final_outcome = KernelOutcome(
accepted=outcome.accepted,
slot_id=outcome.slot_id,
trade_id=final_slot.trade_id,
state=final_slot.fsm_state,
diagnostic_code=outcome.diagnostic_code,
transitions=outcome.transitions,
emitted_events=tuple(emitted_events),
details=dict(outcome.details),
)
slots = [self._get_slot(i) for i in range(self.max_slots)]
self.account.observe_slots(slots)
current = self._get_slot(final_slot.slot_id)
self.projection.write_slot(current)
self.zinc_plane.write_slot(current)
self._record_transitions(outcome.transitions, final_slot, None)
return final_outcome
def on_venue_event(self, event: VenueEvent) -> KernelOutcome:
result = _get_rust().on_venue_event(
self._backend,
_event_to_payload(event),
mode=_enum_text(self.control.mode),
verbosity=_enum_text(self.control.verbosity),
)
outcome = _outcome_from_payload(result["outcome"])
slot = _slot_from_payload(result["slot"])
self.state.refresh()
# Single capital mutation point: settle realiized PnL when a fill
# transitions the slot to a terminal closed state. This is the *only*
# place post-startup where capital is changed — no external balance
# polls overwrite it.
if slot.fsm_state in {TradeStage.CLOSED, TradeStage.TRADE_TERMINAL_WRITTEN} and slot.realized_pnl != 0.0:
self.account.settle(slot.realized_pnl)
slots = [self._get_slot(i) for i in range(self.max_slots)]
self.account.observe_slots(slots)
current = self._get_slot(slot.slot_id)
self.projection.write_slot(current)
self.zinc_plane.write_slot(current)
self._record_transitions(outcome.transitions, slot, event)
return outcome
def mark_price(self, asset: str, price: float) -> None:
for slot in self.state.slots:
if slot.asset == asset and slot.is_open():
slot.mark_price(price)
self.account.observe_slots([self._get_slot(i) for i in range(self.max_slots)])
def reconcile_from_slots(self, slots: Sequence[TradeSlot]) -> KernelOutcome:
payload = [_slot_to_payload(slot) for slot in slots]
result = _get_rust().reconcile_slots(
self._backend,
payload,
mode=_enum_text(self.control.mode),
verbosity=_enum_text(self.control.verbosity),
)
outcome = _outcome_from_payload(result["outcome"])
self.state.refresh()
slots = [self._get_slot(i) for i in range(self.max_slots)]
self.account.observe_slots(slots)
for current in slots:
self.projection.write_slot(current)
self.zinc_plane.write_slot(current)
return outcome
def snapshot(self) -> Dict[str, Any]:
return {
"control": self.control.as_dict(),
"slots": [self._get_slot(slot.slot_id).to_dict() for slot in self.state.slots],
"account": {
"capital": self.account.snapshot.capital,
"equity": self.account.snapshot.equity,
"realized_pnl": self.account.snapshot.realized_pnl,
"unrealized_pnl": self.account.snapshot.unrealized_pnl,
"open_positions": self.account.snapshot.open_positions,
"open_notional": self.account.snapshot.open_notional,
"leverage": self.account.snapshot.leverage,
},
}

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prod/clean_arch/dita_v2/_backup_20260530/rust_kernel_src/Cargo.toml Normal file
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[package]
name = "dita-v2-kernel"
version = "0.1.0"
edition = "2021"
[lib]
crate-type = ["cdylib", "rlib"]
[dependencies]
chrono = { version = "0.4", features = ["serde"] }
libc = "0.2"
serde = { version = "1", features = ["derive"] }
serde_json = "1"

1613
prod/clean_arch/dita_v2/_backup_20260530/rust_kernel_src/lib.rs Normal file
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43
prod/clean_arch/dita_v2/_backup_20260530/utils.py Normal file
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"""Utility helpers for the DITAv2 kernel."""
from __future__ import annotations
from dataclasses import asdict, is_dataclass
from datetime import datetime
from enum import Enum
from typing import Any
import json
import math
def safe_float(value: Any, default: float = 0.0) -> float:
"""Return a finite float or ``default``."""
try:
out = float(value)
except Exception:
return default
if not math.isfinite(out):
return default
return out
def json_safe(value: Any) -> Any:
"""Convert enums, dataclasses and datetimes to JSON-safe objects."""
if isinstance(value, Enum):
return value.value
if isinstance(value, datetime):
return value.isoformat()
if is_dataclass(value):
return json_safe(asdict(value))
if isinstance(value, dict):
return {str(key): json_safe(val) for key, val in value.items()}
if isinstance(value, list):
return [json_safe(item) for item in value]
if isinstance(value, tuple):
return [json_safe(item) for item in value]
return value
def json_text(value: Any) -> str:
"""Serialize a value using stable JSON settings."""
return json.dumps(json_safe(value), separators=(",", ":"), ensure_ascii=False, default=str)

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prod/clean_arch/dita_v2/_backup_20260530/venue.py Normal file
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"""Venue adapter contracts for DITAv2."""
from __future__ import annotations
from dataclasses import dataclass, field
from datetime import datetime
from typing import Any, Dict, List, Optional, Protocol
from .contracts import (
KernelCommandType,
KernelIntent,
KernelEventKind,
TradeSide,
VenueEvent,
VenueEventStatus,
VenueOrder,
VenueOrderStatus,
)
class VenueAdapter(Protocol):
"""Abstract venue adapter used by the kernel."""
def submit(self, intent: KernelIntent) -> List[VenueEvent]:
...
def cancel(self, order: VenueOrder, *, reason: str = "") -> List[VenueEvent]:
...
def open_orders(self) -> List[VenueOrder]:
...
def open_positions(self) -> List[Dict[str, Any]]:
...
def reconcile(self) -> List[VenueEvent]:
...

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"""Python prototype of the Zinc hot-path plane.
This is an in-memory stand-in for the eventual Zinc-backed shared memory
regions. The interface is explicit so the implementation can be swapped later
without touching the kernel logic.
"""
from __future__ import annotations
from dataclasses import dataclass, field
from typing import Any, Dict, Iterable, List, Mapping, Optional, Protocol
import threading
import time
from .contracts import KernelIntent, TradeSlot
from .control import KernelControlSnapshot
class ZincPlane(Protocol):
"""Hot-path plane for intents, state and control."""
def publish_intent(self, intent: KernelIntent) -> None:
...
def write_slot(self, slot: TradeSlot) -> None:
...
def read_slots(self) -> List[TradeSlot]:
...
def update_control(self, control: KernelControlSnapshot) -> None:
...
def read_control(self) -> KernelControlSnapshot:
...
def wait_on_intent(self, timeout_ms: int = 1000) -> bool:
...
def notify_intent(self) -> None:
...
def wait_on_state(self, timeout_ms: int = 1000) -> bool:
...
def notify_state(self) -> None:
...
def wait_on_control(self, timeout_ms: int = 1000) -> bool:
...
def notify_control(self) -> None:
...
@dataclass
class InMemoryZincPlane:
"""Simple in-memory Zinc lookalike for Python prototype tests."""
intent_region: List[KernelIntent] = field(default_factory=list)
state_region: Dict[int, TradeSlot] = field(default_factory=dict)
control_region: Optional[KernelControlSnapshot] = None
_intent_seq: int = field(default=0, init=False, repr=False)
_state_seq: int = field(default=0, init=False, repr=False)
_control_seq: int = field(default=0, init=False, repr=False)
_intent_observed_seq: int = field(default=0, init=False, repr=False)
_state_observed_seq: int = field(default=0, init=False, repr=False)
_control_observed_seq: int = field(default=0, init=False, repr=False)
_signal: threading.Condition = field(default_factory=threading.Condition, init=False, repr=False)
def publish_intent(self, intent: KernelIntent) -> None:
with self._signal:
self.intent_region.append(intent)
self._intent_seq += 1
self._signal.notify_all()
def write_slot(self, slot: TradeSlot) -> None:
with self._signal:
self.state_region[int(slot.slot_id)] = slot
self._state_seq += 1
self._signal.notify_all()
def read_slots(self) -> List[TradeSlot]:
return [self.state_region[key] for key in sorted(self.state_region)]
def update_control(self, control: KernelControlSnapshot) -> None:
with self._signal:
self.control_region = control
self._control_seq += 1
self._signal.notify_all()
def read_control(self) -> KernelControlSnapshot:
if self.control_region is None:
return KernelControlSnapshot()
return self.control_region
def wait_on_intent(self, timeout_ms: int = 1000) -> bool:
return self._wait_for_change("_intent_seq", "_intent_observed_seq", timeout_ms)
def notify_intent(self) -> None:
with self._signal:
self._intent_seq += 1
self._signal.notify_all()
def wait_on_state(self, timeout_ms: int = 1000) -> bool:
return self._wait_for_change("_state_seq", "_state_observed_seq", timeout_ms)
def notify_state(self) -> None:
with self._signal:
self._state_seq += 1
self._signal.notify_all()
def wait_on_control(self, timeout_ms: int = 1000) -> bool:
return self._wait_for_change("_control_seq", "_control_observed_seq", timeout_ms)
def notify_control(self) -> None:
with self._signal:
self._control_seq += 1
self._signal.notify_all()
def _wait_for_change(self, seq_attr: str, observed_attr: str, timeout_ms: int) -> bool:
timeout_s = None if timeout_ms is None or timeout_ms < 0 else max(0.0, timeout_ms / 1000.0)
deadline = None if timeout_s is None else time.monotonic() + timeout_s
with self._signal:
observed = getattr(self, observed_attr)
while getattr(self, seq_attr) == observed:
if deadline is None:
self._signal.wait()
continue
remaining = deadline - time.monotonic()
if remaining <= 0:
return False
self._signal.wait(timeout=remaining)
setattr(self, observed_attr, getattr(self, seq_attr))
return True

337
prod/clean_arch/dita_v2/_build_pink_bodies.py Normal file
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import sys, re
sys.path.insert(0, '/mnt/dolphinng5_predict')
fpath = '/mnt/dolphinng5_predict/prod/tests/test_pink_bingx_dita_live_e2e.py'
with open(fpath) as f:
content = f.read()
# ===== Collect all existing body names =====
existing_bodies = re.findall(r'async def _body_(\w+)', content)
seen = set()
unique_bodies = []
for b in existing_bodies:
if b not in seen:
seen.add(b)
unique_bodies.append(b)
print(f"Existing: {len(unique_bodies)} bodies")
# ===== New bodies =====
new_bodies = []
new_params = []
def B(name, lines):
new_bodies.append(f"async def _body_{name}(k, symbol, p):\n")
for l in lines:
new_bodies.append(f" {l}\n")
new_params.append(f' pytest.param("{name}", _body_{name}, id="{name}"),')
# ===== 1. Real reconcile: fresh kernel from old slot state =====
B("fresh_kernel_reconcile_entry", [
'tid = f"fk-{int(__import__(\"time\").time()*1000)}"',
"_si(k, E.ENTER, tid, symbol, 'SHORT', p, 0.001); await asyncio.sleep(0.8)",
"# Snapshot slot state, build fresh kernel, reconcile",
"slot_data = k.slot(0).to_dict()",
"cb = k.account.snapshot.capital",
"fresh = _build_fresh_kernel_from_slot(slot_data, ic=cb)",
"k2 = fresh.runtime.kernel",
"# The fresh kernel should see the same slot state",
"s = k2.slot(0)",
'assert not s.is_free(), f"fresh kernel slot should not be free: {s.fsm_state}"',
"assert s.trade_id == tid, f\"trade_id mismatch: {s.trade_id} vs {tid}\"",
"# Exit on the fresh kernel",
"_si(k2, E.EXIT, tid, symbol, 'SHORT', p*0.995, 0.001); await asyncio.sleep(0.5)",
"assert k2.slot(0).is_free(), \"fresh kernel slot not free after exit\"",
"# Original kernel capital should match",
'assert abs(k2.account.snapshot.capital - cb) < 0.01, f"capital drift: {k2.account.snapshot.capital} vs {cb}"',
])
B("fresh_kernel_reconcile_after_cancel", [
'tid = f"fkc-{int(__import__(\"time\").time()*1000)}"',
"_si(k, E.ENTER, tid, symbol, 'SHORT', p, 0.001); await asyncio.sleep(0.3)",
'r = _si(k, E.CANCEL, tid, symbol, "SHORT", p, 0.001); await asyncio.sleep(0.3)',
"# Reconcile onto fresh kernel from cancelled state",
"slot_data = k.slot(0).to_dict()",
"cb = k.account.snapshot.capital",
"fresh = _build_fresh_kernel_from_slot(slot_data, ic=cb)",
"k2 = fresh.runtime.kernel",
"# Cancelled slot should be free",
'assert k2.slot(0).is_free(), f"cancelled slot not free: {k2.slot(0).fsm_state}"',
])
B("fresh_kernel_reconcile_after_exit", [
'tid = f"fkx-{int(__import__(\"time\").time()*1000)}"',
"_si(k, E.ENTER, tid, symbol, 'SHORT', p, 0.001); await asyncio.sleep(0.8)",
"_si(k, E.EXIT, tid, symbol, 'SHORT', p*0.995, 0.001); await asyncio.sleep(0.5)",
"# Reconcile onto fresh kernel from closed state",
"slot_data = k.slot(0).to_dict()",
"cb = k.account.snapshot.capital",
"fresh = _build_fresh_kernel_from_slot(slot_data, ic=cb)",
"k2 = fresh.runtime.kernel",
'assert k2.slot(0).is_free(), f"closed slot not free: {k2.slot(0).fsm_state}"',
'assert k2.slot(0).closed, "slot should be marked closed"',
])
B("fresh_kernel_reconcile_partial_exit", [
'tid = f"fkp-{int(__import__(\"time\").time()*1000)}"',
"_si(k, E.ENTER, tid, symbol, 'SHORT', p, 0.002, exit_leg_ratios=(0.5,1.0)); await asyncio.sleep(0.8)",
"_si(k, E.EXIT, tid, symbol, 'SHORT', p*0.995, 0.001, exit_leg_ratios=(0.5,1.0)); await asyncio.sleep(0.5)",
"# Reconcile mid-trade (one leg exited, one remaining)",
"slot_data = k.slot(0).to_dict()",
"cb = k.account.snapshot.capital",
"fresh = _build_fresh_kernel_from_slot(slot_data, ic=cb)",
"k2 = fresh.runtime.kernel",
"# Remaining leg should still be open",
's = k2.slot(0)',
'assert not s.is_free(), f"partial-exit slot should not be free: {s.fsm_state}"',
'assert s.realized_pnl != 0 or s.size > 0, "partial-exit slot should have remaining position or realized PnL"',
"# Exit remaining leg on fresh kernel",
"_si(k2, E.EXIT, tid, symbol, 'SHORT', p*0.993, 0.001, exit_leg_ratios=(1.0,)); await asyncio.sleep(0.5)",
'assert k2.slot(0).is_free(), "slot not free after final exit on fresh kernel"',
])
# ===== 2. Cross-slot portfolio accounting =====
B("cross_slot_portfolio_short_long", [
't0 = f"psl0-{int(__import__(\"time\").time()*1000)}"',
't1 = f"psl1-{int(__import__(\"time\").time()*1000)}"',
"cb = k.account.snapshot.capital",
"_si(k, E.ENTER, t0, symbol, 'SHORT', p, 0.001, slot_id=0); await asyncio.sleep(0.4)",
"_si(k, E.ENTER, t1, symbol, 'LONG', p, 0.001, slot_id=1); await asyncio.sleep(0.4)",
"# Verify both slots are open",
'assert not k.slot(0).is_free(), "slot 0 should be open"',
'assert not k.slot(1).is_free(), "slot 1 should be open"',
"# Verify PnL tracking per slot",
"rp0 = k.slot(0).realized_pnl; up0 = k.slot(0).unrealized_pnl",
"rp1 = k.slot(1).realized_pnl; up1 = k.slot(1).unrealized_pnl",
"expected = cb + rp0 + up0 + rp1 + up1",
"actual = k.account.snapshot.capital",
'assert abs(actual - expected) < 0.01, f"portfolio misalignment: cap={actual} expected={expected} rp0={rp0} up0={up0} rp1={rp1} up1={up1}"',
"# Exit slot 0",
"_si(k, E.EXIT, t0, symbol, 'SHORT', p*0.995, 0.001, slot_id=0); await asyncio.sleep(0.4)",
"assert k.slot(0).is_free(), \"slot 0 should be free after exit\"",
"# Exit slot 1",
"_si(k, E.EXIT, t1, symbol, 'LONG', p*1.005, 0.001, slot_id=1); await asyncio.sleep(0.4)",
"assert k.slot(1).is_free(), \"slot 1 should be free after exit\"",
])
# ===== 3. KernelOutcome inspection =====
B("outcome_inspect_entry", [
'tid = f"oi-{int(__import__(\"time\").time()*1000)}"',
"r = _si(k, E.ENTER, tid, symbol, 'SHORT', p, 0.001); await asyncio.sleep(0.8)",
"# Inspect outcome of ENTER",
"_assert_accepted(r, 'entry')",
"info = _inspect_outcome(r, 'entry')",
'assert r.accepted, f"entry not accepted: {info}"',
'assert r.trade_id == tid, f"trade_id mismatch: {r.trade_id} vs {tid}"',
'assert r.slot_id == 0, f"slot_id: {r.slot_id}"',
"# transitions should exist",
'assert len(info["transitions"]) > 0, f"no transitions in outcome: {info}"',
'assert info["diagnostic"] == "OK", f"diagnostic not OK: {info}"',
"# Exit and inspect",
'r2 = _si(k, E.EXIT, tid, symbol, "SHORT", p*0.995, 0.001); await asyncio.sleep(0.5)',
"_assert_accepted(r2, 'exit')",
'info2 = _inspect_outcome(r2, "exit")',
'assert len(info2["transitions"]) > 0, f"no exit transitions: {info2}"',
'assert info2["diagnostic"] == "OK", f"exit diagnostic: {info2}"',
])
B("outcome_inspect_rejection", [
'tid = f"or-{int(__import__(\"time\").time()*1000)}"',
'tid2 = f"or2-{int(__import__(\"time\").time()*1000)}"',
"r1 = _si(k, E.ENTER, tid, symbol, 'SHORT', p, 0.001); await asyncio.sleep(0.3)",
"_assert_accepted(r1, 'first entry')",
"# Second entry on same slot should be SLOT_BUSY",
"r2 = _si(k, E.ENTER, tid2, symbol, 'SHORT', p, 0.001); await asyncio.sleep(0.3)",
"_assert_rejected(r2, 'SLOT_BUSY', 'double entry')",
"# Verify transition trace shows the rejection",
"info = _inspect_outcome(r2, 'double entry')",
'assert not r2.accepted, f"second entry should be rejected: {info}"',
"# Exit normally",
"_si(k, E.EXIT, tid, symbol, 'SHORT', p*0.995, 0.001); await asyncio.sleep(0.5)",
])
B("outcome_inspect_exit_on_idle", [
'tid = f"oei-{int(__import__(\"time\").time()*1000)}"',
"# Exit on idle slot",
"r = _si(k, E.EXIT, tid, symbol, 'SHORT', p, 0.001); await asyncio.sleep(0.3)",
"_assert_rejected(r, 'INVALID_FSM_TRANSITION', 'exit on idle')",
'info = _inspect_outcome(r, "exit on idle")',
'assert not r.accepted, f"exit on idle should be rejected: {info}"',
"# Then do a normal trade",
'_si(k, E.ENTER, tid, symbol, "SHORT", p, 0.001); await asyncio.sleep(0.8)',
'_si(k, E.EXIT, tid, symbol, "SHORT", p*0.995, 0.001); await asyncio.sleep(0.5)',
])
# ===== 4. Duplicate event dedup =====
B("dedup_duplicate_fill_event", [
'tid = f"dd-{int(__import__(\"time\").time()*1000)}"',
"r = _si(k, E.ENTER, tid, symbol, 'SHORT', p, 0.001); await asyncio.sleep(0.8)",
"_assert_accepted(r, 'entry')",
"# Inject a duplicate FULL_FILL VenueEvent manually",
"# Build an event that mirrors the slot's current active order",
"sl = k.slot(0)",
'ao = sl.active_entry_order if sl.active_entry_order else sl.active_exit_order',
"if ao:",
" dup = VenueEvent(",
" timestamp=__import__('datetime').datetime.now(__import__('datetime').timezone.utc),",
' event_id="dedup-test-99999",',
' trade_id=tid, slot_id=0,',
' kind=KernelEventKind.FULL_FILL,',
' status=VenueEventStatus.FILLED,',
" venue_order_id=ao.venue_order_id,",
" venue_client_id=ao.venue_client_id,",
" side=sl.side,",
" asset=symbol,",
" price=p,",
" size=0.001, filled_size=0.001, remaining_size=0.0,",
' reason="dedup_test",',
" )",
" r2 = k.on_venue_event(dup)",
" _assert_accepted(r2, 'dedup_fill')",
' info = _inspect_outcome(r2, "dedup_fill")',
' assert len(info["event_kinds"]) == 0 or info["event_kinds"] == ["ORDER_ACK"], f"duplicate fill should produce no events: {info}"',
"# Exit",
"_si(k, E.EXIT, tid, symbol, 'SHORT', p*0.995, 0.001); await asyncio.sleep(0.5)",
])
# ===== 5. Fill-price divergence =====
B("fill_price_divergence_1pct", [
'tid = f"fd-{int(__import__(\"time\").time()*1000)}"',
"# Enter SHORT at market",
"_si(k, E.ENTER, tid, symbol, 'SHORT', p, 0.001); await asyncio.sleep(0.8)",
"# Force the kernel's slot to see a divergent fill price via on_venue_event replay",
"sl = k.slot(0)",
'ao = sl.active_entry_order',
"if ao and sl.fsm_state not in ('IDLE', 'CLOSED'):",
" divergent_price = p * 1.01 # 1% worse than reference",
" div_event = VenueEvent(",
" timestamp=__import__('datetime').datetime.now(__import__('datetime').timezone.utc),",
' event_id="divergence-test",',
' trade_id=tid, slot_id=0,',
' kind=KernelEventKind.FULL_FILL,',
' status=VenueEventStatus.FILLED,',
" venue_order_id=ao.venue_order_id if ao else \"\"," ,
" venue_client_id=ao.venue_client_id if ao else \"\"," ,
" side=sl.side,",
" asset=symbol,",
" price=divergent_price,",
" size=0.001, filled_size=0.001, remaining_size=0.0,",
' reason="divergence_test",',
" )",
" k.on_venue_event(div_event); await asyncio.sleep(0.3)",
"# Exit at market",
"_si(k, E.EXIT, tid, symbol, 'SHORT', p*0.995, 0.001); await asyncio.sleep(0.5)",
])
# ===== 6. Negative-capital boundary =====
B("neg_cap_entry_rejected", [
'tid = f"nc-{int(__import__(\"time\").time()*1000)}"',
"# Kernel should reject ENTER if capital cannot cover margin",
"# With tiny capital, even a tiny trade should be checked",
"k.account.snapshot.capital = 0.0",
"r = _si(k, E.ENTER, tid, symbol, 'SHORT', p, 0.001); await asyncio.sleep(0.3)",
'info = _inspect_outcome(r, "neg_cap")',
'# May be rejected or accepted depending on kernel margin logic',
'# At minimum, kernel should not crash',
"# Restore capital and do normal trade",
"k.account.snapshot.capital = 25000.0",
'_si(k, E.ENTER, tid, symbol, "SHORT", p, 0.001); await asyncio.sleep(0.8)',
'_si(k, E.EXIT, tid, symbol, "SHORT", p*0.995, 0.001); await asyncio.sleep(0.5)',
])
# ===== 7. Sub-sample cross-application =====
# Apply the new assertion patterns to a basic entry/exit
B("cross_sample_basic_entry_exit_outcome", [
'tid = f"cs-{int(__import__(\"time\").time()*1000)}"',
"cb = k.account.snapshot.capital; k._start_cap = cb",
"r1 = _si(k, E.ENTER, tid, symbol, 'SHORT', p, 0.001); await asyncio.sleep(0.8)",
"_assert_accepted(r1, 'cs_entry')",
"_check_slot_accounting(k, 'cs_after_entry')",
"r2 = _si(k, E.EXIT, tid, symbol, 'SHORT', p*0.995, 0.001); await asyncio.sleep(0.5)",
"_assert_accepted(r2, 'cs_exit')",
"_check_slot_accounting(k, 'cs_after_exit')",
"ca = k.account.snapshot.capital",
"max_change = max(1.0, cb * 0.10)",
'assert cb - ca < max_change, f"cs: cap shrunk {cb} -> {ca}"',
])
B("cross_sample_cancel_reenter_outcome", [
't1 = f"csc-{int(__import__(\"time\").time()*1000)}"',
't2 = f"csc2-{int(__import__(\"time\").time()*1000)}"',
"cb = k.account.snapshot.capital; k._start_cap = cb",
"r1 = _si(k, E.ENTER, t1, symbol, 'SHORT', p, 0.001); await asyncio.sleep(0.3)",
"_assert_accepted(r1, 'cs_cancel_entry')",
"r2 = _si(k, E.CANCEL, t1, symbol, 'SHORT', p, 0.001); await asyncio.sleep(0.3)",
"if r2.accepted:",
' info = _inspect_outcome(r2, "cs_cancel")',
"if not k.slot(0).is_free():",
" _si(k, E.EXIT, t1, symbol, 'SHORT', p*0.995, 0.001); await asyncio.sleep(0.3)",
"_check_slot_accounting(k, 'cs_after_cancel')",
'assert k.slot(0).is_free(), "slot should be free after cancel"',
"r3 = _si(k, E.ENTER, t2, symbol, 'SHORT', p*0.997, 0.001); await asyncio.sleep(0.8)",
"_assert_accepted(r3, 'cs_reenter')",
"_check_slot_accounting(k, 'cs_after_reenter')",
"r4 = _si(k, E.EXIT, t2, symbol, 'SHORT', p*0.995, 0.001); await asyncio.sleep(0.5)",
"_assert_accepted(r4, 'cs_reenter_exit')",
"_check_slot_accounting(k, 'cs_after_reenter_exit')",
])
B("cross_sample_multi_leg_outcome", [
'tid = f"csm-{int(__import__(\"time\").time()*1000)}"',
"cb = k.account.snapshot.capital; k._start_cap = cb",
"r = _si(k, E.ENTER, tid, symbol, 'SHORT', p, 0.002, exit_leg_ratios=(0.5,1.0)); await asyncio.sleep(0.8)",
"_assert_accepted(r, 'cs_ml_entry')",
"r = _si(k, E.EXIT, tid, symbol, 'SHORT', p*0.995, 0.001, exit_leg_ratios=(0.5,1.0)); await asyncio.sleep(0.4)",
"_assert_accepted(r, 'cs_ml_leg1')",
"_check_slot_accounting(k, 'cs_ml_after_leg1')",
"r = _si(k, E.EXIT, tid, symbol, 'SHORT', p*0.993, 0.001, exit_leg_ratios=(0.5,1.0)); await asyncio.sleep(0.4)",
"_assert_accepted(r, 'cs_ml_leg2')",
"_check_slot_accounting(k, 'cs_ml_after_leg2')",
])
B("cross_sample_leverage_tight_bounds", [
'tid = f"csl-{int(__import__(\"time\").time()*1000)}"',
"cb = k.account.snapshot.capital; k._start_cap = cb",
"r_ent = _si(k, E.ENTER, tid, symbol, 'SHORT', p, 0.001, leverage=2); await asyncio.sleep(0.8)",
"_assert_accepted(r_ent, 'cs_lev_entry')",
"_check_slot_accounting(k, 'cs_lev_after_entry')",
"r_ex = _si(k, E.EXIT, tid, symbol, 'SHORT', p*0.995, 0.001, leverage=2); await asyncio.sleep(0.5)",
"_assert_accepted(r_ex, 'cs_lev_exit')",
"_check_slot_accounting(k, 'cs_lev_after_exit')",
"ca = k.account.snapshot.capital",
"max_change = max(1.0, cb * 0.10)",
'assert cb - ca < max_change, f"cs_lev: cap shrunk {cb} -> {ca}"',
])
# ===== BUILD =====
body_block = "".join(new_bodies)
param_block = "\n".join(new_params)
# Insert new bodies before SCENARIOS marker
marker = "SCENARIOS = ["
idx = content.index(marker)
# Insert after the last body section ends (blank line before SCENARIOS)
tail_start = content.rindex("\n\n", 0, idx) + 2
head = content[:tail_start]
tail = content[tail_start:]
with_bodies = head + body_block + tail
# Find SCENARIOS closing bracket and append new param entries
scenarios_open = with_bodies.index(marker)
close_bracket = with_bodies.index("]", scenarios_open)
final = with_bodies[:close_bracket] + "\n" + param_block + "\n" + with_bodies[close_bracket:]
# Compact blank lines
final = re.sub(r'\n{3,}', '\n\n', final)
with open(fpath, 'w') as f:
f.write(final)
import py_compile
py_compile.compile(fpath, doraise=True)
body_count = final.count("async def _body_")
param_count = final.count("pytest.param(")
print(f"Bodies: {body_count}, Params: {param_count}")
print("Parts 5: Compiles OK")

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prod/clean_arch/dita_v2/_build_pink_extended.py Normal file
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import sys
sys.path.insert(0, '/mnt/dolphinng5_predict')
fpath = '/mnt/dolphinng5_predict/prod/tests/test_pink_bingx_dita_live_e2e.py'
with open(fpath) as f:
content = f.read()
# === PART 1: Expand imports ===
old_imports = """from prod.clean_arch.dita_v2.contracts import (
KernelCommandType as KC, KernelIntent as KI, TradeSide as TS,
)
from prod.clean_arch.ports.data_feed import MarketSnapshot"""
new_imports = """from prod.clean_arch.dita_v2.contracts import (
KernelCommandType as KC, KernelIntent as KI, TradeSide as TS,
VenueEvent, VenueEventStatus, KernelEventKind,
TradeStage, KernelDiagnosticCode, KernelSeverity,
KernelOutcome, KernelTransition, TradeSlot, VenueOrder,
)
from prod.clean_arch.ports.data_feed import MarketSnapshot"""
content = content.replace(old_imports, new_imports)
print("1: imports OK")
# === PART 2: Expand _build_rb with helpers ===
old_build = "def _build_rb(ic: float = 25000.0, max_slots: int = 1) -> RB:\n cfg = _build_config(ic)\n b = build_launcher_bundle(venue_mode=\"BINGX\", max_slots=max_slots, bingx_config=cfg)\n k = b.kernel; k.account.snapshot.capital = ic; k.account.snapshot.peak_capital = ic; k.account.snapshot.equity = ic\n class Shim:\n def __init__(self, k): self.kernel = k\n async def connect(self, initial_capital=0): self.kernel.venue.connect()\n async def disconnect(self):\n try: self.kernel.venue.disconnect()\n except: pass\n return RB(runtime=Shim(k), config=cfg)"
new_build = """def _build_rb(ic: float = 25000.0, max_slots: int = 1) -> RB:
cfg = _build_config(ic)
b = build_launcher_bundle(venue_mode=\"BINGX\", max_slots=max_slots, bingx_config=cfg)
k = b.kernel; k.account.snapshot.capital = ic; k.account.snapshot.peak_capital = ic; k.account.snapshot.equity = ic
class Shim:
def __init__(self, k): self.kernel = k
async def connect(self, initial_capital=0): self.kernel.venue.connect()
async def disconnect(self):
try: self.kernel.venue.disconnect()
except: pass
return RB(runtime=Shim(k), config=cfg)
def _build_portfolio_rb(ic: float = 25000.0, max_slots: int = 2) -> RB:
return _build_rb(ic=ic, max_slots=max_slots)
def _inspect_outcome(r, label):
info = {
\"accepted\": r.accepted,
\"state\": r.state.value if r.state else \"\",
\"diagnostic\": r.diagnostic_code.value if r.diagnostic_code else \"\",
\"severity\": r.severity.value if r.severity else \"\",
\"transitions\": [(t.prev_state.value, t.next_state.value) for t in (r.transitions or ())],
\"event_kinds\": [e.kind.value for e in (r.emitted_events or ())],
\"details\": dict(r.details or {}),
}
return info
def _assert_accepted(r, label):
info = _inspect_outcome(r, label)
assert r.accepted, f\"{label}: intent rejected - diag={info['diagnostic']} state={info['state']} detail={info['details']}\"
def _assert_rejected(r, expected_diag, label):
info = _inspect_outcome(r, label)
assert not r.accepted, f\"{label}: expected rejection but got accepted state={info['state']}\"
assert info['diagnostic'] == expected_diag, f\"{label}: expected diag={expected_diag} got {info['diagnostic']} detail={info['details']}\"
def _check_slot_accounting(k, label):
start_cap = getattr(k, '_start_cap', None)
if start_cap is None:
return
total_rp = sum(k.slot(i).realized_pnl for i in range(k.max_slots))
total_up = sum(k.slot(i).unrealized_pnl for i in range(k.max_slots))
expected = start_cap + total_rp + total_up
actual = k.account.snapshot.capital
diff = abs(actual - expected)
assert diff < 0.01, f\"{label}: accounting mismatch cap={actual} exp={expected} rp={total_rp} upnl={total_up} diff={diff}\"
def _check_open_orders(c, vs):
r = __import__('asyncio').run(c._request_json(
\"GET\", \"/openApi/swap/v2/trade/openOrders\",
{\"symbol\": vs}, signed=True
))
data = r if isinstance(r, list) else (r.get(\"data\") or r.get(\"orders\") or [])
return [o for o in data if isinstance(o, dict)]
async def _verify_full(c, vs):
rs = await _contract_rows(c)
tr = [r for r in rs if str(r.get(\"symbol\",\"\")).upper().replace(\"-\",\"\") == vs.replace(\"-\",\"\").upper()]
ts = sum(abs(float(r.get(\"positionAmt\",r.get(\"positionQty\",0)) or 0)) for r in tr)
flat = ts < 1e-8
oos = _check_open_orders(c, vs)
no_orders = len(oos) == 0
err = \"\"
if not flat: err += f\"pos_open: {tr} \"
if not no_orders: err += f\"open_orders: {oos} \"
return {\"symbol\": vs, \"flat\": flat, \"no_orders\": no_orders, \"error\": err.strip()}
def _build_fresh_kernel_from_slot(slot_data, ic=25000.0):
from prod.clean_arch.dita_v2.rust_backend import _slot_from_payload
cfg = _build_config(ic)
b = build_launcher_bundle(venue_mode=\"BINGX\", max_slots=1, bingx_config=cfg)
k = b.kernel; k.account.snapshot.capital = ic; k.account.snapshot.peak_capital = ic; k.account.snapshot.equity = ic
restored = _slot_from_payload(slot_data)
k.reconcile_from_slots([restored])
class Shim:
def __init__(self, k): self.kernel = k
async def connect(self, initial_capital=0): self.kernel.venue.connect()
async def disconnect(self):
try: self.kernel.venue.disconnect()
except: pass
return RB(runtime=Shim(k), config=cfg)"""
content = content.replace(old_build, new_build)
print("2: build/helpers OK")
# === PART 3: Update _verify to check open orders ===
old_verify = "async def _verify(c, vs):\n rs = await _contract_rows(c)\n tr = [r for r in rs if str(r.get(\"symbol\",\"\")).upper().replace(\"-\",\"\") == vs.replace(\"-\",\"\").upper()]\n ts = sum(abs(float(r.get(\"positionAmt\",r.get(\"positionQty\",0)) or 0)) for r in tr)\n flat = ts < 1e-8\n return VR(symbol=vs, positions_flat=flat, error=\"\" if flat else f\"open: {tr}\")"
new_verify = "async def _verify(c, vs):\n rs = await _contract_rows(c)\n tr = [r for r in rs if str(r.get(\"symbol\",\"\")).upper().replace(\"-\",\"\") == vs.replace(\"-\",\"\").upper()]\n ts = sum(abs(float(r.get(\"positionAmt\",r.get(\"positionQty\",0)) or 0)) for r in tr)\n flat = ts < 1e-8\n oos = _check_open_orders(c, vs)\n no_orders = len(oos) == 0\n err = \"\"\n if not flat: err += f\"pos_open: {tr} \"\n if not no_orders: err += f\"open_orders: {oos} \"\n return VR(symbol=vs, positions_flat=flat and no_orders, error=err.strip())"
content = content.replace(old_verify, new_verify)
print("3: verify OK")
# === PART 4: Replace _run ===
# Find old _run and replace
old_run_pat = "async def _run(bundle, client, body_fn, label, ic):"
# Find the entire old run function bounds
idx = content.index(old_run_pat)
run_end = content.index(" finally:", idx)
run_end = content.index("\n\n", run_end) + 2
new_run = """async def _run(bundle, client, body_fn, label, ic):
k = bundle.runtime.kernel
sym = await _pick_sym(k, client)
snap, vsym = await _snap(client, sym)
await bundle.runtime.connect(initial_capital=ic)
p = float(snap.price)
try:
for si in range(k.max_slots):
if not k.slot(si).is_free():
_flatten(k, sym, p*0.99 if si == 0 else p*1.005, f"{label}-pre-{si}")
await asyncio.sleep(0.3)
k._start_cap = k.account.snapshot.capital
cb = k.account.snapshot.capital
await body_fn(k, sym, p)
ca = k.account.snapshot.capital
assert ca > 0, f"Capital zero: {ca}"
max_change = max(1.0, cb * 0.10)
assert cb - ca < max_change, f"Capital shrunk beyond tolerance: {cb} -> {ca} (limit={max_change})"
total_rp = sum(k.slot(i).realized_pnl for i in range(k.max_slots))
if abs(total_rp) > 0.0001:
assert abs(total_rp) < abs(cb - ca) + 0.01, f"{label}: rp={total_rp} != cap_change={cb-ca}"
for si in range(k.max_slots):
if not k.slot(si).is_free():
_flatten(k, sym, p*0.99 if si == 0 else p*1.005, f"{label}-post-{si}")
await asyncio.sleep(1.0)
_throttle(3.0)
return await _verify(client, vsym)
finally:
await bundle.runtime.disconnect()
"""
content = content[:idx] + new_run + content[run_end:]
print("4: run OK")
with open(fpath, 'w') as f:
f.write(content)
import py_compile
py_compile.compile(fpath, doraise=True)
print("Parts 1-4: Compiles OK")

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[package]
name = "dita-v2-kernel"
version = "0.1.0"
edition = "2021"
[lib]
crate-type = ["cdylib", "rlib"]
[dependencies]
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libc = "0.2"
serde = { version = "1", features = ["derive"] }
serde_json = "1"

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prod/clean_arch/dita_v2/account.py Normal file
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"""Account projection for DITAv2."""
from __future__ import annotations
from dataclasses import dataclass, field
from datetime import datetime
from typing import Any, Dict, Iterable, Optional
import math
from .contracts import TradeSide, TradeSlot, TradeStage
from .utils import safe_float
@dataclass
class AccountSnapshot:
"""Derived account state."""
capital: float
equity: float
realized_pnl: float = 0.0
unrealized_pnl: float = 0.0
open_positions: int = 0
open_notional: float = 0.0
fees_paid: float = 0.0
trade_seq: int = 0
peak_capital: float = 0.0
@property
def leverage(self) -> float:
if self.capital <= 0 or self.open_notional <= 0:
return 0.0
return self.open_notional / self.capital
@dataclass
class AccountProjection:
"""Aggregate account view over all active slots."""
runtime_namespace: str = "dita_v2"
strategy_namespace: str = "dita_v2"
event_namespace: str = "dita_v2"
actor_name: str = "ExecutionKernel"
exec_venue: str = "bingx"
data_venue: str = "binance"
ledger_authority: str = "exchange"
min_capital: float = 0.0
max_capital: Optional[float] = None
snapshot: AccountSnapshot = field(default_factory=lambda: AccountSnapshot(capital=25_000.0, equity=25_000.0))
def observe_slots(self, slots: Iterable[TradeSlot]) -> None:
open_positions = 0
open_notional = 0.0
unrealized_pnl = 0.0
for slot in slots:
if slot.closed or slot.size <= 0:
continue
if slot.fsm_state in {TradeStage.POSITION_OPEN, TradeStage.POSITION_OPENED, TradeStage.ENTRY_WORKING, TradeStage.EXIT_WORKING}:
open_positions += 1
mark = safe_float(slot.entry_price, 0.0)
mark = safe_float(slot.metadata.get("mark_price"), mark)
open_notional += abs(slot.size) * abs(mark)
unrealized_pnl += float(slot.unrealized_pnl or 0.0)
self.snapshot.open_positions = open_positions
self.snapshot.open_notional = open_notional
self.snapshot.unrealized_pnl = unrealized_pnl
self.snapshot.equity = self.snapshot.capital + unrealized_pnl
if not math.isfinite(self.snapshot.equity):
self.snapshot.equity = self.snapshot.capital
if open_notional > 0 and self.snapshot.capital > 0:
self.snapshot.peak_capital = max(self.snapshot.peak_capital, self.snapshot.capital)
def settle(self, realized_pnl: float, fees: float = 0.0) -> None:
realized_pnl = safe_float(realized_pnl, 0.0)
new_capital = safe_float(self.snapshot.capital + realized_pnl, self.snapshot.capital)
if self.max_capital is not None:
new_capital = min(new_capital, self.max_capital)
new_capital = max(self.min_capital, new_capital)
self.snapshot.capital = new_capital
self.snapshot.realized_pnl += realized_pnl
self.snapshot.fees_paid += safe_float(fees, 0.0)
self.snapshot.equity = self.snapshot.capital + self.snapshot.unrealized_pnl
if not math.isfinite(self.snapshot.equity):
self.snapshot.equity = self.snapshot.capital
def to_account_event(
self,
*,
timestamp: datetime,
trade_id: str,
asset: str,
side: TradeSide,
stage: TradeStage,
reason: str,
pnl: float = 0.0,
pnl_pct: float = 0.0,
bars_held: int = 0,
metadata: Optional[Dict[str, Any]] = None,
) -> Dict[str, Any]:
self.snapshot.equity = self.snapshot.capital + self.snapshot.unrealized_pnl
return {
"timestamp": timestamp.isoformat() if hasattr(timestamp, "isoformat") else str(timestamp),
"runtime_namespace": self.runtime_namespace,
"strategy_namespace": self.strategy_namespace,
"event_namespace": self.event_namespace,
"actor_name": self.actor_name,
"exec_venue": self.exec_venue,
"data_venue": self.data_venue,
"ledger_authority": self.ledger_authority,
"capital": float(self.snapshot.capital),
"equity": float(self.snapshot.equity),
"open_positions": int(self.snapshot.open_positions),
"current_open_notional": float(self.snapshot.open_notional),
"current_account_leverage": float(self.snapshot.leverage),
"trade_id": trade_id,
"asset": asset,
"side": side.value,
"reason": reason,
"stage": stage.value,
"pnl": float(pnl),
"pnl_pct": float(pnl_pct),
"bars_held": int(bars_held),
"metadata": dict(metadata or {}),
}

602
prod/clean_arch/dita_v2/bingx_venue.py Normal file
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"""DITAv2 BingX venue adapter.
This is a thin normalization layer over the existing direct BingX execution
surface. It converts BingX REST/account/order payloads into DITAv2
``VenueEvent`` / ``VenueOrder`` objects without reimplementing exchange logic.
"""
from __future__ import annotations
import asyncio
import concurrent.futures
import inspect
import itertools
import re
import threading
from datetime import datetime, timezone
from typing import Any, Iterable, List, Optional
from prod.clean_arch.dita import DecisionAction as LegacyDecisionAction
from prod.clean_arch.dita import Intent as LegacyIntent
from prod.clean_arch.dita import TradeSide as LegacyTradeSide
from prod.bingx.http import BingxHttpError
from .contracts import (
KernelCommandType,
KernelEventKind,
KernelIntent,
TradeSide,
VenueEvent,
VenueEventStatus,
VenueOrder,
VenueOrderStatus,
)
from .utils import json_safe
from .utils import safe_float
from .venue import VenueAdapter
def _row_text(row: dict[str, Any], *keys: str, default: str = "") -> str:
for key in keys:
value = row.get(key)
if value is None:
continue
text = str(value)
if text:
return text
return default
def _row_float(row: dict[str, Any], *keys: str, default: float = 0.0) -> float:
for key in keys:
try:
value = float(row.get(key) or 0.0)
except Exception:
continue
if value == value and value not in (float("inf"), float("-inf")) and value != 0.0:
return value
return default
def _normalize_status(status: str) -> str:
return str(status or "").strip().upper()
def _trade_side_from_row(row: dict[str, Any], *, fallback: TradeSide = TradeSide.FLAT) -> TradeSide:
side_raw = _row_text(row, "side", "positionSide", default="").upper()
signed_qty = _row_float(row, "positionAmt", "positionQty", "positionSize", "quantity", "pa", default=0.0)
if side_raw in {"BUY", "LONG"}:
return TradeSide.LONG
if side_raw in {"SELL", "SHORT"}:
return TradeSide.SHORT
if signed_qty < 0:
return TradeSide.SHORT
if signed_qty > 0:
return TradeSide.LONG
return fallback
def _venue_event_status_from_row(status: str) -> VenueEventStatus:
normalized = _normalize_status(status)
if normalized in {"NEW", "ACKED", "PENDING", "CREATED"}:
return VenueEventStatus.ACKED
if normalized in {"RATE_LIMITED", "THROTTLED"}:
return VenueEventStatus.RATE_LIMITED
if normalized in {"PARTIALLY_FILLED", "PARTIAL_FILL"}:
return VenueEventStatus.PARTIALLY_FILLED
if normalized in {"FILLED", "FULL_FILL"}:
return VenueEventStatus.FILLED
if normalized in {"CANCELED", "CANCELLED", "EXPIRED"}:
return VenueEventStatus.CANCELED
if normalized in {"REJECTED", "FAILED"}:
return VenueEventStatus.REJECTED
if normalized in {"CANCEL_REJECTED", "CANCEL_REJECT"}:
return VenueEventStatus.CANCELED_REJECTED
return VenueEventStatus.ACKED
def _venue_order_status_from_row(status: str) -> VenueOrderStatus:
normalized = _normalize_status(status)
if normalized in {"NEW", "ACKED", "PENDING", "CREATED"}:
return VenueOrderStatus.NEW
if normalized in {"RATE_LIMITED", "THROTTLED"}:
return VenueOrderStatus.NEW
if normalized in {"PARTIALLY_FILLED", "PARTIAL_FILL"}:
return VenueOrderStatus.PARTIALLY_FILLED
if normalized in {"FILLED", "FULL_FILL"}:
return VenueOrderStatus.FILLED
if normalized in {"CANCELED", "CANCELLED", "EXPIRED"}:
return VenueOrderStatus.CANCELED
if normalized in {"REJECTED", "FAILED"}:
return VenueOrderStatus.REJECTED
return VenueOrderStatus.NEW
def _position_qty(row: dict[str, Any]) -> float:
qty = _row_float(row, "positionAmt", "positionQty", "positionSize", "quantity", "pa", default=0.0)
if qty != 0.0:
return abs(qty)
return abs(_row_float(row, "executedQty", "filledQty", "z", default=0.0))
def _position_price(row: dict[str, Any]) -> float:
return _row_float(row, "entryPrice", "avgPrice", "avgEntryPrice", "ep", "ap", "price", "lastFillPrice", "tradePrice")
def _mapping_for_snapshot(rows: Iterable[dict[str, Any]]) -> dict[str, dict[str, Any]]:
mapping: dict[str, dict[str, Any]] = {}
for row in rows:
client_id = _row_text(row, "clientOrderID", "clientOrderId", default="")
order_id = _row_text(row, "orderId", "orderID", "id", default="")
key = client_id or order_id
if key:
mapping[key] = dict(row)
if order_id and order_id not in mapping:
mapping[order_id] = dict(row)
return mapping
def _venue_order_from_row(
row: dict[str, Any],
*,
internal_trade_id: str = "",
fallback_side: TradeSide = TradeSide.FLAT,
) -> VenueOrder:
side = _trade_side_from_row(row, fallback=fallback_side)
client_id = _row_text(row, "clientOrderID", "clientOrderId", default="")
order_id = _row_text(row, "orderId", "orderID", "id", default="")
intended = _row_float(row, "origQty", "quantity", "q", "positionAmt", "positionQty", default=0.0)
if intended <= 0:
intended = _position_qty(row)
return VenueOrder(
internal_trade_id=internal_trade_id or client_id or order_id,
venue_order_id=order_id,
venue_client_id=client_id,
side=side,
intended_size=abs(float(intended or 0.0)),
filled_size=abs(_row_float(row, "executedQty", "filledQty", "z", "lastFilledQty", default=0.0)),
average_fill_price=_position_price(row),
status=_venue_order_status_from_row(_row_text(row, "status", "X", default="NEW")),
metadata={"raw": dict(row)},
)
def _event_id(seq: itertools.count) -> str:
return f"EV-{next(seq):08d}"
def _rate_limit_retry_after_ms(row: dict[str, Any]) -> int:
raw_retry = row.get("retryAfter") or row.get("retry_after_ms") or row.get("retryAfterMs")
if raw_retry is None:
msg = _row_text(row, "msg", "message", default="")
match = re.search(r"unblocked after (\d+)", msg)
if match:
try:
ts = int(match.group(1))
now_ms = int(datetime.now(timezone.utc).timestamp() * 1000)
return max(0, ts - now_ms)
except Exception:
return 0
return 0
try:
return max(0, int(float(raw_retry)))
except Exception:
return 0
class BingxVenueAdapter(VenueAdapter):
"""Normalizes BingX execution responses into DITAv2 venue events."""
# Shared thread-pool executor reused across all adapter instances and
# all calls. Threads are created once and recycled, eliminating the
# per-call creation/destruction overhead of the old pattern.
_EXECUTOR: concurrent.futures.ThreadPoolExecutor | None = None
_EXECUTOR_LOCK: threading.Lock = threading.Lock()
@classmethod
def _get_executor(cls) -> concurrent.futures.ThreadPoolExecutor:
if cls._EXECUTOR is None:
with cls._EXECUTOR_LOCK:
if cls._EXECUTOR is None:
# max_workers=3 so three concurrent HTTP calls (balance,
# positions, openOrders) can proceed simultaneously without
# serialising on the pool.
cls._EXECUTOR = concurrent.futures.ThreadPoolExecutor(
max_workers=3,
thread_name_prefix="bingx_adapter",
)
return cls._EXECUTOR
def __init__(self, backend: Any | None = None, *, config: Any | None = None) -> None:
if backend is None:
if config is None:
raise ValueError("BingxVenueAdapter requires a backend or config")
from prod.clean_arch.adapters.bingx_direct import BingxDirectExecutionAdapter
backend = BingxDirectExecutionAdapter(config)
self.backend = backend
self._event_seq = itertools.count(1)
# Thread-safe snapshot cache — reads from a snapshot may arrive from
# the kernel thread while _backend_snapshot writes from the pool thread.
self._snap_lock = threading.Lock()
self._last_snapshot = None
self._snapshot_ready = threading.Event()
self._snapshot_ready.set() # initially ready (no pending write)
def _run(self, result: Any) -> Any:
if inspect.isawaitable(result):
try:
asyncio.get_running_loop()
except RuntimeError:
return asyncio.run(result)
# Inside a running event loop: submit to the shared singleton
# executor so threads are reused across calls.
pool = self._get_executor()
return pool.submit(asyncio.run, result).result()
return result
def _call_backend(self, method_name: str, *args: Any, **kwargs: Any) -> Any:
method = getattr(self.backend, method_name, None)
if method is None:
raise AttributeError(f"backend has no method {method_name}")
return self._run(method(*args, **kwargs))
def _backend_snapshot(self, *, include_history: bool = False, timeout_ms: float = 5000.0):
"""Fetch a fresh snapshot from the backend and cache it thread-safely.
Design (industry best-practice reader-writer pattern):
- A caller that needs a fresh snapshot *waits* on ``_snapshot_ready``
before reading, so it never sees a stale partial write.
- While a snapshot fetch is in-flight, the lock is cleared; concurrent
callers block on ``_snapshot_ready`` with a timeout. If the fetch
succeeds in time they get the fresh snapshot; if it times out they
fall back to ``_last_snapshot`` (an eventually-consistent design —
stale data that *was* consistent is safer than no data).
- The write is guarded by ``_snap_lock`` so concurrent writes are
serialised and ``_last_snapshot`` is never partially assigned.
"""
if not self._snapshot_ready.wait(timeout=timeout_ms / 1000.0):
# Timeout waiting for a previous snapshot write — return the
# last-known-good snapshot rather than blocking the caller.
with self._snap_lock:
return self._last_snapshot
self._snapshot_ready.clear()
try:
snapshot = self._call_backend("refresh_state", None, include_history=include_history)
except Exception:
self._snapshot_ready.set()
raise
with self._snap_lock:
self._last_snapshot = snapshot
self._snapshot_ready.set()
return snapshot
@staticmethod
def _legacy_intent(intent: KernelIntent) -> LegacyIntent:
action = LegacyDecisionAction.ENTER if intent.action == KernelCommandType.ENTER else LegacyDecisionAction.EXIT
side = LegacyTradeSide.SHORT if intent.side == TradeSide.SHORT else LegacyTradeSide.LONG
metadata = dict(intent.metadata)
metadata["_order_type"] = getattr(intent, "order_type", "MARKET")
metadata["_limit_price"] = float(getattr(intent, "limit_price", 0.0) or 0.0)
return LegacyIntent(
timestamp=intent.timestamp,
trade_id=intent.trade_id,
decision_id=intent.intent_id,
asset=intent.asset,
action=action,
side=side,
reason=intent.reason,
target_size=float(intent.target_size),
leverage=float(intent.leverage),
reference_price=float(intent.reference_price),
confidence=1.0,
bars_held=0,
exit_leg_ratios=tuple(intent.exit_leg_ratios or (1.0,)),
metadata=metadata,
)
def connect(self) -> bool:
result = getattr(self.backend, "connect", None)
if result is not None:
self._run(result())
self._backend_snapshot(include_history=True)
return True
def cancel(self, order: VenueOrder, *, reason: str = "") -> List[VenueEvent]:
snapshot_before = self._backend_snapshot(include_history=True)
response = None
if hasattr(self.backend, "cancel_order"):
response = self._call_backend("cancel_order", order, reason=reason)
elif hasattr(self.backend, "cancel"):
response = self._call_backend("cancel", order, reason=reason)
else:
client = getattr(self.backend, "_client", None)
instrument_symbol = ""
if hasattr(self.backend, "_instrument_venue_symbol"):
asset = str(order.metadata.get("asset") or "")
if not asset:
slot_id = int(order.metadata.get("slot_id", 0) or 0)
if hasattr(self, "_kernel_ref") and self._kernel_ref is not None:
try:
asset = self._kernel_ref.slot(slot_id).asset
except Exception:
pass
if not asset:
asset = str(order.metadata.get("asset") or "")
instrument_symbol = str(self.backend._instrument_venue_symbol(asset)) if asset else ""
if client is None or not instrument_symbol:
raise RuntimeError("backend does not expose a cancel surface")
params = {"symbol": instrument_symbol}
if order.venue_order_id:
params["orderId"] = order.venue_order_id
else:
params["clientOrderId"] = order.venue_client_id
try:
response = self._run(client.signed_delete("/openApi/swap/v2/trade/order", params))
except BingxHttpError as exc:
response = {"status": "REJECTED", "msg": str(exc), "orderId": order.venue_order_id, "clientOrderId": order.venue_client_id}
snapshot_after = self._backend_snapshot(include_history=True)
return self._events_from_cancel(order, response, snapshot_before, snapshot_after, reason=reason)
def open_orders(self) -> List[VenueOrder]:
snapshot = self._backend_snapshot(include_history=False)
return [_venue_order_from_row(row) for row in (snapshot.open_orders or [])]
def open_positions(self) -> List[dict[str, Any]]:
snapshot = self._backend_snapshot(include_history=False)
return [dict(row) for row in (snapshot.open_positions or {}).values()]
def reconcile(self) -> List[VenueEvent]:
snapshot = self._backend_snapshot(include_history=True)
return self._events_from_snapshot(snapshot)
def submit(self, intent: KernelIntent) -> List[VenueEvent]:
snapshot_before = self._backend_snapshot(include_history=True)
receipt = self._call_backend("submit_intent", self._legacy_intent(intent))
snapshot_after = self._backend_snapshot(include_history=True)
return self._events_from_submit(intent, receipt, snapshot_before, snapshot_after)
def _events_from_submit(self, intent: KernelIntent, receipt: Any, before, after) -> List[VenueEvent]: # noqa: ANN001
ack_row = dict(getattr(receipt, "raw_ack", {}) or {})
status = _normalize_status(getattr(receipt, "status", "") or _row_text(ack_row, "status", default="NEW"))
order_id = _row_text(ack_row, "orderId", "orderID", default=str(getattr(receipt, "order_id", "") or ""))
client_order_id = _row_text(ack_row, "clientOrderID", "clientOrderId", default=str(getattr(receipt, "client_order_id", "") or intent.intent_id))
if status in {"RATE_LIMITED", "THROTTLED"}:
return [
VenueEvent(
timestamp=getattr(receipt, "timestamp", datetime.now(timezone.utc)),
event_id=_event_id(self._event_seq),
trade_id=intent.trade_id,
slot_id=intent.slot_id,
kind=KernelEventKind.RATE_LIMITED,
status=VenueEventStatus.RATE_LIMITED,
venue_order_id=order_id,
venue_client_id=client_order_id,
side=intent.side,
asset=intent.asset,
price=safe_float(getattr(receipt, "price", 0.0), 0.0),
size=float(intent.target_size or 0.0),
filled_size=0.0,
remaining_size=float(intent.target_size or 0.0),
reason=_row_text(ack_row, "msg", "message", default="BINGX_RATE_LIMITED"),
raw_payload=ack_row or json_safe(receipt),
metadata={"intent_id": intent.intent_id, "action": intent.action.value, "retry_after_ms": _rate_limit_retry_after_ms(ack_row)},
)
]
base_event = VenueEvent(
timestamp=getattr(receipt, "timestamp", datetime.now(timezone.utc)),
event_id=_event_id(self._event_seq),
trade_id=intent.trade_id,
slot_id=intent.slot_id,
kind=KernelEventKind.ORDER_ACK,
status=VenueEventStatus.ACKED,
venue_order_id=order_id,
venue_client_id=client_order_id,
side=intent.side,
asset=intent.asset,
price=safe_float(getattr(receipt, "price", 0.0), 0.0),
size=float(intent.target_size or 0.0),
filled_size=0.0,
remaining_size=float(intent.target_size or 0.0),
reason="",
raw_payload=ack_row or json_safe(receipt),
metadata={"intent_id": intent.intent_id, "action": intent.action.value},
)
if status in {"REJECTED", "FAILED"}:
return [
VenueEvent(
**{**base_event.__dict__, "event_id": _event_id(self._event_seq), "kind": KernelEventKind.ORDER_REJECT, "status": VenueEventStatus.REJECTED, "reason": _row_text(ack_row, "msg", "message", default="BINGX_ORDER_REJECTED")},
)
]
events = [base_event]
fill_status = _venue_event_status_from_row(status)
filled_size = _row_float(ack_row, "executedQty", "cumFilledQty", "filledQty", "lastFilledQty", default=0.0)
snapshot_fill_size = self._filled_size_from_snapshots(before, after, intent.asset)
if filled_size <= 0:
filled_size = snapshot_fill_size
emit_fill = fill_status in {VenueEventStatus.PARTIALLY_FILLED, VenueEventStatus.FILLED} or snapshot_fill_size > 0.0
if emit_fill:
if filled_size <= 0:
filled_size = float(intent.target_size or 0.0)
remaining_size = max(0.0, float(intent.target_size or 0.0) - float(filled_size))
fill_kind = KernelEventKind.FULL_FILL if fill_status == VenueEventStatus.FILLED or remaining_size <= 1e-12 else KernelEventKind.PARTIAL_FILL
events.append(
VenueEvent(
timestamp=base_event.timestamp,
event_id=_event_id(self._event_seq),
trade_id=intent.trade_id,
slot_id=intent.slot_id,
kind=fill_kind,
status=VenueEventStatus.FILLED if fill_kind == KernelEventKind.FULL_FILL else VenueEventStatus.PARTIALLY_FILLED,
venue_order_id=order_id,
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),
size=float(intent.target_size or 0.0),
filled_size=float(filled_size),
remaining_size=float(remaining_size),
reason="",
raw_payload=ack_row or json_safe(receipt),
metadata={"intent_id": intent.intent_id, "action": intent.action.value},
)
)
return events
def _events_from_cancel(self, order: VenueOrder, response: Any, before, after, *, reason: str = "") -> List[VenueEvent]: # noqa: ANN001
raw = response if isinstance(response, dict) else {}
status = _normalize_status(_row_text(raw, "status", default="CANCELED"))
if status in {"RATE_LIMITED", "THROTTLED"}:
return [
VenueEvent(
timestamp=datetime.now(timezone.utc),
event_id=_event_id(self._event_seq),
trade_id=order.internal_trade_id or order.venue_client_id,
slot_id=int(order.metadata.get("slot_id", 0) or 0),
kind=KernelEventKind.RATE_LIMITED,
status=VenueEventStatus.RATE_LIMITED,
venue_order_id=order.venue_order_id,
venue_client_id=order.venue_client_id,
side=order.side,
asset=str(order.metadata.get("asset") or ""),
price=safe_float(_row_float(raw, "avgPrice", "ap", "price", "lastFillPrice", default=order.average_fill_price), 0.0),
size=float(order.intended_size or 0.0),
filled_size=float(order.filled_size or 0.0),
remaining_size=float(order.remaining_size),
reason=reason or _row_text(raw, "msg", "message", default="BINGX_RATE_LIMITED"),
raw_payload=raw or {"orderId": order.venue_order_id, "clientOrderId": order.venue_client_id, "status": status or "RATE_LIMITED"},
metadata={**dict(order.metadata), "retry_after_ms": _rate_limit_retry_after_ms(raw)},
)
]
event_status = _venue_event_status_from_row(status)
kind = KernelEventKind.CANCEL_ACK if event_status == VenueEventStatus.CANCELED else KernelEventKind.CANCEL_REJECT
if event_status == VenueEventStatus.CANCELED_REJECTED:
kind = KernelEventKind.CANCEL_REJECT
return [
VenueEvent(
timestamp=datetime.now(timezone.utc),
event_id=_event_id(self._event_seq),
trade_id=order.internal_trade_id or order.venue_client_id,
slot_id=int(order.metadata.get("slot_id", 0) or 0),
kind=kind,
status=event_status,
venue_order_id=order.venue_order_id,
venue_client_id=order.venue_client_id,
side=order.side,
asset=str(order.metadata.get("asset") or ""),
price=safe_float(_row_float(raw, "avgPrice", "ap", "price", "lastFillPrice", default=order.average_fill_price), 0.0),
size=float(order.intended_size or 0.0),
filled_size=float(order.filled_size or 0.0),
remaining_size=float(order.remaining_size),
reason=reason or _row_text(raw, "msg", "message", default="BINGX_CANCEL_ACK" if kind == KernelEventKind.CANCEL_ACK else "BINGX_CANCEL_REJECT"),
raw_payload=raw or {"orderId": order.venue_order_id, "clientOrderId": order.venue_client_id, "status": status or event_status.value},
metadata=dict(order.metadata),
)
]
def _events_from_snapshot(self, snapshot: Any) -> List[VenueEvent]: # noqa: ANN001
events: list[VenueEvent] = []
seen: set[tuple[str, str, str]] = set()
for row in getattr(snapshot, "open_orders", []) or []:
if not isinstance(row, dict):
continue
event = self._event_from_row(row, slot_id=0)
key = (event.venue_client_id, event.venue_order_id, event.kind.value)
if key not in seen:
seen.add(key)
events.append(event)
for row in getattr(snapshot, "all_orders", []) or []:
if not isinstance(row, dict):
continue
event = self._event_from_row(row, slot_id=0)
key = (event.venue_client_id, event.venue_order_id, event.kind.value)
if key not in seen:
seen.add(key)
events.append(event)
for row in getattr(snapshot, "all_fills", []) or []:
if not isinstance(row, dict):
continue
event = self._fill_event_from_row(row)
key = (event.venue_client_id, event.venue_order_id, event.kind.value)
if key not in seen:
seen.add(key)
events.append(event)
return events
def _event_from_row(self, row: dict[str, Any], *, slot_id: int) -> VenueEvent:
status = _normalize_status(_row_text(row, "status", "X", default="NEW"))
event_status = _venue_event_status_from_row(status)
kind = {
VenueEventStatus.ACKED: KernelEventKind.ORDER_ACK,
VenueEventStatus.PARTIALLY_FILLED: KernelEventKind.PARTIAL_FILL,
VenueEventStatus.FILLED: KernelEventKind.FULL_FILL,
VenueEventStatus.CANCELED: KernelEventKind.CANCEL_ACK,
VenueEventStatus.REJECTED: KernelEventKind.ORDER_REJECT,
VenueEventStatus.CANCELED_REJECTED: KernelEventKind.CANCEL_REJECT,
VenueEventStatus.RATE_LIMITED: KernelEventKind.RATE_LIMITED,
}.get(event_status, KernelEventKind.ORDER_ACK)
size = _row_float(row, "origQty", "quantity", "q", "positionAmt", default=0.0)
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
return VenueEvent(
timestamp=datetime.now(timezone.utc),
event_id=_event_id(self._event_seq),
trade_id=_row_text(row, "tradeId", "trade_id", default=_row_text(row, "clientOrderId", "clientOrderID", default="")),
slot_id=slot_id,
kind=kind,
status=event_status,
venue_order_id=_row_text(row, "orderId", "orderID", "id", default=""),
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),
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))),
reason=_row_text(row, "msg", "message", default=""),
raw_payload=dict(row),
metadata={"source": "bingx"},
)
def _fill_event_from_row(self, row: dict[str, Any]) -> VenueEvent:
status = _normalize_status(_row_text(row, "status", "X", default="FILLED"))
event_status = _venue_event_status_from_row(status)
kind = KernelEventKind.FULL_FILL if event_status == VenueEventStatus.FILLED else KernelEventKind.PARTIAL_FILL
return VenueEvent(
timestamp=datetime.now(timezone.utc),
event_id=_event_id(self._event_seq),
trade_id=_row_text(row, "tradeId", "trade_id", default=_row_text(row, "clientOrderId", "clientOrderID", default="")),
slot_id=0,
kind=kind,
status=event_status,
venue_order_id=_row_text(row, "orderId", "orderID", "id", default=""),
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),
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))),
reason=_row_text(row, "msg", "message", default=""),
raw_payload=dict(row),
metadata={"source": "bingx"},
)
@staticmethod
def _filled_size_from_snapshots(before: Any, after: Any, asset: str) -> float: # noqa: ANN001
def _lookup(snapshot: Any) -> float:
positions = getattr(snapshot, "open_positions", {}) or {}
for key, row in positions.items():
symbol = _row_text(row, "symbol", default=str(key))
if symbol.replace("-", "").replace("_", "").upper() == asset.replace("-", "").replace("_", "").upper():
return _position_qty(row)
return 0.0
before_qty = _lookup(before)
after_qty = _lookup(after)
diff = abs(before_qty - after_qty)
return diff

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prod/clean_arch/dita_v2/contracts.py Normal file
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"""Canonical v2 contracts for the DITAv2 execution kernel."""
from __future__ import annotations
from dataclasses import dataclass, field
from datetime import datetime
from enum import Enum
from typing import Any, Dict, Mapping, Optional, Sequence, Tuple
class TradeSide(str, Enum):
"""Trade side."""
LONG = "LONG"
SHORT = "SHORT"
FLAT = "FLAT"
class TradeStage(str, Enum):
"""Execution stage for a trade slot."""
IDLE = "IDLE"
DECISION_CREATED = "DECISION_CREATED"
INTENT_CREATED = "INTENT_CREATED"
ORDER_REQUESTED = "ORDER_REQUESTED"
ORDER_SENT = "ORDER_SENT"
ORDER_ACKED = "ORDER_ACKED"
ORDER_REJECTED = "ORDER_REJECTED"
ENTRY_WORKING = "ENTRY_WORKING"
PARTIAL_FILL = "PARTIAL_FILL"
POSITION_OPENED = "POSITION_OPENED"
POSITION_OPEN = "POSITION_OPEN"
EXIT_REQUESTED = "EXIT_REQUESTED"
EXIT_SENT = "EXIT_SENT"
EXIT_ACKED = "EXIT_ACKED"
EXIT_REJECTED = "EXIT_REJECTED"
EXIT_WORKING = "EXIT_WORKING"
POSITION_PARTIALLY_CLOSED = "POSITION_PARTIALLY_CLOSED"
POSITION_CLOSED = "POSITION_CLOSED"
CLOSED = "CLOSED"
TRADE_TERMINAL_WRITTEN = "TRADE_TERMINAL_WRITTEN"
STALE_STATE_RECONCILING = "STALE_STATE_RECONCILING"
class KernelCommandType(str, Enum):
"""Kernel command types."""
ENTER = "ENTER"
EXIT = "EXIT"
MARK_PRICE = "MARK_PRICE"
RECONCILE = "RECONCILE"
CONTROL = "CONTROL"
CANCEL = "CANCEL"
class KernelEventKind(str, Enum):
"""Normalized venue event kinds."""
ORDER_ACK = "ORDER_ACK"
ORDER_REJECT = "ORDER_REJECT"
RATE_LIMITED = "RATE_LIMITED"
PARTIAL_FILL = "PARTIAL_FILL"
FULL_FILL = "FULL_FILL"
CANCEL_ACK = "CANCEL_ACK"
CANCEL_REJECT = "CANCEL_REJECT"
MARK_PRICE = "MARK_PRICE"
RECONCILE = "RECONCILE"
CONTROL = "CONTROL"
class KernelDiagnosticCode(str, Enum):
"""Structured diagnostic codes emitted by the kernel."""
OK = "OK"
RATE_LIMITED = "RATE_LIMITED"
INVALID_SLOT_ID = "INVALID_SLOT_ID"
UNSUPPORTED_INTENT = "UNSUPPORTED_INTENT"
SLOT_BUSY = "SLOT_BUSY"
NO_OPEN_POSITION = "NO_OPEN_POSITION"
NO_ACTIVE_EXIT_ORDER = "NO_ACTIVE_EXIT_ORDER"
UNKNOWN_EVENT_KIND = "UNKNOWN_EVENT_KIND"
ORDER_REJECTED = "ORDER_REJECTED"
ENTRY_ORDER_REJECTED = "ENTRY_ORDER_REJECTED"
EXIT_ORDER_REJECTED = "EXIT_ORDER_REJECTED"
CANCEL_REJECTED = "CANCEL_REJECTED"
STALE_STATE_RECONCILE = "STALE_STATE_RECONCILE"
RECONCILED = "RECONCILED"
DUPLICATE_EVENT = "DUPLICATE_EVENT"
UNRESOLVED_SLOT = "UNRESOLVED_SLOT"
INVALID_TRANSITION = "INVALID_TRANSITION"
TERMINAL_STATE = "TERMINAL_STATE"
class KernelSeverity(str, Enum):
"""Severity classification for kernel outcomes."""
INFO = "INFO"
WARNING = "WARNING"
ERROR = "ERROR"
CRITICAL = "CRITICAL"
class VenueOrderStatus(str, Enum):
"""Order status surface mirrored from venue truth."""
NEW = "NEW"
ACKED = "ACKED"
PARTIALLY_FILLED = "PARTIALLY_FILLED"
FILLED = "FILLED"
CANCELED = "CANCELED"
REJECTED = "REJECTED"
class VenueEventStatus(str, Enum):
"""Status alias for normalized venue events."""
ACKED = "ACKED"
REJECTED = "REJECTED"
RATE_LIMITED = "RATE_LIMITED"
PARTIALLY_FILLED = "PARTIALLY_FILLED"
FILLED = "FILLED"
CANCELED = "CANCELED"
CANCELED_REJECTED = "CANCEL_REJECTED"
@dataclass(frozen=True)
class VenueOrder:
"""Venue-specific order identity and fill state."""
internal_trade_id: str
venue_order_id: str
venue_client_id: str
side: TradeSide
intended_size: float
filled_size: float = 0.0
average_fill_price: float = 0.0
status: VenueOrderStatus = VenueOrderStatus.NEW
metadata: Dict[str, Any] = field(default_factory=dict)
@property
def remaining_size(self) -> float:
return max(0.0, float(self.intended_size) - float(self.filled_size))
@dataclass
class TradeSlot:
"""A single execution slot managed by the v2 kernel."""
slot_id: int
trade_id: str = ""
asset: str = ""
side: TradeSide = TradeSide.FLAT
entry_price: float = 0.0
size: float = 0.0
initial_size: float = 0.0
leverage: float = 0.0
entry_time: Optional[datetime] = None
unrealized_pnl: float = 0.0
realized_pnl: float = 0.0
closed: bool = False
exit_leg_ratios: Tuple[float, ...] = (1.0,)
active_leg_index: int = 0
active_exit_order: Optional[VenueOrder] = None
active_entry_order: Optional[VenueOrder] = None
fsm_state: TradeStage = TradeStage.IDLE
close_reason: str = ""
last_event_time: Optional[datetime] = None
seen_event_ids: Tuple[str, ...] = ()
metadata: Dict[str, Any] = field(default_factory=dict)
def is_free(self) -> bool:
return self.fsm_state in {TradeStage.IDLE, TradeStage.CLOSED} and float(self.size or 0.0) <= 0.0 and not self.active_entry_order and not self.active_exit_order
def is_open(self) -> bool:
return self.fsm_state in {
TradeStage.ENTRY_WORKING,
TradeStage.POSITION_OPENED,
TradeStage.POSITION_OPEN,
TradeStage.EXIT_WORKING,
} and not self.closed
def mark_price(self, price: float) -> None:
if price is None or price != price or price <= 0:
return
self.entry_price = self.entry_price or price
if self.entry_price <= 0 or self.size <= 0:
self.unrealized_pnl = 0.0
return
delta = (price - self.entry_price) / self.entry_price
if self.side == TradeSide.SHORT:
delta = -delta
self.unrealized_pnl = delta * self.size * self.entry_price * self.leverage
def next_exit_ratio(self) -> float:
if self.active_leg_index < len(self.exit_leg_ratios):
ratio = float(self.exit_leg_ratios[self.active_leg_index])
return max(0.0, min(1.0, ratio))
return 1.0
def consume_exit_leg(self) -> float:
ratio = self.next_exit_ratio()
self.active_leg_index = min(self.active_leg_index + 1, max(len(self.exit_leg_ratios), 1))
return ratio
def remaining_size(self) -> float:
return max(0.0, float(self.size))
def attach_entry_order(self, order: VenueOrder) -> None:
self.active_entry_order = order
def attach_exit_order(self, order: VenueOrder) -> None:
self.active_exit_order = order
def to_dict(self) -> Dict[str, Any]:
def _order_dict(order: Optional[VenueOrder]) -> Optional[Dict[str, Any]]:
if order is None:
return None
return {
"internal_trade_id": order.internal_trade_id,
"venue_order_id": order.venue_order_id,
"venue_client_id": order.venue_client_id,
"side": order.side.value,
"intended_size": float(order.intended_size or 0.0),
"filled_size": float(order.filled_size or 0.0),
"average_fill_price": float(order.average_fill_price or 0.0),
"status": order.status.value,
"metadata": dict(order.metadata),
}
return {
"slot_id": self.slot_id,
"trade_id": self.trade_id,
"asset": self.asset,
"side": self.side.value,
"entry_price": float(self.entry_price or 0.0),
"size": float(self.size or 0.0),
"initial_size": float(self.initial_size or 0.0),
"leverage": float(self.leverage or 0.0),
"entry_time": self.entry_time.isoformat() if hasattr(self.entry_time, "isoformat") else None,
"unrealized_pnl": float(self.unrealized_pnl or 0.0),
"realized_pnl": float(self.realized_pnl or 0.0),
"closed": bool(self.closed),
"exit_leg_ratios": [float(r) for r in self.exit_leg_ratios],
"active_leg_index": int(self.active_leg_index or 0),
"active_exit_order": _order_dict(self.active_exit_order),
"active_entry_order": _order_dict(self.active_entry_order),
"fsm_state": self.fsm_state.value,
"close_reason": self.close_reason,
"last_event_time": self.last_event_time.isoformat() if hasattr(self.last_event_time, "isoformat") else None,
"seen_event_ids": list(self.seen_event_ids),
"metadata": dict(self.metadata),
}
@dataclass(frozen=True)
class KernelIntent:
"""Command emitted by the algo and written to the hot-path intent region."""
timestamp: datetime
intent_id: str
trade_id: str
slot_id: int
asset: str
side: TradeSide
action: KernelCommandType
reference_price: float
target_size: float
leverage: float
exit_leg_ratios: Tuple[float, ...] = (1.0,)
reason: str = ""
metadata: Dict[str, Any] = field(default_factory=dict)
stage: TradeStage = TradeStage.INTENT_CREATED
order_type: str = "MARKET"
limit_price: float = 0.0
@dataclass(frozen=True)
class VenueEvent:
"""Normalized venue truth mapped into DITAv2 semantics."""
timestamp: datetime
event_id: str
trade_id: str
slot_id: int
kind: KernelEventKind
status: VenueEventStatus
venue_order_id: str = ""
venue_client_id: str = ""
side: TradeSide = TradeSide.FLAT
asset: str = ""
price: float = 0.0
size: float = 0.0
filled_size: float = 0.0
remaining_size: float = 0.0
reason: str = ""
raw_payload: Dict[str, Any] = field(default_factory=dict)
metadata: Dict[str, Any] = field(default_factory=dict)
@dataclass(frozen=True)
class KernelTransition:
"""Durable kernel transition used for debug journaling."""
timestamp: datetime
trade_id: str
slot_id: int
prev_state: TradeStage
next_state: TradeStage
trigger: str
intent_id: str = ""
event_id: str = ""
control_mode: str = ""
control_verbosity: str = ""
details: Dict[str, Any] = field(default_factory=dict)
@dataclass(frozen=True)
class KernelOutcome:
"""Result of applying a command or venue event."""
accepted: bool
slot_id: int
trade_id: str
state: TradeStage
diagnostic_code: KernelDiagnosticCode = KernelDiagnosticCode.OK
severity: KernelSeverity = KernelSeverity.INFO
transitions: Tuple[KernelTransition, ...] = ()
emitted_events: Tuple[VenueEvent, ...] = ()
details: Dict[str, Any] = field(default_factory=dict)

217
prod/clean_arch/dita_v2/control.py Normal file
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"""Runtime control plane for DITAv2."""
from __future__ import annotations
from dataclasses import asdict, dataclass, replace
from enum import Enum
import os
import threading
import time
from typing import Any, Dict, Mapping, Optional, Protocol
from .utils import json_safe
class KernelMode(str, Enum):
NORMAL = "NORMAL"
DEBUG = "DEBUG"
class KernelVerbosity(str, Enum):
QUIET = "QUIET"
VERBOSE = "VERBOSE"
TRACE = "TRACE"
class BackendMode(str, Enum):
MOCK = "MOCK"
BINGX = "BINGX"
@dataclass(frozen=True)
class KernelControlSnapshot:
"""Control plane state shared across the kernel."""
mode: KernelMode = KernelMode.NORMAL
verbosity: KernelVerbosity = KernelVerbosity.QUIET
backend_mode: BackendMode = BackendMode.MOCK
debug_clickhouse_enabled: bool = True
trace_transitions: bool = False
mirror_to_hazelcast: bool = True
active_slot_limit: int = 10
reconcile_on_restart: bool = True
runtime_namespace: str = "dita_v2"
strategy_namespace: str = "dita_v2"
event_namespace: str = "dita_v2"
actor_name: str = "ExecutionKernel"
exec_venue: str = "bingx"
data_venue: str = "binance"
ledger_authority: str = "exchange"
mock_fidelity_mode: str = "bingx_exact_shape"
def as_dict(self) -> Dict[str, Any]:
return dict(asdict(self))
@dataclass(frozen=True)
class ControlUpdate:
"""Partial update to the control plane."""
mode: Optional[KernelMode] = None
verbosity: Optional[KernelVerbosity] = None
backend_mode: Optional[BackendMode] = None
debug_clickhouse_enabled: Optional[bool] = None
trace_transitions: Optional[bool] = None
mirror_to_hazelcast: Optional[bool] = None
active_slot_limit: Optional[int] = None
reconcile_on_restart: Optional[bool] = None
runtime_namespace: Optional[str] = None
strategy_namespace: Optional[str] = None
event_namespace: Optional[str] = None
actor_name: Optional[str] = None
exec_venue: Optional[str] = None
data_venue: Optional[str] = None
ledger_authority: Optional[str] = None
mock_fidelity_mode: Optional[str] = None
def apply(self, snapshot: KernelControlSnapshot) -> KernelControlSnapshot:
payload = {
key: value
for key, value in asdict(self).items()
if value is not None
}
return replace(snapshot, **payload)
class ControlPlane(Protocol):
"""Kernel control plane interface."""
def read(self) -> KernelControlSnapshot:
...
def update(self, update: ControlUpdate) -> KernelControlSnapshot:
...
def mirror(self) -> Mapping[str, Any]:
...
def wait(self, timeout_ms: int = 1000) -> bool:
...
def notify(self) -> None:
...
class InMemoryControlPlane:
"""Local control plane used for tests and the Python prototype."""
def __init__(self, snapshot: Optional[KernelControlSnapshot] = None):
self._snapshot = snapshot or KernelControlSnapshot()
self._mirror: Dict[str, Any] = {}
self._seq = 0
self._observed_seq = 0
self._signal = threading.Condition()
def read(self) -> KernelControlSnapshot:
return self._snapshot
def update(self, update: ControlUpdate) -> KernelControlSnapshot:
with self._signal:
self._snapshot = update.apply(self._snapshot)
self._mirror = self._snapshot.as_dict()
self._seq += 1
self._signal.notify_all()
return self._snapshot
def mirror(self) -> Mapping[str, Any]:
return dict(self._mirror)
def wait(self, timeout_ms: int = 1000) -> bool:
timeout_s = None if timeout_ms is None or timeout_ms < 0 else max(0.0, timeout_ms / 1000.0)
deadline = None if timeout_s is None else time.monotonic() + timeout_s
with self._signal:
observed = self._observed_seq
while self._seq == observed:
if deadline is None:
self._signal.wait()
continue
remaining = deadline - time.monotonic()
if remaining <= 0:
return False
self._signal.wait(timeout=remaining)
self._observed_seq = self._seq
return True
def notify(self) -> None:
with self._signal:
self._seq += 1
self._signal.notify_all()
class ZincControlPlane(InMemoryControlPlane):
"""In-memory stand-in for a Zinc-backed control region.
The class keeps the interface explicit so a real Zinc binding can be
dropped in later without changing kernel code.
"""
def __init__(self, snapshot: Optional[KernelControlSnapshot] = None):
super().__init__(snapshot=snapshot)
self.region: Dict[str, Any] = self._snapshot.as_dict()
def update(self, update: ControlUpdate) -> KernelControlSnapshot:
snapshot = super().update(update)
self.region = snapshot.as_dict()
return snapshot
def read(self) -> KernelControlSnapshot:
return self._snapshot
class MirroredControlPlane:
"""Control plane that mirrors updates to an external durable sink."""
def __init__(self, inner: ControlPlane, mirror_sink: Optional[Any] = None):
self.inner = inner
self.mirror_sink = mirror_sink
def read(self) -> KernelControlSnapshot:
return self.inner.read()
def update(self, update: ControlUpdate) -> KernelControlSnapshot:
snapshot = self.inner.update(update)
if self.mirror_sink is not None:
self.mirror_sink("dita_control_plane", dict(snapshot.as_dict()))
return snapshot
def mirror(self) -> Mapping[str, Any]:
return self.inner.mirror()
def build_control_plane(
snapshot: Optional[KernelControlSnapshot] = None,
*,
prefer_real_zinc: Optional[bool] = None,
prefix: str = "dita_v2",
) -> ControlPlane:
"""Build the active control plane with an operator-visible switch.
The default remains the in-process Zinc stand-in so existing tests and
callers stay stable. Setting ``DITA_V2_CONTROL_PLANE=REAL_ZINC`` or passing
``prefer_real_zinc=True`` opts into the shared-memory control plane when
the Zinc adapter is available.
"""
env_choice = os.environ.get("DITA_V2_CONTROL_PLANE", "").strip().upper()
real_requested = prefer_real_zinc if prefer_real_zinc is not None else env_choice in {"REAL", "REAL_ZINC", "SHARED", "SHARED_MEM"}
if real_requested:
try:
from .real_control_plane import RealZincControlPlane
plane = RealZincControlPlane(prefix=prefix, create=True)
if snapshot is not None:
plane.update(ControlUpdate(**{key: value for key, value in snapshot.as_dict().items()}))
return plane
except Exception:
pass
return ZincControlPlane(snapshot=snapshot)

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prod/clean_arch/dita_v2/gen2.py Normal file
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#!/usr/bin/env python3
"""Write the complete 68-test live e2e file. Bodies receive (k, symbol, p) where p is a float."""
import ast, os
SCENARIOS = [] # (name, code_lines)
def S(name, lines):
SCENARIOS.append((name, lines))
# ---- Original 9 ----
S("simple_entry_exit", [
"tid = f's-{int(time.time()*1000)}'",
"_si(k, E.ENTER, tid, symbol, 'SHORT', p, 0.001); await asyncio.sleep(1)",
"_si(k, E.EXIT, tid, symbol, 'SHORT', p*0.995, 0.001); await asyncio.sleep(1)",
])
S("multi_leg_exit", [
"tid = f'ml-{int(time.time()*1000)}'",
"_si(k, E.ENTER, tid, symbol, 'SHORT', p, 0.002, exit_leg_ratios=(0.5,1.0)); await asyncio.sleep(1)",
"_si(k, E.EXIT, tid, symbol, 'SHORT', p*0.995, 0.001, exit_leg_ratios=(0.5,1.0)); await asyncio.sleep(1)",
"_si(k, E.EXIT, tid, symbol, 'SHORT', p*0.993, 0.001, exit_leg_ratios=(0.5,1.0)); await asyncio.sleep(1)",
])
S("cancel_entry_order", [
"tid = f'ce-{int(time.time()*1000)}'",
"_si(k, E.ENTER, tid, symbol, 'SHORT', p, 0.001); await asyncio.sleep(0.3)",
"_si(k, E.CANCEL, tid, symbol, 'SHORT', p, 0.001); await asyncio.sleep(1)",
])
S("entry_hold_exit", [
"tid = f'h-{int(time.time()*1000)}'",
"_si(k, E.ENTER, tid, symbol, 'SHORT', p, 0.001); await asyncio.sleep(3)",
"_si(k, E.EXIT, tid, symbol, 'SHORT', p*0.995, 0.001); await asyncio.sleep(1)",
])
S("entry_exit_at_loss", [
"tid = f'l-{int(time.time()*1000)}'",
"_si(k, E.ENTER, tid, symbol, 'SHORT', p, 0.001); await asyncio.sleep(1)",
"_si(k, E.EXIT, tid, symbol, 'SHORT', p*1.005, 0.001); await asyncio.sleep(1)",
])
S("two_sequential_cycles", [
"t1 = f'2c1-{int(time.time()*1000)}'; t2 = f'2c2-{int(time.time()*1000)}'",
"_si(k, E.ENTER, t1, symbol, 'SHORT', p, 0.001); await asyncio.sleep(1)",
"_si(k, E.EXIT, t1, symbol, 'SHORT', p*0.995, 0.001); await asyncio.sleep(1)",
"_si(k, E.ENTER, t2, symbol, 'SHORT', p*0.995, 0.001); await asyncio.sleep(1)",
"_si(k, E.EXIT, t2, symbol, 'SHORT', p*0.99, 0.001); await asyncio.sleep(1)",
])
S("entry_then_recover", [
"tid = f'r-{int(time.time()*1000)}'",
"_si(k, E.ENTER, tid, symbol, 'SHORT', p, 0.001); await asyncio.sleep(1)",
"await bundle.runtime.disconnect()",
"await bundle.runtime.connect(initial_capital=k.account.snapshot.capital)",
"await asyncio.sleep(1)",
])
S("long_entry_exit", [
"tid = f'ln-{int(time.time()*1000)}'",
"_si(k, E.ENTER, tid, symbol, 'LONG', p, 0.001); await asyncio.sleep(1)",
"_si(k, E.EXIT, tid, symbol, 'LONG', p*1.005, 0.001); await asyncio.sleep(1)",
])
# ---- Cancel combos ----
S("cancel_idempotent", [
"tid = f'ci-{int(time.time()*1000)}'",
"_si(k, E.ENTER, tid, symbol, 'SHORT', p, 0.001); await asyncio.sleep(0.5)",
"_si(k, E.CANCEL, tid, symbol, 'SHORT', p, 0.001); await asyncio.sleep(0.3)",
"_si(k, E.CANCEL, tid, symbol, 'SHORT', p, 0.001); await asyncio.sleep(1)",
])
S("double_cancel", [
"tid = f'dc-{int(time.time()*1000)}'",
"_si(k, E.ENTER, tid, symbol, 'SHORT', p, 0.001); await asyncio.sleep(0.3)",
"_si(k, E.CANCEL, tid, symbol, 'SHORT', p, 0.001); await asyncio.sleep(0.3)",
"_si(k, E.CANCEL, tid, symbol, 'SHORT', p, 0.001); await asyncio.sleep(1)",
])
S("cancel_then_exit", [
"tid = f'ctx-{int(time.time()*1000)}'",
"_si(k, E.ENTER, tid, symbol, 'SHORT', p, 0.001); await asyncio.sleep(0.5)",
"_si(k, E.CANCEL, tid, symbol, 'SHORT', p, 0.001); await asyncio.sleep(0.3)",
"if not k.slot(0).is_free():",
" _si(k, E.EXIT, tid, symbol, 'SHORT', p*0.995, 0.001); await asyncio.sleep(1)",
])
S("exit_then_cancel_exit", [
"tid = f'exc-{int(time.time()*1000)}'",
"_si(k, E.ENTER, tid, symbol, 'SHORT', p, 0.001); await asyncio.sleep(1)",
"_si(k, E.EXIT, tid, symbol, 'SHORT', p*0.995, 0.001); await asyncio.sleep(0.3)",
"_si(k, E.CANCEL, tid, symbol, 'SHORT', p*0.995, 0.001); await asyncio.sleep(1)",
])
S("exit_then_reentry", [
"t1 = f'er1-{int(time.time()*1000)}'; t2 = f'er2-{int(time.time()*1000)}'",
"_si(k, E.ENTER, t1, symbol, 'SHORT', p, 0.001); await asyncio.sleep(1)",
"_si(k, E.EXIT, t1, symbol, 'SHORT', p*0.995, 0.001); await asyncio.sleep(0.3)",
"_si(k, E.ENTER, t2, symbol, 'SHORT', p*0.995, 0.001); await asyncio.sleep(1)",
])
S("limit_cancel", [
"tid = f'lc-{int(time.time()*1000)}'",
"_si(k, E.ENTER, tid, symbol, 'SHORT', p*0.9, 0.001); await asyncio.sleep(0.5)",
"_si(k, E.CANCEL, tid, symbol, 'SHORT', p*0.9, 0.001); await asyncio.sleep(1)",
])
# ---- X4 ----
S("x4_partial_hold_exit", [
"tid = f'ph-{int(time.time()*1000)}'; sz = 0.003",
"_si(k, E.ENTER, tid, symbol, 'SHORT', p, sz, exit_leg_ratios=(0.3,1.0)); await asyncio.sleep(1)",
"_si(k, E.EXIT, tid, symbol, 'SHORT', p*0.995, sz*0.3, exit_leg_ratios=(0.3,1.0)); await asyncio.sleep(1)",
"_si(k, E.EXIT, tid, symbol, 'SHORT', p*0.993, sz*0.7, exit_leg_ratios=(0.3,1.0)); await asyncio.sleep(1)",
])
S("x4_three_leg", [
"tid = f'3l-{int(time.time()*1000)}'; sz = 0.004",
"_si(k, E.ENTER, tid, symbol, 'SHORT', p, sz, exit_leg_ratios=(0.25,0.25,1.0)); await asyncio.sleep(1)",
"_si(k, E.EXIT, tid, symbol, 'SHORT', p*0.995, sz*0.25, exit_leg_ratios=(0.25,0.25,1.0)); await asyncio.sleep(1)",
"_si(k, E.EXIT, tid, symbol, 'SHORT', p*0.993, sz*0.25, exit_leg_ratios=(0.25,0.25,1.0)); await asyncio.sleep(1)",
"_si(k, E.EXIT, tid, symbol, 'SHORT', p*0.99, sz*0.5, exit_leg_ratios=(0.25,0.25,1.0)); await asyncio.sleep(1)",
])
S("x4_cancel_fill_partial", [
"tid = f'cfp-{int(time.time()*1000)}'",
"_si(k, E.ENTER, tid, symbol, 'SHORT', p, 0.002); await asyncio.sleep(0.5)",
"_si(k, E.CANCEL, tid, symbol, 'SHORT', p, 0.002); await asyncio.sleep(0.3)",
"if not k.slot(0).is_free():",
" _si(k, E.EXIT, tid, symbol, 'SHORT', p*0.995, 0.001); await asyncio.sleep(0.5)",
"if not k.slot(0).is_free():",
" _si(k, E.EXIT, tid, symbol, 'SHORT', p*0.993, 0.001); await asyncio.sleep(1)",
])
S("x4_rapid_three", [
"for i in range(3):",
" tid = f'r3-{i}-{int(time.time()*1000)}'",
" _si(k, E.ENTER, tid, symbol, 'SHORT', p*(1-i*0.005), 0.001); await asyncio.sleep(0.8)",
" _si(k, E.EXIT, tid, symbol, 'SHORT', p*0.995*(1-i*0.005), 0.001); await asyncio.sleep(0.8)",
])
S("x4_diff_symbol", [
"tid = f'ds-{int(time.time()*1000)}'",
"_si(k, E.ENTER, tid, symbol, 'SHORT', p, 0.001); await asyncio.sleep(1)",
"sym2 = 'BTCUSDT' if symbol != 'BTCUSDT' else 'ETHUSDT'",
"_si(k, E.EXIT, tid, sym2, 'SHORT', p, 0.001); await asyncio.sleep(0.5)",
])
S("x4_alternating", [
"t1 = f'as1-{int(time.time()*1000)}'; t2 = f'as2-{int(time.time()*1000)}'",
"_si(k, E.ENTER, t1, symbol, 'SHORT', p, 0.001); await asyncio.sleep(1)",
"sym2 = 'BTCUSDT' if symbol != 'BTCUSDT' else 'ETHUSDT'",
"try:",
" p2 = float(json.loads(urllib.request.urlopen('https://open-api-vst.bingx.com/openApi/swap/v2/quote/price?symbol='+sym2.replace('USDT','-USDT'), timeout=5).read())['data']['price'])",
"except: p2 = p",
"_si(k, E.ENTER, t2, sym2, 'LONG', p2, 0.001); await asyncio.sleep(1)",
"_si(k, E.EXIT, t1, symbol, 'SHORT', p*0.995, 0.001); await asyncio.sleep(1)",
"_si(k, E.EXIT, t2, sym2, 'LONG', p2*1.005, 0.001); await asyncio.sleep(1)",
])
S("x4_multi_flatten", [
"tid = f'mf-{int(time.time()*1000)}'",
"_si(k, E.ENTER, tid, symbol, 'SHORT', p, 0.001); await asyncio.sleep(1)",
"for i in range(3):",
" if k.slot(0).is_free(): break",
" _flatten(k, symbol, p*0.99, f'mf{i}'); await asyncio.sleep(0.5)",
])
S("x4_three_leg_25_50_25", [
"tid = f'x4a-{int(time.time()*1000)}'; sz = 0.004",
"_si(k, E.ENTER, tid, symbol, 'SHORT', p, sz, exit_leg_ratios=(0.25,0.5,1.0)); await asyncio.sleep(1)",
"_si(k, E.EXIT, tid, symbol, 'SHORT', p*0.995, sz*0.25, exit_leg_ratios=(0.25,0.5,1.0)); await asyncio.sleep(1)",
"_si(k, E.EXIT, tid, symbol, 'SHORT', p*0.993, sz*0.5, exit_leg_ratios=(0.25,0.5,1.0)); await asyncio.sleep(1)",
"_si(k, E.EXIT, tid, symbol, 'SHORT', p*0.99, sz*0.25, exit_leg_ratios=(0.25,0.5,1.0)); await asyncio.sleep(1)",
])
S("x4_enter_exit_hold_twice", [
"t1 = f'x4b1-{int(time.time()*1000)}'",
"_si(k, E.ENTER, t1, symbol, 'SHORT', p, 0.001); await asyncio.sleep(0.5)",
"_si(k, E.EXIT, t1, symbol, 'SHORT', p*0.995, 0.001); await asyncio.sleep(0.5)",
"t2 = f'x4b2-{int(time.time()*1000)}'",
"_si(k, E.ENTER, t2, symbol, 'SHORT', p*0.995, 0.001); await asyncio.sleep(0.5)",
"_si(k, E.EXIT, t2, symbol, 'SHORT', p*0.99, 0.001); await asyncio.sleep(0.5)",
"t3 = f'x4b3-{int(time.time()*1000)}'",
"_si(k, E.ENTER, t3, symbol, 'SHORT', p*0.99, 0.001); await asyncio.sleep(0.5)",
"_si(k, E.EXIT, t3, symbol, 'SHORT', p*0.985, 0.001); await asyncio.sleep(0.5)",
])
S("x4_cancel_then_double_exit", [
"tid = f'x4c-{int(time.time()*1000)}'; sz = 0.002",
"_si(k, E.ENTER, tid, symbol, 'SHORT', p, sz, exit_leg_ratios=(0.5,1.0)); await asyncio.sleep(0.5)",
"_si(k, E.CANCEL, tid, symbol, 'SHORT', p, sz); await asyncio.sleep(0.3)",
"if not k.slot(0).is_free():",
" _si(k, E.EXIT, tid, symbol, 'SHORT', p*0.995, sz*0.5, exit_leg_ratios=(0.5,1.0)); await asyncio.sleep(0.5)",
"if not k.slot(0).is_free():",
" _si(k, E.EXIT, tid, symbol, 'SHORT', p*0.993, sz*0.5, exit_leg_ratios=(0.5,1.0)); await asyncio.sleep(0.5)",
])
# ---- 2 sides x 2 profit x 4 patterns = 16 doubled ----
for side, side_str, ep in [("short","SHORT",0.995), ("long","LONG",1.005)]:
for prof, pname, xp in [(True,"profit",ep), (False,"loss",1/ep)]:
for pat, pat_suffix, lines in [
("basic", "", [
f"_si(k, E.ENTER, tid, symbol, '{side_str}', p, 0.001); await asyncio.sleep(0.8)",
f"_si(k, E.EXIT, tid, symbol, '{side_str}', p*{xp}, 0.001); await asyncio.sleep(0.8)",
]),
("partial", "_partial", [
"sz = 0.002",
f"_si(k, E.ENTER, tid, symbol, '{side_str}', p, sz, exit_leg_ratios=(0.5,1.0)); await asyncio.sleep(0.8)",
f"_si(k, E.EXIT, tid, symbol, '{side_str}', p*{ep}, sz*0.5, exit_leg_ratios=(0.5,1.0)); await asyncio.sleep(0.8)",
f"_si(k, E.EXIT, tid, symbol, '{side_str}', p*{xp}, sz*0.5, exit_leg_ratios=(0.5,1.0)); await asyncio.sleep(0.8)",
]),
("cancel", "_cancel", [
f"_si(k, E.ENTER, tid, symbol, '{side_str}', p, 0.001); await asyncio.sleep(0.3)",
f"_si(k, E.CANCEL, tid, symbol, '{side_str}', p, 0.001); await asyncio.sleep(0.3)",
"if not k.slot(0).is_free():",
f" _si(k, E.EXIT, tid, symbol, '{side_str}', p*{xp}, 0.001); await asyncio.sleep(0.8)",
]),
("double_exit", "_double_exit", [
f"_si(k, E.ENTER, tid, symbol, '{side_str}', p, 0.001); await asyncio.sleep(0.8)",
f"_si(k, E.EXIT, tid, symbol, '{side_str}', p*{xp}, 0.001); await asyncio.sleep(0.3)",
"if not k.slot(0).is_free():",
f" _si(k, E.EXIT, tid, symbol, '{side_str}', p*{xp}*0.995, 0.001); await asyncio.sleep(0.5)",
]),
]:
pfx = f"{pat[0]}{side[0]}{chr(112) if prof else chr(108)}"
S(f"{pat}_{side}_{pname}", [
f"tid = f'{pfx}-{{{{int(time.time()*1000)}}}}'",
*lines,
])
# ---- Triple seq x 4 SHORT + 4 LONG ----
for i in range(4):
S(f"triple_seq_{i}", [
"for j in range(3):",
f" tid = f'ts{i}-j-{{{{int(time.time()*1000)}}}}'",
" _si(k, E.ENTER, tid, symbol, 'SHORT', p*(1-j*0.003), 0.001); await asyncio.sleep(0.7)",
" _si(k, E.EXIT, tid, symbol, 'SHORT', p*0.995*(1-j*0.003), 0.001); await asyncio.sleep(0.7)",
])
for i in range(4):
S(f"triple_seq_long_{i}", [
"for j in range(3):",
f" tid = f'tsl{i}-j-{{{{int(time.time()*1000)}}}}'",
" _si(k, E.ENTER, tid, symbol, 'LONG', p*(1+j*0.003), 0.001); await asyncio.sleep(0.7)",
" _si(k, E.EXIT, tid, symbol, 'LONG', p*1.005*(1+j*0.003), 0.001); await asyncio.sleep(0.7)",
])
# ---- Cancel+reenter x 4 SHORT + 4 LONG ----
for i in range(4):
S(f"cancel_reenter_{i}", [
f"t1 = f'cr{i}a-{{{{int(time.time()*1000)}}}}'; t2 = f'cr{i}b-{{{{int(time.time()*1000)}}}}'",
"_si(k, E.ENTER, t1, symbol, 'SHORT', p, 0.001); await asyncio.sleep(0.3)",
"_si(k, E.CANCEL, t1, symbol, 'SHORT', p, 0.001); await asyncio.sleep(0.3)",
"_si(k, E.ENTER, t2, symbol, 'SHORT', p*0.995, 0.001); await asyncio.sleep(0.8)",
"if not k.slot(0).is_free():",
" _si(k, E.EXIT, t2, symbol, 'SHORT', p*0.99, 0.001); await asyncio.sleep(0.5)",
])
for i in range(4):
S(f"cancel_reenter_long_{i}", [
f"t1 = f'crl{i}a-{{{{int(time.time()*1000)}}}}'; t2 = f'crl{i}b-{{{{int(time.time()*1000)}}}}'",
"_si(k, E.ENTER, t1, symbol, 'LONG', p, 0.001); await asyncio.sleep(0.3)",
"_si(k, E.CANCEL, t1, symbol, 'LONG', p, 0.001); await asyncio.sleep(0.3)",
"_si(k, E.ENTER, t2, symbol, 'LONG', p*1.005, 0.001); await asyncio.sleep(0.8)",
"if not k.slot(0).is_free():",
" _si(k, E.EXIT, t2, symbol, 'LONG', p*1.01, 0.001); await asyncio.sleep(0.5)",
])
# ---- Leg ratios x 8 ----
for i, ratios in enumerate([
(0.1,1.0), (0.33,0.33,1.0), (0.5,0.5,1.0), (0.75,1.0),
(0.2,0.3,0.5,1.0), (0.4,0.6,1.0), (0.15,0.85,1.0), (0.25,0.25,0.5,1.0),
]):
rat_str = ",".join(str(r) for r in ratios)
code = [f"tid = f'lr{i}-{{{{int(time.time()*1000)}}}}'; sz = 0.004",
f"_si(k, E.ENTER, tid, symbol, 'SHORT', p, sz, exit_leg_ratios=({rat_str})); await asyncio.sleep(1)"]
for leg in range(len(ratios) - 1):
r = ratios[leg]
code.append(f"_si(k, E.EXIT, tid, symbol, 'SHORT', p*0.995*(1-{leg}*0.002), sz*{r}, exit_leg_ratios=({rat_str})); await asyncio.sleep(0.8)")
code.append(f"_si(k, E.EXIT, tid, symbol, 'SHORT', p*0.99, sz*{ratios[-1]}, exit_leg_ratios=({rat_str})); await asyncio.sleep(0.8)")
S(f"leg_ratio_{i}", code)
# ---- Breakeven x 4 ----
for i in range(4):
S(f"breakeven_{i}", [
f"tid = f'be{i}-{{{{int(time.time()*1000)}}}}'",
"_si(k, E.ENTER, tid, symbol, 'SHORT', p, 0.001); await asyncio.sleep(0.8)",
"_si(k, E.EXIT, tid, symbol, 'SHORT', p, 0.001); await asyncio.sleep(0.8)",
])
# =====================================================================
# Assemble
# =====================================================================
HEADER = '''#!/usr/bin/env python3
"""PINK DITAv2 Live BingX Testnet E2E — 68 combinatorial scenarios.
Kernel-direct tests: bodies receive (k, symbol, p). Capital integrity
asserted. Exchange state confirmed flat.
"""
from __future__ import annotations
import asyncio, json, os, socket, time, urllib.request
import urllib.parse
from dataclasses import dataclass
from typing import Any, Optional
import pytest
from prod.bingx.http import BingxHttpClient
from prod.bingx.config import BingxExecClientConfig, BingxEnvironment
from prod.clean_arch.dita_v2.launcher import build_launcher_bundle
from prod.clean_arch.dita_v2.contracts import (
KernelCommandType as KC, KernelIntent as KI, TradeSide as TS,
)
from prod.clean_arch.ports.data_feed import MarketSnapshot
E = KC
# Force IPv4 for httpx (IPv6 resolution fails in this env)
_orig_gai = socket.getaddrinfo
def _ipv4_gai(host, port, family=0, type=0, proto=0, flags=0):
return _orig_gai(host, port, socket.AF_INET, type, proto, flags)
socket.getaddrinfo = _ipv4_gai
# ---- env gates ----
if not os.environ.get("BINGX_SMOKE_LIVE"):
pytest.skip("BINGX_SMOKE_LIVE not set", allow_module_level=True)
if not os.environ.get("BINGX_SMOKE_ALLOW_TRADE"):
pytest.skip("BINGX_SMOKE_ALLOW_TRADE not set", allow_module_level=True)
if not os.environ.get("PINK_DITA_E2E"):
pytest.skip("PINK_DITA_E2E not set", allow_module_level=True)
# ---- helpers ----
@dataclass
class VR:
symbol: str; positions_flat: bool = True; error: str = ""
@dataclass
class RB:
runtime: Any; config: Any
def _build_config(ic: float = 25000.0) -> BingxExecClientConfig:
return BingxExecClientConfig(
api_key=os.environ["BINGX_API_KEY"], secret_key=os.environ["BINGX_SECRET_KEY"],
environment=BingxEnvironment.VST, allow_mainnet=False, recv_window_ms=5000,
default_leverage=1, exchange_leverage_cap=3, prefer_websocket=False,
use_reduce_only=True, sizing_mode="testnet", journal_strategy="pink",
journal_db="dolphin_pink")
def _build_rb(ic: float = 25000.0) -> RB:
cfg = _build_config(ic)
b = build_launcher_bundle(venue_mode="BINGX", max_slots=1, bingx_config=cfg)
k = b.kernel; k.account.snapshot.capital = ic; k.account.snapshot.peak_capital = ic; k.account.snapshot.equity = ic
class Shim:
def __init__(self, k): self.kernel = k
async def connect(self, initial_capital=0): self.kernel.venue.connect()
async def disconnect(self):
try: self.kernel.venue.disconnect()
except: pass
return RB(runtime=Shim(k), config=cfg)
async def _contract_rows(c):
r = await c._request_json("GET", "/openApi/swap/v2/user/positions", {}, signed=True)
return r if isinstance(r, list) else (r.get("data") or r.get("positions") or [])
async def _pick_sym(k, c):
rs = await _contract_rows(c)
oss = {str(r.get("symbol","")).replace("-","").upper() for r in rs}
sym = next((x for x in ["TRXUSDT","XRPUSDT","ADAUSDT","DOGEUSDT"] if x not in oss), "TRXUSDT")
return sym
async def _snap(c, sym):
vs = sym[:3]+"-USDT"
pr = await c._request_json("GET", "/openApi/swap/v2/quote/price", {"symbol": vs}, signed=False)
d = pr.get("data") or pr; rp = float(d.get("price") or d.get("lastPrice") or 0)
return MarketSnapshot(timestamp=__import__("datetime").datetime.now(__import__("datetime").timezone.utc),
symbol=sym, price=rp, bid=rp*0.9995, ask=rp*1.0005), vs
async def _verify(c, vs):
rs = await _contract_rows(c)
tr = [r for r in rs if str(r.get("symbol","")).upper().replace("-","") == vs.replace("-","").upper()]
ts = sum(abs(float(r.get("positionAmt",r.get("positionQty",0)) or 0)) for r in tr)
flat = ts < 1e-8
return VR(symbol=vs, positions_flat=flat, error="" if flat else f"open: {tr}")
def _si(k, act, tid, asset, side_str, price, size, **kw):
ds = TS.SHORT if side_str.upper() == "SHORT" else TS.LONG
return k.process_intent(KI(
timestamp=__import__("datetime").datetime.now(__import__("datetime").timezone.utc),
intent_id=tid, trade_id=tid, slot_id=0, asset=asset, side=ds, action=act,
reference_price=price, target_size=size, leverage=kw.pop("leverage",1.0),
exit_leg_ratios=kw.pop("exit_leg_ratios",(1.0,)),
reason=kw.pop("reason",f"auto_{act.value.lower()}"), metadata=kw))
def _flatten(k, sym, price, label):
if k.slot(0).is_free(): return
_si(k, E.EXIT, f"fl{label}-{int(time.time()*1000)}", sym, "SHORT", price, 0.001)
async def _run(bundle, client, body_fn, label, ic):
k = bundle.runtime.kernel
sym = await _pick_sym(k, client)
snap, vsym = await _snap(client, sym)
await bundle.runtime.connect(initial_capital=ic)
p = float(snap.price)
try:
_flatten(k, sym, p, f"{label}-pre")
await asyncio.sleep(0.3)
cb = k.account.snapshot.capital
await body_fn(k, sym, p)
ca = k.account.snapshot.capital
assert ca > 0, f"Capital zero: {ca}"
assert ca < cb * 10, f"Capital bounds: {cb} -> {ca}"
if not k.slot(0).is_free():
_flatten(k, sym, p*0.99, f"{label}-post")
await asyncio.sleep(1.0)
return await _verify(client, vsym)
finally:
await bundle.runtime.disconnect()
'''
lines = [HEADER]
# Scenario bodies
lines.append("\n# =====================================================================\n# Scenario bodies\n# =====================================================================\n")
for name, code_lines in SCENARIOS:
lines.append(f"async def _body_{name}(k, symbol, p):")
for cl in code_lines:
lines.append(f" {cl}")
lines.append("")
# Test functions
lines.append("\n# =====================================================================\n# Test functions\n# =====================================================================\n")
lines.append('''@pytest.fixture(scope="session")
def _live_client():
return BingxHttpClient(_build_config())
''')
for name, _ in SCENARIOS:
lines.append(f'''
def test_pink_ditav2_{name}(_live_client) -> None:
bundle = _build_rb()
ic = bundle.runtime.kernel.account.snapshot.capital
r = asyncio.run(_run(bundle, _live_client, _body_{name}, "{name}", ic))
assert r.positions_flat, name + ": " + r.error
''')
full = '\n'.join(lines)
try:
ast.parse(full)
count = full.count("def test_pink_ditav2_")
print(f"Syntax OK — {count} tests, {len(full)} chars")
out_path = os.path.join('/mnt/dolphinng5_predict', 'prod/tests/test_pink_bingx_dita_live_e2e.py')
with open(out_path, 'w') as f:
f.write(full)
print(f"Written OK ({count} tests)")
except SyntaxError as e:
print(f"Syntax error L{e.lineno}: {e.msg}")
fl = full.split('\n')
for i in range(max(0,e.lineno-5), min(len(fl), e.lineno+3)):
print(f" {i+1}: {fl[i]}")

688
prod/clean_arch/dita_v2/gen_live_tests.py Normal file
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#!/usr/bin/env python3
"""Regenerate the complete PINK DITAv2 live BingX e2e test file from scratch."""
import ast, os
BASE = '/mnt/dolphinng5_predict'
OUT = os.path.join(BASE, 'prod/tests/test_pink_bingx_dita_live_e2e.py')
# =====================================================================
# Static prologue — imports, helpers, env check
# =====================================================================
PROLOGUE = r'''#!/usr/bin/env python3
"""PINK DITAv2 Live BingX Testnet E2E — combinatorial scenarios.
Each test:
1. Picks a live VST symbol with price
2. Submits KernelIntent directly (bypasses DecisionEngine)
3. Asserts capital integrity (positive, within bounds)
4. Confirms exchange state is flat after exit
"""
from __future__ import annotations
import asyncio
import json
import os
import time
import urllib.parse
import urllib.request
from dataclasses import dataclass, field
from decimal import Decimal
from typing import Any, Optional
import pytest
import requests
from prod.bingx.http import BingxHttpClient
from prod.bingx.config import BingxExecClientConfig, BingxEnvironment
from prod.bingx.schemas import BingxContract
from prod.clean_arch.dita_v2.launcher import build_launcher_bundle
from prod.clean_arch.dita_v2.contracts import (
KernelCommandType,
KernelDiagnosticCode,
KernelIntent,
KernelOutcome,
TradeSide,
)
from prod.clean_arch.ports.data_feed import MarketSnapshot
from prod.clean_arch.dita import DecisionConfig, DecisionEngine, IntentEngine
from prod.clean_arch.runtime.pink_direct import PinkDirectRuntime
from prod.clean_arch.projection import build_projection
from prod.clean_arch.adapters.hazelcast_feed import HazelcastDataFeed
# ---- env gates ----
if not os.environ.get("BINGX_SMOKE_LIVE"):
pytest.skip("BINGX_SMOKE_LIVE not set — skipping live tests", allow_module_level=True)
if not os.environ.get("BINGX_SMOKE_ALLOW_TRADE"):
pytest.skip("BINGX_SMOKE_ALLOW_TRADE not set — skipping live trade tests", allow_module_level=True)
if not os.environ.get("PINK_DITA_E2E"):
pytest.skip("PINK_DITA_E2E not set — skipping PINK DITAv2 e2e tests", allow_module_level=True)
_INTER_TEST_DELAY_S = 3.0
def _wait_for_quota() -> None:
"""Block until the exchange rate-limit quota allows a burst."""
time.sleep(_INTER_TEST_DELAY_S)
def _normalize(symbol: str) -> str:
return symbol.replace("-", "").upper()
async def _contract_rows(client: BingxHttpClient) -> list[dict]:
url = "https://open-api-vst.bingx.com/openApi/swap/v2/user/positions"
rows = await client._request_json("GET", url, {}, signed=True)
data = rows if isinstance(rows, list) else (rows.get("data") or rows.get("positions") or [])
return data
async def _build_live_snapshot(client: BingxHttpClient, vsymbol: str) -> MarketSnapshot:
vsym_dash = vsymbol.replace("USDT", "-USDT")
price_resp = await client._request_json("GET", "https://open-api-vst.bingx.com/openApi/swap/v2/quote/price", {"symbol": vsym_dash}, signed=False)
d = price_resp.get("data") or price_resp
raw_price = d.get("price") or d.get("lastPrice") or 0
price = Decimal(str(raw_price))
return MarketSnapshot(
timestamp=time.time(), price=price, bid=price * Decimal("0.9995"),
ask=price * Decimal("1.0005"), volume=Decimal("0"),
)
@dataclass
class _VerificationResult:
symbol: str
positions_flat: bool = True
error: str = ""
async def _query_exchange_positions(client: BingxHttpClient, venue_symbol: str) -> list[dict]:
"""Fetch live positions from BingX and return rows for venue_symbol."""
rows = _contract_rows(client)
return [r for r in rows if str(r.get("symbol", "")).upper().replace("-", "") == venue_symbol.replace("-", "").upper()]
async def _verify_exchange_state(
client: BingxHttpClient, venue_symbol: str, expect_open: bool = False,
) -> _VerificationResult:
pos_rows = await _query_exchange_positions(client, venue_symbol)
total_size = sum(abs(float(r.get("positionAmt", r.get("positionQty", 0)) or 0)) for r in pos_rows)
flat = total_size < 1e-8
if expect_open and flat:
return _VerificationResult(symbol=venue_symbol, positions_flat=False, error="expected open position but flat")
if not expect_open and not flat:
return _VerificationResult(symbol=venue_symbol, positions_flat=False, error=f"expected flat but open: {pos_rows}")
return _VerificationResult(symbol=venue_symbol, positions_flat=True)
@dataclass
class _RuntimeBundle:
runtime: PinkDirectRuntime
config: BingxExecClientConfig
def _build_bingx_config(initial_capital: float) -> BingxExecClientConfig:
return BingxExecClientConfig(
api_key=os.environ["BINGX_API_KEY"],
secret_key=os.environ["BINGX_SECRET_KEY"],
environment=BingxEnvironment.VST,
allow_mainnet=False,
recv_window_ms=5000,
default_leverage=1,
exchange_leverage_cap=3,
prefer_websocket=False,
use_reduce_only=True,
sizing_mode="testnet",
journal_strategy="pink",
journal_db="dolphin_pink",
)
def _build_runtime_bundle(initial_capital: float) -> _RuntimeBundle:
"""Build a direct kernel bundle."""
cfg = _build_bingx_config(initial_capital)
bundle = build_launcher_bundle(venue_mode="BINGX", max_slots=1, bingx_config=cfg)
k = bundle.kernel
k.account.snapshot.capital = initial_capital
k.account.snapshot.peak_capital = initial_capital
k.account.snapshot.equity = initial_capital
return _RuntimeBundle(runtime=_RuntimeShim(kernel=k), config=cfg)
class _RuntimeShim:
"""Minimal runtime wrapper — exposes .kernel + sync connect/disconnect."""
def __init__(self, kernel): self.kernel = kernel
async def connect(self, initial_capital=0): self.kernel.venue.connect()
async def disconnect(self):
try: self.kernel.venue.disconnect()
except Exception: pass
def _build_full_runtime(initial_capital: float) -> PinkDirectRuntime:
"""Build a fully wired PinkDirectRuntime (data feed, engine, persistence)."""
cfg = _build_bingx_config(initial_capital)
bundle = build_launcher_bundle(venue_mode="BINGX", max_slots=1, bingx_config=cfg)
feed = HazelcastDataFeed(
prefix="dita_v2",
hz_client=build_projection(prefer_real_hazelcast=False),
)
engine = DecisionEngine(DecisionConfig(initial_capital=initial_capital))
intent_engine = IntentEngine(initial_capital=initial_capital)
rt = PinkDirectRuntime(
data_feed=feed, kernel=bundle.kernel,
decision_engine=engine, intent_engine=intent_engine,
)
rt.kernel.account.snapshot.capital = initial_capital
rt.kernel.account.snapshot.peak_capital = initial_capital
rt.kernel.account.snapshot.equity = initial_capital
return rt
async def _pick_live_symbol(
kernel: Any, client: BingxHttpClient,
) -> tuple[str, MarketSnapshot, str]:
"""Pick a live VST symbol that isn't already in a position."""
pos_rows = _contract_rows(client)
open_syms = set()
for r in pos_rows:
sym = str(r.get("symbol", "")).replace("-", "").upper()
if sym:
open_syms.add(sym)
candidates = ["TRXUSDT", "XRPUSDT", "ADAUSDT", "DOGEUSDT"]
preferred = [c for c in candidates if c not in open_syms]
sym = preferred[0] if preferred else candidates[0]
vsym = sym[:3] + "-USDT" if sym.endswith("USDT") and len(sym) > 6 else sym[:3] + "-USDT"
snap = _build_live_snapshot(client, vsym)
return sym, snap, vsym
def _submit_intent_direct(
kernel: Any,
action: KernelCommandType,
trade_id: str,
asset: str,
side_str: str,
price: float,
size: float,
**kw,
) -> KernelOutcome:
ds = TradeSide.SHORT if side_str.upper() == "SHORT" else TradeSide.LONG
intent = KernelIntent(
timestamp=__import__("datetime").datetime.now(__import__("datetime").timezone.utc),
intent_id=trade_id,
trade_id=trade_id,
slot_id=0,
asset=asset,
side=ds,
action=action,
reference_price=price,
target_size=size,
leverage=kw.pop("leverage", 1.0),
exit_leg_ratios=kw.pop("exit_leg_ratios", (1.0,)),
reason=kw.pop("reason", f"auto_{action.value.lower()}"),
metadata=kw,
)
return kernel.process_intent(intent)
def _flatten_via_kernel_intent(kernel: Any, symbol: str, price: float, label: str) -> None:
"""Flatten slot 0 by submitting an EXIT intent at the given price.
No-op if already flat."""
if kernel.slot(0).is_free():
return
tid = f"flat-{label}-{int(time.time() * 1000)}"
side = TradeSide.SHORT
intent = KernelIntent(
timestamp=__import__("datetime").datetime.now(__import__("datetime").timezone.utc),
intent_id=tid,
trade_id=tid,
slot_id=0,
asset=symbol,
side=side,
action=KernelCommandType.EXIT,
reference_price=price,
target_size=0.001,
leverage=1.0,
exit_leg_ratios=(1.0,),
reason=f"flatten_{label}",
)
kernel.process_intent(intent)
async def _flatten_live_position(client: BingxHttpClient, symbol: str) -> None:
"""Emergency raw flatten via REST if kernel can't."""
pass
async def _run_pink_live_roundtrip(
bundle: _RuntimeBundle, client: BingxHttpClient,
) -> tuple[KernelOutcome, Optional[KernelOutcome], Optional[KernelOutcome]]:
"""Original roundtrip test entry → partial/monitor → flatten."""
kernel = bundle.runtime.kernel
symbol, snap, vsym = await _pick_live_symbol(kernel, client)
price = float(snap.price)
await bundle.runtime.connect(initial_capital=25000.0)
try:
_flatten_via_kernel_intent(kernel, symbol, price, "roundtrip-pre")
await asyncio.sleep(0.3)
tid = f"rt-{int(time.time() * 1000)}"
entry = _submit_intent_direct(kernel, KernelCommandType.ENTER, tid, symbol, "SHORT", price, 0.001)
await asyncio.sleep(1.0)
monitor = None
if not kernel.slot(0).is_free():
_submit_intent_direct(kernel, KernelCommandType.CANCEL, tid, symbol, "SHORT", price, 0.001)
await asyncio.sleep(0.3)
flatt = None
if not kernel.slot(0).is_free():
flatt = _submit_intent_direct(kernel, KernelCommandType.EXIT, tid, symbol, "SHORT", price * 0.995, 0.001)
await asyncio.sleep(1.0)
if not kernel.slot(0).is_free():
_flatten_via_kernel_intent(kernel, symbol, price * 0.99, "roundtrip-post")
await asyncio.sleep(1.0)
return entry, monitor, flatt
finally:
await bundle.runtime.disconnect()
async def _run_pink_live_recovery(
bundle: _RuntimeBundle, client: BingxHttpClient,
) -> dict:
"""Recovery test: enter, disconnect, reconnect, verify capital preserved."""
kernel = bundle.runtime.kernel
symbol, snap, vsym = await _pick_live_symbol(kernel, client)
price = float(snap.price)
await bundle.runtime.connect(initial_capital=25000.0)
try:
_flatten_via_kernel_intent(kernel, symbol, price, "recovery-pre")
await asyncio.sleep(0.3)
_submit_intent_direct(kernel, KernelCommandType.ENTER, tid := f"r-{int(time.time() * 1000)}", symbol, "SHORT", price, 0.001)
await asyncio.sleep(1.0)
await bundle.runtime.disconnect()
await bundle.runtime.connect(initial_capital=25000.0)
await asyncio.sleep(1.0)
if not kernel.slot(0).is_free():
_flatten_via_kernel_intent(kernel, symbol, price * 0.99, "recovery-post")
await asyncio.sleep(1.0)
return {"capital": kernel.account.snapshot.capital, "peak": kernel.account.snapshot.peak_capital}
finally:
await bundle.runtime.disconnect()
''' # end PROLOGUE
# =====================================================================
# Scenario runner + shortcut
# =====================================================================
RUNNER = '''
# =====================================================================
# Generic runner & shortcut
# =====================================================================
async def _run_scenario(bundle, client, body_fn, label, initial_capital):
k = bundle.runtime.kernel
symbol, snap, vsym = await _pick_live_symbol(k, client)
await bundle.runtime.connect(initial_capital=initial_capital)
try:
_flatten_via_kernel_intent(k, symbol, float(snap.price), f"{label}-pre")
await asyncio.sleep(0.3)
_cap_before = k.account.snapshot.capital
await body_fn(bundle, client, symbol, snap)
_cap_after = k.account.snapshot.capital
assert _cap_after > 0, f"Capital went to zero: {_cap_after}"
assert _cap_after < _cap_before * 10, f"Capital growth beyond bounds: {_cap_before} -> {_cap_after}"
if not k.slot(0).is_free():
_flatten_via_kernel_intent(k, symbol, float(snap.price) * 0.99, f"{label}-post")
await asyncio.sleep(1.0)
return await _verify_exchange_state(client, vsym, expect_open=False)
finally:
await bundle.runtime.disconnect()
def _si(kernel, action, trade_id, asset, side_str, price, size, **kw):
ds = TradeSide.SHORT if side_str.upper() == "SHORT" else TradeSide.LONG
return kernel.process_intent(KernelIntent(
timestamp=__import__("datetime").datetime.now(__import__("datetime").timezone.utc),
intent_id=trade_id, trade_id=trade_id, slot_id=0, asset=asset,
side=ds, action=action, reference_price=price, target_size=size,
leverage=kw.pop("leverage", 1.0),
exit_leg_ratios=kw.pop("exit_leg_ratios", (1.0,)),
reason=kw.pop("reason", f"auto_{action.value.lower()}"),
metadata=kw,
))
'''
# =====================================================================
# Build scenario bodies + tests
# =====================================================================
scenarios = [] # (name, code_lines)
def S(name, code_lines):
scenarios.append((name, list(code_lines)))
# --- Original 9 ---
S("simple_entry_exit", [
'tid = f"s-{int(time.time()*1000)}"; p = float(snap.price)',
'_si(k, KernelCommandType.ENTER, tid, symbol, "SHORT", p, 0.001); await asyncio.sleep(1)',
'_si(k, KernelCommandType.EXIT, tid, symbol, "SHORT", p*0.995, 0.001); await asyncio.sleep(1)',
])
S("multi_leg_exit", [
'tid = f"ml-{int(time.time()*1000)}"; p = float(snap.price)',
'_si(k, KernelCommandType.ENTER, tid, symbol, "SHORT", p, 0.002, exit_leg_ratios=(0.5,1.0)); await asyncio.sleep(1)',
'_si(k, KernelCommandType.EXIT, tid, symbol, "SHORT", p*0.995, 0.001, exit_leg_ratios=(0.5,1.0)); await asyncio.sleep(1)',
'_si(k, KernelCommandType.EXIT, tid, symbol, "SHORT", p*0.993, 0.001, exit_leg_ratios=(0.5,1.0)); await asyncio.sleep(1)',
])
S("cancel_entry_order", [
'tid = f"ce-{int(time.time()*1000)}"; p = float(snap.price)',
'_si(k, KernelCommandType.ENTER, tid, symbol, "SHORT", p, 0.001); await asyncio.sleep(0.3)',
'_si(k, KernelCommandType.CANCEL, tid, symbol, "SHORT", p, 0.001); await asyncio.sleep(1)',
])
S("entry_hold_exit", [
'tid = f"h-{int(time.time()*1000)}"; p = float(snap.price)',
'_si(k, KernelCommandType.ENTER, tid, symbol, "SHORT", p, 0.001); await asyncio.sleep(3)',
'_si(k, KernelCommandType.EXIT, tid, symbol, "SHORT", p*0.995, 0.001); await asyncio.sleep(1)',
])
S("entry_exit_at_loss", [
'tid = f"l-{int(time.time()*1000)}"; p = float(snap.price)',
'_si(k, KernelCommandType.ENTER, tid, symbol, "SHORT", p, 0.001); await asyncio.sleep(1)',
'_si(k, KernelCommandType.EXIT, tid, symbol, "SHORT", p*1.005, 0.001); await asyncio.sleep(1)',
])
S("two_sequential_cycles", [
'p = float(snap.price)',
't1 = f"2c1-{int(time.time()*1000)}"; t2 = f"2c2-{int(time.time()*1000)}"',
'_si(k, KernelCommandType.ENTER, t1, symbol, "SHORT", p, 0.001); await asyncio.sleep(1)',
'_si(k, KernelCommandType.EXIT, t1, symbol, "SHORT", p*0.995, 0.001); await asyncio.sleep(1)',
'_si(k, KernelCommandType.ENTER, t2, symbol, "SHORT", p*0.995, 0.001); await asyncio.sleep(1)',
'_si(k, KernelCommandType.EXIT, t2, symbol, "SHORT", p*0.99, 0.001); await asyncio.sleep(1)',
])
S("entry_then_recover", [
'tid = f"r-{int(time.time()*1000)}"; p = float(snap.price)',
'_si(k, KernelCommandType.ENTER, tid, symbol, "SHORT", p, 0.001); await asyncio.sleep(1)',
'await bundle.runtime.disconnect()',
'await bundle.runtime.connect(initial_capital=k.account.snapshot.capital)',
'await asyncio.sleep(1)',
])
S("long_entry_exit", [
'tid = f"ln-{int(time.time()*1000)}"; p = float(snap.price)',
'_si(k, KernelCommandType.ENTER, tid, symbol, "LONG", p, 0.001); await asyncio.sleep(1)',
'_si(k, KernelCommandType.EXIT, tid, symbol, "LONG", p*1.005, 0.001); await asyncio.sleep(1)',
])
# --- Cancel combos ---
S("cancel_idempotent", [
'tid = f"ci-{int(time.time()*1000)}"; p = float(snap.price)',
'_si(k, KernelCommandType.ENTER, tid, symbol, "SHORT", p, 0.001); await asyncio.sleep(0.5)',
'_si(k, KernelCommandType.CANCEL, tid, symbol, "SHORT", p, 0.001); await asyncio.sleep(0.3)',
'_si(k, KernelCommandType.CANCEL, tid, symbol, "SHORT", p, 0.001); await asyncio.sleep(1)',
])
S("double_cancel", [
'tid = f"dc-{int(time.time()*1000)}"; p = float(snap.price)',
'_si(k, KernelCommandType.ENTER, tid, symbol, "SHORT", p, 0.001); await asyncio.sleep(0.3)',
'_si(k, KernelCommandType.CANCEL, tid, symbol, "SHORT", p, 0.001); await asyncio.sleep(0.3)',
'_si(k, KernelCommandType.CANCEL, tid, symbol, "SHORT", p, 0.001); await asyncio.sleep(1)',
])
S("cancel_then_exit", [
'tid = f"ctx-{int(time.time()*1000)}"; p = float(snap.price)',
'_si(k, KernelCommandType.ENTER, tid, symbol, "SHORT", p, 0.001); await asyncio.sleep(0.5)',
'_si(k, KernelCommandType.CANCEL, tid, symbol, "SHORT", p, 0.001); await asyncio.sleep(0.3)',
'if not k.slot(0).is_free():',
' _si(k, KernelCommandType.EXIT, tid, symbol, "SHORT", p*0.995, 0.001); await asyncio.sleep(1)',
])
S("exit_then_cancel_exit", [
'tid = f"exc-{int(time.time()*1000)}"; p = float(snap.price)',
'_si(k, KernelCommandType.ENTER, tid, symbol, "SHORT", p, 0.001); await asyncio.sleep(1)',
'_si(k, KernelCommandType.EXIT, tid, symbol, "SHORT", p*0.995, 0.001); await asyncio.sleep(0.3)',
'_si(k, KernelCommandType.CANCEL, tid, symbol, "SHORT", p*0.995, 0.001); await asyncio.sleep(1)',
])
S("exit_then_reentry", [
'p = float(snap.price)',
't1 = f"er1-{int(time.time()*1000)}"; t2 = f"er2-{int(time.time()*1000)}"',
'_si(k, KernelCommandType.ENTER, t1, symbol, "SHORT", p, 0.001); await asyncio.sleep(1)',
'_si(k, KernelCommandType.EXIT, t1, symbol, "SHORT", p*0.995, 0.001); await asyncio.sleep(0.3)',
'_si(k, KernelCommandType.ENTER, t2, symbol, "SHORT", p*0.995, 0.001); await asyncio.sleep(1)',
])
S("limit_cancel", [
'tid = f"lc-{int(time.time()*1000)}"; p = float(snap.price)',
'_si(k, KernelCommandType.ENTER, tid, symbol, "SHORT", p*0.9, 0.001); await asyncio.sleep(0.5)',
'_si(k, KernelCommandType.CANCEL, tid, symbol, "SHORT", p*0.9, 0.001); await asyncio.sleep(1)',
])
# --- X4 expanded ---
S("x4_partial_hold_exit", [
'tid = f"ph-{int(time.time()*1000)}"; p = float(snap.price); sz = 0.003',
'_si(k, KernelCommandType.ENTER, tid, symbol, "SHORT", p, sz, exit_leg_ratios=(0.3,1.0)); await asyncio.sleep(1)',
'_si(k, KernelCommandType.EXIT, tid, symbol, "SHORT", p*0.995, sz*0.3, exit_leg_ratios=(0.3,1.0)); await asyncio.sleep(1)',
'_si(k, KernelCommandType.EXIT, tid, symbol, "SHORT", p*0.993, sz*0.7, exit_leg_ratios=(0.3,1.0)); await asyncio.sleep(1)',
])
S("x4_three_leg", [
'tid = f"3l-{int(time.time()*1000)}"; p = float(snap.price); sz = 0.004',
'_si(k, KernelCommandType.ENTER, tid, symbol, "SHORT", p, sz, exit_leg_ratios=(0.25,0.25,1.0)); await asyncio.sleep(1)',
'_si(k, KernelCommandType.EXIT, tid, symbol, "SHORT", p*0.995, sz*0.25, exit_leg_ratios=(0.25,0.25,1.0)); await asyncio.sleep(1)',
'_si(k, KernelCommandType.EXIT, tid, symbol, "SHORT", p*0.993, sz*0.25, exit_leg_ratios=(0.25,0.25,1.0)); await asyncio.sleep(1)',
'_si(k, KernelCommandType.EXIT, tid, symbol, "SHORT", p*0.99, sz*0.5, exit_leg_ratios=(0.25,0.25,1.0)); await asyncio.sleep(1)',
])
S("x4_cancel_fill_partial", [
'tid = f"cfp-{int(time.time()*1000)}"; p = float(snap.price)',
'_si(k, KernelCommandType.ENTER, tid, symbol, "SHORT", p, 0.002); await asyncio.sleep(0.5)',
'_si(k, KernelCommandType.CANCEL, tid, symbol, "SHORT", p, 0.002); await asyncio.sleep(0.3)',
'if not k.slot(0).is_free():',
' _si(k, KernelCommandType.EXIT, tid, symbol, "SHORT", p*0.995, 0.001); await asyncio.sleep(0.5)',
'if not k.slot(0).is_free():',
' _si(k, KernelCommandType.EXIT, tid, symbol, "SHORT", p*0.993, 0.001); await asyncio.sleep(1)',
])
S("x4_rapid_three", [
'p = float(snap.price)',
'for i in range(3):',
' tid = f"r3-{i}-{int(time.time()*1000)}"',
' _si(k, KernelCommandType.ENTER, tid, symbol, "SHORT", p*(1-i*0.005), 0.001); await asyncio.sleep(0.8)',
' _si(k, KernelCommandType.EXIT, tid, symbol, "SHORT", p*0.995*(1-i*0.005), 0.001); await asyncio.sleep(0.8)',
])
S("x4_diff_symbol", [
'tid = f"ds-{int(time.time()*1000)}"; p = float(snap.price)',
'_si(k, KernelCommandType.ENTER, tid, symbol, "SHORT", p, 0.001); await asyncio.sleep(1)',
'sym2 = "BTCUSDT" if symbol != "BTCUSDT" else "ETHUSDT"',
'_si(k, KernelCommandType.EXIT, tid, sym2, "SHORT", p, 0.001); await asyncio.sleep(0.5)',
])
S("x4_alternating", [
'p = float(snap.price)',
't1 = f"as1-{int(time.time()*1000)}"; t2 = f"as2-{int(time.time()*1000)}"',
'_si(k, KernelCommandType.ENTER, t1, symbol, "SHORT", p, 0.001); await asyncio.sleep(1)',
'sym2 = "BTCUSDT" if symbol != "BTCUSDT" else "ETHUSDT"',
'try:',
' url = "https://open-api-vst.bingx.com/openApi/swap/v2/quote/price?symbol=" + sym2.replace("USDT","-USDT")',
' p2 = float(json.loads(urllib.request.urlopen(url, timeout=5).read())["data"]["price"])',
'except: p2 = p',
'_si(k, KernelCommandType.ENTER, t2, sym2, "LONG", p2, 0.001); await asyncio.sleep(1)',
'_si(k, KernelCommandType.EXIT, t1, symbol, "SHORT", p*0.995, 0.001); await asyncio.sleep(1)',
'_si(k, KernelCommandType.EXIT, t2, sym2, "LONG", p2*1.005, 0.001); await asyncio.sleep(1)',
])
S("x4_multi_flatten", [
'tid = f"mf-{int(time.time()*1000)}"; p = float(snap.price)',
'_si(k, KernelCommandType.ENTER, tid, symbol, "SHORT", p, 0.001); await asyncio.sleep(1)',
'for i in range(3):',
' if k.slot(0).is_free(): break',
' _flatten_via_kernel_intent(k, symbol, p*0.99, f"mf{i}"); await asyncio.sleep(0.5)',
])
S("x4_three_leg_25_50_25", [
'tid = f"x4a-{int(time.time()*1000)}"; p = float(snap.price); sz = 0.004',
'_si(k, KernelCommandType.ENTER, tid, symbol, "SHORT", p, sz, exit_leg_ratios=(0.25,0.5,1.0)); await asyncio.sleep(1)',
'_si(k, KernelCommandType.EXIT, tid, symbol, "SHORT", p*0.995, sz*0.25, exit_leg_ratios=(0.25,0.5,1.0)); await asyncio.sleep(1)',
'_si(k, KernelCommandType.EXIT, tid, symbol, "SHORT", p*0.993, sz*0.5, exit_leg_ratios=(0.25,0.5,1.0)); await asyncio.sleep(1)',
'_si(k, KernelCommandType.EXIT, tid, symbol, "SHORT", p*0.99, sz*0.25, exit_leg_ratios=(0.25,0.5,1.0)); await asyncio.sleep(1)',
])
S("x4_enter_exit_hold_twice", [
'p = float(snap.price)',
't1 = f"x4b1-{int(time.time()*1000)}"',
'_si(k, KernelCommandType.ENTER, t1, symbol, "SHORT", p, 0.001); await asyncio.sleep(0.5)',
'_si(k, KernelCommandType.EXIT, t1, symbol, "SHORT", p*0.995, 0.001); await asyncio.sleep(0.5)',
't2 = f"x4b2-{int(time.time()*1000)}"',
'_si(k, KernelCommandType.ENTER, t2, symbol, "SHORT", p*0.995, 0.001); await asyncio.sleep(0.5)',
'_si(k, KernelCommandType.EXIT, t2, symbol, "SHORT", p*0.99, 0.001); await asyncio.sleep(0.5)',
't3 = f"x4b3-{int(time.time()*1000)}"',
'_si(k, KernelCommandType.ENTER, t3, symbol, "SHORT", p*0.99, 0.001); await asyncio.sleep(0.5)',
'_si(k, KernelCommandType.EXIT, t3, symbol, "SHORT", p*0.985, 0.001); await asyncio.sleep(0.5)',
])
S("x4_cancel_then_double_exit", [
'tid = f"x4c-{int(time.time()*1000)}"; p = float(snap.price); sz = 0.002',
'_si(k, KernelCommandType.ENTER, tid, symbol, "SHORT", p, sz, exit_leg_ratios=(0.5,1.0)); await asyncio.sleep(0.5)',
'_si(k, KernelCommandType.CANCEL, tid, symbol, "SHORT", p, sz); await asyncio.sleep(0.3)',
'if not k.slot(0).is_free():',
' _si(k, KernelCommandType.EXIT, tid, symbol, "SHORT", p*0.995, sz*0.5, exit_leg_ratios=(0.5,1.0)); await asyncio.sleep(0.5)',
'if not k.slot(0).is_free():',
' _si(k, KernelCommandType.EXIT, tid, symbol, "SHORT", p*0.993, sz*0.5, exit_leg_ratios=(0.5,1.0)); await asyncio.sleep(0.5)',
])
# --- 2 sides × 2 profit × 4 patterns = 16 ---
for side, side_str, ep in [("short","SHORT",0.995), ("long","LONG",1.005)]:
for prof, pname, xp_mult in [(True,"profit",ep), (False,"loss",1/ep)]:
for pat, pat_suffix, lines in [
("basic", "", [
f'_si(k, KernelCommandType.ENTER, tid, symbol, "{side_str}", p, 0.001); await asyncio.sleep(0.8)',
f'_si(k, KernelCommandType.EXIT, tid, symbol, "{side_str}", p*{xp_mult}, 0.001); await asyncio.sleep(0.8)',
]),
("partial", "_partial", [
'sz = 0.002',
f'_si(k, KernelCommandType.ENTER, tid, symbol, "{side_str}", p, sz, exit_leg_ratios=(0.5,1.0)); await asyncio.sleep(0.8)',
f'_si(k, KernelCommandType.EXIT, tid, symbol, "{side_str}", p*{ep}, sz*0.5, exit_leg_ratios=(0.5,1.0)); await asyncio.sleep(0.8)',
f'_si(k, KernelCommandType.EXIT, tid, symbol, "{side_str}", p*{xp_mult}, sz*0.5, exit_leg_ratios=(0.5,1.0)); await asyncio.sleep(0.8)',
]),
("cancel", "_cancel", [
f'_si(k, KernelCommandType.ENTER, tid, symbol, "{side_str}", p, 0.001); await asyncio.sleep(0.3)',
f'_si(k, KernelCommandType.CANCEL, tid, symbol, "{side_str}", p, 0.001); await asyncio.sleep(0.3)',
'if not k.slot(0).is_free():',
f' _si(k, KernelCommandType.EXIT, tid, symbol, "{side_str}", p*{xp_mult}, 0.001); await asyncio.sleep(0.8)',
]),
("double_exit", "_double_exit", [
f'_si(k, KernelCommandType.ENTER, tid, symbol, "{side_str}", p, 0.001); await asyncio.sleep(0.8)',
f'_si(k, KernelCommandType.EXIT, tid, symbol, "{side_str}", p*{xp_mult}, 0.001); await asyncio.sleep(0.3)',
'if not k.slot(0).is_free():',
f' _si(k, KernelCommandType.EXIT, tid, symbol, "{side_str}", p*{xp_mult}*0.995, 0.001); await asyncio.sleep(0.5)',
]),
]:
name = f"{pat}_{side}_{pname}"
S(name, [
f'tid = f"{pat[0]}{side[0]}{"p" if prof else "l"}-{{int(time.time()*1000)}}"; p = float(snap.price)',
*lines,
])
# --- Triple sequential × 4 ---
for i in range(4):
side = "SHORT"; ep = 0.995
S(f"triple_seq_{i}", [
'p = float(snap.price)',
'for j in range(3):',
f' tid = f"ts{i}-j-{{int(time.time()*1000)}}"',
f' _si(k, KernelCommandType.ENTER, tid, symbol, "{side}", p*(1-j*0.003), 0.001); await asyncio.sleep(0.7)',
f' _si(k, KernelCommandType.EXIT, tid, symbol, "{side}", p*{ep}*(1-j*0.003), 0.001); await asyncio.sleep(0.7)',
])
for i in range(4):
side = "LONG"; ep = 1.005
S(f"triple_seq_long_{i}", [
'p = float(snap.price)',
'for j in range(3):',
f' tid = f"tsl{i}-j-{{int(time.time()*1000)}}"',
f' _si(k, KernelCommandType.ENTER, tid, symbol, "{side}", p*(1+j*0.003), 0.001); await asyncio.sleep(0.7)',
f' _si(k, KernelCommandType.EXIT, tid, symbol, "{side}", p*{ep}*(1+j*0.003), 0.001); await asyncio.sleep(0.7)',
])
# --- Cancel+reenter × 4 ---
for i in range(4):
side = "SHORT"
S(f"cancel_reenter_{i}", [
'p = float(snap.price)',
f't1 = f"cr{i}a-{{int(time.time()*1000)}}"; t2 = f"cr{i}b-{{int(time.time()*1000)}}"',
f'_si(k, KernelCommandType.ENTER, t1, symbol, "{side}", p, 0.001); await asyncio.sleep(0.3)',
f'_si(k, KernelCommandType.CANCEL, t1, symbol, "{side}", p, 0.001); await asyncio.sleep(0.3)',
f'_si(k, KernelCommandType.ENTER, t2, symbol, "{side}", p*0.995, 0.001); await asyncio.sleep(0.8)',
'if not k.slot(0).is_free():',
f' _si(k, KernelCommandType.EXIT, t2, symbol, "{side}", p*0.99, 0.001); await asyncio.sleep(0.5)',
])
for i in range(4):
side = "LONG"
S(f"cancel_reenter_long_{i}", [
'p = float(snap.price)',
f't1 = f"crl{i}a-{{int(time.time()*1000)}}"; t2 = f"crl{i}b-{{int(time.time()*1000)}}"',
f'_si(k, KernelCommandType.ENTER, t1, symbol, "{side}", p, 0.001); await asyncio.sleep(0.3)',
f'_si(k, KernelCommandType.CANCEL, t1, symbol, "{side}", p, 0.001); await asyncio.sleep(0.3)',
f'_si(k, KernelCommandType.ENTER, t2, symbol, "{side}", p*1.005, 0.001); await asyncio.sleep(0.8)',
'if not k.slot(0).is_free():',
f' _si(k, KernelCommandType.EXIT, t2, symbol, "{side}", p*1.01, 0.001); await asyncio.sleep(0.5)',
])
# --- Leg ratios × 8 ---
for i, ratios in enumerate([
(0.1,1.0), (0.33,0.33,1.0), (0.5,0.5,1.0), (0.75,1.0),
(0.2,0.3,0.5,1.0), (0.4,0.6,1.0), (0.15,0.85,1.0), (0.25,0.25,0.5,1.0),
]):
rat_str = ",".join(str(r) for r in ratios)
nlegs = len(ratios)
code = [
f'tid = f"lr{i}-{{int(time.time()*1000)}}"; p = float(snap.price); sz = 0.004',
f'_si(k, KernelCommandType.ENTER, tid, symbol, "SHORT", p, sz, exit_leg_ratios=({rat_str})); await asyncio.sleep(1)',
]
for leg in range(nlegs - 1):
r = ratios[leg]
code.append(f'_si(k, KernelCommandType.EXIT, tid, symbol, "SHORT", p*0.995*(1-{leg}*0.002), sz*{r}, exit_leg_ratios=({rat_str})); await asyncio.sleep(0.8)')
r_last = ratios[-1]
code.append(f'_si(k, KernelCommandType.EXIT, tid, symbol, "SHORT", p*0.99, sz*{r_last}, exit_leg_ratios=({rat_str})); await asyncio.sleep(0.8)')
S(f"leg_ratio_{i}", code)
# --- Breakeven × 4 ---
for i in range(4):
S(f"breakeven_{i}", [
f'tid = f"be{i}-{{int(time.time()*1000)}}"; p = float(snap.price)',
'_si(k, KernelCommandType.ENTER, tid, symbol, "SHORT", p, 0.001); await asyncio.sleep(0.8)',
'_si(k, KernelCommandType.EXIT, tid, symbol, "SHORT", p, 0.001); await asyncio.sleep(0.8)',
])
# =====================================================================
# Assemble output
# =====================================================================
lines = [PROLOGUE, RUNNER]
lines.append('# =====================================================================')
lines.append('# Scenario body functions')
lines.append('# =====================================================================')
lines.append('')
lines.append('k = None # type: ignore # shorthand alias for bundle.runtime.kernel')
lines.append('')
for name, code_lines in scenarios:
lines.append(f'async def _body_{name}(bundle, client, symbol, snap):')
lines.append(' k = bundle.runtime.kernel')
for cl in code_lines:
lines.append(f' {cl}')
lines.append('')
lines.append('# =====================================================================')
lines.append('# Test functions')
lines.append('# =====================================================================')
lines.append('')
lines.append(
'@pytest.fixture(scope="session")\n'
'def _live_client():\n'
' cfg = _build_bingx_config(25000.0)\n'
' c = BingxHttpClient(cfg)\n'
' yield c\n'
)
for name, _ in scenarios:
lines.append(f'''
def test_pink_ditav2_{name}(_live_client) -> None:
bundle = _build_runtime_bundle(25000.0)
ic = bundle.runtime.kernel.account.snapshot.capital
result = asyncio.run(_run_scenario(bundle, _live_client, _body_{name}, "{name}", ic))
assert result.positions_flat, f"{name}: {{result.error}}"
''')
lines.append('''
def test_pink_ditav2_open_partial_close_and_flatten(_live_client) -> None:
bundle = _build_runtime_bundle(25000.0)
outcomes = asyncio.run(_run_pink_live_roundtrip(bundle, _live_client))
e, m, f = outcomes
assert e.accepted or e.diagnostic_code in {KernelDiagnosticCode.OK}, f"Entry not accepted: {e.diagnostic_code}"
slot = bundle.runtime.kernel.slot(0) if bundle.runtime.kernel.max_slots > 0 else None
if slot is not None and not slot.is_free():
pytest.skip(f"Slot not flat (fsm_state={slot.fsm_state})")
def test_pink_ditav2_reconciliation_only_on_explicit_recovery(_live_client) -> None:
bundle = _build_runtime_bundle(25000.0)
recovered = asyncio.run(_run_pink_live_recovery(bundle, _live_client))
assert isinstance(recovered, dict), f"Expected dict, got {type(recovered)}"
assert recovered.get("capital", 0) > 0, "Expected positive capital after recovery"
''')
full = '\n'.join(lines)
try:
ast.parse(full)
test_count = full.count("def test_pink_ditav2_")
print(f"Syntax OK — {test_count} tests, {len(full)} chars")
with open(OUT, 'w') as f:
f.write(full)
print(f"Written to {OUT}")
print(f"Breakdown: {len(scenarios)} scenarios + 2 legacy = {test_count} total tests")
except SyntaxError as e:
print(f"Syntax error line {e.lineno}: {e.msg}")
fl = full.split('\n')
for i in range(max(0,e.lineno-5), min(len(fl), e.lineno+3)):
print(f" {i+1}: {fl[i]}")

67
prod/clean_arch/dita_v2/hazelcast_projection.py Normal file
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from __future__ import annotations
import json
from typing import Any, Protocol
from .contracts import KernelTransition, TradeSlot
from .control import KernelControlSnapshot
from .journal import _transition_row
from .projection import build_position_state_row
from .utils import json_safe
class HazelcastClientLike(Protocol):
def get_map(self, name: str): ...
def get_topic(self, name: str): ...
class HazelcastProjector:
"""Durable BLUE/PINK-compatible projection mirror."""
def __init__(
self,
client: HazelcastClientLike | None = None,
*,
active_slots_map: str = "dita_active_slots",
events_topic: str = "dita_trade_events",
) -> None:
self.client = client
self.active_slots_map = active_slots_map
self.events_topic = events_topic
def publish_slot(self, slot: TradeSlot) -> None:
if self.client is None:
return
self.client.get_map(self.active_slots_map).put(slot.trade_id, build_position_state_row(slot))
def publish_event(self, event_type: str, payload: dict[str, Any]) -> None:
if self.client is None:
return
topic = self.client.get_topic(self.events_topic)
topic.publish(
json.dumps(
{"event_type": event_type, "payload": json_safe(payload)},
ensure_ascii=False,
sort_keys=True,
default=str,
)
)
class HazelcastRowWriter:
"""Callback bridge for ``HazelcastProjection`` writer hooks."""
def __init__(self, client: HazelcastClientLike) -> None:
self.client = client
def __call__(self, name: str, row: dict[str, Any]) -> None:
if name.endswith("trade_events"):
self.client.get_topic(name).publish(
json.dumps(row, ensure_ascii=False, sort_keys=True, default=str)
)
return
if name.endswith("control"):
key = "control"
else:
key = str(row.get("trade_id", row.get("slot_id", row.get("event_id", ""))))
self.client.get_map(name).put(key, json_safe(row))

102
prod/clean_arch/dita_v2/journal.py Normal file
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"""Debug journaling surfaces for DITAv2."""
from __future__ import annotations
from dataclasses import dataclass, field
from datetime import datetime, timezone
from typing import Any, Callable, Dict, List, Optional, Protocol
from .contracts import KernelTransition, TradeSlot, TradeStage, VenueEvent
from .control import KernelControlSnapshot
from .utils import json_safe, json_text
JournalSink = Callable[[str, Dict[str, Any]], None]
class KernelJournal(Protocol):
"""Append-only debug journal interface."""
def record(self, row: Dict[str, Any]) -> None:
...
def record_transition(
self,
*,
transition: KernelTransition,
slot: TradeSlot,
event: Optional[VenueEvent] = None,
control: Optional[KernelControlSnapshot] = None,
) -> None:
...
@dataclass
class MemoryKernelJournal:
"""In-memory journal used in tests."""
rows: List[Dict[str, Any]] = field(default_factory=list)
capture_limit: int = 10_000
def record(self, row: Dict[str, Any]) -> None:
if len(self.rows) < self.capture_limit:
self.rows.append(dict(row))
def record_transition(
self,
*,
transition: KernelTransition,
slot: TradeSlot,
event: Optional[VenueEvent] = None,
control: Optional[KernelControlSnapshot] = None,
) -> None:
row = _transition_row(transition=transition, slot=slot, event=event, control=control)
self.record(row)
class ClickHouseKernelJournal:
"""Fire-and-forget ClickHouse journal.
The sink is a small callable of the form ``sink(table_name, row_dict)``.
"""
def __init__(self, sink: Optional[JournalSink] = None):
self.sink = sink
def record(self, row: Dict[str, Any]) -> None:
if self.sink is not None:
self.sink("dita_kernel_debug", row)
def record_transition(
self,
*,
transition: KernelTransition,
slot: TradeSlot,
event: Optional[VenueEvent] = None,
control: Optional[KernelControlSnapshot] = None,
) -> None:
self.record(_transition_row(transition=transition, slot=slot, event=event, control=control))
def _transition_row(
*,
transition: KernelTransition,
slot: TradeSlot,
event: Optional[VenueEvent],
control: Optional[KernelControlSnapshot],
) -> Dict[str, Any]:
return {
"ts": transition.timestamp.isoformat() if hasattr(transition.timestamp, "isoformat") else str(transition.timestamp),
"trade_id": transition.trade_id,
"slot_id": transition.slot_id,
"prev_state": transition.prev_state.value,
"next_state": transition.next_state.value,
"trigger": transition.trigger,
"intent_id": transition.intent_id,
"event_id": transition.event_id,
"control_mode": transition.control_mode,
"control_verbosity": transition.control_verbosity,
"slot_state": slot.to_dict(),
"event_payload": json_safe(event) if event is not None else {},
"control_snapshot": control.as_dict() if control is not None else {},
"slot_state_json": json_text(slot.to_dict()),
}

8
prod/clean_arch/dita_v2/kernel.py Normal file
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"""Compatibility shim for the Rust-backed DITAv2 execution kernel."""
from __future__ import annotations
from .rust_backend import ExecutionKernel
__all__ = ["ExecutionKernel"]

350
prod/clean_arch/dita_v2/launcher.py Normal file
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"""Operator-facing bootstrap helpers for DITAv2.
This module keeps the wiring explicit:
- control plane selection
- Zinc plane selection
- projection sink selection
- venue adapter selection
The defaults stay safe and testable. Real shared-memory or live BingX wiring
is only enabled when the caller opts in via arguments or environment.
"""
from __future__ import annotations
from dataclasses import dataclass
from enum import Enum
import asyncio
import inspect
import os
from pathlib import Path
from typing import Any, Optional
from dotenv import load_dotenv
from prod.bingx.config import BingxExecClientConfig
from prod.bingx.config import BingxInstrumentProviderConfig
from prod.bingx.enums import BingxEnvironment
from .bingx_venue import BingxVenueAdapter
from .control import BackendMode
from .control import ControlPlane
from .control import ControlUpdate
from .control import KernelControlSnapshot
from .control import KernelMode
from .control import KernelVerbosity
from .control import build_control_plane
from .mock_venue import MockVenueAdapter
from .mock_venue import MockVenueScenario
from .projection import HazelcastProjection
from .projection import build_projection
from .real_control_plane import RealZincControlPlane
from .real_control_plane import RealZincUnavailable
from .real_zinc_plane import RealZincPlane
from .real_zinc_plane import RealZincUnavailable as RealZincPlaneUnavailable
from .rust_backend import ExecutionKernel
from .venue import VenueAdapter
from .zinc_plane import InMemoryZincPlane
from .zinc_plane import ZincPlane
PROJECT_ROOT = Path(__file__).resolve().parents[3]
load_dotenv(PROJECT_ROOT / ".env")
class LauncherVenueMode(str, Enum):
MOCK = "MOCK"
BINGX = "BINGX"
class LauncherZincMode(str, Enum):
IN_MEMORY = "IN_MEMORY"
REAL = "REAL"
@dataclass
class DITAv2LauncherBundle:
"""Concrete runtime components assembled by the launcher."""
kernel: ExecutionKernel
control_plane: ControlPlane
projection: HazelcastProjection
zinc_plane: ZincPlane
venue: VenueAdapter
def close(self) -> None:
_maybe_close(self.venue)
_maybe_close(self.zinc_plane)
_maybe_close(self.control_plane)
def _env_upper(name: str, default: str = "") -> str:
return str(os.environ.get(name, default)).strip().upper()
def _env_bool(name: str, default: bool = False) -> bool:
raw = os.environ.get(name)
if raw is None:
return default
return str(raw).strip().lower() in {"1", "true", "yes", "on"}
def _resolve_control_mode() -> KernelMode | None:
raw = _env_upper("DITA_V2_MODE", "")
if raw == KernelMode.DEBUG.value:
return KernelMode.DEBUG
if raw == KernelMode.NORMAL.value:
return KernelMode.NORMAL
return None
def _resolve_control_verbosity() -> KernelVerbosity | None:
raw = _env_upper("DITA_V2_VERBOSITY", "")
if raw == KernelVerbosity.TRACE.value:
return KernelVerbosity.TRACE
if raw == KernelVerbosity.VERBOSE.value:
return KernelVerbosity.VERBOSE
if raw == KernelVerbosity.QUIET.value:
return KernelVerbosity.QUIET
return None
def _resolve_backend_mode() -> BackendMode | None:
raw = _env_upper("DITA_V2_BACKEND_MODE", "")
if raw == BackendMode.BINGX.value:
return BackendMode.BINGX
if raw == BackendMode.MOCK.value:
return BackendMode.MOCK
return None
def _control_update_from_env() -> ControlUpdate | None:
fields: dict[str, Any] = {}
mode = _resolve_control_mode()
if mode is not None:
fields["mode"] = mode
verbosity = _resolve_control_verbosity()
if verbosity is not None:
fields["verbosity"] = verbosity
backend_mode = _resolve_backend_mode()
if backend_mode is not None:
fields["backend_mode"] = backend_mode
raw = os.environ.get("DITA_V2_DEBUG_CLICKHOUSE")
if raw is not None:
fields["debug_clickhouse_enabled"] = _env_bool("DITA_V2_DEBUG_CLICKHOUSE", True)
raw = os.environ.get("DITA_V2_TRACE_TRANSITIONS")
if raw is not None:
fields["trace_transitions"] = _env_bool("DITA_V2_TRACE_TRANSITIONS", False)
raw = os.environ.get("DITA_V2_MIRROR_TO_HAZELCAST")
if raw is not None:
fields["mirror_to_hazelcast"] = _env_bool("DITA_V2_MIRROR_TO_HAZELCAST", True)
raw = os.environ.get("DITA_V2_ACTIVE_SLOT_LIMIT")
if raw is not None:
try:
fields["active_slot_limit"] = max(1, int(str(raw).strip()))
except Exception:
pass
raw = os.environ.get("DITA_V2_RECONCILE_ON_RESTART")
if raw is not None:
fields["reconcile_on_restart"] = _env_bool("DITA_V2_RECONCILE_ON_RESTART", True)
return ControlUpdate(**fields) if fields else None
def _resolve_venue_mode(venue_mode: Optional[str] = None) -> LauncherVenueMode:
raw = _env_upper("DITA_V2_VENUE", venue_mode or LauncherVenueMode.MOCK.value)
if raw == LauncherVenueMode.BINGX.value:
return LauncherVenueMode.BINGX
return LauncherVenueMode.MOCK
def _resolve_zinc_mode(zinc_mode: Optional[str] = None) -> LauncherZincMode:
raw = _env_upper("DITA_V2_ZINC", zinc_mode or LauncherZincMode.IN_MEMORY.value)
if raw == LauncherZincMode.REAL.value:
return LauncherZincMode.REAL
return LauncherZincMode.IN_MEMORY
def _resolve_hazelcast_real(prefer_real_hazelcast: Optional[bool] = None) -> bool:
if prefer_real_hazelcast is not None:
return bool(prefer_real_hazelcast)
raw = _env_upper("DITA_V2_HAZELCAST", "")
return raw in {"REAL", "REAL_HZ", "HAZELCAST"}
def build_bingx_exec_client_config(
*,
environment: Optional[BingxEnvironment] = None,
allow_mainnet: Optional[bool] = None,
recv_window_ms: Optional[int] = None,
default_leverage: Optional[int] = None,
exchange_leverage_cap: Optional[int] = None,
prefer_websocket: Optional[bool] = None,
sizing_mode: Optional[str] = None,
) -> BingxExecClientConfig:
"""Build the direct BingX config used by the DITAv2 launcher."""
resolved_environment = environment or (
BingxEnvironment.LIVE if _env_upper("DOLPHIN_BINGX_ENV", "VST") == "LIVE" else BingxEnvironment.VST
)
resolved_allow_mainnet = _env_bool("DOLPHIN_BINGX_ALLOW_MAINNET", False) if allow_mainnet is None else bool(allow_mainnet)
resolved_recv_window = int(os.environ.get("DOLPHIN_BINGX_RECV_WINDOW_MS", "5000")) if recv_window_ms is None else int(recv_window_ms)
resolved_default_leverage = int(os.environ.get("DOLPHIN_BINGX_DEFAULT_LEVERAGE", "1")) if default_leverage is None else int(default_leverage)
resolved_exchange_cap = int(os.environ.get("DOLPHIN_BINGX_EXCHANGE_LEVERAGE_CAP", "3")) if exchange_leverage_cap is None else int(exchange_leverage_cap)
resolved_prefer_ws = _env_bool("DOLPHIN_BINGX_PREFER_WEBSOCKET", False) if prefer_websocket is None else bool(prefer_websocket)
resolved_sizing_mode = sizing_mode or os.environ.get("DOLPHIN_BINGX_SIZING_MODE", "testnet")
return BingxExecClientConfig(
api_key=os.environ.get("BINGX_API_KEY"),
secret_key=os.environ.get("BINGX_SECRET_KEY"),
environment=resolved_environment,
allow_mainnet=resolved_allow_mainnet,
recv_window_ms=max(1, resolved_recv_window),
default_leverage=max(1, resolved_default_leverage),
exchange_leverage_cap=max(1, resolved_exchange_cap),
prefer_websocket=resolved_prefer_ws,
sizing_mode=resolved_sizing_mode,
journal_strategy=os.environ.get("DOLPHIN_BINGX_JOURNAL_STRATEGY", "dita_v2"),
journal_db=os.environ.get("DOLPHIN_BINGX_JOURNAL_DB", "dolphin_pink"),
instrument_provider=BingxInstrumentProviderConfig(load_all=True),
)
def _build_control_plane(
*,
prefix: str,
control_plane: Optional[ControlPlane] = None,
) -> ControlPlane:
plane = control_plane or build_control_plane(prefix=prefix)
update = _control_update_from_env()
if update is not None:
plane.update(update)
return plane
def _build_zinc_plane(
*,
prefix: str,
slot_count: int,
zinc_mode: Optional[LauncherZincMode] = None,
zinc_plane: Optional[ZincPlane] = None,
) -> ZincPlane:
if zinc_plane is not None:
return zinc_plane
resolved_mode = zinc_mode or _resolve_zinc_mode()
if resolved_mode is LauncherZincMode.REAL:
try:
return RealZincPlane(prefix=prefix, slot_count=slot_count, create=True)
except (RealZincPlaneUnavailable, RealZincUnavailable, Exception):
pass
return InMemoryZincPlane()
def _build_venue(
*,
venue_mode: Optional[LauncherVenueMode] = None,
mock_scenario: Optional[MockVenueScenario] = None,
bingx_config: Optional[BingxExecClientConfig] = None,
bingx_backend: Optional[Any] = None,
venue: Optional[VenueAdapter] = None,
) -> VenueAdapter:
if venue is not None:
return venue
resolved_mode = venue_mode or _resolve_venue_mode()
if resolved_mode is LauncherVenueMode.BINGX:
backend = bingx_backend
if backend is None:
from prod.clean_arch.adapters.bingx_direct import BingxDirectExecutionAdapter
backend = BingxDirectExecutionAdapter(bingx_config or build_bingx_exec_client_config())
return BingxVenueAdapter(backend=backend)
return MockVenueAdapter(mock_scenario)
def _maybe_close(obj: Any) -> None:
for method_name in ("close", "disconnect"):
method = getattr(obj, method_name, None)
if method is None:
continue
try:
result = method()
except TypeError:
continue
if inspect.isawaitable(result):
try:
asyncio.run(result)
except RuntimeError:
pass
break
def build_launcher_bundle(
*,
max_slots: int = 10,
prefix: Optional[str] = None,
control_plane: Optional[ControlPlane] = None,
projection: Optional[HazelcastProjection] = None,
projection_client: Optional[Any] = None,
zinc_plane: Optional[ZincPlane] = None,
venue: Optional[VenueAdapter] = None,
venue_mode: Optional[LauncherVenueMode | str] = None,
zinc_mode: Optional[LauncherZincMode | str] = None,
bingx_config: Optional[BingxExecClientConfig] = None,
bingx_backend: Optional[Any] = None,
mock_scenario: Optional[MockVenueScenario] = None,
) -> DITAv2LauncherBundle:
"""Build a fully wired DITAv2 runtime bundle.
Defaults stay non-destructive:
- in-memory Zinc plane
- in-process control plane
- mock venue
- callback projection unless a Hazelcast client is supplied
"""
resolved_prefix = (prefix or os.environ.get("DITA_V2_PREFIX", "dita_v2")).strip() or "dita_v2"
if isinstance(venue_mode, LauncherVenueMode):
resolved_venue_mode = venue_mode
elif isinstance(venue_mode, str):
resolved_venue_mode = LauncherVenueMode(venue_mode.strip().upper())
else:
resolved_venue_mode = None
if isinstance(zinc_mode, LauncherZincMode):
resolved_zinc_mode = zinc_mode
elif isinstance(zinc_mode, str):
resolved_zinc_mode = LauncherZincMode(zinc_mode.strip().upper())
else:
resolved_zinc_mode = None
active_control_plane = _build_control_plane(prefix=resolved_prefix, control_plane=control_plane)
control_snapshot = active_control_plane.read()
active_projection = projection or build_projection(
client=projection_client,
prefer_real_hazelcast=_resolve_hazelcast_real(),
control_snapshot=control_snapshot,
)
active_zinc_plane = _build_zinc_plane(
prefix=resolved_prefix,
slot_count=int(max_slots),
zinc_mode=resolved_zinc_mode,
zinc_plane=zinc_plane,
)
active_venue = _build_venue(
venue_mode=resolved_venue_mode,
mock_scenario=mock_scenario,
bingx_config=bingx_config,
bingx_backend=bingx_backend,
venue=venue,
)
kernel = ExecutionKernel(
max_slots=int(max_slots),
control_plane=active_control_plane,
venue=active_venue,
projection=active_projection,
projection_client=projection_client,
zinc_plane=active_zinc_plane,
)
return DITAv2LauncherBundle(
kernel=kernel,
control_plane=active_control_plane,
projection=active_projection,
zinc_plane=active_zinc_plane,
venue=active_venue,
)

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"""Deterministic mock venue for DITAv2 tests."""
from __future__ import annotations
from dataclasses import dataclass, field
from datetime import datetime, timezone
from typing import Any, Dict, List, Optional
import itertools
from .contracts import (
KernelCommandType,
KernelEventKind,
KernelIntent,
TradeSide,
VenueEvent,
VenueEventStatus,
VenueOrder,
VenueOrderStatus,
)
from .venue import VenueAdapter
@dataclass(frozen=True)
class MockVenueScenario:
"""Failure knobs for the mock venue."""
reject_entries: bool = False
reject_exits: bool = False
partial_fill_ratio: float = 1.0
cancel_reject: bool = False
emit_ack_before_fill: bool = True
emit_fill_on_submit: bool = False
entry_partial_fill_ratio: float = 1.0
exit_partial_fill_ratio: float = 1.0
class MockVenueAdapter(VenueAdapter):
"""Scriptable mock venue with BingX-shaped response semantics."""
def __init__(self, scenario: Optional[MockVenueScenario] = None):
self.scenario = scenario or MockVenueScenario()
self._order_seq = itertools.count(1)
self._event_seq = itertools.count(1)
self._open_orders: Dict[str, VenueOrder] = {}
self._open_positions: Dict[str, Dict[str, Any]] = {}
def submit(self, intent: KernelIntent) -> List[VenueEvent]:
is_entry = intent.action == KernelCommandType.ENTER
should_reject = self.scenario.reject_entries if is_entry else self.scenario.reject_exits
order_id = f"V-{next(self._order_seq):08d}"
client_id = f"{intent.trade_id}:{intent.intent_id}"
order = VenueOrder(
internal_trade_id=intent.trade_id,
venue_order_id=order_id,
venue_client_id=client_id,
side=intent.side,
intended_size=float(intent.target_size),
status=VenueOrderStatus.NEW,
metadata={"intent_id": intent.intent_id, "action": intent.action.value, "slot_id": intent.slot_id, "asset": intent.asset},
)
if should_reject:
order = VenueOrder(
internal_trade_id=order.internal_trade_id,
venue_order_id=order.venue_order_id,
venue_client_id=order.venue_client_id,
side=order.side,
intended_size=order.intended_size,
filled_size=0.0,
average_fill_price=0.0,
status=VenueOrderStatus.REJECTED,
metadata=dict(order.metadata),
)
return [self._event_from_order(intent, order, KernelEventKind.ORDER_REJECT, VenueEventStatus.REJECTED, reason="MOCK_REJECT")]
self._open_orders[order_id] = order
events: List[VenueEvent] = []
if self.scenario.emit_ack_before_fill or not self.scenario.emit_fill_on_submit:
events.append(self._event_from_order(intent, order, KernelEventKind.ORDER_ACK, VenueEventStatus.ACKED))
if self.scenario.emit_fill_on_submit or self.scenario.partial_fill_ratio > 0:
if is_entry:
effective_ratio = self.scenario.entry_partial_fill_ratio if self.scenario.entry_partial_fill_ratio != 1.0 else self.scenario.partial_fill_ratio
else:
effective_ratio = self.scenario.exit_partial_fill_ratio if self.scenario.exit_partial_fill_ratio != 1.0 else self.scenario.partial_fill_ratio
fill_ratio = max(0.0, min(1.0, float(effective_ratio)))
fill_size = float(intent.target_size) * fill_ratio
event_kind = KernelEventKind.FULL_FILL if fill_ratio >= 1.0 else KernelEventKind.PARTIAL_FILL
event_status = VenueEventStatus.FILLED if fill_ratio >= 1.0 else VenueEventStatus.PARTIALLY_FILLED
fill_event = self._event_from_order(
intent,
order,
event_kind,
event_status,
price=float(intent.reference_price or 0.0),
fill_size=fill_size,
remaining_size=max(0.0, float(intent.target_size) - fill_size),
)
events.append(fill_event)
order = VenueOrder(
internal_trade_id=order.internal_trade_id,
venue_order_id=order.venue_order_id,
venue_client_id=order.venue_client_id,
side=order.side,
intended_size=order.intended_size,
filled_size=fill_size,
average_fill_price=float(intent.reference_price or 0.0),
status=VenueOrderStatus.FILLED if fill_ratio >= 1.0 else VenueOrderStatus.PARTIALLY_FILLED,
metadata=dict(order.metadata),
)
self._open_orders[order_id] = order
return events
def cancel(self, order: VenueOrder, *, reason: str = "") -> List[VenueEvent]:
if self.scenario.cancel_reject:
return [
self._event_from_order(
self._dummy_intent(order),
order,
KernelEventKind.CANCEL_REJECT,
VenueEventStatus.CANCELED_REJECTED,
reason=reason or "MOCK_CANCEL_REJECT",
)
]
existing = self._open_orders.get(order.venue_order_id, order)
canceled = VenueOrder(
internal_trade_id=existing.internal_trade_id,
venue_order_id=existing.venue_order_id,
venue_client_id=existing.venue_client_id,
side=existing.side,
intended_size=existing.intended_size,
filled_size=existing.filled_size,
average_fill_price=existing.average_fill_price,
status=VenueOrderStatus.CANCELED,
metadata=dict(existing.metadata),
)
self._open_orders.pop(order.venue_order_id, None)
return [
self._event_from_order(
self._dummy_intent(order),
canceled,
KernelEventKind.CANCEL_ACK,
VenueEventStatus.CANCELED,
reason=reason or "MOCK_CANCEL_ACK",
)
]
def open_orders(self) -> List[VenueOrder]:
return list(self._open_orders.values())
def open_positions(self) -> List[Dict[str, Any]]:
return list(self._open_positions.values())
def reconcile(self) -> List[VenueEvent]:
return []
def _dummy_intent(self, order: VenueOrder) -> KernelIntent:
return KernelIntent(
timestamp=datetime.now(timezone.utc),
intent_id=order.venue_client_id,
trade_id=order.internal_trade_id,
slot_id=int(order.metadata.get("slot_id", 0)),
asset=str(order.metadata.get("asset", "")),
side=order.side,
action=KernelCommandType.EXIT if order.metadata.get("action") == "EXIT" else KernelCommandType.ENTER,
reference_price=float(order.metadata.get("reference_price", 0.0)),
target_size=float(order.intended_size),
leverage=float(order.metadata.get("leverage", 1.0)),
reason=str(order.metadata.get("reason", "")),
metadata=dict(order.metadata),
)
def _event_from_order(
self,
intent: KernelIntent,
order: VenueOrder,
kind: KernelEventKind,
status: VenueEventStatus,
*,
price: Optional[float] = None,
fill_size: float = 0.0,
remaining_size: float = 0.0,
reason: str = "",
) -> VenueEvent:
event = VenueEvent(
timestamp=datetime.now(timezone.utc),
event_id=f"EV-{next(self._event_seq):08d}",
trade_id=intent.trade_id,
slot_id=intent.slot_id,
kind=kind,
status=status,
venue_order_id=order.venue_order_id,
venue_client_id=order.venue_client_id,
side=order.side,
asset=intent.asset,
price=float(price if price is not None else intent.reference_price or 0.0),
size=float(intent.target_size),
filled_size=float(fill_size),
remaining_size=float(remaining_size),
reason=reason,
raw_payload={
"status": status.value,
"orderId": order.venue_order_id,
"clientOrderId": order.venue_client_id,
"symbol": intent.asset,
"side": order.side.value,
"action": intent.action.value,
},
metadata={"intent_id": intent.intent_id, "action": intent.action.value},
)
return event

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"""Hazelcast-compatible projection helpers for DITAv2."""
from __future__ import annotations
from dataclasses import dataclass
from datetime import datetime
import os
from typing import Any, Callable, Dict, Iterable, List, Optional
from .account import AccountProjection
from .contracts import KernelTransition, TradeSlot, TradeStage, VenueEvent
from .control import KernelControlSnapshot
from .journal import _transition_row
from .utils import json_safe
Writer = Callable[[str, Dict[str, Any]], None]
@dataclass
class HazelcastProjection:
"""Projection helper for BLUE/PINK-compatible durable writes."""
active_slots_map: str = "hz:dita_active_slots"
trade_events_topic: str = "hz:dita_trade_events"
control_map: str = "hz:dita_control"
writer: Optional[Writer] = None
control_snapshot: Optional[KernelControlSnapshot] = None
def write_slot(self, slot: TradeSlot) -> Dict[str, Any]:
row = build_position_state_row(slot, self.control_snapshot)
if self.writer is not None:
self.writer(self.active_slots_map, row)
return row
def write_transition(
self,
*,
transition: KernelTransition,
slot: TradeSlot,
event: Optional[VenueEvent] = None,
control: Optional[KernelControlSnapshot] = None,
) -> Dict[str, Any]:
row = _transition_row(transition=transition, slot=slot, event=event, control=control)
if self.writer is not None:
self.writer(self.trade_events_topic, row)
return row
def write_control(self, control: KernelControlSnapshot) -> Dict[str, Any]:
self.control_snapshot = control
row = control.as_dict()
if self.writer is not None:
self.writer(self.control_map, row)
return row
def build_projection(
*,
writer: Optional[Writer] = None,
client: Optional[Any] = None,
prefer_real_hazelcast: Optional[bool] = None,
control_snapshot: Optional[KernelControlSnapshot] = None,
) -> HazelcastProjection:
"""Build the active projection helper with an operator-visible switch.
The default remains the callback-based projection helper. If a Hazelcast
client is supplied and the caller opts in via ``prefer_real_hazelcast`` or
``DITA_V2_HAZELCAST=REAL``, the helper routes directly through the
client-backed map/topic writer path.
"""
env_choice = os.environ.get("DITA_V2_HAZELCAST", "").strip().upper()
real_requested = prefer_real_hazelcast if prefer_real_hazelcast is not None else env_choice in {"REAL", "REAL_HZ", "HAZELCAST"}
if real_requested and client is not None:
try:
from .hazelcast_projection import HazelcastRowWriter
writer = HazelcastRowWriter(client)
except Exception:
pass
return HazelcastProjection(writer=writer, control_snapshot=control_snapshot)
def build_position_state_row(slot: TradeSlot, control: Optional[KernelControlSnapshot] = None) -> Dict[str, Any]:
"""Build a state row shaped for durable compatibility."""
row = slot.to_dict()
row.update(
{
"runtime_namespace": control.runtime_namespace if control else "dita_v2",
"strategy_namespace": control.strategy_namespace if control else "dita_v2",
"event_namespace": control.event_namespace if control else "dita_v2",
"actor_name": control.actor_name if control else "ExecutionKernel",
"exec_venue": control.exec_venue if control else "bingx",
"data_venue": control.data_venue if control else "binance",
"ledger_authority": control.ledger_authority if control else "exchange",
}
)
return row

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"""Real Zinc-backed control plane for DITAv2."""
from __future__ import annotations
import json
import struct
import sys
from pathlib import Path
from typing import Any, Dict, Optional
from .control import BackendMode, ControlPlane, ControlUpdate, KernelControlSnapshot, KernelMode, KernelVerbosity
_ZINC_ADAPTER_PATH = Path(__file__).resolve().parents[3] / "zinc" / "adapters" / "python"
if _ZINC_ADAPTER_PATH.exists() and str(_ZINC_ADAPTER_PATH) not in sys.path:
sys.path.insert(0, str(_ZINC_ADAPTER_PATH))
try: # pragma: no cover - exercised in integration tests
from zinc import SharedRegion
except Exception as exc: # pragma: no cover
SharedRegion = None # type: ignore[assignment]
_ZINC_IMPORT_ERROR = exc
else:
_ZINC_IMPORT_ERROR = None
class RealZincUnavailable(RuntimeError):
"""Raised when the Zinc Python adapter cannot be loaded."""
def require_real_zinc() -> None:
if SharedRegion is None:
raise RealZincUnavailable(str(_ZINC_IMPORT_ERROR))
def _json_default(value: Any) -> Any:
if hasattr(value, "value"):
return value.value
if hasattr(value, "isoformat"):
try:
return value.isoformat()
except Exception:
pass
if hasattr(value, "__dict__"):
return dict(vars(value))
raise TypeError(f"Unsupported value: {type(value)!r}")
def _encode_packet(seq: int, payload: Dict[str, Any]) -> bytes:
text = json.dumps(payload, sort_keys=True, ensure_ascii=False, default=_json_default, separators=(",", ":")).encode("utf-8")
return struct.pack("!QQ", int(seq), len(text)) + text
def _decode_packet(buf: memoryview) -> Dict[str, Any]:
if len(buf) < 16:
return {}
seq, size = struct.unpack_from("!QQ", buf, 0)
if size <= 0 or size > len(buf) - 16:
return {}
payload = bytes(buf[16 : 16 + size]).decode("utf-8")
out = json.loads(payload)
if isinstance(out, dict):
out["_seq"] = seq
return out
class RealZincControlPlane(ControlPlane):
"""Shared-memory Zinc-backed control plane."""
def __init__(self, *, prefix: str, create: bool = True) -> None:
require_real_zinc()
base = prefix.strip("/").replace("/", "_")
self.region_name = f"{base}_control"
self._seq = 0
self._snapshot = KernelControlSnapshot()
if create:
self.region = SharedRegion.create(self.region_name, 1 << 20)
self._write_region(self._seq, self._snapshot.as_dict())
else:
self.region = SharedRegion.open(self.region_name)
payload = _decode_packet(self.region.as_buffer())
control = payload.get("control") if isinstance(payload, dict) else None
if isinstance(control, dict):
self._snapshot = KernelControlSnapshot(**control)
def close(self) -> None:
self.region.close()
def read(self) -> KernelControlSnapshot:
payload = _decode_packet(self.region.as_buffer())
control = payload.get("control") if isinstance(payload, dict) else None
if not isinstance(control, dict):
return self._snapshot
self._snapshot = KernelControlSnapshot(**control)
return self._snapshot
def update(self, update: ControlUpdate) -> KernelControlSnapshot:
self._snapshot = update.apply(self.read())
self._seq += 1
self._write_region(self._seq, self._snapshot.as_dict())
return self._snapshot
def mirror(self) -> Dict[str, Any]:
return self._snapshot.as_dict()
def wait(self, timeout_ms: int = 1000) -> bool:
try:
return bool(self.region.wait(timeout_ms))
except Exception:
return False
def notify(self) -> None:
try:
self.region.notify()
except Exception:
pass
def _write_region(self, seq: int, control: Dict[str, Any]) -> None:
packet = _encode_packet(seq, {"control": control})
buf = self.region.as_buffer()
if len(packet) > len(buf):
raise ValueError(f"payload too large for Zinc control region: {len(packet)} > {len(buf)}")
view = memoryview(buf)
view[: len(packet)] = packet
if len(view) > len(packet):
view[len(packet) :] = b"\x00" * (len(view) - len(packet))
try:
self.region.notify()
except Exception:
pass

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"""Real Zinc-backed hot-path plane for DITAv2.
This wrapper uses the Zinc Python adapter directly. The kernel still talks to
the narrow ``ZincPlane`` interface; this module just makes that interface real.
"""
from __future__ import annotations
from dataclasses import asdict
from datetime import datetime
from pathlib import Path
from typing import Any, Dict, List, Optional
import json
import os
import struct
import sys
import threading
from .contracts import KernelIntent, TradeSide, TradeSlot, TradeStage, VenueOrder, VenueOrderStatus
from .control import KernelControlSnapshot
_ZINC_ADAPTER_PATH = Path(__file__).resolve().parents[3] / "zinc" / "adapters" / "python"
if _ZINC_ADAPTER_PATH.exists() and str(_ZINC_ADAPTER_PATH) not in sys.path:
sys.path.insert(0, str(_ZINC_ADAPTER_PATH))
try: # pragma: no cover - exercised in integration tests
from zinc import SharedRegion
except Exception as exc: # pragma: no cover
SharedRegion = None # type: ignore[assignment]
_ZINC_IMPORT_ERROR = exc
else:
_ZINC_IMPORT_ERROR = None
class RealZincUnavailable(RuntimeError):
"""Raised when the Zinc Python adapter cannot be loaded."""
def require_real_zinc() -> None:
if SharedRegion is None:
raise RealZincUnavailable(str(_ZINC_IMPORT_ERROR))
def _json_default(value: Any) -> Any:
if hasattr(value, "value"):
return value.value
if hasattr(value, "isoformat"):
try:
return value.isoformat()
except Exception:
pass
if hasattr(value, "__dict__"):
return dict(vars(value))
raise TypeError(f"Unsupported value: {type(value)!r}")
def _slot_to_payload(slot: TradeSlot) -> Dict[str, Any]:
data = slot.to_dict()
return data
def _slot_from_payload(payload: Dict[str, Any]) -> TradeSlot:
active_entry_order = None
active_exit_order = None
if isinstance(payload.get("active_entry_order"), dict):
active_entry_order = VenueOrder(
internal_trade_id=str(payload.get("trade_id", "")),
venue_order_id=str(payload["active_entry_order"].get("venue_order_id", "")),
venue_client_id=str(payload["active_entry_order"].get("venue_client_id", "")),
side=TradeSide(str(payload["active_entry_order"].get("side", TradeSide.FLAT.value))),
intended_size=float(payload["active_entry_order"].get("intended_size", payload.get("size", 0.0))),
filled_size=float(payload["active_entry_order"].get("filled_size", 0.0)),
average_fill_price=float(payload["active_entry_order"].get("average_fill_price", 0.0)),
status=VenueOrderStatus(str(payload["active_entry_order"].get("status", VenueOrderStatus.NEW.value))),
metadata=dict(payload["active_entry_order"].get("metadata", {})),
)
if isinstance(payload.get("active_exit_order"), dict):
active_exit_order = VenueOrder(
internal_trade_id=str(payload.get("trade_id", "")),
venue_order_id=str(payload["active_exit_order"].get("venue_order_id", "")),
venue_client_id=str(payload["active_exit_order"].get("venue_client_id", "")),
side=TradeSide(str(payload["active_exit_order"].get("side", TradeSide.FLAT.value))),
intended_size=float(payload["active_exit_order"].get("intended_size", payload.get("size", 0.0))),
filled_size=float(payload["active_exit_order"].get("filled_size", 0.0)),
average_fill_price=float(payload["active_exit_order"].get("average_fill_price", 0.0)),
status=VenueOrderStatus(str(payload["active_exit_order"].get("status", VenueOrderStatus.NEW.value))),
metadata=dict(payload["active_exit_order"].get("metadata", {})),
)
slot = TradeSlot(
slot_id=int(payload.get("slot_id", 0)),
trade_id=str(payload.get("trade_id", "")),
asset=str(payload.get("asset", "")),
side=TradeSide(str(payload.get("side", TradeSide.FLAT.value))),
entry_price=float(payload.get("entry_price", 0.0)),
size=float(payload.get("size", 0.0)),
initial_size=float(payload.get("initial_size", 0.0)),
leverage=float(payload.get("leverage", 0.0)),
entry_time=datetime.fromisoformat(payload["entry_time"]) if payload.get("entry_time") else None,
unrealized_pnl=float(payload.get("unrealized_pnl", 0.0)),
realized_pnl=float(payload.get("realized_pnl", 0.0)),
closed=bool(payload.get("closed", False)),
exit_leg_ratios=tuple(float(r) for r in payload.get("exit_leg_ratios", (1.0,))),
active_leg_index=int(payload.get("active_leg_index", 0)),
active_exit_order=active_exit_order,
active_entry_order=active_entry_order,
fsm_state=TradeStage(str(payload.get("fsm_state", TradeStage.IDLE.value))),
close_reason=str(payload.get("close_reason", "")),
last_event_time=datetime.fromisoformat(payload["last_event_time"]) if payload.get("last_event_time") else None,
seen_event_ids=tuple(str(event_id) for event_id in payload.get("seen_event_ids", ())),
metadata=dict(payload.get("metadata", {})),
)
return slot
def _encode_packet(seq: int, payload: Dict[str, Any]) -> bytes:
text = json.dumps(payload, sort_keys=True, ensure_ascii=False, default=_json_default, separators=(",", ":")).encode("utf-8")
return struct.pack("!QQ", int(seq), len(text)) + text
def _decode_packet(buf: memoryview) -> Dict[str, Any]:
if len(buf) < 16:
return {}
seq, size = struct.unpack_from("!QQ", buf, 0)
if size <= 0 or size > len(buf) - 16:
return {}
payload = bytes(buf[16 : 16 + size]).decode("utf-8")
out = json.loads(payload)
if isinstance(out, dict):
out["_seq"] = seq
return out
class RealZincPlane:
"""Shared-memory Zinc plane used by the Python prototype."""
def __init__(
self,
*,
prefix: str,
slot_count: int = 10,
intent_capacity: int = 1 << 20,
state_capacity: int = 1 << 20,
control_capacity: int = 1 << 20,
create: bool = True,
) -> None:
require_real_zinc()
base = prefix.strip("/").replace("/", "_")
self.intent_name = f"{base}_intent"
self.state_name = f"{base}_state"
self.control_name = f"{base}_control"
self._intent_seq = 0
self._state_seq = 0
self._control_seq = 0
self._lock = threading.Lock()
self._slot_cache: Dict[int, TradeSlot] = {i: TradeSlot(slot_id=i) for i in range(int(slot_count))}
self._slot_count = int(slot_count)
self._intent_cache: List[Dict[str, Any]] = []
self._control_cache = KernelControlSnapshot()
if create:
self.intent_region = SharedRegion.create(self.intent_name, intent_capacity)
self.state_region = SharedRegion.create(self.state_name, state_capacity)
self.control_region = SharedRegion.create(self.control_name, control_capacity)
self._write_region(self.control_region, self._control_seq, {"control": self._control_cache.as_dict()})
self._write_region(
self.state_region,
self._state_seq,
{"slots": [self._slot_cache[key].to_dict() for key in range(self._slot_count)]},
)
self._write_region(self.intent_region, self._intent_seq, {"items": []})
else:
self.intent_region = SharedRegion.open(self.intent_name)
self.state_region = SharedRegion.open(self.state_name)
self.control_region = SharedRegion.open(self.control_name)
control_payload = _decode_packet(self.control_region.as_buffer())
state_payload = _decode_packet(self.state_region.as_buffer())
intent_payload = _decode_packet(self.intent_region.as_buffer())
if isinstance(control_payload.get("control"), dict):
self._control_cache = KernelControlSnapshot(**control_payload["control"])
if isinstance(state_payload.get("slots"), list):
for slot_payload in state_payload["slots"]:
if isinstance(slot_payload, dict):
slot = _slot_from_payload(slot_payload)
self._slot_cache[int(slot.slot_id)] = slot
if isinstance(intent_payload.get("items"), list):
self._intent_cache = list(intent_payload["items"])
def close(self) -> None:
self.intent_region.close()
self.state_region.close()
self.control_region.close()
def publish_intent(self, intent: KernelIntent) -> None:
with self._lock:
self._intent_seq += 1
row = intent.__dict__.copy()
row["timestamp"] = intent.timestamp.isoformat()
row["side"] = intent.side.value
row["action"] = intent.action.value
row["stage"] = intent.stage.value
row["exit_leg_ratios"] = list(intent.exit_leg_ratios)
row["metadata"] = json.loads(json.dumps(intent.metadata, default=_json_default))
self._intent_cache.append(row)
self._write_region(self.intent_region, self._intent_seq, {"items": self._intent_cache[-512:]})
def write_slot(self, slot: TradeSlot) -> None:
with self._lock:
self._state_seq += 1
self._slot_cache[int(slot.slot_id)] = slot
payload = {
"slots": [self._slot_cache[key].to_dict() for key in range(self._slot_count)],
}
self._write_region(self.state_region, self._state_seq, payload)
def read_slots(self) -> List[TradeSlot]:
payload = _decode_packet(self.state_region.as_buffer())
slots = payload.get("slots", []) if isinstance(payload, dict) else []
return [_slot_from_payload(slot) for slot in sorted(slots, key=lambda row: int(row.get("slot_id", 0)))]
def read_intents(self) -> List[Dict[str, Any]]:
payload = _decode_packet(self.intent_region.as_buffer())
items = payload.get("items", []) if isinstance(payload, dict) else []
return list(items)
def update_control(self, control: KernelControlSnapshot) -> None:
with self._lock:
self._control_seq += 1
self._control_cache = control
self._write_region(self.control_region, self._control_seq, {"control": control.as_dict()})
def read_control(self) -> KernelControlSnapshot:
payload = _decode_packet(self.control_region.as_buffer())
control = payload.get("control") if isinstance(payload, dict) else None
if not isinstance(control, dict):
return self._control_cache
return KernelControlSnapshot(**control)
def wait_on_state(self, timeout_ms: int = 1000) -> bool:
return bool(self.state_region.wait(timeout_ms))
def notify_state(self) -> None:
self.state_region.notify()
def wait_on_control(self, timeout_ms: int = 1000) -> bool:
return bool(self.control_region.wait(timeout_ms))
def notify_control(self) -> None:
self.control_region.notify()
def wait_on_intent(self, timeout_ms: int = 1000) -> bool:
return bool(self.intent_region.wait(timeout_ms))
def notify_intent(self) -> None:
self.intent_region.notify()
def _write_region(self, region: Any, seq: int, payload: Dict[str, Any]) -> None:
packet = _encode_packet(seq, payload)
buf = region.as_buffer()
if len(packet) > len(buf):
raise ValueError(f"payload too large for Zinc region: {len(packet)} > {len(buf)}")
view = memoryview(buf)
view[:] = b"\x00" * len(view)
view[: len(packet)] = packet
region.notify()

703
prod/clean_arch/dita_v2/rust_backend.py Normal file
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"""Rust-backed DITAv2 execution kernel.
This module keeps the Python API shape stable while moving the kernel state
machine into a Rust shared library. Slot views write through to the backend on
assignment, then the Python side mirrors the resulting state into Zinc and the
existing projections/journals.
"""
from __future__ import annotations
from dataclasses import asdict
from datetime import datetime, timezone
from pathlib import Path
from typing import Any, Dict, Iterable, List, Optional, Sequence
import ctypes
import json
import os
import subprocess
import sys
from .account import AccountProjection
from .control import ControlPlane, ControlUpdate, KernelControlSnapshot, KernelVerbosity, build_control_plane
from .contracts import (
KernelCommandType,
KernelDiagnosticCode,
KernelEventKind,
KernelIntent,
KernelOutcome,
KernelSeverity,
KernelTransition,
TradeSide,
TradeSlot,
TradeStage,
VenueEvent,
VenueOrder,
VenueOrderStatus,
VenueEventStatus,
)
from .journal import KernelJournal, MemoryKernelJournal
from .mock_venue import MockVenueAdapter
from .projection import HazelcastProjection
from .projection import build_projection
from .utils import json_safe
from .venue import VenueAdapter
from .zinc_plane import InMemoryZincPlane, ZincPlane
def _repo_root() -> Path:
return Path(__file__).resolve().parents[3]
def _crate_dir() -> Path:
return Path(__file__).resolve().with_name("_rust_kernel")
def _library_path() -> Path:
if sys.platform == "darwin":
name = "libdita_v2_kernel.dylib"
elif os.name == "nt":
name = "dita_v2_kernel.dll"
else:
name = "libdita_v2_kernel.so"
return _crate_dir() / "target" / "release" / name
def _build_library() -> None:
crate_dir = _crate_dir()
if not crate_dir.exists():
raise FileNotFoundError(f"Missing Rust kernel crate: {crate_dir}")
subprocess.run(
["cargo", "build", "--release", "--manifest-path", str(crate_dir / "Cargo.toml")],
cwd=_repo_root(),
check=True,
)
def _ensure_library() -> Path:
path = _library_path()
if not path.exists():
_build_library()
return path
class _RustKernelLib:
def __init__(self) -> None:
path = _ensure_library()
self.lib = ctypes.CDLL(str(path))
self.lib.dita_kernel_create.argtypes = [ctypes.c_size_t]
self.lib.dita_kernel_create.restype = ctypes.c_void_p
self.lib.dita_kernel_destroy.argtypes = [ctypes.c_void_p]
self.lib.dita_kernel_destroy.restype = None
self.lib.dita_kernel_free_string.argtypes = [ctypes.c_void_p]
self.lib.dita_kernel_free_string.restype = None
self.lib.dita_kernel_get_slot_json.argtypes = [ctypes.c_void_p, ctypes.c_size_t]
self.lib.dita_kernel_get_slot_json.restype = ctypes.c_void_p
self.lib.dita_kernel_set_slot_json.argtypes = [ctypes.c_void_p, ctypes.c_size_t, ctypes.c_char_p]
self.lib.dita_kernel_set_slot_json.restype = ctypes.c_int
self.lib.dita_kernel_process_intent_json.argtypes = [
ctypes.c_void_p,
ctypes.c_char_p,
ctypes.c_char_p,
ctypes.c_char_p,
]
self.lib.dita_kernel_process_intent_json.restype = ctypes.c_void_p
self.lib.dita_kernel_on_venue_event_json.argtypes = [
ctypes.c_void_p,
ctypes.c_char_p,
ctypes.c_char_p,
ctypes.c_char_p,
]
self.lib.dita_kernel_on_venue_event_json.restype = ctypes.c_void_p
self.lib.dita_kernel_reconcile_slots_json.argtypes = [
ctypes.c_void_p,
ctypes.c_char_p,
ctypes.c_char_p,
ctypes.c_char_p,
]
self.lib.dita_kernel_reconcile_slots_json.restype = ctypes.c_void_p
self.lib.dita_kernel_snapshot_json.argtypes = [ctypes.c_void_p]
self.lib.dita_kernel_snapshot_json.restype = ctypes.c_void_p
def create(self, max_slots: int) -> ctypes.c_void_p:
handle = self.lib.dita_kernel_create(ctypes.c_size_t(max_slots))
if not handle:
raise RuntimeError("dita_kernel_create failed")
return ctypes.c_void_p(handle)
def destroy(self, handle: ctypes.c_void_p) -> None:
if handle and handle.value:
self.lib.dita_kernel_destroy(handle)
def _take_string(self, raw: ctypes.c_void_p) -> str:
if not raw:
raise RuntimeError("Rust kernel returned null string")
text = ctypes.cast(raw, ctypes.c_char_p).value
if text is None:
self.lib.dita_kernel_free_string(raw)
raise RuntimeError("Rust kernel returned empty string")
try:
return text.decode("utf-8")
finally:
self.lib.dita_kernel_free_string(raw)
def get_slot_json(self, handle: ctypes.c_void_p, slot_id: int) -> Dict[str, Any]:
raw = self.lib.dita_kernel_get_slot_json(handle, ctypes.c_size_t(slot_id))
if not raw:
raise IndexError(f"Invalid slot id: {slot_id}")
return json.loads(self._take_string(raw))
def set_slot_json(self, handle: ctypes.c_void_p, slot_id: int, payload: Dict[str, Any]) -> None:
encoded = json.dumps(json_safe(payload), separators=(",", ":"), ensure_ascii=False).encode("utf-8")
rc = self.lib.dita_kernel_set_slot_json(handle, ctypes.c_size_t(slot_id), ctypes.c_char_p(encoded))
if rc != 0:
raise RuntimeError(f"dita_kernel_set_slot_json failed rc={rc}")
def process_intent(
self,
handle: ctypes.c_void_p,
payload: Dict[str, Any],
*,
mode: str,
verbosity: str,
) -> Dict[str, Any]:
encoded = json.dumps(json_safe(payload), separators=(",", ":"), ensure_ascii=False).encode("utf-8")
raw = self.lib.dita_kernel_process_intent_json(
handle,
ctypes.c_char_p(encoded),
ctypes.c_char_p(mode.encode("utf-8")),
ctypes.c_char_p(verbosity.encode("utf-8")),
)
return json.loads(self._take_string(raw))
def on_venue_event(
self,
handle: ctypes.c_void_p,
payload: Dict[str, Any],
*,
mode: str,
verbosity: str,
) -> Dict[str, Any]:
encoded = json.dumps(json_safe(payload), separators=(",", ":"), ensure_ascii=False).encode("utf-8")
raw = self.lib.dita_kernel_on_venue_event_json(
handle,
ctypes.c_char_p(encoded),
ctypes.c_char_p(mode.encode("utf-8")),
ctypes.c_char_p(verbosity.encode("utf-8")),
)
return json.loads(self._take_string(raw))
def reconcile_slots(
self,
handle: ctypes.c_void_p,
payload: Sequence[Dict[str, Any]],
*,
mode: str,
verbosity: str,
) -> Dict[str, Any]:
encoded = json.dumps(json_safe(list(payload)), separators=(",", ":"), ensure_ascii=False).encode("utf-8")
raw = self.lib.dita_kernel_reconcile_slots_json(
handle,
ctypes.c_char_p(encoded),
ctypes.c_char_p(mode.encode("utf-8")),
ctypes.c_char_p(verbosity.encode("utf-8")),
)
return json.loads(self._take_string(raw))
def snapshot(self, handle: ctypes.c_void_p) -> Dict[str, Any]:
raw = self.lib.dita_kernel_snapshot_json(handle)
return json.loads(self._take_string(raw))
_RUST: _RustKernelLib | None = None # lazy init — avoids Rust build on import
def _get_rust() -> _RustKernelLib:
global _RUST
if _RUST is None:
_RUST = _RustKernelLib()
return _RUST
def _slot_to_payload(slot: TradeSlot) -> Dict[str, Any]:
return slot.to_dict()
def _order_to_payload(order: Optional[VenueOrder]) -> Optional[Dict[str, Any]]:
if order is None:
return None
return {
"internal_trade_id": order.internal_trade_id,
"venue_order_id": order.venue_order_id,
"venue_client_id": order.venue_client_id,
"side": order.side.value,
"intended_size": float(order.intended_size or 0.0),
"filled_size": float(order.filled_size or 0.0),
"average_fill_price": float(order.average_fill_price or 0.0),
"status": order.status.value,
"metadata": dict(order.metadata),
}
def _order_from_payload(payload: Optional[Dict[str, Any]], *, trade_id: str) -> Optional[VenueOrder]:
if not isinstance(payload, dict):
return None
return VenueOrder(
internal_trade_id=trade_id,
venue_order_id=str(payload.get("venue_order_id", "")),
venue_client_id=str(payload.get("venue_client_id", "")),
side=TradeSide(str(payload.get("side", TradeSide.FLAT.value))),
intended_size=float(payload.get("intended_size", 0.0)),
filled_size=float(payload.get("filled_size", 0.0)),
average_fill_price=float(payload.get("average_fill_price", 0.0)),
status=VenueOrderStatus(str(payload.get("status", VenueOrderStatus.NEW.value))),
metadata=dict(payload.get("metadata", {})),
)
def _slot_from_payload(payload: Dict[str, Any]) -> TradeSlot:
return TradeSlot(
slot_id=int(payload.get("slot_id", 0)),
trade_id=str(payload.get("trade_id", "")),
asset=str(payload.get("asset", "")),
side=TradeSide(str(payload.get("side", TradeSide.FLAT.value))),
entry_price=float(payload.get("entry_price", 0.0)),
size=float(payload.get("size", 0.0)),
initial_size=float(payload.get("initial_size", 0.0)),
leverage=float(payload.get("leverage", 0.0)),
entry_time=datetime.fromisoformat(payload["entry_time"]) if payload.get("entry_time") else None,
unrealized_pnl=float(payload.get("unrealized_pnl", 0.0)),
realized_pnl=float(payload.get("realized_pnl", 0.0)),
closed=bool(payload.get("closed", False)),
exit_leg_ratios=tuple(float(r) for r in payload.get("exit_leg_ratios", (1.0,))),
active_leg_index=int(payload.get("active_leg_index", 0)),
active_exit_order=_order_from_payload(payload.get("active_exit_order"), trade_id=str(payload.get("trade_id", ""))),
active_entry_order=_order_from_payload(payload.get("active_entry_order"), trade_id=str(payload.get("trade_id", ""))),
fsm_state=TradeStage(str(payload.get("fsm_state", TradeStage.IDLE.value))),
close_reason=str(payload.get("close_reason", "")),
last_event_time=datetime.fromisoformat(payload["last_event_time"]) if payload.get("last_event_time") else None,
seen_event_ids=tuple(str(event_id) for event_id in payload.get("seen_event_ids", ())),
metadata=dict(payload.get("metadata", {})),
)
def _intent_to_payload(intent: KernelIntent) -> Dict[str, Any]:
return {
"timestamp": intent.timestamp.isoformat() if hasattr(intent.timestamp, "isoformat") else str(intent.timestamp),
"intent_id": intent.intent_id,
"trade_id": intent.trade_id,
"slot_id": intent.slot_id,
"asset": intent.asset,
"side": intent.side.value,
"action": intent.action.value,
"reference_price": float(intent.reference_price or 0.0),
"target_size": float(intent.target_size or 0.0),
"leverage": float(intent.leverage or 0.0),
"exit_leg_ratios": list(intent.exit_leg_ratios),
"reason": intent.reason,
"metadata": dict(intent.metadata),
"stage": intent.stage.value,
"order_type": getattr(intent, "order_type", "MARKET"),
"limit_price": float(getattr(intent, "limit_price", 0.0) or 0.0),
}
def _event_to_payload(event: VenueEvent) -> Dict[str, Any]:
return {
"timestamp": event.timestamp.isoformat() if hasattr(event.timestamp, "isoformat") else str(event.timestamp),
"event_id": event.event_id,
"trade_id": event.trade_id,
"slot_id": event.slot_id,
"kind": event.kind.value,
"status": event.status.value,
"venue_order_id": event.venue_order_id,
"venue_client_id": event.venue_client_id,
"side": event.side.value,
"asset": event.asset,
"price": float(event.price or 0.0),
"size": float(event.size or 0.0),
"filled_size": float(event.filled_size or 0.0),
"remaining_size": float(event.remaining_size or 0.0),
"reason": event.reason,
"raw_payload": dict(event.raw_payload),
"metadata": dict(event.metadata),
}
def _transition_from_payload(payload: Dict[str, Any]) -> KernelTransition:
return KernelTransition(
timestamp=datetime.fromisoformat(payload["timestamp"]),
trade_id=str(payload.get("trade_id", "")),
slot_id=int(payload.get("slot_id", 0)),
prev_state=TradeStage(str(payload.get("prev_state", TradeStage.IDLE.value))),
next_state=TradeStage(str(payload.get("next_state", TradeStage.IDLE.value))),
trigger=str(payload.get("trigger", "")),
intent_id=str(payload.get("intent_id", "")),
event_id=str(payload.get("event_id", "")),
control_mode=str(payload.get("control_mode", "")),
control_verbosity=str(payload.get("control_verbosity", "")),
details=dict(payload.get("details", {})),
)
def _outcome_from_payload(payload: Dict[str, Any]) -> KernelOutcome:
return KernelOutcome(
accepted=bool(payload.get("accepted", False)),
slot_id=int(payload.get("slot_id", 0)),
trade_id=str(payload.get("trade_id", "")),
state=TradeStage(str(payload.get("state", TradeStage.IDLE.value))),
diagnostic_code=KernelDiagnosticCode(str(payload.get("diagnostic_code", KernelDiagnosticCode.OK.value))),
severity=KernelSeverity(str(payload.get("severity", KernelSeverity.INFO.value))),
transitions=tuple(_transition_from_payload(row) for row in payload.get("transitions", [])),
emitted_events=tuple(
VenueEvent(
timestamp=datetime.fromisoformat(row["timestamp"]),
event_id=str(row.get("event_id", "")),
trade_id=str(row.get("trade_id", "")),
slot_id=int(row.get("slot_id", 0)),
kind=KernelEventKind(str(row.get("kind", KernelEventKind.ORDER_ACK.value))),
status=VenueEventStatus(str(row.get("status", VenueEventStatus.ACKED.value))),
venue_order_id=str(row.get("venue_order_id", "")),
venue_client_id=str(row.get("venue_client_id", "")),
side=TradeSide(str(row.get("side", TradeSide.FLAT.value))),
asset=str(row.get("asset", "")),
price=float(row.get("price", 0.0)),
size=float(row.get("size", 0.0)),
filled_size=float(row.get("filled_size", 0.0)),
remaining_size=float(row.get("remaining_size", 0.0)),
reason=str(row.get("reason", "")),
raw_payload=dict(row.get("raw_payload", {})),
metadata=dict(row.get("metadata", {})),
)
for row in payload.get("emitted_events", [])
),
details=dict(payload.get("details", {})),
)
def _enum_text(value: Any) -> str:
if hasattr(value, "value"):
return str(getattr(value, "value"))
return str(value)
class KernelSlotView:
"""Write-through view over a Rust-backed slot."""
def __init__(self, kernel: "ExecutionKernel", slot_id: int) -> None:
object.__setattr__(self, "_kernel", kernel)
object.__setattr__(self, "_slot_id", int(slot_id))
@property
def slot_id(self) -> int:
return object.__getattribute__(self, "_slot_id")
def _snapshot(self) -> TradeSlot:
return self._kernel._get_slot(self.slot_id)
def __getattr__(self, name: str) -> Any:
slot = self._snapshot()
if hasattr(slot, name):
return getattr(slot, name)
raise AttributeError(name)
def __setattr__(self, name: str, value: Any) -> None:
if name in {"_kernel", "_slot_id"}:
object.__setattr__(self, name, value)
return
slot = self._snapshot()
if not hasattr(slot, name):
raise AttributeError(name)
setattr(slot, name, value)
self._kernel._set_slot(slot)
def to_dict(self) -> Dict[str, Any]:
return self._snapshot().to_dict()
def is_free(self) -> bool:
return self._snapshot().is_free()
def is_open(self) -> bool:
return self._snapshot().is_open()
def mark_price(self, price: float) -> None:
slot = self._snapshot()
slot.mark_price(price)
self._kernel._set_slot(slot)
def next_exit_ratio(self) -> float:
return self._snapshot().next_exit_ratio()
def consume_exit_leg(self) -> float:
slot = self._snapshot()
ratio = slot.consume_exit_leg()
self._kernel._set_slot(slot)
return ratio
def attach_entry_order(self, order: VenueOrder) -> None:
slot = self._snapshot()
slot.active_entry_order = order
self._kernel._set_slot(slot)
def attach_exit_order(self, order: VenueOrder) -> None:
slot = self._snapshot()
slot.active_exit_order = order
self._kernel._set_slot(slot)
def __repr__(self) -> str: # pragma: no cover - debugging helper
return f"KernelSlotView(slot_id={self.slot_id}, state={self._snapshot().fsm_state.value})"
class KernelStateView:
def __init__(self, kernel: "ExecutionKernel") -> None:
self._kernel = kernel
self.slots = [KernelSlotView(kernel, slot_id) for slot_id in range(kernel.max_slots)]
self.active_trade_index: Dict[str, int] = {}
self.venue_order_index: Dict[str, int] = {}
self.client_order_index: Dict[str, int] = {}
self.refresh()
def refresh(self) -> None:
snapshot = self._kernel._snapshot_backend()
self.active_trade_index = dict(snapshot.get("active_trade_index", {}))
self.venue_order_index = dict(snapshot.get("venue_order_index", {}))
self.client_order_index = dict(snapshot.get("client_order_index", {}))
class ExecutionKernel:
"""Rust-backed multi-slot execution kernel."""
def __init__(
self,
*,
max_slots: int = 10,
control_plane: Optional[ControlPlane] = None,
venue: Optional[VenueAdapter] = None,
journal: Optional[KernelJournal] = None,
account: Optional[AccountProjection] = None,
projection: Optional[HazelcastProjection] = None,
projection_client: Optional[Any] = None,
zinc_plane: Optional[ZincPlane] = None,
) -> None:
self.max_slots = int(max_slots)
self.control_plane = control_plane or build_control_plane()
self.venue = venue or MockVenueAdapter()
self.journal = journal or MemoryKernelJournal()
self.account = account or AccountProjection()
self.projection = projection or build_projection(client=projection_client)
self.zinc_plane = zinc_plane or InMemoryZincPlane()
self._backend = _get_rust().create(self.max_slots)
self._control_snapshot = self.control_plane.read()
self._last_settled_pnl: Dict[int, float] = {}
self.projection.write_control(self._control_snapshot)
self.zinc_plane.update_control(self._control_snapshot)
self.state = KernelStateView(self)
self.account.observe_slots([self._get_slot(slot_id) for slot_id in range(self.max_slots)])
def __del__(self) -> None: # pragma: no cover - cleanup best effort
backend = getattr(self, "_backend", None)
if backend is not None:
try:
_get_rust().destroy(backend)
except Exception:
pass
@property
def control(self) -> KernelControlSnapshot:
return self.control_plane.read()
def update_control(self, update: ControlUpdate) -> KernelControlSnapshot:
snapshot = self.control_plane.update(update)
self._control_snapshot = snapshot
self.projection.write_control(snapshot)
self.zinc_plane.update_control(snapshot)
return snapshot
def _snapshot_backend(self) -> Dict[str, Any]:
return _get_rust().snapshot(self._backend)
def _get_slot(self, slot_id: int) -> TradeSlot:
return _slot_from_payload(_get_rust().get_slot_json(self._backend, slot_id))
def _set_slot(self, slot: TradeSlot, *, journal: bool = False) -> None:
payload = _slot_to_payload(slot)
_get_rust().set_slot_json(self._backend, slot.slot_id, payload)
self.state.refresh()
slots = [self._get_slot(slot_id) for slot_id in range(self.max_slots)]
self.account.observe_slots(slots)
current = self._get_slot(slot.slot_id)
self.projection.write_slot(current)
self.zinc_plane.write_slot(current)
def slot(self, slot_id: int) -> KernelSlotView:
if not (0 <= int(slot_id) < self.max_slots):
raise IndexError(slot_id)
return self.state.slots[int(slot_id)]
def free_slot(self) -> Optional[KernelSlotView]:
for slot in self.state.slots:
if slot.is_free():
return slot
return None
def _record_transitions(self, transitions: Iterable[KernelTransition], slot: TradeSlot, event: Optional[VenueEvent]) -> None:
if self.control.debug_clickhouse_enabled:
for transition in transitions:
self.journal.record_transition(
transition=transition,
slot=slot,
event=event,
control=self.control,
)
def process_intent(self, intent: KernelIntent) -> KernelOutcome:
self.zinc_plane.publish_intent(intent)
if not (0 <= int(intent.slot_id) < self.max_slots):
return KernelOutcome(
accepted=False,
slot_id=int(intent.slot_id),
trade_id=intent.trade_id,
state=TradeStage.IDLE,
diagnostic_code=KernelDiagnosticCode.INVALID_SLOT_ID,
details={"reason": "INVALID_SLOT_ID", "slot_id": int(intent.slot_id), "intent_id": intent.intent_id},
)
payload = _intent_to_payload(intent)
result = _get_rust().process_intent(
self._backend,
payload,
mode=_enum_text(self.control.mode),
verbosity=_enum_text(self.control.verbosity),
)
outcome = _outcome_from_payload(result["outcome"])
self.state.refresh()
if intent.action == KernelCommandType.ENTER and outcome.accepted:
self._last_settled_pnl[intent.slot_id] = 0.0
emitted_events = []
all_venue_transitions: List[KernelTransition] = []
if intent.action in {KernelCommandType.ENTER, KernelCommandType.EXIT}:
emitted_events = self.venue.submit(intent)
for event in emitted_events:
evt_outcome = self.on_venue_event(event)
all_venue_transitions.extend(evt_outcome.transitions)
elif intent.action == KernelCommandType.CANCEL:
slot_view = self.slot(intent.slot_id)
if slot_view.active_exit_order is not None:
emitted_events = self.venue.cancel(slot_view.active_exit_order, reason=intent.reason)
elif slot_view.active_entry_order is not None and slot_view.fsm_state in {
TradeStage.ENTRY_WORKING,
TradeStage.ORDER_REQUESTED,
TradeStage.ORDER_SENT,
TradeStage.IDLE,
}:
emitted_events = self.venue.cancel(slot_view.active_entry_order, reason=intent.reason)
else:
emitted_events = []
for event in emitted_events:
evt_outcome = self.on_venue_event(event)
all_venue_transitions.extend(evt_outcome.transitions)
final_slot = self._get_slot(outcome.slot_id)
rate_limit_event = next((event for event in emitted_events if event.kind == KernelEventKind.RATE_LIMITED), None)
if rate_limit_event is not None:
rate_limit_details = dict(outcome.details)
rate_limit_details.update(
{
"reason": rate_limit_event.reason or "RATE_LIMITED",
"retry_after_ms": int(rate_limit_event.metadata.get("retry_after_ms", 0) or 0),
"venue_event_kind": rate_limit_event.kind.value,
"severity": KernelSeverity.WARNING.value,
"release_eta": "few minutes",
"retryable": True,
}
)
outcome = KernelOutcome(
accepted=False,
slot_id=outcome.slot_id,
trade_id=outcome.trade_id,
state=final_slot.fsm_state,
diagnostic_code=KernelDiagnosticCode.RATE_LIMITED,
severity=KernelSeverity.WARNING,
transitions=outcome.transitions,
emitted_events=outcome.emitted_events,
details=rate_limit_details,
)
all_transitions = list(outcome.transitions) + all_venue_transitions
final_outcome = KernelOutcome(
accepted=outcome.accepted,
slot_id=outcome.slot_id,
trade_id=final_slot.trade_id,
state=final_slot.fsm_state,
diagnostic_code=outcome.diagnostic_code,
transitions=tuple(all_transitions),
emitted_events=tuple(emitted_events),
details=dict(outcome.details),
)
slots = [self._get_slot(i) for i in range(self.max_slots)]
self.account.observe_slots(slots)
current = self._get_slot(final_slot.slot_id)
self.projection.write_slot(current)
self.zinc_plane.write_slot(current)
self._record_transitions(outcome.transitions, final_slot, None)
return final_outcome
def on_venue_event(self, event: VenueEvent) -> KernelOutcome:
result = _get_rust().on_venue_event(
self._backend,
_event_to_payload(event),
mode=_enum_text(self.control.mode),
verbosity=_enum_text(self.control.verbosity),
)
outcome = _outcome_from_payload(result["outcome"])
slot = _slot_from_payload(result["slot"])
self.state.refresh()
incremental_pnl = slot.realized_pnl - self._last_settled_pnl.get(slot.slot_id, 0.0)
if abs(incremental_pnl) > 1e-12:
self.account.settle(incremental_pnl)
self._last_settled_pnl[slot.slot_id] = slot.realized_pnl
slots = [self._get_slot(i) for i in range(self.max_slots)]
self.account.observe_slots(slots)
current = self._get_slot(slot.slot_id)
self.projection.write_slot(current)
self.zinc_plane.write_slot(current)
self._record_transitions(outcome.transitions, slot, event)
return outcome
def mark_price(self, asset: str, price: float) -> None:
for slot in self.state.slots:
if slot.asset == asset and slot.is_open():
slot.mark_price(price)
self.account.observe_slots([self._get_slot(i) for i in range(self.max_slots)])
def reconcile_from_slots(self, slots: Sequence[TradeSlot]) -> KernelOutcome:
payload = [_slot_to_payload(slot) for slot in slots]
result = _get_rust().reconcile_slots(
self._backend,
payload,
mode=_enum_text(self.control.mode),
verbosity=_enum_text(self.control.verbosity),
)
outcome = _outcome_from_payload(result["outcome"])
if not outcome.accepted:
return outcome
self.state.refresh()
slots = [self._get_slot(i) for i in range(self.max_slots)]
self.account.observe_slots(slots)
for current in slots:
self.projection.write_slot(current)
self.zinc_plane.write_slot(current)
return outcome
def snapshot(self) -> Dict[str, Any]:
return {
"control": self.control.as_dict(),
"slots": [self._get_slot(slot.slot_id).to_dict() for slot in self.state.slots],
"account": {
"capital": self.account.snapshot.capital,
"equity": self.account.snapshot.equity,
"realized_pnl": self.account.snapshot.realized_pnl,
"unrealized_pnl": self.account.snapshot.unrealized_pnl,
"open_positions": self.account.snapshot.open_positions,
"open_notional": self.account.snapshot.open_notional,
"leverage": self.account.snapshot.leverage,
},
}

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"""Comprehensive test battery for all 13 CRITICAL DITAv2 flaws.
Each test verifies that the specific flaw exists (pre-fix) and would pass
once the flaw is addressed. Tests use the MockVenueAdapter to avoid
requiring live BingX connectivity.
Run with:
python -m pytest prod/clean_arch/dita_v2/test_flaws.py -v
"""
from __future__ import annotations
import sys
sys.path.insert(0, "/mnt/dolphinng5_predict")
from datetime import datetime, timezone
from typing import Any, Dict, List
import pytest
from prod.clean_arch.dita_v2.contracts import (
KernelCommandType,
KernelDiagnosticCode,
KernelEventKind,
KernelIntent,
KernelOutcome,
KernelSeverity,
KernelTransition,
TradeSide,
TradeSlot,
TradeStage,
VenueEvent,
VenueEventStatus,
VenueOrder,
VenueOrderStatus,
)
from prod.clean_arch.dita_v2.mock_venue import MockVenueAdapter, MockVenueScenario
from prod.clean_arch.dita_v2.rust_backend import ExecutionKernel
from prod.clean_arch.dita_v2.account import AccountProjection
E = KernelCommandType
TS = TradeSide
def _mk_intent(
action: KernelCommandType = KernelCommandType.ENTER,
trade_id: str = "t1",
slot_id: int = 0,
asset: str = "BTCUSDT",
side: TradeSide = TradeSide.SHORT,
price: float = 100.0,
size: float = 1.0,
leverage: float = 1.0,
exit_leg_ratios: tuple = (1.0,),
**kw,
) -> KernelIntent:
return KernelIntent(
timestamp=datetime.now(timezone.utc),
intent_id=kw.pop("intent_id", trade_id),
trade_id=trade_id,
slot_id=slot_id,
asset=asset,
side=side,
action=action,
reference_price=price,
target_size=size,
leverage=leverage,
exit_leg_ratios=exit_leg_ratios,
reason=kw.pop("reason", f"auto_{action.value.lower()}"),
metadata=kw,
)
def _mk_venue_event(
kind: KernelEventKind,
trade_id: str = "t1",
slot_id: int = 0,
side: TradeSide = TradeSide.SHORT,
asset: str = "BTCUSDT",
price: float = 100.0,
size: float = 1.0,
filled_size: float = 1.0,
remaining_size: float = 0.0,
event_id: str = "",
venue_order_id: str = "V-1",
venue_client_id: str = "t1:t1",
status: VenueEventStatus = VenueEventStatus.FILLED,
reason: str = "",
) -> VenueEvent:
return VenueEvent(
timestamp=datetime.now(timezone.utc),
event_id=event_id or f"ev-{kind.value}-{trade_id}",
trade_id=trade_id,
slot_id=slot_id,
kind=kind,
status=status,
venue_order_id=venue_order_id,
venue_client_id=venue_client_id,
side=side,
asset=asset,
price=price,
size=size,
filled_size=filled_size,
remaining_size=remaining_size,
reason=reason,
)
def _fresh_kernel(
*,
scenario: MockVenueScenario = None,
max_slots: int = 2,
capital: float = 25000.0,
) -> ExecutionKernel:
venue = MockVenueAdapter(scenario=scenario or MockVenueScenario())
k = ExecutionKernel(max_slots=max_slots, venue=venue)
k.account.snapshot.capital = capital
k.account.snapshot.peak_capital = capital
k.account.snapshot.equity = capital
return k
# ============================================================
# FLAW 1: Entry-order cancellation is structurally broken
# ============================================================
class TestFlaw1EntryCancel:
"""CANCEL intent for entry orders must work, not just exit orders."""
def test_cancel_entry_order_accepted_by_rust(self):
"""Rust kernel must accept CANCEL for an entry order in ENTRY_WORKING."""
k = _fresh_kernel(scenario=MockVenueScenario(partial_fill_ratio=0.0, emit_fill_on_submit=False))
r = k.process_intent(_mk_intent(action=E.ENTER, trade_id="ce1"))
assert r.accepted, f"ENTER rejected: {r.diagnostic_code}"
slot = k._get_slot(0)
assert slot.fsm_state in {TradeStage.ORDER_REQUESTED, TradeStage.ENTRY_WORKING}
cancel_result = k.process_intent(_mk_intent(action=E.CANCEL, trade_id="ce1"))
assert cancel_result.accepted, (
f"CANCEL for entry order should be accepted, got "
f"accepted={cancel_result.accepted} "
f"diag={cancel_result.diagnostic_code}"
)
def test_cancel_entry_order_calls_venue_cancel(self):
"""Python bridge must call venue.cancel() on active_entry_order."""
scenario = MockVenueScenario(partial_fill_ratio=0.0, emit_fill_on_submit=False)
k = _fresh_kernel(scenario=scenario)
k.process_intent(_mk_intent(action=E.ENTER, trade_id="ce2"))
entry_order = k.slot(0).active_entry_order
assert entry_order is not None, "Entry order should be attached"
cancel_result = k.process_intent(_mk_intent(action=E.CANCEL, trade_id="ce2"))
assert cancel_result.accepted, f"CANCEL not accepted: {cancel_result.diagnostic_code}"
def test_cancel_entry_no_fill_returns_to_idle(self):
"""After cancelling an entry order that hasn't filled, slot must be IDLE."""
k = _fresh_kernel(scenario=MockVenueScenario(partial_fill_ratio=0.0, emit_fill_on_submit=False))
k.process_intent(_mk_intent(action=E.ENTER, trade_id="ce3"))
k.process_intent(_mk_intent(action=E.CANCEL, trade_id="ce3"))
slot = k._get_slot(0)
assert slot.is_free(), (
f"Slot should be free/IDLE after entry cancel, "
f"got state={slot.fsm_state} closed={slot.closed} "
f"entry_order={slot.active_entry_order} exit_order={slot.active_exit_order} "
f"size={slot.size}"
)
def test_cancel_entry_with_partial_fill(self):
"""Cancel entry with partial fill should leave slot in correct state."""
k = _fresh_kernel(scenario=MockVenueScenario(partial_fill_ratio=0.5))
k.process_intent(_mk_intent(action=E.ENTER, trade_id="ce4", size=0.002))
slot_after = k._get_slot(0)
assert slot_after.size > 0, "Should have partial fill"
def test_cancel_entry_then_reenter(self):
"""After entry cancel, a new ENTER should succeed."""
k = _fresh_kernel(scenario=MockVenueScenario(partial_fill_ratio=0.0, emit_fill_on_submit=False))
k.process_intent(_mk_intent(action=E.ENTER, trade_id="ce5a"))
k.process_intent(_mk_intent(action=E.CANCEL, trade_id="ce5a"))
r = k.process_intent(_mk_intent(action=E.ENTER, trade_id="ce5b"))
assert r.accepted, f"Re-entry after cancel should succeed: {r.diagnostic_code}"
# ============================================================
# FLAW 2: Rust CANCEL_ACK has no entry-order reset path
# ============================================================
class TestFlaw2CancelAckEntry:
"""CANCEL_ACK for entry orders must reset slot to IDLE."""
def test_cancel_ack_resets_entry_working_to_idle(self):
"""When CANCEL_ACK arrives for an entry order, slot goes IDLE."""
k = _fresh_kernel(scenario=MockVenueScenario(partial_fill_ratio=0.0, emit_fill_on_submit=False))
k.process_intent(_mk_intent(action=E.ENTER, trade_id="ca1"))
slot = k._get_slot(0)
assert slot.active_entry_order is not None
venue_order = slot.active_entry_order
ack = _mk_venue_event(
kind=KernelEventKind.CANCEL_ACK,
trade_id="ca1",
venue_order_id=venue_order.venue_order_id,
venue_client_id=venue_order.venue_client_id,
status=VenueEventStatus.CANCELED,
)
k.on_venue_event(ack)
slot = k._get_slot(0)
assert slot.fsm_state == TradeStage.IDLE, (
f"Slot should be IDLE after CANCEL_ACK on entry, got {slot.fsm_state}"
)
assert slot.active_entry_order is None, "Entry order should be cleared"
assert slot.trade_id == "", "Trade ID should be cleared"
assert slot.size == 0.0, "Size should be zero"
def test_cancel_ack_exit_still_works(self):
"""Existing exit-order CANCEL_ACK path must still work.
Deterministic setup: entry fills fully (POSITION_OPEN) but the exit only
partially fills, so the exit order stays live and the CANCEL_ACK exit
branch is genuinely exercised (no vacuous guard).
"""
k = _fresh_kernel(scenario=MockVenueScenario(exit_partial_fill_ratio=0.5))
k.process_intent(_mk_intent(action=E.ENTER, trade_id="ca2", size=0.002))
slot = k._get_slot(0)
assert slot.fsm_state == TradeStage.POSITION_OPEN, (
f"Entry should fill fully, got {slot.fsm_state}"
)
k.process_intent(_mk_intent(action=E.EXIT, trade_id="ca2", size=0.002))
slot = k._get_slot(0)
assert slot.active_exit_order is not None, (
"Exit order must remain live after a partial exit fill"
)
ack = _mk_venue_event(
kind=KernelEventKind.CANCEL_ACK,
trade_id="ca2",
venue_order_id=slot.active_exit_order.venue_order_id,
venue_client_id=slot.active_exit_order.venue_client_id,
status=VenueEventStatus.CANCELED,
)
k.on_venue_event(ack)
slot = k._get_slot(0)
assert slot.active_exit_order is None, "Exit order should be cleared by CANCEL_ACK"
assert slot.fsm_state == TradeStage.POSITION_OPEN, (
f"Exit cancel must return slot to POSITION_OPEN, got {slot.fsm_state}"
)
# ============================================================
# FLAW 3: Outcome mixes pre/post-venue state
# ============================================================
class TestFlaw3OutcomeConsistency:
"""process_intent outcome should have consistent state and transitions."""
def test_outcome_state_matches_actual_slot(self):
"""The outcome.state should reflect the final state after venue events."""
k = _fresh_kernel()
result = k.process_intent(_mk_intent(action=E.ENTER, trade_id="oc1"))
slot = k._get_slot(0)
assert result.state == slot.fsm_state, (
f"Outcome state {result.state} != actual slot state {slot.fsm_state}"
)
def test_outcome_transitions_includes_venue_events(self):
"""Transitions should include venue-event-triggered transitions."""
k = _fresh_kernel()
result = k.process_intent(_mk_intent(action=E.ENTER, trade_id="oc2"))
transition_triggers = [t.trigger for t in result.transitions]
assert len(result.transitions) >= 1, (
f"Should have at least 1 transition, got triggers: {transition_triggers}"
)
# ============================================================
# FLAW 4: Multi-leg exit final leg can double-close
# ============================================================
class TestFlaw4DoubleClose:
"""Multi-leg exit final leg should only close once."""
def test_single_close_after_final_leg(self):
"""After the last leg fills, slot.closed should be set exactly once."""
k = _fresh_kernel(scenario=MockVenueScenario())
k.process_intent(
_mk_intent(
action=E.ENTER,
trade_id="dc1",
size=0.002,
exit_leg_ratios=(0.5, 1.0),
)
)
k.process_intent(
_mk_intent(
action=E.EXIT,
trade_id="dc1",
size=0.001,
exit_leg_ratios=(0.5, 1.0),
)
)
k.process_intent(
_mk_intent(
action=E.EXIT,
trade_id="dc1",
size=0.001,
exit_leg_ratios=(1.0,),
)
)
slot = k._get_slot(0)
assert slot.closed, "Slot should be closed after final leg"
assert slot.fsm_state == TradeStage.CLOSED
def test_no_extra_entry_order_clear_on_close(self):
"""After close via multi-leg, active_entry_order should be consistent."""
k = _fresh_kernel(scenario=MockVenueScenario())
k.process_intent(
_mk_intent(
action=E.ENTER,
trade_id="dc2",
size=0.002,
exit_leg_ratios=(0.5, 1.0),
)
)
k.process_intent(
_mk_intent(
action=E.EXIT,
trade_id="dc2",
size=0.001,
exit_leg_ratios=(0.5, 1.0),
)
)
k.process_intent(
_mk_intent(
action=E.EXIT,
trade_id="dc2",
size=0.001,
exit_leg_ratios=(1.0,),
)
)
slot = k._get_slot(0)
assert slot.active_exit_order is None, "Exit order should be cleared"
assert slot.active_entry_order is None or slot.active_entry_order.status == VenueOrderStatus.FILLED
# ============================================================
# FLAW 5: Capital settlement only triggers on terminal states
# ============================================================
class TestFlaw5CapitalSettleOnPartialFill:
"""Realized PnL should settle incrementally on partial fills."""
def test_partial_exit_settles_pnl_incrementally(self):
"""Exit fill must settle realized PnL into capital — EXACTLY.
This is the single most important invariant in DITAv2: capital is
the kernel account's authority and must move by precisely the
realized PnL of the fill (no balance-poll overwrite). The entry and
exit prices differ so realized PnL is strictly nonzero and the
capital-change assertion fires unconditionally (no vacuous guard).
"""
k = _fresh_kernel()
cap_before = k.account.snapshot.capital
# SHORT entry at 100.
k.process_intent(
_mk_intent(action=E.ENTER, trade_id="ps1", side=TradeSide.SHORT, price=100.0, size=0.002)
)
slot = k._get_slot(0)
assert slot.fsm_state == TradeStage.POSITION_OPEN
# Exit at 90 -> SHORT closes in profit, realized PnL strictly positive.
k.process_intent(
_mk_intent(action=E.EXIT, trade_id="ps1", side=TradeSide.SHORT, price=90.0, size=0.002)
)
slot = k._get_slot(0)
assert slot.realized_pnl > 0.0, (
f"SHORT exit below entry must realize positive PnL, got {slot.realized_pnl}"
)
cap_after = k.account.snapshot.capital
# Single-authority invariant: capital moved by EXACTLY realized PnL.
assert abs((cap_after - cap_before) - slot.realized_pnl) < 1e-9, (
f"Capital delta {cap_after - cap_before} != realized_pnl {slot.realized_pnl} "
f"(before={cap_before} after={cap_after})"
)
# ============================================================
# FLAW 6: _legacy_intent silently drops order_type and limit_price
# ============================================================
class TestFlaw6LegacyIntentDrop:
"""_legacy_intent must preserve order_type and limit_price."""
def test_legacy_intent_preserves_order_type(self):
"""LegacyIntent conversion must include order_type."""
from prod.clean_arch.dita_v2.bingx_venue import BingxVenueAdapter
intent = _mk_intent(
action=E.ENTER,
trade_id="li1",
order_type="LIMIT",
limit_price=50000.0,
)
legacy = BingxVenueAdapter._legacy_intent(intent)
assert getattr(legacy, "order_type", None) == "LIMIT" or \
legacy.metadata.get("_order_type") == "LIMIT" or \
legacy.metadata.get("order_type") == "LIMIT", (
f"order_type not preserved in legacy intent. "
f"Legacy fields: {dir(legacy)}, metadata: {legacy.metadata}"
)
def test_legacy_intent_preserves_limit_price(self):
"""LegacyIntent conversion must include limit_price."""
from prod.clean_arch.dita_v2.bingx_venue import BingxVenueAdapter
intent = _mk_intent(
action=E.ENTER,
trade_id="li2",
order_type="LIMIT",
limit_price=50000.0,
)
legacy = BingxVenueAdapter._legacy_intent(intent)
assert getattr(legacy, "limit_price", 0) == 50000.0 or \
legacy.metadata.get("_limit_price") == 50000.0 or \
legacy.metadata.get("limit_price") == 50000.0, (
f"limit_price not preserved in legacy intent. "
f"Legacy metadata: {legacy.metadata}"
)
# ============================================================
# FLAW 7: Mock venue partial_fill_ratio applies to both entry and exit
# ============================================================
class TestFlaw7MockVenueRatios:
"""Mock venue should support different ratios for entry vs exit."""
def test_entry_exit_different_ratios(self):
"""Entry can fill fully while exit fills partially."""
k = _fresh_kernel(scenario=MockVenueScenario(
entry_partial_fill_ratio=1.0,
exit_partial_fill_ratio=0.5,
))
r = k.process_intent(_mk_intent(action=E.ENTER, trade_id="mv1", size=0.002))
assert r.accepted
slot = k._get_slot(0)
assert slot.fsm_state == TradeStage.POSITION_OPEN, f"Entry should fill fully: {slot.fsm_state}"
def test_per_action_type_ratios(self):
"""entry_partial_fill_ratio and exit_partial_fill_ratio should work independently."""
scenario = MockVenueScenario(
entry_partial_fill_ratio=1.0,
exit_partial_fill_ratio=0.3,
)
k = _fresh_kernel(scenario=scenario)
k.process_intent(_mk_intent(action=E.ENTER, trade_id="mv2", size=0.001))
slot = k._get_slot(0)
assert slot.fsm_state == TradeStage.POSITION_OPEN
assert slot.size == 0.001
# ============================================================
# FLAW 8: Per-asset price precision helper does not exist
# ============================================================
class TestFlaw8PricePrecision:
"""_format_price must exist for LIMIT order support."""
def test_format_price_exists_in_bingx_direct(self):
"""BingxDirectExecutionAdapter should have _format_price method."""
try:
from prod.clean_arch.adapters.bingx_direct import BingxDirectExecutionAdapter
assert hasattr(BingxDirectExecutionAdapter, "_format_price"), (
"_format_price method missing from BingxDirectExecutionAdapter"
)
except ImportError:
pytest.skip("bingx_direct not importable in this environment")
# ============================================================
# FLAW 9: Cancel path falls back to trade_id as symbol
# ============================================================
class TestFlaw9CancelSymbolFallback:
"""Cancel should use correct asset, not trade_id as fallback symbol."""
def test_cancel_uses_slot_asset_not_trade_id(self):
"""When cancel is called, the asset should come from the slot, not trade_id."""
k = _fresh_kernel(scenario=MockVenueScenario(partial_fill_ratio=0.0, emit_fill_on_submit=False))
k.process_intent(_mk_intent(action=E.ENTER, trade_id="cs1", asset="TRXUSDT"))
slot = k._get_slot(0)
# ACK-only (no fill) deterministically leaves the entry order live.
assert slot.active_entry_order is not None, (
"ACK-only entry must leave the entry order live for cancel-symbol fallback"
)
metadata = slot.active_entry_order.metadata
assert metadata.get("asset") == "TRXUSDT", (
f"Entry order metadata should contain asset. Got: {metadata}"
)
def test_mock_venue_cancel_event_has_asset(self):
"""Mock venue cancel events should carry the correct asset."""
k = _fresh_kernel(scenario=MockVenueScenario(partial_fill_ratio=0.0, emit_fill_on_submit=False))
k.process_intent(_mk_intent(action=E.ENTER, trade_id="cs2", asset="XRPUSDT"))
slot = k._get_slot(0)
order = slot.active_entry_order
assert order is not None
assert order.metadata.get("asset") is not None or order.metadata.get("slot_id") is not None
# ============================================================
# FLAW 10: Event dedup window is bounded at 64
# ============================================================
class TestFlaw10EventDedup:
"""Event dedup window should be large enough for realistic workloads."""
def test_dedup_window_accepts_many_events(self):
"""A slot should handle > 64 events without dedup eviction."""
k = _fresh_kernel()
k.process_intent(_mk_intent(action=E.ENTER, trade_id="ed1"))
for i in range(70):
ev = _mk_venue_event(
kind=KernelEventKind.MARK_PRICE,
trade_id="ed1",
event_id=f"mp-{i:04d}",
price=100.0 + i * 0.01,
size=0.0,
filled_size=0.0,
)
k.on_venue_event(ev)
slot = k._get_slot(0)
assert len(slot.seen_event_ids) >= 70, (
f"Expected >= 70 seen_event_ids, got {len(slot.seen_event_ids)}"
)
def test_dedup_eviction_does_not_accept_old_event(self):
"""Evicted event IDs should still be rejected (with larger window)."""
k = _fresh_kernel()
k.process_intent(_mk_intent(action=E.ENTER, trade_id="ed2"))
for i in range(70):
ev = _mk_venue_event(
kind=KernelEventKind.MARK_PRICE,
trade_id="ed2",
event_id=f"mp2-{i:04d}",
price=100.0 + i * 0.01,
size=0.0,
filled_size=0.0,
)
k.on_venue_event(ev)
old_ev = _mk_venue_event(
kind=KernelEventKind.MARK_PRICE,
trade_id="ed2",
event_id="mp2-0000",
price=99.0,
size=0.0,
filled_size=0.0,
)
result = k.on_venue_event(old_ev)
assert result.diagnostic_code == KernelDiagnosticCode.DUPLICATE_EVENT, (
f"Old evicted event should still be deduplicated, "
f"got {result.diagnostic_code}"
)
# ============================================================
# FLAW 11: Reconcile is a raw state override with no FSM validation
# ============================================================
class TestFlaw11ReconcileValidation:
"""Reconcile should validate slot state consistency."""
def test_reconcile_rejects_position_open_with_zero_size(self):
"""Reconciling with POSITION_OPEN but zero size should be rejected."""
k = _fresh_kernel()
bad_slot = TradeSlot(
slot_id=0,
fsm_state=TradeStage.POSITION_OPEN,
size=0.0,
asset="BTCUSDT",
trade_id="bad1",
)
result = k.reconcile_from_slots([bad_slot])
slot = k._get_slot(0)
assert slot.fsm_state != TradeStage.POSITION_OPEN or slot.size > 0, (
f"Reconcile should reject POSITION_OPEN with size=0, "
f"got state={slot.fsm_state} size={slot.size}"
)
def test_reconcile_rejects_idle_with_nonzero_size(self):
"""Reconciling with IDLE but nonzero size should be rejected."""
k = _fresh_kernel()
bad_slot = TradeSlot(
slot_id=0,
fsm_state=TradeStage.IDLE,
size=5.0,
asset="BTCUSDT",
trade_id="bad2",
)
result = k.reconcile_from_slots([bad_slot])
slot = k._get_slot(0)
assert slot.size == 0.0 or slot.fsm_state != TradeStage.IDLE, (
f"Reconcile should reject IDLE with size > 0, "
f"got state={slot.fsm_state} size={slot.size}"
)
def test_reconcile_accepts_valid_slot(self):
"""Valid slot data should still reconcile correctly."""
k = _fresh_kernel()
k.process_intent(_mk_intent(action=E.ENTER, trade_id="rv1"))
slot_data = k._get_slot(0)
result = k.reconcile_from_slots([slot_data])
assert result.accepted
# ============================================================
# FLAW 12: Outcome transitions are incomplete — pre-venue only
# ============================================================
class TestFlaw12OutcomeTransitions:
"""process_intent outcome transitions should include venue event transitions."""
def test_transitions_include_post_venue(self):
"""After a full entry cycle, transitions should include ORDER_ACK and FULL_FILL."""
k = _fresh_kernel()
result = k.process_intent(_mk_intent(action=E.ENTER, trade_id="ot1"))
triggers = [t.trigger for t in result.transitions]
assert any(t in triggers for t in ["ENTER_INTENT", "ORDER_ACK", "FULL_FILL"]), (
f"Transitions should include venue event triggers. Got: {triggers}"
)
def test_transitions_count_matches_lifecycle(self):
"""Full entry lifecycle should produce multiple transitions."""
k = _fresh_kernel()
result = k.process_intent(_mk_intent(action=E.ENTER, trade_id="ot2"))
slot = k._get_slot(0)
assert slot.fsm_state in {TradeStage.POSITION_OPEN, TradeStage.ENTRY_WORKING}, (
f"Default full-fill entry must open the position, got {slot.fsm_state}"
)
assert len(result.transitions) >= 2, (
f"Full entry should produce >= 2 transitions "
f"(intent + venue ack/fill), got {len(result.transitions)}: "
f"{[t.trigger for t in result.transitions]}"
)
# ============================================================
# FLAW 13: Unsettled realized PnL on re-entry
# ============================================================
class TestFlaw13UnsettledPnlOnReentry:
"""Re-entry should not silently discard unrealized settled PnL."""
def test_reentry_after_full_close_no_pnl_loss(self):
"""After full close and settle, re-entry should not lose PnL."""
k = _fresh_kernel()
cap_before = k.account.snapshot.capital
k.process_intent(_mk_intent(action=E.ENTER, trade_id="rp1"))
slot = k._get_slot(0)
assert slot.fsm_state == TradeStage.POSITION_OPEN
k.process_intent(
_mk_intent(action=E.EXIT, trade_id="rp1", price=100.5)
)
slot = k._get_slot(0)
assert slot.is_free()
cap_after_first = k.account.snapshot.capital
k.process_intent(_mk_intent(action=E.ENTER, trade_id="rp2"))
k.process_intent(
_mk_intent(action=E.EXIT, trade_id="rp2", price=101.0)
)
cap_after_second = k.account.snapshot.capital
assert cap_after_second > 0, "Capital should remain positive"
assert abs(cap_after_second - cap_before) < cap_before * 0.5
def test_pnl_warning_on_unsettled_reentry(self):
"""Re-entry on a slot with unsettled PnL should at least warn."""
k = _fresh_kernel(scenario=MockVenueScenario())
k.process_intent(_mk_intent(action=E.ENTER, trade_id="rw1"))
k.process_intent(_mk_intent(action=E.EXIT, trade_id="rw1"))
slot = k._get_slot(0)
assert slot.is_free(), "Full close must free the slot for re-entry"
r = k.process_intent(_mk_intent(action=E.ENTER, trade_id="rw2"))
assert r.accepted, "Re-entry on a freed slot must be accepted"
# ============================================================
# REGRESSION: Existing behaviour must not break
# ============================================================
class TestRegression:
"""Ensure existing happy-path scenarios still work."""
def test_basic_entry_exit(self):
k = _fresh_kernel()
cap_before = k.account.snapshot.capital
r1 = k.process_intent(_mk_intent(action=E.ENTER, trade_id="re1"))
assert r1.accepted
r2 = k.process_intent(_mk_intent(action=E.EXIT, trade_id="re1"))
assert r2.accepted
slot = k._get_slot(0)
assert slot.is_free()
def test_multi_leg_exit(self):
k = _fresh_kernel()
k.process_intent(
_mk_intent(action=E.ENTER, trade_id="re2", size=0.002, exit_leg_ratios=(0.5, 1.0))
)
k.process_intent(
_mk_intent(action=E.EXIT, trade_id="re2", size=0.001, exit_leg_ratios=(0.5, 1.0))
)
k.process_intent(
_mk_intent(action=E.EXIT, trade_id="re2", size=0.001, exit_leg_ratios=(1.0,))
)
slot = k._get_slot(0)
assert slot.is_free()
def test_slot_busy_rejection(self):
k = _fresh_kernel()
r1 = k.process_intent(_mk_intent(action=E.ENTER, trade_id="re3a"))
assert r1.accepted
r2 = k.process_intent(_mk_intent(action=E.ENTER, trade_id="re3b"))
assert not r2.accepted
assert r2.diagnostic_code == KernelDiagnosticCode.SLOT_BUSY
def test_exit_on_idle_rejected(self):
k = _fresh_kernel()
r = k.process_intent(_mk_intent(action=E.EXIT, trade_id="re4"))
assert not r.accepted
def test_reconcile_preserves_state(self):
k = _fresh_kernel()
k.process_intent(_mk_intent(action=E.ENTER, trade_id="re5"))
slot_data = k._get_slot(0)
k.reconcile_from_slots([slot_data])
slot_after = k._get_slot(0)
assert slot_after.trade_id == "re5"
def test_dedup_duplicate_event(self):
k = _fresh_kernel()
k.process_intent(_mk_intent(action=E.ENTER, trade_id="re6"))
slot = k._get_slot(0)
dup = _mk_venue_event(
kind=KernelEventKind.FULL_FILL,
trade_id="re6",
event_id="dedup-regression",
price=100.0,
size=1.0,
filled_size=1.0,
)
k.on_venue_event(dup)
result = k.on_venue_event(dup)
assert result.diagnostic_code == KernelDiagnosticCode.DUPLICATE_EVENT
def test_ten_cycles_no_leak(self):
k = _fresh_kernel()
for i in range(10):
k.process_intent(_mk_intent(action=E.ENTER, trade_id=f"tc{i}"))
k.process_intent(_mk_intent(action=E.EXIT, trade_id=f"tc{i}"))
slot = k._get_slot(0)
assert slot.is_free()
assert k.account.snapshot.capital > 0

43
prod/clean_arch/dita_v2/utils.py Normal file
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"""Utility helpers for the DITAv2 kernel."""
from __future__ import annotations
from dataclasses import asdict, is_dataclass
from datetime import datetime
from enum import Enum
from typing import Any
import json
import math
def safe_float(value: Any, default: float = 0.0) -> float:
"""Return a finite float or ``default``."""
try:
out = float(value)
except Exception:
return default
if not math.isfinite(out):
return default
return out
def json_safe(value: Any) -> Any:
"""Convert enums, dataclasses and datetimes to JSON-safe objects."""
if isinstance(value, Enum):
return value.value
if isinstance(value, datetime):
return value.isoformat()
if is_dataclass(value):
return json_safe(asdict(value))
if isinstance(value, dict):
return {str(key): json_safe(val) for key, val in value.items()}
if isinstance(value, list):
return [json_safe(item) for item in value]
if isinstance(value, tuple):
return [json_safe(item) for item in value]
return value
def json_text(value: Any) -> str:
"""Serialize a value using stable JSON settings."""
return json.dumps(json_safe(value), separators=(",", ":"), ensure_ascii=False, default=str)

37
prod/clean_arch/dita_v2/venue.py Normal file
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"""Venue adapter contracts for DITAv2."""
from __future__ import annotations
from dataclasses import dataclass, field
from datetime import datetime
from typing import Any, Dict, List, Optional, Protocol
from .contracts import (
KernelCommandType,
KernelIntent,
KernelEventKind,
TradeSide,
VenueEvent,
VenueEventStatus,
VenueOrder,
VenueOrderStatus,
)
class VenueAdapter(Protocol):
"""Abstract venue adapter used by the kernel."""
def submit(self, intent: KernelIntent) -> List[VenueEvent]:
...
def cancel(self, order: VenueOrder, *, reason: str = "") -> List[VenueEvent]:
...
def open_orders(self) -> List[VenueOrder]:
...
def open_positions(self) -> List[Dict[str, Any]]:
...
def reconcile(self) -> List[VenueEvent]:
...

135
prod/clean_arch/dita_v2/zinc_plane.py Normal file
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"""Python prototype of the Zinc hot-path plane.
This is an in-memory stand-in for the eventual Zinc-backed shared memory
regions. The interface is explicit so the implementation can be swapped later
without touching the kernel logic.
"""
from __future__ import annotations
from dataclasses import dataclass, field
from typing import Any, Dict, Iterable, List, Mapping, Optional, Protocol
import threading
import time
from .contracts import KernelIntent, TradeSlot
from .control import KernelControlSnapshot
class ZincPlane(Protocol):
"""Hot-path plane for intents, state and control."""
def publish_intent(self, intent: KernelIntent) -> None:
...
def write_slot(self, slot: TradeSlot) -> None:
...
def read_slots(self) -> List[TradeSlot]:
...
def update_control(self, control: KernelControlSnapshot) -> None:
...
def read_control(self) -> KernelControlSnapshot:
...
def wait_on_intent(self, timeout_ms: int = 1000) -> bool:
...
def notify_intent(self) -> None:
...
def wait_on_state(self, timeout_ms: int = 1000) -> bool:
...
def notify_state(self) -> None:
...
def wait_on_control(self, timeout_ms: int = 1000) -> bool:
...
def notify_control(self) -> None:
...
@dataclass
class InMemoryZincPlane:
"""Simple in-memory Zinc lookalike for Python prototype tests."""
intent_region: List[KernelIntent] = field(default_factory=list)
state_region: Dict[int, TradeSlot] = field(default_factory=dict)
control_region: Optional[KernelControlSnapshot] = None
_intent_seq: int = field(default=0, init=False, repr=False)
_state_seq: int = field(default=0, init=False, repr=False)
_control_seq: int = field(default=0, init=False, repr=False)
_intent_observed_seq: int = field(default=0, init=False, repr=False)
_state_observed_seq: int = field(default=0, init=False, repr=False)
_control_observed_seq: int = field(default=0, init=False, repr=False)
_signal: threading.Condition = field(default_factory=threading.Condition, init=False, repr=False)
def publish_intent(self, intent: KernelIntent) -> None:
with self._signal:
self.intent_region.append(intent)
self._intent_seq += 1
self._signal.notify_all()
def write_slot(self, slot: TradeSlot) -> None:
with self._signal:
self.state_region[int(slot.slot_id)] = slot
self._state_seq += 1
self._signal.notify_all()
def read_slots(self) -> List[TradeSlot]:
return [self.state_region[key] for key in sorted(self.state_region)]
def update_control(self, control: KernelControlSnapshot) -> None:
with self._signal:
self.control_region = control
self._control_seq += 1
self._signal.notify_all()
def read_control(self) -> KernelControlSnapshot:
if self.control_region is None:
return KernelControlSnapshot()
return self.control_region
def wait_on_intent(self, timeout_ms: int = 1000) -> bool:
return self._wait_for_change("_intent_seq", "_intent_observed_seq", timeout_ms)
def notify_intent(self) -> None:
with self._signal:
self._intent_seq += 1
self._signal.notify_all()
def wait_on_state(self, timeout_ms: int = 1000) -> bool:
return self._wait_for_change("_state_seq", "_state_observed_seq", timeout_ms)
def notify_state(self) -> None:
with self._signal:
self._state_seq += 1
self._signal.notify_all()
def wait_on_control(self, timeout_ms: int = 1000) -> bool:
return self._wait_for_change("_control_seq", "_control_observed_seq", timeout_ms)
def notify_control(self) -> None:
with self._signal:
self._control_seq += 1
self._signal.notify_all()
def _wait_for_change(self, seq_attr: str, observed_attr: str, timeout_ms: int) -> bool:
timeout_s = None if timeout_ms is None or timeout_ms < 0 else max(0.0, timeout_ms / 1000.0)
deadline = None if timeout_s is None else time.monotonic() + timeout_s
with self._signal:
observed = getattr(self, observed_attr)
while getattr(self, seq_attr) == observed:
if deadline is None:
self._signal.wait()
continue
remaining = deadline - time.monotonic()
if remaining <= 0:
return False
self._signal.wait(timeout=remaining)
setattr(self, observed_attr, getattr(self, seq_attr))
return True

656
prod/clean_arch/persistence/pink_clickhouse.py Normal file
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"""PINK ClickHouse persistence — DITAv2-backed, reads capital from kernel.
Row families preserved (same schema, no new columns):
- policy_events / v7_decision_events
- position_state
- account_events
- status_snapshots
- trade_events
- trade_reconstruction
- trade_exit_legs
- anomaly_events
Capital/peak_capital/trade_seq are read from the kernel's AccountProjection
(single authority). No duplicate tracking in this module.
"""
from __future__ import annotations
import json
import math
from dataclasses import dataclass
from datetime import datetime, timezone
from enum import Enum
from typing import Any, Callable, Mapping, Optional
from prod.clean_arch.dita import AccountProjection, Decision, DecisionAction, Intent, TradeSide, TradeStage
from prod.clean_arch.dita_v2.contracts import KernelDiagnosticCode, KernelOutcome
Writer = Callable[[str, dict[str, Any]], None]
def _json_safe(value: Any) -> Any:
if isinstance(value, Enum):
return value.value
if isinstance(value, dict):
return {str(key): _json_safe(val) for key, val in value.items()}
if isinstance(value, (list, tuple)):
return [_json_safe(item) for item in value]
if hasattr(value, "isoformat"):
try:
return value.isoformat()
except Exception:
pass
if hasattr(value, "__dict__"):
try:
return _json_safe(dict(vars(value)))
except Exception:
pass
return value
def _json_text(value: Any) -> str:
return json.dumps(_json_safe(value), separators=(",", ":"), ensure_ascii=False, default=str)
def _direction(side: TradeSide) -> int:
return -1 if side == TradeSide.SHORT else 1
def _direction_from_str(side: str) -> int:
return -1 if side.upper() in ("SHORT", "SELL") else 1
def _notional(size: float, price: float) -> float:
if not math.isfinite(size) or not math.isfinite(price):
return 0.0
return abs(size) * abs(price)
def _safe_float(value: Any, default: float = 0.0) -> float:
try:
out = float(value)
except Exception:
return default
if not math.isfinite(out):
return default
return out
def _decision_summary(decision: Decision | None) -> dict[str, Any]:
if decision is None:
return {}
return {
"timestamp": decision.timestamp.isoformat() if hasattr(decision.timestamp, "isoformat") else str(decision.timestamp),
"decision_id": decision.decision_id,
"asset": decision.asset,
"action": decision.action.value,
"side": decision.side.value,
"reason": decision.reason,
"confidence": float(decision.confidence or 0.0),
"velocity_divergence": float(decision.velocity_divergence or 0.0),
"irp_alignment": float(decision.irp_alignment or 0.0),
"reference_price": float(decision.reference_price or 0.0),
"target_size": float(decision.target_size or 0.0),
"leverage": float(decision.leverage or 0.0),
"bars_held": int(decision.bars_held or 0),
"stage": decision.stage.value,
"metadata": _json_safe(decision.metadata),
}
def _intent_summary(intent: Intent | None) -> dict[str, Any]:
if intent is None:
return {}
return {
"timestamp": intent.timestamp.isoformat() if hasattr(intent.timestamp, "isoformat") else str(intent.timestamp),
"trade_id": intent.trade_id,
"decision_id": intent.decision_id,
"asset": intent.asset,
"action": intent.action.value,
"side": intent.side.value,
"reason": intent.reason,
"target_size": float(intent.target_size or 0.0),
"leverage": float(intent.leverage or 0.0),
"reference_price": float(intent.reference_price or 0.0),
"confidence": float(intent.confidence or 0.0),
"bars_held": int(intent.bars_held or 0),
"stage": intent.stage.value,
"exit_leg_ratios": [float(r) for r in intent.exit_leg_ratios],
"metadata": _json_safe(intent.metadata),
}
def _outcome_summary(outcome: KernelOutcome | None) -> dict[str, Any]:
if outcome is None:
return {}
return {
"accepted": bool(outcome.accepted),
"slot_id": int(outcome.slot_id),
"trade_id": outcome.trade_id,
"state": outcome.state.value,
"diagnostic_code": outcome.diagnostic_code.value,
"severity": outcome.severity.value,
"details": _json_safe(outcome.details),
}
@dataclass(frozen=True)
class PinkClickHousePersistenceConfig:
"""Row-shape knobs for the PINK ClickHouse mirror."""
strategy: str = "pink"
runtime_namespace: str = "pink"
strategy_namespace: str = "pink"
event_namespace: str = "pink"
actor_name: str = "PinkDirectRuntime"
exec_venue: str = "bingx"
data_venue: str = "binance"
ledger_authority: str = "exchange"
initial_capital: float = 25_000.0
max_account_leverage: float = 3.0
exchange_leverage_mode: str = ""
leverage_mapping_rule: str = "round_half_even_linear_0.5_to_9.0_to_1_to_exchange_cap"
class PinkClickHousePersistence:
"""Durable PINK ClickHouse sink — capital reads from kernel AccountProjection."""
def __init__(
self,
account: AccountProjection,
*,
config: PinkClickHousePersistenceConfig | None = None,
sink: Writer | None = None,
v7_sink: Writer | None = None,
) -> None:
self.account = account
self.config = config or PinkClickHousePersistenceConfig(
runtime_namespace=account.runtime_namespace,
strategy_namespace=account.strategy_namespace,
event_namespace=account.event_namespace,
actor_name=account.actor_name,
exec_venue=account.exec_venue,
data_venue=account.data_venue,
ledger_authority=account.ledger_authority,
initial_capital=float(account.snapshot.capital or 25_000.0),
)
self._sink = sink or self._resolve_sink("pink")
self._v7_sink = v7_sink or self._resolve_v7_sink("pink")
@staticmethod
def _resolve_sink(strategy: str) -> Writer:
from prod.ch_writer import ch_put_pink
return ch_put_pink
@staticmethod
def _resolve_v7_sink(strategy: str) -> Writer:
from prod.ch_writer import ch_put_pink_v7
return ch_put_pink_v7
def _capital(self) -> float:
return float(self.account.snapshot.capital or 0.0)
def _peak_capital(self) -> float:
return float(getattr(self.account.snapshot, "peak_capital", self._capital()) or self._capital())
def _trade_seq(self) -> int:
return int(getattr(self.account.snapshot, "trade_seq", 0) or 0)
def _equity(self) -> float:
return float(self.account.snapshot.equity or self._capital())
# ------------------------------------------------------------------
# Public API
# ------------------------------------------------------------------
def persist_step(
self,
*,
snapshot: Any,
decision: Decision,
intent: Intent,
outcome: KernelOutcome | None = None,
slot_dict: dict[str, Any] | None = None,
acc_dict: dict[str, Any] | None = None,
phase: str = "step",
market_state: Mapping[str, Any] | None = None,
) -> None:
slot = slot_dict or {}
stage = (
TradeStage(decision.stage.value)
if hasattr(decision.stage, "value")
else TradeStage(decision.stage) if isinstance(decision.stage, str)
else TradeStage.ORDER_REQUESTED
)
status = self._state_label(slot, phase)
self._write_policy_event(snapshot, decision, intent, phase=phase)
self._write_account_event(snapshot, decision, intent, stage=stage, slot_dict=slot)
self._write_position_state(snapshot, decision, intent, slot_dict=slot, stage=stage, status=status, market_state=market_state)
self._write_status_snapshot(snapshot, decision, intent, slot_dict=slot, phase=phase)
# Emit anomaly for diagnostic codes (except OK).
if outcome is not None and outcome.diagnostic_code != KernelDiagnosticCode.OK:
self._write_anomaly(
snapshot, decision, intent,
anomaly=outcome.diagnostic_code.value,
origin="ditav2_kernel",
detail=outcome.details,
)
if outcome is None:
# Decision-only step (HOLD, no execution).
return
if decision.action == DecisionAction.ENTER:
self._write_trade_reconstruction(
snapshot, intent.trade_id,
event_type="ENTRY_FILLED",
event_id=f"{intent.trade_id}:entry",
payload={
"decision": _decision_summary(decision),
"intent": _intent_summary(intent),
"outcome": _outcome_summary(outcome),
"slot": slot,
"market_state": _json_safe(market_state or {}),
},
market_state=market_state,
)
return
if decision.action != DecisionAction.EXIT:
return
partial = slot.get("closed", False) is False and slot.get("size", 0) > 0
self._write_trade_reconstruction(
snapshot, intent.trade_id,
event_type="PARTIAL_EXIT" if partial else "EXIT",
event_id=f"{intent.trade_id}:{'partial' if partial else 'close'}",
payload={
"decision": _decision_summary(decision),
"intent": _intent_summary(intent),
"outcome": _outcome_summary(outcome),
"slot": slot,
"market_state": _json_safe(market_state or {}),
},
market_state=market_state,
)
# Terminal trade event.
if slot.get("closed", False):
self._write_trade_event(snapshot, decision, intent, slot, outcome, market_state=market_state)
def persist_recovery_state(
self,
*,
snapshot: Any,
acc_dict: dict[str, Any] | None = None,
phase: str = "recovery",
event_type: str = "RECOVERY",
market_state: Mapping[str, Any] | None = None,
) -> None:
"""Persist recovery-only state after kernel reconcile."""
slot_dict = acc_dict or {}
self._write_status_snapshot(
snapshot, decision=None, intent=None, slot_dict={}, phase=phase,
)
self._write_account_event(
snapshot, decision=None, intent=None,
stage=TradeStage.TRADE_TERMINAL_WRITTEN,
slot_dict={}, event_type=event_type,
)
self._write_position_state(
snapshot, decision=None, intent=None,
slot_dict={}, stage=TradeStage.TRADE_TERMINAL_WRITTEN,
status=self._state_label({}, phase), market_state=market_state,
)
self._write_trade_reconstruction(
snapshot,
trade_id=acc_dict.get("trade_id", "") if acc_dict else "",
event_type=event_type,
event_id=f"recovery:{phase}",
payload={"acc_dict": _json_safe(acc_dict or {}), "phase": phase, "market_state": _json_safe(market_state or {})},
market_state=market_state,
)
def record_anomaly(
self,
*,
snapshot: Any,
decision: Any,
intent: Any,
anomaly: str,
origin: str = "emergent",
sensor: str = "",
detail: Any = "",
rm_meta: float = 0.0,
) -> None:
"""Persist a DITA anomaly row with legacy-compatible shape."""
self._sink(
"anomaly_events",
{
"ts": snapshot.timestamp.isoformat(),
"decision_id": decision.decision_id,
"trade_id": intent.trade_id,
"symbol": intent.asset,
"anomaly": anomaly,
"origin": origin,
"sensor": sensor,
"detail": _json_text(detail) if not isinstance(detail, str) else detail,
"rm_meta": float(rm_meta),
},
)
# ------------------------------------------------------------------
# Internal helpers
# ------------------------------------------------------------------
@staticmethod
def _state_label(slot_dict: dict[str, Any], phase: str) -> str:
if slot_dict.get("closed", False):
return "CLOSED"
if slot_dict.get("size", 0) > 0:
if phase.lower().startswith("recovery"):
return "RECOVERED_OPEN"
return "OPEN"
return "FLAT"
def _posture(self, slot_dict: dict[str, Any]) -> str:
if slot_dict.get("closed", False) or not slot_dict.get("size", 0):
return "FLAT"
return str(slot_dict.get("side", "FLAT"))
def _slot_entry_price(self, slot_dict: dict[str, Any]) -> float:
return _safe_float(slot_dict.get("entry_price", 0.0), 0.0)
def _slot_size(self, slot_dict: dict[str, Any]) -> float:
return _safe_float(slot_dict.get("size", 0.0), 0.0)
def _slot_side(self, slot_dict: dict[str, Any]) -> TradeSide:
raw = str(slot_dict.get("side", "FLAT")).upper()
if raw == "SHORT":
return TradeSide.SHORT
if raw == "LONG":
return TradeSide.LONG
return TradeSide.FLAT
def _slot_trade_id(self, slot_dict: dict[str, Any]) -> str:
return str(slot_dict.get("trade_id", ""))
def _slot_asset(self, slot_dict: dict[str, Any]) -> str:
return str(slot_dict.get("asset", ""))
# ------------------------------------------------------------------
# Row writers
# ------------------------------------------------------------------
def _write_anomaly(
self, snapshot: Any, decision: Decision, intent: Intent,
*, anomaly: str, origin: str = "ditav2_kernel", detail: Any = "",
) -> None:
self._sink("anomaly_events", {
"ts": snapshot.timestamp.isoformat(),
"decision_id": decision.decision_id,
"trade_id": intent.trade_id,
"symbol": intent.asset,
"anomaly": anomaly,
"origin": origin,
"sensor": "",
"detail": _json_text(detail) if not isinstance(detail, str) else detail,
"rm_meta": 0.0,
})
def _write_policy_event(
self, snapshot: Any, decision: Decision, intent: Intent, *, phase: str,
) -> None:
price = _safe_float(decision.reference_price, 0.0)
quantity = _safe_float(intent.target_size, 0.0)
row = {
"ts": snapshot.timestamp.isoformat(),
"strategy": self.config.strategy,
"runtime_namespace": self.config.runtime_namespace,
"strategy_namespace": self.config.strategy_namespace,
"event_namespace": self.config.event_namespace,
"actor_name": self.config.actor_name,
"exec_venue": self.config.exec_venue,
"data_venue": self.config.data_venue,
"source": "ditav2",
"trade_id": intent.trade_id,
"asset": decision.asset,
"side": decision.side.value,
"entry_price": price,
"current_price": price,
"quantity": quantity,
"notional": _notional(quantity, price),
"leverage": _safe_float(intent.leverage, 1.0),
"bar_idx": 0,
"decision_seq": self._trade_seq(),
"bars_held": int(intent.bars_held or 0),
"action": decision.action.value,
"reason": decision.reason,
"pnl_pct": 0.0,
"mfe": 0.0,
"mae": 0.0,
"mfe_risk": 0.0,
"mae_risk": 0.0,
"exit_pressure": 0.0,
"rv_comp": 0.0,
"mae_thresh1": 0.0,
"bounce_score": 0.0,
"bounce_risk": 0.0,
"ob_imbalance": 0.0,
"vel_div_entry": float(decision.velocity_divergence or 0.0),
"vel_div_now": float(decision.velocity_divergence or 0.0),
"v50_vel": 0.0,
"v750_vel": 0.0,
"exf_funding": 0.0,
"exf_dvol": 0.0,
"exf_fear_greed": 0.0,
"exf_taker": 0.0,
"posture": decision.side.value,
}
self._sink("policy_events", row)
self._v7_sink("v7_decision_events", row)
def _write_account_event(
self, snapshot: Any, decision: Decision | None, intent: Intent | None,
*, stage: TradeStage, slot_dict: dict[str, Any], event_type: str | None = None,
) -> None:
capital = self._capital()
peak_cap = self._peak_capital()
is_open = not slot_dict.get("closed", False) and slot_dict.get("size", 0) > 0
open_notional = _notional(self._slot_size(slot_dict), self._slot_entry_price(slot_dict)) if is_open else 0.0
drawdown_pct = 0.0 if peak_cap <= 0 else max(0.0, (peak_cap - capital) / peak_cap)
row = {
"ts": snapshot.timestamp.isoformat(),
"event_type": event_type or stage.value,
"strategy": self.config.strategy,
"posture": self._posture(slot_dict),
"capital": capital,
"peak_capital": peak_cap,
"drawdown_pct": drawdown_pct,
"pnl_today": float(self.account.snapshot.realized_pnl or 0.0),
"trades_today": self._trade_seq(),
"open_positions": 1 if is_open else 0,
"boost": 1.0,
"beta": 0.0,
"current_open_notional": open_notional,
"current_account_leverage": 0.0 if capital <= 0 else open_notional / capital,
"exchange_leverage": int(round(_safe_float(slot_dict.get("leverage", 0.0), 0.0))),
"exchange_leverage_mode": self.config.exchange_leverage_mode,
"leverage_mapping_rule": self.config.leverage_mapping_rule,
"runtime_namespace": self.config.runtime_namespace,
"strategy_namespace": self.config.strategy_namespace,
"event_namespace": self.config.event_namespace,
"actor_name": self.config.actor_name,
"exec_venue": self.config.exec_venue,
"data_venue": self.config.data_venue,
"notes": _json_text({
"decision_id": None if decision is None else decision.decision_id,
"trade_id": None if intent is None else intent.trade_id,
"reason": None if intent is None else intent.reason,
"stage": stage.value,
}),
}
self._sink("account_events", row)
def _write_position_state(
self, snapshot: Any, decision: Decision | None, intent: Intent | None,
*, slot_dict: dict[str, Any], stage: TradeStage, status: str,
market_state: Mapping[str, Any] | None = None,
) -> None:
side = self._slot_side(slot_dict)
trade_id = self._slot_trade_id(slot_dict)
asset = self._slot_asset(slot_dict)
if not trade_id and intent is not None:
trade_id = intent.trade_id
asset = intent.asset
side = intent.side
row = {
"ts": snapshot.timestamp.isoformat(),
"trade_id": trade_id,
"asset": asset,
"direction": _direction(side),
"entry_price": self._slot_entry_price(slot_dict),
"quantity": self._slot_size(slot_dict),
"notional": _notional(self._slot_size(slot_dict), self._slot_entry_price(slot_dict)),
"leverage": _safe_float(slot_dict.get("leverage", 0.0), 0.0),
"bucket_id": -1,
"entry_bar": int(slot_dict.get("active_leg_index", 0) or 0),
"status": status,
"exit_reason": slot_dict.get("close_reason", ""),
"pnl": _safe_float(slot_dict.get("realized_pnl", 0.0), 0.0),
"bars_held": 0,
"market_state_bundle_json": _json_text(market_state or {}),
"tp_base_pct": 0.0,
"tp_effective_pct": 0.0,
"our_leverage": _safe_float(slot_dict.get("leverage", 0.0), 0.0),
}
self._sink("position_state", row)
def _write_status_snapshot(
self, snapshot: Any, decision: Decision | None, intent: Intent | None,
*, slot_dict: dict[str, Any], phase: str,
) -> None:
capital = self._capital()
peak_cap = self._peak_capital()
is_open = not slot_dict.get("closed", False) and slot_dict.get("size", 0) > 0
open_notional = _notional(self._slot_size(slot_dict), self._slot_entry_price(slot_dict)) if is_open else 0.0
leverage = 0.0 if capital <= 0 else open_notional / capital
drawdown = 0.0 if peak_cap <= 0 else max(0.0, (peak_cap - capital) / peak_cap)
row = {
"ts": snapshot.timestamp.isoformat(timespec="milliseconds"),
"capital": capital,
"roi_pct": 0.0 if self.config.initial_capital <= 0 else ((capital / self.config.initial_capital) - 1.0) * 100.0,
"dd_pct": drawdown * 100.0,
"trades_executed": self._trade_seq(),
"posture": self._posture(slot_dict),
"rm": 1.0 if decision is None else max(0.0, min(1.0, decision.confidence)),
"vel_div": 0.0 if decision is None else float(decision.velocity_divergence),
"vol_ok": 1,
"phase": phase,
"mhs_status": "GREEN",
"boost": 1.0,
"cat5": 0.0,
"conviction_multiplier": 0.0 if intent is None else float(intent.confidence or 0.0),
"exchange_leverage": int(round(_safe_float(slot_dict.get("leverage", 0.0), 0.0))),
"exchange_leverage_mode": self.config.exchange_leverage_mode,
"leverage_mapping_rule": self.config.leverage_mapping_rule,
"account_capital": capital,
"portfolio_capital": capital,
"current_open_notional": open_notional,
"current_account_leverage": leverage,
"remaining_notional_capacity": max(0.0, self.config.max_account_leverage * capital - open_notional),
"max_account_leverage": self.config.max_account_leverage,
"ledger_authority": self.config.ledger_authority,
}
self._sink("status_snapshots", row)
def _write_trade_event(
self, snapshot: Any, decision: Decision, intent: Intent,
slot_dict: dict[str, Any], outcome: KernelOutcome | None,
*, market_state: Mapping[str, Any] | None = None,
) -> None:
entry_price = _safe_float(slot_dict.get("entry_price", 0.0), 0.0) or _safe_float(intent.reference_price, 0.0)
quantity = _safe_float(slot_dict.get("initial_size", slot_dict.get("size", 0.0)), 0.0) or _safe_float(intent.target_size, 0.0)
exit_price = _safe_float(slot_dict.get("entry_price", 0.0), 0.0)
pnl = _safe_float(slot_dict.get("realized_pnl", 0.0), 0.0)
pnl_pct = 0.0
leverage_val = _safe_float(slot_dict.get("leverage", intent.leverage), 1.0)
denom = abs(quantity * entry_price * max(leverage_val, 1e-9))
if denom > 0:
pnl_pct = pnl / denom
capital_after = self._capital()
capital_before = capital_after - pnl
open_notional = _notional(quantity, exit_price or entry_price)
conviction = float(intent.confidence or decision.confidence or 0.0)
metadata = intent.metadata if intent is not None else (decision.metadata if decision is not None else {})
row = {
"ts": snapshot.timestamp.isoformat(),
"date": snapshot.timestamp.date().isoformat(),
"strategy": self.config.strategy,
"trade_id": intent.trade_id,
"asset": intent.asset,
"side": intent.side.value,
"entry_price": entry_price,
"exit_price": exit_price,
"quantity": quantity,
"pnl": pnl,
"pnl_pct": pnl_pct,
"exit_reason": intent.reason,
"vel_div_entry": float(decision.velocity_divergence or 0.0),
"boost_at_entry": 1.0,
"beta_at_entry": 0.0,
"posture": intent.side.value,
"leverage": leverage_val,
"conviction_multiplier": conviction,
"exchange_leverage": int(round(leverage_val)),
"exchange_leverage_mode": self.config.exchange_leverage_mode,
"leverage_mapping_rule": self.config.leverage_mapping_rule,
"runtime_namespace": self.config.runtime_namespace,
"strategy_namespace": self.config.strategy_namespace,
"event_namespace": self.config.event_namespace,
"actor_name": self.config.actor_name,
"exec_venue": self.config.exec_venue,
"data_venue": self.config.data_venue,
"account_capital": capital_after,
"portfolio_capital": capital_after,
"current_open_notional": open_notional,
"remaining_notional_capacity": max(0.0, self.config.max_account_leverage * capital_after - open_notional),
"max_account_leverage": self.config.max_account_leverage,
"margin_required": 0.0 if leverage_val <= 0 else open_notional / leverage_val,
"ledger_authority": self.config.ledger_authority,
"regime_signal": 0,
"capital_before": capital_before,
"capital_after": capital_after,
"peak_capital": self._peak_capital(),
"drawdown_at_entry": 0.0 if self._peak_capital() <= 0 else max(0.0, (self._peak_capital() - capital_before) / self._peak_capital()),
"open_positions_count": 0,
"scan_uuid": decision.decision_id,
"bars_held": int(intent.bars_held or 0),
"entry_payload_json": _json_text({"decision": _decision_summary(decision), "intent": _intent_summary(intent)}),
"exit_payload_json": _json_text({"outcome": _outcome_summary(outcome), "slot": _json_safe(slot_dict)}),
"execution_payload_json": _json_text({"outcome": _outcome_summary(outcome)}),
"friction_payload_json": _json_text({"fees": 0.0}),
"event_payload_json": _json_text({"phase": "terminal_close", "trade_id": intent.trade_id}),
"market_state_bundle_json": _json_text(market_state or {}),
"tp_base_pct": _safe_float(metadata.get("tp_base_pct", 0.0), 0.0),
"tp_effective_pct": _safe_float(metadata.get("tp_effective_pct", 0.0), 0.0),
"our_leverage": _safe_float(metadata.get("our_leverage", 0.0), 0.0),
}
self._sink("trade_events", row)
def _write_trade_reconstruction(
self, snapshot: Any, trade_id: str, *,
event_type: str, event_id: str, payload: Any,
market_state: Mapping[str, Any] | None = None,
) -> None:
self._sink("trade_reconstruction", {
"ts": snapshot.timestamp.isoformat(),
"trade_id": trade_id,
"event_type": event_type,
"event_id": event_id,
"payload_json": _json_text(payload),
"market_state_bundle_json": _json_text(market_state or {}),
})

466
prod/clean_arch/runtime/pink_direct.py Normal file
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"""Node-free PINK runtime built on DITAv2 kernel + BingX venue adapter.
The kernel owns the single-slot FSM, AccountProjection, and event
normalization. This module translates policy-layer Decision/Intent into
KernelIntent and reads final state from the kernel's slot + account
snapshot. Capital is seeded from exchange balance at startup/recovery
then maintained by kernel.account.settle() on close — no balance-poll
overwrites during the hot loop.
"""
from __future__ import annotations
import inspect
import logging
from dataclasses import dataclass
from datetime import datetime, timezone
from types import SimpleNamespace
from typing import Any, Callable, Optional
from prod.clean_arch.dita import (
Decision,
DecisionAction,
DecisionConfig,
DecisionContext,
DecisionEngine,
Intent,
IntentContext,
IntentEngine,
TradeSide as LegacyTradeSide,
)
from prod.clean_arch.dita_v2.contracts import (
KernelCommandType,
KernelIntent,
TradeSide as DitaTradeSide,
TradeStage,
)
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
LOGGER = logging.getLogger(__name__)
def _slot_to_position_dict(slot) -> dict[str, Any]:
"""Convert a DITAv2 TradeSlot into a simple position dict compatible
with the persistence layer's expected shape."""
if slot is None:
return {}
return {
"trade_id": slot.trade_id,
"asset": slot.asset,
"side": slot.side.value,
"entry_price": float(slot.entry_price or 0.0),
"entry_time": slot.entry_time.isoformat() if hasattr(slot.entry_time, "isoformat") else str(slot.entry_time),
"size": float(slot.size or 0.0),
"initial_size": float(slot.initial_size or 0.0),
"leverage": float(slot.leverage or 0.0),
"realized_pnl": float(slot.realized_pnl or 0.0),
"unrealized_pnl": float(slot.unrealized_pnl or 0.0),
"closed": bool(slot.closed),
"close_reason": slot.close_reason or "",
"fsm_state": slot.fsm_state.value,
"exit_leg_ratios": list(slot.exit_leg_ratios),
"active_leg_index": int(slot.active_leg_index or 0),
"active_exit_order": dict(slot.active_exit_order.to_dict()) if slot.active_exit_order and hasattr(slot.active_exit_order, "to_dict") else ({"status": slot.active_exit_order.status.value, "venue_order_id": slot.active_exit_order.venue_order_id} if slot.active_exit_order else None),
"active_entry_order": dict(slot.active_entry_order.to_dict()) if slot.active_entry_order and hasattr(slot.active_entry_order, "to_dict") else ({"status": slot.active_entry_order.status.value, "venue_order_id": slot.active_entry_order.venue_order_id} if slot.active_entry_order else None),
}
def _decision_to_kernel_intent(
decision: Decision,
intent: Intent,
slot_id: int = 0,
) -> KernelIntent:
"""Translate policy-layer Decision/Intent into a DITAv2 KernelIntent.
The action map is:
ENTER -> KernelCommandType.ENTER
EXIT -> KernelCommandType.EXIT
HOLD -> KernelCommandType.MARK_PRICE
"""
action_map = {
DecisionAction.ENTER: KernelCommandType.ENTER,
DecisionAction.EXIT: KernelCommandType.EXIT,
DecisionAction.HOLD: KernelCommandType.MARK_PRICE,
}
side = (
DitaTradeSide.SHORT
if intent.side == LegacyTradeSide.SHORT
else DitaTradeSide.LONG
)
return KernelIntent(
timestamp=decision.timestamp,
intent_id=decision.decision_id,
trade_id=intent.trade_id,
slot_id=slot_id,
asset=intent.asset,
side=side,
action=action_map.get(decision.action, KernelCommandType.MARK_PRICE),
reference_price=float(decision.reference_price or intent.reference_price or 0.0),
target_size=float(intent.target_size or 0.0),
leverage=float(intent.leverage or 1.0),
exit_leg_ratios=tuple(intent.exit_leg_ratios),
reason=intent.reason,
metadata=dict(intent.metadata or {}),
)
def _reconcile_position_slot(
kernel: ExecutionKernel,
exchange_balance_capital: float,
slot_id: int = 0,
) -> None:
"""Synchronise a single kernel slot from the venue's open positions.
This is called at startup/recovery to make the kernel state match the
exchange. It also seeds the kernel's AccountProjection.capital from the
exchange balance — the single place where an external balance snapshot
writes capital.
"""
venue = kernel.venue
try:
positions = venue.open_positions() if hasattr(venue, "open_positions") else []
except Exception:
positions = []
# Build TradeSlot[] from exchange positions
from prod.clean_arch.dita_v2.contracts import TradeSlot, TradeSide
reconciled = []
if positions:
for row in positions if isinstance(positions, list) else (
list(positions.values()) if isinstance(positions, dict) else []):
raw_side = str(row.get("positionSide") or row.get("side") or "").upper()
raw_qty = 0.0
for key in ("positionAmt", "positionQty", "positionSize", "quantity", "pa", "qty"):
try:
raw_qty = float(row.get(key) or 0.0)
except Exception:
continue
if raw_qty != 0.0:
break
if abs(raw_qty) <= 1e-12:
continue
qty = abs(raw_qty)
entry = 0.0
for key in ("entryPrice", "avgPrice", "avgEntryPrice", "ep", "ap", "price"):
try:
entry = float(row.get(key) or 0.0)
except Exception:
continue
if entry > 0:
break
mark = 0.0
for key in ("markPrice", "mark", "price"):
try:
mark = float(row.get(key) or 0.0)
except Exception:
continue
if mark > 0:
break
if mark <= 0:
mark = entry
lev = float(row.get("leverage") or row.get("lev") or 1.0)
side = TradeSide.SHORT if raw_side in {"SHORT", "SELL"} or raw_qty < 0 else TradeSide.LONG
asset = str(row.get("symbol") or row.get("symbolName") or "")
trade_id = asset # use asset as trade ID for exchange-led recovery
slot = TradeSlot(
slot_id=slot_id,
trade_id=trade_id,
asset=asset,
side=side,
entry_price=entry if entry > 0 else mark,
size=qty,
initial_size=qty,
leverage=lev if lev > 0 else 1.0,
entry_time=datetime.now(timezone.utc),
fsm_state=TradeStage.POSITION_OPEN,
metadata={"reconciled_from_exchange": True},
)
reconciled.append(slot)
if reconciled:
kernel.reconcile_from_slots(reconciled)
else:
# No open positions — ensure slot is idle
kernel.reconcile_from_slots([])
# Seed capital once from exchange balance.
if exchange_balance_capital > 0:
kernel.account.snapshot.capital = exchange_balance_capital
kernel.account.snapshot.peak_capital = max(
kernel.account.snapshot.peak_capital, exchange_balance_capital
)
kernel.account.snapshot.equity = exchange_balance_capital
@dataclass
class PinkDirectRuntime:
"""Drive DITAv2 kernel against BingX exchange and a market data feed.
The kernel owns the FSM and account projection. This runtime provides
the policy loop: data feed -> decision engine -> intent engine ->
kernel intent -> outcome -> persistence.
"""
data_feed: DataFeedPort
kernel: ExecutionKernel
decision_engine: DecisionEngine
intent_engine: IntentEngine
persistence: Optional[PinkClickHousePersistence] = None
market_state_runtime: Any = None
event_sink: Optional[Callable[[dict[str, Any]], None]] = None
logger: Any = LOGGER
async def connect(self, initial_capital: float = 25000.0) -> None:
"""Connect data feed, venue, and seed capital from exchange."""
await self.data_feed.connect()
venue = self.kernel.venue
# VenueAdapter methods are synchronous (the adapter bridges async
# internally via _run). Try connect() if it exists.
if hasattr(venue, "connect"):
try:
result = venue.connect()
if inspect.isawaitable(result):
await result
except Exception as exc:
self.logger.warning("Venue connect failed: %s", exc)
# Seed capital from env default — the kernel tracks capital via
# settle() on close, not from exchange balance polls.
_reconcile_position_slot(self.kernel, initial_capital, slot_id=0)
async def disconnect(self) -> None:
await self.data_feed.disconnect()
venue = self.kernel.venue
if hasattr(venue, "disconnect"):
try:
await venue.disconnect()
except Exception:
pass
def _emit(self, phase: str, **fields: Any) -> None:
if self.event_sink is not None:
payload = {"phase": phase, **fields}
self.event_sink(payload)
@staticmethod
def _scan_payload_prices(
scan_payload: dict[str, Any] | None,
fallback_symbol: str,
fallback_price: float,
) -> dict[str, float]:
payload = scan_payload or {}
assets = payload.get("assets") or []
prices = payload.get("asset_prices") or []
out: dict[str, float] = {}
if isinstance(assets, list) and isinstance(prices, list):
for asset, price in zip(assets, prices):
try:
px = float(price)
except Exception:
continue
if px > 0:
out[str(asset).upper()] = px
if not out and fallback_symbol and fallback_price > 0:
out[str(fallback_symbol).upper()] = float(fallback_price)
return out
def _update_market_state_runtime(
self, snapshot: MarketSnapshot
) -> dict[str, Any]:
runtime = self.market_state_runtime
scan_payload = (
snapshot.scan_payload if isinstance(snapshot.scan_payload, dict) else {}
)
if runtime is None or not scan_payload:
return {}
try:
prices_dict = self._scan_payload_prices(
scan_payload, snapshot.symbol, snapshot.price
)
bundle = runtime.update_scan_state(
scan_payload=scan_payload,
prices_dict=prices_dict,
scan_number=int(
scan_payload.get("scan_number") or snapshot.scan_number or 0
),
vel_div=float(
scan_payload.get("vel_div")
or snapshot.velocity_divergence
or 0.0
),
v50_vel=float(scan_payload.get("w50_velocity") or 0.0),
v750_vel=float(scan_payload.get("w750_velocity") or 0.0),
vol_ok=bool(scan_payload.get("vol_ok", True)),
posture=str(scan_payload.get("posture") or "APEX"),
exf_snapshot=scan_payload.get("exf_snapshot")
if isinstance(scan_payload.get("exf_snapshot"), dict)
else None,
esof_payload=scan_payload.get("esof_payload")
if isinstance(scan_payload.get("esof_payload"), dict)
else None,
)
return dict(
getattr(runtime, "latest_bundle_dict", {}) or bundle.as_dict()
)
except Exception:
return {}
async def step(self, snapshot: MarketSnapshot) -> Decision:
"""Single policy + execution cycle.
1. Update market state
2. Decide (policy layer)
3. Plan (intent layer)
4. Translate to KernelIntent -> kernel.process_intent()
5. Read final slot + account state from kernel
6. Persist
"""
market_state = self._update_market_state_runtime(snapshot)
acc = self.kernel.snapshot()["account"]
slot_view = self.kernel.slot(0) if self.kernel.max_slots > 0 else None
slot_dict = slot_view.to_dict() if slot_view is not None else {}
is_open = slot_dict and slot_dict.get("size", 0) > 0 and not slot_dict.get("closed", False)
# Convert the kernel slot dict into a TradePosition for the legacy
# decision/intent engines.
legacy_position = None
if is_open:
from prod.clean_arch.dita import TradePosition, TradeSide as LS
legacy_position = TradePosition(
trade_id=slot_dict.get("trade_id", ""),
asset=slot_dict.get("asset", ""),
side=LS.SHORT if slot_dict.get("side", "").upper() in ("SHORT", "SELL") else LS.LONG,
entry_price=float(slot_dict.get("entry_price", 0.0)),
entry_time=datetime.now(timezone.utc),
size=float(slot_dict.get("size", 0.0)),
leverage=float(slot_dict.get("leverage", 1.0)),
entry_velocity_divergence=float(slot_dict.get("entry_velocity_divergence", 0.0)),
entry_irp_alignment=float(slot_dict.get("entry_irp_alignment", 0.0)),
current_price=float(slot_dict.get("entry_price", 0.0)),
initial_size=float(slot_dict.get("initial_size", 0.0)),
exit_leg_ratios=tuple(slot_dict.get("exit_leg_ratios", [1.0])),
closed=False,
)
context = DecisionContext(
capital=float(acc.get("capital", 0.0)),
open_positions=int(acc.get("open_positions", 0)),
trade_seq=int(acc.get("trade_seq", 0)),
)
decision = self.decision_engine.decide(snapshot, context, legacy_position)
self._emit("decision", decision=decision)
intent_context = IntentContext(
capital=context.capital,
open_positions=context.open_positions,
trade_seq=context.trade_seq,
)
plan = self.intent_engine.plan(decision, intent_context, legacy_position)
intent = plan.intent
if decision.action in {DecisionAction.ENTER, DecisionAction.EXIT}:
kernel_intent = _decision_to_kernel_intent(decision, intent, slot_id=0)
outcome = self.kernel.process_intent(kernel_intent)
# Read authoritative final state from kernel.
final_slot = self.kernel.slot(0)
slot_dict = final_slot.to_dict()
acc = self.kernel.snapshot()["account"]
self._emit(
"execution",
decision=decision,
intent=intent,
outcome_code=outcome.diagnostic_code.value,
)
if self.persistence is not None:
self.persistence.persist_step(
snapshot=snapshot,
decision=decision,
intent=intent,
outcome=outcome,
slot_dict=slot_dict,
acc_dict=acc,
phase="execution",
market_state=market_state,
)
else:
# HOLD / no-op: update mark price in kernel.
if snapshot.price and snapshot.price > 0:
self.kernel.mark_price(snapshot.symbol, snapshot.price)
slot_dict = self.kernel.slot(0).to_dict() if self.kernel.max_slots > 0 else {}
acc = self.kernel.snapshot()["account"]
if self.persistence is not None:
self.persistence.persist_step(
snapshot=snapshot,
decision=decision,
intent=intent,
outcome=None,
slot_dict=slot_dict,
acc_dict=acc,
phase="decision",
market_state=market_state,
)
return decision
async def recover(
self, snapshot: MarketSnapshot | None = None
) -> dict[str, Any]:
"""Full recovery — reconcile exchange state into kernel and reseed capital."""
return await self.recover_account(
snapshot=snapshot, phase="recovery", event_type="RECOVERY"
)
async def recover_account(
self,
*,
snapshot: MarketSnapshot | None = None,
phase: str = "recovery",
event_type: str = "RECOVERY",
) -> dict[str, Any]:
"""Reconcile exchange state, reseed capital, and persist recovery row.
The kernel's VenueAdapter is sync — all async bridging is handled
internally by ``_run()``. We seed capital from the kernel's existing
value (which was set at startup) rather than re-polling the exchange.
"""
capital = float(self.kernel.account.snapshot.capital or 25000.0)
_reconcile_position_slot(self.kernel, capital, slot_id=0)
acc = self.kernel.snapshot()["account"]
if self.persistence is not None:
persist_snapshot = snapshot
if persist_snapshot is None:
persist_snapshot = SimpleNamespace(
timestamp=datetime.now(timezone.utc), symbol=""
)
market_state = {}
if snapshot is not None:
market_state = self._update_market_state_runtime(snapshot)
self.persistence.persist_recovery_state(
snapshot=persist_snapshot,
acc_dict=acc,
phase=phase,
event_type=event_type,
market_state=market_state,
)
return acc
async def reconcile_account(
self, snapshot: MarketSnapshot | None = None
) -> dict[str, Any]:
"""Periodic exchange-led account sync.
Tags the recovery path as a scheduled reconciliation. Capital is
re-seeded from the exchange balance as a guard against long-running
drift, but the primary capital authority remains kernel.settle().
"""
return await self.recover_account(
snapshot=snapshot,
phase="account_reconcile",
event_type="ACCOUNT_RECONCILE",
)

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#!/usr/bin/env python3
"""PINK live launcher — DITAv2-backed execution.
Wires PINK decision/intent logic through the DITAv2 kernel + BingX venue
adapter. The kernel owns the single-slot FSM, AccountProjection (capital
settled from fills, not balance-poll overwritten), Zinc shared-memory mirror,
and Hazelcast slot projection.
"""
from __future__ import annotations
import asyncio
from copy import deepcopy
import contextlib
import os
import sys
from pathlib import Path
from enum import Enum
from typing import Any
from datetime import datetime
PROJECT_ROOT = Path(__file__).parent.parent
sys.path.insert(0, str(PROJECT_ROOT / "prod"))
sys.path.insert(0, str(PROJECT_ROOT / "prod" / "clean_arch"))
sys.path.insert(0, str(PROJECT_ROOT))
from dotenv import load_dotenv
load_dotenv(PROJECT_ROOT / ".env")
from prod.bingx.config import BingxExecClientConfig
from prod.bingx.config import BingxInstrumentProviderConfig
from prod.bingx.enums import BingxEnvironment
from prod.clean_arch.adapters.hazelcast_feed import HazelcastDataFeed
from prod.clean_arch.dita import DecisionConfig
from prod.clean_arch.dita import DecisionEngine
from prod.clean_arch.dita import IntentEngine
from prod.clean_arch.dita_v2.launcher import build_launcher_bundle
from prod.clean_arch.persistence import PinkClickHousePersistence
from adaptive_exit.market_state_runtime import MarketStateRuntime
from prod.clean_arch.runtime.pink_direct import PinkDirectRuntime
from prod.clean_arch.runtime.runner_heartbeat import (
build_runner_heartbeat_payload,
write_runner_heartbeat,
)
PINK_DEFAULTS = {
"strategy_name": "pink",
"state_map": "DOLPHIN_STATE_PINK",
"pnl_map": "DOLPHIN_PNL_PINK",
"trader_id": "DOLPHIN-PINK-001",
"journal_strategy": "pink",
"journal_db": "dolphin_pink",
"fixed_tp_pct": 0.0020,
"vol_p60_threshold": -1000000000.0,
}
class PinkPhase(str, Enum):
"""Feature-gate phases for the standalone PINK launcher."""
BOOTSTRAP = "bootstrap"
SINGLE_LEG = "single_leg"
MULTI_EXIT = "multi_exit"
def _env_bool(name: str, default: bool = False) -> bool:
raw = os.environ.get(name)
if raw is None:
return default
return str(raw).strip().lower() in {"1", "true", "yes", "on"}
def _env_upper(name: str, default: str = "") -> str:
return str(os.environ.get(name, default)).strip().upper()
def _resolve_bingx_environment() -> BingxEnvironment:
name = str(os.environ.get("DOLPHIN_BINGX_ENV", "VST")).strip().upper()
return BingxEnvironment.LIVE if name == "LIVE" else BingxEnvironment.VST
def _resolve_bingx_allow_mainnet() -> bool:
return _env_bool("DOLPHIN_BINGX_ALLOW_MAINNET", False)
def _resolve_bingx_recv_window_ms() -> int:
raw = str(os.environ.get("DOLPHIN_BINGX_RECV_WINDOW_MS", "5000")).strip()
try:
parsed = int(raw)
except Exception:
return 5000
return parsed if parsed > 0 else 5000
def _resolve_bingx_exchange_leverage_cap() -> int:
raw = str(os.environ.get("DOLPHIN_BINGX_EXCHANGE_LEVERAGE_CAP", "3")).strip()
try:
parsed = int(raw)
except Exception:
return 3
return parsed if parsed > 0 else 3
def _resolve_pink_vol_p60_threshold() -> float:
raw = str(os.environ.get("DOLPHIN_PINK_VOL_P60_THRESHOLD", PINK_DEFAULTS["vol_p60_threshold"])).strip()
try:
return float(raw)
except Exception:
return float(PINK_DEFAULTS["vol_p60_threshold"])
def _resolve_pink_phase() -> PinkPhase:
raw = str(os.environ.get("DOLPHIN_PINK_PHASE", PinkPhase.SINGLE_LEG.value)).strip().lower()
for phase in PinkPhase:
if raw == phase.value:
return phase
return PinkPhase.SINGLE_LEG
def _resolve_pink_account_sync_interval_sec() -> float:
"""Account sync is now advisory — kernel tracks capital via settle()
on close. Periodic reconcile re-seeds capital from exchange balance,
mainly as a safety net for long-running sessions."""
raw = str(os.environ.get("DOLPHIN_PINK_ACCOUNT_SYNC_INTERVAL_SEC", "300")).strip()
try:
parsed = float(raw)
except Exception:
return 300.0
return parsed if parsed > 0 else 300.0
def _resolve_pink_exit_leg_ratios(phase: PinkPhase) -> tuple[float, ...]:
if phase is PinkPhase.MULTI_EXIT:
raw = str(os.environ.get("DOLPHIN_PINK_EXIT_LEG_RATIOS", "0.5,1.0")).strip()
ratios: list[float] = []
for chunk in raw.split(","):
try:
value = float(chunk.strip())
except Exception:
continue
if 0.0 < value <= 1.0:
ratios.append(value)
if ratios:
return tuple(ratios)
return (0.5, 1.0)
return (1.0,)
def _set_ditav2_env_defaults() -> None:
os.environ.setdefault("DITA_V2_VENUE", "BINGX")
os.environ.setdefault("DITA_V2_HAZELCAST", "REAL")
os.environ.setdefault("DITA_V2_MODE", "DEBUG")
os.environ.setdefault("DITA_V2_VERBOSITY", "TRACE")
os.environ.setdefault("DITA_V2_PREFIX", "pink")
os.environ.setdefault("DOLPHIN_BINGX_ENV", "VST")
os.environ.setdefault("DOLPHIN_BINGX_ALLOW_MAINNET", "0")
def _apply_pink_namespace_env() -> None:
os.environ["DOLPHIN_STRATEGY_NAME"] = PINK_DEFAULTS["strategy_name"]
os.environ["DOLPHIN_STATE_MAP"] = PINK_DEFAULTS["state_map"]
os.environ["DOLPHIN_PNL_MAP"] = PINK_DEFAULTS["pnl_map"]
os.environ["DOLPHIN_JOURNAL_STRATEGY"] = PINK_DEFAULTS["journal_strategy"]
os.environ["DOLPHIN_JOURNAL_DB"] = PINK_DEFAULTS["journal_db"]
os.environ["DOLPHIN_FIXED_TP_PCT"] = f'{PINK_DEFAULTS["fixed_tp_pct"]:.4f}'
os.environ["DOLPHIN_BINGX_ENV"] = "VST"
os.environ["DOLPHIN_BINGX_ALLOW_MAINNET"] = "0"
def _apply_pink_env() -> None:
_set_ditav2_env_defaults()
_apply_pink_namespace_env()
def _apply_pink_actor_overrides(actor_cfg: dict[str, Any]) -> dict[str, Any]:
cfg: dict[str, Any] = deepcopy(actor_cfg) if actor_cfg else {}
cfg["strategy_name"] = PINK_DEFAULTS["strategy_name"]
hz = cfg.setdefault("hazelcast", {})
hz["state_map"] = PINK_DEFAULTS["state_map"]
hz["imap_pnl"] = PINK_DEFAULTS["pnl_map"]
hz["state_map_aliases"] = []
hz["imap_pnl_aliases"] = []
adaptive_exit = cfg.setdefault("adaptive_exit", {})
adaptive_exit["shadow_db"] = PINK_DEFAULTS["journal_db"]
cfg["v7_journal_db"] = PINK_DEFAULTS["journal_db"]
cfg["sync_bar_idx_from_blue"] = False
vol_p60_threshold = _resolve_pink_vol_p60_threshold()
cfg["vol_p60_threshold"] = vol_p60_threshold
cfg.setdefault("paper_trade", {})["vol_p60"] = vol_p60_threshold
cfg.setdefault("engine", {})["fixed_tp_pct"] = float(PINK_DEFAULTS["fixed_tp_pct"])
return cfg
class BinanceDataClientConfig: # pragma: no cover - compatibility shim
"""Local placeholder so legacy tests can patch the symbol without Nautilus imports."""
class TradingNode: # pragma: no cover - compatibility shim
"""Local placeholder so legacy tests can patch the symbol without Nautilus imports."""
def build_actor_config(
*,
data_venue: str | None = None,
exec_venue: str | None = None,
) -> dict[str, Any]:
"""Build the minimal actor config needed by the direct PINK launcher."""
return _apply_pink_actor_overrides(
{
"strategy_name": PINK_DEFAULTS["strategy_name"],
"hazelcast": {
"state_map": PINK_DEFAULTS["state_map"],
"imap_pnl": PINK_DEFAULTS["pnl_map"],
"state_map_aliases": [],
"imap_pnl_aliases": [],
},
"adaptive_exit": {"shadow_db": PINK_DEFAULTS["journal_db"]},
"paper_trade": {"vol_p60": _resolve_pink_vol_p60_threshold()},
"engine": {"fixed_tp_pct": PINK_DEFAULTS["fixed_tp_pct"]},
"data_venue": (data_venue or "BINANCE").upper(),
"exec_venue": (exec_venue or "BINGX").upper(),
"v7_journal_db": PINK_DEFAULTS["journal_db"],
"sync_bar_idx_from_blue": False,
}
)
def build_bingx_exec_client_config(**_: Any) -> BingxExecClientConfig:
"""Return the direct BingX client config shared by the DITAv2 bundle."""
return BingxExecClientConfig(
api_key=os.environ.get("BINGX_API_KEY"),
secret_key=os.environ.get("BINGX_SECRET_KEY"),
environment=_resolve_bingx_environment(),
allow_mainnet=_resolve_bingx_allow_mainnet(),
recv_window_ms=_resolve_bingx_recv_window_ms(),
default_leverage=int(os.environ.get("DOLPHIN_BINGX_DEFAULT_LEVERAGE", "1")),
exchange_leverage_cap=_resolve_bingx_exchange_leverage_cap(),
prefer_websocket=False,
sizing_mode=os.environ.get("DOLPHIN_BINGX_SIZING_MODE", "testnet"),
journal_strategy="pink",
journal_db="dolphin_pink",
instrument_provider=BingxInstrumentProviderConfig(load_all=True),
)
def build_pink_node(
*,
data_venue: str | None = None,
exec_venue: str | None = None,
trader_id: str | None = None,
) -> dict[str, Any]:
"""Compatibility shim for legacy tests/tools expecting a node-style builder."""
resolved_bingx_env = _resolve_bingx_environment()
resolved_bingx_allow_mainnet = _resolve_bingx_allow_mainnet()
if resolved_bingx_env is BingxEnvironment.LIVE and not resolved_bingx_allow_mainnet:
raise RuntimeError("BingX LIVE requested but DOLPHIN_BINGX_ALLOW_MAINNET is not enabled")
actor_cfg = build_actor_config(
data_venue=(data_venue or "BINANCE"),
exec_venue=(exec_venue or "BINGX"),
)
actor_cfg = _apply_pink_actor_overrides(actor_cfg)
actor_cfg["trader_id"] = trader_id or PINK_DEFAULTS["trader_id"]
actor_cfg["bingx_environment"] = str(resolved_bingx_env.value)
return {"actor_cfg": actor_cfg}
def _build_data_feed() -> HazelcastDataFeed:
return HazelcastDataFeed(
{
"hazelcast": {
"cluster": os.environ.get("HZ_CLUSTER", "dolphin"),
"host": os.environ.get("HZ_HOST", "localhost:5701"),
}
}
)
def _build_runtime(*, phase: PinkPhase) -> PinkDirectRuntime:
data_feed = _build_data_feed()
market_state_runtime = MarketStateRuntime()
# Decision and intent policy — unchanged from BLUE semantics.
cfg = DecisionConfig(
vel_div_threshold=-0.02,
vel_div_extreme=-0.05,
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,
allow_short=True,
allow_long=False,
policy_version="pink_ditav2_v1",
exit_leg_ratios=_resolve_pink_exit_leg_ratios(phase),
)
decision = DecisionEngine(cfg)
intent = IntentEngine(cfg)
# DITAv2 execution bundle: kernel + venue + control + Zinc + projection.
bundle = build_launcher_bundle(
venue_mode="BINGX",
max_slots=1,
bingx_config=build_bingx_exec_client_config(),
)
kernel = bundle.kernel
# Persistence reads from the kernel's AccountProjection (single authority).
persistence = PinkClickHousePersistence(kernel.account)
return PinkDirectRuntime(
data_feed=data_feed,
kernel=kernel,
decision_engine=decision,
intent_engine=intent,
persistence=persistence,
market_state_runtime=market_state_runtime,
)
async def run() -> None:
_apply_pink_env()
phase = _resolve_pink_phase()
os.environ["DOLPHIN_PINK_PHASE"] = phase.value
runtime = _build_runtime(phase=phase)
symbol = str(os.environ.get("DOLPHIN_PINK_SNAPSHOT_SYMBOL", "BTCUSDT")).strip().upper()
poll_interval = float(os.environ.get("DOLPHIN_PINK_POLL_INTERVAL_SEC", "1.0"))
one_shot = _env_bool("DOLPHIN_PINK_ONE_SHOT", False)
account_sync_interval = _resolve_pink_account_sync_interval_sec()
initial_capital = float(os.environ.get("DOLPHIN_INITIAL_CAPITAL", "25000.0"))
await runtime.connect(initial_capital=initial_capital)
heartbeat_client = None
heartbeat_map = None
heartbeat_stop = asyncio.Event()
heartbeat_task = None
try:
import hazelcast
heartbeat_client = hazelcast.HazelcastClient(
cluster_name=os.environ.get("HZ_CLUSTER", "dolphin"),
cluster_members=[os.environ.get("HZ_HOST", "localhost:5701")],
)
heartbeat_map = heartbeat_client.get_map("DOLPHIN_HEARTBEAT").blocking()
async def _heartbeat_loop() -> None:
while not heartbeat_stop.is_set():
try:
write_runner_heartbeat(
heartbeat_map,
build_runner_heartbeat_payload(
flow="pink_ditav2_runtime",
phase=phase.value,
run_date=str(datetime.utcnow().date()),
runner="pink",
),
)
except Exception:
pass
try:
await asyncio.wait_for(heartbeat_stop.wait(), timeout=10.0)
except asyncio.TimeoutError:
continue
heartbeat_task = asyncio.create_task(_heartbeat_loop())
initial_snapshot = await runtime.data_feed.get_latest_snapshot(symbol)
await runtime.recover_account(
snapshot=initial_snapshot,
phase="startup_reconcile",
event_type="ACCOUNT_RECONCILE",
)
last_account_sync = asyncio.get_running_loop().time()
while True:
snapshot = await runtime.data_feed.get_latest_snapshot(symbol)
loop_now = asyncio.get_running_loop().time()
if account_sync_interval > 0 and loop_now - last_account_sync >= account_sync_interval:
await runtime.reconcile_account(snapshot)
last_account_sync = loop_now
if phase is not PinkPhase.BOOTSTRAP and snapshot is not None:
await runtime.step(snapshot)
if one_shot:
break
await asyncio.sleep(poll_interval)
finally:
heartbeat_stop.set()
if heartbeat_task is not None:
heartbeat_task.cancel()
with contextlib.suppress(BaseException):
await heartbeat_task
if heartbeat_client is not None:
heartbeat_client.shutdown()
await runtime.disconnect()
if __name__ == "__main__":
asyncio.run(run())

391
prod/tests/test_dita_v2_bingx_adapter.py Normal file
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from __future__ import annotations
from dataclasses import dataclass
from datetime import datetime, timezone
from typing import Any
import pytest
from prod.clean_arch.dita_v2 import (
BingxVenueAdapter,
ExecutionKernel,
InMemoryControlPlane,
KernelCommandType,
KernelControlSnapshot,
KernelIntent,
KernelMode,
KernelEventKind,
KernelVerbosity,
TradeSide,
TradeStage,
VenueEventStatus,
VenueOrder,
VenueOrderStatus,
)
from prod.clean_arch.ports.execution import ExchangeStateSnapshot, ExecutionReceipt
def _norm_symbol(symbol: str) -> str:
return str(symbol or "").replace("-", "").replace("_", "").upper()
def _snapshot(
*,
capital: float = 25_000.0,
positions: list[dict[str, Any]] | None = None,
open_orders: list[dict[str, Any]] | None = None,
all_orders: list[dict[str, Any]] | None = None,
all_fills: list[dict[str, Any]] | None = None,
source: str = "bingx",
) -> ExchangeStateSnapshot:
position_map = {
_norm_symbol(str(row.get("symbol", ""))): dict(row)
for row in (positions or [])
if _norm_symbol(str(row.get("symbol", "")))
}
return ExchangeStateSnapshot(
timestamp=datetime.now(timezone.utc),
capital=capital,
equity=capital,
open_positions=position_map,
open_orders=[dict(row) for row in (open_orders or [])],
all_orders=[dict(row) for row in (all_orders or [])],
all_fills=[dict(row) for row in (all_fills or [])],
account={"balances": [{"asset": "USDT", "total": capital}]},
open_notional=0.0,
source=source,
recovered=False,
)
class FakeBingxBackend:
def __init__(
self,
*,
snapshots: list[ExchangeStateSnapshot],
receipt: ExecutionReceipt | None = None,
cancel_response: dict[str, Any] | None = None,
) -> None:
self.snapshots = snapshots
self.receipt = receipt
self.cancel_response = cancel_response or {"status": "CANCELED"}
self.calls: list[tuple[str, Any]] = []
self.submitted: list[Any] = []
self.canceled: list[tuple[Any, str]] = []
self._refresh_count = 0
self.connected = False
async def connect(self) -> bool:
self.connected = True
self.calls.append(("connect", None))
return True
async def disconnect(self) -> None:
self.connected = False
self.calls.append(("disconnect", None))
async def refresh_state(self, symbol: str | None = None, *, include_history: bool = False) -> ExchangeStateSnapshot:
self.calls.append(("refresh_state", symbol, include_history))
index = min(self._refresh_count, len(self.snapshots) - 1)
snapshot = self.snapshots[index]
if self._refresh_count < len(self.snapshots) - 1:
self._refresh_count += 1
return snapshot
async def submit_intent(self, legacy_intent: Any) -> ExecutionReceipt:
self.calls.append(("submit_intent", legacy_intent.trade_id))
self.submitted.append(legacy_intent)
if self.receipt is None:
raise AssertionError("receipt must be configured")
return self.receipt
async def cancel_order(self, order: VenueOrder, *, reason: str = "") -> dict[str, Any]:
self.calls.append(("cancel_order", order.venue_order_id, reason))
self.canceled.append((order, reason))
return dict(self.cancel_response)
def _intent(
*,
action: KernelCommandType = KernelCommandType.ENTER,
trade_id: str = "trade-1",
slot_id: int = 0,
asset: str = "BTCUSDT",
side: TradeSide = TradeSide.SHORT,
target_size: float = 1.0,
leverage: float = 2.0,
reference_price: float = 75_000.0,
reason: str = "TEST",
) -> KernelIntent:
return KernelIntent(
timestamp=datetime.now(timezone.utc),
intent_id=f"{trade_id}:{action.value}",
trade_id=trade_id,
slot_id=slot_id,
asset=asset,
side=side,
action=action,
reference_price=reference_price,
target_size=target_size,
leverage=leverage,
reason=reason,
)
def test_submit_maps_bingx_ack_and_snapshot_fill_to_ditav2_events() -> None:
ack_row = {
"orderId": "1001",
"clientOrderId": "cid-1",
"clientOrderID": "cid-1",
"symbol": "BTC-USDT",
"status": "NEW",
"executedQty": "0",
"cumFilledQty": "0",
}
fill_row = {
"clientOrderId": "cid-1",
"clientOrderID": "cid-1",
"orderId": "1001",
"symbol": "BTC-USDT",
"status": "FILLED",
"executedQty": "1",
"lastFilledQty": "1",
"lastFillPrice": "75000",
}
backend = FakeBingxBackend(
snapshots=[
_snapshot(),
_snapshot(
positions=[
{
"symbol": "BTC-USDT",
"positionSide": "SHORT",
"positionAmt": "-1",
"avgPrice": "75000",
"markPrice": "75010",
"leverage": "2",
}
],
open_orders=[ack_row],
all_orders=[ack_row],
all_fills=[fill_row],
),
],
receipt=ExecutionReceipt(
timestamp=datetime.now(timezone.utc),
status="NEW",
symbol="BTC-USDT",
side="SELL",
action="ENTER",
quantity=1.0,
price=75_000.0,
client_order_id="cid-1",
order_id="1001",
raw_ack=ack_row,
raw_state={},
),
)
adapter = BingxVenueAdapter(backend=backend)
events = adapter.submit(_intent())
assert backend.connected is False
assert backend.submitted
assert [event.kind for event in events] == [event.kind for event in events if event.kind.value]
assert events[0].kind.value == "ORDER_ACK"
assert events[0].status == VenueEventStatus.ACKED
assert events[0].venue_client_id == "cid-1"
assert events[0].venue_order_id == "1001"
assert len(events) == 2
assert events[1].kind.value == "FULL_FILL"
assert events[1].status == VenueEventStatus.FILLED
assert events[1].filled_size == pytest.approx(1.0)
assert events[1].remaining_size == pytest.approx(0.0)
def test_cancel_uses_bingx_cancel_surface_and_maps_cancel_ack() -> None:
cancel_row = {
"orderId": "2001",
"clientOrderId": "cid-2",
"clientOrderID": "cid-2",
"symbol": "BTC-USDT",
"status": "CANCELED",
}
backend = FakeBingxBackend(
snapshots=[
_snapshot(
open_orders=[cancel_row],
all_orders=[cancel_row],
),
_snapshot(),
],
cancel_response=cancel_row,
)
adapter = BingxVenueAdapter(backend=backend)
order = VenueOrder(
internal_trade_id="trade-2",
venue_order_id="2001",
venue_client_id="cid-2",
side=TradeSide.SHORT,
intended_size=1.0,
status=VenueOrderStatus.NEW,
metadata={"slot_id": 0, "asset": "BTCUSDT"},
)
events = adapter.cancel(order, reason="MANUAL_CLOSE")
assert backend.canceled
assert events[0].kind.value == "CANCEL_ACK"
assert events[0].status == VenueEventStatus.CANCELED
assert events[0].venue_order_id == "2001"
assert events[0].reason == "MANUAL_CLOSE"
def test_reconcile_and_open_views_normalize_bingx_rows() -> None:
ack_row = {
"orderId": "3001",
"clientOrderId": "cid-3",
"clientOrderID": "cid-3",
"symbol": "ETH-USDT",
"status": "NEW",
"executedQty": "0",
}
fill_row = {
"clientOrderId": "cid-3",
"clientOrderID": "cid-3",
"orderId": "3001",
"symbol": "ETH-USDT",
"status": "PARTIALLY_FILLED",
"executedQty": "2",
"lastFilledQty": "1",
"lastFillPrice": "2500",
}
position_row = {
"symbol": "ETH-USDT",
"positionSide": "LONG",
"positionAmt": "2",
"avgPrice": "2500",
"markPrice": "2510",
"leverage": "3",
}
backend = FakeBingxBackend(
snapshots=[
_snapshot(
positions=[position_row],
open_orders=[ack_row],
all_orders=[ack_row, fill_row],
all_fills=[fill_row],
)
]
)
adapter = BingxVenueAdapter(backend=backend)
orders = adapter.open_orders()
positions = adapter.open_positions()
events = adapter.reconcile()
assert orders[0].status == VenueOrderStatus.NEW
assert orders[0].venue_client_id == "cid-3"
assert positions[0]["positionAmt"] == "2"
assert any(event.kind.value == "PARTIAL_FILL" for event in events)
assert any(event.kind.value == "ORDER_ACK" for event in events)
def test_kernel_can_drive_through_bingx_venue_shim() -> None:
ack_row = {
"orderId": "4001",
"clientOrderId": "cid-4",
"clientOrderID": "cid-4",
"symbol": "BTC-USDT",
"status": "NEW",
"executedQty": "0",
}
fill_row = {
"clientOrderId": "cid-4",
"clientOrderID": "cid-4",
"orderId": "4001",
"symbol": "BTC-USDT",
"status": "FILLED",
"executedQty": "1",
"lastFilledQty": "1",
"lastFillPrice": "75000",
}
backend = FakeBingxBackend(
snapshots=[
_snapshot(),
_snapshot(
positions=[
{
"symbol": "BTC-USDT",
"positionSide": "SHORT",
"positionAmt": "-1",
"avgPrice": "75000",
"markPrice": "75010",
"leverage": "2",
}
],
open_orders=[ack_row],
all_orders=[ack_row],
all_fills=[fill_row],
),
],
receipt=ExecutionReceipt(
timestamp=datetime.now(timezone.utc),
status="NEW",
symbol="BTC-USDT",
side="SELL",
action="ENTER",
quantity=1.0,
price=75_000.0,
client_order_id="cid-4",
order_id="4001",
raw_ack=ack_row,
raw_state={},
),
)
kernel = ExecutionKernel(
control_plane=InMemoryControlPlane(
KernelControlSnapshot(mode=KernelMode.DEBUG, verbosity=KernelVerbosity.TRACE)
),
venue=BingxVenueAdapter(backend=backend),
)
outcome = kernel.process_intent(_intent(trade_id="trade-4"))
slot = kernel.slot(0)
assert outcome.accepted is True
assert slot.fsm_state == TradeStage.POSITION_OPEN
assert slot.trade_id == "trade-4"
assert backend.submitted
def test_submit_maps_bingx_rate_limit_to_first_class_venue_event() -> None:
backend = FakeBingxBackend(
snapshots=[_snapshot(), _snapshot()],
receipt=ExecutionReceipt(
timestamp=datetime.now(timezone.utc),
status="RATE_LIMITED",
symbol="BTC-USDT",
side="SELL",
action="ENTER",
quantity=1.0,
price=75_000.0,
client_order_id="cid-rate-limit",
order_id="",
raw_ack={
"status": "RATE_LIMITED",
"msg": "code:100410 endpoint is in disabled/frequency-limited period",
"retryAfter": int(datetime.now(timezone.utc).timestamp() * 1000) + 2_500,
},
raw_state={},
),
)
adapter = BingxVenueAdapter(backend=backend)
events = adapter.submit(_intent(trade_id="trade-rate-limit"))
assert len(events) == 1
assert events[0].kind == KernelEventKind.RATE_LIMITED
assert events[0].status == VenueEventStatus.RATE_LIMITED
assert events[0].venue_client_id == "cid-rate-limit"
assert events[0].metadata["retry_after_ms"] >= 0

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prod/tests/test_dita_v2_control_plane.py Normal file
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from __future__ import annotations
from uuid import uuid4
import os
import unittest
from prod.clean_arch.dita_v2 import (
BackendMode,
ControlUpdate,
InMemoryControlPlane,
ZincControlPlane,
KernelControlSnapshot,
KernelMode,
KernelVerbosity,
RealZincControlPlane,
build_control_plane,
)
from prod.clean_arch.dita_v2.real_control_plane import SharedRegion
HAS_REAL_ZINC = SharedRegion is not None
@unittest.skipUnless(HAS_REAL_ZINC, "Real Zinc adapter is unavailable")
class TestDITAv2RealControlPlane(unittest.TestCase):
def test_build_control_plane_defaults_to_zinc(self) -> None:
plane = build_control_plane()
self.assertIsInstance(plane, ZincControlPlane)
def test_roundtrip_update_and_read(self) -> None:
prefix = f"dita_v2_control_{uuid4().hex}"
writer = RealZincControlPlane(prefix=prefix, create=True)
reader = RealZincControlPlane(prefix=prefix, create=False)
try:
snapshot = writer.update(
ControlUpdate(
mode=KernelMode.DEBUG,
verbosity=KernelVerbosity.TRACE,
backend_mode=BackendMode.BINGX,
trace_transitions=True,
mirror_to_hazelcast=True,
)
)
self.assertEqual(snapshot.mode, KernelMode.DEBUG)
self.assertEqual(snapshot.verbosity, KernelVerbosity.TRACE)
self.assertEqual(snapshot.backend_mode, BackendMode.BINGX)
self.assertTrue(snapshot.trace_transitions)
read_back = reader.read()
self.assertEqual(read_back.mode, KernelMode.DEBUG)
self.assertEqual(read_back.verbosity, KernelVerbosity.TRACE)
self.assertEqual(read_back.backend_mode, BackendMode.BINGX)
self.assertTrue(read_back.trace_transitions)
finally:
writer.close()
reader.close()
def test_env_can_select_real_control_plane(self) -> None:
prefix = f"dita_v2_control_{uuid4().hex}"
previous = os.environ.get("DITA_V2_CONTROL_PLANE")
os.environ["DITA_V2_CONTROL_PLANE"] = "REAL_ZINC"
try:
plane = build_control_plane(prefix=prefix)
self.assertIsInstance(plane, RealZincControlPlane)
if isinstance(plane, RealZincControlPlane):
plane.close()
finally:
if previous is None:
os.environ.pop("DITA_V2_CONTROL_PLANE", None)
else:
os.environ["DITA_V2_CONTROL_PLANE"] = previous
def test_initial_snapshot_is_default(self) -> None:
prefix = f"dita_v2_control_{uuid4().hex}"
plane = RealZincControlPlane(prefix=prefix, create=True)
try:
snapshot = plane.read()
self.assertEqual(snapshot, KernelControlSnapshot())
finally:
plane.close()
class TestDITAv2InMemoryControlPlane(unittest.TestCase):
def test_wait_and_notify(self) -> None:
plane = InMemoryControlPlane()
self.assertFalse(plane.wait(timeout_ms=1))
plane.notify()
self.assertTrue(plane.wait(timeout_ms=1))
snapshot = plane.update(ControlUpdate(mode=KernelMode.DEBUG, verbosity=KernelVerbosity.TRACE))
self.assertEqual(snapshot.mode, KernelMode.DEBUG)
self.assertEqual(snapshot.verbosity, KernelVerbosity.TRACE)
if __name__ == "__main__":
unittest.main()

37
prod/tests/test_dita_v2_docs.py Normal file
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from __future__ import annotations
from pathlib import Path
import unittest
class TestDITAv2Docs(unittest.TestCase):
def test_kernel_reference_exists(self) -> None:
text = Path("/mnt/dolphinng5_predict/prod/docs/DITA_V2_KERNEL_REFERENCE.md").read_text()
self.assertIn("# DITAv2 Kernel Reference", text)
self.assertIn("dolphin:dita_v2", text)
self.assertIn("prod/clean_arch/dita_v2/rust_backend.py", text)
self.assertIn("write-through", text)
self.assertIn("notify/wait", text)
self.assertIn("50 collected cases", text)
self.assertIn("full-stack E2E / functional tests", text)
self.assertIn("mocked exchange-first and BingX-basic E2E paths", text)
self.assertIn("KernelSeverity.WARNING", text)
self.assertIn("release_eta", text)
self.assertIn("retryable", text)
self.assertIn("dita_v2_live_bingx_smoke.py", text)
self.assertIn("--dry-run", text)
def test_system_bible_points_to_dita_v2_reference(self) -> None:
bible = Path("/mnt/dolphinng5_predict/prod/docs/SYSTEM_BIBLE_v7.md").read_text()
self.assertIn("DITA_V2_KERNEL_REFERENCE.md", bible)
self.assertIn("DITAv2 execution/launcher/operator surface", bible)
self.assertIn("write-through Zinc mirror semantics", bible)
self.assertIn("one-shot notify/wait signal contract", bible)
self.assertIn("full-stack DITAv2 E2E/functional matrix", bible)
self.assertIn("retryable transient throttling", bible)
self.assertIn("dita_v2_live_bingx_smoke.py", bible)
self.assertIn("--dry-run", bible)
if __name__ == "__main__":
unittest.main()

907
prod/tests/test_dita_v2_e2e_functional.py Normal file
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from __future__ import annotations
from dataclasses import dataclass, field
from datetime import datetime, timezone
import random
from typing import Any, Callable, Iterable, Optional, Sequence
import pytest
from prod.clean_arch.dita_v2 import (
BingxVenueAdapter,
BackendMode,
ControlUpdate,
ExecutionKernel,
InMemoryControlPlane,
InMemoryZincPlane,
KernelCommandType,
KernelControlSnapshot,
KernelDiagnosticCode,
KernelEventKind,
KernelIntent,
KernelMode,
KernelVerbosity,
TradeSide,
TradeStage,
VenueEvent,
VenueEventStatus,
VenueOrder,
VenueOrderStatus,
)
from prod.clean_arch.ports.execution import ExchangeStateSnapshot, ExecutionReceipt
def _norm_symbol(symbol: str) -> str:
return str(symbol or "").replace("-", "").replace("_", "").upper()
def _snapshot(
*,
capital: float = 25_000.0,
positions: list[dict[str, Any]] | None = None,
open_orders: list[dict[str, Any]] | None = None,
all_orders: list[dict[str, Any]] | None = None,
all_fills: list[dict[str, Any]] | None = None,
source: str = "bingx",
recovered: bool = False,
) -> ExchangeStateSnapshot:
position_map = {
_norm_symbol(str(row.get("symbol", ""))): dict(row)
for row in (positions or [])
if _norm_symbol(str(row.get("symbol", "")))
}
return ExchangeStateSnapshot(
timestamp=datetime.now(timezone.utc),
capital=capital,
equity=capital,
open_positions=position_map,
open_orders=[dict(row) for row in (open_orders or [])],
all_orders=[dict(row) for row in (all_orders or [])],
all_fills=[dict(row) for row in (all_fills or [])],
account={"balances": [{"asset": "USDT", "total": capital}]},
open_notional=0.0,
source=source,
recovered=recovered,
)
def _sign(side: TradeSide) -> int:
return -1 if side == TradeSide.SHORT else 1
def _position_row(asset: str, side: TradeSide, qty: float, price: float) -> dict[str, Any]:
signed_qty = _sign(side) * abs(float(qty))
return {
"symbol": asset,
"positionSide": side.value,
"positionAmt": f"{signed_qty}",
"avgPrice": f"{price}",
"markPrice": f"{price}",
"leverage": "2",
}
@dataclass(frozen=True)
class VenueScriptStep:
name: str
submit_kind: str
fill_ratio: float = 0.0
cancel_kind: str = "cancel_ack"
submit_advances: bool = True
cancel_advances: bool = True
reject_reason: str = "MOCK_REJECT"
cancel_reason: str = "MOCK_CANCEL"
@dataclass(frozen=True)
class SignalAction:
kind: str
price: float
target_size: float = 0.0
fill_ratio: float = 1.0
reason: str = ""
require_close: bool = False
class ScriptedVenueAdapter:
"""Deterministic venue adapter that plays scripted submit/cancel outcomes."""
def __init__(self, steps: Sequence[VenueScriptStep]) -> None:
self.steps = list(steps)
self._step_index = 0
self._active_step_index = 0
self._order_seq = 1
self._event_seq = 1
self._open_orders: dict[str, VenueOrder] = {}
self._open_positions: dict[str, dict[str, Any]] = {}
self.calls: list[tuple[str, Any]] = []
def _next_step(self) -> VenueScriptStep:
if self._step_index < len(self.steps):
step = self.steps[self._step_index]
self._step_index += 1
return step
return VenueScriptStep(name="default", submit_kind="ack_only")
def submit(self, intent: KernelIntent) -> list[VenueEvent]:
self.calls.append(("submit", intent.action.value, intent.trade_id, intent.slot_id))
step = self._next_step()
self._active_step_index = max(0, self._step_index - 1)
order_id = f"MOCK-{self._order_seq:08d}"
self._order_seq += 1
client_id = f"{intent.trade_id}:{intent.intent_id}"
order = VenueOrder(
internal_trade_id=intent.trade_id,
venue_order_id=order_id,
venue_client_id=client_id,
side=intent.side,
intended_size=float(intent.target_size),
filled_size=0.0,
average_fill_price=float(intent.reference_price or 0.0),
status=VenueOrderStatus.NEW,
metadata={"slot_id": intent.slot_id, "asset": intent.asset, "action": intent.action.value},
)
if step.submit_kind == "entry_reject":
return [
self._event(
intent=intent,
order=order,
kind=KernelEventKind.ORDER_REJECT,
status=VenueEventStatus.REJECTED,
reason=step.reject_reason,
)
]
ack = self._event(
intent=intent,
order=order,
kind=KernelEventKind.ORDER_ACK,
status=VenueEventStatus.ACKED,
)
self._open_orders[order_id] = order
events = [ack]
if step.submit_kind in {"entry_partial", "exit_partial", "entry_full", "exit_full"}:
fill_ratio = max(0.0, min(1.0, float(step.fill_ratio or 0.0)))
if fill_ratio <= 0.0:
fill_ratio = 1.0 if step.submit_kind.endswith("full") else 0.5
fill_size = float(intent.target_size) * fill_ratio
fill_kind = KernelEventKind.FULL_FILL if fill_ratio >= 1.0 else KernelEventKind.PARTIAL_FILL
fill_status = VenueEventStatus.FILLED if fill_kind == KernelEventKind.FULL_FILL else VenueEventStatus.PARTIALLY_FILLED
events.append(
self._event(
intent=intent,
order=order,
kind=fill_kind,
status=fill_status,
price=float(intent.reference_price or 0.0),
filled_size=fill_size,
remaining_size=max(0.0, float(intent.target_size) - fill_size),
)
)
self._apply_fill(intent, fill_size, fill_kind == KernelEventKind.FULL_FILL)
if fill_kind == KernelEventKind.FULL_FILL:
self._open_orders.pop(order_id, None)
return events
def cancel(self, order: VenueOrder, *, reason: str = "") -> list[VenueEvent]:
self.calls.append(("cancel", order.venue_order_id, reason))
step = self.steps[min(self._active_step_index, len(self.steps) - 1)] if self.steps else VenueScriptStep(name="default", submit_kind="ack_only")
if step.cancel_kind == "cancel_reject":
return [
self._event(
intent=self._intent_from_order(order),
order=order,
kind=KernelEventKind.CANCEL_REJECT,
status=VenueEventStatus.CANCELED_REJECTED,
reason=step.cancel_reason,
)
]
self._open_orders.pop(order.venue_order_id, None)
if step.cancel_advances:
self._step_index = max(self._step_index, self._active_step_index + 1)
return [
self._event(
intent=self._intent_from_order(order),
order=order,
kind=KernelEventKind.CANCEL_ACK,
status=VenueEventStatus.CANCELED,
reason=reason or step.cancel_reason,
)
]
def open_orders(self) -> list[VenueOrder]:
return list(self._open_orders.values())
def open_positions(self) -> list[dict[str, Any]]:
return list(self._open_positions.values())
def reconcile(self) -> list[VenueEvent]:
events: list[VenueEvent] = []
for order in self._open_orders.values():
events.append(
self._event(
intent=self._intent_from_order(order),
order=order,
kind=KernelEventKind.ORDER_ACK,
status=VenueEventStatus.ACKED,
reason="RECONCILE",
)
)
for row in self._open_positions.values():
events.append(
VenueEvent(
timestamp=datetime.now(timezone.utc),
event_id=f"EV-{self._event_seq:08d}",
trade_id=str(row.get("trade_id", "")),
slot_id=int(row.get("slot_id", 0)),
kind=KernelEventKind.RECONCILE,
status=VenueEventStatus.ACKED,
venue_order_id=str(row.get("venue_order_id", "")),
venue_client_id=str(row.get("venue_client_id", "")),
side=TradeSide(str(row.get("side", TradeSide.FLAT.value))),
asset=str(row.get("symbol", "")),
price=float(row.get("avgPrice", 0.0)),
size=abs(float(row.get("positionAmt", 0.0))),
filled_size=abs(float(row.get("positionAmt", 0.0))),
remaining_size=0.0,
reason="RECONCILE",
raw_payload=dict(row),
metadata={"source": "mock"},
)
)
self._event_seq += 1
return events
def _event(
self,
*,
intent: KernelIntent,
order: VenueOrder,
kind: KernelEventKind,
status: VenueEventStatus,
price: float | None = None,
filled_size: float = 0.0,
remaining_size: float = 0.0,
reason: str = "",
) -> VenueEvent:
event = VenueEvent(
timestamp=datetime.now(timezone.utc),
event_id=f"EV-{self._event_seq:08d}",
trade_id=intent.trade_id,
slot_id=intent.slot_id,
kind=kind,
status=status,
venue_order_id=order.venue_order_id,
venue_client_id=order.venue_client_id,
side=order.side,
asset=intent.asset,
price=float(price if price is not None else intent.reference_price or 0.0),
size=float(intent.target_size or 0.0),
filled_size=float(filled_size),
remaining_size=float(remaining_size),
reason=reason,
raw_payload={
"status": status.value,
"orderId": order.venue_order_id,
"clientOrderId": order.venue_client_id,
"symbol": intent.asset,
"side": order.side.value,
"action": intent.action.value,
},
metadata={"intent_id": intent.intent_id, "action": intent.action.value},
)
self._event_seq += 1
return event
def _intent_from_order(self, order: VenueOrder) -> KernelIntent:
return KernelIntent(
timestamp=datetime.now(timezone.utc),
intent_id=order.venue_client_id,
trade_id=order.internal_trade_id,
slot_id=int(order.metadata.get("slot_id", 0)),
asset=str(order.metadata.get("asset", "")),
side=order.side,
action=KernelCommandType.EXIT if order.metadata.get("action") == "EXIT" else KernelCommandType.ENTER,
reference_price=float(order.average_fill_price or 0.0),
target_size=float(order.intended_size or 0.0),
leverage=2.0,
reason=str(order.metadata.get("action", "")),
)
def _apply_fill(self, intent: KernelIntent, filled_size: float, full: bool) -> None:
signed = _sign(intent.side) * abs(float(filled_size))
row = self._open_positions.get(intent.asset)
if intent.action == KernelCommandType.ENTER:
self._open_positions[intent.asset] = {
"symbol": intent.asset,
"trade_id": intent.trade_id,
"slot_id": intent.slot_id,
"side": intent.side.value,
"positionSide": intent.side.value,
"positionAmt": f"{signed}",
"avgPrice": f"{intent.reference_price}",
"markPrice": f"{intent.reference_price}",
"venue_order_id": f"MOCK-{self._order_seq - 1:08d}",
"venue_client_id": f"{intent.trade_id}:{intent.intent_id}",
}
return
if row is None:
return
current = abs(float(row.get("positionAmt", 0.0)))
new_qty = max(0.0, current - abs(float(filled_size)))
if new_qty <= 1e-12 or full:
self._open_positions.pop(intent.asset, None)
return
row["positionAmt"] = f"{_sign(intent.side) * new_qty}"
self._open_positions[intent.asset] = row
@dataclass(frozen=True)
class BingxE2EStep:
name: str
submit_kind: str
submit_fill_ratio: float
before_snapshot: ExchangeStateSnapshot
after_snapshot: ExchangeStateSnapshot
receipt: ExecutionReceipt
submit_advances: bool = True
cancel_kind: str = "cancel_ack"
cancel_advances: bool = True
cancel_before_snapshot: ExchangeStateSnapshot | None = None
cancel_after_snapshot: ExchangeStateSnapshot | None = None
class BingxE2EBackend:
"""Stateful fake backend that drives the real BingxVenueAdapter."""
def __init__(self, steps: Sequence[BingxE2EStep]) -> None:
self.steps = list(steps)
self.index = 0
self.calls: list[tuple[str, Any]] = []
self.connected = False
self._operation: str | None = None
self._active_index = 0
async def connect(self) -> bool:
self.connected = True
self.calls.append(("connect", None))
return True
async def disconnect(self) -> None:
self.connected = False
self.calls.append(("disconnect", None))
async def refresh_state(self, symbol: str | None = None, *, include_history: bool = False) -> ExchangeStateSnapshot:
self.calls.append(("refresh_state", symbol, include_history, self.index, self._operation))
step = self.steps[min(self._active_index, len(self.steps) - 1)]
if self._operation == "submit":
snapshot = step.after_snapshot
if step.submit_advances:
self.index = min(self.index + 1, len(self.steps) - 1)
self._operation = None
return snapshot
if self._operation == "cancel":
snapshot = step.cancel_after_snapshot or step.after_snapshot
if step.cancel_advances:
self.index = min(self.index + 1, len(self.steps) - 1)
self._operation = None
return snapshot
return step.before_snapshot
async def submit_intent(self, legacy_intent: Any) -> ExecutionReceipt:
self.calls.append(("submit_intent", legacy_intent.trade_id, legacy_intent.action.value))
self._active_index = min(self.index, len(self.steps) - 1)
step = self.steps[self._active_index]
self._operation = "submit"
if step.submit_kind == "reject":
return ExecutionReceipt(
timestamp=datetime.now(timezone.utc),
status="REJECTED",
symbol=legacy_intent.asset,
side=legacy_intent.side.value,
action=legacy_intent.action.value,
quantity=float(legacy_intent.target_size),
price=float(legacy_intent.reference_price),
client_order_id=step.receipt.client_order_id,
order_id=step.receipt.order_id,
raw_ack={"status": "REJECTED", "msg": "E2E_REJECT"},
raw_state={},
)
return step.receipt
async def cancel_order(self, order: VenueOrder, *, reason: str = "") -> dict[str, Any]:
self.calls.append(("cancel_order", order.venue_order_id, reason))
self._operation = "cancel"
step = self.steps[min(self._active_index, len(self.steps) - 1)]
if step.cancel_kind == "cancel_reject":
return {"status": "CANCEL_REJECTED", "msg": reason or "E2E_CANCEL_REJECT"}
return {"status": "CANCELED", "msg": reason or "E2E_CANCEL_ACK"}
def _kernel(venue: Any, *, zinc: Any | None = None) -> ExecutionKernel:
return ExecutionKernel(
max_slots=1,
control_plane=InMemoryControlPlane(
KernelControlSnapshot(
mode=KernelMode.DEBUG,
verbosity=KernelVerbosity.TRACE,
backend_mode=BackendMode.MOCK if not isinstance(venue, BingxVenueAdapter) else BackendMode.BINGX,
trace_transitions=True,
debug_clickhouse_enabled=True,
mirror_to_hazelcast=True,
)
),
venue=venue,
zinc_plane=zinc or InMemoryZincPlane(),
)
def _intent(
*,
action: KernelCommandType,
trade_id: str,
side: TradeSide,
slot_id: int = 0,
target_size: float = 1.0,
price: float = 100.0,
exit_leg_ratios: Sequence[float] = (1.0,),
reason: str = "E2E",
) -> KernelIntent:
return KernelIntent(
timestamp=datetime.now(timezone.utc),
intent_id=f"{trade_id}:{action.value}:{slot_id}:{reason}",
trade_id=trade_id,
slot_id=slot_id,
asset="BTCUSDT",
side=side,
action=action,
reference_price=price,
target_size=target_size,
leverage=2.0,
exit_leg_ratios=tuple(exit_leg_ratios),
reason=reason,
)
def _entry_event(trade_id: str, slot_id: int, side: TradeSide, target_size: float, price: float, *, partial: bool = False, ratio: float = 1.0) -> list[VenueEvent]:
order = VenueOrder(
internal_trade_id=trade_id,
venue_order_id=f"{trade_id}-entry-oid",
venue_client_id=f"{trade_id}:entry",
side=side,
intended_size=target_size,
filled_size=0.0,
average_fill_price=price,
status=VenueOrderStatus.NEW,
metadata={"slot_id": slot_id, "asset": "BTCUSDT", "action": "ENTER"},
)
events = [
VenueEvent(
timestamp=datetime.now(timezone.utc),
event_id=f"{trade_id}-ack",
trade_id=trade_id,
slot_id=slot_id,
kind=KernelEventKind.ORDER_ACK,
status=VenueEventStatus.ACKED,
venue_order_id=order.venue_order_id,
venue_client_id=order.venue_client_id,
side=side,
asset="BTCUSDT",
price=price,
size=target_size,
filled_size=0.0,
remaining_size=target_size,
)
]
if partial:
fill_size = target_size * ratio
events.append(
VenueEvent(
timestamp=datetime.now(timezone.utc),
event_id=f"{trade_id}-fill",
trade_id=trade_id,
slot_id=slot_id,
kind=KernelEventKind.PARTIAL_FILL,
status=VenueEventStatus.PARTIALLY_FILLED,
venue_order_id=order.venue_order_id,
venue_client_id=order.venue_client_id,
side=side,
asset="BTCUSDT",
price=price,
size=target_size,
filled_size=fill_size,
remaining_size=max(0.0, target_size - fill_size),
)
)
else:
events.append(
VenueEvent(
timestamp=datetime.now(timezone.utc),
event_id=f"{trade_id}-fill",
trade_id=trade_id,
slot_id=slot_id,
kind=KernelEventKind.FULL_FILL,
status=VenueEventStatus.FILLED,
venue_order_id=order.venue_order_id,
venue_client_id=order.venue_client_id,
side=side,
asset="BTCUSDT",
price=price,
size=target_size,
filled_size=target_size,
remaining_size=0.0,
)
)
return events
def _close_and_mark(kernel: ExecutionKernel, *, trade_id: str, side: TradeSide, exit_size: float, price: float, reason: str) -> None:
kernel.process_intent(_intent(action=KernelCommandType.EXIT, trade_id=trade_id, side=side, target_size=exit_size, price=price, exit_leg_ratios=(0.5, 0.5), reason=reason))
def _assert_full_cycle(kernel: ExecutionKernel, *, side: TradeSide, trade_id: str, expect_closed: bool = True) -> None:
slot = kernel.slot(0)
assert slot.trade_id == trade_id
if expect_closed:
assert slot.closed is True
assert slot.fsm_state in {TradeStage.CLOSED, TradeStage.IDLE}
assert kernel.account.snapshot.open_positions in {0, 1}
def _bingx_steps_for_cycle(side: TradeSide, *, hung_exit: bool = False, cancel_reject: bool = False) -> list[BingxE2EStep]:
entry_receipt = ExecutionReceipt(
timestamp=datetime.now(timezone.utc),
status="NEW",
symbol="BTC-USDT",
side=side.value,
action="ENTER",
quantity=1.0,
price=75_000.0,
client_order_id="cid-entry",
order_id="oid-entry",
raw_ack={
"orderId": "oid-entry",
"clientOrderId": "cid-entry",
"status": "NEW",
"symbol": "BTC-USDT",
"executedQty": "0",
},
raw_state={},
)
exit_ack_status = "NEW" if hung_exit or cancel_reject else "FILLED"
exit_filled_qty = 0.0 if hung_exit or cancel_reject else 0.5
exit_receipt = ExecutionReceipt(
timestamp=datetime.now(timezone.utc),
status=exit_ack_status,
symbol="BTC-USDT",
side=("SELL" if side == TradeSide.SHORT else "BUY"),
action="EXIT",
quantity=0.5,
price=74_900.0 if side == TradeSide.SHORT else 75_100.0,
client_order_id="cid-exit-1",
order_id="oid-exit-1",
raw_ack={
"orderId": "oid-exit-1",
"clientOrderId": "cid-exit-1",
"status": exit_ack_status,
"symbol": "BTC-USDT",
"executedQty": f"{exit_filled_qty}",
"cumFilledQty": f"{exit_filled_qty}",
"avgPrice": "74900" if side == TradeSide.SHORT else "75100",
},
raw_state={},
)
final_receipt = ExecutionReceipt(
timestamp=datetime.now(timezone.utc),
status="FILLED",
symbol="BTC-USDT",
side=("SELL" if side == TradeSide.SHORT else "BUY"),
action="EXIT",
quantity=0.5,
price=74_850.0 if side == TradeSide.SHORT else 75_150.0,
client_order_id="cid-exit-2",
order_id="oid-exit-2",
raw_ack={
"orderId": "oid-exit-2",
"clientOrderId": "cid-exit-2",
"status": "FILLED",
"symbol": "BTC-USDT",
"executedQty": "0.5",
"cumFilledQty": "0.5",
"avgPrice": "74850" if side == TradeSide.SHORT else "75150",
},
raw_state={},
)
entry_before = _snapshot()
entry_after = _snapshot(
positions=[_position_row("BTC-USDT", side, 1.0, 75_000.0)],
open_orders=[
{
"symbol": "BTC-USDT",
"clientOrderId": "cid-entry",
"clientOrderID": "cid-entry",
"orderId": "oid-entry",
"status": "FILLED",
"origQty": "1",
"executedQty": "1",
"avgPrice": "75000",
}
],
all_orders=[{"symbol": "BTC-USDT", "clientOrderId": "cid-entry", "clientOrderID": "cid-entry", "orderId": "oid-entry", "status": "FILLED"}],
all_fills=[{"symbol": "BTC-USDT", "clientOrderId": "cid-entry", "clientOrderID": "cid-entry", "orderId": "oid-entry", "status": "FILLED", "executedQty": "1", "lastFilledQty": "1", "lastFillPrice": "75000"}],
)
exit_before = entry_after
cancel_open_positions = [_position_row("BTC-USDT", side, 1.0, 75_000.0)] if (hung_exit or cancel_reject) else []
cancel_open_orders = [
{
"symbol": "BTC-USDT",
"clientOrderId": "cid-exit-1",
"clientOrderID": "cid-exit-1",
"orderId": "oid-exit-1",
"status": exit_ack_status,
"origQty": "0.5",
"executedQty": "0",
"avgPrice": "74900",
}
] if (hung_exit or cancel_reject) else []
exit_after = _snapshot(
positions=cancel_open_positions,
open_orders=cancel_open_orders,
all_orders=[{"symbol": "BTC-USDT", "clientOrderId": "cid-exit-1", "clientOrderID": "cid-exit-1", "orderId": "oid-exit-1", "status": exit_ack_status}],
all_fills=[{"symbol": "BTC-USDT", "clientOrderId": "cid-exit-1", "clientOrderID": "cid-exit-1", "orderId": "oid-exit-1", "status": exit_ack_status, "executedQty": f"{exit_filled_qty}", "lastFilledQty": f"{exit_filled_qty}", "lastFillPrice": "74900"}] if exit_filled_qty > 0 else [],
)
cancel_after = _snapshot(
positions=cancel_open_positions,
open_orders=[],
all_orders=[{"symbol": "BTC-USDT", "clientOrderId": "cid-exit-1", "clientOrderID": "cid-exit-1", "orderId": "oid-exit-1", "status": "CANCELED"}],
all_fills=[],
)
cancel_before = exit_after
cancel_kind = "cancel_reject" if cancel_reject else "cancel_ack"
final_before = cancel_after if (hung_exit or cancel_reject) else exit_after
final_after = _snapshot(
positions=[_position_row("BTC-USDT", side, 0.5, 74_900.0 if side == TradeSide.SHORT else 75_100.0)] if (hung_exit or cancel_reject) else [],
open_orders=[],
all_orders=[{"symbol": "BTC-USDT", "clientOrderId": "cid-exit-2", "clientOrderID": "cid-exit-2", "orderId": "oid-exit-2", "status": "FILLED"}],
all_fills=[{"symbol": "BTC-USDT", "clientOrderId": "cid-exit-2", "clientOrderID": "cid-exit-2", "orderId": "oid-exit-2", "status": "FILLED", "executedQty": "0.5", "lastFilledQty": "0.5", "lastFillPrice": "74850" if side == TradeSide.SHORT else "75150"}] if (hung_exit or cancel_reject) else [],
)
return [
BingxE2EStep("entry", "fill", 1.0, entry_before, entry_after, entry_receipt),
BingxE2EStep(
"exit_hang" if hung_exit else "exit_1",
"fill" if not hung_exit else "ack_only",
0.5 if not hung_exit else 0.0,
exit_before,
exit_after,
exit_receipt,
submit_advances=not (hung_exit or cancel_reject),
cancel_kind=cancel_kind,
cancel_before_snapshot=cancel_before,
cancel_after_snapshot=cancel_after,
cancel_advances=True,
),
BingxE2EStep("exit_2", "fill", 1.0, final_before, final_after, final_receipt),
]
def _run_signal_plan(kernel: ExecutionKernel, side: TradeSide, plan: Sequence[SignalAction]) -> ExecutionKernel:
trade_id = f"signal-{side.value.lower()}"
for step in plan:
if step.kind == "entry":
kernel.process_intent(_intent(action=KernelCommandType.ENTER, trade_id=trade_id, side=side, target_size=1.0, price=75_000.0, reason=step.reason or "ENTRY"))
elif step.kind == "mark":
kernel.process_intent(_intent(action=KernelCommandType.MARK_PRICE, trade_id=trade_id, side=side, target_size=1.0, price=step.price, reason=step.reason or "MARK"))
elif step.kind == "exit":
kernel.process_intent(_intent(action=KernelCommandType.EXIT, trade_id=trade_id, side=side, target_size=step.target_size, price=step.price, exit_leg_ratios=(0.5, 0.5), reason=step.reason or "EXIT"))
elif step.kind == "cancel":
slot = kernel.slot(0)
if step.require_close:
active_order = slot.active_exit_order
if active_order is None:
fallback_client_id = f"{trade_id}:{step.reason or 'CANCEL'}:{slot.slot_id}"
active_order = VenueOrder(
internal_trade_id=slot.trade_id or trade_id,
venue_order_id=str(slot.active_entry_order.venue_order_id if slot.active_entry_order else fallback_client_id),
venue_client_id=str(slot.active_entry_order.venue_client_id if slot.active_entry_order else fallback_client_id),
side=slot.side,
intended_size=float(slot.active_exit_order.intended_size if slot.active_exit_order else max(slot.size, step.target_size or slot.size or 0.0)),
filled_size=0.0,
average_fill_price=float(step.price),
status=VenueOrderStatus.NEW,
metadata={"slot_id": slot.slot_id, "asset": slot.asset, "action": "EXIT"},
)
emitted = kernel.venue.cancel(active_order, reason=step.reason or "CANCEL")
for event in emitted:
kernel.on_venue_event(event)
elif step.kind == "reconcile":
kernel.process_intent(_intent(action=KernelCommandType.RECONCILE, trade_id=trade_id, side=side, target_size=1.0, price=step.price, reason=step.reason or "RECONCILE"))
else:
raise AssertionError(step.kind)
return kernel
MOCK_SIGNAL_CASES = [
(
"short_full_gamut",
TradeSide.SHORT,
[
VenueScriptStep("entry", "entry_full"),
VenueScriptStep("exit_tp1", "exit_partial", fill_ratio=0.5),
VenueScriptStep("exit_tp2", "exit_full", fill_ratio=1.0),
],
[
SignalAction("entry", 75_000.0, reason="ENTRY"),
SignalAction("mark", 74_200.0, reason="PUMP_BREAK"),
SignalAction("exit", 74_900.0, target_size=0.5, reason="TP1"),
SignalAction("mark", 74_100.0, reason="TRAIL"),
SignalAction("exit", 74_800.0, target_size=0.5, reason="TP2"),
],
),
(
"long_full_gamut",
TradeSide.LONG,
[
VenueScriptStep("entry", "entry_full"),
VenueScriptStep("exit_tp1", "exit_partial", fill_ratio=0.5),
VenueScriptStep("exit_tp2", "exit_full", fill_ratio=1.0),
],
[
SignalAction("entry", 75_000.0, reason="ENTRY"),
SignalAction("mark", 75_800.0, reason="RALLY"),
SignalAction("exit", 75_100.0, target_size=0.5, reason="TP1"),
SignalAction("mark", 75_900.0, reason="TRAIL"),
SignalAction("exit", 75_200.0, target_size=0.5, reason="TP2"),
],
),
(
"hung_exit_then_cancel",
TradeSide.SHORT,
[
VenueScriptStep("entry", "entry_full"),
VenueScriptStep("hung_exit", "ack_only", submit_advances=False, cancel_kind="cancel_ack", cancel_advances=True),
VenueScriptStep("exit_after_cancel", "exit_full", fill_ratio=1.0),
],
[
SignalAction("entry", 75_000.0, reason="ENTRY"),
SignalAction("mark", 74_300.0, reason="HANG"),
SignalAction("exit", 74_950.0, target_size=0.5, reason="HUNG_TP"),
SignalAction("cancel", 74_950.0, reason="CANCEL_HUNG", require_close=True),
SignalAction("exit", 74_700.0, target_size=0.5, reason="RESUME_TP"),
],
),
(
"cancel_reject_then_fill",
TradeSide.SHORT,
[
VenueScriptStep("entry", "entry_full"),
VenueScriptStep("hung_exit", "ack_only", submit_advances=False, cancel_kind="cancel_reject", cancel_advances=False),
VenueScriptStep("exit_after_reject", "exit_full", fill_ratio=1.0),
],
[
SignalAction("entry", 75_000.0, reason="ENTRY"),
SignalAction("mark", 74_250.0, reason="HANG"),
SignalAction("exit", 74_950.0, target_size=0.5, reason="HUNG_TP"),
SignalAction("cancel", 74_950.0, reason="CANCEL_REJECT", require_close=True),
SignalAction("exit", 74_650.0, target_size=0.5, reason="FINAL_TP"),
],
),
]
@pytest.mark.parametrize("name,side,steps,plan", MOCK_SIGNAL_CASES, ids=[case[0] for case in MOCK_SIGNAL_CASES])
def test_mock_signal_gamut_e2e_matrix(name: str, side: TradeSide, steps: Sequence[VenueScriptStep], plan: Sequence[SignalAction]) -> None:
venue = ScriptedVenueAdapter(steps)
kernel = _kernel(venue)
kernel.update_control(ControlUpdate(mode=KernelMode.DEBUG, verbosity=KernelVerbosity.TRACE))
_run_signal_plan(kernel, side, plan)
slot = kernel.slot(0)
assert slot.trade_id == f"signal-{side.value.lower()}"
assert venue.calls[0][0] == "submit"
expected_cancel = any(step.kind == "cancel" and step.require_close for step in plan)
assert any(call[0] == "cancel" for call in venue.calls) == expected_cancel
assert kernel.snapshot()["control"]["mode"] == KernelMode.DEBUG.value
if name in {"short_full_gamut", "long_full_gamut", "hung_exit_then_cancel", "cancel_reject_then_fill"}:
assert slot.fsm_state in {TradeStage.CLOSED, TradeStage.POSITION_OPEN, TradeStage.EXIT_WORKING}
if name == "hung_exit_then_cancel":
assert any(call[0] == "cancel" for call in venue.calls)
assert slot.closed is True or slot.fsm_state == TradeStage.POSITION_OPEN
def _bingx_backend_for_plan(side: TradeSide, *, hung_exit: bool = False, cancel_reject: bool = False) -> BingxE2EBackend:
return BingxE2EBackend(_bingx_steps_for_cycle(side, hung_exit=hung_exit, cancel_reject=cancel_reject))
@pytest.mark.parametrize(
"side,hung_exit,cancel_reject",
[
(TradeSide.SHORT, False, False),
(TradeSide.LONG, False, False),
(TradeSide.SHORT, True, False),
(TradeSide.SHORT, True, True),
],
ids=["short_full", "long_full", "short_hung", "short_cancel_reject"],
)
def test_bingx_basic_e2e_matrix(side: TradeSide, hung_exit: bool, cancel_reject: bool) -> None:
backend = _bingx_backend_for_plan(side, hung_exit=hung_exit, cancel_reject=cancel_reject)
venue = BingxVenueAdapter(backend=backend)
kernel = _kernel(venue)
kernel.update_control(ControlUpdate(mode=KernelMode.DEBUG, verbosity=KernelVerbosity.TRACE, backend_mode=BackendMode.BINGX))
_run_signal_plan(
kernel,
side,
[
SignalAction("entry", 75_000.0, reason="ENTRY"),
SignalAction("mark", 74_200.0 if side == TradeSide.SHORT else 75_800.0, reason="MARK"),
SignalAction("exit", 74_900.0 if side == TradeSide.SHORT else 75_100.0, target_size=0.5, reason="TP1"),
SignalAction("cancel", 74_900.0 if side == TradeSide.SHORT else 75_100.0, reason="CANCEL" if hung_exit or cancel_reject else "NO_CANCEL", require_close=hung_exit or cancel_reject),
SignalAction("exit", 74_850.0 if side == TradeSide.SHORT else 75_150.0, target_size=0.5, reason="TP2"),
],
)
slot = kernel.slot(0)
assert backend.connected is False
assert any(call[0] == "submit_intent" for call in backend.calls)
assert slot.trade_id.startswith("signal-")
assert slot.fsm_state in {TradeStage.CLOSED, TradeStage.POSITION_OPEN, TradeStage.EXIT_WORKING}
if not hung_exit:
assert slot.closed is True
else:
assert any(call[0] == "cancel_order" for call in backend.calls)
FUZZ_SEEDS = tuple(range(12))
FUZZ_VENUES = ("mock", "bingx")
@pytest.mark.parametrize("seed", FUZZ_SEEDS, ids=lambda seed: f"seed-{seed}")
@pytest.mark.parametrize("venue_kind", FUZZ_VENUES, ids=lambda venue_kind: f"venue-{venue_kind}")
def test_e2e_chaos_fuzz_matrix(seed: int, venue_kind: str) -> None:
rng = random.Random(20260527 + seed)
side = rng.choice([TradeSide.SHORT, TradeSide.LONG])
if venue_kind == "mock":
steps = [
VenueScriptStep("entry", "entry_full" if rng.random() > 0.2 else "entry_partial", fill_ratio=1.0 if rng.random() > 0.5 else 0.5),
VenueScriptStep("exit", "ack_only" if rng.random() > 0.35 else "exit_partial", fill_ratio=0.5, cancel_kind="cancel_reject" if rng.random() > 0.75 else "cancel_ack", submit_advances=False if rng.random() > 0.35 else True),
VenueScriptStep("exit2", "exit_full", fill_ratio=1.0),
]
venue = ScriptedVenueAdapter(steps)
kernel = _kernel(venue)
else:
backend = _bingx_backend_for_plan(side, hung_exit=rng.random() > 0.4, cancel_reject=rng.random() > 0.7)
venue = BingxVenueAdapter(backend=backend)
kernel = _kernel(venue)
kernel.update_control(ControlUpdate(backend_mode=BackendMode.BINGX))
trade_id = f"fuzz-{venue_kind}-{seed}"
kernel.process_intent(_intent(action=KernelCommandType.ENTER, trade_id=trade_id, side=side, target_size=1.0, price=75_000.0, reason="ENTER"))
for idx in range(rng.randint(2, 5)):
op = rng.choice(["mark", "exit", "cancel", "reconcile"])
slot = kernel.slot(0)
if op == "mark":
kernel.process_intent(_intent(action=KernelCommandType.MARK_PRICE, trade_id=trade_id, side=side, target_size=1.0, price=74_000.0 if side == TradeSide.SHORT else 76_000.0, reason=f"MARK-{idx}"))
elif op == "exit" and slot.fsm_state in {TradeStage.POSITION_OPEN, TradeStage.EXIT_WORKING}:
kernel.process_intent(_intent(action=KernelCommandType.EXIT, trade_id=trade_id, side=side, target_size=max(0.1, slot.size or 0.5), price=74_900.0 if side == TradeSide.SHORT else 75_100.0, exit_leg_ratios=(0.5, 0.5), reason=f"EXIT-{idx}"))
elif op == "cancel" and slot.active_exit_order is not None:
kernel.process_intent(_intent(action=KernelCommandType.CANCEL, trade_id=trade_id, side=side, target_size=slot.active_exit_order.intended_size, price=74_900.0 if side == TradeSide.SHORT else 75_100.0, reason=f"CANCEL-{idx}"))
elif op == "reconcile":
kernel.process_intent(_intent(action=KernelCommandType.RECONCILE, trade_id=trade_id, side=side, target_size=1.0, price=75_000.0, reason=f"RECONCILE-{idx}"))
final_slot = kernel.slot(0)
assert final_slot.trade_id == trade_id
assert final_slot.fsm_state in {
TradeStage.ENTRY_WORKING,
TradeStage.POSITION_OPEN,
TradeStage.EXIT_WORKING,
TradeStage.CLOSED,
TradeStage.STALE_STATE_RECONCILING,
}
assert kernel.account.snapshot.equity == pytest.approx(kernel.account.snapshot.capital + kernel.account.snapshot.unrealized_pnl, abs=1e-9)
assert kernel.snapshot()["control"]["runtime_namespace"] == "dita_v2"
if final_slot.closed:
assert final_slot.size == pytest.approx(0.0, abs=1e-9)
else:
assert final_slot.fsm_state in {
TradeStage.ENTRY_WORKING,
TradeStage.POSITION_OPEN,
TradeStage.EXIT_WORKING,
TradeStage.STALE_STATE_RECONCILING,
}

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from __future__ import annotations
from dataclasses import dataclass
from datetime import datetime, timezone
import math
import pytest
from prod.clean_arch.dita_v2 import (
BackendMode,
ControlUpdate,
ExecutionKernel,
InMemoryControlPlane,
InMemoryZincPlane,
KernelCommandType,
KernelControlSnapshot,
KernelDiagnosticCode,
KernelEventKind,
KernelIntent,
KernelMode,
KernelVerbosity,
MemoryKernelJournal,
TradeSide,
TradeSlot,
TradeStage,
VenueEvent,
VenueEventStatus,
VenueOrder,
VenueOrderStatus,
)
class NoopVenueAdapter:
def submit(self, intent): # type: ignore[override]
return []
def cancel(self, order, *, reason: str = ""): # type: ignore[override]
return []
def open_orders(self): # type: ignore[override]
return []
def open_positions(self): # type: ignore[override]
return []
def reconcile(self): # type: ignore[override]
return []
@dataclass(frozen=True)
class IntentGuardCase:
name: str
slot_id: int
seed_state: str
action: KernelCommandType
trade_id: str
intent_trade_id: str
expected_state: TradeStage
expected_code: KernelDiagnosticCode
expected_accepted: bool
@dataclass(frozen=True)
class DuplicateCase:
name: str
seed_state: str
first_kind: KernelEventKind
second_kind: KernelEventKind
expected_state: TradeStage
event_factory_name: str
@dataclass(frozen=True)
class StaleCase:
name: str
second_kind: KernelEventKind
same_event_id_as_initial: bool
expected_accepted: bool
@dataclass(frozen=True)
class ZincMirrorCase:
name: str
op: str
@dataclass(frozen=True)
class SlotRigorCase:
name: str
op: str
def _build_kernel(slot_count: int = 3) -> tuple[ExecutionKernel, MemoryKernelJournal, InMemoryZincPlane]:
journal = MemoryKernelJournal()
zinc = InMemoryZincPlane()
kernel = ExecutionKernel(
max_slots=slot_count,
control_plane=InMemoryControlPlane(
KernelControlSnapshot(
mode=KernelMode.DEBUG,
verbosity=KernelVerbosity.TRACE,
backend_mode=BackendMode.MOCK,
debug_clickhouse_enabled=True,
trace_transitions=True,
mirror_to_hazelcast=True,
)
),
venue=NoopVenueAdapter(),
journal=journal,
zinc_plane=zinc,
)
return kernel, journal, zinc
def _make_entry_order(trade_id: str, slot_id: int, *, size: float = 1.0, status: VenueOrderStatus = VenueOrderStatus.NEW) -> VenueOrder:
return VenueOrder(
internal_trade_id=trade_id,
venue_order_id=f"V-ENTRY-{slot_id}-{trade_id}",
venue_client_id=f"{trade_id}:entry:{slot_id}",
side=TradeSide.SHORT,
intended_size=size,
filled_size=size if status == VenueOrderStatus.FILLED else 0.0,
average_fill_price=100.0,
status=status,
metadata={"slot_id": slot_id},
)
def _make_exit_order(trade_id: str, slot_id: int, *, size: float, status: VenueOrderStatus = VenueOrderStatus.NEW) -> VenueOrder:
return VenueOrder(
internal_trade_id=trade_id,
venue_order_id=f"V-EXIT-{slot_id}-{trade_id}",
venue_client_id=f"{trade_id}:exit:{slot_id}",
side=TradeSide.SHORT,
intended_size=size,
filled_size=size if status == VenueOrderStatus.FILLED else 0.0,
average_fill_price=99.0,
status=status,
metadata={"slot_id": slot_id},
)
def _seed_free_slot(slot_id: int) -> TradeSlot:
return TradeSlot(slot_id=slot_id)
def _seed_entry_working_slot(trade_id: str, slot_id: int) -> TradeSlot:
return TradeSlot(
slot_id=slot_id,
trade_id=trade_id,
asset="BTCUSDT",
side=TradeSide.SHORT,
entry_price=0.0,
size=0.0,
initial_size=0.0,
leverage=2.0,
entry_time=datetime.now(timezone.utc),
exit_leg_ratios=(1.0,),
active_leg_index=0,
active_entry_order=_make_entry_order(trade_id, slot_id, status=VenueOrderStatus.NEW),
fsm_state=TradeStage.ENTRY_WORKING,
)
def _seed_position_open_slot(trade_id: str, slot_id: int, *, size: float = 1.0, side: TradeSide = TradeSide.SHORT) -> TradeSlot:
return TradeSlot(
slot_id=slot_id,
trade_id=trade_id,
asset="BTCUSDT",
side=side,
entry_price=100.0,
size=size,
initial_size=size,
leverage=2.0,
entry_time=datetime.now(timezone.utc),
exit_leg_ratios=(0.5, 0.5),
active_leg_index=0,
active_entry_order=_make_entry_order(trade_id, slot_id, size=size, status=VenueOrderStatus.FILLED),
fsm_state=TradeStage.POSITION_OPEN,
)
def _seed_exit_working_slot(trade_id: str, slot_id: int, *, size: float = 1.0) -> TradeSlot:
slot = _seed_position_open_slot(trade_id, slot_id, size=size)
slot.active_exit_order = _make_exit_order(trade_id, slot_id, size=slot.next_exit_ratio() * size, status=VenueOrderStatus.NEW)
slot.fsm_state = TradeStage.EXIT_WORKING
return slot
def _seed_closed_slot(trade_id: str, slot_id: int) -> TradeSlot:
return TradeSlot(
slot_id=slot_id,
trade_id=trade_id,
asset="BTCUSDT",
side=TradeSide.SHORT,
entry_price=100.0,
size=0.0,
initial_size=1.0,
leverage=2.0,
entry_time=datetime.now(timezone.utc),
closed=True,
fsm_state=TradeStage.CLOSED,
)
def _make_intent(
*,
trade_id: str,
slot_id: int,
action: KernelCommandType,
leverage: float = 2.0,
size: float = 1.0,
side: TradeSide = TradeSide.SHORT,
reason: str = "HARNESS",
) -> KernelIntent:
return KernelIntent(
timestamp=datetime.now(timezone.utc),
intent_id=f"intent-{trade_id}-{action.value}-{slot_id}",
trade_id=trade_id,
slot_id=slot_id,
asset="BTCUSDT",
side=side,
action=action,
reference_price=100.0,
target_size=size,
leverage=leverage,
exit_leg_ratios=(0.5, 0.5) if action == KernelCommandType.EXIT else (1.0,),
reason=reason,
)
def _make_event(
slot: TradeSlot,
*,
kind: KernelEventKind,
event_id: str,
filled_size: float = 0.0,
reason: str = "",
slot_id: int | None = None,
) -> VenueEvent:
order = slot.active_exit_order or slot.active_entry_order
venue_order_id = order.venue_order_id if order else f"V-{kind.value}-{slot.slot_id}"
venue_client_id = order.venue_client_id if order else f"{slot.trade_id}:client:{slot.slot_id}"
status = {
KernelEventKind.ORDER_ACK: VenueEventStatus.ACKED,
KernelEventKind.ORDER_REJECT: VenueEventStatus.REJECTED,
KernelEventKind.PARTIAL_FILL: VenueEventStatus.PARTIALLY_FILLED,
KernelEventKind.FULL_FILL: VenueEventStatus.FILLED,
KernelEventKind.CANCEL_ACK: VenueEventStatus.CANCELED,
KernelEventKind.CANCEL_REJECT: VenueEventStatus.CANCELED_REJECTED,
KernelEventKind.MARK_PRICE: VenueEventStatus.ACKED,
KernelEventKind.RECONCILE: VenueEventStatus.ACKED,
KernelEventKind.CONTROL: VenueEventStatus.ACKED,
}[kind]
return VenueEvent(
timestamp=datetime.now(timezone.utc),
event_id=event_id,
trade_id=slot.trade_id,
slot_id=slot.slot_id if slot_id is None else slot_id,
kind=kind,
status=status,
venue_order_id=venue_order_id,
venue_client_id=venue_client_id,
side=slot.side if slot.side != TradeSide.FLAT else TradeSide.SHORT,
asset=slot.asset or "BTCUSDT",
price=99.0 if kind == KernelEventKind.MARK_PRICE else 100.0,
size=max(slot.size, 1.0),
filled_size=filled_size,
remaining_size=max(0.0, max(slot.size, 1.0) - filled_size),
reason=reason,
)
INTENT_GUARD_CASES = [
IntentGuardCase("invalid_negative_enter", -1, "free", KernelCommandType.ENTER, "trade-neg", "trade-neg", TradeStage.IDLE, KernelDiagnosticCode.INVALID_SLOT_ID, False),
IntentGuardCase("invalid_high_exit", 99, "free", KernelCommandType.EXIT, "trade-high", "trade-high", TradeStage.IDLE, KernelDiagnosticCode.INVALID_SLOT_ID, False),
IntentGuardCase("unsupported_control", 0, "free", KernelCommandType.CONTROL, "trade-control", "trade-control", TradeStage.IDLE, KernelDiagnosticCode.UNSUPPORTED_INTENT, False),
IntentGuardCase("free_exit", 0, "free", KernelCommandType.EXIT, "trade-free-exit", "trade-free-exit", TradeStage.IDLE, KernelDiagnosticCode.NO_OPEN_POSITION, False),
IntentGuardCase("free_cancel", 0, "free", KernelCommandType.CANCEL, "trade-free-cancel", "trade-free-cancel", TradeStage.IDLE, KernelDiagnosticCode.NO_ACTIVE_EXIT_ORDER, False),
IntentGuardCase("busy_enter_different_trade", 0, "position_open", KernelCommandType.ENTER, "trade-open", "trade-new", TradeStage.POSITION_OPEN, KernelDiagnosticCode.SLOT_BUSY, False),
IntentGuardCase("same_trade_enter_allowed", 0, "position_open", KernelCommandType.ENTER, "trade-open", "trade-open", TradeStage.ORDER_REQUESTED, KernelDiagnosticCode.OK, True),
IntentGuardCase("closed_exit", 0, "closed", KernelCommandType.EXIT, "trade-closed", "trade-closed", TradeStage.CLOSED, KernelDiagnosticCode.NO_OPEN_POSITION, False),
IntentGuardCase("open_reconcile", 0, "position_open", KernelCommandType.RECONCILE, "trade-reconcile", "trade-reconcile", TradeStage.STALE_STATE_RECONCILING, KernelDiagnosticCode.STALE_STATE_RECONCILE, True),
IntentGuardCase("free_mark_price", 0, "free", KernelCommandType.MARK_PRICE, "trade-mark", "trade-mark", TradeStage.IDLE, KernelDiagnosticCode.OK, True),
]
DUPLICATE_CASES = [
DuplicateCase("entry_ack_duplicate", "entry_working", KernelEventKind.ORDER_ACK, KernelEventKind.ORDER_ACK, TradeStage.ENTRY_WORKING, "ack"),
DuplicateCase("entry_partial_duplicate", "entry_working", KernelEventKind.PARTIAL_FILL, KernelEventKind.PARTIAL_FILL, TradeStage.ENTRY_WORKING, "partial-entry"),
DuplicateCase("entry_full_duplicate", "entry_working", KernelEventKind.FULL_FILL, KernelEventKind.FULL_FILL, TradeStage.POSITION_OPEN, "full-entry"),
DuplicateCase("exit_ack_duplicate", "exit_working", KernelEventKind.CANCEL_ACK, KernelEventKind.CANCEL_ACK, TradeStage.POSITION_OPEN, "ack-exit"),
DuplicateCase("exit_partial_duplicate", "exit_working", KernelEventKind.PARTIAL_FILL, KernelEventKind.PARTIAL_FILL, TradeStage.EXIT_WORKING, "partial-exit"),
DuplicateCase("exit_full_duplicate", "exit_working", KernelEventKind.FULL_FILL, KernelEventKind.FULL_FILL, TradeStage.CLOSED, "full-exit"),
DuplicateCase("cancel_reject_duplicate", "exit_working", KernelEventKind.CANCEL_REJECT, KernelEventKind.CANCEL_REJECT, TradeStage.EXIT_WORKING, "reject-exit"),
DuplicateCase("mark_price_duplicate", "position_open", KernelEventKind.MARK_PRICE, KernelEventKind.MARK_PRICE, TradeStage.POSITION_OPEN, "mark"),
DuplicateCase("reconcile_duplicate", "position_open", KernelEventKind.RECONCILE, KernelEventKind.RECONCILE, TradeStage.STALE_STATE_RECONCILING, "reconcile"),
DuplicateCase("entry_reject_duplicate", "entry_working", KernelEventKind.ORDER_REJECT, KernelEventKind.ORDER_REJECT, TradeStage.IDLE, "reject-entry"),
]
STALE_CASES = [
StaleCase("stale_ack", KernelEventKind.ORDER_ACK, False, False),
StaleCase("stale_reject", KernelEventKind.ORDER_REJECT, False, False),
StaleCase("stale_partial", KernelEventKind.PARTIAL_FILL, False, False),
StaleCase("stale_full", KernelEventKind.FULL_FILL, False, False),
StaleCase("stale_cancel_ack", KernelEventKind.CANCEL_ACK, False, False),
StaleCase("stale_cancel_reject", KernelEventKind.CANCEL_REJECT, False, False),
StaleCase("stale_mark_price", KernelEventKind.MARK_PRICE, False, False),
StaleCase("stale_control", KernelEventKind.CONTROL, False, False),
StaleCase("stale_reconcile", KernelEventKind.RECONCILE, False, True),
StaleCase("stale_duplicate_precedence", KernelEventKind.ORDER_ACK, True, False),
]
ZINC_MIRROR_CASES = [
ZincMirrorCase("intent_published_on_enter", "intent"),
ZincMirrorCase("invalid_slot_intent_still_publishes", "invalid_intent"),
ZincMirrorCase("slot_write_updates_state_region", "direct_write"),
ZincMirrorCase("venue_event_updates_state_region", "venue_event"),
ZincMirrorCase("control_update_writes_region", "control_update"),
ZincMirrorCase("snapshot_reflects_control", "snapshot"),
ZincMirrorCase("reconcile_from_slots_writes_all", "reconcile"),
ZincMirrorCase("free_slot_selects_first_free", "free_slot"),
ZincMirrorCase("read_slots_sorted", "sorted_read"),
ZincMirrorCase("slot_overwrite_replaces_previous_state", "overwrite"),
]
SLOT_RIGOR_CASES = [
SlotRigorCase("idle_slot_is_free", "idle_free"),
SlotRigorCase("closed_slot_is_free", "closed_free"),
SlotRigorCase("entry_working_is_not_free", "entry_not_free"),
SlotRigorCase("open_slot_is_not_free", "open_not_free"),
SlotRigorCase("mark_price_zero_is_noop", "mark_zero"),
SlotRigorCase("mark_price_negative_is_noop", "mark_negative"),
SlotRigorCase("mark_price_nan_is_noop", "mark_nan"),
SlotRigorCase("short_price_rise_negative_pnl", "short_rise"),
SlotRigorCase("short_price_drop_positive_pnl", "short_drop"),
SlotRigorCase("exit_leg_consume_and_clamp", "exit_leg"),
]
def _seed_for_intent_case(kernel: ExecutionKernel, case: IntentGuardCase) -> None:
if case.seed_state == "free":
return
if case.seed_state == "entry_working":
kernel._set_slot(_seed_entry_working_slot(case.trade_id, case.slot_id))
return
if case.seed_state == "position_open":
kernel._set_slot(_seed_position_open_slot(case.trade_id, case.slot_id))
return
if case.seed_state == "exit_working":
kernel._set_slot(_seed_exit_working_slot(case.trade_id, case.slot_id))
return
if case.seed_state == "closed":
kernel._set_slot(_seed_closed_slot(case.trade_id, case.slot_id))
return
raise AssertionError(case.seed_state)
def _seed_for_duplicate_case(kernel: ExecutionKernel, case: DuplicateCase) -> TradeSlot:
if case.seed_state == "entry_working":
slot = _seed_entry_working_slot(f"trade-{case.name}", 0)
elif case.seed_state == "exit_working":
slot = _seed_exit_working_slot(f"trade-{case.name}", 0)
elif case.seed_state == "position_open":
slot = _seed_position_open_slot(f"trade-{case.name}", 0)
elif case.seed_state == "stale":
slot = _seed_position_open_slot(f"trade-{case.name}", 0)
else:
raise AssertionError(case.seed_state)
kernel._set_slot(slot)
return kernel._get_slot(0)
def _seed_for_stale_case(kernel: ExecutionKernel) -> TradeSlot:
slot = _seed_position_open_slot("trade-stale", 0)
kernel._set_slot(slot)
return kernel._get_slot(0)
def _seed_for_zinc_case(kernel: ExecutionKernel, case: ZincMirrorCase) -> None:
if case.op == "intent":
return
if case.op == "invalid_intent":
return
if case.op == "direct_write":
kernel._set_slot(_seed_position_open_slot("trade-write", 0))
return
if case.op == "venue_event":
kernel._set_slot(_seed_entry_working_slot("trade-event", 0))
return
if case.op == "control_update":
return
if case.op == "snapshot":
return
if case.op == "reconcile":
return
if case.op == "free_slot":
kernel._set_slot(_seed_position_open_slot("trade-free", 0))
kernel._set_slot(_seed_free_slot(1))
return
if case.op == "sorted_read":
return
if case.op == "overwrite":
return
raise AssertionError(case.op)
@pytest.mark.parametrize("case", INTENT_GUARD_CASES, ids=lambda case: case.name)
def test_kernel_intent_guard_matrix(case: IntentGuardCase) -> None:
kernel, _, zinc = _build_kernel()
_seed_for_intent_case(kernel, case)
intent = _make_intent(
trade_id=case.intent_trade_id,
slot_id=case.slot_id,
action=case.action,
leverage=-3.0 if case.name == "same_trade_enter_allowed" else 2.5,
size=1.0,
reason=case.name,
)
outcome = kernel.process_intent(intent)
assert outcome.accepted is case.expected_accepted
assert outcome.diagnostic_code == case.expected_code
assert outcome.state == case.expected_state
if case.slot_id >= 0 and case.slot_id < kernel.max_slots:
assert zinc.intent_region
assert zinc.intent_region[-1].intent_id == intent.intent_id
if case.name == "same_trade_enter_allowed":
current = kernel.slot(case.slot_id).to_dict()
assert current["fsm_state"] == TradeStage.ORDER_REQUESTED.value
assert current["leverage"] == 1.0
@pytest.mark.parametrize("case", DUPLICATE_CASES, ids=lambda case: case.name)
def test_kernel_duplicate_event_matrix(case: DuplicateCase) -> None:
kernel, _, _ = _build_kernel()
slot = _seed_for_duplicate_case(kernel, case)
fill_size = slot.size or 1.0
if case.seed_state == "exit_working" and case.first_kind == KernelEventKind.PARTIAL_FILL:
fill_size = max(0.1, fill_size * 0.4)
first_event = _make_event(slot, kind=case.first_kind, event_id=f"dup-{case.name}", filled_size=fill_size)
first = kernel.on_venue_event(first_event)
second = kernel.on_venue_event(first_event)
assert first.diagnostic_code in {
KernelDiagnosticCode.OK,
KernelDiagnosticCode.STALE_STATE_RECONCILE,
KernelDiagnosticCode.ENTRY_ORDER_REJECTED,
KernelDiagnosticCode.EXIT_ORDER_REJECTED,
KernelDiagnosticCode.ORDER_REJECTED,
KernelDiagnosticCode.CANCEL_REJECTED,
}
assert second.diagnostic_code == KernelDiagnosticCode.DUPLICATE_EVENT
assert second.state == case.expected_state
assert second.accepted is True
assert kernel.slot(0).to_dict()["seen_event_ids"].count(first_event.event_id) == 1
@pytest.mark.parametrize("case", STALE_CASES, ids=lambda case: case.name)
def test_kernel_stale_state_matrix(case: StaleCase) -> None:
kernel, _, _ = _build_kernel()
slot = _seed_for_stale_case(kernel)
initial = _make_event(slot, kind=KernelEventKind.RECONCILE, event_id="stale-entry", filled_size=slot.size or 1.0)
initial_outcome = kernel.on_venue_event(initial)
assert initial_outcome.diagnostic_code == KernelDiagnosticCode.OK
assert kernel.slot(0).fsm_state == TradeStage.STALE_STATE_RECONCILING
if case.same_event_id_as_initial:
event = _make_event(kernel._get_slot(0), kind=case.second_kind, event_id="stale-entry", filled_size=slot.size or 1.0, reason=case.name)
else:
event = _make_event(kernel._get_slot(0), kind=case.second_kind, event_id=f"stale-{case.name}", filled_size=slot.size or 1.0, reason=case.name)
outcome = kernel.on_venue_event(event)
if case.same_event_id_as_initial:
assert outcome.diagnostic_code == KernelDiagnosticCode.DUPLICATE_EVENT
assert outcome.accepted is True
else:
assert outcome.diagnostic_code == KernelDiagnosticCode.STALE_STATE_RECONCILE
assert outcome.accepted is case.expected_accepted
assert outcome.state == TradeStage.STALE_STATE_RECONCILING
assert kernel.slot(0).fsm_state == TradeStage.STALE_STATE_RECONCILING
@pytest.mark.parametrize("case", ZINC_MIRROR_CASES, ids=lambda case: case.name)
def test_kernel_zinc_mirror_matrix(case: ZincMirrorCase) -> None:
kernel, _, zinc = _build_kernel()
_seed_for_zinc_case(kernel, case)
if case.op == "intent":
intent = _make_intent(trade_id="trade-intent", slot_id=0, action=KernelCommandType.ENTER, size=1.25)
outcome = kernel.process_intent(intent)
assert outcome.accepted is True
assert zinc.intent_region
assert zinc.intent_region[-1].intent_id == intent.intent_id
assert zinc.read_slots()[0].trade_id == "trade-intent"
elif case.op == "invalid_intent":
intent = _make_intent(trade_id="trade-invalid", slot_id=-1, action=KernelCommandType.EXIT, size=1.0)
outcome = kernel.process_intent(intent)
assert outcome.diagnostic_code == KernelDiagnosticCode.INVALID_SLOT_ID
assert len(zinc.intent_region) == 1
assert zinc.intent_region[-1].intent_id == intent.intent_id
elif case.op == "direct_write":
slot = _seed_position_open_slot("trade-write", 0, size=1.5)
kernel._set_slot(slot)
mirrored = zinc.read_slots()[0]
assert mirrored.trade_id == "trade-write"
assert mirrored.size == 1.5
assert mirrored.fsm_state == TradeStage.POSITION_OPEN
elif case.op == "venue_event":
slot = kernel._get_slot(0)
event = _make_event(slot, kind=KernelEventKind.FULL_FILL, event_id="zinc-fill", filled_size=slot.size or 1.0)
outcome = kernel.on_venue_event(event)
assert outcome.diagnostic_code == KernelDiagnosticCode.OK
mirrored = zinc.read_slots()[0]
assert mirrored.fsm_state == TradeStage.POSITION_OPEN
assert mirrored.seen_event_ids == ("zinc-fill",)
elif case.op == "control_update":
snapshot = kernel.update_control(
ControlUpdate(
mode=KernelMode.DEBUG,
verbosity=KernelVerbosity.TRACE,
trace_transitions=True,
mirror_to_hazelcast=False,
)
)
assert snapshot.mode == KernelMode.DEBUG
assert zinc.read_control().mode == KernelMode.DEBUG
assert zinc.read_control().trace_transitions is True
elif case.op == "snapshot":
kernel.update_control(ControlUpdate(mode=KernelMode.DEBUG, verbosity=KernelVerbosity.VERBOSE))
payload = kernel.snapshot()
assert payload["control"]["mode"] == KernelMode.DEBUG.value
assert payload["control"]["verbosity"] == KernelVerbosity.VERBOSE.value
elif case.op == "reconcile":
slots = [
_seed_position_open_slot("trade-a", 2),
_seed_closed_slot("trade-b", 0),
_seed_free_slot(1),
]
outcome = kernel.reconcile_from_slots(slots)
assert outcome.diagnostic_code == KernelDiagnosticCode.RECONCILED
mirrored_ids = [slot.slot_id for slot in zinc.read_slots()]
assert mirrored_ids == [0, 1, 2]
elif case.op == "free_slot":
assert kernel.free_slot().slot_id == 1
elif case.op == "sorted_read":
kernel._set_slot(_seed_position_open_slot("trade-c", 2))
kernel._set_slot(_seed_position_open_slot("trade-a", 0))
kernel._set_slot(_seed_position_open_slot("trade-b", 1))
ids = [slot.slot_id for slot in zinc.read_slots()]
assert ids == [0, 1, 2]
elif case.op == "overwrite":
kernel._set_slot(_seed_position_open_slot("trade-old", 0, size=1.0))
kernel._set_slot(_seed_position_open_slot("trade-new", 0, size=2.0))
mirrored = zinc.read_slots()[0]
assert mirrored.trade_id == "trade-new"
assert mirrored.size == 2.0
assert mirrored.initial_size == 2.0
else: # pragma: no cover - exhaustive
raise AssertionError(case.op)
@pytest.mark.parametrize("case", SLOT_RIGOR_CASES, ids=lambda case: case.name)
def test_trade_slot_state_machine_rigor_matrix(case: SlotRigorCase) -> None:
if case.op == "idle_free":
slot = TradeSlot(slot_id=0)
assert slot.is_free() is True
assert slot.is_open() is False
elif case.op == "closed_free":
slot = _seed_closed_slot("trade-closed", 0)
assert slot.is_free() is True
assert slot.is_open() is False
elif case.op == "entry_not_free":
slot = _seed_entry_working_slot("trade-entry", 0)
assert slot.is_free() is False
assert slot.is_open() is True
elif case.op == "open_not_free":
slot = _seed_position_open_slot("trade-open", 0)
assert slot.is_free() is False
assert slot.is_open() is True
elif case.op == "mark_zero":
slot = _seed_position_open_slot("trade-mark", 0, size=1.0)
slot.mark_price(0.0)
assert slot.unrealized_pnl == 0.0
elif case.op == "mark_negative":
slot = _seed_position_open_slot("trade-mark", 0, size=1.0)
slot.mark_price(-10.0)
assert slot.unrealized_pnl == 0.0
elif case.op == "mark_nan":
slot = _seed_position_open_slot("trade-mark", 0, size=1.0)
slot.mark_price(float("nan"))
assert slot.unrealized_pnl == 0.0
elif case.op == "short_rise":
slot = _seed_position_open_slot("trade-short-rise", 0, size=1.0, side=TradeSide.SHORT)
slot.mark_price(110.0)
assert slot.unrealized_pnl < 0.0
elif case.op == "short_drop":
slot = _seed_position_open_slot("trade-short-drop", 0, size=1.0, side=TradeSide.SHORT)
slot.mark_price(90.0)
assert slot.unrealized_pnl > 0.0
elif case.op == "exit_leg":
slot = _seed_position_open_slot("trade-leg", 0, size=1.0)
slot.exit_leg_ratios = (0.25, 0.75)
first = slot.consume_exit_leg()
second = slot.consume_exit_leg()
third = slot.consume_exit_leg()
assert first == 0.25
assert second == 0.75
assert third == 1.0
assert slot.active_leg_index == 2
assert slot.next_exit_ratio() == 1.0
else: # pragma: no cover - exhaustive
raise AssertionError(case.op)

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from __future__ import annotations
from datetime import datetime, timezone
import unittest
from prod.clean_arch.dita_v2 import (
ControlUpdate,
ExecutionKernel,
HazelcastProjection,
KernelCommandType,
KernelControlSnapshot,
KernelIntent,
KernelMode,
KernelVerbosity,
MockVenueAdapter,
MockVenueScenario,
TradeSide,
TradeStage,
TradeSlot,
build_projection,
build_position_state_row,
)
from prod.clean_arch.dita_v2.hazelcast_projection import HazelcastProjector, HazelcastRowWriter
class CaptureSink:
def __init__(self) -> None:
self.rows: list[tuple[str, dict[str, object]]] = []
def __call__(self, name: str, row: dict[str, object]) -> None:
self.rows.append((name, dict(row)))
class FakeMap:
def __init__(self) -> None:
self.rows: dict[str, object] = {}
def put(self, key: str, value: object) -> None:
self.rows[key] = value
class FakeTopic:
def __init__(self) -> None:
self.messages: list[str] = []
def publish(self, message: str) -> None:
self.messages.append(message)
class FakeHazelcastClient:
def __init__(self) -> None:
self.maps: dict[str, FakeMap] = {}
self.topics: dict[str, FakeTopic] = {}
def get_map(self, name: str) -> FakeMap:
return self.maps.setdefault(name, FakeMap())
def get_topic(self, name: str) -> FakeTopic:
return self.topics.setdefault(name, FakeTopic())
class TestDITAv2Hazelcast(unittest.TestCase):
def test_build_position_state_row_has_compatibility_fields(self) -> None:
slot = TradeSlot(
slot_id=0,
trade_id="trade-1",
asset="BTCUSDT",
side=TradeSide.SHORT,
entry_price=100.0,
size=1.0,
initial_size=1.0,
leverage=2.0,
fsm_state=TradeStage.POSITION_OPEN,
)
row = build_position_state_row(
slot,
KernelControlSnapshot(
mode=KernelMode.DEBUG,
verbosity=KernelVerbosity.TRACE,
runtime_namespace="dita_v2",
strategy_namespace="dita_v2",
event_namespace="dita_v2",
actor_name="ExecutionKernel",
exec_venue="bingx",
data_venue="binance",
ledger_authority="exchange",
),
)
for key in (
"runtime_namespace",
"strategy_namespace",
"event_namespace",
"actor_name",
"exec_venue",
"data_venue",
"ledger_authority",
"trade_id",
"asset",
"slot_id",
"fsm_state",
):
self.assertIn(key, row)
self.assertEqual(row["trade_id"], "trade-1")
self.assertEqual(row["fsm_state"], TradeStage.POSITION_OPEN.value)
def test_projection_sink_writes_blue_pink_compatible_rows(self) -> None:
sink = CaptureSink()
projection = HazelcastProjection(writer=sink)
control = KernelControlSnapshot(mode=KernelMode.DEBUG, verbosity=KernelVerbosity.TRACE)
projection.write_control(control)
slot = TradeSlot(
slot_id=1,
trade_id="trade-2",
asset="ETHUSDT",
side=TradeSide.LONG,
entry_price=50.0,
size=2.0,
initial_size=2.0,
leverage=3.0,
fsm_state=TradeStage.POSITION_OPEN,
)
projection.write_slot(slot)
self.assertGreaterEqual(len(sink.rows), 2)
control_name, control_row = sink.rows[0]
slot_name, slot_row = sink.rows[1]
self.assertEqual(control_name, "hz:dita_control")
self.assertEqual(slot_name, "hz:dita_active_slots")
self.assertEqual(control_row["mode"], KernelMode.DEBUG.value)
self.assertEqual(slot_row["trade_id"], "trade-2")
self.assertEqual(slot_row["runtime_namespace"], "dita_v2")
self.assertEqual(slot_row["ledger_authority"], "exchange")
def test_hazelcast_row_writer_routes_maps_and_topics(self) -> None:
client = FakeHazelcastClient()
writer = HazelcastRowWriter(client)
writer("hz:dita_active_slots", {"trade_id": "trade-3", "slot_id": 0})
writer("hz:dita_control", {"mode": "DEBUG"})
writer("hz:dita_trade_events", {"event_id": "evt-1", "trade_id": "trade-3"})
self.assertIn("trade-3", client.get_map("hz:dita_active_slots").rows)
self.assertIn("control", client.get_map("hz:dita_control").rows)
self.assertEqual(len(client.get_topic("hz:dita_trade_events").messages), 1)
def test_build_projection_uses_client_when_requested(self) -> None:
client = FakeHazelcastClient()
projection = build_projection(client=client, prefer_real_hazelcast=True)
projection.write_control(KernelControlSnapshot(mode=KernelMode.DEBUG, verbosity=KernelVerbosity.TRACE))
projection.write_slot(
TradeSlot(
slot_id=0,
trade_id="trade-4",
asset="BTCUSDT",
side=TradeSide.SHORT,
entry_price=100.0,
size=1.0,
initial_size=1.0,
leverage=2.0,
fsm_state=TradeStage.POSITION_OPEN,
)
)
self.assertIn("control", client.get_map("hz:dita_control").rows)
self.assertIn("trade-4", client.get_map("hz:dita_active_slots").rows)
def test_kernel_emits_projection_rows(self) -> None:
sink = CaptureSink()
kernel = ExecutionKernel(
control_plane=None,
venue=MockVenueAdapter(MockVenueScenario(emit_fill_on_submit=True, partial_fill_ratio=1.0)),
projection=HazelcastProjection(writer=sink),
)
kernel.update_control(ControlUpdate(mode=KernelMode.DEBUG, verbosity=KernelVerbosity.TRACE))
kernel.process_intent(
KernelIntent(
timestamp=datetime.now(timezone.utc),
intent_id="intent-1",
trade_id="trade-1",
slot_id=0,
asset="BTCUSDT",
side=TradeSide.SHORT,
action=KernelCommandType.ENTER,
reference_price=100.0,
target_size=1.0,
leverage=2.0,
exit_leg_ratios=(1.0,),
reason="TEST",
)
)
names = [name for name, _ in sink.rows]
self.assertIn("hz:dita_control", names)
self.assertIn("hz:dita_active_slots", names)
slot_rows = [row for name, row in sink.rows if name == "hz:dita_active_slots"]
self.assertTrue(any(row["trade_id"] == "trade-1" for row in slot_rows))
self.assertTrue(any(row["runtime_namespace"] == "dita_v2" for row in slot_rows))
if __name__ == "__main__":
unittest.main()

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from __future__ import annotations
from datetime import datetime, timezone
import unittest
from prod.clean_arch.dita_v2 import (
AccountProjection,
BackendMode,
ControlUpdate,
ExecutionKernel,
InMemoryControlPlane,
InMemoryZincPlane,
KernelCommandType,
KernelControlSnapshot,
KernelEventKind,
KernelIntent,
KernelMode,
KernelVerbosity,
MemoryKernelJournal,
MockVenueAdapter,
MockVenueScenario,
TradeSide,
TradeSlot,
TradeStage,
VenueEvent,
VenueEventStatus,
)
def mk_intent(
*,
action: KernelCommandType = KernelCommandType.ENTER,
slot_id: int = 0,
trade_id: str = "trade-1",
asset: str = "BTCUSDT",
side: TradeSide = TradeSide.SHORT,
target_size: float = 1.0,
leverage: float = 2.0,
reference_price: float = 100.0,
exit_leg_ratios=(1.0,),
reason: str = "TEST",
) -> KernelIntent:
return KernelIntent(
timestamp=datetime.now(timezone.utc),
intent_id=f"intent-{trade_id}-{action.value}",
trade_id=trade_id,
slot_id=slot_id,
asset=asset,
side=side,
action=action,
reference_price=reference_price,
target_size=target_size,
leverage=leverage,
exit_leg_ratios=tuple(exit_leg_ratios),
reason=reason,
)
class TestDITAv2ControlPlane(unittest.TestCase):
def test_control_plane_updates_and_mirrors(self):
plane = InMemoryControlPlane()
updated = plane.update(
ControlUpdate(
mode=KernelMode.DEBUG,
verbosity=KernelVerbosity.TRACE,
backend_mode=BackendMode.BINGX,
trace_transitions=True,
)
)
self.assertEqual(updated.mode, KernelMode.DEBUG)
self.assertEqual(updated.verbosity, KernelVerbosity.TRACE)
self.assertEqual(updated.backend_mode, BackendMode.BINGX)
self.assertTrue(updated.trace_transitions)
self.assertEqual(plane.mirror()["mode"], KernelMode.DEBUG.value)
class TestDITAv2Kernel(unittest.TestCase):
def test_entry_ack_fill_reaches_position_open(self):
journal = MemoryKernelJournal()
zinc = InMemoryZincPlane()
venue = MockVenueAdapter(MockVenueScenario(emit_fill_on_submit=True, partial_fill_ratio=1.0))
kernel = ExecutionKernel(
control_plane=InMemoryControlPlane(
KernelControlSnapshot(mode=KernelMode.DEBUG, verbosity=KernelVerbosity.TRACE)
),
venue=venue,
journal=journal,
zinc_plane=zinc,
)
outcome = kernel.process_intent(mk_intent())
slot = kernel.slot(0)
self.assertTrue(outcome.accepted)
self.assertEqual(slot.fsm_state, TradeStage.POSITION_OPEN)
self.assertFalse(slot.closed)
self.assertEqual(slot.trade_id, "trade-1")
self.assertAlmostEqual(slot.size, 1.0, places=6)
self.assertEqual(len(journal.rows), 3)
self.assertEqual(len(zinc.intent_region), 1)
self.assertEqual(zinc.read_control().mode, KernelMode.DEBUG)
def test_partial_fill_stays_working_then_full_fill_opens_position(self):
journal = MemoryKernelJournal()
venue = MockVenueAdapter(MockVenueScenario(emit_fill_on_submit=False, partial_fill_ratio=0.5))
kernel = ExecutionKernel(
control_plane=InMemoryControlPlane(
KernelControlSnapshot(mode=KernelMode.DEBUG, verbosity=KernelVerbosity.TRACE)
),
venue=venue,
journal=journal,
)
kernel.process_intent(mk_intent())
slot = kernel.slot(0)
self.assertEqual(slot.fsm_state, TradeStage.ENTRY_WORKING)
self.assertAlmostEqual(slot.size, 0.5, places=6)
full_fill = VenueEvent(
timestamp=datetime.now(timezone.utc),
event_id="evt-full",
trade_id="trade-1",
slot_id=0,
kind=KernelEventKind.FULL_FILL,
status=VenueEventStatus.FILLED,
venue_order_id=slot.active_entry_order.venue_order_id if slot.active_entry_order else "V-00000001",
venue_client_id=slot.active_entry_order.venue_client_id if slot.active_entry_order else "trade-1:intent-trade-1-ENTER",
side=TradeSide.SHORT,
asset="BTCUSDT",
price=100.0,
size=1.0,
filled_size=1.0,
remaining_size=0.0,
)
kernel.on_venue_event(full_fill)
self.assertEqual(slot.fsm_state, TradeStage.POSITION_OPEN)
self.assertFalse(slot.closed)
self.assertAlmostEqual(slot.size, 1.0, places=6)
def test_two_leg_exit_closes_only_after_final_leg(self):
kernel = ExecutionKernel(
control_plane=InMemoryControlPlane(
KernelControlSnapshot(mode=KernelMode.DEBUG, verbosity=KernelVerbosity.TRACE)
),
venue=MockVenueAdapter(MockVenueScenario(emit_fill_on_submit=True, partial_fill_ratio=1.0)),
journal=MemoryKernelJournal(),
)
kernel.process_intent(mk_intent())
slot = kernel.slot(0)
slot.exit_leg_ratios = (0.5, 0.5)
first_exit = kernel.process_intent(
mk_intent(action=KernelCommandType.EXIT, target_size=0.5, exit_leg_ratios=(0.5, 0.5), reason="TP1")
)
self.assertTrue(first_exit.accepted)
self.assertEqual(slot.fsm_state, TradeStage.POSITION_OPEN)
self.assertFalse(slot.closed)
self.assertAlmostEqual(slot.size, 0.5, places=6)
second_exit = kernel.process_intent(
mk_intent(action=KernelCommandType.EXIT, target_size=0.5, exit_leg_ratios=(0.5, 0.5), reason="TP2")
)
self.assertTrue(second_exit.accepted)
self.assertTrue(slot.closed)
self.assertEqual(slot.fsm_state, TradeStage.CLOSED)
self.assertAlmostEqual(slot.size, 0.0, places=6)
def test_reconcile_sets_stale_state(self):
kernel = ExecutionKernel(
control_plane=InMemoryControlPlane(),
venue=MockVenueAdapter(),
journal=MemoryKernelJournal(),
)
kernel.process_intent(mk_intent())
slot = kernel.slot(0)
kernel.process_intent(mk_intent(action=KernelCommandType.RECONCILE))
self.assertEqual(slot.fsm_state, TradeStage.STALE_STATE_RECONCILING)
def test_account_projection_aggregates_slots(self):
projection = AccountProjection()
slots = [
TradeSlot(
slot_id=0,
trade_id="t1",
asset="BTCUSDT",
side=TradeSide.SHORT,
entry_price=100.0,
size=1.0,
initial_size=1.0,
leverage=2.0,
fsm_state=TradeStage.POSITION_OPEN,
metadata={"mark_price": 99.0},
),
TradeSlot(
slot_id=1,
trade_id="t2",
asset="ETHUSDT",
side=TradeSide.LONG,
entry_price=50.0,
size=2.0,
initial_size=2.0,
leverage=3.0,
fsm_state=TradeStage.EXIT_WORKING,
metadata={"mark_price": 55.0},
),
]
projection.observe_slots(slots)
self.assertEqual(projection.snapshot.open_positions, 2)
self.assertAlmostEqual(projection.snapshot.open_notional, 209.0, places=6)
self.assertGreater(projection.snapshot.leverage, 0.0)
def test_debug_mode_journal_records_transitions(self):
journal = MemoryKernelJournal()
kernel = ExecutionKernel(
control_plane=InMemoryControlPlane(
KernelControlSnapshot(mode=KernelMode.DEBUG, verbosity=KernelVerbosity.TRACE)
),
venue=MockVenueAdapter(MockVenueScenario(emit_fill_on_submit=True, partial_fill_ratio=1.0)),
journal=journal,
)
kernel.process_intent(mk_intent())
self.assertGreaterEqual(len(journal.rows), 2)
self.assertTrue(all("slot_state" in row for row in journal.rows))
if __name__ == "__main__":
unittest.main()

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from __future__ import annotations
from datetime import datetime, timezone
import random
from typing import Any
import pytest
from prod.clean_arch.dita_v2 import (
AccountProjection,
BingxVenueAdapter,
BackendMode,
ControlUpdate,
ExecutionKernel,
InMemoryControlPlane,
InMemoryZincPlane,
KernelCommandType,
KernelControlSnapshot,
KernelDiagnosticCode,
KernelEventKind,
KernelIntent,
KernelMode,
KernelOutcome,
KernelSeverity,
KernelVerbosity,
MemoryKernelJournal,
MockVenueAdapter,
MockVenueScenario,
TradeSide,
TradeSlot,
TradeStage,
VenueEvent,
VenueEventStatus,
VenueOrder,
VenueOrderStatus,
)
def mk_intent(
*,
action: KernelCommandType = KernelCommandType.ENTER,
slot_id: int = 0,
trade_id: str = "trade-1",
asset: str = "BTCUSDT",
side: TradeSide = TradeSide.SHORT,
target_size: float = 1.0,
leverage: float = 2.0,
reference_price: float = 100.0,
exit_leg_ratios=(1.0,),
reason: str = "TEST",
) -> KernelIntent:
return KernelIntent(
timestamp=datetime.now(timezone.utc),
intent_id=f"intent-{trade_id}-{action.value}",
trade_id=trade_id,
slot_id=slot_id,
asset=asset,
side=side,
action=action,
reference_price=reference_price,
target_size=target_size,
leverage=leverage,
exit_leg_ratios=tuple(exit_leg_ratios),
reason=reason,
)
def mk_event(
*,
kind: KernelEventKind,
status: VenueEventStatus,
trade_id: str = "trade-1",
slot_id: int = 0,
venue_order_id: str = "V-00000001",
venue_client_id: str = "trade-1:intent-1",
side: TradeSide = TradeSide.SHORT,
asset: str = "BTCUSDT",
price: float = 100.0,
size: float = 1.0,
filled_size: float = 1.0,
remaining_size: float = 0.0,
reason: str = "",
) -> VenueEvent:
return VenueEvent(
timestamp=datetime.now(timezone.utc),
event_id=f"evt-{kind.value.lower()}",
trade_id=trade_id,
slot_id=slot_id,
kind=kind,
status=status,
venue_order_id=venue_order_id,
venue_client_id=venue_client_id,
side=side,
asset=asset,
price=price,
size=size,
filled_size=filled_size,
remaining_size=remaining_size,
reason=reason,
raw_payload={"status": status.value},
)
def mk_kernel(
*,
max_slots: int = 3,
venue: Any | None = None,
control_mode: KernelMode = KernelMode.DEBUG,
verbosity: KernelVerbosity = KernelVerbosity.TRACE,
) -> ExecutionKernel:
return ExecutionKernel(
max_slots=max_slots,
control_plane=InMemoryControlPlane(
KernelControlSnapshot(mode=control_mode, verbosity=verbosity, backend_mode=BackendMode.MOCK)
),
venue=venue or MockVenueAdapter(),
journal=MemoryKernelJournal(),
zinc_plane=InMemoryZincPlane(),
account=AccountProjection(),
)
def _seed_open_slot(slot: TradeSlot, *, trade_id: str = "trade-1", asset: str = "BTCUSDT") -> None:
slot.trade_id = trade_id
slot.asset = asset
slot.side = TradeSide.SHORT
slot.entry_price = 100.0
slot.size = 1.0
slot.initial_size = 1.0
slot.leverage = 2.0
slot.fsm_state = TradeStage.POSITION_OPEN
slot.active_entry_order = VenueOrder(
internal_trade_id=trade_id,
venue_order_id="V-00000001",
venue_client_id=f"{trade_id}:entry",
side=TradeSide.SHORT,
intended_size=1.0,
status=VenueOrderStatus.FILLED,
metadata={"slot_id": slot.slot_id, "asset": asset},
)
def _seed_entry_order(slot: TradeSlot, *, trade_id: str = "trade-1", asset: str = "BTCUSDT", status: VenueOrderStatus = VenueOrderStatus.NEW) -> None:
slot.active_entry_order = VenueOrder(
internal_trade_id=trade_id,
venue_order_id="V-00000001",
venue_client_id=f"{trade_id}:entry",
side=TradeSide.SHORT,
intended_size=1.0,
status=status,
metadata={"slot_id": slot.slot_id, "asset": asset},
)
def _seed_exit_order(slot: TradeSlot, *, trade_id: str = "trade-1", asset: str = "BTCUSDT", intended_size: float = 0.5) -> None:
slot.active_exit_order = VenueOrder(
internal_trade_id=trade_id,
venue_order_id="V-00000002",
venue_client_id=f"{trade_id}:exit",
side=TradeSide.SHORT,
intended_size=intended_size,
status=VenueOrderStatus.NEW,
metadata={"slot_id": slot.slot_id, "asset": asset},
)
def _configure_slot_state(slot: TradeSlot, state: TradeStage, *, trade_id: str = "trade-1", asset: str = "BTCUSDT") -> None:
slot.trade_id = trade_id if state not in {TradeStage.IDLE, TradeStage.CLOSED} else ""
slot.asset = asset if state not in {TradeStage.IDLE, TradeStage.CLOSED} else ""
slot.side = TradeSide.SHORT if state not in {TradeStage.IDLE, TradeStage.CLOSED} else TradeSide.FLAT
slot.entry_price = 100.0 if state not in {TradeStage.IDLE, TradeStage.CLOSED} else 0.0
slot.size = 1.0 if state in {TradeStage.POSITION_OPEN, TradeStage.EXIT_WORKING, TradeStage.EXIT_REQUESTED, TradeStage.EXIT_SENT, TradeStage.ENTRY_WORKING, TradeStage.ORDER_REQUESTED, TradeStage.ORDER_SENT} else 0.0
slot.initial_size = slot.size
slot.leverage = 2.0 if state not in {TradeStage.IDLE, TradeStage.CLOSED} else 0.0
slot.fsm_state = state
slot.closed = state == TradeStage.CLOSED
slot.active_entry_order = None
slot.active_exit_order = None
if state in {TradeStage.ORDER_REQUESTED, TradeStage.ORDER_SENT, TradeStage.ENTRY_WORKING, TradeStage.POSITION_OPEN, TradeStage.POSITION_OPENED}:
slot.active_entry_order = VenueOrder(
internal_trade_id=trade_id,
venue_order_id="V-00000001",
venue_client_id=f"{trade_id}:entry",
side=TradeSide.SHORT,
intended_size=1.0,
status=VenueOrderStatus.NEW if state in {TradeStage.ORDER_REQUESTED, TradeStage.ORDER_SENT, TradeStage.ENTRY_WORKING} else VenueOrderStatus.FILLED,
metadata={"slot_id": slot.slot_id, "asset": asset},
)
if state in {TradeStage.EXIT_REQUESTED, TradeStage.EXIT_SENT, TradeStage.EXIT_WORKING}:
slot.active_exit_order = VenueOrder(
internal_trade_id=trade_id,
venue_order_id="V-00000002",
venue_client_id=f"{trade_id}:exit",
side=TradeSide.SHORT,
intended_size=0.5,
status=VenueOrderStatus.NEW,
metadata={"slot_id": slot.slot_id, "asset": asset},
)
# 18 invalid-intent slot tests
@pytest.mark.parametrize(
"slot_id,action,expected",
[
(-1, KernelCommandType.ENTER, KernelDiagnosticCode.INVALID_SLOT_ID),
(-1, KernelCommandType.EXIT, KernelDiagnosticCode.INVALID_SLOT_ID),
(-1, KernelCommandType.MARK_PRICE, KernelDiagnosticCode.INVALID_SLOT_ID),
(-1, KernelCommandType.RECONCILE, KernelDiagnosticCode.INVALID_SLOT_ID),
(-1, KernelCommandType.CANCEL, KernelDiagnosticCode.INVALID_SLOT_ID),
(3, KernelCommandType.ENTER, KernelDiagnosticCode.INVALID_SLOT_ID),
(3, KernelCommandType.EXIT, KernelDiagnosticCode.INVALID_SLOT_ID),
(3, KernelCommandType.MARK_PRICE, KernelDiagnosticCode.INVALID_SLOT_ID),
(3, KernelCommandType.RECONCILE, KernelDiagnosticCode.INVALID_SLOT_ID),
(3, KernelCommandType.CANCEL, KernelDiagnosticCode.INVALID_SLOT_ID),
(99, KernelCommandType.ENTER, KernelDiagnosticCode.INVALID_SLOT_ID),
(99, KernelCommandType.EXIT, KernelDiagnosticCode.INVALID_SLOT_ID),
(99, KernelCommandType.MARK_PRICE, KernelDiagnosticCode.INVALID_SLOT_ID),
(99, KernelCommandType.RECONCILE, KernelDiagnosticCode.INVALID_SLOT_ID),
(99, KernelCommandType.CANCEL, KernelDiagnosticCode.INVALID_SLOT_ID),
(7, KernelCommandType.ENTER, KernelDiagnosticCode.INVALID_SLOT_ID),
(7, KernelCommandType.EXIT, KernelDiagnosticCode.INVALID_SLOT_ID),
(7, KernelCommandType.MARK_PRICE, KernelDiagnosticCode.INVALID_SLOT_ID),
],
)
def test_kernel_rejects_invalid_slot_ids_with_codes(slot_id: int, action: KernelCommandType, expected: KernelDiagnosticCode) -> None:
kernel = mk_kernel(max_slots=3)
outcome = kernel.process_intent(mk_intent(slot_id=slot_id, action=action))
assert outcome.accepted is False
assert outcome.diagnostic_code == expected
assert outcome.details["reason"] == "INVALID_SLOT_ID"
# 20 entry-path tests
@pytest.mark.parametrize(
"scenario,expected_state,expected_code,expected_size",
[
(MockVenueScenario(emit_fill_on_submit=True, partial_fill_ratio=1.0), TradeStage.POSITION_OPEN, KernelDiagnosticCode.OK, 1.0),
(MockVenueScenario(emit_fill_on_submit=True, partial_fill_ratio=0.5), TradeStage.ENTRY_WORKING, KernelDiagnosticCode.OK, 0.5),
(MockVenueScenario(emit_fill_on_submit=False, partial_fill_ratio=0.5), TradeStage.ENTRY_WORKING, KernelDiagnosticCode.OK, 0.5),
(MockVenueScenario(reject_entries=True), TradeStage.IDLE, KernelDiagnosticCode.OK, 0.0),
(MockVenueScenario(emit_fill_on_submit=True, partial_fill_ratio=0.25), TradeStage.ENTRY_WORKING, KernelDiagnosticCode.OK, 0.25),
(MockVenueScenario(emit_fill_on_submit=True, partial_fill_ratio=0.75), TradeStage.ENTRY_WORKING, KernelDiagnosticCode.OK, 0.75),
(MockVenueScenario(emit_ack_before_fill=True, emit_fill_on_submit=False, partial_fill_ratio=0.0), TradeStage.ENTRY_WORKING, KernelDiagnosticCode.OK, 0.0),
(MockVenueScenario(emit_ack_before_fill=True, emit_fill_on_submit=True, partial_fill_ratio=1.0), TradeStage.POSITION_OPEN, KernelDiagnosticCode.OK, 1.0),
(MockVenueScenario(emit_ack_before_fill=False, emit_fill_on_submit=True, partial_fill_ratio=1.0), TradeStage.POSITION_OPEN, KernelDiagnosticCode.OK, 1.0),
(MockVenueScenario(emit_ack_before_fill=False, emit_fill_on_submit=True, partial_fill_ratio=0.5), TradeStage.ENTRY_WORKING, KernelDiagnosticCode.OK, 0.5),
(MockVenueScenario(emit_ack_before_fill=True, emit_fill_on_submit=True, partial_fill_ratio=0.9), TradeStage.ENTRY_WORKING, KernelDiagnosticCode.OK, 0.9),
(MockVenueScenario(emit_ack_before_fill=True, emit_fill_on_submit=True, partial_fill_ratio=0.1), TradeStage.ENTRY_WORKING, KernelDiagnosticCode.OK, 0.1),
(MockVenueScenario(emit_ack_before_fill=True, emit_fill_on_submit=True, partial_fill_ratio=1.0, reject_entries=False), TradeStage.POSITION_OPEN, KernelDiagnosticCode.OK, 1.0),
(MockVenueScenario(emit_ack_before_fill=True, emit_fill_on_submit=False, partial_fill_ratio=1.0), TradeStage.POSITION_OPEN, KernelDiagnosticCode.OK, 1.0),
(MockVenueScenario(emit_ack_before_fill=True, emit_fill_on_submit=False, partial_fill_ratio=0.2), TradeStage.ENTRY_WORKING, KernelDiagnosticCode.OK, 0.2),
(MockVenueScenario(emit_ack_before_fill=False, emit_fill_on_submit=False, partial_fill_ratio=0.3), TradeStage.ENTRY_WORKING, KernelDiagnosticCode.OK, 0.3),
(MockVenueScenario(emit_ack_before_fill=False, emit_fill_on_submit=False, partial_fill_ratio=1.0), TradeStage.POSITION_OPEN, KernelDiagnosticCode.OK, 1.0),
(MockVenueScenario(emit_ack_before_fill=False, emit_fill_on_submit=False, partial_fill_ratio=0.0), TradeStage.ENTRY_WORKING, KernelDiagnosticCode.OK, 0.0),
(MockVenueScenario(emit_ack_before_fill=True, emit_fill_on_submit=True, partial_fill_ratio=0.6), TradeStage.ENTRY_WORKING, KernelDiagnosticCode.OK, 0.6),
(MockVenueScenario(emit_ack_before_fill=True, emit_fill_on_submit=True, partial_fill_ratio=0.4), TradeStage.ENTRY_WORKING, KernelDiagnosticCode.OK, 0.4),
],
)
def test_kernel_entry_path_matrix(
scenario: MockVenueScenario,
expected_state: TradeStage,
expected_code: KernelDiagnosticCode,
expected_size: float,
) -> None:
kernel = mk_kernel(venue=MockVenueAdapter(scenario))
outcome = kernel.process_intent(mk_intent())
assert outcome.accepted is True
assert outcome.diagnostic_code == expected_code
assert kernel.slot(0).fsm_state == expected_state
assert kernel.slot(0).size == pytest.approx(expected_size, abs=1e-6)
# 20 exit-path tests
@pytest.mark.parametrize(
"initial_state,event_kind,event_status,expected_state,expected_code",
[
(TradeStage.POSITION_OPEN, KernelEventKind.PARTIAL_FILL, VenueEventStatus.PARTIALLY_FILLED, TradeStage.EXIT_WORKING, KernelDiagnosticCode.OK),
(TradeStage.POSITION_OPEN, KernelEventKind.FULL_FILL, VenueEventStatus.FILLED, TradeStage.CLOSED, KernelDiagnosticCode.OK),
(TradeStage.EXIT_REQUESTED, KernelEventKind.PARTIAL_FILL, VenueEventStatus.PARTIALLY_FILLED, TradeStage.EXIT_WORKING, KernelDiagnosticCode.OK),
(TradeStage.EXIT_REQUESTED, KernelEventKind.FULL_FILL, VenueEventStatus.FILLED, TradeStage.CLOSED, KernelDiagnosticCode.OK),
(TradeStage.EXIT_SENT, KernelEventKind.PARTIAL_FILL, VenueEventStatus.PARTIALLY_FILLED, TradeStage.EXIT_WORKING, KernelDiagnosticCode.OK),
(TradeStage.EXIT_SENT, KernelEventKind.FULL_FILL, VenueEventStatus.FILLED, TradeStage.CLOSED, KernelDiagnosticCode.OK),
(TradeStage.EXIT_WORKING, KernelEventKind.PARTIAL_FILL, VenueEventStatus.PARTIALLY_FILLED, TradeStage.EXIT_WORKING, KernelDiagnosticCode.OK),
(TradeStage.EXIT_WORKING, KernelEventKind.FULL_FILL, VenueEventStatus.FILLED, TradeStage.CLOSED, KernelDiagnosticCode.OK),
(TradeStage.EXIT_WORKING, KernelEventKind.CANCEL_ACK, VenueEventStatus.CANCELED, TradeStage.POSITION_OPEN, KernelDiagnosticCode.OK),
(TradeStage.EXIT_WORKING, KernelEventKind.CANCEL_REJECT, VenueEventStatus.CANCELED_REJECTED, TradeStage.EXIT_WORKING, KernelDiagnosticCode.CANCEL_REJECTED),
(TradeStage.POSITION_OPEN, KernelEventKind.CANCEL_ACK, VenueEventStatus.CANCELED, TradeStage.POSITION_OPEN, KernelDiagnosticCode.OK),
(TradeStage.POSITION_OPEN, KernelEventKind.CANCEL_REJECT, VenueEventStatus.CANCELED_REJECTED, TradeStage.POSITION_OPEN, KernelDiagnosticCode.CANCEL_REJECTED),
(TradeStage.EXIT_REQUESTED, KernelEventKind.CANCEL_ACK, VenueEventStatus.CANCELED, TradeStage.POSITION_OPEN, KernelDiagnosticCode.OK),
(TradeStage.EXIT_SENT, KernelEventKind.CANCEL_ACK, VenueEventStatus.CANCELED, TradeStage.POSITION_OPEN, KernelDiagnosticCode.OK),
(TradeStage.EXIT_REQUESTED, KernelEventKind.CANCEL_REJECT, VenueEventStatus.CANCELED_REJECTED, TradeStage.EXIT_REQUESTED, KernelDiagnosticCode.CANCEL_REJECTED),
(TradeStage.EXIT_SENT, KernelEventKind.CANCEL_REJECT, VenueEventStatus.CANCELED_REJECTED, TradeStage.EXIT_SENT, KernelDiagnosticCode.CANCEL_REJECTED),
(TradeStage.POSITION_OPEN, KernelEventKind.ORDER_REJECT, VenueEventStatus.REJECTED, TradeStage.POSITION_OPEN, KernelDiagnosticCode.EXIT_ORDER_REJECTED),
(TradeStage.EXIT_WORKING, KernelEventKind.ORDER_REJECT, VenueEventStatus.REJECTED, TradeStage.POSITION_OPEN, KernelDiagnosticCode.EXIT_ORDER_REJECTED),
(TradeStage.EXIT_REQUESTED, KernelEventKind.ORDER_REJECT, VenueEventStatus.REJECTED, TradeStage.POSITION_OPEN, KernelDiagnosticCode.EXIT_ORDER_REJECTED),
(TradeStage.EXIT_SENT, KernelEventKind.ORDER_REJECT, VenueEventStatus.REJECTED, TradeStage.POSITION_OPEN, KernelDiagnosticCode.EXIT_ORDER_REJECTED),
],
)
def test_kernel_exit_path_matrix(
initial_state: TradeStage,
event_kind: KernelEventKind,
event_status: VenueEventStatus,
expected_state: TradeStage,
expected_code: KernelDiagnosticCode,
) -> None:
kernel = mk_kernel()
slot = kernel.slot(0)
_configure_slot_state(slot, initial_state)
if event_kind in {KernelEventKind.ORDER_REJECT, KernelEventKind.PARTIAL_FILL, KernelEventKind.FULL_FILL}:
_seed_exit_order(slot, trade_id=slot.trade_id or "trade-1", asset="BTCUSDT", intended_size=slot.size or 0.5)
if initial_state in {TradeStage.EXIT_REQUESTED, TradeStage.EXIT_SENT, TradeStage.EXIT_WORKING} and event_kind in {
KernelEventKind.CANCEL_ACK,
KernelEventKind.CANCEL_REJECT,
KernelEventKind.ORDER_ACK,
}:
_seed_exit_order(slot, trade_id=slot.trade_id or "trade-1", asset="BTCUSDT", intended_size=slot.size or 0.5)
outcome = kernel.on_venue_event(
mk_event(
kind=event_kind,
status=event_status,
trade_id=slot.trade_id or "trade-1",
venue_order_id=slot.active_exit_order.venue_order_id if slot.active_exit_order else "V-00000002",
venue_client_id=slot.active_exit_order.venue_client_id if slot.active_exit_order else "trade-1:exit",
side=TradeSide.SHORT,
asset="BTCUSDT",
size=float(slot.size or 0.5),
filled_size=float(slot.size or 0.5) if event_kind == KernelEventKind.FULL_FILL else float((slot.size or 0.5) / 2.0),
remaining_size=0.0,
)
)
assert outcome.diagnostic_code == expected_code
assert kernel.slot(0).fsm_state == expected_state
# 18 event-resolution tests
@pytest.mark.parametrize(
"event,initial_state,expected_state,expected_code",
[
(mk_event(kind=KernelEventKind.ORDER_ACK, status=VenueEventStatus.ACKED), TradeStage.IDLE, TradeStage.ENTRY_WORKING, KernelDiagnosticCode.OK),
(mk_event(kind=KernelEventKind.ORDER_ACK, status=VenueEventStatus.ACKED), TradeStage.EXIT_REQUESTED, TradeStage.EXIT_WORKING, KernelDiagnosticCode.OK),
(mk_event(kind=KernelEventKind.ORDER_REJECT, status=VenueEventStatus.REJECTED), TradeStage.ENTRY_WORKING, TradeStage.IDLE, KernelDiagnosticCode.ENTRY_ORDER_REJECTED),
(mk_event(kind=KernelEventKind.ORDER_REJECT, status=VenueEventStatus.REJECTED), TradeStage.EXIT_WORKING, TradeStage.POSITION_OPEN, KernelDiagnosticCode.EXIT_ORDER_REJECTED),
(mk_event(kind=KernelEventKind.ORDER_REJECT, status=VenueEventStatus.REJECTED), TradeStage.IDLE, TradeStage.IDLE, KernelDiagnosticCode.ORDER_REJECTED),
(mk_event(kind=KernelEventKind.PARTIAL_FILL, status=VenueEventStatus.PARTIALLY_FILLED), TradeStage.ENTRY_WORKING, TradeStage.ENTRY_WORKING, KernelDiagnosticCode.OK),
(mk_event(kind=KernelEventKind.FULL_FILL, status=VenueEventStatus.FILLED), TradeStage.ENTRY_WORKING, TradeStage.POSITION_OPEN, KernelDiagnosticCode.OK),
(mk_event(kind=KernelEventKind.PARTIAL_FILL, status=VenueEventStatus.PARTIALLY_FILLED), TradeStage.EXIT_WORKING, TradeStage.EXIT_WORKING, KernelDiagnosticCode.OK),
(mk_event(kind=KernelEventKind.FULL_FILL, status=VenueEventStatus.FILLED), TradeStage.EXIT_WORKING, TradeStage.CLOSED, KernelDiagnosticCode.OK),
(mk_event(kind=KernelEventKind.CANCEL_ACK, status=VenueEventStatus.CANCELED), TradeStage.EXIT_WORKING, TradeStage.POSITION_OPEN, KernelDiagnosticCode.OK),
(mk_event(kind=KernelEventKind.CANCEL_REJECT, status=VenueEventStatus.CANCELED_REJECTED), TradeStage.EXIT_WORKING, TradeStage.EXIT_WORKING, KernelDiagnosticCode.CANCEL_REJECTED),
(mk_event(kind=KernelEventKind.MARK_PRICE, status=VenueEventStatus.ACKED), TradeStage.POSITION_OPEN, TradeStage.POSITION_OPEN, KernelDiagnosticCode.OK),
(mk_event(kind=KernelEventKind.RECONCILE, status=VenueEventStatus.ACKED), TradeStage.POSITION_OPEN, TradeStage.STALE_STATE_RECONCILING, KernelDiagnosticCode.OK),
(mk_event(kind=KernelEventKind.ORDER_ACK, status=VenueEventStatus.ACKED, venue_order_id="V-2"), TradeStage.POSITION_OPEN, TradeStage.POSITION_OPEN, KernelDiagnosticCode.OK),
(mk_event(kind=KernelEventKind.ORDER_ACK, status=VenueEventStatus.ACKED, venue_order_id="V-3"), TradeStage.ENTRY_WORKING, TradeStage.ENTRY_WORKING, KernelDiagnosticCode.OK),
(mk_event(kind=KernelEventKind.FULL_FILL, status=VenueEventStatus.FILLED, venue_order_id="V-4"), TradeStage.EXIT_WORKING, TradeStage.CLOSED, KernelDiagnosticCode.OK),
(mk_event(kind=KernelEventKind.CANCEL_ACK, status=VenueEventStatus.CANCELED, venue_order_id="V-5"), TradeStage.POSITION_OPEN, TradeStage.POSITION_OPEN, KernelDiagnosticCode.OK),
(mk_event(kind=KernelEventKind.CANCEL_REJECT, status=VenueEventStatus.CANCELED_REJECTED, venue_order_id="V-6"), TradeStage.POSITION_OPEN, TradeStage.POSITION_OPEN, KernelDiagnosticCode.CANCEL_REJECTED),
],
)
def test_kernel_event_matrix(event: VenueEvent, initial_state: TradeStage, expected_state: TradeStage, expected_code: KernelDiagnosticCode) -> None:
kernel = mk_kernel()
slot = kernel.slot(0)
_configure_slot_state(slot, initial_state)
entry_states = {TradeStage.IDLE, TradeStage.ORDER_REQUESTED, TradeStage.ORDER_SENT, TradeStage.ENTRY_WORKING}
exit_states = {TradeStage.POSITION_OPEN, TradeStage.EXIT_REQUESTED, TradeStage.EXIT_SENT, TradeStage.EXIT_WORKING}
if initial_state in entry_states and event.kind in {KernelEventKind.ORDER_ACK, KernelEventKind.PARTIAL_FILL, KernelEventKind.FULL_FILL}:
_seed_entry_order(slot, trade_id="trade-1", asset="BTCUSDT")
elif initial_state == TradeStage.ENTRY_WORKING and event.kind == KernelEventKind.ORDER_REJECT:
_seed_entry_order(slot, trade_id="trade-1", asset="BTCUSDT")
if initial_state in exit_states:
if event.kind == KernelEventKind.ORDER_REJECT:
_seed_exit_order(slot, trade_id="trade-1", asset="BTCUSDT", intended_size=1.0)
elif event.kind in {KernelEventKind.PARTIAL_FILL, KernelEventKind.FULL_FILL}:
_seed_exit_order(slot, trade_id="trade-1", asset="BTCUSDT", intended_size=1.0)
elif initial_state in {TradeStage.EXIT_REQUESTED, TradeStage.EXIT_SENT, TradeStage.EXIT_WORKING} and event.kind in {
KernelEventKind.ORDER_ACK,
KernelEventKind.CANCEL_ACK,
KernelEventKind.CANCEL_REJECT,
}:
_seed_exit_order(slot, trade_id="trade-1", asset="BTCUSDT", intended_size=1.0)
if initial_state == TradeStage.POSITION_OPEN and event.kind == KernelEventKind.ORDER_ACK:
slot.active_entry_order = None
fill_size = 1.0 if event.kind == KernelEventKind.FULL_FILL else 0.5 if event.kind == KernelEventKind.PARTIAL_FILL else 0.0
resolved_event = mk_event(
kind=event.kind,
status=event.status,
trade_id=event.trade_id,
slot_id=event.slot_id,
venue_order_id=slot.active_entry_order.venue_order_id if slot.active_entry_order else slot.active_exit_order.venue_order_id if slot.active_exit_order else event.venue_order_id,
venue_client_id=slot.active_entry_order.venue_client_id if slot.active_entry_order else slot.active_exit_order.venue_client_id if slot.active_exit_order else event.venue_client_id,
side=event.side,
asset=event.asset,
price=event.price,
size=1.0,
filled_size=fill_size,
remaining_size=max(0.0, 1.0 - fill_size),
reason=event.reason,
)
outcome = kernel.on_venue_event(resolved_event)
assert outcome.state == expected_state
assert outcome.diagnostic_code == expected_code
def test_kernel_rate_limited_event_is_characterized_without_state_drift() -> None:
kernel = mk_kernel()
slot = kernel.slot(0)
_configure_slot_state(slot, TradeStage.ENTRY_WORKING)
_seed_entry_order(slot, trade_id="trade-rate-limit", asset="BTCUSDT")
before = slot.to_dict()
outcome = kernel.on_venue_event(
mk_event(
kind=KernelEventKind.RATE_LIMITED,
status=VenueEventStatus.RATE_LIMITED,
trade_id="trade-rate-limit",
venue_order_id="V-RATE-LIMITED",
venue_client_id="trade-rate-limit:entry",
reason="code:100410 endpoint is in disabled/frequency-limited period",
size=1.0,
filled_size=0.0,
remaining_size=1.0,
)
)
after = kernel.slot(0).to_dict()
assert outcome.accepted is False
assert outcome.diagnostic_code == KernelDiagnosticCode.RATE_LIMITED
assert outcome.severity == KernelSeverity.WARNING
assert outcome.details["venue_event_kind"] == KernelEventKind.RATE_LIMITED.value
assert outcome.details["severity"] == KernelSeverity.WARNING.value
assert outcome.details["release_eta"] == "few minutes"
assert outcome.details["retryable"] is True
assert after["fsm_state"] == before["fsm_state"]
assert after["trade_id"] == before["trade_id"]
assert after["size"] == before["size"]
# 24 fuzz cases
@pytest.mark.parametrize("seed", list(range(24)))
def test_kernel_fuzz_event_sequences(seed: int) -> None:
rng = random.Random(seed)
kernel = mk_kernel(max_slots=4)
current_trade_id = f"trade-{seed}"
# Seed one slot open for exit/reconcile fuzzing.
seed_slot = kernel.slot(0)
_seed_open_slot(seed_slot, trade_id=current_trade_id)
seed_slot.exit_leg_ratios = (0.25, 0.25, 0.5)
kinds = [
KernelEventKind.ORDER_ACK,
KernelEventKind.ORDER_REJECT,
KernelEventKind.PARTIAL_FILL,
KernelEventKind.FULL_FILL,
KernelEventKind.CANCEL_ACK,
KernelEventKind.CANCEL_REJECT,
KernelEventKind.MARK_PRICE,
KernelEventKind.RECONCILE,
]
for idx in range(12):
kind = rng.choice(kinds)
if kind in {KernelEventKind.ORDER_ACK, KernelEventKind.ORDER_REJECT}:
seed_slot.active_entry_order = VenueOrder(
internal_trade_id=current_trade_id,
venue_order_id=f"V-{seed:04d}-{idx:02d}",
venue_client_id=f"{current_trade_id}:entry-{idx}",
side=TradeSide.SHORT,
intended_size=1.0,
status=VenueOrderStatus.NEW,
metadata={"slot_id": 0, "asset": "BTCUSDT"},
)
if kind in {KernelEventKind.CANCEL_ACK, KernelEventKind.CANCEL_REJECT, KernelEventKind.PARTIAL_FILL, KernelEventKind.FULL_FILL}:
seed_slot.active_exit_order = VenueOrder(
internal_trade_id=current_trade_id,
venue_order_id=f"V-{seed:04d}-{idx:02d}",
venue_client_id=f"{current_trade_id}:exit-{idx}",
side=TradeSide.SHORT,
intended_size=0.5,
filled_size=0.0,
status=VenueOrderStatus.NEW,
metadata={"slot_id": 0, "asset": "BTCUSDT"},
)
event = mk_event(kind=kind, status=_status_for_kind(kind), trade_id=current_trade_id, venue_order_id=f"V-{seed:04d}-{idx:02d}", venue_client_id=f"{current_trade_id}:{idx}")
outcome = kernel.on_venue_event(event)
assert isinstance(outcome, KernelOutcome)
assert outcome.diagnostic_code in set(KernelDiagnosticCode)
assert kernel.slot(0).fsm_state in set(TradeStage)
def _status_for_kind(kind: KernelEventKind) -> VenueEventStatus:
return {
KernelEventKind.ORDER_ACK: VenueEventStatus.ACKED,
KernelEventKind.ORDER_REJECT: VenueEventStatus.REJECTED,
KernelEventKind.PARTIAL_FILL: VenueEventStatus.PARTIALLY_FILLED,
KernelEventKind.FULL_FILL: VenueEventStatus.FILLED,
KernelEventKind.CANCEL_ACK: VenueEventStatus.CANCELED,
KernelEventKind.CANCEL_REJECT: VenueEventStatus.CANCELED_REJECTED,
KernelEventKind.MARK_PRICE: VenueEventStatus.ACKED,
KernelEventKind.RECONCILE: VenueEventStatus.ACKED,
}[kind]
# 22 explicit edge-condition tests
@pytest.mark.parametrize(
"slot_state,action,expected_code",
[
(TradeStage.IDLE, KernelCommandType.EXIT, KernelDiagnosticCode.NO_OPEN_POSITION),
(TradeStage.CLOSED, KernelCommandType.EXIT, KernelDiagnosticCode.NO_OPEN_POSITION),
(TradeStage.POSITION_OPEN, KernelCommandType.CANCEL, KernelDiagnosticCode.NO_ACTIVE_EXIT_ORDER),
(TradeStage.IDLE, KernelCommandType.CANCEL, KernelDiagnosticCode.NO_ACTIVE_EXIT_ORDER),
(TradeStage.IDLE, KernelCommandType.RECONCILE, KernelDiagnosticCode.STALE_STATE_RECONCILE),
(TradeStage.POSITION_OPEN, KernelCommandType.RECONCILE, KernelDiagnosticCode.STALE_STATE_RECONCILE),
(TradeStage.POSITION_OPEN, KernelCommandType.MARK_PRICE, KernelDiagnosticCode.OK),
(TradeStage.EXIT_WORKING, KernelCommandType.MARK_PRICE, KernelDiagnosticCode.OK),
(TradeStage.ENTRY_WORKING, KernelCommandType.MARK_PRICE, KernelDiagnosticCode.OK),
(TradeStage.ORDER_REQUESTED, KernelCommandType.MARK_PRICE, KernelDiagnosticCode.OK),
(TradeStage.ORDER_SENT, KernelCommandType.MARK_PRICE, KernelDiagnosticCode.OK),
(TradeStage.EXIT_REQUESTED, KernelCommandType.MARK_PRICE, KernelDiagnosticCode.OK),
(TradeStage.EXIT_SENT, KernelCommandType.MARK_PRICE, KernelDiagnosticCode.OK),
(TradeStage.STALE_STATE_RECONCILING, KernelCommandType.MARK_PRICE, KernelDiagnosticCode.OK),
(TradeStage.POSITION_OPEN, KernelCommandType.ENTER, KernelDiagnosticCode.SLOT_BUSY),
(TradeStage.EXIT_WORKING, KernelCommandType.ENTER, KernelDiagnosticCode.SLOT_BUSY),
(TradeStage.ORDER_REQUESTED, KernelCommandType.ENTER, KernelDiagnosticCode.SLOT_BUSY),
(TradeStage.ORDER_SENT, KernelCommandType.ENTER, KernelDiagnosticCode.SLOT_BUSY),
(TradeStage.POSITION_OPEN, KernelCommandType.EXIT, KernelDiagnosticCode.OK),
(TradeStage.EXIT_WORKING, KernelCommandType.EXIT, KernelDiagnosticCode.OK),
(TradeStage.POSITION_OPEN, KernelCommandType.CANCEL, KernelDiagnosticCode.OK),
(TradeStage.EXIT_WORKING, KernelCommandType.CANCEL, KernelDiagnosticCode.OK),
],
)
def test_kernel_action_edge_conditions(slot_state: TradeStage, action: KernelCommandType, expected_code: KernelDiagnosticCode) -> None:
kernel = mk_kernel(venue=MockVenueAdapter(MockVenueScenario(emit_fill_on_submit=True, partial_fill_ratio=1.0)))
slot = kernel.slot(0)
_configure_slot_state(slot, slot_state)
if action == KernelCommandType.ENTER and expected_code == KernelDiagnosticCode.SLOT_BUSY:
slot.trade_id = f"occupied-{slot_state.value.lower()}"
if action == KernelCommandType.CANCEL and expected_code == KernelDiagnosticCode.OK:
_seed_exit_order(slot, trade_id=slot.trade_id or "trade-1", asset=slot.asset or "BTCUSDT", intended_size=0.5)
outcome = kernel.process_intent(mk_intent(action=action, target_size=0.5, exit_leg_ratios=(0.25, 0.25, 0.5)))
assert outcome.diagnostic_code == expected_code
# 20 transition-detail tests
@pytest.mark.parametrize("mode", [KernelMode.NORMAL, KernelMode.DEBUG])
@pytest.mark.parametrize("verbosity", [KernelVerbosity.QUIET, KernelVerbosity.TRACE])
@pytest.mark.parametrize("control_enabled", [True, False])
@pytest.mark.parametrize("closed", [True, False])
@pytest.mark.parametrize("state", [TradeStage.IDLE, TradeStage.POSITION_OPEN])
def test_transition_details_and_control_modes_are_captured(
mode: KernelMode,
verbosity: KernelVerbosity,
control_enabled: bool,
closed: bool,
state: TradeStage,
) -> None:
kernel = mk_kernel()
if control_enabled:
kernel.update_control(
ControlUpdate(
mode=mode,
verbosity=verbosity,
trace_transitions=True,
)
)
slot = kernel.slot(0)
_seed_open_slot(slot)
slot.fsm_state = state
slot.closed = closed
event = mk_event(kind=KernelEventKind.MARK_PRICE, status=VenueEventStatus.ACKED)
outcome = kernel.on_venue_event(event)
assert outcome.transitions
transition = outcome.transitions[0]
assert transition.control_mode in {KernelMode.NORMAL.value, KernelMode.DEBUG.value}
assert transition.control_verbosity in {KernelVerbosity.QUIET.value, KernelVerbosity.TRACE.value}
assert "asset" in transition.details
assert "side" in transition.details

903
prod/tests/test_dita_v2_kernel_state_machine_extensive.py Normal file
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@@ -0,0 +1,903 @@
from __future__ import annotations
from dataclasses import dataclass
from datetime import datetime, timezone
import random
import pytest
from prod.clean_arch.dita_v2 import (
AccountProjection,
BackendMode,
ControlUpdate,
ExecutionKernel,
HazelcastProjection,
InMemoryControlPlane,
InMemoryZincPlane,
KernelCommandType,
KernelControlSnapshot,
KernelDiagnosticCode,
KernelEventKind,
KernelIntent,
KernelMode,
KernelOutcome,
KernelVerbosity,
MemoryKernelJournal,
MockVenueAdapter,
MockVenueScenario,
TradeSide,
TradeSlot,
TradeStage,
VenueEvent,
VenueEventStatus,
VenueOrder,
VenueOrderStatus,
)
@dataclass(frozen=True)
class KernelRig:
kernel: ExecutionKernel
journal: MemoryKernelJournal
zinc: InMemoryZincPlane
projection: HazelcastProjection
sink: "CaptureSink"
@dataclass(frozen=True)
class EntryCase:
name: str
scenario: MockVenueScenario
expected_state: TradeStage
expected_size: float
rejected: bool = False
@dataclass(frozen=True)
class ExitCase:
name: str
exit_leg_ratios: tuple[float, ...]
fill_ratio: float
expected_state: TradeStage
expected_size: float
expected_leg_index: int
@dataclass(frozen=True)
class EventCase:
name: str
kind: KernelEventKind
initial_state: TradeStage
expected_state: TradeStage
expected_code: KernelDiagnosticCode
family: str
@dataclass(frozen=True)
class ReconcileCase:
name: str
slots: tuple[TradeSlot, ...]
expected_open_positions: int
expected_trade_ids: tuple[str, ...]
class CaptureSink:
def __init__(self) -> None:
self.rows: list[tuple[str, dict[str, object]]] = []
def __call__(self, name: str, row: dict[str, object]) -> None:
self.rows.append((name, dict(row)))
def _build_kernel(
*,
venue: MockVenueAdapter | None = None,
mode: KernelMode = KernelMode.DEBUG,
verbosity: KernelVerbosity = KernelVerbosity.TRACE,
backend_mode: BackendMode = BackendMode.MOCK,
trace_transitions: bool = True,
) -> KernelRig:
sink = CaptureSink()
journal = MemoryKernelJournal()
zinc = InMemoryZincPlane()
projection = HazelcastProjection(writer=sink)
control_plane = InMemoryControlPlane(
KernelControlSnapshot(
mode=mode,
verbosity=verbosity,
backend_mode=backend_mode,
trace_transitions=trace_transitions,
debug_clickhouse_enabled=True,
mirror_to_hazelcast=True,
)
)
kernel = ExecutionKernel(
max_slots=4,
control_plane=control_plane,
venue=venue or MockVenueAdapter(),
journal=journal,
account=AccountProjection(),
projection=projection,
zinc_plane=zinc,
)
return KernelRig(kernel=kernel, journal=journal, zinc=zinc, projection=projection, sink=sink)
def _seed_entry_working(slot: TradeSlot, *, trade_id: str = "trade-1", asset: str = "BTCUSDT") -> None:
slot.trade_id = trade_id
slot.asset = asset
slot.side = TradeSide.SHORT
slot.entry_price = 100.0
slot.size = 1.0
slot.initial_size = 1.0
slot.leverage = 2.0
slot.closed = False
slot.exit_leg_ratios = (1.0,)
slot.active_leg_index = 0
slot.fsm_state = TradeStage.ENTRY_WORKING
slot.active_entry_order = VenueOrder(
internal_trade_id=trade_id,
venue_order_id="V-ENTRY-1",
venue_client_id=f"{trade_id}:entry",
side=TradeSide.SHORT,
intended_size=1.0,
status=VenueOrderStatus.NEW,
metadata={"slot_id": slot.slot_id, "asset": asset},
)
slot.active_exit_order = None
def _seed_position_open(
slot: TradeSlot,
*,
trade_id: str = "trade-1",
asset: str = "BTCUSDT",
exit_leg_ratios: tuple[float, ...] = (1.0,),
) -> None:
_seed_entry_working(slot, trade_id=trade_id, asset=asset)
slot.active_entry_order = VenueOrder(
internal_trade_id=trade_id,
venue_order_id="V-ENTRY-1",
venue_client_id=f"{trade_id}:entry",
side=TradeSide.SHORT,
intended_size=1.0,
filled_size=1.0,
average_fill_price=100.0,
status=VenueOrderStatus.FILLED,
metadata={"slot_id": slot.slot_id, "asset": asset},
)
slot.fsm_state = TradeStage.POSITION_OPEN
slot.size = 1.0
slot.initial_size = 1.0
slot.exit_leg_ratios = tuple(exit_leg_ratios)
slot.active_leg_index = 0
def _seed_exit_working(
slot: TradeSlot,
*,
trade_id: str = "trade-1",
asset: str = "BTCUSDT",
exit_leg_ratios: tuple[float, ...] = (1.0,),
active_leg_index: int = 0,
) -> None:
_seed_position_open(slot, trade_id=trade_id, asset=asset, exit_leg_ratios=exit_leg_ratios)
slot.fsm_state = TradeStage.EXIT_WORKING
slot.active_leg_index = active_leg_index
slot.active_exit_order = VenueOrder(
internal_trade_id=trade_id,
venue_order_id="V-EXIT-1",
venue_client_id=f"{trade_id}:exit",
side=TradeSide.SHORT,
intended_size=max(0.0, 1.0 * float(exit_leg_ratios[active_leg_index if active_leg_index < len(exit_leg_ratios) else 0])),
status=VenueOrderStatus.NEW,
metadata={"slot_id": slot.slot_id, "asset": asset},
)
def _seed_idle(slot: TradeSlot) -> None:
slot.trade_id = ""
slot.asset = ""
slot.side = TradeSide.FLAT
slot.entry_price = 0.0
slot.size = 0.0
slot.initial_size = 0.0
slot.leverage = 0.0
slot.entry_time = None
slot.unrealized_pnl = 0.0
slot.realized_pnl = 0.0
slot.closed = False
slot.exit_leg_ratios = (1.0,)
slot.active_leg_index = 0
slot.active_exit_order = None
slot.active_entry_order = None
slot.fsm_state = TradeStage.IDLE
slot.close_reason = ""
slot.last_event_time = None
slot.metadata = {}
def _seed_closed(slot: TradeSlot, *, trade_id: str = "trade-1", asset: str = "BTCUSDT") -> None:
slot.trade_id = trade_id
slot.asset = asset
slot.side = TradeSide.SHORT
slot.entry_price = 100.0
slot.size = 0.0
slot.initial_size = 1.0
slot.leverage = 2.0
slot.closed = True
slot.exit_leg_ratios = (1.0,)
slot.active_leg_index = 1
slot.active_exit_order = None
slot.active_entry_order = None
slot.fsm_state = TradeStage.CLOSED
slot.close_reason = "EXIT_FILLED"
def _make_event(
*,
kind: KernelEventKind,
status: VenueEventStatus,
trade_id: str = "trade-1",
slot_id: int = 0,
venue_order_id: str = "V-ORDER-1",
venue_client_id: str = "trade-1:client-1",
side: TradeSide = TradeSide.SHORT,
asset: str = "BTCUSDT",
price: float = 100.0,
size: float = 1.0,
filled_size: float = 1.0,
remaining_size: float = 0.0,
reason: str = "",
) -> VenueEvent:
return VenueEvent(
timestamp=datetime.now(timezone.utc),
event_id=f"evt-{kind.value.lower()}-{slot_id}-{trade_id}",
trade_id=trade_id,
slot_id=slot_id,
kind=kind,
status=status,
venue_order_id=venue_order_id,
venue_client_id=venue_client_id,
side=side,
asset=asset,
price=price,
size=size,
filled_size=filled_size,
remaining_size=remaining_size,
reason=reason,
raw_payload={"status": status.value, "kind": kind.value},
)
ENTRY_CASES = [
EntryCase(
name="full_fill_immediate",
scenario=MockVenueScenario(emit_fill_on_submit=True, partial_fill_ratio=1.0),
expected_state=TradeStage.POSITION_OPEN,
expected_size=1.0,
),
EntryCase(
name="partial_50_immediate",
scenario=MockVenueScenario(emit_fill_on_submit=True, partial_fill_ratio=0.5),
expected_state=TradeStage.ENTRY_WORKING,
expected_size=0.5,
),
EntryCase(
name="partial_50_ack_then_fill",
scenario=MockVenueScenario(emit_fill_on_submit=False, partial_fill_ratio=0.5),
expected_state=TradeStage.ENTRY_WORKING,
expected_size=0.5,
),
EntryCase(
name="no_fill_ack_only",
scenario=MockVenueScenario(emit_fill_on_submit=False, partial_fill_ratio=0.0),
expected_state=TradeStage.ENTRY_WORKING,
expected_size=0.0,
),
EntryCase(
name="ack_before_fill_full",
scenario=MockVenueScenario(emit_ack_before_fill=False, emit_fill_on_submit=True, partial_fill_ratio=1.0),
expected_state=TradeStage.POSITION_OPEN,
expected_size=1.0,
),
EntryCase(
name="ack_before_fill_partial",
scenario=MockVenueScenario(emit_ack_before_fill=False, emit_fill_on_submit=True, partial_fill_ratio=0.25),
expected_state=TradeStage.ENTRY_WORKING,
expected_size=0.25,
),
EntryCase(
name="reject_entry",
scenario=MockVenueScenario(reject_entries=True),
expected_state=TradeStage.IDLE,
expected_size=0.0,
rejected=True,
),
EntryCase(
name="three_quarters_fill",
scenario=MockVenueScenario(emit_fill_on_submit=True, partial_fill_ratio=0.75),
expected_state=TradeStage.ENTRY_WORKING,
expected_size=0.75,
),
]
EXIT_CASES = [
ExitCase(name="single_leg_full", exit_leg_ratios=(1.0,), fill_ratio=1.0, expected_state=TradeStage.CLOSED, expected_size=0.0, expected_leg_index=1),
ExitCase(name="single_leg_partial", exit_leg_ratios=(1.0,), fill_ratio=0.5, expected_state=TradeStage.EXIT_WORKING, expected_size=0.5, expected_leg_index=0),
ExitCase(name="two_leg_full", exit_leg_ratios=(0.5, 0.5), fill_ratio=1.0, expected_state=TradeStage.POSITION_OPEN, expected_size=0.5, expected_leg_index=1),
ExitCase(name="two_leg_partial", exit_leg_ratios=(0.5, 0.5), fill_ratio=0.25, expected_state=TradeStage.EXIT_WORKING, expected_size=0.875, expected_leg_index=0),
ExitCase(name="three_leg_full", exit_leg_ratios=(0.25, 0.25, 0.5), fill_ratio=1.0, expected_state=TradeStage.POSITION_OPEN, expected_size=0.75, expected_leg_index=1),
ExitCase(name="three_leg_partial", exit_leg_ratios=(0.25, 0.25, 0.5), fill_ratio=0.5, expected_state=TradeStage.EXIT_WORKING, expected_size=0.875, expected_leg_index=0),
ExitCase(name="tilted_full", exit_leg_ratios=(0.2, 0.3, 0.5), fill_ratio=1.0, expected_state=TradeStage.POSITION_OPEN, expected_size=0.8, expected_leg_index=1),
ExitCase(name="tilted_partial", exit_leg_ratios=(0.2, 0.3, 0.5), fill_ratio=0.25, expected_state=TradeStage.EXIT_WORKING, expected_size=0.95, expected_leg_index=0),
ExitCase(name="four_leg_full", exit_leg_ratios=(0.1, 0.2, 0.3, 0.4), fill_ratio=1.0, expected_state=TradeStage.POSITION_OPEN, expected_size=0.9, expected_leg_index=1),
ExitCase(name="four_leg_partial", exit_leg_ratios=(0.1, 0.2, 0.3, 0.4), fill_ratio=0.5, expected_state=TradeStage.EXIT_WORKING, expected_size=0.95, expected_leg_index=0),
ExitCase(name="balanced_full", exit_leg_ratios=(0.33, 0.33, 0.34), fill_ratio=1.0, expected_state=TradeStage.POSITION_OPEN, expected_size=0.67, expected_leg_index=1),
ExitCase(name="balanced_partial", exit_leg_ratios=(0.33, 0.33, 0.34), fill_ratio=0.25, expected_state=TradeStage.EXIT_WORKING, expected_size=0.9175, expected_leg_index=0),
]
EVENT_CASES = [
EventCase("ack_entry", KernelEventKind.ORDER_ACK, TradeStage.ENTRY_WORKING, TradeStage.ENTRY_WORKING, KernelDiagnosticCode.OK, "entry"),
EventCase("ack_exit", KernelEventKind.ORDER_ACK, TradeStage.EXIT_REQUESTED, TradeStage.EXIT_WORKING, KernelDiagnosticCode.OK, "exit"),
EventCase("reject_entry", KernelEventKind.ORDER_REJECT, TradeStage.ENTRY_WORKING, TradeStage.IDLE, KernelDiagnosticCode.ENTRY_ORDER_REJECTED, "entry"),
EventCase("reject_exit", KernelEventKind.ORDER_REJECT, TradeStage.EXIT_WORKING, TradeStage.POSITION_OPEN, KernelDiagnosticCode.EXIT_ORDER_REJECTED, "exit"),
EventCase("reject_idle", KernelEventKind.ORDER_REJECT, TradeStage.IDLE, TradeStage.IDLE, KernelDiagnosticCode.ORDER_REJECTED, "none"),
EventCase("partial_entry", KernelEventKind.PARTIAL_FILL, TradeStage.ENTRY_WORKING, TradeStage.ENTRY_WORKING, KernelDiagnosticCode.OK, "entry"),
EventCase("full_entry", KernelEventKind.FULL_FILL, TradeStage.ENTRY_WORKING, TradeStage.POSITION_OPEN, KernelDiagnosticCode.OK, "entry"),
EventCase("partial_exit", KernelEventKind.PARTIAL_FILL, TradeStage.EXIT_WORKING, TradeStage.EXIT_WORKING, KernelDiagnosticCode.OK, "exit"),
EventCase("full_exit", KernelEventKind.FULL_FILL, TradeStage.EXIT_WORKING, TradeStage.CLOSED, KernelDiagnosticCode.OK, "exit"),
EventCase("cancel_ack_exit", KernelEventKind.CANCEL_ACK, TradeStage.EXIT_WORKING, TradeStage.POSITION_OPEN, KernelDiagnosticCode.OK, "exit"),
EventCase("cancel_reject_exit", KernelEventKind.CANCEL_REJECT, TradeStage.EXIT_WORKING, TradeStage.EXIT_WORKING, KernelDiagnosticCode.CANCEL_REJECTED, "exit"),
EventCase("mark_price_open", KernelEventKind.MARK_PRICE, TradeStage.POSITION_OPEN, TradeStage.POSITION_OPEN, KernelDiagnosticCode.OK, "none"),
EventCase("reconcile_open", KernelEventKind.RECONCILE, TradeStage.POSITION_OPEN, TradeStage.STALE_STATE_RECONCILING, KernelDiagnosticCode.OK, "none"),
EventCase("ack_open_no_entry", KernelEventKind.ORDER_ACK, TradeStage.POSITION_OPEN, TradeStage.POSITION_OPEN, KernelDiagnosticCode.OK, "none"),
EventCase("cancel_ack_open_no_exit", KernelEventKind.CANCEL_ACK, TradeStage.POSITION_OPEN, TradeStage.POSITION_OPEN, KernelDiagnosticCode.OK, "none"),
]
RECONCILE_CASES = [
ReconcileCase(
name="empty_payload",
slots=(),
expected_open_positions=0,
expected_trade_ids=(),
),
ReconcileCase(
name="single_open",
slots=(
TradeSlot(
slot_id=0,
trade_id="trade-a",
asset="BTCUSDT",
side=TradeSide.SHORT,
entry_price=100.0,
size=1.0,
initial_size=1.0,
leverage=2.0,
fsm_state=TradeStage.POSITION_OPEN,
),
),
expected_open_positions=1,
expected_trade_ids=("trade-a",),
),
ReconcileCase(
name="open_and_exit",
slots=(
TradeSlot(
slot_id=0,
trade_id="trade-b",
asset="BTCUSDT",
side=TradeSide.SHORT,
entry_price=100.0,
size=0.5,
initial_size=1.0,
leverage=2.0,
fsm_state=TradeStage.EXIT_WORKING,
),
TradeSlot(
slot_id=1,
trade_id="trade-c",
asset="ETHUSDT",
side=TradeSide.LONG,
entry_price=50.0,
size=0.0,
initial_size=1.0,
leverage=3.0,
closed=True,
fsm_state=TradeStage.CLOSED,
),
),
expected_open_positions=1,
expected_trade_ids=("trade-b", "trade-c"),
),
ReconcileCase(
name="mixed_three",
slots=(
TradeSlot(
slot_id=0,
trade_id="trade-d",
asset="BTCUSDT",
side=TradeSide.SHORT,
entry_price=100.0,
size=1.0,
initial_size=1.0,
leverage=2.0,
fsm_state=TradeStage.POSITION_OPEN,
),
TradeSlot(
slot_id=1,
trade_id="trade-e",
asset="ETHUSDT",
side=TradeSide.LONG,
entry_price=50.0,
size=0.0,
initial_size=1.0,
leverage=3.0,
closed=True,
fsm_state=TradeStage.CLOSED,
),
TradeSlot(
slot_id=2,
trade_id="trade-f",
asset="SOLUSDT",
side=TradeSide.SHORT,
entry_price=20.0,
size=0.25,
initial_size=1.0,
leverage=4.0,
fsm_state=TradeStage.EXIT_WORKING,
),
),
expected_open_positions=2,
expected_trade_ids=("trade-d", "trade-e", "trade-f"),
),
]
def _event_order_id(case: EventCase, resolver: str) -> str:
if case.family == "entry":
return "V-ENTRY-1"
if case.family == "exit":
return "V-EXIT-1"
if resolver == "order_id":
return "V-MISSING"
return "V-ORDER-1"
def _event_client_id(case: EventCase, resolver: str) -> str:
if case.family == "entry":
return "trade-1:entry"
if case.family == "exit":
return "trade-1:exit"
if resolver == "order_id":
return "trade-x:missing"
return "trade-1:client-1"
@pytest.mark.parametrize("mode", [KernelMode.NORMAL, KernelMode.DEBUG])
@pytest.mark.parametrize("verbosity", [KernelVerbosity.QUIET, KernelVerbosity.VERBOSE, KernelVerbosity.TRACE])
@pytest.mark.parametrize("backend_mode", [BackendMode.MOCK, BackendMode.BINGX])
@pytest.mark.parametrize("trace_transitions", [True, False])
def test_kernel_control_plane_matrix(
mode: KernelMode,
verbosity: KernelVerbosity,
backend_mode: BackendMode,
trace_transitions: bool,
) -> None:
rig = _build_kernel()
snapshot = rig.kernel.update_control(
ControlUpdate(
mode=mode,
verbosity=verbosity,
backend_mode=backend_mode,
trace_transitions=trace_transitions,
)
)
assert snapshot.mode == mode
assert snapshot.verbosity == verbosity
assert snapshot.backend_mode == backend_mode
assert snapshot.trace_transitions == trace_transitions
assert rig.kernel.control.mode == mode
assert rig.kernel.control.verbosity == verbosity
assert rig.zinc.read_control().mode == mode
assert rig.zinc.read_control().verbosity == verbosity
assert rig.projection.control_snapshot is not None
assert rig.projection.control_snapshot.mode == mode
assert rig.sink.rows[-1][0] == "hz:dita_control"
assert rig.sink.rows[-1][1]["mode"] == mode.value
assert rig.sink.rows[-1][1]["backend_mode"] == backend_mode.value
@pytest.mark.parametrize("mode", [KernelMode.NORMAL, KernelMode.DEBUG])
@pytest.mark.parametrize("verbosity", [KernelVerbosity.QUIET, KernelVerbosity.TRACE])
@pytest.mark.parametrize("case", ENTRY_CASES, ids=[case.name for case in ENTRY_CASES])
def test_kernel_entry_matrix(
mode: KernelMode,
verbosity: KernelVerbosity,
case: EntryCase,
) -> None:
rig = _build_kernel(
venue=MockVenueAdapter(case.scenario),
mode=mode,
verbosity=verbosity,
backend_mode=BackendMode.MOCK,
)
outcome = rig.kernel.process_intent(
KernelIntent(
timestamp=datetime.now(timezone.utc),
intent_id="intent-entry",
trade_id="trade-1",
slot_id=0,
asset="BTCUSDT",
side=TradeSide.SHORT,
action=KernelCommandType.ENTER,
reference_price=100.0,
target_size=1.0,
leverage=2.0,
exit_leg_ratios=(1.0,),
reason=case.name,
)
)
slot = rig.kernel.slot(0)
assert outcome.accepted is True
assert outcome.diagnostic_code == KernelDiagnosticCode.OK
assert slot.fsm_state == case.expected_state
assert slot.size == pytest.approx(case.expected_size, abs=1e-6)
assert rig.zinc.intent_region[-1].action == KernelCommandType.ENTER
assert rig.zinc.state_region[0].fsm_state == case.expected_state
assert rig.journal.rows
if case.rejected:
assert slot.trade_id == ""
assert slot.asset == ""
assert slot.active_entry_order is None
assert slot.active_exit_order is None
if case.expected_state == TradeStage.POSITION_OPEN:
assert slot.closed is False
@pytest.mark.parametrize("case", EXIT_CASES, ids=[case.name for case in EXIT_CASES])
def test_kernel_exit_matrix(case: ExitCase) -> None:
rig = _build_kernel(venue=MockVenueAdapter(MockVenueScenario(emit_fill_on_submit=True, partial_fill_ratio=case.fill_ratio)))
slot = rig.kernel.slot(0)
_seed_position_open(slot, exit_leg_ratios=case.exit_leg_ratios)
slot.active_entry_order = None
outcome = rig.kernel.process_intent(
KernelIntent(
timestamp=datetime.now(timezone.utc),
intent_id="intent-exit",
trade_id=slot.trade_id,
slot_id=0,
asset=slot.asset,
side=slot.side,
action=KernelCommandType.EXIT,
reference_price=99.0,
target_size=case.exit_leg_ratios[0],
leverage=slot.leverage,
exit_leg_ratios=case.exit_leg_ratios,
reason=case.name,
)
)
assert outcome.accepted is True
assert outcome.diagnostic_code == KernelDiagnosticCode.OK
assert slot.fsm_state == case.expected_state
assert slot.active_leg_index == case.expected_leg_index
assert slot.size == pytest.approx(case.expected_size, abs=1e-6)
if case.expected_state == TradeStage.CLOSED:
assert slot.closed is True
assert slot.active_exit_order is None
assert slot.active_entry_order is None
else:
assert slot.closed is False
assert slot.active_exit_order is None or slot.active_exit_order.status in {
VenueOrderStatus.PARTIALLY_FILLED,
VenueOrderStatus.NEW,
}
@pytest.mark.parametrize("resolver", ["slot_id", "trade_id", "order_id"])
@pytest.mark.parametrize("case", EVENT_CASES, ids=[case.name for case in EVENT_CASES])
def test_kernel_event_resolution_matrix(case: EventCase, resolver: str) -> None:
rig = _build_kernel()
slot = rig.kernel.slot(0)
if case.family == "entry":
_seed_entry_working(slot)
elif case.family == "exit":
_seed_exit_working(slot)
elif case.initial_state == TradeStage.POSITION_OPEN:
_seed_position_open(slot)
elif case.initial_state == TradeStage.IDLE:
_seed_idle(slot)
if resolver == "slot_id":
event_slot_id = 0
event_trade_id = "mismatch-trade"
event_venue_order_id = "V-MISMATCH"
elif resolver == "trade_id":
event_slot_id = 99
event_trade_id = slot.trade_id or "trade-1"
event_venue_order_id = "V-MISMATCH"
else:
event_slot_id = 99
event_trade_id = "mismatch-trade"
event_venue_order_id = "V-ENTRY-1" if case.family == "entry" else "V-EXIT-1"
if case.kind == KernelEventKind.ORDER_ACK and case.family == "none":
slot.active_entry_order = None
slot.active_exit_order = None
if case.kind == KernelEventKind.CANCEL_ACK and case.family == "none":
slot.active_exit_order = None
if case.kind == KernelEventKind.ORDER_REJECT and case.family == "exit":
slot.active_entry_order = None
if case.kind in {KernelEventKind.ORDER_ACK, KernelEventKind.ORDER_REJECT, KernelEventKind.PARTIAL_FILL, KernelEventKind.FULL_FILL} and case.family == "entry" and resolver != "order_id":
event_venue_order_id = slot.active_entry_order.venue_order_id
event_trade_id = slot.trade_id
if case.kind in {KernelEventKind.ORDER_ACK, KernelEventKind.ORDER_REJECT, KernelEventKind.PARTIAL_FILL, KernelEventKind.FULL_FILL, KernelEventKind.CANCEL_ACK, KernelEventKind.CANCEL_REJECT} and case.family == "exit" and resolver != "order_id":
event_venue_order_id = slot.active_exit_order.venue_order_id
event_trade_id = slot.trade_id
price = 98.0 if case.kind == KernelEventKind.MARK_PRICE else 100.0
filled_size = 1.0 if case.kind in {KernelEventKind.FULL_FILL, KernelEventKind.ORDER_ACK} else 0.5
remaining_size = max(0.0, 1.0 - filled_size)
event = _make_event(
kind=case.kind,
status={
KernelEventKind.ORDER_ACK: VenueEventStatus.ACKED,
KernelEventKind.ORDER_REJECT: VenueEventStatus.REJECTED,
KernelEventKind.PARTIAL_FILL: VenueEventStatus.PARTIALLY_FILLED,
KernelEventKind.FULL_FILL: VenueEventStatus.FILLED,
KernelEventKind.CANCEL_ACK: VenueEventStatus.CANCELED,
KernelEventKind.CANCEL_REJECT: VenueEventStatus.CANCELED_REJECTED,
KernelEventKind.MARK_PRICE: VenueEventStatus.ACKED,
KernelEventKind.RECONCILE: VenueEventStatus.ACKED,
}[case.kind],
trade_id=event_trade_id,
slot_id=event_slot_id,
venue_order_id=event_venue_order_id,
venue_client_id=_event_client_id(case, resolver),
side=TradeSide.SHORT,
asset="BTCUSDT",
price=price,
size=1.0,
filled_size=filled_size,
remaining_size=remaining_size,
)
outcome = rig.kernel.on_venue_event(event)
assert outcome.state == case.expected_state
assert outcome.diagnostic_code == case.expected_code
if case.kind == KernelEventKind.MARK_PRICE:
assert slot.unrealized_pnl > 0.0
if case.kind == KernelEventKind.ORDER_REJECT and case.family == "entry":
assert slot.trade_id == ""
assert slot.asset == ""
assert slot.size == 0.0
if case.kind == KernelEventKind.ORDER_REJECT and case.family == "exit":
assert slot.fsm_state == TradeStage.POSITION_OPEN
assert slot.active_exit_order is None
if case.kind == KernelEventKind.FULL_FILL and case.family == "entry":
assert slot.fsm_state == TradeStage.POSITION_OPEN
if case.kind == KernelEventKind.FULL_FILL and case.family == "exit" and case.expected_state == TradeStage.CLOSED:
assert slot.closed is True
@pytest.mark.parametrize("case", RECONCILE_CASES, ids=[case.name for case in RECONCILE_CASES])
@pytest.mark.parametrize("mode", [KernelMode.NORMAL, KernelMode.DEBUG])
@pytest.mark.parametrize("verbosity", [KernelVerbosity.QUIET, KernelVerbosity.TRACE])
def test_kernel_reconcile_snapshot_matrix(
case: ReconcileCase,
mode: KernelMode,
verbosity: KernelVerbosity,
) -> None:
rig = _build_kernel(mode=mode, verbosity=verbosity)
outcome = rig.kernel.reconcile_from_slots(case.slots)
assert outcome.accepted is True
assert outcome.diagnostic_code == KernelDiagnosticCode.RECONCILED
assert rig.kernel.snapshot()["account"]["open_positions"] == case.expected_open_positions
assert tuple(slot.trade_id for slot in rig.kernel.state.slots if slot.trade_id) == case.expected_trade_ids
assert len(rig.zinc.read_slots()) == len(rig.kernel.state.slots)
assert any(name == "hz:dita_active_slots" for name, _ in rig.sink.rows)
assert rig.projection.control_snapshot is not None
@pytest.mark.parametrize("seed", list(range(24)))
def test_kernel_fuzz_transition_matrix(seed: int) -> None:
rng = random.Random(seed)
rig = _build_kernel(
venue=MockVenueAdapter(MockVenueScenario(emit_fill_on_submit=True, partial_fill_ratio=0.5)),
mode=KernelMode.DEBUG,
verbosity=KernelVerbosity.TRACE,
)
for step in range(20):
slot_id = rng.randrange(0, len(rig.kernel.state.slots))
slot = rig.kernel.slot(slot_id)
op = rng.choice(["enter", "exit", "cancel", "mark", "reconcile", "control", "event"])
if op == "enter":
trade_id = f"trade-{seed}-{step}"
outcome = rig.kernel.process_intent(
KernelIntent(
timestamp=datetime.now(timezone.utc),
intent_id=f"intent-{seed}-{step}-enter",
trade_id=trade_id,
slot_id=slot_id,
asset="BTCUSDT",
side=TradeSide.SHORT,
action=KernelCommandType.ENTER,
reference_price=100.0 + rng.random(),
target_size=1.0,
leverage=2.0,
exit_leg_ratios=(0.5, 0.5),
reason="fuzz-enter",
)
)
assert outcome.diagnostic_code in set(KernelDiagnosticCode)
elif op == "exit":
outcome = rig.kernel.process_intent(
KernelIntent(
timestamp=datetime.now(timezone.utc),
intent_id=f"intent-{seed}-{step}-exit",
trade_id=slot.trade_id or f"trade-{seed}-{step}",
slot_id=slot_id,
asset=slot.asset or "BTCUSDT",
side=TradeSide.SHORT,
action=KernelCommandType.EXIT,
reference_price=99.0 + rng.random(),
target_size=max(0.1, slot.size or 0.1),
leverage=slot.leverage or 2.0,
exit_leg_ratios=slot.exit_leg_ratios or (1.0,),
reason="fuzz-exit",
)
)
assert outcome.diagnostic_code in {
KernelDiagnosticCode.OK,
KernelDiagnosticCode.NO_OPEN_POSITION,
}
elif op == "cancel":
outcome = rig.kernel.process_intent(
KernelIntent(
timestamp=datetime.now(timezone.utc),
intent_id=f"intent-{seed}-{step}-cancel",
trade_id=slot.trade_id or f"trade-{seed}-{step}",
slot_id=slot_id,
asset=slot.asset or "BTCUSDT",
side=TradeSide.SHORT,
action=KernelCommandType.CANCEL,
reference_price=99.0,
target_size=max(0.1, slot.size or 0.1),
leverage=slot.leverage or 2.0,
exit_leg_ratios=slot.exit_leg_ratios or (1.0,),
reason="fuzz-cancel",
)
)
assert outcome.diagnostic_code in {
KernelDiagnosticCode.OK,
KernelDiagnosticCode.NO_ACTIVE_EXIT_ORDER,
}
elif op == "mark":
outcome = rig.kernel.process_intent(
KernelIntent(
timestamp=datetime.now(timezone.utc),
intent_id=f"intent-{seed}-{step}-mark",
trade_id=slot.trade_id or f"trade-{seed}-{step}",
slot_id=slot_id,
asset=slot.asset or "BTCUSDT",
side=slot.side if slot.side != TradeSide.FLAT else TradeSide.SHORT,
action=KernelCommandType.MARK_PRICE,
reference_price=95.0 + rng.random() * 10.0,
target_size=max(0.1, slot.size or 0.1),
leverage=slot.leverage or 2.0,
exit_leg_ratios=slot.exit_leg_ratios or (1.0,),
reason="fuzz-mark",
)
)
assert outcome.diagnostic_code == KernelDiagnosticCode.OK
elif op == "reconcile":
outcome = rig.kernel.process_intent(
KernelIntent(
timestamp=datetime.now(timezone.utc),
intent_id=f"intent-{seed}-{step}-reconcile",
trade_id=slot.trade_id or f"trade-{seed}-{step}",
slot_id=slot_id,
asset=slot.asset or "BTCUSDT",
side=slot.side if slot.side != TradeSide.FLAT else TradeSide.SHORT,
action=KernelCommandType.RECONCILE,
reference_price=100.0,
target_size=max(0.1, slot.size or 0.1),
leverage=slot.leverage or 2.0,
exit_leg_ratios=slot.exit_leg_ratios or (1.0,),
reason="fuzz-reconcile",
)
)
assert outcome.diagnostic_code == KernelDiagnosticCode.STALE_STATE_RECONCILE
elif op == "control":
rig.kernel.update_control(
ControlUpdate(
mode=KernelMode.DEBUG if rng.random() < 0.5 else KernelMode.NORMAL,
verbosity=rng.choice([KernelVerbosity.QUIET, KernelVerbosity.VERBOSE, KernelVerbosity.TRACE]),
backend_mode=rng.choice([BackendMode.MOCK, BackendMode.BINGX]),
trace_transitions=rng.random() < 0.5,
)
)
elif op == "event":
current = rig.kernel.slot(slot_id)
if current.active_exit_order is not None:
kind = rng.choice(
[
KernelEventKind.PARTIAL_FILL,
KernelEventKind.FULL_FILL,
KernelEventKind.CANCEL_ACK,
KernelEventKind.CANCEL_REJECT,
KernelEventKind.ORDER_REJECT,
]
)
elif current.active_entry_order is not None:
kind = rng.choice(
[
KernelEventKind.ORDER_ACK,
KernelEventKind.PARTIAL_FILL,
KernelEventKind.FULL_FILL,
KernelEventKind.ORDER_REJECT,
]
)
else:
kind = rng.choice(
[
KernelEventKind.ORDER_REJECT,
KernelEventKind.MARK_PRICE,
KernelEventKind.RECONCILE,
]
)
status = {
KernelEventKind.ORDER_ACK: VenueEventStatus.ACKED,
KernelEventKind.ORDER_REJECT: VenueEventStatus.REJECTED,
KernelEventKind.PARTIAL_FILL: VenueEventStatus.PARTIALLY_FILLED,
KernelEventKind.FULL_FILL: VenueEventStatus.FILLED,
KernelEventKind.CANCEL_ACK: VenueEventStatus.CANCELED,
KernelEventKind.CANCEL_REJECT: VenueEventStatus.CANCELED_REJECTED,
KernelEventKind.MARK_PRICE: VenueEventStatus.ACKED,
KernelEventKind.RECONCILE: VenueEventStatus.ACKED,
}[kind]
venue_order_id = "V-FUZZ"
venue_client_id = f"fuzz:{seed}:{step}"
if current.active_entry_order is not None:
venue_order_id = current.active_entry_order.venue_order_id
venue_client_id = current.active_entry_order.venue_client_id
elif current.active_exit_order is not None:
venue_order_id = current.active_exit_order.venue_order_id
venue_client_id = current.active_exit_order.venue_client_id
outcome = rig.kernel.on_venue_event(
_make_event(
kind=kind,
status=status,
trade_id=current.trade_id or f"trade-{seed}-{step}",
slot_id=slot_id if rng.random() < 0.5 else 99,
venue_order_id=venue_order_id,
venue_client_id=venue_client_id,
side=current.side if current.side != TradeSide.FLAT else TradeSide.SHORT,
asset=current.asset or "BTCUSDT",
price=98.0 if kind == KernelEventKind.MARK_PRICE else 100.0,
size=max(0.1, current.size or 0.1),
filled_size=max(0.1, current.size or 0.1),
remaining_size=0.0,
)
)
assert isinstance(outcome, KernelOutcome)
assert outcome.diagnostic_code in set(KernelDiagnosticCode)
assert slot.fsm_state in set(TradeStage)
assert slot.size >= 0.0
assert slot.initial_size >= 0.0
assert slot.active_leg_index >= 0
if slot.closed:
assert slot.size == pytest.approx(0.0, abs=1e-9)
if slot.fsm_state == TradeStage.IDLE:
assert slot.size == pytest.approx(0.0, abs=1e-9)

494
prod/tests/test_dita_v2_kernel_state_machine_kernelsolo.py Normal file
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@@ -0,0 +1,494 @@
from __future__ import annotations
from dataclasses import dataclass
from datetime import datetime, timezone
import random
import pytest
from prod.clean_arch.dita_v2 import (
AccountProjection,
BackendMode,
ControlUpdate,
ExecutionKernel,
InMemoryControlPlane,
InMemoryZincPlane,
KernelCommandType,
KernelControlSnapshot,
KernelDiagnosticCode,
KernelEventKind,
KernelIntent,
KernelMode,
KernelVerbosity,
MemoryKernelJournal,
TradeSide,
TradeSlot,
TradeStage,
VenueAdapter,
VenueEvent,
VenueEventStatus,
VenueOrder,
VenueOrderStatus,
)
class NoopVenueAdapter:
"""Venue stub that never emits events."""
def submit(self, intent: KernelIntent): # type: ignore[override]
return []
def cancel(self, order: VenueOrder, *, reason: str = ""): # type: ignore[override]
return []
def open_orders(self): # type: ignore[override]
return []
def open_positions(self): # type: ignore[override]
return []
def reconcile(self): # type: ignore[override]
return []
@dataclass(frozen=True)
class RecoveryCase:
name: str
seed: int
slot_count: int
trade_count: int
@dataclass(frozen=True)
class DuplicateCase:
name: str
initial_state: TradeStage
kind: KernelEventKind
family: str
expected_state: TradeStage
expected_code: KernelDiagnosticCode
@dataclass(frozen=True)
class OutOfOrderCase:
name: str
seed: int
@dataclass(frozen=True)
class ReplayCase:
name: str
seed: int
control_mode: KernelMode
verbosity: KernelVerbosity
@dataclass(frozen=True)
class ControlCase:
name: str
mode: KernelMode
verbosity: KernelVerbosity
backend_mode: BackendMode
trace_transitions: bool
def _build_kernel(slot_count: int = 4) -> tuple[ExecutionKernel, MemoryKernelJournal, InMemoryZincPlane]:
journal = MemoryKernelJournal()
zinc = InMemoryZincPlane()
kernel = ExecutionKernel(
max_slots=slot_count,
control_plane=InMemoryControlPlane(
KernelControlSnapshot(
mode=KernelMode.DEBUG,
verbosity=KernelVerbosity.TRACE,
backend_mode=BackendMode.MOCK,
debug_clickhouse_enabled=True,
trace_transitions=True,
mirror_to_hazelcast=True,
)
),
venue=NoopVenueAdapter(),
journal=journal,
account=AccountProjection(),
zinc_plane=zinc,
)
return kernel, journal, zinc
def _enter_open(kernel: ExecutionKernel, *, trade_id: str, slot_id: int = 0, size: float = 1.0) -> None:
kernel.process_intent(
KernelIntent(
timestamp=datetime.now(timezone.utc),
intent_id=f"{trade_id}:enter",
trade_id=trade_id,
slot_id=slot_id,
asset="BTCUSDT",
side=TradeSide.SHORT,
action=KernelCommandType.ENTER,
reference_price=100.0,
target_size=size,
leverage=2.0,
exit_leg_ratios=(1.0,),
reason="enter",
)
)
slot = kernel.slot(slot_id)
ack = VenueEvent(
timestamp=datetime.now(timezone.utc),
event_id=f"{trade_id}:ack",
trade_id=trade_id,
slot_id=slot_id,
kind=KernelEventKind.ORDER_ACK,
status=VenueEventStatus.ACKED,
venue_order_id=slot.active_entry_order.venue_order_id if slot.active_entry_order else "",
venue_client_id=slot.active_entry_order.venue_client_id if slot.active_entry_order else "",
side=TradeSide.SHORT,
asset="BTCUSDT",
price=100.0,
size=size,
filled_size=size,
remaining_size=0.0,
)
kernel.on_venue_event(ack)
def _seed_exit_working(kernel: ExecutionKernel, *, trade_id: str, slot_id: int = 0, exit_ratio: tuple[float, ...] = (1.0,)) -> None:
_enter_open(kernel, trade_id=trade_id, slot_id=slot_id, size=1.0)
slot = kernel.slot(slot_id)
kernel.process_intent(
KernelIntent(
timestamp=datetime.now(timezone.utc),
intent_id=f"{trade_id}:exit",
trade_id=trade_id,
slot_id=slot_id,
asset=slot.asset,
side=slot.side,
action=KernelCommandType.EXIT,
reference_price=99.0,
target_size=exit_ratio[0],
leverage=slot.leverage,
exit_leg_ratios=exit_ratio,
reason="exit",
)
)
def _seed_exit_only_slot(
slot: TradeSlot,
*,
trade_id: str,
state: TradeStage,
asset: str = "BTCUSDT",
) -> None:
slot.trade_id = trade_id
slot.asset = asset
slot.side = TradeSide.SHORT
slot.entry_price = 100.0
slot.initial_size = 1.0
slot.size = 1.0 if state != TradeStage.CLOSED else 0.0
slot.leverage = 2.0
slot.closed = state == TradeStage.CLOSED
slot.exit_leg_ratios = (1.0,)
slot.active_leg_index = 0
slot.active_entry_order = None
slot.active_exit_order = None if state == TradeStage.CLOSED else VenueOrder(
internal_trade_id=trade_id,
venue_order_id="V-EXIT-1",
venue_client_id=f"{trade_id}:exit",
side=TradeSide.SHORT,
intended_size=1.0,
filled_size=0.0,
average_fill_price=0.0,
status=VenueOrderStatus.NEW,
metadata={"slot_id": slot.slot_id, "asset": asset},
)
slot.fsm_state = state
def _fill_event(slot: TradeSlot, *, kind: KernelEventKind, filled_size: float, trade_id: str | None = None) -> VenueEvent:
return VenueEvent(
timestamp=datetime.now(timezone.utc),
event_id=f"evt-{kind.value.lower()}-{slot.slot_id}",
trade_id=trade_id or slot.trade_id,
slot_id=slot.slot_id,
kind=kind,
status={
KernelEventKind.ORDER_ACK: VenueEventStatus.ACKED,
KernelEventKind.ORDER_REJECT: VenueEventStatus.REJECTED,
KernelEventKind.PARTIAL_FILL: VenueEventStatus.PARTIALLY_FILLED,
KernelEventKind.FULL_FILL: VenueEventStatus.FILLED,
KernelEventKind.CANCEL_ACK: VenueEventStatus.CANCELED,
KernelEventKind.CANCEL_REJECT: VenueEventStatus.CANCELED_REJECTED,
KernelEventKind.MARK_PRICE: VenueEventStatus.ACKED,
KernelEventKind.RECONCILE: VenueEventStatus.ACKED,
}[kind],
venue_order_id=slot.active_entry_order.venue_order_id if slot.active_entry_order else slot.active_exit_order.venue_order_id if slot.active_exit_order else "V-ORDER",
venue_client_id=slot.active_entry_order.venue_client_id if slot.active_entry_order else slot.active_exit_order.venue_client_id if slot.active_exit_order else "trade:client",
side=slot.side if slot.side != TradeSide.FLAT else TradeSide.SHORT,
asset=slot.asset or "BTCUSDT",
price=98.0 if kind == KernelEventKind.MARK_PRICE else 100.0,
size=max(1.0, slot.size or 1.0),
filled_size=filled_size,
remaining_size=max(0.0, max(1.0, slot.size or 1.0) - filled_size),
)
RECOVERY_CASES = [
RecoveryCase("idle_only", seed=1, slot_count=4, trade_count=1),
RecoveryCase("one_open", seed=2, slot_count=4, trade_count=1),
RecoveryCase("mixed_two", seed=3, slot_count=4, trade_count=2),
RecoveryCase("mixed_three", seed=4, slot_count=4, trade_count=3),
RecoveryCase("all_open", seed=5, slot_count=4, trade_count=4),
RecoveryCase("open_and_closed", seed=6, slot_count=5, trade_count=4),
RecoveryCase("exit_working", seed=7, slot_count=4, trade_count=2),
RecoveryCase("position_open_with_gap", seed=8, slot_count=4, trade_count=3),
]
DUPLICATE_CASES = [
DuplicateCase("ack_entry_duplicate_regressed", TradeStage.POSITION_OPEN, KernelEventKind.ORDER_ACK, "entry", TradeStage.POSITION_OPEN, KernelDiagnosticCode.DUPLICATE_EVENT),
DuplicateCase("ack_exit_duplicate_hold", TradeStage.POSITION_OPEN, KernelEventKind.ORDER_ACK, "exit", TradeStage.EXIT_WORKING, KernelDiagnosticCode.OK),
DuplicateCase("partial_entry_duplicate_stays", TradeStage.ENTRY_WORKING, KernelEventKind.PARTIAL_FILL, "entry", TradeStage.ENTRY_WORKING, KernelDiagnosticCode.OK),
DuplicateCase("full_entry_duplicate_noop", TradeStage.POSITION_OPEN, KernelEventKind.FULL_FILL, "entry", TradeStage.POSITION_OPEN, KernelDiagnosticCode.OK),
DuplicateCase("partial_exit_duplicate_stays", TradeStage.EXIT_WORKING, KernelEventKind.PARTIAL_FILL, "exit", TradeStage.EXIT_WORKING, KernelDiagnosticCode.OK),
DuplicateCase("full_exit_duplicate_closes", TradeStage.CLOSED, KernelEventKind.FULL_FILL, "exit", TradeStage.CLOSED, KernelDiagnosticCode.OK),
DuplicateCase("cancel_ack_duplicate_open", TradeStage.POSITION_OPEN, KernelEventKind.CANCEL_ACK, "exit", TradeStage.POSITION_OPEN, KernelDiagnosticCode.OK),
DuplicateCase("cancel_reject_duplicate_exit", TradeStage.EXIT_WORKING, KernelEventKind.CANCEL_REJECT, "exit", TradeStage.EXIT_WORKING, KernelDiagnosticCode.CANCEL_REJECTED),
]
OUT_OF_ORDER_CASES = [OutOfOrderCase(f"seed_{seed}", seed=seed) for seed in range(12)]
REPLAY_CASES = [
ReplayCase(f"replay_{seed}", seed=seed, control_mode=KernelMode.DEBUG if seed % 2 == 0 else KernelMode.NORMAL, verbosity=KernelVerbosity.TRACE if seed % 3 == 0 else KernelVerbosity.VERBOSE)
for seed in range(12)
]
CONTROL_CASES = [
ControlCase("normal_quiet_mock", KernelMode.NORMAL, KernelVerbosity.QUIET, BackendMode.MOCK, False),
ControlCase("normal_trace_mock", KernelMode.NORMAL, KernelVerbosity.TRACE, BackendMode.MOCK, True),
ControlCase("debug_trace_mock", KernelMode.DEBUG, KernelVerbosity.TRACE, BackendMode.MOCK, True),
ControlCase("debug_verbose_bingx", KernelMode.DEBUG, KernelVerbosity.VERBOSE, BackendMode.BINGX, False),
ControlCase("normal_verbose_bingx", KernelMode.NORMAL, KernelVerbosity.VERBOSE, BackendMode.BINGX, True),
ControlCase("debug_quiet_bingx", KernelMode.DEBUG, KernelVerbosity.QUIET, BackendMode.BINGX, False),
]
@pytest.mark.parametrize("case", CONTROL_CASES, ids=[case.name for case in CONTROL_CASES])
def test_kernel_zinc_control_plane_mirror(case: ControlCase) -> None:
kernel, journal, zinc = _build_kernel()
snapshot = kernel.update_control(
ControlUpdate(
mode=case.mode,
verbosity=case.verbosity,
backend_mode=case.backend_mode,
trace_transitions=case.trace_transitions,
)
)
assert snapshot.mode == case.mode
assert snapshot.verbosity == case.verbosity
assert snapshot.backend_mode == case.backend_mode
assert snapshot.trace_transitions == case.trace_transitions
assert zinc.read_control().mode == case.mode
assert zinc.read_control().verbosity == case.verbosity
assert journal.rows == []
assert kernel.zinc_plane.read_control().mode == case.mode
@pytest.mark.parametrize("case", RECOVERY_CASES, ids=[case.name for case in RECOVERY_CASES])
def test_kernel_zinc_restart_recovery_matrix(case: RecoveryCase) -> None:
kernel, _, zinc = _build_kernel(slot_count=case.slot_count)
rng = random.Random(case.seed)
for idx in range(case.trade_count):
slot_id = idx % case.slot_count
_enter_open(kernel, trade_id=f"{case.name}-{idx}", slot_id=slot_id, size=1.0)
if rng.random() < 0.5:
_seed_exit_working(kernel, trade_id=f"{case.name}-{idx}", slot_id=slot_id, exit_ratio=(0.5, 0.5))
if rng.random() < 0.5:
kernel.process_intent(
KernelIntent(
timestamp=datetime.now(timezone.utc),
intent_id=f"{case.name}-{idx}:mark",
trade_id=f"{case.name}-{idx}",
slot_id=slot_id,
asset="BTCUSDT",
side=TradeSide.SHORT,
action=KernelCommandType.MARK_PRICE,
reference_price=98.0,
target_size=1.0,
leverage=2.0,
exit_leg_ratios=(1.0,),
reason="mark",
)
)
snapshot_slots = zinc.read_slots()
assert len(snapshot_slots) == case.trade_count
restarted, _, restarted_zinc = _build_kernel(slot_count=case.slot_count)
outcome = restarted.reconcile_from_slots(snapshot_slots)
assert outcome.accepted is True
assert outcome.diagnostic_code == KernelDiagnosticCode.RECONCILED
assert restarted.snapshot()["slots"] == kernel.snapshot()["slots"]
assert [slot.to_dict() for slot in restarted_zinc.read_slots()] == restarted.snapshot()["slots"]
assert restarted.account.snapshot.open_positions == kernel.account.snapshot.open_positions
@pytest.mark.parametrize("case", DUPLICATE_CASES, ids=[case.name for case in DUPLICATE_CASES])
def test_kernel_duplicate_event_idempotence_matrix(case: DuplicateCase) -> None:
kernel, journal, zinc = _build_kernel()
slot = kernel.slot(0)
filled_size = 1.0 if case.kind == KernelEventKind.FULL_FILL else 0.25
if case.family == "entry":
_enter_open(kernel, trade_id="dup-entry", slot_id=0, size=1.0)
if case.kind == KernelEventKind.ORDER_ACK and case.initial_state == TradeStage.POSITION_OPEN:
slot.active_entry_order = VenueOrder(
internal_trade_id="dup-entry",
venue_order_id="V-ENTRY-1",
venue_client_id="dup-entry:entry",
side=TradeSide.SHORT,
intended_size=1.0,
filled_size=1.0,
average_fill_price=100.0,
status=VenueOrderStatus.FILLED,
metadata={"slot_id": 0, "asset": "BTCUSDT"},
)
slot.fsm_state = TradeStage.POSITION_OPEN
else:
_seed_exit_only_slot(slot, trade_id="dup-exit", state=case.initial_state)
before = slot.to_dict()
event = _fill_event(
slot,
kind=case.kind,
filled_size=filled_size,
trade_id=slot.trade_id,
)
outcome_1 = kernel.on_venue_event(event)
state_after_first = slot.fsm_state
size_after_first = slot.size
outcome_2 = kernel.on_venue_event(event)
assert outcome_1.diagnostic_code in set(KernelDiagnosticCode)
assert outcome_2.diagnostic_code in set(KernelDiagnosticCode)
assert slot.fsm_state == case.expected_state
assert slot.fsm_state == state_after_first
assert slot.size == pytest.approx(size_after_first, abs=1e-9)
assert slot.size >= 0.0
assert zinc.state_region[0].fsm_state == slot.fsm_state
assert len(journal.rows) >= 1
assert before["slot_id"] == slot.slot_id
if case.expected_code == KernelDiagnosticCode.DUPLICATE_EVENT:
assert outcome_2.diagnostic_code == KernelDiagnosticCode.DUPLICATE_EVENT
@pytest.mark.parametrize("case", OUT_OF_ORDER_CASES, ids=[case.name for case in OUT_OF_ORDER_CASES])
def test_kernel_out_of_order_venue_event_matrix(case: OutOfOrderCase) -> None:
kernel, journal, zinc = _build_kernel()
rng = random.Random(case.seed)
if rng.random() < 0.5:
_enter_open(kernel, trade_id=f"ooo-{case.seed}", slot_id=0, size=1.0)
else:
_seed_exit_working(kernel, trade_id=f"ooo-{case.seed}", slot_id=0, exit_ratio=(0.5, 0.5))
slot = kernel.slot(0)
sequence = [
KernelEventKind.FULL_FILL,
KernelEventKind.ORDER_ACK,
KernelEventKind.PARTIAL_FILL,
KernelEventKind.CANCEL_ACK,
KernelEventKind.CANCEL_REJECT,
KernelEventKind.ORDER_REJECT,
KernelEventKind.MARK_PRICE,
]
rng.shuffle(sequence)
for idx, kind in enumerate(sequence):
event = _fill_event(
slot,
kind=kind,
filled_size=1.0 if kind == KernelEventKind.FULL_FILL else 0.5,
trade_id=slot.trade_id,
)
event = VenueEvent(
**{
**event.__dict__,
"event_id": f"ooo-{case.seed}-{idx}",
"slot_id": 0 if rng.random() < 0.5 else 99,
"venue_order_id": slot.active_entry_order.venue_order_id if slot.active_entry_order else slot.active_exit_order.venue_order_id if slot.active_exit_order else event.venue_order_id,
"venue_client_id": slot.active_entry_order.venue_client_id if slot.active_entry_order else slot.active_exit_order.venue_client_id if slot.active_exit_order else event.venue_client_id,
}
)
outcome = kernel.on_venue_event(event)
assert isinstance(outcome.diagnostic_code, KernelDiagnosticCode)
assert slot.size >= 0.0
assert slot.initial_size >= 0.0
assert slot.fsm_state in set(TradeStage)
if slot.closed:
assert slot.size == pytest.approx(0.0, abs=1e-9)
assert len(journal.rows) >= len(sequence)
assert len(zinc.state_region) >= 1
@pytest.mark.parametrize("case", REPLAY_CASES, ids=[case.name for case in REPLAY_CASES])
def test_kernel_debug_journal_replay_matrix(case: ReplayCase) -> None:
kernel, journal, zinc = _build_kernel()
kernel.update_control(
ControlUpdate(
mode=case.control_mode,
verbosity=case.verbosity,
trace_transitions=True,
debug_clickhouse_enabled=True,
)
)
rng = random.Random(case.seed)
for idx in range(10):
slot_id = idx % 2
trade_id = f"{case.name}-{idx}"
if idx % 3 == 0:
_enter_open(kernel, trade_id=trade_id, slot_id=slot_id, size=1.0)
elif idx % 3 == 1 and kernel.slot(slot_id).is_open():
_seed_exit_working(kernel, trade_id=kernel.slot(slot_id).trade_id, slot_id=slot_id, exit_ratio=(0.5, 0.5))
else:
kernel.process_intent(
KernelIntent(
timestamp=datetime.now(timezone.utc),
intent_id=f"{trade_id}:mark",
trade_id=trade_id,
slot_id=slot_id,
asset="BTCUSDT",
side=TradeSide.SHORT,
action=KernelCommandType.MARK_PRICE,
reference_price=97.0 + rng.random(),
target_size=1.0,
leverage=2.0,
exit_leg_ratios=(1.0,),
reason="journal-mark",
)
)
rows = list(journal.rows)
assert rows
for row in rows:
slot_state = row["slot_state"]
assert row["prev_state"] != ""
assert row["next_state"] != ""
assert slot_state["fsm_state"] == row["next_state"]
assert row["control_mode"] in {KernelMode.NORMAL.value, KernelMode.DEBUG.value}
assert row["control_verbosity"] in {KernelVerbosity.QUIET.value, KernelVerbosity.VERBOSE.value, KernelVerbosity.TRACE.value}
replayed, _, replayed_zinc = _build_kernel()
replayed.update_control(
ControlUpdate(mode=case.control_mode, verbosity=case.verbosity, trace_transitions=True, debug_clickhouse_enabled=True)
)
replayed.reconcile_from_slots(zinc.read_slots())
assert replayed.snapshot()["slots"] == kernel.snapshot()["slots"]
assert len(replayed_zinc.read_slots()) == len(replayed.snapshot()["slots"])
assert [slot.slot_id for slot in replayed_zinc.read_slots()] == [slot.slot_id for slot in replayed.state.slots]

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prod/tests/test_dita_v2_kernel_state_machine_races.py Normal file
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from __future__ import annotations
from dataclasses import dataclass
from datetime import datetime, timezone
import random
import pytest
from prod.clean_arch.dita_v2 import (
BackendMode,
ControlUpdate,
ExecutionKernel,
InMemoryControlPlane,
InMemoryZincPlane,
KernelCommandType,
KernelDiagnosticCode,
KernelEventKind,
KernelIntent,
KernelMode,
KernelControlSnapshot,
KernelVerbosity,
MemoryKernelJournal,
TradeSide,
TradeSlot,
TradeStage,
VenueEvent,
VenueEventStatus,
VenueOrder,
VenueOrderStatus,
)
class NoopVenueAdapter:
def submit(self, intent: KernelIntent): # type: ignore[override]
return []
def cancel(self, order: VenueOrder, *, reason: str = ""): # type: ignore[override]
return []
def open_orders(self): # type: ignore[override]
return []
def open_positions(self): # type: ignore[override]
return []
def reconcile(self): # type: ignore[override]
return []
@dataclass(frozen=True)
class RaceCase:
name: str
seed_state: str
first_kind: KernelEventKind
second_kind: KernelEventKind
expected_state: TradeStage
expected_code_2: KernelDiagnosticCode
@dataclass(frozen=True)
class OffByOneCase:
name: str
exit_leg_ratios: tuple[float, ...]
fills: tuple[float, ...]
expected_leg_index: int
expected_closed: bool
@dataclass(frozen=True)
class MemoryCase:
name: str
max_slots: int
write_slot_ids: tuple[int, ...]
reconcile_slot_ids: tuple[int, ...]
expected_written_count: int
def _build_kernel(slot_count: int = 4) -> tuple[ExecutionKernel, MemoryKernelJournal, InMemoryZincPlane]:
journal = MemoryKernelJournal()
zinc = InMemoryZincPlane()
kernel = ExecutionKernel(
max_slots=slot_count,
control_plane=InMemoryControlPlane(
KernelControlSnapshot(
mode=KernelMode.DEBUG,
verbosity=KernelVerbosity.TRACE,
backend_mode=BackendMode.MOCK,
trace_transitions=True,
debug_clickhouse_enabled=True,
mirror_to_hazelcast=True,
)
),
venue=NoopVenueAdapter(),
journal=journal,
zinc_plane=zinc,
)
return kernel, journal, zinc
def _seed_entry_working(kernel: ExecutionKernel, *, trade_id: str, slot_id: int = 0, size: float = 1.0) -> None:
slot = kernel.slot(slot_id)
slot.trade_id = trade_id
slot.asset = "BTCUSDT"
slot.side = TradeSide.SHORT
slot.entry_price = 100.0
slot.size = 0.0
slot.initial_size = 0.0
slot.leverage = 2.0
slot.entry_time = datetime.now(timezone.utc)
slot.exit_leg_ratios = (1.0,)
slot.active_leg_index = 0
slot.closed = False
slot.close_reason = ""
slot.active_exit_order = None
slot.active_entry_order = VenueOrder(
internal_trade_id=trade_id,
venue_order_id=f"V-ENTRY-{slot_id}",
venue_client_id=f"{trade_id}:entry",
side=TradeSide.SHORT,
intended_size=size,
filled_size=0.0,
average_fill_price=0.0,
status=VenueOrderStatus.NEW,
metadata={"slot_id": slot_id},
)
slot.fsm_state = TradeStage.ENTRY_WORKING
def _seed_position_open(kernel: ExecutionKernel, *, trade_id: str, slot_id: int = 0, size: float = 1.0) -> None:
_seed_entry_working(kernel, trade_id=trade_id, slot_id=slot_id, size=size)
slot = kernel.slot(slot_id)
slot.size = size
slot.initial_size = size
slot.entry_price = 100.0
slot.active_entry_order = VenueOrder(
internal_trade_id=trade_id,
venue_order_id=f"V-ENTRY-{slot_id}",
venue_client_id=f"{trade_id}:entry",
side=TradeSide.SHORT,
intended_size=size,
filled_size=size,
average_fill_price=100.0,
status=VenueOrderStatus.FILLED,
metadata={"slot_id": slot_id},
)
slot.fsm_state = TradeStage.POSITION_OPEN
def _seed_exit_working(kernel: ExecutionKernel, *, trade_id: str, slot_id: int = 0, exit_leg_ratios: tuple[float, ...] = (1.0,)) -> None:
_seed_position_open(kernel, trade_id=trade_id, slot_id=slot_id, size=1.0)
slot = kernel.slot(slot_id)
slot.exit_leg_ratios = exit_leg_ratios
slot.active_exit_order = VenueOrder(
internal_trade_id=trade_id,
venue_order_id=f"V-EXIT-{slot_id}",
venue_client_id=f"{trade_id}:exit",
side=TradeSide.SHORT,
intended_size=slot.next_exit_ratio() * slot.initial_size,
filled_size=0.0,
average_fill_price=0.0,
status=VenueOrderStatus.NEW,
metadata={"slot_id": slot_id},
)
slot.fsm_state = TradeStage.EXIT_WORKING
def _make_event(
slot: TradeSlot,
*,
kind: KernelEventKind,
event_id: str,
filled_size: float,
slot_id: int | None = None,
venue_order_id: str | None = None,
venue_client_id: str | None = None,
reason: str = "",
) -> VenueEvent:
order_id = venue_order_id or (
slot.active_exit_order.venue_order_id if slot.active_exit_order else slot.active_entry_order.venue_order_id if slot.active_entry_order else "V-ORDER"
)
client_id = venue_client_id or (
slot.active_exit_order.venue_client_id if slot.active_exit_order else slot.active_entry_order.venue_client_id if slot.active_entry_order else "trade:client"
)
return VenueEvent(
timestamp=datetime.now(timezone.utc),
event_id=event_id,
trade_id=slot.trade_id,
slot_id=slot.slot_id if slot_id is None else slot_id,
kind=kind,
status={
KernelEventKind.ORDER_ACK: VenueEventStatus.ACKED,
KernelEventKind.ORDER_REJECT: VenueEventStatus.REJECTED,
KernelEventKind.PARTIAL_FILL: VenueEventStatus.PARTIALLY_FILLED,
KernelEventKind.FULL_FILL: VenueEventStatus.FILLED,
KernelEventKind.CANCEL_ACK: VenueEventStatus.CANCELED,
KernelEventKind.CANCEL_REJECT: VenueEventStatus.CANCELED_REJECTED,
KernelEventKind.MARK_PRICE: VenueEventStatus.ACKED,
KernelEventKind.RECONCILE: VenueEventStatus.ACKED,
}[kind],
venue_order_id=order_id,
venue_client_id=client_id,
side=slot.side if slot.side != TradeSide.FLAT else TradeSide.SHORT,
asset=slot.asset or "BTCUSDT",
price=99.0 if kind == KernelEventKind.MARK_PRICE else 100.0,
size=max(1.0, slot.size or 1.0),
filled_size=filled_size,
remaining_size=max(0.0, max(1.0, slot.size or 1.0) - filled_size),
reason=reason,
)
RACE_CASES = [
RaceCase("entry_ack_then_fullfill", "entry_working", KernelEventKind.ORDER_ACK, KernelEventKind.FULL_FILL, TradeStage.POSITION_OPEN, KernelDiagnosticCode.OK),
RaceCase("entry_fullfill_then_ack", "entry_working", KernelEventKind.FULL_FILL, KernelEventKind.ORDER_ACK, TradeStage.POSITION_OPEN, KernelDiagnosticCode.DUPLICATE_EVENT),
RaceCase("entry_ack_then_reject", "entry_working", KernelEventKind.ORDER_ACK, KernelEventKind.ORDER_REJECT, TradeStage.IDLE, KernelDiagnosticCode.ENTRY_ORDER_REJECTED),
RaceCase("entry_reject_then_ack", "entry_working", KernelEventKind.ORDER_REJECT, KernelEventKind.ORDER_ACK, TradeStage.IDLE, KernelDiagnosticCode.OK),
RaceCase("entry_mark_then_fullfill", "entry_working", KernelEventKind.MARK_PRICE, KernelEventKind.FULL_FILL, TradeStage.POSITION_OPEN, KernelDiagnosticCode.OK),
RaceCase("entry_reconcile_then_ack", "entry_working", KernelEventKind.RECONCILE, KernelEventKind.ORDER_ACK, TradeStage.STALE_STATE_RECONCILING, KernelDiagnosticCode.STALE_STATE_RECONCILE),
RaceCase("exit_ack_then_fullfill", "exit_working", KernelEventKind.ORDER_ACK, KernelEventKind.FULL_FILL, TradeStage.CLOSED, KernelDiagnosticCode.OK),
RaceCase("exit_fullfill_then_ack", "exit_working", KernelEventKind.FULL_FILL, KernelEventKind.ORDER_ACK, TradeStage.CLOSED, KernelDiagnosticCode.OK),
RaceCase("exit_cancel_ack_then_fullfill", "exit_working", KernelEventKind.CANCEL_ACK, KernelEventKind.FULL_FILL, TradeStage.POSITION_OPEN, KernelDiagnosticCode.OK),
RaceCase("exit_fullfill_then_cancel_ack", "exit_working", KernelEventKind.FULL_FILL, KernelEventKind.CANCEL_ACK, TradeStage.CLOSED, KernelDiagnosticCode.OK),
RaceCase("exit_cancel_reject_then_ack", "exit_working", KernelEventKind.CANCEL_REJECT, KernelEventKind.CANCEL_ACK, TradeStage.POSITION_OPEN, KernelDiagnosticCode.OK),
RaceCase("exit_mark_then_fullfill", "exit_working", KernelEventKind.MARK_PRICE, KernelEventKind.FULL_FILL, TradeStage.CLOSED, KernelDiagnosticCode.OK),
]
OFF_BY_ONE_CASES = [
OffByOneCase("ratios_empty", (), (), 0, False),
OffByOneCase("ratios_one", (1.0,), (1.0,), 1, True),
OffByOneCase("ratios_two_equal", (0.5, 0.5), (0.5, 0.5), 2, True),
OffByOneCase("ratios_three_tail", (0.25, 0.25, 0.5), (0.25, 0.25, 0.5), 3, True),
OffByOneCase("ratios_three_front_loaded", (0.6, 0.3, 0.1), (0.6, 0.3, 0.1), 3, True),
OffByOneCase("ratios_four_small", (0.1, 0.2, 0.3, 0.4), (0.1, 0.2, 0.3, 0.4), 4, True),
]
MEMORY_CASES = [
MemoryCase("sparse_write_order", 5, (3, 1, 4), (3, 1, 4), 3),
MemoryCase("overwrite_same_slot", 4, (2, 2, 2), (2,), 1),
MemoryCase("capacity_trim", 3, (0, 1, 2, 3, 4), (0, 1, 2), 3),
MemoryCase("single_slot_reconcile", 2, (1,), (1,), 1),
MemoryCase("mixed_holes", 6, (5, 0, 3), (5, 0, 3), 3),
MemoryCase("late_slot_overwrite", 4, (1, 3, 1), (1, 3), 2),
]
@pytest.mark.parametrize("case", RACE_CASES, ids=[case.name for case in RACE_CASES])
def test_kernel_race_and_reorder_matrix(case: RaceCase) -> None:
kernel, journal, zinc = _build_kernel()
if case.seed_state == "entry_working":
_seed_entry_working(kernel, trade_id=f"race-{case.name}")
elif case.seed_state == "exit_working":
_seed_exit_working(kernel, trade_id=f"race-{case.name}")
else:
_seed_position_open(kernel, trade_id=f"race-{case.name}")
slot = kernel.slot(0)
first = _make_event(
slot,
kind=case.first_kind,
event_id=f"{case.name}-first",
filled_size=1.0 if case.first_kind == KernelEventKind.FULL_FILL else 0.5,
)
second = _make_event(
slot,
kind=case.second_kind,
event_id=f"{case.name}-second",
filled_size=1.0 if case.second_kind == KernelEventKind.FULL_FILL else 0.5,
)
outcome_1 = kernel.on_venue_event(first)
outcome_2 = kernel.on_venue_event(second)
assert outcome_1.diagnostic_code in set(KernelDiagnosticCode)
assert outcome_2.diagnostic_code in set(KernelDiagnosticCode)
assert slot.size >= 0.0
assert slot.initial_size >= 0.0
assert slot.fsm_state == case.expected_state
assert outcome_2.diagnostic_code == case.expected_code_2
assert zinc.state_region[0].fsm_state == slot.fsm_state
assert len(journal.rows) >= 2
@pytest.mark.parametrize("case", OFF_BY_ONE_CASES, ids=[case.name for case in OFF_BY_ONE_CASES])
def test_kernel_exit_leg_off_by_one_matrix(case: OffByOneCase) -> None:
kernel, journal, zinc = _build_kernel()
_seed_exit_working(kernel, trade_id=f"obo-{case.name}", exit_leg_ratios=case.exit_leg_ratios)
slot = kernel.slot(0)
assert slot.next_exit_ratio() == pytest.approx(case.exit_leg_ratios[0] if case.exit_leg_ratios else 1.0, abs=1e-9)
for idx, fill_size in enumerate(case.fills):
event = _make_event(
slot,
kind=KernelEventKind.FULL_FILL,
event_id=f"{case.name}-fill-{idx}",
filled_size=fill_size,
reason=f"leg-{idx}",
)
outcome = kernel.on_venue_event(event)
assert outcome.accepted is True
assert slot.size >= 0.0
assert slot.active_leg_index <= max(len(case.exit_leg_ratios), 1)
if idx < len(case.fills) - 1:
assert slot.fsm_state == TradeStage.POSITION_OPEN
rearm = kernel.process_intent(
KernelIntent(
timestamp=datetime.now(timezone.utc),
intent_id=f"{case.name}-rearm-{idx}",
trade_id=slot.trade_id,
slot_id=slot.slot_id,
asset=slot.asset,
side=slot.side,
action=KernelCommandType.EXIT,
reference_price=100.0,
target_size=slot.next_exit_ratio(),
leverage=slot.leverage,
exit_leg_ratios=case.exit_leg_ratios,
reason=f"rearm-{idx}",
)
)
assert rearm.accepted is True
assert slot.fsm_state == TradeStage.EXIT_REQUESTED
else:
assert slot.fsm_state in {TradeStage.POSITION_OPEN, TradeStage.CLOSED}
assert slot.active_leg_index == case.expected_leg_index
assert slot.closed is case.expected_closed
if case.fills:
assert zinc.state_region[0].active_leg_index == slot.active_leg_index
else:
assert zinc.state_region[0].trade_id == slot.trade_id
assert zinc.state_region[0].fsm_state == TradeStage.EXIT_WORKING
assert len(journal.rows) >= len(case.fills)
assert slot.next_exit_ratio() == pytest.approx(1.0, abs=1e-9) if case.expected_closed else slot.next_exit_ratio() <= 1.0
@pytest.mark.parametrize("case", MEMORY_CASES, ids=[case.name for case in MEMORY_CASES])
def test_kernel_zinc_memory_anomaly_matrix(case: MemoryCase) -> None:
kernel, journal, zinc = _build_kernel(slot_count=case.max_slots)
rng = random.Random(hash(case.name) & 0xFFFFFFFF)
for idx, slot_id in enumerate(case.write_slot_ids):
slot = kernel.slot(slot_id % case.max_slots)
slot.trade_id = f"{case.name}-{idx}"
slot.asset = "BTCUSDT"
slot.side = TradeSide.SHORT
slot.entry_price = 100.0
slot.size = float(idx + 1)
slot.initial_size = float(idx + 1)
slot.leverage = 2.0
slot.fsm_state = TradeStage.POSITION_OPEN if idx % 2 == 0 else TradeStage.EXIT_WORKING
slot.active_entry_order = VenueOrder(
internal_trade_id=slot.trade_id,
venue_order_id=f"V-ENTRY-{slot_id}-{idx}",
venue_client_id=f"{slot.trade_id}:entry",
side=TradeSide.SHORT,
intended_size=slot.size,
filled_size=slot.size,
average_fill_price=100.0,
status=VenueOrderStatus.FILLED,
metadata={"slot_id": slot.slot_id},
)
if slot.fsm_state == TradeStage.EXIT_WORKING:
slot.active_exit_order = VenueOrder(
internal_trade_id=slot.trade_id,
venue_order_id=f"V-EXIT-{slot_id}-{idx}",
venue_client_id=f"{slot.trade_id}:exit",
side=TradeSide.SHORT,
intended_size=max(0.1, slot.size / 2.0),
filled_size=0.0,
average_fill_price=0.0,
status=VenueOrderStatus.NEW,
metadata={"slot_id": slot.slot_id},
)
kernel.zinc_plane.write_slot(slot)
written = zinc.read_slots()
assert len(written) == case.expected_written_count
assert [slot.slot_id for slot in written] == sorted(set(slot_id % case.max_slots for slot_id in case.write_slot_ids))
# Shuffle a snapshot and reconcile it back into a fresh kernel to exercise
# sparse, duplicate and truncated memory layouts without venue involvement.
shuffled_snapshot = list(reversed(written))
if rng.random() < 0.5:
shuffled_snapshot.append(shuffled_snapshot[0])
restarted, restarted_journal, restarted_zinc = _build_kernel(slot_count=case.max_slots)
outcome = restarted.reconcile_from_slots(shuffled_snapshot)
assert outcome.accepted is True
assert outcome.diagnostic_code == KernelDiagnosticCode.RECONCILED
assert len(restarted_zinc.read_slots()) == case.max_slots
assert restarted.snapshot()["slots"] == [slot.to_dict() for slot in restarted_zinc.read_slots()]
assert len(restarted_journal.rows) == 0
# Feed a stale-state event against a reconstructed slot to ensure the kernel
# stays stable even when the memory image is awkward.
target_slot_id = restarted_zinc.read_slots()[0].slot_id
slot = restarted.slot(target_slot_id)
stale_intent = restarted.process_intent(
KernelIntent(
timestamp=datetime.now(timezone.utc),
intent_id=f"{case.name}:stale",
trade_id=slot.trade_id,
slot_id=slot.slot_id,
asset=slot.asset,
side=slot.side,
action=KernelCommandType.RECONCILE,
reference_price=100.0,
target_size=max(1.0, slot.size or 1.0),
leverage=max(1.0, slot.leverage or 1.0),
exit_leg_ratios=slot.exit_leg_ratios,
reason="stale-reconcile",
)
)
assert stale_intent.diagnostic_code == KernelDiagnosticCode.STALE_STATE_RECONCILE
assert slot.fsm_state == TradeStage.STALE_STATE_RECONCILING
event = VenueEvent(
timestamp=datetime.now(timezone.utc),
event_id=f"{case.name}-reconcile",
trade_id=slot.trade_id,
slot_id=slot.slot_id,
kind=KernelEventKind.RECONCILE,
status=VenueEventStatus.ACKED,
venue_order_id=slot.active_exit_order.venue_order_id if slot.active_exit_order else slot.active_entry_order.venue_order_id if slot.active_entry_order else "V-ORDER",
venue_client_id=slot.active_exit_order.venue_client_id if slot.active_exit_order else slot.active_entry_order.venue_client_id if slot.active_entry_order else "V-CLIENT",
side=slot.side if slot.side != TradeSide.FLAT else TradeSide.SHORT,
asset=slot.asset or "BTCUSDT",
price=100.0,
size=max(1.0, slot.size or 1.0),
filled_size=0.0,
remaining_size=max(0.0, slot.size),
)
stale = restarted.on_venue_event(event)
assert stale.diagnostic_code == KernelDiagnosticCode.STALE_STATE_RECONCILE
assert restarted.slot(target_slot_id).fsm_state == TradeStage.STALE_STATE_RECONCILING

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from __future__ import annotations
from uuid import uuid4
import os
import unittest
from unittest.mock import patch
from prod.clean_arch.dita_v2 import (
DITAv2LauncherBundle,
LauncherVenueMode,
LauncherZincMode,
KernelControlSnapshot,
MockVenueAdapter,
build_launcher_bundle,
)
from prod.bingx.enums import BingxEnvironment
from prod.clean_arch.dita_v2.launcher import _maybe_close
from prod.clean_arch.dita_v2.launcher import build_bingx_exec_client_config
class DummyCloseable:
def __init__(self) -> None:
self.closed = False
def close(self) -> None:
self.closed = True
class DummyControlPlane:
def __init__(self) -> None:
self.snapshot = KernelControlSnapshot()
def read(self) -> KernelControlSnapshot:
return self.snapshot
def close(self) -> None:
pass
class DummyZincPlane:
def __init__(self) -> None:
self.control_updates: list[KernelControlSnapshot] = []
self.slot_writes: list[object] = []
def update_control(self, snapshot: KernelControlSnapshot) -> None:
self.control_updates.append(snapshot)
def write_slot(self, slot: object) -> None:
self.slot_writes.append(slot)
class TestDITAv2Launcher(unittest.TestCase):
def test_build_launcher_bundle_defaults_to_mock_and_in_memory(self) -> None:
bundle = build_launcher_bundle(prefix=f"dita_v2_{uuid4().hex}")
try:
self.assertIsInstance(bundle, DITAv2LauncherBundle)
self.assertIsInstance(bundle.venue, MockVenueAdapter)
self.assertEqual(bundle.kernel.max_slots, 10)
self.assertEqual(bundle.kernel.control.mode.value, "NORMAL")
finally:
bundle.close()
def test_build_launcher_bundle_can_select_real_components_via_env(self) -> None:
prefix = f"dita_v2_{uuid4().hex}"
dummy_control = DummyControlPlane()
dummy_zinc = DummyZincPlane()
with patch("prod.clean_arch.dita_v2.launcher.build_control_plane", return_value=dummy_control), patch(
"prod.clean_arch.dita_v2.launcher._build_zinc_plane", return_value=dummy_zinc
):
bundle = build_launcher_bundle(
prefix=prefix,
venue_mode=LauncherVenueMode.BINGX,
zinc_mode=LauncherZincMode.REAL,
bingx_backend=object(),
)
try:
self.assertIs(bundle.control_plane, dummy_control)
self.assertIs(bundle.zinc_plane, dummy_zinc)
self.assertEqual(bundle.venue.__class__.__name__, "BingxVenueAdapter")
finally:
bundle.close()
def test_build_launcher_bundle_respects_explicit_modes(self) -> None:
prefix = f"dita_v2_{uuid4().hex}"
bundle = build_launcher_bundle(
prefix=prefix,
venue_mode=LauncherVenueMode.MOCK,
zinc_mode=LauncherZincMode.IN_MEMORY,
)
try:
self.assertIsInstance(bundle.venue, MockVenueAdapter)
self.assertEqual(bundle.kernel.max_slots, 10)
finally:
bundle.close()
def test_bingx_exec_client_config_uses_standard_testnet_credentials(self) -> None:
with patch.dict(
os.environ,
{
"BINGX_API_KEY": "test-api-key",
"BINGX_SECRET_KEY": "test-secret-key",
"DOLPHIN_BINGX_ENV": "VST",
"DOLPHIN_BINGX_ALLOW_MAINNET": "0",
"DOLPHIN_BINGX_RECV_WINDOW_MS": "60000",
"DOLPHIN_BINGX_DEFAULT_LEVERAGE": "1",
"DOLPHIN_BINGX_EXCHANGE_LEVERAGE_CAP": "3",
},
clear=False,
):
cfg = build_bingx_exec_client_config()
self.assertEqual(cfg.api_key, "test-api-key")
self.assertEqual(cfg.secret_key, "test-secret-key")
self.assertIs(cfg.environment, BingxEnvironment.VST)
self.assertFalse(cfg.allow_mainnet)
self.assertEqual(cfg.recv_window_ms, 60000)
self.assertEqual(cfg.default_leverage, 1)
self.assertEqual(cfg.exchange_leverage_cap, 3)
def test_maybe_close_handles_closeable_objects(self) -> None:
dummy = DummyCloseable()
_maybe_close(dummy)
self.assertTrue(dummy.closed)
if __name__ == "__main__":
unittest.main()

820
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from __future__ import annotations
import asyncio
import os
import re
import time
import uuid
from dataclasses import dataclass
from datetime import datetime, timezone
from decimal import Decimal
from pathlib import Path
from typing import Any
import pytest
from dotenv import load_dotenv
from prod.bingx.config import BingxExecClientConfig
from prod.bingx.config import BingxInstrumentProviderConfig
from prod.bingx.enums import BingxEnvironment
from prod.bingx.schemas import BingxContract
from prod.clean_arch.dita_v2 import BackendMode
from prod.clean_arch.dita_v2 import BingxVenueAdapter
from prod.clean_arch.dita_v2 import ControlUpdate
from prod.clean_arch.dita_v2 import ExecutionKernel
from prod.clean_arch.dita_v2 import KernelCommandType
from prod.clean_arch.dita_v2 import KernelDiagnosticCode
from prod.clean_arch.dita_v2 import KernelEventKind
from prod.clean_arch.dita_v2 import KernelIntent
from prod.clean_arch.dita_v2 import KernelMode
from prod.clean_arch.dita_v2 import KernelVerbosity
from prod.clean_arch.dita_v2 import RealZincControlPlane
from prod.clean_arch.dita_v2 import RealZincPlane
from prod.clean_arch.dita_v2 import TradeSide
from prod.clean_arch.dita_v2 import TradeStage
DOTENV_PATH = Path("/mnt/dolphinng5_predict/.env")
if DOTENV_PATH.exists():
load_dotenv(DOTENV_PATH, override=False)
LIVE_ENABLED = os.getenv("BINGX_SMOKE_LIVE") == "1"
LIVE_TRADING_ENABLED = os.getenv("BINGX_SMOKE_ALLOW_TRADE") == "1"
LIVE_DITAV2_ENABLED = os.getenv("DITA_V2_LIVE_BINGX") == "1"
LIVE_CREDENTIALS_READY = bool(os.getenv("BINGX_API_KEY")) and bool(os.getenv("BINGX_SECRET_KEY"))
pytestmark = pytest.mark.skipif(
not (LIVE_ENABLED and LIVE_TRADING_ENABLED and LIVE_DITAV2_ENABLED and LIVE_CREDENTIALS_READY),
reason=(
"DITAv2 live BingX testnet E2E requires BINGX_SMOKE_LIVE=1, "
"BINGX_SMOKE_ALLOW_TRADE=1, DITA_V2_LIVE_BINGX=1, and BingX VST credentials"
),
)
def _norm_symbol(value: str) -> str:
return str(value or "").replace("-", "").replace("_", "").upper()
def _contract_rows(payload: Any) -> list[dict[str, Any]]:
if isinstance(payload, list):
return [row for row in payload if isinstance(row, dict)]
if isinstance(payload, dict):
for key in ("contracts", "data", "rows"):
rows = payload.get(key)
if isinstance(rows, list):
return [row for row in rows if isinstance(row, dict)]
return []
def _reference_price_row(payload: Any) -> dict[str, Any]:
if isinstance(payload, list):
return payload[0] if payload and isinstance(payload[0], dict) else {}
if isinstance(payload, dict):
data = payload.get("data")
if isinstance(data, list):
return data[0] if data and isinstance(data[0], dict) else {}
if isinstance(data, dict):
return data
return payload
return {}
def _position_qty(row: dict[str, Any]) -> Decimal:
raw = row.get("positionAmt") or row.get("positionQty") or row.get("positionSize") or row.get("quantity") or 0
try:
return abs(Decimal(str(raw)))
except Exception:
return Decimal("0")
def _position_side(row: dict[str, Any]) -> TradeSide:
side_raw = str(row.get("positionSide") or row.get("side") or "").upper()
if side_raw in {"SHORT", "SELL"}:
return TradeSide.SHORT
if side_raw in {"LONG", "BUY"}:
return TradeSide.LONG
qty = _position_qty(row)
signed = str(row.get("positionAmt") or row.get("quantity") or "0")
try:
return TradeSide.SHORT if Decimal(signed) < 0 else TradeSide.LONG if qty > 0 else TradeSide.FLAT
except Exception:
return TradeSide.FLAT
def _live_quantity(contract: BingxContract) -> Decimal:
base = contract.min_quantity if contract.min_quantity > 0 else contract.step_size
if base <= 0:
base = Decimal("0.001")
qty = base * Decimal("2")
step = contract.step_size if contract.step_size > 0 else Decimal("0.001")
if qty < step * Decimal("2"):
qty = step * Decimal("2")
if qty < Decimal("12"):
qty = Decimal("12")
return qty
def _build_kernel(prefix: str) -> tuple[ExecutionKernel, RealZincControlPlane, RealZincPlane, BingxVenueAdapter]:
zinc_plane = RealZincPlane(prefix=prefix, slot_count=1, create=True)
control_plane = RealZincControlPlane(prefix=prefix, create=False)
venue = BingxVenueAdapter(
config=BingxExecClientConfig(
api_key=os.environ.get("BINGX_API_KEY", ""),
secret_key=os.environ.get("BINGX_SECRET_KEY", ""),
environment=BingxEnvironment.VST,
allow_mainnet=False,
recv_window_ms=int(os.environ.get("DOLPHIN_BINGX_RECV_WINDOW_MS", "60000")),
default_leverage=int(os.environ.get("DOLPHIN_BINGX_DEFAULT_LEVERAGE", "1")),
exchange_leverage_cap=int(os.environ.get("DOLPHIN_BINGX_EXCHANGE_LEVERAGE_CAP", "3")),
prefer_websocket=False,
sizing_mode="testnet",
journal_strategy="dita_v2_live_testnet",
journal_db="dolphin_pink",
instrument_provider=BingxInstrumentProviderConfig(load_all=True),
)
)
kernel = ExecutionKernel(
max_slots=1,
control_plane=control_plane,
venue=venue,
zinc_plane=zinc_plane,
)
kernel.update_control(
ControlUpdate(
mode=KernelMode.DEBUG,
verbosity=KernelVerbosity.TRACE,
backend_mode=BackendMode.BINGX,
trace_transitions=True,
debug_clickhouse_enabled=True,
mirror_to_hazelcast=True,
reconcile_on_restart=True,
)
)
return kernel, control_plane, zinc_plane, venue
def _pick_live_contract(venue: BingxVenueAdapter) -> BingxContract:
client = getattr(getattr(venue, "backend", None), "_client", None)
if client is None:
raise AssertionError("BingxVenueAdapter backend does not expose a live client")
async def _inner() -> BingxContract:
state = await venue.backend.refresh_state(include_history=True)
open_symbols = {
_norm_symbol(str(row.get("symbol", key)))
for key, row in getattr(state, "open_positions", {}).items()
if isinstance(row, dict)
}
contracts_payload = await client.public_get("/openApi/swap/v2/quote/contracts")
contracts: list[BingxContract] = []
for row in _contract_rows(contracts_payload):
try:
contracts.append(BingxContract.from_http(row))
except Exception:
continue
if not contracts:
raise AssertionError("BingX VST contract loader returned no usable contracts")
preferred = [
os.getenv("BINGX_SMOKE_SYMBOL", "").strip().upper(),
"TRXUSDT",
"XLMUSDT",
"DOGEUSDT",
"ETHUSDT",
"BTCUSDT",
]
by_symbol = {contract.symbol.upper(): contract for contract in contracts}
by_venue = {contract.venue_symbol.replace("-", "").upper(): contract for contract in contracts}
for candidate in preferred:
if not candidate or candidate in open_symbols:
continue
if candidate in by_symbol:
return by_symbol[candidate]
if candidate in by_venue:
return by_venue[candidate]
for contract in contracts:
symbol = contract.symbol.upper()
venue_symbol = contract.venue_symbol.replace("-", "").upper()
if symbol not in open_symbols and venue_symbol not in open_symbols:
return contract
raise AssertionError("No BingX VST contract available outside the current open set")
return asyncio.run(_inner())
def _reference_price(venue: BingxVenueAdapter, contract: BingxContract) -> Decimal:
client = getattr(getattr(venue, "backend", None), "_client", None)
if client is None:
raise AssertionError("BingxVenueAdapter backend does not expose a live client")
async def _inner() -> Decimal:
payload = await client.public_get("/openApi/swap/v2/quote/price", {"symbol": contract.venue_symbol})
row = _reference_price_row(payload)
raw_price = row.get("price") or row.get("lastPrice") or row.get("markPrice") or row.get("last")
if raw_price is None:
raise AssertionError(f"Unable to resolve BingX price for {contract.venue_symbol}: {payload!r}")
return Decimal(str(raw_price))
return asyncio.run(_inner())
def _live_intent(
*,
action: KernelCommandType,
trade_id: str,
side: TradeSide,
asset: str,
target_size: float,
price: float,
reason: str,
) -> dict[str, Any]:
return {
"timestamp": datetime.now(timezone.utc).isoformat(),
"intent_id": f"{trade_id}:{action.value}:{reason}:{uuid.uuid4().hex[:8]}",
"trade_id": trade_id,
"slot_id": 0,
"asset": asset,
"side": side.value,
"action": action.value,
"reference_price": float(price),
"target_size": float(target_size),
"leverage": 1.0,
"exit_leg_ratios": [0.5, 0.5],
"reason": reason,
"metadata": {"source": "live_bingx_testnet"},
"stage": "INTENT_CREATED",
}
def _current_exchange_rows(venue: BingxVenueAdapter, symbol: str) -> list[dict[str, Any]]:
rows = []
for row in venue.open_positions():
if _norm_symbol(str(row.get("symbol") or row.get("venueSymbol") or "")) == _norm_symbol(symbol):
rows.append(dict(row))
return rows
def _current_exchange_qty(venue: BingxVenueAdapter, symbol: str) -> Decimal:
rows = _current_exchange_rows(venue, symbol)
if not rows:
return Decimal("0")
return max(_position_qty(row) for row in rows)
def _observed_live_qty(kernel: ExecutionKernel, venue: BingxVenueAdapter, symbol: str) -> Decimal:
slot_qty = Decimal(str(getattr(kernel.slot(0), "size", 0.0) or 0.0))
exchange_qty = _current_exchange_qty(venue, symbol)
return max(slot_qty, exchange_qty)
def _drive_live_reconcile(kernel: ExecutionKernel, venue: BingxVenueAdapter, symbol: str) -> None:
snapshot = venue.reconcile()
for event in snapshot:
if _norm_symbol(str(getattr(event, "asset", ""))) == _norm_symbol(symbol):
kernel.on_venue_event(event)
def _wait_for_live_response(kernel: ExecutionKernel, venue: BingxVenueAdapter, symbol: str, *, timeout_s: float = 60.0) -> tuple[TradeStage, Decimal]:
def _predicate() -> bool:
_drive_live_reconcile(kernel, venue, symbol)
slot = kernel.slot(0)
return slot.asset == symbol and slot.fsm_state != TradeStage.IDLE
try:
_wait_until(_predicate, timeout_s=timeout_s, interval_s=1.0)
except AssertionError:
_drive_live_reconcile(kernel, venue, symbol)
slot = kernel.slot(0)
return slot.fsm_state, _current_exchange_qty(venue, symbol)
def _wait_until(predicate, *, timeout_s: float = 30.0, interval_s: float = 1.0) -> None:
deadline = time.monotonic() + timeout_s
last_exc: Exception | None = None
while time.monotonic() < deadline:
try:
if predicate():
return
except Exception as exc: # pragma: no cover - best effort live polling
last_exc = exc
time.sleep(interval_s)
if last_exc is not None:
raise AssertionError("timed out while waiting for live BingX state") from last_exc
raise AssertionError("timed out while waiting for live BingX state")
def _cleanup_live_position(kernel: ExecutionKernel, venue: BingxVenueAdapter, contract: BingxContract, trade_id: str) -> None:
try:
for attempt in range(5):
qty = _current_exchange_qty(venue, contract.symbol)
if qty <= 0:
return
side = TradeSide.SHORT
rows = _current_exchange_rows(venue, contract.symbol)
if rows:
side = _position_side(rows[0])
if side == TradeSide.FLAT:
side = TradeSide.SHORT
price = float(_reference_price(venue, contract))
outcome = kernel.process_intent(
KernelIntent(
timestamp=datetime.now(timezone.utc),
intent_id=f"{trade_id}:cleanup:{attempt}:{uuid.uuid4().hex[:8]}",
trade_id=trade_id,
slot_id=0,
asset=contract.symbol,
side=side,
action=KernelCommandType.EXIT,
reference_price=price,
target_size=float(qty),
leverage=1.0,
exit_leg_ratios=(1.0,),
reason="CLEANUP",
metadata={"source": "cleanup"},
)
)
if outcome.diagnostic_code == KernelDiagnosticCode.NO_ACTIVE_EXIT_ORDER:
_wait_until(lambda: _current_exchange_qty(venue, contract.symbol) <= 0, timeout_s=20.0, interval_s=1.0)
else:
_wait_until(lambda: _current_exchange_qty(venue, contract.symbol) <= 0, timeout_s=30.0, interval_s=1.0)
finally:
pass
@dataclass(frozen=True)
class _LiveCase:
name: str
side: TradeSide
LIVE_CASES = (
_LiveCase("short_cycle", TradeSide.SHORT),
_LiveCase("long_cycle", TradeSide.LONG),
)
@pytest.mark.parametrize("case", LIVE_CASES, ids=lambda case: case.name)
def test_live_bingx_testnet_basic_cycle(case: _LiveCase) -> None:
prefix = f"dita_v2_live_{case.name}_{uuid.uuid4().hex[:8]}"
kernel, control_plane, zinc_plane, venue = _build_kernel(prefix)
contract: BingxContract | None = None
trade_id = f"live-{case.name}-{uuid.uuid4().hex[:8]}"
try:
assert venue.connect() is True
contract = _pick_live_contract(venue)
size = _live_quantity(contract)
price = _reference_price(venue, contract)
entry = kernel.process_intent(
KernelIntent(
timestamp=datetime.now(timezone.utc),
intent_id=f"{trade_id}:entry",
trade_id=trade_id,
slot_id=0,
asset=contract.symbol,
side=case.side,
action=KernelCommandType.ENTER,
reference_price=float(price),
target_size=float(size),
leverage=1.0,
exit_leg_ratios=(0.5, 0.5),
reason="LIVE_ENTRY",
metadata={"contract": contract.venue_symbol},
)
)
if entry.diagnostic_code == KernelDiagnosticCode.RATE_LIMITED or any(event.kind == KernelEventKind.RATE_LIMITED for event in entry.emitted_events):
assert entry.accepted is False
assert kernel.slot(0).fsm_state in {
TradeStage.IDLE,
TradeStage.POSITION_OPEN,
TradeStage.POSITION_OPENED,
TradeStage.ENTRY_WORKING,
TradeStage.EXIT_WORKING,
TradeStage.POSITION_PARTIALLY_CLOSED,
TradeStage.CLOSED,
TradeStage.STALE_STATE_RECONCILING,
}
return
assert entry.accepted is True
assert entry.diagnostic_code == KernelDiagnosticCode.OK
slot = kernel.slot(0)
assert slot.trade_id == trade_id
assert slot.asset == contract.symbol
state, open_qty = _wait_for_live_response(kernel, venue, contract.symbol, timeout_s=60.0)
kernel_qty = Decimal(str(getattr(kernel.slot(0), "size", 0.0) or 0.0))
live_qty = max(kernel_qty, open_qty)
assert state in {
TradeStage.IDLE,
TradeStage.POSITION_OPEN,
TradeStage.POSITION_OPENED,
TradeStage.ENTRY_WORKING,
TradeStage.EXIT_WORKING,
TradeStage.POSITION_PARTIALLY_CLOSED,
TradeStage.CLOSED,
TradeStage.STALE_STATE_RECONCILING,
}
assert kernel.zinc_plane.read_control().backend_mode == BackendMode.BINGX
if live_qty <= 0:
assert entry.emitted_events, "entry should still emit an exchange reaction"
assert any(event.kind in {KernelEventKind.ORDER_ACK, KernelEventKind.ORDER_REJECT, KernelEventKind.PARTIAL_FILL, KernelEventKind.RATE_LIMITED} for event in entry.emitted_events)
return
mark = kernel.process_intent(
KernelIntent(
timestamp=datetime.now(timezone.utc),
intent_id=f"{trade_id}:mark",
trade_id=trade_id,
slot_id=0,
asset=contract.symbol,
side=case.side,
action=KernelCommandType.MARK_PRICE,
reference_price=float(price),
target_size=float(size),
leverage=1.0,
exit_leg_ratios=(0.5, 0.5),
reason="LIVE_MARK",
metadata={"contract": contract.venue_symbol},
)
)
assert mark.accepted is True
assert kernel.slot(0).asset == contract.symbol
live_qty = max(Decimal(str(getattr(kernel.slot(0), "size", 0.0) or 0.0)), _current_exchange_qty(venue, contract.symbol))
assert live_qty > 0
partial_target = max(live_qty / Decimal("2"), contract.step_size)
partial = kernel.process_intent(
KernelIntent(
timestamp=datetime.now(timezone.utc),
intent_id=f"{trade_id}:partial_exit",
trade_id=trade_id,
slot_id=0,
asset=contract.symbol,
side=case.side,
action=KernelCommandType.EXIT,
reference_price=float(price),
target_size=float(partial_target),
leverage=1.0,
exit_leg_ratios=(0.5, 0.5),
reason="LIVE_PARTIAL_EXIT",
metadata={"contract": contract.venue_symbol},
)
)
if partial.diagnostic_code == KernelDiagnosticCode.RATE_LIMITED or any(event.kind == KernelEventKind.RATE_LIMITED for event in partial.emitted_events):
assert partial.accepted is False
assert kernel.slot(0).fsm_state in {
TradeStage.IDLE,
TradeStage.POSITION_OPEN,
TradeStage.POSITION_OPENED,
TradeStage.ENTRY_WORKING,
TradeStage.EXIT_WORKING,
TradeStage.POSITION_PARTIALLY_CLOSED,
TradeStage.CLOSED,
TradeStage.STALE_STATE_RECONCILING,
}
return
assert partial.accepted is True
if partial.diagnostic_code in {
KernelDiagnosticCode.EXIT_ORDER_REJECTED,
KernelDiagnosticCode.ORDER_REJECTED,
KernelDiagnosticCode.NO_ACTIVE_EXIT_ORDER,
KernelDiagnosticCode.CANCEL_REJECTED,
KernelDiagnosticCode.RATE_LIMITED,
} or any(event.kind in {KernelEventKind.ORDER_REJECT, KernelEventKind.CANCEL_REJECT, KernelEventKind.RATE_LIMITED} for event in partial.emitted_events):
assert kernel.slot(0).fsm_state in {
TradeStage.IDLE,
TradeStage.POSITION_OPEN,
TradeStage.POSITION_OPENED,
TradeStage.ENTRY_WORKING,
TradeStage.EXIT_WORKING,
TradeStage.POSITION_PARTIALLY_CLOSED,
TradeStage.CLOSED,
TradeStage.STALE_STATE_RECONCILING,
}
return
_wait_until(lambda: _current_exchange_qty(venue, contract.symbol) <= live_qty, timeout_s=60.0, interval_s=1.0)
reduced_qty = _current_exchange_qty(venue, contract.symbol)
assert reduced_qty <= open_qty
remaining = reduced_qty
if remaining > 0:
final = kernel.process_intent(
KernelIntent(
timestamp=datetime.now(timezone.utc),
intent_id=f"{trade_id}:final_exit",
trade_id=trade_id,
slot_id=0,
asset=contract.symbol,
side=case.side,
action=KernelCommandType.EXIT,
reference_price=float(price),
target_size=float(remaining),
leverage=1.0,
exit_leg_ratios=(1.0,),
reason="LIVE_FINAL_EXIT",
metadata={"contract": contract.venue_symbol},
)
)
if final.diagnostic_code == KernelDiagnosticCode.RATE_LIMITED or any(event.kind == KernelEventKind.RATE_LIMITED for event in final.emitted_events):
assert final.accepted is False
assert kernel.slot(0).fsm_state in {
TradeStage.IDLE,
TradeStage.POSITION_OPEN,
TradeStage.POSITION_OPENED,
TradeStage.ENTRY_WORKING,
TradeStage.EXIT_WORKING,
TradeStage.POSITION_PARTIALLY_CLOSED,
TradeStage.CLOSED,
TradeStage.STALE_STATE_RECONCILING,
}
return
assert final.accepted is True
if final.diagnostic_code in {
KernelDiagnosticCode.EXIT_ORDER_REJECTED,
KernelDiagnosticCode.ORDER_REJECTED,
KernelDiagnosticCode.NO_ACTIVE_EXIT_ORDER,
KernelDiagnosticCode.CANCEL_REJECTED,
KernelDiagnosticCode.RATE_LIMITED,
} or any(event.kind in {KernelEventKind.ORDER_REJECT, KernelEventKind.CANCEL_REJECT, KernelEventKind.RATE_LIMITED} for event in final.emitted_events):
assert kernel.slot(0).fsm_state in {
TradeStage.IDLE,
TradeStage.POSITION_OPEN,
TradeStage.POSITION_OPENED,
TradeStage.ENTRY_WORKING,
TradeStage.EXIT_WORKING,
TradeStage.POSITION_PARTIALLY_CLOSED,
TradeStage.CLOSED,
TradeStage.STALE_STATE_RECONCILING,
}
return
_wait_until(lambda: _current_exchange_qty(venue, contract.symbol) <= 0, timeout_s=60.0, interval_s=1.0)
# On the real live path there is no active working exit order after the market close.
cancel_diag = kernel.process_intent(
KernelIntent(
timestamp=datetime.now(timezone.utc),
intent_id=f"{trade_id}:cancel_after_flat",
trade_id=trade_id,
slot_id=0,
asset=contract.symbol,
side=case.side,
action=KernelCommandType.CANCEL,
reference_price=float(price),
target_size=float(size),
leverage=1.0,
exit_leg_ratios=(1.0,),
reason="LIVE_CANCEL_AFTER_FLAT",
metadata={"contract": contract.venue_symbol},
)
)
assert cancel_diag.diagnostic_code in {
KernelDiagnosticCode.NO_ACTIVE_EXIT_ORDER,
KernelDiagnosticCode.OK,
KernelDiagnosticCode.CANCEL_REJECTED,
KernelDiagnosticCode.ORDER_REJECTED,
KernelDiagnosticCode.RATE_LIMITED,
}
_wait_until(lambda: _current_exchange_qty(venue, contract.symbol) <= 0, timeout_s=60.0, interval_s=1.0)
assert _current_exchange_qty(venue, contract.symbol) <= 0
assert kernel.slot(0).size <= 1e-12
finally:
if contract is not None:
try:
_cleanup_live_position(kernel, venue, contract, trade_id)
except Exception:
pass
try:
disconnect = getattr(getattr(venue, "backend", None), "disconnect", None)
if disconnect is not None:
asyncio.run(disconnect())
except Exception:
pass
try:
zinc_plane.close()
except Exception:
pass
try:
control_plane.close()
except Exception:
pass
@pytest.mark.parametrize("seed", range(4), ids=lambda seed: f"seed-{seed}")
@pytest.mark.parametrize("side", [TradeSide.SHORT, TradeSide.LONG], ids=lambda side: f"side-{side.value.lower()}")
def test_live_bingx_testnet_chaos_fuzz(seed: int, side: TradeSide) -> None:
rng = __import__("random").Random(20260527 + seed)
prefix = f"dita_v2_live_fuzz_{side.value.lower()}_{seed}_{uuid.uuid4().hex[:8]}"
kernel, control_plane, zinc_plane, venue = _build_kernel(prefix)
contract: BingxContract | None = None
trade_id = f"live-fuzz-{side.value.lower()}-{seed}-{uuid.uuid4().hex[:8]}"
try:
assert venue.connect() is True
contract = _pick_live_contract(venue)
size = _live_quantity(contract)
price = _reference_price(venue, contract)
kernel.process_intent(
KernelIntent(
timestamp=datetime.now(timezone.utc),
intent_id=f"{trade_id}:entry",
trade_id=trade_id,
slot_id=0,
asset=contract.symbol,
side=side,
action=KernelCommandType.ENTER,
reference_price=float(price),
target_size=float(size),
leverage=1.0,
exit_leg_ratios=(0.5, 0.5),
reason="FUZZ_ENTRY",
metadata={"contract": contract.venue_symbol},
)
)
state, open_qty = _wait_for_live_response(kernel, venue, contract.symbol, timeout_s=60.0)
kernel_qty = Decimal(str(getattr(kernel.slot(0), "size", 0.0) or 0.0))
live_qty = max(kernel_qty, open_qty)
assert state in {
TradeStage.IDLE,
TradeStage.POSITION_OPEN,
TradeStage.POSITION_OPENED,
TradeStage.ENTRY_WORKING,
TradeStage.EXIT_WORKING,
TradeStage.POSITION_PARTIALLY_CLOSED,
TradeStage.CLOSED,
TradeStage.STALE_STATE_RECONCILING,
}
if live_qty <= 0:
assert kernel.slot(0).fsm_state in {
TradeStage.IDLE,
TradeStage.ENTRY_WORKING,
TradeStage.POSITION_OPEN,
TradeStage.POSITION_OPENED,
TradeStage.STALE_STATE_RECONCILING,
TradeStage.CLOSED,
}
return
for idx in range(rng.randint(4, 7)):
slot = kernel.slot(0)
action = rng.choice(["mark", "exit_half", "exit_rest", "cancel", "reconcile"])
current_price = _reference_price(venue, contract)
_drive_live_reconcile(kernel, venue, contract.symbol)
slot = kernel.slot(0)
if action == "mark":
kernel.process_intent(
KernelIntent(
timestamp=datetime.now(timezone.utc),
intent_id=f"{trade_id}:mark:{idx}",
trade_id=trade_id,
slot_id=0,
asset=contract.symbol,
side=side,
action=KernelCommandType.MARK_PRICE,
reference_price=float(current_price),
target_size=float(max(size, slot.size or size)),
leverage=1.0,
exit_leg_ratios=(0.5, 0.5),
reason=f"FUZZ_MARK_{idx}",
metadata={"contract": contract.venue_symbol},
)
)
elif action == "exit_half":
live_qty = max(Decimal(str(getattr(kernel.slot(0), "size", 0.0) or 0.0)), _current_exchange_qty(venue, contract.symbol))
if live_qty <= 0:
continue
target = max(live_qty / Decimal("2"), contract.step_size)
kernel.process_intent(
KernelIntent(
timestamp=datetime.now(timezone.utc),
intent_id=f"{trade_id}:exit_half:{idx}",
trade_id=trade_id,
slot_id=0,
asset=contract.symbol,
side=side,
action=KernelCommandType.EXIT,
reference_price=float(current_price),
target_size=float(target),
leverage=1.0,
exit_leg_ratios=(0.5, 0.5),
reason=f"FUZZ_EXIT_HALF_{idx}",
metadata={"contract": contract.venue_symbol},
)
)
elif action == "exit_rest":
live_qty = max(Decimal(str(getattr(kernel.slot(0), "size", 0.0) or 0.0)), _current_exchange_qty(venue, contract.symbol))
if live_qty <= 0:
continue
kernel.process_intent(
KernelIntent(
timestamp=datetime.now(timezone.utc),
intent_id=f"{trade_id}:exit_rest:{idx}",
trade_id=trade_id,
slot_id=0,
asset=contract.symbol,
side=side,
action=KernelCommandType.EXIT,
reference_price=float(current_price),
target_size=float(max(Decimal(str(slot.size)), contract.step_size)),
leverage=1.0,
exit_leg_ratios=(1.0,),
reason=f"FUZZ_EXIT_REST_{idx}",
metadata={"contract": contract.venue_symbol},
)
)
elif action == "cancel":
if kernel.slot(0).active_exit_order is not None or max(Decimal(str(getattr(kernel.slot(0), "size", 0.0) or 0.0)), _current_exchange_qty(venue, contract.symbol)) > 0:
outcome = kernel.process_intent(
KernelIntent(
timestamp=datetime.now(timezone.utc),
intent_id=f"{trade_id}:cancel:{idx}",
trade_id=trade_id,
slot_id=0,
asset=contract.symbol,
side=side,
action=KernelCommandType.CANCEL,
reference_price=float(current_price),
target_size=float(max(size, contract.step_size)),
leverage=1.0,
exit_leg_ratios=(1.0,),
reason=f"FUZZ_CANCEL_{idx}",
metadata={"contract": contract.venue_symbol},
)
)
assert outcome.diagnostic_code in {
KernelDiagnosticCode.NO_ACTIVE_EXIT_ORDER,
KernelDiagnosticCode.OK,
KernelDiagnosticCode.RATE_LIMITED,
}
else:
kernel.process_intent(
KernelIntent(
timestamp=datetime.now(timezone.utc),
intent_id=f"{trade_id}:reconcile:{idx}",
trade_id=trade_id,
slot_id=0,
asset=contract.symbol,
side=side,
action=KernelCommandType.RECONCILE,
reference_price=float(current_price),
target_size=float(size),
leverage=1.0,
exit_leg_ratios=(0.5, 0.5),
reason=f"FUZZ_RECONCILE_{idx}",
metadata={"contract": contract.venue_symbol},
)
)
_drive_live_reconcile(kernel, venue, contract.symbol)
_wait_until(lambda: max(Decimal(str(getattr(kernel.slot(0), "size", 0.0) or 0.0)), _current_exchange_qty(venue, contract.symbol)) >= 0, timeout_s=2.0, interval_s=0.2)
# Hard close-out pass for the fuzz cases.
for _ in range(3):
qty = max(Decimal(str(getattr(kernel.slot(0), "size", 0.0) or 0.0)), _current_exchange_qty(venue, contract.symbol))
if qty <= 0:
break
kernel.process_intent(
KernelIntent(
timestamp=datetime.now(timezone.utc),
intent_id=f"{trade_id}:cleanup:{uuid.uuid4().hex[:8]}",
trade_id=trade_id,
slot_id=0,
asset=contract.symbol,
side=side,
action=KernelCommandType.EXIT,
reference_price=float(_reference_price(venue, contract)),
target_size=float(qty),
leverage=1.0,
exit_leg_ratios=(1.0,),
reason="FUZZ_CLEANUP",
metadata={"contract": contract.venue_symbol},
)
)
_wait_until(lambda: max(Decimal(str(getattr(kernel.slot(0), "size", 0.0) or 0.0)), _current_exchange_qty(venue, contract.symbol)) <= 0, timeout_s=60.0, interval_s=1.0)
assert max(Decimal(str(getattr(kernel.slot(0), "size", 0.0) or 0.0)), _current_exchange_qty(venue, contract.symbol)) <= 0
assert kernel.slot(0).fsm_state in {
TradeStage.CLOSED,
TradeStage.IDLE,
TradeStage.POSITION_OPEN,
TradeStage.POSITION_PARTIALLY_CLOSED,
TradeStage.STALE_STATE_RECONCILING,
}
assert kernel.zinc_plane.read_control().mode == KernelMode.DEBUG
assert kernel.zinc_plane.read_control().verbosity == KernelVerbosity.TRACE
finally:
if contract is not None:
try:
_cleanup_live_position(kernel, venue, contract, trade_id)
except Exception:
pass
try:
disconnect = getattr(getattr(venue, "backend", None), "disconnect", None)
if disconnect is not None:
asyncio.run(disconnect())
except Exception:
pass
try:
zinc_plane.close()
except Exception:
pass
try:
control_plane.close()
except Exception:
pass

54
prod/tests/test_dita_v2_ops.py Normal file
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from __future__ import annotations
from pathlib import Path
import unittest
class TestDITAv2Ops(unittest.TestCase):
def test_operator_playbook_mentions_supervisor_program(self) -> None:
text = Path("/mnt/dolphinng5_predict/prod/docs/DITA_V2_OPERATOR_PLAYBOOK.md").read_text()
self.assertIn("dolphin:dita_v2", text)
self.assertIn("launch_dita_v2.py", text)
self.assertIn("dita_v2_ctl.py", text)
def test_supervisor_config_contains_dita_v2_program(self) -> None:
conf = Path("/mnt/dolphinng5_predict/prod/supervisor/dolphin-supervisord.conf").read_text()
self.assertIn("[program:dita_v2]", conf)
self.assertIn("launch_dita_v2.py", conf)
def test_supervisor_migration_doc_mentions_dita_v2_recovery(self) -> None:
text = Path("/mnt/dolphinng5_predict/prod/AGENT_READ_Supervisor_migration.md").read_text()
self.assertIn("dolphin:dita_v2", text)
self.assertIn("dita_v2_ctl.py", text)
self.assertIn("Do not use `systemctl` for `dolphin:dita_v2`", text)
def test_supervisor_wrapper_mentions_dita_v2(self) -> None:
text = Path("/mnt/dolphinng5_predict/prod/supervisor/supervisorctl.sh").read_text()
self.assertIn("dita_v2", text)
self.assertIn("dita_v2_ctl.py", text)
def test_supervisor_config_has_dita_v2_comment(self) -> None:
conf = Path("/mnt/dolphinng5_predict/prod/supervisor/dolphin-supervisord.conf").read_text()
self.assertIn("DITAv2 — supervised kernel", conf)
def test_operational_status_mentions_dita_v2(self) -> None:
text = Path("/mnt/dolphinng5_predict/prod/docs/OPERATIONAL_STATUS.md").read_text()
self.assertIn("DITAv2 Kernel", text)
self.assertIn("dolphin:dita_v2", text)
def test_live_smoke_wrapper_is_documented_and_wired(self) -> None:
script = Path("/mnt/dolphinng5_predict/prod/ops/dita_v2_live_bingx_smoke.py").read_text()
self.assertIn("BINGX_SMOKE_LIVE", script)
self.assertIn("BINGX_SMOKE_ALLOW_TRADE", script)
self.assertIn("DITA_V2_LIVE_BINGX", script)
self.assertIn("test_dita_v2_live_bingx_testnet_e2e.py", script)
self.assertIn("--dry-run", script)
playbook = Path("/mnt/dolphinng5_predict/prod/docs/DITA_V2_OPERATOR_PLAYBOOK.md").read_text()
self.assertIn("dita_v2_live_bingx_smoke.py", playbook)
self.assertIn("--dry-run", playbook)
self.assertIn("TRXUSDT", playbook)
if __name__ == "__main__":
unittest.main()

380
prod/tests/test_dita_v2_zinc.py Normal file
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from __future__ import annotations
from datetime import datetime, timezone
import os
import random
import threading
import time
import unittest
from uuid import uuid4
from prod.clean_arch.dita_v2 import (
ControlUpdate,
ExecutionKernel,
InMemoryControlPlane,
KernelCommandType,
KernelDiagnosticCode,
KernelControlSnapshot,
KernelIntent,
KernelMode,
KernelVerbosity,
MockVenueAdapter,
MockVenueScenario,
InMemoryZincPlane,
RealZincPlane,
RealZincControlPlane,
RealZincUnavailable,
TradeSide,
TradeSlot,
TradeStage,
VenueEvent,
VenueEventStatus,
KernelEventKind,
)
from prod.clean_arch.dita_v2.real_zinc_plane import SharedRegion
HAS_REAL_ZINC = SharedRegion is not None
def mk_intent_kwargs(
*,
slot_id: int,
trade_id: str,
action: KernelCommandType,
size: float = 1.0,
leverage: float = 2.0,
side: TradeSide = TradeSide.SHORT,
price: float = 100.0,
reason: str = "FUZZ",
) -> dict[str, object]:
return {
"timestamp": datetime.now(timezone.utc),
"intent_id": f"intent-{trade_id}-{action.value}-{slot_id}",
"trade_id": trade_id,
"slot_id": slot_id,
"asset": "BTCUSDT",
"side": side,
"action": action,
"reference_price": price,
"target_size": size,
"leverage": leverage,
"exit_leg_ratios": (0.5, 0.5) if action == KernelCommandType.EXIT else (1.0,),
"reason": reason,
}
@unittest.skipUnless(HAS_REAL_ZINC, "Real Zinc adapter is unavailable")
class TestDITAv2RealZinc(unittest.TestCase):
def setUp(self) -> None:
self.prefix = f"dita_v2_{os.getpid()}_{uuid4().hex}"
self.writer = RealZincPlane(prefix=self.prefix, slot_count=3, create=True)
self.reader = RealZincPlane(prefix=self.prefix, slot_count=3, create=False)
def tearDown(self) -> None:
self.writer.close()
self.reader.close()
def _slot_dicts(self, plane: RealZincPlane) -> list[dict[str, object]]:
return [slot.to_dict() for slot in plane.read_slots()]
def test_wait_notify_and_roundtrip(self) -> None:
waiter_started = threading.Event()
waiter_result: dict[str, bool] = {"ok": False}
def _waiter() -> None:
waiter_started.set()
waiter_result["ok"] = self.reader.wait_on_state(timeout_ms=3000)
thread = threading.Thread(target=_waiter, daemon=True)
thread.start()
self.assertTrue(waiter_started.wait(timeout=2.0))
time.sleep(0.05)
kernel_slot = self.writer.read_slots()
self.assertEqual(len(kernel_slot), 3)
self.assertTrue(all(slot.fsm_state == TradeStage.IDLE for slot in kernel_slot))
self.writer.write_slot(
TradeSlot(
slot_id=0,
trade_id="trade-zinc-1",
asset="BTCUSDT",
side=TradeSide.SHORT,
entry_price=100.0,
size=1.0,
initial_size=1.0,
leverage=2.0,
fsm_state=TradeStage.POSITION_OPEN,
)
)
thread.join(timeout=3.0)
self.assertFalse(thread.is_alive())
self.assertTrue(waiter_result["ok"])
slots = self.reader.read_slots()
self.assertEqual(len(slots), 3)
self.assertEqual(slots[0].trade_id, "trade-zinc-1")
self.assertEqual(slots[0].fsm_state, TradeStage.POSITION_OPEN)
self.assertTrue(all(slot.fsm_state == TradeStage.IDLE for slot in slots[1:]))
def test_in_memory_wait_notify_matches_signal_semantics(self) -> None:
plane = InMemoryZincPlane()
waiter_started = threading.Event()
waiter_result: dict[str, bool] = {"ok": False}
def _waiter() -> None:
waiter_started.set()
waiter_result["ok"] = plane.wait_on_state(timeout_ms=2000)
thread = threading.Thread(target=_waiter, daemon=True)
thread.start()
self.assertTrue(waiter_started.wait(timeout=2.0))
time.sleep(0.05)
plane.write_slot(
TradeSlot(
slot_id=0,
trade_id="trade-signal",
asset="BTCUSDT",
side=TradeSide.LONG,
entry_price=101.0,
size=1.0,
initial_size=1.0,
leverage=2.0,
fsm_state=TradeStage.POSITION_OPEN,
)
)
thread.join(timeout=3.0)
self.assertFalse(thread.is_alive())
self.assertTrue(waiter_result["ok"])
def test_real_control_plane_roundtrip_uses_open_existing_region(self) -> None:
prefix = f"dita_v2_control_{os.getpid()}_{uuid4().hex}"
plane = RealZincPlane(prefix=prefix, slot_count=1, create=True)
control = RealZincControlPlane(prefix=prefix, create=False)
try:
snapshot = control.read()
self.assertEqual(getattr(snapshot.mode, "value", snapshot.mode), KernelMode.NORMAL.value)
self.assertEqual(getattr(snapshot.verbosity, "value", snapshot.verbosity), KernelVerbosity.QUIET.value)
updated = control.update(ControlUpdate(mode=KernelMode.DEBUG, verbosity=KernelVerbosity.TRACE))
self.assertEqual(getattr(updated.mode, "value", updated.mode), KernelMode.DEBUG.value)
self.assertEqual(getattr(updated.verbosity, "value", updated.verbosity), KernelVerbosity.TRACE.value)
mirrored = plane.read_control()
self.assertEqual(getattr(mirrored.mode, "value", mirrored.mode), KernelMode.DEBUG.value)
self.assertEqual(getattr(mirrored.verbosity, "value", mirrored.verbosity), KernelVerbosity.TRACE.value)
finally:
control.close()
plane.close()
def test_real_control_plane_create_conflicts_with_existing_zinc_plane(self) -> None:
prefix = f"dita_v2_conflict_{os.getpid()}_{uuid4().hex}"
plane = RealZincPlane(prefix=prefix, slot_count=1, create=True)
try:
with self.assertRaises(FileExistsError):
RealZincControlPlane(prefix=prefix, create=True)
finally:
plane.close()
def test_kernel_accepts_real_control_plane_snapshot_strings(self) -> None:
prefix = f"dita_v2_kernel_real_cp_{os.getpid()}_{uuid4().hex}"
plane = RealZincPlane(prefix=prefix, slot_count=1, create=True)
control = RealZincControlPlane(prefix=prefix, create=False)
try:
kernel = ExecutionKernel(
max_slots=1,
control_plane=control,
venue=MockVenueAdapter(MockVenueScenario(emit_fill_on_submit=True, partial_fill_ratio=1.0)),
zinc_plane=plane,
)
kernel.update_control(
ControlUpdate(
mode=KernelMode.DEBUG,
verbosity=KernelVerbosity.TRACE,
trace_transitions=True,
)
)
outcome = kernel.process_intent(
KernelIntent(
**mk_intent_kwargs(
slot_id=0,
trade_id=f"trade-real-cp-{uuid4().hex}",
action=KernelCommandType.ENTER,
price=100.0,
size=1.0,
)
)
)
self.assertTrue(outcome.accepted)
self.assertEqual(outcome.diagnostic_code, KernelDiagnosticCode.OK)
self.assertEqual(kernel.slot(0).fsm_state, TradeStage.POSITION_OPEN)
self.assertEqual(getattr(kernel.control.mode, "value", kernel.control.mode), KernelMode.DEBUG.value)
self.assertEqual(getattr(kernel.control.verbosity, "value", kernel.control.verbosity), KernelVerbosity.TRACE.value)
finally:
control.close()
plane.close()
def test_kernel_and_zinc_fuzz_roundtrip_150_checks(self) -> None:
control = InMemoryControlPlane(
KernelControlSnapshot(mode=KernelMode.DEBUG, verbosity=KernelVerbosity.TRACE)
)
kernel = ExecutionKernel(
max_slots=3,
control_plane=control,
venue=MockVenueAdapter(MockVenueScenario(emit_fill_on_submit=True, partial_fill_ratio=1.0)),
zinc_plane=self.writer,
)
rng = random.Random(20260526)
for i in range(150):
slot_id = rng.randrange(0, 3)
slot = kernel.slot(slot_id)
op = rng.choice(
[
"enter",
"exit",
"mark",
"reconcile",
"control",
"event",
]
)
with self.subTest(iteration=i, slot=slot_id, op=op):
if op == "enter":
if slot.is_free():
kernel.process_intent(
KernelIntent(
**mk_intent_kwargs(
slot_id=slot_id,
trade_id=f"trade-{slot_id}-{i}",
action=KernelCommandType.ENTER,
price=100.0 + rng.random(),
size=1.0 + (rng.random() * 0.5),
leverage=1.5 + (rng.random() * 2.0),
)
)
)
elif op == "exit":
if slot.is_open():
kernel.process_intent(
KernelIntent(
**mk_intent_kwargs(
slot_id=slot_id,
trade_id=slot.trade_id,
action=KernelCommandType.EXIT,
price=99.0 + rng.random(),
size=max(0.1, slot.size or 0.1),
leverage=slot.leverage or 2.0,
)
)
)
elif op == "mark":
kernel.process_intent(
KernelIntent(
**mk_intent_kwargs(
slot_id=slot_id,
trade_id=slot.trade_id or f"trade-{slot_id}-{i}",
action=KernelCommandType.MARK_PRICE,
price=95.0 + rng.random() * 10.0,
size=max(slot.size, 1.0) if slot.size > 0 else 1.0,
leverage=slot.leverage or 2.0,
)
)
)
elif op == "reconcile":
kernel.process_intent(
KernelIntent(
**mk_intent_kwargs(
slot_id=slot_id,
trade_id=slot.trade_id or f"trade-{slot_id}-{i}",
action=KernelCommandType.RECONCILE,
price=100.0,
size=max(slot.size, 1.0) if slot.size > 0 else 1.0,
leverage=slot.leverage or 2.0,
)
)
)
elif op == "control":
kernel.update_control(
ControlUpdate(
mode=KernelMode.DEBUG if rng.random() < 0.7 else KernelMode.NORMAL,
verbosity=KernelVerbosity.TRACE if rng.random() < 0.5 else KernelVerbosity.VERBOSE,
trace_transitions=rng.random() < 0.5,
)
)
elif op == "event":
current = kernel.slot(slot_id)
if current.active_entry_order is not None:
event = VenueEvent(
timestamp=datetime.now(timezone.utc),
event_id=f"evt-{i}-{slot_id}",
trade_id=current.trade_id,
slot_id=slot_id,
kind=rng.choice(
[
KernelEventKind.ORDER_ACK,
KernelEventKind.PARTIAL_FILL,
KernelEventKind.FULL_FILL,
]
),
status=rng.choice(
[
VenueEventStatus.ACKED,
VenueEventStatus.PARTIALLY_FILLED,
VenueEventStatus.FILLED,
]
),
venue_order_id=current.active_entry_order.venue_order_id,
venue_client_id=current.active_entry_order.venue_client_id,
side=current.side,
asset=current.asset,
price=current.entry_price or 100.0,
size=current.size or 1.0,
filled_size=current.size or 1.0,
remaining_size=0.0,
)
kernel.on_venue_event(event)
elif current.active_exit_order is not None:
event = VenueEvent(
timestamp=datetime.now(timezone.utc),
event_id=f"evt-{i}-{slot_id}",
trade_id=current.trade_id,
slot_id=slot_id,
kind=rng.choice(
[
KernelEventKind.PARTIAL_FILL,
KernelEventKind.FULL_FILL,
KernelEventKind.CANCEL_ACK,
KernelEventKind.CANCEL_REJECT,
]
),
status=rng.choice(
[
VenueEventStatus.PARTIALLY_FILLED,
VenueEventStatus.FILLED,
VenueEventStatus.CANCELED,
VenueEventStatus.CANCELED_REJECTED,
]
),
venue_order_id=current.active_exit_order.venue_order_id,
venue_client_id=current.active_exit_order.venue_client_id,
side=current.side,
asset=current.asset,
price=current.entry_price or 100.0,
size=current.size or 1.0,
filled_size=min(current.size or 1.0, 0.5),
remaining_size=max(0.0, (current.size or 1.0) - 0.5),
)
kernel.on_venue_event(event)
writer_slots = self._slot_dicts(self.writer)
reader_slots = self._slot_dicts(self.reader)
kernel_slots = [slot.to_dict() for slot in kernel.state.slots]
self.assertEqual(writer_slots, reader_slots)
self.assertEqual(reader_slots, kernel_slots)
self.assertEqual(self.reader.read_control().mode, kernel.control.mode)
self.assertEqual(self.reader.read_control().verbosity, kernel.control.verbosity)
self.assertEqual(len(self.reader.read_intents()), len(self.writer.read_intents()))
if __name__ == "__main__":
unittest.main()

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prod/tests/test_multi_exit_retraction_contract.py Normal file
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from __future__ import annotations
import hashlib
import json
from dataclasses import dataclass, field
from typing import Dict, List
import math
import random
import pytest
EPS = 1e-9
@dataclass
class ExitLeg:
trade_id: str
chain_root_trade_id: str
exit_seq: int
exit_leg_id: str
chain_prev_leg_id: str
chain_head_leg_id: str
command_id: str
fraction: float
qty: float
exit_price: float
fee: float
net_pnl: float
remaining_after: float
reason: str
chain_token: str
@dataclass
class ParentTrade:
trade_id: str
side: str # SHORT | LONG
entry_price: float
entry_qty: float
remaining_qty: float
realized_pnl_total: float = 0.0
realized_fees_total: float = 0.0
exit_seq: int = 0
status: str = "OPEN" # OPEN | PARTIALLY_CLOSED | CLOSED
version: int = 0
legs: List[ExitLeg] = field(default_factory=list)
chain_root_trade_id: str = ""
chain_head_leg_id: str = ""
chain_prev_leg_id: str = ""
chain_token: str = ""
def _chain_token(payload: dict) -> str:
return hashlib.sha256(json.dumps(payload, sort_keys=True, separators=(",", ":"), default=str).encode()).hexdigest()
class MiniRetractionRuntime:
"""
Contract-reference runtime:
- all partial exits route through one handler
- idempotent by command_id
- financial accumulation by executed leg
"""
def __init__(self, fee_rate: float = 0.00055):
self.fee_rate = fee_rate
self.capital = 25_000.0
self.trades: Dict[str, ParentTrade] = {}
self.applied_commands: Dict[str, ExitLeg] = {}
def open_trade(self, trade_id: str, side: str, entry_price: float, qty: float) -> None:
assert trade_id not in self.trades
t = ParentTrade(
trade_id=trade_id,
side=side,
entry_price=entry_price,
entry_qty=qty,
remaining_qty=qty,
)
t.chain_root_trade_id = trade_id
t.chain_head_leg_id = f"{trade_id}:open"
t.chain_prev_leg_id = ""
t.chain_token = _chain_token({
"trade_id": trade_id,
"chain_root_trade_id": trade_id,
"chain_head_leg_id": t.chain_head_leg_id,
"chain_prev_leg_id": "",
"chain_seq": 0,
"side": side,
"entry_price": entry_price,
"entry_qty": qty,
"remaining_qty": qty,
"realized_pnl_total": 0.0,
"realized_fees_total": 0.0,
})
self.trades[trade_id] = t
def retract(
self,
trade_id: str,
*,
command_id: str,
fraction: float,
exit_price: float,
reason: str,
) -> ExitLeg | None:
if command_id in self.applied_commands:
return self.applied_commands[command_id]
if not (0 < fraction <= 1.0):
return None
t = self.trades.get(trade_id)
if not t or t.status == "CLOSED":
return None
expected = _chain_token({
"trade_id": t.trade_id,
"chain_root_trade_id": t.chain_root_trade_id or t.trade_id,
"chain_head_leg_id": t.chain_head_leg_id or f"{t.trade_id}:open",
"chain_prev_leg_id": t.chain_prev_leg_id or "",
"chain_seq": t.exit_seq,
"side": t.side,
"entry_price": t.entry_price,
"entry_qty": t.entry_qty,
"remaining_qty": t.remaining_qty,
"realized_pnl_total": t.realized_pnl_total,
"realized_fees_total": t.realized_fees_total,
})
if t.chain_token and t.chain_token != expected:
return None
requested_qty = t.remaining_qty * fraction
qty = min(max(requested_qty, 0.0), t.remaining_qty)
if qty <= EPS:
return None
sign = -1.0 if t.side == "SHORT" else 1.0
gross = sign * (exit_price - t.entry_price) * qty
fee = self.fee_rate * (t.entry_price * qty + exit_price * qty)
net = gross - fee
t.exit_seq += 1
t.version += 1
t.remaining_qty = max(0.0, t.remaining_qty - qty)
t.realized_pnl_total += net
t.realized_fees_total += fee
self.capital += net
t.status = "CLOSED" if t.remaining_qty <= EPS else "PARTIALLY_CLOSED"
prev_head = t.chain_head_leg_id or f"{t.trade_id}:open"
t.chain_prev_leg_id = prev_head
t.chain_head_leg_id = f"{t.trade_id}:x{t.exit_seq:03d}"
t.chain_token = _chain_token({
"trade_id": t.trade_id,
"chain_root_trade_id": t.chain_root_trade_id or t.trade_id,
"chain_head_leg_id": t.chain_head_leg_id,
"chain_prev_leg_id": prev_head,
"chain_seq": t.exit_seq,
"side": t.side,
"entry_price": t.entry_price,
"entry_qty": t.entry_qty,
"remaining_qty": t.remaining_qty,
"realized_pnl_total": t.realized_pnl_total,
"realized_fees_total": t.realized_fees_total,
})
leg = ExitLeg(
trade_id=t.trade_id,
chain_root_trade_id=t.chain_root_trade_id or t.trade_id,
exit_seq=t.exit_seq,
exit_leg_id=f"{t.trade_id}:x{t.exit_seq:03d}",
chain_prev_leg_id=prev_head,
chain_head_leg_id=t.chain_head_leg_id,
command_id=command_id,
fraction=fraction,
qty=qty,
exit_price=exit_price,
fee=fee,
net_pnl=net,
remaining_after=t.remaining_qty,
reason=reason,
chain_token=t.chain_token,
)
t.legs.append(leg)
self.applied_commands[command_id] = leg
return leg
def _assert_parent_invariants(t: ParentTrade) -> None:
total_qty = sum(l.qty for l in t.legs)
assert total_qty <= t.entry_qty + EPS
assert math.isclose(t.remaining_qty, max(0.0, t.entry_qty - total_qty), abs_tol=1e-8)
assert math.isclose(t.realized_pnl_total, sum(l.net_pnl for l in t.legs), rel_tol=0, abs_tol=1e-8)
assert math.isclose(t.realized_fees_total, sum(l.fee for l in t.legs), rel_tol=0, abs_tol=1e-8)
if t.legs:
assert t.chain_head_leg_id == t.legs[-1].exit_leg_id
assert t.chain_token == t.legs[-1].chain_token
if t.remaining_qty <= EPS:
assert t.status == "CLOSED"
elif t.legs:
assert t.status == "PARTIALLY_CLOSED"
else:
assert t.status == "OPEN"
def test_retract_default_half_then_close_preserves_lineage_and_math() -> None:
rt = MiniRetractionRuntime()
rt.open_trade("T1", "SHORT", 100.0, 10.0)
l1 = rt.retract("T1", command_id="c1", fraction=0.5, exit_price=99.0, reason="HOTKEY_RETRACT")
assert l1 is not None
assert l1.exit_leg_id == "T1:x001"
assert l1.qty == 5.0
assert l1.chain_prev_leg_id == "T1:open"
assert l1.chain_head_leg_id == "T1:x001"
l2 = rt.retract("T1", command_id="c2", fraction=1.0, exit_price=98.5, reason="HOTKEY_RETRACT")
assert l2 is not None
assert l2.exit_leg_id == "T1:x002"
assert l2.qty == 5.0
assert l2.chain_prev_leg_id == "T1:x001"
assert l2.chain_head_leg_id == "T1:x002"
t = rt.trades["T1"]
_assert_parent_invariants(t)
assert t.status == "CLOSED"
assert t.exit_seq == 2
def test_idempotent_command_does_not_double_execute() -> None:
rt = MiniRetractionRuntime()
rt.open_trade("T2", "SHORT", 50.0, 20.0)
first = rt.retract("T2", command_id="dup", fraction=0.5, exit_price=49.8, reason="V7_RETRACT")
second = rt.retract("T2", command_id="dup", fraction=0.5, exit_price=49.7, reason="V7_RETRACT")
assert first is not None
assert second is not None
assert first.exit_leg_id == second.exit_leg_id
assert len(rt.trades["T2"].legs) == 1
_assert_parent_invariants(rt.trades["T2"])
def test_invalid_fraction_rejected() -> None:
rt = MiniRetractionRuntime()
rt.open_trade("T3", "SHORT", 10.0, 10.0)
assert rt.retract("T3", command_id="a", fraction=0.0, exit_price=9.9, reason="HOTKEY_RETRACT") is None
assert rt.retract("T3", command_id="b", fraction=1.5, exit_price=9.9, reason="HOTKEY_RETRACT") is None
assert len(rt.trades["T3"].legs) == 0
_assert_parent_invariants(rt.trades["T3"])
def test_long_side_accounting_sign_is_correct() -> None:
rt = MiniRetractionRuntime()
rt.open_trade("T4", "LONG", 100.0, 2.0)
leg = rt.retract("T4", command_id="c", fraction=1.0, exit_price=101.0, reason="HOTKEY_RETRACT")
assert leg is not None
assert leg.net_pnl > 0
_assert_parent_invariants(rt.trades["T4"])
def test_over_many_random_partial_exits_invariants_hold() -> None:
rng = random.Random(1337)
rt = MiniRetractionRuntime()
rt.open_trade("T5", "SHORT", 120.0, 30.0)
for i in range(200):
t = rt.trades["T5"]
if t.status == "CLOSED":
break
# Biased toward smaller retractions; occasionally force full close
frac = 1.0 if i % 37 == 0 else max(0.01, min(0.99, rng.random() * 0.6))
px = 120.0 - rng.random() * 2.0
rt.retract("T5", command_id=f"cmd-{i}", fraction=frac, exit_price=px, reason="V7_RETRACT")
_assert_parent_invariants(rt.trades["T5"])
t = rt.trades["T5"]
# Must eventually close under forced 1.0 fractions
assert t.status == "CLOSED"
_assert_parent_invariants(t)
def test_capital_updates_are_leg_immediate() -> None:
rt = MiniRetractionRuntime()
start = rt.capital
rt.open_trade("T6", "SHORT", 200.0, 4.0)
l1 = rt.retract("T6", command_id="r1", fraction=0.5, exit_price=199.0, reason="HOTKEY_RETRACT")
assert l1 is not None
mid = rt.capital
assert not math.isclose(mid, start, abs_tol=1e-12)
l2 = rt.retract("T6", command_id="r2", fraction=1.0, exit_price=198.5, reason="HOTKEY_RETRACT")
assert l2 is not None
assert math.isclose(rt.capital, start + l1.net_pnl + l2.net_pnl, rel_tol=0, abs_tol=1e-8)
def test_command_on_closed_trade_is_noop() -> None:
rt = MiniRetractionRuntime()
rt.open_trade("T7", "SHORT", 100.0, 1.0)
rt.retract("T7", command_id="x1", fraction=1.0, exit_price=99.7, reason="HOTKEY_RETRACT")
t = rt.trades["T7"]
assert t.status == "CLOSED"
n = len(t.legs)
out = rt.retract("T7", command_id="x2", fraction=0.5, exit_price=99.6, reason="HOTKEY_RETRACT")
assert out is None
assert len(t.legs) == n
_assert_parent_invariants(t)
def test_tampered_chain_head_is_rejected() -> None:
rt = MiniRetractionRuntime()
rt.open_trade("T8", "SHORT", 75.0, 8.0)
first = rt.retract("T8", command_id="c1", fraction=0.5, exit_price=74.5, reason="HOTKEY_RETRACT")
assert first is not None
rt.trades["T8"].chain_head_leg_id = "T8:x999"
second = rt.retract("T8", command_id="c2", fraction=0.5, exit_price=74.0, reason="HOTKEY_RETRACT")
assert second is None
with pytest.raises(AssertionError):
_assert_parent_invariants(rt.trades["T8"])

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prod/tests/test_multi_exit_retraction_fuzz.py Normal file
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from __future__ import annotations
import json
import random
import threading
from dataclasses import dataclass
import importlib.util
from pathlib import Path
import pytest
_MOD_PATH = Path("/mnt/dolphinng5_predict/prod/nautilus_event_trader.py")
_SPEC = importlib.util.spec_from_file_location("nautilus_event_trader_mod", _MOD_PATH)
assert _SPEC and _SPEC.loader
mod = importlib.util.module_from_spec(_SPEC)
_SPEC.loader.exec_module(mod) # type: ignore[arg-type]
@dataclass
class _Pos:
trade_id: str
asset: str
entry_price: float
notional: float
current_price: float = 0.0
pnl_pct: float = 0.0
class _ExitMgr:
def __init__(self):
self._positions: dict[str, dict] = {}
class _Eng:
def __init__(self, pos: _Pos | None):
self.position = pos
self.capital = 25_000.0
self.exit_manager = _ExitMgr()
if pos:
self.exit_manager._positions[pos.trade_id] = {"dummy": True}
class _Map:
def __init__(self):
self._d = {"blue_runtime_commands": "[]"}
self._lock = threading.Lock()
def blocking(self):
return self
def get(self, key):
with self._lock:
return self._d.get(key)
def put(self, key, val):
with self._lock:
self._d[key] = val
class _F:
def add_done_callback(self, _cb):
return None
return _F()
def _mk_trader():
t = object.__new__(mod.DolphinLiveTrader)
t.eng_lock = threading.Lock()
t.control_map = _Map()
t._processed_retract_commands = mod.deque(maxlen=5000)
t._processed_retract_set = set()
t._pending_entries = {}
t.current_day = "2026-05-12"
t.bar_idx = 100
return t
def _install_open_position(t, *, trade_id="T", asset="STXUSDT", entry_price=1.0, notional=1000.0):
p = _Pos(trade_id, asset, entry_price, notional, current_price=entry_price)
t.eng = _Eng(p)
t._pending_entries[trade_id] = {
"trade_id": trade_id,
"asset": asset,
"side": "SHORT",
"entry_price": entry_price,
"entry_bar": 90,
"entry_date": "2026-05-12",
"notional": notional,
"notional_entry": notional,
"retraction_legs": 0,
"realized_pnl_legs_total": 0.0,
}
t._pending_entries[trade_id].update(t._chain_state_for_pending(
trade_id,
t._pending_entries[trade_id],
chain_mode="LIVE",
chain_head_leg_id=f"{trade_id}:open",
chain_prev_leg_id="",
chain_seq=0,
))
def test_fuzz_retraction_invariants_hold_under_random_command_stream(monkeypatch):
monkeypatch.setattr(mod, "ch_put", lambda *_args, **_kwargs: None)
monkeypatch.setattr(mod, "_ch_ts_us", lambda: 123)
rng = random.Random(20260512)
t = _mk_trader()
_install_open_position(t, trade_id="T-FUZZ", asset="STXUSDT", entry_price=1.0, notional=10_000.0)
seen_ids: set[str] = set()
baseline_cap = t.eng.capital
for i in range(2500):
if t.eng.position is None:
break
px = max(0.00001, 1.0 + rng.uniform(-0.25, 0.25))
# Mix valid and invalid commands.
frac_choice = rng.choice([
rng.uniform(0.01, 1.0), # valid
0.0, # invalid
-0.1, # invalid
1.2, # invalid
])
# inject duplicate ids often
if i > 0 and rng.random() < 0.2:
cid = rng.choice(tuple(seen_ids)) if seen_ids else f"c-{i}"
else:
cid = f"c-{i}-{rng.randint(0, 999)}"
seen_ids.add(cid)
# wrong trade ids sometimes
tid = "T-FUZZ" if rng.random() < 0.8 else f"OTHER-{i}"
pending = t._pending_entries["T-FUZZ"]
cmd = {
"command_id": cid,
"trade_id": tid,
"action": "RETRACT",
"fraction": frac_choice,
"reason": "HOTKEY_RETRACT",
"source": "fuzz",
"chain_root_trade_id": pending["chain_root_trade_id"],
"chain_head_leg_id": pending["chain_head_leg_id"],
"chain_prev_leg_id": pending["chain_prev_leg_id"],
"chain_seq": pending["chain_seq"],
"chain_token": pending["chain_token"],
}
t.control_map.put("blue_runtime_commands", json.dumps([cmd]))
t._process_runtime_commands({"STXUSDT": px})
if t.eng.position is not None:
n = float(t.eng.position.notional)
assert n >= -1e-8
# never exceed original notional
assert n <= 10_000.0 + 1e-8
p = t._pending_entries["T-FUZZ"]
assert int(p.get("retraction_legs", 0) or 0) >= 0
# Capital must stay finite and deterministic.
assert t.eng.capital == pytest.approx(float(t.eng.capital))
assert abs(t.eng.capital - baseline_cap) < 1e7
def test_fuzz_concurrent_queue_submission_and_drain(monkeypatch):
monkeypatch.setattr(mod, "ch_put", lambda *_args, **_kwargs: None)
monkeypatch.setattr(mod, "_ch_ts_us", lambda: 123)
rng = random.Random(777)
t = _mk_trader()
_install_open_position(t, trade_id="T-RACE", asset="DASHUSDT", entry_price=10.0, notional=5000.0)
def producer(start: int, count: int):
for i in range(start, start + count):
with t.control_map._lock:
raw = t.control_map._d.get("blue_runtime_commands", "[]")
q = json.loads(raw) if raw else []
q.append({
"command_id": f"p-{i}",
"trade_id": "T-RACE" if rng.random() < 0.9 else "OTHER",
"action": "RETRACT",
"fraction": rng.uniform(0.01, 1.0),
"reason": "HOTKEY_RETRACT",
"source": "race",
"chain_root_trade_id": t._pending_entries["T-RACE"]["chain_root_trade_id"],
"chain_head_leg_id": t._pending_entries["T-RACE"]["chain_head_leg_id"],
"chain_prev_leg_id": t._pending_entries["T-RACE"]["chain_prev_leg_id"],
"chain_seq": t._pending_entries["T-RACE"]["chain_seq"],
"chain_token": t._pending_entries["T-RACE"]["chain_token"],
})
t.control_map._d["blue_runtime_commands"] = json.dumps(q[-200:])
threads = [threading.Thread(target=producer, args=(k * 120, 120)) for k in range(4)]
for th in threads:
th.start()
for th in threads:
th.join()
# Drain repeatedly; must not throw and must preserve invariants.
for _ in range(50):
if t.eng.position is None:
break
t._process_runtime_commands({"DASHUSDT": rng.uniform(8.0, 12.0)})
if t.eng.position is not None:
assert t.eng.position.notional >= -1e-8
assert t.eng.position.notional <= 5000.0 + 1e-8

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from __future__ import annotations
import json
import threading
import tempfile
from dataclasses import dataclass
import importlib.util
from pathlib import Path
import pytest
_MOD_PATH = Path("/mnt/dolphinng5_predict/prod/nautilus_event_trader.py")
_SPEC = importlib.util.spec_from_file_location("nautilus_event_trader_mod", _MOD_PATH)
assert _SPEC and _SPEC.loader
mod = importlib.util.module_from_spec(_SPEC)
_SPEC.loader.exec_module(mod) # type: ignore[arg-type]
@dataclass
class _Pos:
trade_id: str
asset: str
entry_price: float
notional: float
current_price: float = 0.0
pnl_pct: float = 0.0
class _ExitMgr:
def __init__(self) -> None:
self._positions: dict[str, dict] = {}
class _Eng:
def __init__(self, pos: _Pos | None, capital: float = 25_000.0) -> None:
self.position = pos
self.capital = capital
self.exit_manager = _ExitMgr()
if pos is not None:
self.exit_manager._positions[pos.trade_id] = {"dummy": True}
class _Map:
def __init__(self, initial: dict | None = None) -> None:
self._d = dict(initial or {})
self._lock = threading.Lock()
def blocking(self):
return self
def get(self, key):
with self._lock:
return self._d.get(key)
def put(self, key, val):
with self._lock:
self._d[key] = val
class _F:
def add_done_callback(self, _cb):
return None
return _F()
def _mk_trader() -> mod.DolphinLiveTrader:
t = object.__new__(mod.DolphinLiveTrader)
tmpdir = Path(tempfile.mkdtemp(prefix="dolphin_retract_test_"))
mod.CAPITAL_DISK_CHECKPOINT = tmpdir / "capital_checkpoint.json"
mod.CAPITAL_CORRECTIVE_REPLAY = tmpdir / "capital_replay.json"
mod.CAPITAL_UPDATE_LEDGER = tmpdir / "capital_update_ledger.json"
t.eng_lock = threading.Lock()
t.state_map = _Map({})
t.pnl_map = _Map({})
t.control_map = _Map({"blue_runtime_commands": "[]"})
t._processed_retract_commands = mod.deque(maxlen=5000)
t._processed_retract_set = set()
t._pending_entries = {}
t.current_day = "2026-05-12"
t.bar_idx = 100
return t
def _seed_chain(t: mod.DolphinLiveTrader, trade_id: str) -> None:
pending = t._pending_entries[trade_id]
pending.update(t._chain_state_for_pending(
trade_id,
pending,
chain_mode="LIVE",
chain_head_leg_id=f"{trade_id}:open",
chain_prev_leg_id="",
chain_seq=0,
))
def _retract_cmd(t: mod.DolphinLiveTrader, trade_id: str, *, command_id: str, fraction: float, reason: str) -> dict:
pending = t._pending_entries[trade_id]
return {
"command_id": command_id,
"trade_id": trade_id,
"action": "RETRACT",
"fraction": fraction,
"reason": reason,
"source": "tui_hotkey",
"chain_root_trade_id": pending["chain_root_trade_id"],
"chain_head_leg_id": pending["chain_head_leg_id"],
"chain_prev_leg_id": pending["chain_prev_leg_id"],
"chain_seq": pending["chain_seq"],
"chain_token": pending["chain_token"],
}
def test_runtime_command_partial_exit_updates_position_and_capital(monkeypatch):
rows = []
monkeypatch.setattr(mod, "ch_put", lambda table, row: rows.append((table, row)))
monkeypatch.setattr(mod, "_ch_ts_us", lambda: 123456789)
t = _mk_trader()
pos = _Pos("T-1", "STXUSDT", 1.0, 1000.0, current_price=0.95)
t.eng = _Eng(pos, capital=25000.0)
t._pending_entries["T-1"] = {
"asset": "STXUSDT",
"side": "SHORT",
"entry_price": 1.0,
"entry_bar": 90,
"entry_date": "2026-05-12",
"notional": 1000.0,
"notional_entry": 1000.0,
"retraction_legs": 0,
"realized_pnl_legs_total": 0.0,
}
_seed_chain(t, "T-1")
cmd = _retract_cmd(t, "T-1", command_id="c-1", fraction=0.5, reason="HOTKEY_RETRACT")
t.control_map.put("blue_runtime_commands", json.dumps([cmd]))
forced = t._process_runtime_commands({"STXUSDT": 0.95})
assert forced is None
assert t.eng.position is not None
assert pytest.approx(t.eng.position.notional, abs=1e-9) == 500.0
assert t._pending_entries["T-1"]["retraction_legs"] == 1
assert pytest.approx(t._pending_entries["T-1"]["realized_pnl_legs_total"], abs=1e-9) == 25.0
assert pytest.approx(t.eng.capital, abs=1e-9) == 25025.0
assert any(tbl == "trade_exit_legs" for tbl, _ in rows)
recon_rows = [r for tbl, r in rows if tbl == "trade_reconstruction"]
assert recon_rows
assert any(json.loads(r["payload_json"]).get("chain", {}).get("chain_token") for r in recon_rows)
assert any(tbl == "hotkey_audit" and r["result"] == "PARTIAL_OK" for tbl, r in rows)
stale_cmd = dict(cmd)
stale_cmd["command_id"] = "c-1-stale"
t.control_map.put("blue_runtime_commands", json.dumps([stale_cmd]))
t._process_runtime_commands({"STXUSDT": 0.94})
assert pytest.approx(t.eng.position.notional, abs=1e-9) == 500.0
assert any(tbl == "hotkey_audit" and "CHAIN_MISMATCH" in r["result"] for tbl, r in rows)
def test_runtime_command_full_close_returns_forced_exit(monkeypatch):
monkeypatch.setattr(mod, "ch_put", lambda *_args, **_kwargs: None)
monkeypatch.setattr(mod, "_ch_ts_us", lambda: 123)
t = _mk_trader()
pos = _Pos("T-2", "FETUSDT", 2.0, 200.0, current_price=1.9)
t.eng = _Eng(pos, capital=1000.0)
t._pending_entries["T-2"] = {
"asset": "FETUSDT",
"side": "SHORT",
"entry_price": 2.0,
"entry_bar": 95,
"entry_date": "2026-05-12",
"notional": 200.0,
"notional_entry": 200.0,
"retraction_legs": 0,
"realized_pnl_legs_total": 0.0,
}
_seed_chain(t, "T-2")
cmd = _retract_cmd(t, "T-2", command_id="c-2", fraction=1.0, reason="HOTKEY_RETRACT")
t.control_map.put("blue_runtime_commands", json.dumps([cmd]))
forced = t._process_runtime_commands({"FETUSDT": 1.9})
assert forced is not None
assert forced["trade_id"] == "T-2"
assert forced["reason"] == "HOTKEY_RETRACT"
assert forced["capital_already_realized"] is True
assert forced["economic_pnl"] == pytest.approx(forced["net_pnl"], abs=1e-12)
assert forced["economic_pnl_pct"] == pytest.approx(forced["pnl_pct"], abs=1e-12)
assert t.eng.position is None
assert "T-2" not in t.eng.exit_manager._positions
def test_full_retract_close_path_does_not_double_apply_capital(monkeypatch):
monkeypatch.setattr(mod, "ch_put", lambda *_args, **_kwargs: None)
monkeypatch.setattr(mod, "_ch_ts_us", lambda: 123)
t = _mk_trader()
t.state_map = _Map({})
t.pnl_map = _Map({})
pos = _Pos("T-2B", "FETUSDT", 2.0, 200.0, current_price=1.9)
t.eng = _Eng(pos, capital=1000.0)
t._pending_entries["T-2B"] = {
"asset": "FETUSDT",
"side": "SHORT",
"entry_price": 2.0,
"entry_bar": 95,
"entry_date": "2026-05-12",
"notional": 200.0,
"notional_entry": 200.0,
"quantity": 100.0,
"retraction_legs": 0,
"realized_pnl_legs_total": 0.0,
}
_seed_chain(t, "T-2B")
cmd = _retract_cmd(t, "T-2B", command_id="c-2b", fraction=1.0, reason="HOTKEY_RETRACT")
t.control_map.put("blue_runtime_commands", json.dumps([cmd]))
forced = t._process_runtime_commands({"FETUSDT": 1.9})
assert forced is not None
# First accounting application happened in retract leg.
assert t.eng.capital == pytest.approx(1010.0, abs=1e-9)
pending = t._pending_entries["T-2B"]
realized_pnl, realized_source = t._resolved_realized_trade_pnl(pending, forced, exit_price=1.9)
assert realized_source == "net_pnl"
assert realized_pnl == pytest.approx(10.0, abs=1e-9)
# Close-path accounting must be suppressed because leg accounting already realized pnl.
cap_delta, cap_source = t._resolved_capital_apply_pnl(forced, realized_pnl)
assert cap_source == "already_realized"
assert cap_delta == pytest.approx(0.0, abs=1e-12)
cap_before, cap_after = t._apply_trade_capital_update(
cap_delta,
reason="HOTKEY_RETRACT",
source="trade_close",
trade_id="T-2B",
asset="FETUSDT",
)
assert cap_before == pytest.approx(1010.0, abs=1e-9)
assert cap_after == pytest.approx(1010.0, abs=1e-9)
assert t.eng.capital == pytest.approx(1010.0, abs=1e-9)
def test_idempotent_replay_is_noop(monkeypatch):
rows = []
monkeypatch.setattr(mod, "ch_put", lambda table, row: rows.append((table, row)))
monkeypatch.setattr(mod, "_ch_ts_us", lambda: 123)
t = _mk_trader()
pos = _Pos("T-3", "DASHUSDT", 10.0, 1000.0, current_price=9.5)
t.eng = _Eng(pos, capital=5000.0)
t._pending_entries["T-3"] = {
"asset": "DASHUSDT",
"side": "SHORT",
"entry_price": 10.0,
"entry_bar": 90,
"entry_date": "2026-05-12",
"notional": 1000.0,
"notional_entry": 1000.0,
"retraction_legs": 0,
"realized_pnl_legs_total": 0.0,
}
_seed_chain(t, "T-3")
cmd = _retract_cmd(t, "T-3", command_id="dup", fraction=0.5, reason="HOTKEY_RETRACT")
t.control_map.put("blue_runtime_commands", json.dumps([cmd, cmd]))
t._process_runtime_commands({"DASHUSDT": 9.5})
assert pytest.approx(t.eng.position.notional, abs=1e-9) == 500.0
replays = [r for tbl, r in rows if tbl == "hotkey_audit" and r.get("result") == "IDEMPOTENT_REPLAY"]
assert replays
def test_idempotent_replay_does_not_change_capital(monkeypatch):
monkeypatch.setattr(mod, "ch_put", lambda *_args, **_kwargs: None)
monkeypatch.setattr(mod, "_ch_ts_us", lambda: 123)
t = _mk_trader()
pos = _Pos("T-3B", "DASHUSDT", 10.0, 1000.0, current_price=9.5)
t.eng = _Eng(pos, capital=5000.0)
t._pending_entries["T-3B"] = {
"asset": "DASHUSDT",
"side": "SHORT",
"entry_price": 10.0,
"entry_bar": 90,
"entry_date": "2026-05-12",
"notional": 1000.0,
"notional_entry": 1000.0,
"retraction_legs": 0,
"realized_pnl_legs_total": 0.0,
}
_seed_chain(t, "T-3B")
cmd = _retract_cmd(t, "T-3B", command_id="dup-2", fraction=0.5, reason="HOTKEY_RETRACT")
t.control_map.put("blue_runtime_commands", json.dumps([cmd, cmd]))
t._process_runtime_commands({"DASHUSDT": 9.5})
cap_after_first = t.eng.capital
t.control_map.put("blue_runtime_commands", json.dumps([cmd]))
t._process_runtime_commands({"DASHUSDT": 9.5})
assert t.eng.capital == pytest.approx(cap_after_first, abs=1e-9)
def test_trade_id_mismatch_is_rejected_and_position_unchanged(monkeypatch):
rows = []
monkeypatch.setattr(mod, "ch_put", lambda table, row: rows.append((table, row)))
monkeypatch.setattr(mod, "_ch_ts_us", lambda: 123)
t = _mk_trader()
pos = _Pos("T-4", "STXUSDT", 1.0, 1000.0, current_price=1.01)
t.eng = _Eng(pos, capital=1000.0)
t._pending_entries["T-4"] = {"asset": "STXUSDT", "side": "SHORT", "entry_price": 1.0, "entry_bar": 80, "entry_date": "2026-05-12"}
_seed_chain(t, "T-4")
cmd = {"command_id": "bad", "trade_id": "OTHER", "action": "RETRACT", "fraction": 0.5, "reason": "HOTKEY_RETRACT", "chain_root_trade_id": "OTHER", "chain_head_leg_id": "OTHER:open", "chain_prev_leg_id": "", "chain_seq": 0, "chain_token": "stale"}
t.control_map.put("blue_runtime_commands", json.dumps([cmd]))
t._process_runtime_commands({"STXUSDT": 1.01})
assert pytest.approx(t.eng.position.notional, abs=1e-9) == 1000.0
assert any(tbl == "hotkey_audit" and "TRADE_MISMATCH" in r["result"] for tbl, r in rows)
def test_command_queue_drained_atomically(monkeypatch):
monkeypatch.setattr(mod, "ch_put", lambda *_args, **_kwargs: None)
monkeypatch.setattr(mod, "_ch_ts_us", lambda: 123)
t = _mk_trader()
pos = _Pos("T-5", "LINKUSDT", 10.0, 1000.0, current_price=9.8)
t.eng = _Eng(pos, capital=500.0)
t._pending_entries["T-5"] = {"asset": "LINKUSDT", "side": "SHORT", "entry_price": 10.0, "entry_bar": 88, "entry_date": "2026-05-12"}
_seed_chain(t, "T-5")
cmds = [
_retract_cmd(t, "T-5", command_id="a", fraction=0.25, reason="HOTKEY_RETRACT"),
_retract_cmd(t, "T-5", command_id="b", fraction=0.25, reason="HOTKEY_RETRACT"),
]
t.control_map.put("blue_runtime_commands", json.dumps(cmds))
t._process_runtime_commands({"LINKUSDT": 9.8})
assert t.control_map.get("blue_runtime_commands") == "[]"
def test_bad_fraction_rejected(monkeypatch):
rows = []
monkeypatch.setattr(mod, "ch_put", lambda table, row: rows.append((table, row)))
monkeypatch.setattr(mod, "_ch_ts_us", lambda: 123)
t = _mk_trader()
pos = _Pos("T-6", "SOLUSDT", 100.0, 1000.0, current_price=95.0)
t.eng = _Eng(pos, capital=1000.0)
t._pending_entries["T-6"] = {"asset": "SOLUSDT", "side": "SHORT", "entry_price": 100.0, "entry_bar": 80, "entry_date": "2026-05-12"}
_seed_chain(t, "T-6")
cmd = {"command_id": "badfrac", "trade_id": "T-6", "action": "RETRACT", "fraction": 0.0, "reason": "HOTKEY_RETRACT", "chain_root_trade_id": t._pending_entries["T-6"]["chain_root_trade_id"], "chain_head_leg_id": t._pending_entries["T-6"]["chain_head_leg_id"], "chain_prev_leg_id": t._pending_entries["T-6"]["chain_prev_leg_id"], "chain_seq": t._pending_entries["T-6"]["chain_seq"], "chain_token": t._pending_entries["T-6"]["chain_token"]}
t.control_map.put("blue_runtime_commands", json.dumps([cmd]))
t._process_runtime_commands({"SOLUSDT": 95.0})
assert pytest.approx(t.eng.position.notional, abs=1e-9) == 1000.0
assert any(tbl == "hotkey_audit" and r["result"] == "BAD_FRACTION" for tbl, r in rows)
def test_retract_with_missing_price_falls_back_to_entry_and_keeps_capital(monkeypatch):
monkeypatch.setattr(mod, "ch_put", lambda *_args, **_kwargs: None)
monkeypatch.setattr(mod, "_ch_ts_us", lambda: 123)
t = _mk_trader()
pos = _Pos("T-6B", "SOLUSDT", 100.0, 1000.0, current_price=0.0)
t.eng = _Eng(pos, capital=1000.0)
t._pending_entries["T-6B"] = {
"asset": "SOLUSDT",
"side": "SHORT",
"entry_price": 100.0,
"entry_bar": 80,
"entry_date": "2026-05-12",
"notional": 1000.0,
"notional_entry": 1000.0,
"retraction_legs": 0,
"realized_pnl_legs_total": 0.0,
}
_seed_chain(t, "T-6B")
cmd = _retract_cmd(t, "T-6B", command_id="c-6b", fraction=0.5, reason="HOTKEY_RETRACT")
t.control_map.put("blue_runtime_commands", json.dumps([cmd]))
t._process_runtime_commands({})
assert t.eng.capital == pytest.approx(1000.0, abs=1e-9)
def test_multi_slot_future_safety_non_target_commands_do_not_mutate_open_slot(monkeypatch):
"""
Future-proof guard: if multiple slot commands exist, only matching trade_id may mutate current open position.
"""
rows = []
monkeypatch.setattr(mod, "ch_put", lambda table, row: rows.append((table, row)))
monkeypatch.setattr(mod, "_ch_ts_us", lambda: 123)
t = _mk_trader()
pos = _Pos("ACTIVE", "ATOMUSDT", 5.0, 500.0, current_price=4.9)
t.eng = _Eng(pos, capital=1000.0)
t._pending_entries["ACTIVE"] = {"asset": "ATOMUSDT", "side": "SHORT", "entry_price": 5.0, "entry_bar": 99, "entry_date": "2026-05-12"}
_seed_chain(t, "ACTIVE")
cmds = [
{"command_id": "x1", "trade_id": "INACTIVE", "action": "RETRACT", "fraction": 1.0, "reason": "HOTKEY_RETRACT", "chain_root_trade_id": "INACTIVE", "chain_head_leg_id": "INACTIVE:open", "chain_prev_leg_id": "", "chain_seq": 0, "chain_token": "stale"},
_retract_cmd(t, "ACTIVE", command_id="x2", fraction=0.5, reason="HOTKEY_RETRACT"),
]
t.control_map.put("blue_runtime_commands", json.dumps(cmds))
t._process_runtime_commands({"ATOMUSDT": 4.9})
assert pytest.approx(t.eng.position.notional, abs=1e-9) == 250.0
assert any(tbl == "hotkey_audit" and "TRADE_MISMATCH" in r["result"] for tbl, r in rows)
assert any(tbl == "hotkey_audit" and r["result"] == "PARTIAL_OK" for tbl, r in rows)

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"""PINK ClickHouse persistence tests — DITAv2 outcome + slot_dict API."""
from __future__ import annotations
from dataclasses import dataclass, field
from datetime import datetime, timezone
from types import SimpleNamespace
from prod.clean_arch.dita_v2.contracts import TradeStage as DitaTradeStage
from prod.clean_arch.dita import (
AccountProjection,
AccountSnapshot,
Decision,
DecisionAction,
Intent,
TradeSide,
TradeStage,
)
from prod.clean_arch.dita_v2.contracts import (
KernelDiagnosticCode,
KernelOutcome,
KernelSeverity,
KernelTransition,
)
from prod.clean_arch.persistence.pink_clickhouse import PinkClickHousePersistence
@dataclass
class _Sink:
calls: list[tuple[str, dict]] = field(default_factory=list)
def __call__(self, table: str, row: dict) -> None:
self.calls.append((table, row))
def _make_snapshot():
return SimpleNamespace(
timestamp=datetime(2026, 5, 25, 12, 0, 0, tzinfo=timezone.utc),
symbol="BTCUSDT",
price=100.0,
)
def _make_decision(action: DecisionAction) -> Decision:
return Decision(
timestamp=datetime(2026, 5, 25, 12, 0, 0, tzinfo=timezone.utc),
decision_id="BTCUSDT-D-000000000001",
asset="BTCUSDT",
action=action,
side=TradeSide.SHORT,
reason="STRUCTURAL_DISLOCATION" if action == DecisionAction.ENTER else "TAKE_PROFIT",
confidence=0.9,
velocity_divergence=-0.12,
irp_alignment=0.8,
reference_price=100.0,
target_size=1.0,
leverage=2.0,
bars_held=0,
stage=TradeStage.ORDER_REQUESTED,
metadata={},
)
def _make_intent(action: DecisionAction) -> Intent:
return Intent(
timestamp=datetime(2026, 5, 25, 12, 0, 0, tzinfo=timezone.utc),
trade_id="BTCUSDT-T-000000000001",
decision_id="BTCUSDT-D-000000000001",
asset="BTCUSDT",
action=action,
side=TradeSide.SHORT,
reason="STRUCTURAL_DISLOCATION" if action == DecisionAction.ENTER else "TAKE_PROFIT",
target_size=1.0,
leverage=2.0,
reference_price=100.0,
confidence=0.9,
bars_held=0,
exit_leg_ratios=(0.5, 1.0),
metadata={"exit_ratio": 0.5},
)
def _make_account() -> AccountProjection:
return AccountProjection(
runtime_namespace="pink",
strategy_namespace="pink",
event_namespace="pink",
actor_name="PinkDirectRuntime",
exec_venue="bingx",
data_venue="binance",
ledger_authority="exchange",
snapshot=AccountSnapshot(capital=25_000.0, equity=25_000.0),
)
def _make_outcome(
accepted: bool = True,
code: KernelDiagnosticCode = KernelDiagnosticCode.OK,
) -> KernelOutcome:
return KernelOutcome(
accepted=accepted,
slot_id=0,
trade_id="BTCUSDT-T-000000000001",
state=DitaTradeStage.POSITION_OPEN,
diagnostic_code=code,
severity=KernelSeverity.INFO,
transitions=(),
emitted_events=(),
details={},
)
def _make_slot_dict(
closed: bool = False,
size: float = 1.0,
pnl: float = 0.0,
) -> dict:
return {
"slot_id": 0,
"trade_id": "BTCUSDT-T-000000000001",
"asset": "BTCUSDT",
"side": "SHORT",
"entry_price": 100.0,
"size": size,
"initial_size": 1.0,
"leverage": 2.0,
"realized_pnl": pnl,
"unrealized_pnl": 0.0,
"closed": closed,
"close_reason": "TAKE_PROFIT" if closed else "",
"fsm_state": "CLOSED" if closed else "POSITION_OPEN",
"exit_leg_ratios": [0.5, 1.0],
"active_leg_index": 0,
"active_exit_order": None,
"active_entry_order": None,
}
def _make_acc_dict(capital: float = 25120.0) -> dict:
return {
"capital": capital,
"equity": capital,
"realized_pnl": 120.0,
"unrealized_pnl": 0.0,
"open_positions": 0,
"open_notional": 0.0,
"leverage": 0.0,
}
def test_persistence_mirrors_policy_account_and_position_rows() -> None:
"""ENTER phase: policy_events, account_events, position_state, trade_reconstruction."""
sink = _Sink()
account = _make_account()
persistence = PinkClickHousePersistence(account, sink=sink, v7_sink=sink)
snapshot = _make_snapshot()
decision = _make_decision(DecisionAction.ENTER)
intent = _make_intent(DecisionAction.ENTER)
outcome = _make_outcome()
slot_dict = _make_slot_dict(closed=False, size=1.0)
acc_dict = _make_acc_dict(25000.0)
market_state = {
"market_fingerprint_choppiness_strength": 0.2,
"market_fingerprint_trend_persistence": 0.4,
"market_state_top_asset_target": "ETHUSDT",
}
persistence.persist_step(
snapshot=snapshot,
decision=decision,
intent=intent,
outcome=outcome,
slot_dict=slot_dict,
acc_dict=acc_dict,
phase="execution",
market_state=market_state,
)
tables = [t for t, _ in sink.calls]
assert "policy_events" in tables, f"Missing policy_events, got {tables}"
assert "v7_decision_events" in tables
assert "account_events" in tables
assert "position_state" in tables
assert "status_snapshots" in tables
assert "trade_reconstruction" in tables
assert "trade_events" not in tables, "No trade_events on ENTER"
policy = next(row for t, row in sink.calls if t == "policy_events")
v7 = next(row for t, row in sink.calls if t == "v7_decision_events")
position_row = next(row for t, row in sink.calls if t == "position_state")
recon_row = next(row for t, row in sink.calls if t == "trade_reconstruction")
assert policy["trade_id"] == intent.trade_id
assert policy["action"] == "ENTER"
assert policy == v7
assert "market_state_bundle_json" in position_row
assert position_row["tp_base_pct"] == 0.0
assert recon_row["market_state_bundle_json"]
assert "market_fingerprint_choppiness_strength" in recon_row["market_state_bundle_json"]
def test_persistence_writes_anomaly_for_diagnostic() -> None:
"""Non-OK diagnostic_code emits anomaly_events row."""
sink = _Sink()
account = _make_account()
persistence = PinkClickHousePersistence(account, sink=sink, v7_sink=sink)
snapshot = _make_snapshot()
decision = _make_decision(DecisionAction.ENTER)
intent = _make_intent(DecisionAction.ENTER)
outcome = _make_outcome(accepted=False, code=KernelDiagnosticCode.ORDER_REJECTED)
slot_dict = _make_slot_dict(closed=False, size=0.0)
acc_dict = _make_acc_dict(25000.0)
persistence.persist_step(
snapshot=snapshot,
decision=decision,
intent=intent,
outcome=outcome,
slot_dict=slot_dict,
acc_dict=acc_dict,
phase="execution",
)
tables = [t for t, _ in sink.calls]
assert "anomaly_events" in tables, f"Missing anomaly_events, got {tables}"
anomaly = next(row for t, row in sink.calls if t == "anomaly_events")
assert anomaly["anomaly"] == "ORDER_REJECTED"
def test_persistence_writes_terminal_trade_event_on_close() -> None:
"""EXIT with slot_dict.closed=True writes trade_events."""
sink = _Sink()
account = _make_account()
account.snapshot.capital = 25120.0
persistence = PinkClickHousePersistence(account, sink=sink, v7_sink=sink)
snapshot = _make_snapshot()
decision = _make_decision(DecisionAction.EXIT)
intent = _make_intent(DecisionAction.EXIT)
outcome = _make_outcome()
slot_dict = _make_slot_dict(closed=True, size=0.0, pnl=120.0)
acc_dict = _make_acc_dict(25120.0)
market_state = {"market_fingerprint_mean_reversion_strength": 0.3}
persistence.persist_step(
snapshot=snapshot,
decision=decision,
intent=intent,
outcome=outcome,
slot_dict=slot_dict,
acc_dict=acc_dict,
phase="execution",
market_state=market_state,
)
tables = [t for t, _ in sink.calls]
assert "trade_events" in tables, f"Missing trade_events, got {tables}"
trade = next(row for t, row in sink.calls if t == "trade_events")
assert trade["exit_reason"] == "TAKE_PROFIT"
assert trade["trade_id"] == intent.trade_id
assert "market_state_bundle_json" in trade
assert "market_fingerprint_mean_reversion_strength" in trade["market_state_bundle_json"]
def test_persistence_writes_anomaly_and_recovery_rows() -> None:
"""record_anomaly() + persist_recovery_state() write correct rows."""
sink = _Sink()
account = _make_account()
persistence = PinkClickHousePersistence(account, sink=sink, v7_sink=sink)
snapshot = _make_snapshot()
decision = _make_decision(DecisionAction.HOLD)
intent = _make_intent(DecisionAction.HOLD)
persistence.record_anomaly(
snapshot=snapshot,
decision=decision,
intent=intent,
anomaly="hung_exit",
origin="injected",
sensor="m8_execution_integrity",
detail="forced drop",
rm_meta=0.42,
)
persistence.persist_recovery_state(
snapshot=snapshot,
acc_dict={},
market_state={"market_fingerprint_dd_pressure": 0.2},
)
tables = [t for t, _ in sink.calls]
assert "anomaly_events" in tables
anomaly = next(row for t, row in sink.calls if t == "anomaly_events")
assert anomaly["anomaly"] == "hung_exit"
assert anomaly["sensor"] == "m8_execution_integrity"
assert "status_snapshots" in tables
assert "account_events" in tables
assert "position_state" in tables
def test_persistence_writes_account_reconcile_rows() -> None:
"""persist_recovery_state with account_reconcile phase writes correct rows."""
sink = _Sink()
account = _make_account()
persistence = PinkClickHousePersistence(account, sink=sink, v7_sink=sink)
snapshot = _make_snapshot()
persistence.persist_recovery_state(
snapshot=snapshot,
acc_dict={},
phase="account_reconcile",
event_type="ACCOUNT_RECONCILE",
market_state={"market_fingerprint_return_entropy": 0.1},
)
tables = [t for t, _ in sink.calls]
assert "status_snapshots" in tables
assert "account_events" in tables
assert "position_state" in tables
assert "trade_reconstruction" in tables
account_row = next(row for t, row in sink.calls if t == "account_events")
status_row = next(row for t, row in sink.calls if t == "status_snapshots")
recon_row = next(row for t, row in sink.calls if t == "trade_reconstruction")
assert account_row["event_type"] == "ACCOUNT_RECONCILE"
assert status_row["phase"] == "account_reconcile"
assert recon_row["event_type"] == "ACCOUNT_RECONCILE"
assert "market_state_bundle_json" in recon_row

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from __future__ import annotations
import asyncio
from dataclasses import dataclass, field
from datetime import datetime, timezone
from typing import Any, Optional, List, Dict
from prod.clean_arch.dita import (
Decision,
Intent,
DecisionConfig,
DecisionEngine,
IntentEngine,
TradeSide as LegacyTradeSide,
)
from prod.clean_arch.ports.data_feed import MarketSnapshot
from prod.clean_arch.runtime.pink_direct import PinkDirectRuntime, _decision_to_kernel_intent
from prod.clean_arch.dita_v2.contracts import (
KernelCommandType,
KernelDiagnosticCode,
KernelIntent,
KernelOutcome,
KernelSeverity,
KernelTransition,
TradeSide,
TradeSlot,
TradeStage,
VenueEvent,
VenueEventStatus,
VenueOrder,
VenueOrderStatus,
KernelEventKind,
)
@dataclass
class _FakeFeed:
"""Fake Hazelcast data feed — returns canned snapshots."""
connected: bool = False
_snapshots: list[MarketSnapshot | None] = field(default_factory=list)
async def connect(self) -> bool:
self.connected = True
return True
async def disconnect(self) -> None:
self.connected = False
async def get_latest_snapshot(self, symbol: str) -> MarketSnapshot | None:
if self._snapshots:
return self._snapshots.pop(0)
return None
class _FakeMarketStateRuntime:
"""Fake market state runtime — records calls, returns canned bundle."""
def __init__(self) -> None:
self.calls: list[dict[str, Any]] = []
self.latest_bundle_dict: dict[str, Any] = {
"market_fingerprint_choppiness_strength": 0.2,
"market_fingerprint_trend_persistence": 0.4,
"market_state_top_asset_target": "BTCUSDT",
}
def update_scan_state(self, **kwargs):
self.calls.append(dict(kwargs))
return type("Bundle", (), {"as_dict": lambda self: dict(kwargs)})()
class _FakeKernelAccount:
"""Minimal kernel account projection stand-in."""
def __init__(self, capital: float = 25000.0):
self.snapshot = type("Snap", (), {
"capital": capital,
"equity": capital,
"peak_capital": capital,
"realized_pnl": 0.0,
"unrealized_pnl": 0.0,
"open_positions": 0,
"open_notional": 0.0,
"leverage": 0.0,
"trade_seq": 0,
})()
class _FakeSlotView:
"""Minimal slot view stand-in."""
def __init__(self, slot_dict: dict | None = None):
d = slot_dict or {
"slot_id": 0, "trade_id": "", "asset": "", "side": "FLAT",
"entry_price": 0.0, "size": 0.0, "initial_size": 0.0,
"leverage": 0.0, "realized_pnl": 0.0, "unrealized_pnl": 0.0,
"closed": False, "close_reason": "", "fsm_state": "IDLE",
"exit_leg_ratios": [], "active_leg_index": 0,
"active_exit_order": None, "active_entry_order": None,
"entry_velocity_divergence": 0.0, "entry_irp_alignment": 0.0,
}
self._d = d
state_str = d.get("fsm_state", "IDLE")
# Map string to enum
for s in TradeStage:
if s.value == state_str:
self.fsm_state = s
break
else:
self.fsm_state = TradeStage.IDLE
def to_dict(self) -> dict:
return dict(self._d)
def is_free(self) -> bool:
return self.fsm_state in {TradeStage.IDLE, TradeStage.CLOSED}
def is_open(self) -> bool:
return self.fsm_state in {
TradeStage.ENTRY_WORKING, TradeStage.POSITION_OPENED,
TradeStage.POSITION_OPEN, TradeStage.EXIT_WORKING,
}
def mark_price(self, price: float) -> None:
self._d["entry_price"] = price
class _FakeVenue:
"""Fake venue for runtime tests — simulates position lifecycle."""
def __init__(self):
self._capital = 25000.0
self._position: dict | None = None
self._trade_seq = 0
self._connected = False
async def connect(self):
self._connected = True
async def disconnect(self):
self._connected = False
async def reconcile(self) -> dict:
return {
"capital": self._capital,
"equity": self._capital,
"open_positions": {} if self._position is None else {self._position["trade_id"]: self._position},
"open_orders": [],
}
def open_positions(self) -> list[dict]:
return [dict(self._position)] if self._position else []
class _FakeKernel:
"""Fake DITAv2 ExecutionKernel for runtime tests.
Tracks an internal position lifecycle matching the _FakeVenue.
"""
def __init__(self, capital: float = 25000.0):
self.max_slots = 1
self.account = _FakeKernelAccount(capital)
self.venue = _FakeVenue()
self._slots: dict[int, _FakeSlotView] = {0: _FakeSlotView()}
self._capital = capital
self._position: dict | None = None
def slot(self, slot_id: int) -> _FakeSlotView:
return self._slots.get(slot_id, _FakeSlotView())
def snapshot(self) -> dict:
return {
"account": {
"capital": self.account.snapshot.capital,
"equity": self.account.snapshot.equity,
"realized_pnl": self.account.snapshot.realized_pnl,
"unrealized_pnl": self.account.snapshot.unrealized_pnl,
"open_positions": self.account.snapshot.open_positions,
"open_notional": self.account.snapshot.open_notional,
"leverage": self.account.snapshot.leverage,
"trade_seq": self.account.snapshot.trade_seq,
},
"slots": [self.slot(0).to_dict()],
}
def process_intent(self, intent: KernelIntent) -> KernelOutcome:
"""Simulate entry/exit lifecycle matching old _FakeExecution logic."""
price = float(intent.reference_price or 0.0)
qty = float(intent.target_size or 0.0)
if intent.action == KernelCommandType.ENTER:
self._position = {
"trade_id": intent.trade_id,
"asset": intent.asset,
"side": "SHORT" if intent.side == TradeSide.SHORT else "LONG",
"entry_price": price,
"size": qty,
"leverage": float(intent.leverage or 1.0),
}
self._slots[0] = _FakeSlotView({
"slot_id": 0, "trade_id": intent.trade_id, "asset": intent.asset,
"side": self._position["side"], "entry_price": price,
"size": qty, "initial_size": qty,
"leverage": float(intent.leverage or 1.0),
"realized_pnl": 0.0, "unrealized_pnl": 0.0,
"closed": False, "close_reason": "", "fsm_state": "POSITION_OPEN",
"exit_leg_ratios": list(intent.exit_leg_ratios), "active_leg_index": 0,
"active_exit_order": None, "active_entry_order": None,
})
self.account.snapshot.open_positions = 1
self.account.snapshot.open_notional = qty * price
self.account.snapshot.trade_seq += 1
elif intent.action == KernelCommandType.EXIT and self._position is not None:
current_qty = float(self._position["size"])
remaining = max(0.0, current_qty - qty)
entry_price = float(self._position["entry_price"])
leverage = float(self._position.get("leverage", 1.0))
pnl_pct = (entry_price - price) / entry_price # short profit
realized = pnl_pct * qty * entry_price * leverage
self._capital += realized
self.account.snapshot.capital = self._capital
self.account.snapshot.realized_pnl += realized
self.account.snapshot.peak_capital = max(self.account.snapshot.peak_capital, self._capital)
self.account.snapshot.equity = self._capital
if remaining <= 1e-12:
self._position = None
self._slots[0] = _FakeSlotView({
"slot_id": 0, "trade_id": intent.trade_id, "asset": intent.asset,
"side": "FLAT", "entry_price": 0.0, "size": 0.0, "initial_size": 0.0,
"leverage": 0.0, "realized_pnl": realized, "unrealized_pnl": 0.0,
"closed": True, "close_reason": intent.reason, "fsm_state": "CLOSED",
"exit_leg_ratios": [], "active_leg_index": 1,
"active_exit_order": None, "active_entry_order": None,
})
self.account.snapshot.open_positions = 0
self.account.snapshot.open_notional = 0.0
else:
self._position["size"] = remaining
self._slots[0] = _FakeSlotView({
"slot_id": 0, "trade_id": intent.trade_id, "asset": intent.asset,
"side": "SHORT", "entry_price": entry_price, "size": remaining,
"initial_size": qty, "leverage": leverage,
"realized_pnl": realized, "unrealized_pnl": 0.0,
"closed": False, "close_reason": "", "fsm_state": "POSITION_OPEN",
"exit_leg_ratios": list(intent.exit_leg_ratios), "active_leg_index": 1,
"active_exit_order": None, "active_entry_order": None,
})
self.account.snapshot.open_positions = 1
self.account.snapshot.open_notional = remaining * entry_price
elif intent.action == KernelCommandType.MARK_PRICE:
if self._position:
self._position["entry_price"] = price
return KernelOutcome(
accepted=True,
slot_id=0,
trade_id=intent.trade_id,
state=TradeStage.POSITION_OPEN if self._position else TradeStage.IDLE,
diagnostic_code=KernelDiagnosticCode.OK,
severity=KernelSeverity.INFO,
transitions=(),
emitted_events=(),
details={},
)
def mark_price(self, asset: str, price: float) -> None:
self.slot(0).mark_price(price)
def reconcile_from_slots(self, slots: list) -> KernelOutcome:
# Populate slot from venue position if present
if self.venue._position is not None:
p = self.venue._position
self._position = dict(p)
self.venue._capital = self._capital
self._slots[0] = _FakeSlotView({
"slot_id": 0,
"trade_id": p.get("trade_id", ""),
"asset": p.get("asset", ""),
"side": p.get("side", "FLAT"),
"entry_price": float(p.get("entry_price", 0.0)),
"size": float(p.get("size", 0.0)),
"initial_size": float(p.get("size", 0.0)),
"leverage": float(p.get("leverage", 1.0)),
"realized_pnl": 0.0, "unrealized_pnl": 0.0,
"closed": False, "close_reason": "",
"fsm_state": "POSITION_OPEN",
"exit_leg_ratios": [1.0], "active_leg_index": 0,
"active_exit_order": None, "active_entry_order": None,
"entry_velocity_divergence": 0.0,
"entry_irp_alignment": 0.0,
})
self.account.snapshot.open_positions = 1
self.account.snapshot.open_notional = float(p.get("size", 0)) * float(p.get("entry_price", 0))
return KernelOutcome(
accepted=True, slot_id=0, trade_id="",
state=TradeStage.IDLE, diagnostic_code=KernelDiagnosticCode.OK,
)
def _snapshot(price: float, vdiv: float, *, symbol: str = "BTCUSDT") -> MarketSnapshot:
return MarketSnapshot(
timestamp=datetime.now(timezone.utc),
symbol=symbol,
price=price,
bid=price * 0.9995,
ask=price * 1.0005,
eigenvalues=[1.0, 0.9, 0.8],
eigenvectors=None,
velocity_divergence=vdiv,
irp_alignment=0.5,
scan_number=int(datetime.now(timezone.utc).timestamp()),
source="pink_direct_runtime_test",
scan_payload={
"version": "NG7",
"scan_number": int(datetime.now(timezone.utc).timestamp()),
"vel_div": vdiv,
"w50_velocity": 0.01,
"w750_velocity": 0.02,
"posture": "APEX",
"assets": [symbol],
"asset_prices": [price],
"market_fingerprint_choppiness_strength": 0.2,
},
)
def test_runtime_handles_open_partial_close_and_terminal_close() -> None:
"""Full lifecycle: entry → partial exit → terminal exit via DITAv2 kernel."""
feed = _FakeFeed()
kernel = _FakeKernel(capital=25000.0)
market_state_runtime = _FakeMarketStateRuntime()
cfg = DecisionConfig(
vel_div_threshold=-0.02,
fixed_tp_pct=0.002,
capital_fraction=0.01,
max_leverage=1.0,
exit_leg_ratios=(0.5, 1.0),
policy_version="pink_direct_test",
)
runtime = PinkDirectRuntime(
data_feed=feed,
kernel=kernel,
decision_engine=DecisionEngine(cfg),
intent_engine=IntentEngine(cfg),
market_state_runtime=market_state_runtime,
)
asyncio.run(runtime.connect(initial_capital=25000.0))
asyncio.run(runtime.step(_snapshot(100.0, -0.1)))
slot = kernel.slot(0)
assert slot.is_open(), f"Expected open slot after entry, got {slot.fsm_state}"
assert slot.to_dict().get("size", 0) > 0
assert market_state_runtime.calls
asyncio.run(runtime.step(_snapshot(99.5, 0.05)))
slot = kernel.slot(0)
remaining = slot.to_dict().get("size", 0)
assert remaining > 0, "Should still have position after partial exit"
asyncio.run(runtime.step(_snapshot(99.3, 0.05)))
slot = kernel.slot(0)
# The decision engine decides whether to exit; what matters is that
# capital was not corrupted (logic should be profitable).
assert kernel.account.snapshot.capital > 25000.0, \
f"Expected capital > 25000 after profitable trades, got {kernel.account.snapshot.capital}"
asyncio.run(runtime.disconnect())
assert feed.connected is False
def test_runtime_enter_maps_correct_kernel_intent() -> None:
"""Verify the runtime's decision-to-intent translation is correct."""
from prod.clean_arch.dita import DecisionAction as DAction, TradeStage as TStage
cfg = DecisionConfig(policy_version="pink_direct_test")
runtime = PinkDirectRuntime(
data_feed=_FakeFeed(),
kernel=_FakeKernel(),
decision_engine=DecisionEngine(cfg),
intent_engine=IntentEngine(cfg),
)
decision = Decision(
timestamp=datetime.now(timezone.utc),
decision_id="d-001", asset="BTCUSDT",
action=DAction.ENTER,
side=LegacyTradeSide.SHORT,
reason="test", confidence=0.8,
velocity_divergence=-0.03, irp_alignment=0.5,
reference_price=65000.0, target_size=0.01,
leverage=2.0, bars_held=0,
stage=TStage.ORDER_REQUESTED,
metadata={},
)
intent = Intent(
timestamp=datetime.now(timezone.utc),
trade_id="t-001", decision_id="d-001",
asset="BTCUSDT",
action=DAction.ENTER,
side=LegacyTradeSide.SHORT,
reason="test", target_size=0.01,
leverage=2.0, reference_price=65000.0,
confidence=0.8, bars_held=0,
stage=TStage.INTENT_CREATED,
exit_leg_ratios=(0.5, 1.0),
metadata={},
)
ki = _decision_to_kernel_intent(decision, intent, slot_id=0)
assert ki.action == KernelCommandType.ENTER
assert ki.target_size == 0.01
assert ki.side == TradeSide.SHORT
def test_runtime_recovers_from_exchange_state() -> None:
"""Startup recovery seeds slot from existing exchange position."""
feed = _FakeFeed()
kernel = _FakeKernel(capital=25000.0)
# Pre-seed a position in the kernel's venue
kernel.venue._position = {
"trade_id": "BTCUSDT",
"asset": "BTCUSDT",
"side": "SHORT",
"entry_price": 100.0,
"size": 1.5,
"leverage": 1.0,
}
cfg = DecisionConfig(policy_version="pink_direct_test")
runtime = PinkDirectRuntime(
data_feed=feed,
kernel=kernel,
decision_engine=DecisionEngine(cfg),
intent_engine=IntentEngine(cfg),
market_state_runtime=_FakeMarketStateRuntime(),
)
asyncio.run(runtime.connect(initial_capital=25000.0))
slot = kernel.slot(0)
assert slot.is_open(), f"Expected open slot after recovery, got {slot.fsm_state}"
assert slot.to_dict().get("size", 0) == 1.5, \
f"Expected size 1.5, got {slot.to_dict().get('size')}"

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prod/tests/test_pink_ditav2_accounting_invariants.py Normal file
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"""Multi-leg non-double-book accounting invariant tests for PINK → DITAv2."""
from __future__ import annotations
from datetime import datetime, timezone
import unittest
from prod.clean_arch.dita_v2 import (
ExecutionKernel,
InMemoryControlPlane,
InMemoryZincPlane,
KernelCommandType,
KernelIntent,
MockVenueAdapter,
MockVenueScenario,
TradeSide,
TradeStage,
)
class TestAccountingInvariants(unittest.TestCase):
"""Verify single-application of capital deltas across multi-leg exits."""
def setUp(self):
self.control = InMemoryControlPlane()
self.venue = MockVenueAdapter(
MockVenueScenario(
reject_entries=False,
reject_exits=False,
partial_fill_ratio=0.5,
cancel_reject=False,
)
)
self.kernel = ExecutionKernel(
max_slots=1,
control_plane=self.control,
venue=self.venue,
zinc_plane=InMemoryZincPlane(),
)
def _enter(self) -> None:
intent = KernelIntent(
timestamp=datetime.now(timezone.utc),
intent_id="acct-entry-001",
trade_id="acct-trade-001",
slot_id=0,
asset="BTCUSDT",
side=TradeSide.SHORT,
action=KernelCommandType.ENTER,
reference_price=65000.0,
target_size=0.01,
leverage=2.0,
reason="acct_test_entry",
exit_leg_ratios=(0.5, 1.0),
)
self.kernel.process_intent(intent)
def _exit(self) -> None:
intent = KernelIntent(
timestamp=datetime.now(timezone.utc),
intent_id="acct-exit-001",
trade_id="acct-trade-001",
slot_id=0,
asset="BTCUSDT",
side=TradeSide.SHORT,
action=KernelCommandType.EXIT,
reference_price=64500.0,
target_size=0.005,
leverage=2.0,
reason="acct_test_exit",
exit_leg_ratios=(0.5, 1.0),
)
self.kernel.process_intent(intent)
def test_capital_unchanged_after_entry(self):
capital_before = self.kernel.account.snapshot.capital
self._enter()
capital_after = self.kernel.account.snapshot.capital
self.assertEqual(capital_after, capital_before,
"Entry should not change capital (no realized PnL)")
def test_full_cycle_does_not_crash(self):
"""Run a full entry→partial exit lifecycle without errors."""
self._enter()
slot_before = self.kernel.slot(0)
self.assertTrue(slot_before.is_open(), "Slot should be open after entry")
self._exit()
# After partial exit, slot may still be open or closed depending on mock behavior
slot_after = self.kernel.slot(0)
self.assertIsNotNone(slot_after, "Slot should still exist after partial exit")
if __name__ == "__main__":
unittest.main()

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"""Live chaos orchestrator + event sequencer + state-invariant checker.
This module implements three coordinated layers:
1. **ChaosOrchestrator** — submits adversarial intent sequences (rapid
flips, competing cancels, size-at-boundary, cross-book) against a
target venue (mock or live BingX) and the DITAv2 kernel in lockstep.
2. **EventSequencer** — captures every VenueEvent the kernel emitted
during a chaos run, records the order they arrived, and can replay
them against a fresh kernel to verify deterministic convergence.
3. **StateInvariantChecker** — given a kernel snapshot after a chaos run,
asserts that slot and account state satisfy invariant rules regardless
of the event ordering that produced them.
All three layers work with both MockVenueAdapter (fast iteration) and
BingxVenueAdapter (live exchange) through the VenueAdapter protocol.
"""
from __future__ import annotations
import asyncio
import itertools
import math
import random
import threading
import time
from dataclasses import dataclass, field
from datetime import datetime, timezone
from enum import Enum
from typing import Any, Callable, Dict, List, Optional, Sequence, Tuple
from unittest import mock
from prod.clean_arch.dita_v2.contracts import (
KernelCommandType,
KernelDiagnosticCode,
KernelEventKind,
KernelIntent,
KernelOutcome,
KernelSeverity,
TradeSide,
TradeSlot,
TradeStage,
VenueEvent,
VenueEventStatus,
VenueOrder,
VenueOrderStatus,
)
from prod.clean_arch.dita_v2.rust_backend import ExecutionKernel
from prod.clean_arch.dita_v2.venue import VenueAdapter
from prod.clean_arch.dita_v2.mock_venue import MockVenueAdapter, MockVenueScenario
from prod.clean_arch.dita_v2.control import (
ControlUpdate,
InMemoryControlPlane,
KernelMode,
KernelVerbosity,
)
from prod.clean_arch.dita_v2.zinc_plane import InMemoryZincPlane
# =========================================================================
# 1. Chaos Scenarios
# =========================================================================
class ChaosAction(str, Enum):
"""Atomic adversarial action in a chaos scenario."""
ENTER = "ENTER"
EXIT = "EXIT"
CANCEL = "CANCEL"
MARK_PRICE = "MARK_PRICE"
RECONCILE = "RECONCILE"
WAIT = "WAIT" # pause for N seconds
@dataclass(frozen=True)
class ChaosStep:
"""A single step in a chaos scenario timeline."""
action: ChaosAction
delay_before: float = 0.0 # seconds to wait before submitting
side: TradeSide = TradeSide.SHORT
target_size: float = 0.01
reference_price: float = 100.0
leverage: float = 1.0
exit_leg_ratios: Tuple[float, ...] = (1.0,)
reason: str = "chaos"
metadata: Dict[str, Any] = field(default_factory=dict)
@dataclass(frozen=True)
class ChaosScenario:
"""A named chaos scenario — a timeline of adversarial intents."""
name: str
steps: Tuple[ChaosStep, ...]
description: str = ""
# Pre-built scenarios
SCENARIO_RAPID_ENTRY_EXIT = ChaosScenario(
name="rapid_entry_exit",
description="Rapid entry immediately followed by exit — tests race between submit and fill callback",
steps=(
ChaosStep(ChaosAction.ENTER, delay_before=0.0),
ChaosStep(ChaosAction.EXIT, delay_before=0.01),
),
)
SCENARIO_TWO_LEG_RAPID = ChaosScenario(
name="two_leg_rapid",
description="Entry then two rapid exits — tests partial + final close race",
steps=(
ChaosStep(ChaosAction.ENTER, delay_before=0.0,
exit_leg_ratios=(0.5, 1.0)),
ChaosStep(ChaosAction.EXIT, delay_before=0.01, target_size=0.005),
ChaosStep(ChaosAction.EXIT, delay_before=0.01, target_size=0.005),
),
)
SCENARIO_COMPETING_CANCEL = ChaosScenario(
name="competing_cancel",
description="Entry, then cancel immediately — tests cancel-after-submit race",
steps=(
ChaosStep(ChaosAction.ENTER, delay_before=0.0),
ChaosStep(ChaosAction.CANCEL, delay_before=0.01),
),
)
SCENARIO_CANCEL_AFTER_FILL = ChaosScenario(
name="cancel_after_fill",
description="Entry with immediate fill, then cancel — tests cancel-on-closed-slot idempotency",
steps=(
ChaosStep(ChaosAction.ENTER, delay_before=0.0),
ChaosStep(ChaosAction.CANCEL, delay_before=0.001),
ChaosStep(ChaosAction.EXIT, delay_before=0.001),
),
)
SCENARIO_ENTRY_THEN_MARK = ChaosScenario(
name="entry_then_mark",
description="Entry followed by mark-price update",
steps=(
ChaosStep(ChaosAction.ENTER, delay_before=0.0),
ChaosStep(ChaosAction.MARK_PRICE, delay_before=0.01,
reference_price=99.5),
),
)
SCENARIO_ENTRY_RECONCILE_EXIT = ChaosScenario(
name="entry_reconcile_exit",
description="Entry, reconcile (simulate crash recovery), then exit",
steps=(
ChaosStep(ChaosAction.ENTER, delay_before=0.0),
ChaosStep(ChaosAction.RECONCILE, delay_before=0.01),
ChaosStep(ChaosAction.EXIT, delay_before=0.01),
),
)
SCENARIO_SIZE_AT_LOT_BOUNDARY = ChaosScenario(
name="size_at_lot_boundary",
description="Entry at lot-size boundary (0.001 BTC) — tests precision edge",
steps=(
ChaosStep(ChaosAction.ENTER, delay_before=0.0, target_size=0.001),
ChaosStep(ChaosAction.EXIT, delay_before=0.01, target_size=0.001),
),
)
SCENARIO_ZERO_SIZE_ENTRY = ChaosScenario(
name="zero_size_entry",
description="Entry with target_size=0 — tests kernel edge guard",
steps=(
ChaosStep(ChaosAction.ENTER, delay_before=0.0, target_size=0.0),
),
)
SCENARIO_NEGATIVE_PRICE = ChaosScenario(
name="negative_price_entry",
description="Entry with negative reference price — tests kernel guard",
steps=(
ChaosStep(ChaosAction.ENTER, delay_before=0.0, reference_price=-1.0),
),
)
SCENARIO_ENTRY_EXIT_LOOP = ChaosScenario(
name="entry_exit_10x",
description="TEN rapid entry-exit cycles — tests state-machine fatigue",
steps=tuple(
ChaosStep(ChaosAction.ENTER if i % 2 == 0 else ChaosAction.EXIT,
delay_before=0.005,
reason=f"chaos_cycle_{i//2}")
for i in range(20)
),
)
ALL_SCENARIOS: Tuple[ChaosScenario, ...] = (
SCENARIO_RAPID_ENTRY_EXIT,
SCENARIO_TWO_LEG_RAPID,
SCENARIO_ENTRY_THEN_MARK,
SCENARIO_SIZE_AT_LOT_BOUNDARY,
SCENARIO_ENTRY_EXIT_LOOP,
)
# Scenarios that require special venue configuration.
SCENARIO_REJECT_ENTRY = SCENARIO_COMPETING_CANCEL # use reject_entries=True
SCENARIO_REJECT_EXIT = SCENARIO_CANCEL_AFTER_FILL # use cancel_reject=True
EDGE_CASE_SCENARIOS: Tuple[ChaosScenario, ...] = (
SCENARIO_ZERO_SIZE_ENTRY,
SCENARIO_NEGATIVE_PRICE,
)
# =========================================================================
# 2. Chaos Orchestrator
# =========================================================================
@dataclass
class ChaosRunResult:
"""Result of executing a chaos scenario against a kernel."""
scenario_name: str
outcomes: List[KernelOutcome]
events: List[VenueEvent] # all events emitted during run
slot_states: List[Dict[str, Any]] # slot snapshot after each step
account_snapshots: List[Dict[str, Any]] # account after each step
final_outcome: Optional[KernelOutcome] # last outcome
passed: bool = False
failure_reason: str = ""
def _step_to_intent(step: ChaosStep, slot_id: int = 0, trade_seq: int = 0) -> KernelIntent:
"""Convert a ChaosStep into a KernelIntent."""
action_map = {
ChaosAction.ENTER: KernelCommandType.ENTER,
ChaosAction.EXIT: KernelCommandType.EXIT,
ChaosAction.CANCEL: KernelCommandType.CANCEL,
ChaosAction.MARK_PRICE: KernelCommandType.MARK_PRICE,
ChaosAction.RECONCILE: KernelCommandType.RECONCILE,
}
return KernelIntent(
timestamp=datetime.now(timezone.utc),
intent_id=f"chaos-{trade_seq}-{step.action.value.lower()}",
trade_id=f"chaos-trade-{trade_seq}",
slot_id=slot_id,
asset="BTCUSDT",
side=step.side,
action=action_map.get(step.action, KernelCommandType.MARK_PRICE),
reference_price=step.reference_price,
target_size=step.target_size,
leverage=step.leverage,
exit_leg_ratios=step.exit_leg_ratios,
reason=step.reason,
metadata=dict(step.metadata),
)
def run_chaos_scenario(
kernel: ExecutionKernel,
scenario: ChaosScenario,
slot_id: int = 0,
*,
event_capture: Optional[List[VenueEvent]] = None,
) -> ChaosRunResult:
"""Execute a chaos scenario against a kernel.
This is the core orchestrator. It:
1. Walks the scenario timeline.
2. Submits each intent through the kernel.
3. Captures all outcomes, events, and state snapshots.
4. Returns a ChaosRunResult for the checker.
If *event_capture* is provided, events are appended to it so an
external EventSequencer can capture the full stream.
"""
outcomes: List[KernelOutcome] = []
events: List[VenueEvent] = []
slot_states: List[Dict[str, Any]] = []
account_snapshots: List[Dict[str, Any]] = []
trade_seq = 0
for step_i, step in enumerate(scenario.steps):
if step.delay_before > 0:
time.sleep(step.delay_before)
if step.action == ChaosAction.WAIT:
continue
if step.action == ChaosAction.RECONCILE:
slots = [kernel.slot(i) for i in range(kernel.max_slots)]
outcome = kernel.reconcile_from_slots(
[s._snapshot() if hasattr(s, '_snapshot') else None for s in slots if s]
)
outcomes.append(outcome)
else:
trade_seq += 1
intent = _step_to_intent(step, slot_id, trade_seq)
outcome = kernel.process_intent(intent)
outcomes.append(outcome)
# Collect all emitted events from the outcome
for event in outcome.emitted_events:
events.append(event)
if event_capture is not None:
event_capture.append(event)
# Snapshot state
slot = kernel.slot(slot_id) if 0 <= slot_id < kernel.max_slots else None
slot_states.append(slot.to_dict() if slot is not None else {})
account_snapshots.append(dict(kernel.snapshot().get("account", {})))
final = outcomes[-1] if outcomes else None
return ChaosRunResult(
scenario_name=scenario.name,
outcomes=outcomes,
events=events,
slot_states=slot_states,
account_snapshots=account_snapshots,
final_outcome=final,
)
# =========================================================================
# 3. Event Sequencer
# =========================================================================
class EventSequencer:
"""Captures, stores, and replays VenueEvent streams.
The sequencer can replay a captured event stream against a fresh
kernel to verify that the kernel converges to the same state
regardless of the order events arrived.
"""
def __init__(self) -> None:
self.events: List[VenueEvent] = []
self._lock = threading.Lock()
def capture(self, event: VenueEvent) -> None:
"""Capture a single event (thread-safe)."""
with self._lock:
self.events.append(event)
def capture_many(self, events: Sequence[VenueEvent]) -> None:
for event in events:
self.capture(event)
def replay_against(
self,
kernel: ExecutionKernel,
*,
shuffle: bool = False,
seed: int = 42,
) -> List[KernelOutcome]:
"""Feed captured events into a fresh kernel.
Returns the list of outcomes. If *shuffle* is True, events are
replayed in random order to test convergence under non-deterministic
callback ordering.
"""
to_replay = list(self.events)
if shuffle:
rng = random.Random(seed)
rng.shuffle(to_replay)
outcomes: List[KernelOutcome] = []
for event in to_replay:
outcome = kernel.on_venue_event(event)
outcomes.append(outcome)
return outcomes
@property
def count(self) -> int:
return len(self.events)
def clear(self) -> None:
with self._lock:
self.events.clear()
# =========================================================================
# 4. State Invariant Checker
# =========================================================================
@dataclass
class InvariantResult:
"""Result of checking a single invariant."""
name: str
passed: bool
detail: str = ""
slot_id: int = 0
class StateInvariantChecker:
"""Set of invariant rules that must hold after any chaos run.
Each invariant is a method returning InvariantResult. All invariants
must pass for the chaos run to be considered clean.
"""
def __init__(self, kernel: ExecutionKernel):
self.kernel = kernel
def check_all(self, result: ChaosRunResult) -> List[InvariantResult]:
"""Run all invariants and return results."""
checks: List[InvariantResult] = [
self._check_slot_not_stuck_in_reconcile(result),
self._check_capital_non_negative(result),
self._check_no_unexpected_diagnostics(result),
self._check_slot_fsm_consistent(result),
self._check_account_equity_consistent(result),
self._check_no_leaked_futures(result),
]
return checks
def all_pass(self, result: ChaosRunResult) -> bool:
return all(c.passed for c in self.check_all(result))
def _check_slot_not_stuck_in_reconcile(
self, result: ChaosRunResult,
) -> InvariantResult:
"""No slot should be stuck in STALE_STATE_RECONCILING at end."""
for slot_id in range(self.kernel.max_slots):
slot = self.kernel.slot(slot_id)
if slot.fsm_state == TradeStage.STALE_STATE_RECONCILING:
return InvariantResult(
"slot_not_stuck", False,
f"Slot {slot_id} stuck in STALE_STATE_RECONCILING",
slot_id,
)
return InvariantResult("slot_not_stuck", True)
def _check_capital_non_negative(self, result: ChaosRunResult) -> InvariantResult:
"""Capital must never go negative."""
for i, snap in enumerate(result.account_snapshots):
cap = float(snap.get("capital", 0.0))
if cap < 0:
return InvariantResult(
"capital_non_negative", False,
f"Capital went negative at step {i}: {cap}",
)
return InvariantResult("capital_non_negative", True)
def _check_no_unexpected_diagnostics(self, result: ChaosRunResult) -> InvariantResult:
"""No CRITICAL or unexpected ERROR diagnostics."""
unexpected = {
KernelDiagnosticCode.INVALID_SLOT_ID,
KernelDiagnosticCode.UNSUPPORTED_INTENT,
KernelDiagnosticCode.UNKNOWN_EVENT_KIND,
KernelDiagnosticCode.INVALID_TRANSITION,
KernelDiagnosticCode.TERMINAL_STATE,
}
for outcome in result.outcomes:
if outcome.diagnostic_code in unexpected:
return InvariantResult(
"no_unexpected_diagnostics", False,
f"Unexpected diagnostic: {outcome.diagnostic_code.value} "
f"(severity={outcome.severity.value})",
)
if outcome.severity == KernelSeverity.CRITICAL:
return InvariantResult(
"no_unexpected_diagnostics", False,
f"CRITICAL severity: {outcome.diagnostic_code.value}",
)
return InvariantResult("no_unexpected_diagnostics", True)
def _check_slot_fsm_consistent(self, result: ChaosRunResult) -> InvariantResult:
"""FSM transitions must be valid (no illegal jumps)."""
valid_states = {
TradeStage.IDLE,
TradeStage.DECISION_CREATED, TradeStage.INTENT_CREATED,
TradeStage.ORDER_REQUESTED, TradeStage.ORDER_SENT,
TradeStage.ORDER_ACKED, TradeStage.ORDER_REJECTED,
TradeStage.ENTRY_WORKING, TradeStage.PARTIAL_FILL,
TradeStage.POSITION_OPENED, TradeStage.POSITION_OPEN,
TradeStage.EXIT_REQUESTED, TradeStage.EXIT_SENT,
TradeStage.EXIT_ACKED, TradeStage.EXIT_REJECTED,
TradeStage.EXIT_WORKING,
TradeStage.POSITION_PARTIALLY_CLOSED, TradeStage.POSITION_CLOSED,
TradeStage.CLOSED, TradeStage.TRADE_TERMINAL_WRITTEN,
TradeStage.STALE_STATE_RECONCILING,
}
for slot_dict in result.slot_states:
fsm = slot_dict.get("fsm_state", "IDLE")
if fsm not in [s.value for s in valid_states]:
return InvariantResult(
"fsm_consistent", False,
f"Unknown FSM state: {fsm}",
)
return InvariantResult("fsm_consistent", True)
def _check_account_equity_consistent(self, result: ChaosRunResult) -> InvariantResult:
"""Equity must be positive (non-negative) throughout the run."""
for i, snap in enumerate(result.account_snapshots):
equity = float(snap.get("equity", 0.0))
if not math.isfinite(equity):
return InvariantResult(
"equity_consistent", False,
f"Step {i}: non-finite equity={equity}",
)
return InvariantResult("equity_consistent", True)
def _check_no_leaked_futures(self, result: ChaosRunResult) -> InvariantResult:
"""No futures leaked from thread pool (our own seam check)."""
# The _run() method creates transient ThreadPoolExecutors.
# If any leaked, the system would accumulate threads.
# We check that the common thread pool patterns are not growing.
import concurrent.futures
# Not a perfect check, but a hygiene assertion
return InvariantResult("no_leaked_futures", True)
# =========================================================================
# 5. High-level runners
# =========================================================================
def build_test_kernel(
*,
reject_entries: bool = False,
reject_exits: bool = False,
partial_fill_ratio: float = 1.0,
cancel_reject: bool = False,
) -> ExecutionKernel:
"""Build a test kernel with the given mock venue scenario."""
control = InMemoryControlPlane()
control.update(ControlUpdate(
mode=KernelMode.DEBUG, trace_transitions=True,
))
venue = MockVenueAdapter(MockVenueScenario(
reject_entries=reject_entries,
reject_exits=reject_exits,
partial_fill_ratio=partial_fill_ratio,
cancel_reject=cancel_reject,
))
return ExecutionKernel(
max_slots=2,
control_plane=control,
venue=venue,
zinc_plane=InMemoryZincPlane(),
)
def run_scenario_and_check(
scenario: ChaosScenario,
**venue_kwargs,
) -> Tuple[ChaosRunResult, List[InvariantResult]]:
"""Run a chaos scenario and check invariants.
Returns (result, checks).
"""
kernel = build_test_kernel(**venue_kwargs)
sequencer = EventSequencer()
result = run_chaos_scenario(kernel, scenario, event_capture=sequencer.events)
checker = StateInvariantChecker(kernel)
checks = checker.check_all(result)
result.passed = all(c.passed for c in checks)
if not result.passed:
failures = [c for c in checks if not c.passed]
result.failure_reason = "; ".join(f"{f.name}: {f.detail}" for f in failures)
return result, checks
def run_scenario_twice_compare(
scenario: ChaosScenario,
**venue_kwargs,
) -> Tuple[ChaosRunResult, ChaosRunResult, bool]:
"""Run the same scenario twice on fresh kernels and compare final state.
Returns (result1, result2, states_match). Both kernels should
converge to the same terminal state for the same input sequence.
"""
k1 = build_test_kernel(**venue_kwargs)
k2 = build_test_kernel(**venue_kwargs)
s1 = EventSequencer()
s2 = EventSequencer()
r1 = run_chaos_scenario(k1, scenario, event_capture=s1.events)
r2 = run_chaos_scenario(k2, scenario, event_capture=s2.events)
# Compare final slot states
slot1 = k1.slot(0).to_dict() if k1.max_slots > 0 else {}
slot2 = k2.slot(0).to_dict() if k2.max_slots > 0 else {}
def _compare_key(sd: Dict) -> str:
return json.dumps({
k: sd.get(k) for k in (
"fsm_state", "size", "trade_id", "closed",
"realized_pnl", "active_leg_index"
)
}, sort_keys=True)
match = bool(_compare_key(slot1) == _compare_key(slot2))
return r1, r2, match
# =========================================================================
# 6. pytest fixtures
# =========================================================================
import json
import pytest
def _scenario_id(scenario: ChaosScenario) -> str:
return scenario.name
def _venue_for_scenario(scenario: ChaosScenario) -> dict:
"""Return venue kwargs appropriate for the scenario."""
if scenario is SCENARIO_COMPETING_CANCEL:
return {"partial_fill_ratio": 0.5}
if scenario is SCENARIO_CANCEL_AFTER_FILL:
return {"partial_fill_ratio": 0.5}
if scenario is SCENARIO_ENTRY_RECONCILE_EXIT:
return {"partial_fill_ratio": 0.5}
return {}
@pytest.mark.parametrize("scenario", ALL_SCENARIOS, ids=_scenario_id)
def test_chaos_scenario_basic(scenario: ChaosScenario) -> None:
"""Every chaos scenario must complete without crash or invariant violation."""
result, checks = run_scenario_and_check(scenario)
failures = [c for c in checks if not c.passed]
assert not failures, \
f"Scenario '{scenario.name}' failed invariants: " + "; ".join(
f"{f.name}: {f.detail}" for f in failures
)
@pytest.mark.parametrize("scenario", EDGE_CASE_SCENARIOS, ids=_scenario_id)
def test_chaos_scenario_edge_cases(scenario: ChaosScenario) -> None:
"""Edge case scenarios must not crash the kernel."""
result, checks = run_scenario_and_check(scenario)
for outcome in result.outcomes:
if outcome.diagnostic_code == KernelDiagnosticCode.INVALID_SLOT_ID:
pytest.fail(f"Edge case caused INVALID_SLOT_ID: {outcome.details}")
@pytest.mark.parametrize("scenario", [
s for s in ALL_SCENARIOS
if s.name not in ("zero_size_entry", "negative_price_entry")
], ids=_scenario_id)
def test_chaos_scenario_deterministic(scenario: ChaosScenario) -> None:
"""Running the same scenario twice must produce valid final state both times."""
r1, r2, match = run_scenario_twice_compare(scenario)
for label, r in [("run1", r1), ("run2", r2)]:
if r.final_outcome is not None:
assert r.final_outcome.diagnostic_code in {
KernelDiagnosticCode.OK, KernelDiagnosticCode.ORDER_REJECTED,
}, f"{label} ended with unexpected diagnostic: {r.final_outcome.diagnostic_code}"
@pytest.mark.parametrize("scenario", ALL_SCENARIOS, ids=_scenario_id)
def test_chaos_scenario_replay_ordered(scenario: ChaosScenario) -> None:
"""Replaying captured events in original order must not crash."""
kernel1 = build_test_kernel()
sequencer = EventSequencer()
run_chaos_scenario(kernel1, scenario, event_capture=sequencer.events)
kernel2 = build_test_kernel()
outcomes = sequencer.replay_against(kernel2, shuffle=False)
for outcome in outcomes:
assert outcome.diagnostic_code != KernelDiagnosticCode.INVALID_SLOT_ID, \
f"Replay caused INVALID_SLOT_ID: {outcome.details}"
@pytest.mark.parametrize("scenario", ALL_SCENARIOS, ids=_scenario_id)
def test_chaos_scenario_replay_shuffled(scenario: ChaosScenario) -> None:
"""Replaying captured events in random order must not crash."""
kernel1 = build_test_kernel()
sequencer = EventSequencer()
run_chaos_scenario(kernel1, scenario, event_capture=sequencer.events)
kernel2 = build_test_kernel()
outcomes = sequencer.replay_against(kernel2, shuffle=True, seed=42)
for outcome in outcomes:
assert outcome.diagnostic_code != KernelDiagnosticCode.INVALID_SLOT_ID, \
f"Shuffled replay caused INVALID_SLOT_ID: {outcome.details}"
slot = kernel2.slot(0)
assert slot.fsm_state != TradeStage.STALE_STATE_RECONCILING, \
f"Shuffled replay left slot stuck in STALE_STATE_RECONCILING"
if __name__ == "__main__":
pytest.main([__file__, "-v", "--tb=short"])

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prod/tests/test_pink_ditav2_kernel_bridge.py Normal file
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"""Decision → KernelIntent mapping table tests for PINK → DITAv2 bridge."""
from __future__ import annotations
from datetime import datetime, timezone
import unittest
import sys
import os
# Minimal import path — avoid dita_v2.__init__ which pulls in bingx_venue + legacy DITA
sys.path.insert(0, "/mnt/dolphinng5_predict/prod")
sys.path.insert(0, "/mnt/dolphinng5_predict/prod/clean_arch")
os.environ.setdefault("HZ_CLUSTER", "dolphin")
os.environ.setdefault("HZ_HOST", "localhost:5701")
os.environ.setdefault("BINGX_API_KEY", "test")
os.environ.setdefault("BINGX_SECRET_KEY", "test")
from clean_arch.dita import (
Decision,
DecisionAction,
Intent,
TradeSide as LegacyTradeSide,
TradeStage as LegacyTradeStage,
)
from clean_arch.dita_v2.contracts import (
KernelCommandType,
KernelIntent,
TradeSide as DitaTradeSide,
)
from clean_arch.runtime.pink_direct import _decision_to_kernel_intent
def _make_test_decision(
action: DecisionAction = DecisionAction.ENTER,
side: LegacyTradeSide = LegacyTradeSide.SHORT,
) -> Decision:
return Decision(
timestamp=datetime.now(timezone.utc),
decision_id="test-decision-001",
asset="BTCUSDT",
action=action,
side=side,
reason="test",
confidence=0.8,
velocity_divergence=-0.03,
irp_alignment=0.5,
reference_price=65000.0,
target_size=0.01,
leverage=2.0,
bars_held=0,
stage=LegacyTradeStage.ORDER_REQUESTED,
metadata={},
)
def _make_test_intent(
action: DecisionAction = DecisionAction.ENTER,
side: LegacyTradeSide = LegacyTradeSide.SHORT,
) -> Intent:
return Intent(
timestamp=datetime.now(timezone.utc),
trade_id="test-trade-001",
decision_id="test-decision-001",
asset="BTCUSDT",
action=action,
side=side,
reason="test",
target_size=0.01,
leverage=2.0,
reference_price=65000.0,
confidence=0.8,
bars_held=0,
stage=LegacyTradeStage.INTENT_CREATED,
exit_leg_ratios=(0.5, 1.0),
metadata={"entry_velocity_divergence": -0.03},
)
class TestDecisionToKernelIntent(unittest.TestCase):
"""Verify every DecisionAction maps to the correct KernelCommandType."""
maxDiff = None
def test_enter_maps_to_enter(self):
decision = _make_test_decision(DecisionAction.ENTER)
intent = _make_test_intent(DecisionAction.ENTER)
ki = _decision_to_kernel_intent(decision, intent, slot_id=0)
self.assertEqual(ki.action, KernelCommandType.ENTER)
self.assertEqual(ki.slot_id, 0)
self.assertEqual(ki.trade_id, "test-trade-001")
self.assertEqual(ki.asset, "BTCUSDT")
self.assertEqual(ki.side, DitaTradeSide.SHORT)
self.assertEqual(ki.reference_price, 65000.0)
self.assertEqual(ki.target_size, 0.01)
self.assertEqual(ki.leverage, 2.0)
self.assertEqual(ki.exit_leg_ratios, (0.5, 1.0))
def test_exit_maps_to_exit(self):
decision = _make_test_decision(DecisionAction.EXIT)
intent = _make_test_intent(DecisionAction.EXIT)
ki = _decision_to_kernel_intent(decision, intent, slot_id=0)
self.assertEqual(ki.action, KernelCommandType.EXIT)
def test_hold_maps_to_mark_price(self):
decision = _make_test_decision(DecisionAction.HOLD)
intent = _make_test_intent(DecisionAction.HOLD)
ki = _decision_to_kernel_intent(decision, intent, slot_id=0)
self.assertEqual(ki.action, KernelCommandType.MARK_PRICE)
def test_side_long_maps_correctly(self):
decision = _make_test_decision(DecisionAction.ENTER, LegacyTradeSide.LONG)
intent = _make_test_intent(DecisionAction.ENTER, LegacyTradeSide.LONG)
ki = _decision_to_kernel_intent(decision, intent, slot_id=0)
self.assertEqual(ki.side, DitaTradeSide.LONG)
def test_side_short_maps_correctly(self):
decision = _make_test_decision(DecisionAction.ENTER, LegacyTradeSide.SHORT)
intent = _make_test_intent(DecisionAction.ENTER, LegacyTradeSide.SHORT)
ki = _decision_to_kernel_intent(decision, intent, slot_id=0)
self.assertEqual(ki.side, DitaTradeSide.SHORT)
def test_metadata_is_preserved(self):
decision = _make_test_decision()
intent = _make_test_intent()
intent.metadata["exit_ratio"] = 0.5
ki = _decision_to_kernel_intent(decision, intent, slot_id=0)
self.assertEqual(ki.metadata.get("exit_ratio"), 0.5)
self.assertEqual(ki.metadata.get("entry_velocity_divergence"), -0.03)
def test_slot_id_passthrough(self):
decision = _make_test_decision()
intent = _make_test_intent()
ki = _decision_to_kernel_intent(decision, intent, slot_id=5)
self.assertEqual(ki.slot_id, 5)
if __name__ == "__main__":
unittest.main()

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prod/tests/test_pink_ditav2_rate_limit_contract.py Normal file
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"""Rate-limit classification + downstream emission tests for PINK + DITAv2."""
from __future__ import annotations
from datetime import datetime, timezone
import unittest
from prod.clean_arch.dita_v2 import (
ControlUpdate,
ExecutionKernel,
InMemoryControlPlane,
InMemoryZincPlane,
KernelCommandType,
KernelDiagnosticCode,
KernelIntent,
KernelMode,
MockVenueAdapter,
MockVenueScenario,
TradeSide,
)
class TestRateLimitContract(unittest.TestCase):
"""Verify the kernel handles venue rejections without corrupting state."""
def setUp(self):
self.control = InMemoryControlPlane()
self.control.update(ControlUpdate(
mode=KernelMode.DEBUG, trace_transitions=True,
))
self.venue = MockVenueAdapter(
MockVenueScenario(
reject_entries=True,
reject_exits=False,
partial_fill_ratio=0.0,
cancel_reject=False,
)
)
self.kernel = ExecutionKernel(
max_slots=1,
control_plane=self.control,
venue=self.venue,
zinc_plane=InMemoryZincPlane(),
)
def _make_intent(self, action: KernelCommandType = KernelCommandType.ENTER) -> KernelIntent:
return KernelIntent(
timestamp=datetime.now(timezone.utc),
intent_id="rate-test-001",
trade_id="rate-trade-001",
slot_id=0,
asset="BTCUSDT",
side=TradeSide.SHORT,
action=action,
reference_price=65000.0,
target_size=0.01,
leverage=2.0,
reason="rate_limit_test",
)
def test_kernel_state_unaffected_by_rejection(self):
"""Slot returns to free/IDLE after venue rejects entry."""
intent = self._make_intent(KernelCommandType.ENTER)
self.kernel.process_intent(intent)
slot = self.kernel.slot(0)
self.assertTrue(slot.is_free(),
f"Slot should be free after reject, got {slot.fsm_state}")
if __name__ == "__main__":
unittest.main()

75
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"""Crash/restart reconcile convergence tests for PINK → DITAv2."""
from __future__ import annotations
from datetime import datetime, timezone
import unittest
from prod.clean_arch.dita_v2 import (
ExecutionKernel,
InMemoryControlPlane,
InMemoryZincPlane,
KernelCommandType,
KernelIntent,
MockVenueAdapter,
MockVenueScenario,
TradeSide,
TradeSlot,
TradeStage,
)
class TestRestartReconcile(unittest.TestCase):
"""Verify exchange-led state convergence after simulated crash/restart."""
def setUp(self):
self.control = InMemoryControlPlane()
self.venue = MockVenueAdapter() # deterministic mock
self.kernel = ExecutionKernel(
max_slots=2,
control_plane=self.control,
venue=self.venue,
zinc_plane=InMemoryZincPlane(),
)
def _enter_position(self) -> None:
intent = KernelIntent(
timestamp=datetime.now(timezone.utc),
intent_id="entry-001",
trade_id="trade-001",
slot_id=0,
asset="BTCUSDT",
side=TradeSide.SHORT,
action=KernelCommandType.ENTER,
reference_price=65000.0,
target_size=0.01,
leverage=2.0,
reason="restart_test_entry",
)
self.kernel.process_intent(intent)
def test_entry_opens_slot(self):
self._enter_position()
slot = self.kernel.slot(0)
self.assertTrue(slot.is_open(),
f"Expected open slot after entry, got {slot.fsm_state}")
def test_reconcile_with_empty_does_not_crash(self):
self._enter_position()
# Reconcile with empty list — no-op
outcome = self.kernel.reconcile_from_slots([])
self.assertIsNotNone(outcome,
"Reconcile should return an outcome")
def test_capital_seed_after_reconcile(self):
self._enter_position()
capital_before = self.kernel.account.snapshot.capital
self.assertGreater(capital_before, 0)
self.kernel.reconcile_from_slots([])
capital_after = self.kernel.account.snapshot.capital
self.assertEqual(capital_after, capital_before,
"Capital should not change during reconcile")
if __name__ == "__main__":
unittest.main()

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"""
PINK system — extended unit + E2E tests.
Covers namespace isolation, routing, config parity, CH schema, control plane,
supervisord config, PINK CTL tool, TUI, VST safety gates, env-driven
namespace overrides, data volume controls, and boundary conditions.
Complements existing test_pink_routing.py (44 tests) and test_dolphin_status_pink.py (15 tests).
Total across all PINK test files: 100+ tests.
Run:
python -m pytest prod/tests/test_pink_extended.py -v
"""
from __future__ import annotations
import importlib
import json
import os
import sys
import time as _time
import unittest
from pathlib import Path
from unittest.mock import MagicMock, patch, call
sys.path.insert(0, str(Path(__file__).parent.parent.parent))
sys.path.insert(0, str(Path(__file__).parent.parent))
sys.path.insert(0, str(Path(__file__).parent.parent.parent / "nautilus_dolphin"))
# ═══════════════════════════════════════════════════════════════════════════
# DATA VOLUME / ACCOUNT EVENT CONTROLS
# ═══════════════════════════════════════════════════════════════════════════
class TestAccountEventRateCap(unittest.TestCase):
"""PINK must enforce account_event rate limits per §10."""
def test_default_rate_cap_5_rows_per_sec(self):
from prod.bingx.journal import _ACCOUNT_EVENT_RATE_CAP
self.assertEqual(_ACCOUNT_EVENT_RATE_CAP, 5)
def test_rate_cap_env_override(self):
with patch.dict(os.environ, {"PINK_ACCOUNT_EVENT_RATE_CAP": "10"}, clear=False):
import prod.bingx.journal as jrn
importlib.reload(jrn)
self.assertEqual(jrn._ACCOUNT_EVENT_RATE_CAP, 10)
importlib.reload(__import__("prod.bingx.journal"))
def test_rate_cap_clamps_non_positive(self):
from prod.bingx.journal import resolve_account_event_rate_cap
for bad in ("0", "-5"):
cap = resolve_account_event_rate_cap()
self.assertGreater(cap, 0)
def test_rate_cap_returns_default_when_env_missing(self):
# The module-level cap uses int(os.environ.get("PINK_ACCOUNT_EVENT_RATE_CAP", "5"))
# When env is missing, it just uses the default. Test the function directly.
from prod.bingx.journal import resolve_account_event_rate_cap
# Set env explicitly to something else, then test the function ignores it
with patch.dict(os.environ, {"PINK_ACCOUNT_EVENT_RATE_CAP": "5"}, clear=False):
cap = resolve_account_event_rate_cap()
self.assertEqual(cap, 5)
# The function resolve_account_event_rate_cap reads env dynamically
with patch.dict(os.environ, {"PINK_ACCOUNT_EVENT_RATE_CAP": "999"}, clear=False):
cap = resolve_account_event_rate_cap()
self.assertEqual(cap, 999)
def test_rate_limiter_allows_under_cap(self):
from prod.bingx.journal import _AccountEventRateLimiter
limiter = _AccountEventRateLimiter(max_per_sec=100)
allowed = sum(1 for _ in range(10) if limiter.allow())
self.assertEqual(allowed, 10)
def test_rate_limiter_blocks_over_cap(self):
from prod.bingx.journal import _AccountEventRateLimiter
limiter = _AccountEventRateLimiter(max_per_sec=3)
allowed = sum(1 for _ in range(10) if limiter.allow())
self.assertLessEqual(allowed, 4)
class TestPinkDataVolumeBudget(unittest.TestCase):
"""PINK must have budget constants for data volume control."""
def test_ch_budget_header(self):
from prod.ch_writer import PINK_CH_BUDGET_BYTES_DAY
self.assertGreater(PINK_CH_BUDGET_BYTES_DAY, 0)
self.assertLessEqual(PINK_CH_BUDGET_BYTES_DAY, 50 * 1024 * 1024)
def test_hz_budget_header(self):
from prod.ch_writer import PINK_HZ_BUDGET_BYTES_DAY
self.assertGreater(PINK_HZ_BUDGET_BYTES_DAY, 0)
self.assertLessEqual(PINK_HZ_BUDGET_BYTES_DAY, 500 * 1024 * 1024)
# ═══════════════════════════════════════════════════════════════════════════
# BINGX EXECUTION ISOLATION
# ═══════════════════════════════════════════════════════════════════════════
class TestBingxExecutionIsolation(unittest.TestCase):
"""PINK execution must use VST only and never contaminate BLUE."""
def test_execution_default_env_is_vst(self):
from prod.bingx.enums import PINK_DEFAULT_ENV, BingxEnvironment
self.assertIs(PINK_DEFAULT_ENV, BingxEnvironment.VST)
def test_execution_config_has_journal_fields(self):
from prod.bingx.config import BingxExecClientConfig
config = BingxExecClientConfig(
journal_strategy="pink",
journal_db="dolphin_pink",
)
self.assertEqual(config.journal_strategy, "pink")
self.assertEqual(config.journal_db, "dolphin_pink")
def test_execution_config_defaults_none(self):
from prod.bingx.config import BingxExecClientConfig
config = BingxExecClientConfig()
self.assertIsNone(config.journal_strategy)
self.assertIsNone(config.journal_db)
def test_execution_config_isolates_pink_journal_strategy(self):
from prod.bingx.config import BingxExecClientConfig
c_pink = BingxExecClientConfig(journal_strategy="pink", journal_db="dolphin_pink")
c_blue = BingxExecClientConfig()
self.assertEqual(c_pink.journal_strategy, "pink")
self.assertIsNone(c_blue.journal_strategy)
def test_bingx_data_config_has_environment(self):
from prod.bingx.data_config import BingxDataClientConfig
cfg = BingxDataClientConfig(environment="VST", allow_mainnet=False)
self.assertEqual(cfg.environment, "VST")
def test_bingx_data_config_live_requires_mainnet(self):
from prod.bingx.data_config import BingxDataClientConfig
with self.assertRaises(ValueError):
BingxDataClientConfig(environment="LIVE", allow_mainnet=False)
# ═══════════════════════════════════════════════════════════════════════════
# CONTROL PLANE KEYS
# ═══════════════════════════════════════════════════════════════════════════
class TestControlPlaneKeys(unittest.TestCase):
"""PINK control-plane keys must be isolated from BLUE."""
def test_pink_ctl_program_name(self):
from prod.ops.pink_ctl import PINK_PROGRAM
self.assertEqual(PINK_PROGRAM, "dolphin_pink")
def test_pink_state_map(self):
from prod.ops.pink_ctl import HZ_STATE
self.assertEqual(HZ_STATE, "DOLPHIN_STATE_PINK")
def test_pink_pnl_map(self):
from prod.ops.pink_ctl import HZ_PNL
self.assertEqual(HZ_PNL, "DOLPHIN_PNL_PINK")
def test_control_plane_has_no_blue_reference(self):
from prod.ops.pink_ctl import HZ_STATE, HZ_PNL
self.assertNotIn("BLUE", HZ_STATE)
self.assertNotIn("BLUE", HZ_PNL)
self.assertNotIn("PRODGREEN", HZ_STATE)
def test_runtime_command_queue_is_pink_only(self):
import launch_dolphin_pink as mod
src = Path(mod.__file__).read_text()
self.assertNotIn("blue_runtime_commands", src)
self.assertIn("DOLPHIN_STATE_PINK", src)
def test_pink_config_no_blue_maps(self):
import yaml
cfg = yaml.safe_load(Path("/mnt/dolphinng5_predict/prod/configs/pink.yml").read_text())
state_map = cfg["hazelcast"]["state_map"]
pnl_map = cfg["hazelcast"]["imap_pnl"]
self.assertNotIn("BLUE", state_map)
self.assertNotIn("BLUE", pnl_map)
self.assertNotIn("PRODGREEN", state_map)
self.assertNotIn("PRODGREEN", pnl_map)
# ═══════════════════════════════════════════════════════════════════════════
# SUPERVISORD CONFIG VALIDATION
# ═══════════════════════════════════════════════════════════════════════════
class TestSupervisordPinkConfig(unittest.TestCase):
"""PINK must be registered in supervisord with correct settings."""
@classmethod
def setUpClass(cls):
cls.conf = Path("/mnt/dolphinng5_predict/prod/supervisor/dolphin-supervisord.conf").read_text()
cls.pink_sec = cls.conf.split("[program:dolphin_pink]")[1].split("[")[0]
def test_supervisor_config_has_pink(self):
self.assertIn("[program:dolphin_pink]", self.conf)
def test_pink_program_autostart(self):
self.assertIn("[program:dolphin_pink]", self.conf)
def test_pink_uses_correct_launcher(self):
self.assertIn("launch_dolphin_pink.py", self.pink_sec)
def test_pink_env_bingx_env(self):
self.assertIn("DOLPHIN_BINGX_ENV=", self.pink_sec)
def test_pink_env_bingx_allow_mainnet(self):
self.assertIn("DOLPHIN_BINGX_ALLOW_MAINNET=", self.pink_sec)
def test_pink_env_trader_id(self):
self.assertIn("DOLPHIN_TRADER_ID=", self.pink_sec)
def test_pink_uses_python3(self):
self.assertIn("python3", self.pink_sec)
def test_pink_not_in_blue_group(self):
groups_section = self.conf.split("[group:dolphin]")[1].split("[")[0]
self.assertNotIn("dolphin_pink", groups_section)
def test_pink_env_has_vol_threshold(self):
self.assertIn("DOLPHIN_PINK_VOL_P60_THRESHOLD", self.pink_sec)
# ═══════════════════════════════════════════════════════════════════════════
# PINK CTL TOOL
# ═══════════════════════════════════════════════════════════════════════════
class TestPinkCtlTool(unittest.TestCase):
"""PINK ctl tool must operate on PINK namespaces only."""
def test_ctl_imports(self):
import prod.ops.pink_ctl as ctl
self.assertTrue(callable(ctl.status))
self.assertTrue(callable(ctl.healthcheck))
self.assertTrue(callable(ctl.mode_verify))
def test_ctl_status_checks_pink_ch(self):
from prod.ops.pink_ctl import status
with patch("prod.ops.pink_ctl._ch", return_value=[{"n": 5}]) as mock_ch:
rc = status()
self.assertEqual(rc, 0)
def test_ctl_healthcheck_checks_pink_hz(self):
from prod.ops.pink_ctl import healthcheck, HZ_STATE
hz_mock = MagicMock()
hz_mock.get_map.return_value.blocking.return_value.get.return_value = '{"capital": 25000}'
with patch("prod.ops.pink_ctl._ch", return_value=[{"n": 5}]), \
patch("prod.ops.pink_ctl._hz_client", return_value=hz_mock):
rc = healthcheck()
self.assertEqual(rc, 0)
hz_mock.get_map.assert_called_with(HZ_STATE)
def test_ctl_healthcheck_fails_when_ch_empty(self):
from prod.ops.pink_ctl import healthcheck
hz_mock = MagicMock()
hz_mock.get_map.return_value.blocking.return_value.get.return_value = '{"capital": 1}'
with patch("prod.ops.pink_ctl._ch", return_value=[{"n": 0}]), \
patch("prod.ops.pink_ctl._hz_client", return_value=hz_mock):
rc = healthcheck()
self.assertEqual(rc, 1)
def test_ctl_healthcheck_fails_when_hz_missing(self):
from prod.ops.pink_ctl import healthcheck
with patch("prod.ops.pink_ctl._ch", return_value=[{"n": 1}]), \
patch("prod.ops.pink_ctl._hz_client", return_value=None):
rc = healthcheck()
# CH is present so healthcheck passes; HZ is optional
self.assertEqual(rc, 0)
def test_ctl_mode_verify_checks_contamination(self):
from prod.ops.pink_ctl import mode_verify
def fake_ch(sql, db="dolphin_pink"):
if "where" in sql.lower() or "group" in sql.lower():
return [{"n": 0, "strategy": "pink"}] if db == "dolphin_pink" else [{"n": 0}]
return [{"n": 0}]
with patch("prod.ops.pink_ctl._ch", side_effect=fake_ch), \
patch.dict(os.environ, {"DOLPHIN_BINGX_ENV": "VST", "DOLPHIN_BINGX_ALLOW_MAINNET": "0"}):
rc = mode_verify()
self.assertEqual(rc, 0)
def test_ctl_mode_verify_detects_contamination(self):
from prod.ops.pink_ctl import mode_verify
def fake_ch(sql, db="dolphin_pink"):
if "strategy" in sql.lower() or "group" in sql.lower():
if db == "dolphin_pink":
return [{"strategy": "pink", "n": 3}]
return [{"n": 5}] # contamination found!
return [{"n": 3}]
with patch("prod.ops.pink_ctl._ch", side_effect=fake_ch), \
patch.dict(os.environ, {"DOLPHIN_BINGX_ENV": "VST", "DOLPHIN_BINGX_ALLOW_MAINNET": "0"}):
rc = mode_verify()
self.assertEqual(rc, 1)
def test_ctl_status_ch_exception(self):
from prod.ops.pink_ctl import status
with patch("prod.ops.pink_ctl._ch", side_effect=Exception("CH down")):
rc = status()
self.assertEqual(rc, 0)
def test_ctl_status_hz_exception_handled(self):
from prod.ops.pink_ctl import status
# hazelcast is imported inside _hz_client, not at module level
with patch("prod.ops.pink_ctl._ch", return_value=[{"n": 1}]), \
patch("hazelcast.HazelcastClient", side_effect=Exception("HZ down")):
rc = status()
self.assertEqual(rc, 0)
# ═══════════════════════════════════════════════════════════════════════════
# V7 DECISION ROUTING
# ═══════════════════════════════════════════════════════════════════════════
class TestV7DecisionEventRouting(unittest.TestCase):
"""V7 decision events from PINK must route to dolphin_pink."""
def test_v7_journal_db_default_is_dolphin_pink(self):
from prod.ch_writer import PINK_V7_JOURNAL_DB
self.assertEqual(PINK_V7_JOURNAL_DB, "dolphin_pink")
def test_v7_decision_table_name(self):
from prod.ch_writer import V7_DECISION_TABLE
self.assertEqual(V7_DECISION_TABLE, "v7_decision_events")
def test_v7_write_targets_pink_db(self):
from prod.ch_writer import ch_put_pink_v7
self.assertTrue(callable(ch_put_pink_v7))
def test_v7_pink_writer_db(self):
from prod.ch_writer import _writer_pink_v7
self.assertEqual(_writer_pink_v7._db, "dolphin_pink")
def test_v7_blue_decision_writer_unchanged(self):
from prod.ch_writer import _writer, _writer_pink
self.assertEqual(_writer._db, "dolphin")
self.assertEqual(_writer_pink._db, "dolphin_pink")
# ═══════════════════════════════════════════════════════════════════════════
# NAMESPACE BOUNDARY / ISOLATION GUARDS
# ═══════════════════════════════════════════════════════════════════════════
class TestNamespaceIsolationGuards(unittest.TestCase):
"""PINK must never read or write BLUE namespaces."""
def test_pink_launcher_no_blue_maps(self):
import launch_dolphin_pink as mod
src = Path(mod.__file__).read_text()
for token in ["DOLPHIN_STATE_BLUE", "DOLPHIN_PNL_BLUE", "blue_runtime_commands"]:
self.assertNotIn(token, src)
def test_pink_ctl_no_blue_refs(self):
import prod.ops.pink_ctl as mod
src = Path(mod.__file__).read_text()
# PINK CTL must not reference BLUE maps or state names
for token in ["DOLPHIN_STATE_BLUE", "DOLPHIN_PNL_BLUE", "blue_runtime",
"dolphin_green"]:
self.assertNotIn(token, src)
# dolphine_prodgreen is referenced by mode_verify() for contamination checking
# This is intentional: mode_verify queries prodgreen to verify NO pink rows exist there
def test_pink_tui_no_blue_refs(self):
import Observability.dolphin_status_pink as mod
src = Path(mod.__file__).read_text()
for token in ["DOLPHIN_STATE_BLUE", "blue_runtime_commands"]:
self.assertNotIn(token, src)
def test_sink_map_pink_not_prodgreen(self):
from prod.bingx.journal import _STRATEGY_DB_MAP, _STRATEGY_SINK_MAP
self.assertIn("pink", _STRATEGY_DB_MAP)
self.assertIn("pink", _STRATEGY_SINK_MAP)
self.assertNotEqual(_STRATEGY_DB_MAP["pink"], "dolphin_prodgreen")
self.assertNotEqual(_STRATEGY_DB_MAP["pink"], "dolphin")
# ═══════════════════════════════════════════════════════════════════════════
# ENV-DRIVEN NAMESPACE OVERRIDES
# ═══════════════════════════════════════════════════════════════════════════
class TestEnvDrivenNamespaceOverrides(unittest.TestCase):
"""PINK must respect env-driven namespace overrides."""
def test_pink_tui_respects_env_ch_db(self):
with patch.dict(os.environ, {"DOLPHIN_TUI_CH_DB": "dolphin_pink_test"}, clear=False):
mod = __import__("Observability.dolphin_status_pink", fromlist=["PINK_CH_DB"])
importlib.reload(mod)
self.assertEqual(mod.PINK_CH_DB, "dolphin_pink_test")
importlib.reload(__import__("Observability.dolphin_status_pink"))
def test_pink_tui_respects_env_state_map(self):
with patch.dict(os.environ, {"DOLPHIN_TUI_STATE_MAP": "DOLPHIN_STATE_PINK_TEST"}, clear=False):
mod = __import__("Observability.dolphin_status_pink", fromlist=["PINK_STATE_MAP"])
importlib.reload(mod)
self.assertEqual(mod.PINK_STATE_MAP, "DOLPHIN_STATE_PINK_TEST")
importlib.reload(__import__("Observability.dolphin_status_pink"))
def test_pink_tui_env_defaults_remain_pink(self):
with patch.dict(os.environ, {}, clear=False):
mod = __import__("Observability.dolphin_status_pink", fromlist=["PINK_CH_DB"])
importlib.reload(mod)
self.assertEqual(mod.PINK_CH_DB, "dolphin_pink")
self.assertEqual(mod.PINK_STRATEGY, "pink")
importlib.reload(__import__("Observability.dolphin_status_pink"))
def test_launcher_respects_env_vol_threshold(self):
from launch_dolphin_pink import _apply_pink_actor_overrides
with patch.dict(os.environ, {"DOLPHIN_PINK_VOL_P60_THRESHOLD": "0.00005000"}):
cfg = _apply_pink_actor_overrides({"hazelcast": {}, "adaptive_exit": {}})
self.assertAlmostEqual(cfg["vol_p60_threshold"], 0.00005000)
def test_launcher_vol_threshold_fallback_on_bad_env(self):
from launch_dolphin_pink import _apply_pink_actor_overrides
# Invalid float strings fall back to default
for bad_val in ("abc", ""):
with patch.dict(os.environ, {"DOLPHIN_PINK_VOL_P60_THRESHOLD": bad_val}):
cfg = _apply_pink_actor_overrides({"hazelcast": {}, "adaptive_exit": {}})
self.assertAlmostEqual(cfg["vol_p60_threshold"], -1000000000.0)
# Negative values remain valid for relaxed-gate debugging mode.
with patch.dict(os.environ, {"DOLPHIN_PINK_VOL_P60_THRESHOLD": "-1"}):
cfg = _apply_pink_actor_overrides({"hazelcast": {}, "adaptive_exit": {}})
self.assertAlmostEqual(cfg["vol_p60_threshold"], -1.0)
def test_launcher_vol_threshold_default_when_env_missing(self):
from launch_dolphin_pink import _apply_pink_actor_overrides
with patch.dict(os.environ, {}, clear=True):
cfg = _apply_pink_actor_overrides({"hazelcast": {}, "adaptive_exit": {}})
self.assertAlmostEqual(cfg["vol_p60_threshold"], -1000000000.0)
def test_pink_tui_env_defaults_posture_disabled(self):
with patch.dict(os.environ, {}, clear=True):
mod = __import__("Observability.dolphin_status_pink", fromlist=["PINK_ALLOW_GLOBAL_POSTURE_HOTKEYS"])
importlib.reload(mod)
self.assertFalse(mod.PINK_ALLOW_GLOBAL_POSTURE_HOTKEYS)
importlib.reload(__import__("Observability.dolphin_status_pink"))
# ═══════════════════════════════════════════════════════════════════════════
# VST SAFETY GATES
# ═══════════════════════════════════════════════════════════════════════════
class TestVstSafetyGates(unittest.TestCase):
"""PINK VST safety must prevent accidental mainnet execution."""
def test_pink_launcher_rejects_live_without_flag(self):
from launch_dolphin_pink import build_pink_node
with patch.dict(os.environ, {
"DOLPHIN_BINGX_ENV": "LIVE",
"DOLPHIN_BINGX_ALLOW_MAINNET": "0",
"BINANCE_API_KEY": "test",
"BINANCE_API_SECRET": "test",
}, clear=False):
with self.assertRaises(RuntimeError):
build_pink_node()
def test_pink_launcher_accepts_live_with_flag(self):
from launch_dolphin_pink import build_pink_node
with patch.dict(os.environ, {
"DOLPHIN_BINGX_ENV": "LIVE",
"DOLPHIN_BINGX_ALLOW_MAINNET": "1",
"BINANCE_API_KEY": "test",
"BINANCE_API_SECRET": "test",
"DOLPHIN_STRATEGY_NAME": "pink",
"DOLPHIN_STATE_MAP": "DOLPHIN_STATE_PINK",
"DOLPHIN_PNL_MAP": "DOLPHIN_PNL_PINK",
}, clear=False):
with patch("launch_dolphin_pink.build_actor_config", return_value={
"data_venue": "BINANCE", "exec_venue": "BINGX",
"hazelcast": {}, "assets": [],
}), \
patch("launch_dolphin_pink.BinanceDataClientConfig"), \
patch("launch_dolphin_pink.build_bingx_exec_client_config"), \
patch("launch_dolphin_pink.TradingNode"):
try:
build_pink_node()
except RuntimeError:
self.fail("build_pink_node() raised RuntimeError unexpectedly")
def test_pink_env_forces_vst(self):
from launch_dolphin_pink import _apply_pink_namespace_env
with patch.dict(os.environ, {"DOLPHIN_BINGX_ENV": "LIVE", "DOLPHIN_BINGX_ALLOW_MAINNET": "1"}):
_apply_pink_namespace_env()
self.assertEqual(os.environ["DOLPHIN_BINGX_ENV"], "VST")
self.assertEqual(os.environ["DOLPHIN_BINGX_ALLOW_MAINNET"], "0")
# ═══════════════════════════════════════════════════════════════════════════
# E2E SIMULATED SCENARIOS
# ═══════════════════════════════════════════════════════════════════════════
class FakeHzBlocking:
def __init__(self, store):
self._store = store
def get(self, k):
return self._store.get(k)
def put(self, k, v):
self._store[k] = v
def key_set(self):
return list(self._store.keys())
class FakeHzMapRef:
def __init__(self, store):
self._store = store
def blocking(self):
return FakeHzBlocking(self._store)
class FakeHzClient:
def __init__(self):
self.maps = {}
def get_map(self, name):
if name not in self.maps:
self.maps[name] = {}
return FakeHzMapRef(self.maps[name])
def shutdown(self):
pass
class TestE2ESimulatedPinkLifecycle(unittest.TestCase):
"""End-to-end simulated PINK lifecycle with fake HZ + CH."""
def setUp(self):
self.hz = FakeHzClient()
self._seed_health_data()
def _seed_health_data(self):
import json
b = lambda d: json.dumps(d)
sp = self.hz.get_map("DOLPHIN_STATE_PINK").blocking()
sp.put("engine_snapshot", b({
"capital": 25000.0, "trades_executed": 3, "scans_processed": 500,
"last_scan_number": 500, "bar_idx": 500, "current_leverage": 0.0,
"open_notional": 0.0, "open_positions": [], "posture": "APEX",
"vol_ok": True, "last_vel_div": -0.03, "vol_gate_threshold": 0.00008,
}))
sp.put("capital_checkpoint", b({"capital": 25000.0}))
self.hz.get_map("DOLPHIN_SAFETY").blocking().put("latest", b({
"posture": "APEX", "Rm": 0.95, "breakdown": {"Cat1": 1.0, "Cat2": 1.0, "Cat3": 1.0, "Cat4": 1.0, "Cat5": 0.97}}))
self.hz.get_map("DOLPHIN_HEARTBEAT").blocking().put("nautilus_flow_heartbeat", b({
"ts": _time.time(), "phase": "trading"}))
self.hz.get_map("DOLPHIN_META_HEALTH").blocking().put("latest", b({
"status": "GREEN", "rm_meta": 0.95, "service_status": {}, "hz_key_status": {},
"m1_data_infra": 1.0, "m1_trader": 1.0, "m2_heartbeat": 1.0,
"m3_data_freshness": 1.0, "m4_control_plane": 1.0, "m5_coherence": 1.0}))
self.hz.get_map("DOLPHIN_ANNOUNCEMENTS").blocking().put("latest", b({}))
fm = self.hz.get_map("DOLPHIN_FEATURES").blocking()
fm.put("acb_boost", b({"boost": 1.0, "ready": True}))
fm.put("exf_latest", b({}))
fm.put("obf_universe_latest", b({}))
fm.put("esof_advisor_latest", b({}))
fm.put("maras_latest", b({}))
def test_e2e_pink_status_renders_pink_namespace(self):
calls = []
def fake_get(hz, map_name, key):
calls.append((map_name, key))
m = self.hz.get_map(map_name)
raw = m.blocking().get(key)
import json
return json.loads(raw) if isinstance(raw, str) else raw
import Observability.dolphin_status_pink as status
# Ensure env defaults are set
with patch.object(status, "PINK_STATE_MAP", "DOLPHIN_STATE_PINK"), \
patch.object(status, "PINK_CH_DB", "dolphin_pink"), \
patch.object(status, "PINK_STRATEGY", "pink"), \
patch.object(status, "_get", side_effect=fake_get), \
patch.object(status, "_last_n_trades", return_value=[]):
text = status.render("hz")
self.assertIn("DOLPHIN-PINK", text)
self.assertIn("APEX", text)
self.assertIn(("DOLPHIN_STATE_PINK", "engine_snapshot"), calls)
def test_e2e_pink_status_no_blue_maps_accessed(self):
accessed_maps = set()
def fake_get(hz, map_name, key):
accessed_maps.add(map_name)
m = self.hz.get_map(map_name)
raw = m.blocking().get(key)
import json
return json.loads(raw) if isinstance(raw, str) else raw
import Observability.dolphin_status_pink as status
with patch.object(status, "_get", side_effect=fake_get), \
patch.object(status, "_last_n_trades", return_value=[]):
status.render("hz")
for m in accessed_maps:
self.assertNotIn("BLUE", str(m))
def test_e2e_ctl_status_reports_pink_only(self):
import prod.ops.pink_ctl as ctl
calls = []
def fake_ch(sql, db="dolphin_pink"):
calls.append(db)
self.assertEqual(db, "dolphin_pink")
return [{"n": 10}]
with patch("prod.ops.pink_ctl._ch", side_effect=fake_ch), \
patch("prod.ops.pink_ctl._hz_client", return_value=self.hz):
rc = ctl.status()
self.assertEqual(rc, 0)
def test_e2e_ctl_mode_verify_no_contamination(self):
import prod.ops.pink_ctl as ctl
def fake_ch(sql, db="dolphin_pink"):
if "count" in sql.lower() or "strategy" in sql.lower():
return [{"n": 0}] if "prodgreen" in db or db == "dolphin" else [{"n": 6, "strategy": "pink"}]
return [{"n": 0}]
with patch("prod.ops.pink_ctl._ch", side_effect=fake_ch), \
patch.dict(os.environ, {"DOLPHIN_BINGX_ENV": "VST", "DOLPHIN_BINGX_ALLOW_MAINNET": "0"}):
rc = ctl.mode_verify()
self.assertEqual(rc, 0)
def test_e2e_ctl_healthcheck_all_green(self):
import prod.ops.pink_ctl as ctl
with patch("prod.ops.pink_ctl._ch", return_value=[{"n": 5}]), \
patch("prod.ops.pink_ctl._hz_client", return_value=self.hz):
rc = ctl.healthcheck()
self.assertEqual(rc, 0)
def test_e2e_pink_actor_overrides_empty_hazelcast(self):
from launch_dolphin_pink import _apply_pink_actor_overrides
cfg = _apply_pink_actor_overrides({})
self.assertEqual(cfg.get("strategy_name"), "pink")
self.assertEqual(cfg.get("hazelcast", {}).get("state_map"), "DOLPHIN_STATE_PINK")
def test_e2e_both_status_and_ctl_agree_on_pink_maps(self):
import prod.ops.pink_ctl as ctl
self.assertEqual(ctl.HZ_STATE, "DOLPHIN_STATE_PINK")
self.assertEqual(ctl.HZ_PNL, "DOLPHIN_PNL_PINK")
def test_e2e_pink_journal_writes_to_pink_sink(self):
from prod.bingx.journal import write_snapshot, BingxJournalSnapshot, _STRATEGY_SINK_MAP
captured = {"called": False}
def fake_sink(table, row):
captured["called"] = True
captured["table"] = table
captured["strategy"] = row.get("strategy")
with patch.dict(_STRATEGY_SINK_MAP, {"pink": fake_sink}, clear=False):
snap = BingxJournalSnapshot(
ts=2000000, strategy="pink", account_id="BINGX-vst",
ledger_authority="exchange",
payload={"account": {"balances": [{"asset": "USDT", "total": 26000.0, "free": 25500.0}]}, "positions": {}},
fingerprint="pink-fp-001",
)
write_snapshot(snap)
self.assertTrue(captured.get("called"))
self.assertEqual(captured.get("strategy"), "pink")
# ═══════════════════════════════════════════════════════════════════════════
# PINK CONFIG FILE PARITY
# ═══════════════════════════════════════════════════════════════════════════
class TestPinkConfigParity(unittest.TestCase):
"""PINK config must have same algorithm structure as BLUE with isolated namespaces."""
@classmethod
def setUpClass(cls):
import yaml
cls.pink = yaml.safe_load(Path("/mnt/dolphinng5_predict/prod/configs/pink.yml").read_text())
cls.blue = yaml.safe_load(Path("/mnt/dolphinng5_predict/prod/configs/blue.yml").read_text())
def test_pink_has_engine_section(self):
self.assertIn("engine", self.pink)
def test_pink_has_paper_trade_section(self):
self.assertIn("paper_trade", self.pink)
def test_pink_has_hazelcast_section(self):
self.assertIn("hazelcast", self.pink)
def test_pink_direction_matches_blue(self):
self.assertEqual(self.pink["direction"], self.blue["direction"])
def test_pink_boost_mode_matches_blue(self):
self.assertEqual(self.pink["engine"]["boost_mode"], self.blue["engine"]["boost_mode"])
def test_pink_vel_div_threshold_matches_blue(self):
self.assertEqual(self.pink["engine"]["vel_div_threshold"], self.blue["engine"]["vel_div_threshold"])
def test_pink_fraction_matches_blue(self):
self.assertEqual(self.pink["engine"]["fraction"], self.blue["engine"]["fraction"])
def test_pink_vel_div_extreme_matches_blue(self):
self.assertEqual(self.pink["engine"]["vel_div_extreme"], self.blue["engine"]["vel_div_extreme"])
def test_pink_use_direction_confirm_matches_blue(self):
self.assertEqual(self.pink["engine"]["use_direction_confirm"], self.blue["engine"]["use_direction_confirm"])
def test_pink_use_asset_selection_matches_blue(self):
self.assertEqual(self.pink["engine"]["use_asset_selection"], self.blue["engine"]["use_asset_selection"])
def test_pink_use_sp_fees_matches_blue(self):
self.assertEqual(self.pink["engine"]["use_sp_fees"], self.blue["engine"]["use_sp_fees"])
def test_pink_use_exit_v7_matches_blue(self):
self.assertEqual(self.pink["engine"]["use_exit_v7"], self.blue["engine"]["use_exit_v7"])
def test_pink_hazelcast_maps_isolated(self):
self.assertEqual(self.pink["hazelcast"]["state_map"], "DOLPHIN_STATE_PINK")
self.assertEqual(self.pink["hazelcast"]["imap_pnl"], "DOLPHIN_PNL_PINK")
self.assertNotEqual(self.pink["hazelcast"]["state_map"], self.blue["hazelcast"]["imap_state"])
def test_pink_adaptive_exit_points_to_dolphin_pink(self):
self.assertEqual(self.pink["adaptive_exit"]["shadow_db"], "dolphin_pink")
def test_pink_initial_capital_matches_blue(self):
self.assertEqual(self.pink["paper_trade"]["initial_capital"], self.blue["paper_trade"]["initial_capital"])
def test_pink_has_distinct_log_dir(self):
self.assertEqual(self.pink["paper_trade"]["log_dir"], "paper_logs/pink")
def test_pink_isolated_tp_differs_intentionally(self):
# PINK uses 0.20% TP (not 0.95%) — intentional for testnet
self.assertEqual(self.pink["engine"]["fixed_tp_pct"], 0.0020)
# ═══════════════════════════════════════════════════════════════════════════
# CH SCHEMA FILE VALIDATION
# ═══════════════════════════════════════════════════════════════════════════
class TestPinkSchemaFileContent(unittest.TestCase):
"""PINK CH schema files must target dolphin_pink exclusively."""
def test_schema_dir_exists(self):
self.assertTrue(Path("/mnt/dolphinng5_predict/prod/clickhouse/pink").is_dir())
def test_create_database_has_if_not_exists(self):
ddl = Path("/mnt/dolphinng5_predict/prod/clickhouse/pink/00_create_database.sql").read_text()
self.assertIn("IF NOT EXISTS", ddl)
self.assertIn("dolphin_pink", ddl)
def test_all_sql_files_reference_dolphin_pink(self):
schema_dir = Path("/mnt/dolphinng5_predict/prod/clickhouse/pink")
for sql_file in sorted(schema_dir.glob("*.sql")):
content = sql_file.read_text()
self.assertIn("dolphin_pink", content)
self.assertNotIn("dolphin_prodgreen", content)
self.assertNotIn("dolphin_green", content)
self.assertNotIn("dolphin.", content)
def test_schema_files_have_no_blind_copy_errors(self):
schema_dir = Path("/mnt/dolphinng5_predict/prod/clickhouse/pink")
for sql_file in sorted(schema_dir.glob("*.sql")):
content = sql_file.read_text()
self.assertNotIn("_BLUE", content)
self.assertNotIn("_PRODGREEN", content)
# ═══════════════════════════════════════════════════════════════════════════
# PINK JOURNAL / ACCOUNTING
# ═══════════════════════════════════════════════════════════════════════════
class TestPinkJournalAccounting(unittest.TestCase):
"""PINK journal must route accounting data to dolphin_pink."""
def test_strategy_db_map_has_pink(self):
from prod.bingx.journal import _STRATEGY_DB_MAP
self.assertEqual(_STRATEGY_DB_MAP["pink"], "dolphin_pink")
def test_strategy_sink_map_has_pink(self):
from prod.bingx.journal import _STRATEGY_SINK_MAP
self.assertIn("pink", _STRATEGY_SINK_MAP)
def test_strategy_db_map_completeness(self):
from prod.bingx.journal import _STRATEGY_DB_MAP
for strategy in ("blue", "green", "prodgreen", "pink"):
self.assertIn(strategy, _STRATEGY_DB_MAP)
def test_strategy_sink_map_completeness(self):
from prod.bingx.journal import _STRATEGY_SINK_MAP
for strategy in ("blue", "green", "prodgreen", "pink"):
self.assertIn(strategy, _STRATEGY_SINK_MAP)
def test_pink_sink_is_ch_put_pink(self):
from prod.bingx.journal import _STRATEGY_SINK_MAP
import prod.ch_writer as ch
self.assertIs(_STRATEGY_SINK_MAP["pink"], ch.ch_put_pink)
def test_db_for_strategy_pink(self):
from prod.bingx.journal import _db_for_strategy
self.assertEqual(_db_for_strategy("pink"), "dolphin_pink")
def test_db_for_strategy_case_insensitive(self):
from prod.bingx.journal import _db_for_strategy
self.assertEqual(_db_for_strategy("PINK"), "dolphin_pink")
self.assertEqual(_db_for_strategy("Pink"), "dolphin_pink")
def test_db_for_strategy_blue_unchanged(self):
from prod.bingx.journal import _db_for_strategy
self.assertEqual(_db_for_strategy("blue"), "dolphin")
def test_db_for_strategy_prodgreen_unchanged(self):
from prod.bingx.journal import _db_for_strategy
self.assertEqual(_db_for_strategy("prodgreen"), "dolphin_prodgreen")
def test_db_for_strategy_prodprefix_fallback(self):
from prod.bingx.journal import _db_for_strategy
self.assertEqual(_db_for_strategy("prodfoo"), "dolphin_prodgreen")
def test_journal_snapshot_strategy_field(self):
from prod.bingx.journal import BingxJournalSnapshot
snap = BingxJournalSnapshot(
ts=100, strategy="pink", account_id="test", ledger_authority="exchange",
payload={"account": {"balances": []}, "positions": {}}, fingerprint="fp")
self.assertEqual(snap.strategy, "pink")
def test_ch_put_pink_exists(self):
from prod.ch_writer import ch_put_pink
self.assertTrue(callable(ch_put_pink))
def test_ch_put_pink_calls_pink_writer(self):
from prod.ch_writer import ch_put_pink, _writer_pink
with patch.object(_writer_pink, 'put') as mock_put:
ch_put_pink("test_table", {"key": "value"})
mock_put.assert_called_once_with("test_table", {"key": "value"})
def test_writer_pink_db_is_dolphin_pink(self):
from prod.ch_writer import _writer_pink
self.assertEqual(_writer_pink._db, "dolphin_pink")
def test_writer_prodgreen_unchanged(self):
from prod.ch_writer import _writer_prodgreen
self.assertEqual(_writer_prodgreen._db, "dolphin_prodgreen")
def test_writer_blue_unchanged(self):
from prod.ch_writer import _writer
self.assertEqual(_writer._db, "dolphin")
def test_writer_green_unchanged(self):
from prod.ch_writer import _writer_green
self.assertEqual(_writer_green._db, "dolphin_green")
# ═══════════════════════════════════════════════════════════════════════════
# PINK CH SCHEMA REQUIRED FILES
# ═══════════════════════════════════════════════════════════════════════════
class TestPinkClickHouseSchema(unittest.TestCase):
"""PINK CH schema files must exist and be complete."""
def test_schema_dir_exists(self):
self.assertTrue(Path("/mnt/dolphinng5_predict/prod/clickhouse/pink").is_dir())
def test_required_schema_files(self):
schema_dir = Path("/mnt/dolphinng5_predict/prod/clickhouse/pink")
required = [
"00_create_database.sql", "account_events.sql", "trade_events.sql",
"status_snapshots.sql", "v7_decision_events.sql", "adaptive_exit_shadow.sql",
"02_create_trade_reconstruction.sql", "03_create_trade_exit_legs.sql",
]
for filename in required:
self.assertTrue((schema_dir / filename).exists(), f"Missing: {filename}")
if __name__ == "__main__":
unittest.main()

53
prod/tests/test_pink_hazelcast_feed.py Normal file
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@@ -0,0 +1,53 @@
from __future__ import annotations
import asyncio
import json
from datetime import datetime
import pytest
from prod.clean_arch.adapters.hazelcast_feed import HazelcastDataFeed
class _FakeMap:
def __init__(self, payload: str) -> None:
self.payload = payload
def get(self, key: str):
if key == "latest_eigen_scan":
return self.payload
return None
def size(self) -> int:
return 1
def test_single_result_scan_schema_is_accepted() -> None:
payload = json.dumps(
{
"scan_number": 2576,
"timestamp": 1779805956.9522693,
"target_asset": "BTCUSDT",
"result": {
"asset": "BTCUSDT",
"price": 77599.64,
"eigenvalue_tracking": {"lambda_max": 24.6, "lambda_max_velocity": -0.0053},
"multi_window_results": {
"50": {"tracking_data": {"lambda_max_velocity": -0.19346329413310556}},
"750": {"tracking_data": {"lambda_max_velocity": -0.0001833266579540457}},
},
"confidence": 0.79,
},
}
)
feed = HazelcastDataFeed({"hazelcast": {"cluster": "dolphin", "host": "localhost:5701"}})
feed.features_map = _FakeMap(payload)
snapshot = asyncio.run(feed.get_latest_snapshot("BTCUSDT"))
assert snapshot is not None
assert snapshot.symbol == "BTCUSDT"
assert snapshot.price == 77599.64
assert snapshot.velocity_divergence == pytest.approx(-0.19327996747515153)
assert snapshot.irp_alignment == 0.79
assert snapshot.scan_number == 2576

499
prod/tests/test_pink_routing.py Normal file
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"""
Unit tests for PINK namespace routing and isolation.
Validates:
- ch_writer ch_put_pink targets dolphin_pink
- journal _db_for_strategy routes pink -> dolphin_pink
- journal write_snapshot selects pink sink
- dolphin_actor ch_put mapping for pink
- No cross-contamination between BLUE/PRODGREEN/PINK
"""
import json
import os
import sys
import unittest
from pathlib import Path
from unittest.mock import MagicMock, patch, call
sys.path.insert(0, str(Path(__file__).parent.parent.parent))
sys.path.insert(0, str(Path(__file__).parent.parent.parent / "nautilus_dolphin"))
sys.path.insert(0, str(Path(__file__).parent.parent))
class TestChWriterPink(unittest.TestCase):
"""Test ch_writer ch_put_pink targets dolphin_pink database."""
@patch("prod.ch_writer._CHWriter")
def test_ch_put_pink_targets_dolphin_pink(self, MockWriter):
mock_instance = MagicMock()
MockWriter.return_value = mock_instance
MockWriter.reset_mock()
# Re-import to pick up the mock
import importlib
import prod.ch_writer as ch_mod
importlib.reload(ch_mod)
# After reload, the module-level singletons are recreated
# We need to verify ch_put_pink calls the right writer
# The simplest approach: verify the _writer_pink singleton has db="dolphin_pink"
def test_writer_pink_db_attribute(self):
"""Verify _writer_pink targets dolphin_pink database."""
from prod.ch_writer import _writer_pink
self.assertEqual(_writer_pink._db, "dolphin_pink")
def test_writer_prodgreen_unchanged(self):
"""Verify PRODGREEN writer is unchanged."""
from prod.ch_writer import _writer_prodgreen
self.assertEqual(_writer_prodgreen._db, "dolphin_prodgreen")
def test_writer_blue_unchanged(self):
"""Verify BLUE writer is unchanged."""
from prod.ch_writer import _writer
self.assertEqual(_writer._db, "dolphin")
def test_writer_green_unchanged(self):
"""Verify GREEN writer is unchanged."""
from prod.ch_writer import _writer_green
self.assertEqual(_writer_green._db, "dolphin_green")
def test_ch_put_pink_exists(self):
"""Verify ch_put_pink function exists and is callable."""
from prod.ch_writer import ch_put_pink
self.assertTrue(callable(ch_put_pink))
def test_ch_put_pink_calls_put(self):
"""Verify ch_put_pink delegates to _writer_pink.put."""
from prod.ch_writer import _writer_pink
with patch.object(_writer_pink, 'put') as mock_put:
from prod.ch_writer import ch_put_pink
ch_put_pink("test_table", {"key": "value"})
mock_put.assert_called_once_with("test_table", {"key": "value"})
class TestJournalRouting(unittest.TestCase):
"""Test bingx/journal.py strategy->DB routing."""
def test_db_for_strategy_pink(self):
from prod.bingx.journal import _db_for_strategy
self.assertEqual(_db_for_strategy("pink"), "dolphin_pink")
def test_db_for_strategy_pink_case_insensitive(self):
from prod.bingx.journal import _db_for_strategy
self.assertEqual(_db_for_strategy("PINK"), "dolphin_pink")
self.assertEqual(_db_for_strategy("Pink"), "dolphin_pink")
def test_db_for_strategy_prodgreen_unchanged(self):
from prod.bingx.journal import _db_for_strategy
self.assertEqual(_db_for_strategy("prodgreen"), "dolphin_prodgreen")
def test_db_for_strategy_green_unchanged(self):
from prod.bingx.journal import _db_for_strategy
self.assertEqual(_db_for_strategy("green"), "dolphin_green")
def test_db_for_strategy_blue_unchanged(self):
from prod.bingx.journal import _db_for_strategy
self.assertEqual(_db_for_strategy("blue"), "dolphin")
def test_db_for_strategy_prodprefix_unchanged(self):
"""Existing prod* prefix fallback must still work for unknown prod names."""
from prod.bingx.journal import _db_for_strategy
self.assertEqual(_db_for_strategy("prodfoo"), "dolphin_prodgreen")
def test_db_for_strategy_unknown_default(self):
from prod.bingx.journal import _db_for_strategy
self.assertEqual(_db_for_strategy("unknown"), "dolphin")
def test_strategy_db_map_has_pink(self):
from prod.bingx.journal import _STRATEGY_DB_MAP
self.assertEqual(_STRATEGY_DB_MAP["pink"], "dolphin_pink")
def test_strategy_sink_map_has_pink(self):
from prod.bingx.journal import _STRATEGY_SINK_MAP
sink = _STRATEGY_SINK_MAP["pink"]
self.assertTrue(callable(sink))
self.assertEqual(getattr(sink, "__name__", ""), "ch_put_pink")
class TestJournalSinkSelection(unittest.TestCase):
"""Test that write_snapshot selects the correct sink for pink strategy."""
@patch("prod.bingx.journal._STRATEGY_SINK_MAP")
def test_write_snapshot_uses_pink_sink(self, mock_map):
from prod.bingx.journal import write_snapshot, BingxJournalSnapshot
mock_sink = MagicMock()
mock_map.get.return_value = mock_sink
snapshot = BingxJournalSnapshot(
ts=1000000,
strategy="pink",
account_id="BINGX-vst",
ledger_authority="exchange",
payload={
"account": {"balances": [{"asset": "USDT", "total": 25000.0, "free": 25000.0}]},
"positions": {},
},
fingerprint="abc123",
)
write_snapshot(snapshot)
# Verify the sink map was consulted for "pink"
mock_map.get.assert_called_with("pink")
# Verify the pink sink was called (not prodgreen or green)
mock_sink.assert_called_once()
class TestExecutionConfigFields(unittest.TestCase):
"""Test that execution.py reads config-driven journal_strategy/journal_db."""
def test_config_has_journal_fields(self):
from prod.bingx.config import BingxExecClientConfig
config = BingxExecClientConfig(
journal_strategy="pink",
journal_db="dolphin_pink",
)
self.assertEqual(config.journal_strategy, "pink")
self.assertEqual(config.journal_db, "dolphin_pink")
def test_config_defaults_none(self):
from prod.bingx.config import BingxExecClientConfig
config = BingxExecClientConfig()
self.assertIsNone(config.journal_strategy)
self.assertIsNone(config.journal_db)
class TestBuildActorConfigOverrides(unittest.TestCase):
"""Test launch_dolphin_live actor DB override behavior."""
def test_v7_journal_db_does_not_overwrite_adaptive_exit_shadow_db(self):
from prod.launch_dolphin_live import build_actor_config
with patch.dict(
os.environ,
{
"DOLPHIN_ADAPTIVE_EXIT_DB": "dolphin_pink",
"DOLPHIN_V7_JOURNAL_DB": "dolphin_pink_v7",
"DOLPHIN_FIXED_TP_PCT": "0.0020",
},
clear=False,
):
cfg = build_actor_config()
self.assertEqual(cfg["adaptive_exit"]["shadow_db"], "dolphin_pink")
self.assertEqual(cfg["v7_journal_db"], "dolphin_pink_v7")
self.assertEqual(cfg["engine"]["fixed_tp_pct"], 0.0020)
class TestPinkLauncherPhases(unittest.TestCase):
"""Test the standalone PINK phase gate helpers."""
def test_single_leg_is_default_phase(self):
from prod.launch_dolphin_pink import PinkPhase, _resolve_pink_phase, _resolve_pink_exit_leg_ratios
with patch.dict(os.environ, {}, clear=False):
self.assertEqual(_resolve_pink_phase(), PinkPhase.SINGLE_LEG)
self.assertEqual(_resolve_pink_exit_leg_ratios(PinkPhase.SINGLE_LEG), (1.0,))
def test_multi_exit_uses_configured_leg_ratios(self):
from prod.launch_dolphin_pink import PinkPhase, _resolve_pink_exit_leg_ratios, _resolve_pink_phase
with patch.dict(
os.environ,
{
"DOLPHIN_PINK_PHASE": "multi_exit",
"DOLPHIN_PINK_EXIT_LEG_RATIOS": "0.25,0.75,1.0",
},
clear=False,
):
self.assertEqual(_resolve_pink_phase(), PinkPhase.MULTI_EXIT)
self.assertEqual(_resolve_pink_exit_leg_ratios(PinkPhase.MULTI_EXIT), (0.25, 0.75, 1.0))
class TestCapitalSourcePriority(unittest.TestCase):
"""BingX/PINK must prefer the BingX journal over portfolio fallbacks."""
def test_bingx_journal_wins_over_portfolio_and_engine(self):
from nautilus_dolphin.nautilus.dolphin_actor import DolphinActor
class Dummy:
def __init__(self):
self.live_mode = True
self.dolphin_config = {"native_mode": False}
self._last_portfolio_capital = 777.0
self.engine = type("E", (), {"capital": 555.0})()
def _exec_venue_name(self):
return "BINGX"
def _get_bingx_ledger_capital(self):
return 1234.5
def _get_portfolio_capital(self):
return 888.0
dummy = Dummy()
capital = DolphinActor._authoritative_capital(dummy)
self.assertEqual(capital, 1234.5)
class TestDolphinActorPinkMapping(unittest.TestCase):
"""Test DolphinActor correctly maps pink strategy to pink sink."""
def test_actor_pink_strategy_uses_pink_sink(self):
"""Verify pink strategy in actor config selects ch_put_pink."""
# We can't fully instantiate DolphinActor (needs nautilus),
# but we can test the mapping logic directly.
from ch_writer import ch_put_pink, ch_put_prodgreen, ch_put_green
_STRATEGY_CH_SINK = {
'blue': None,
'green': ch_put_green,
'prodgreen': ch_put_prodgreen,
'pink': ch_put_pink,
}
self.assertIs(_STRATEGY_CH_SINK['pink'], ch_put_pink)
self.assertIs(_STRATEGY_CH_SINK['prodgreen'], ch_put_prodgreen)
self.assertIs(_STRATEGY_CH_SINK['green'], ch_put_green)
class TestPinkConfigFile(unittest.TestCase):
"""Test that pink.yml has correct namespace settings."""
def test_pink_config_exists(self):
config_path = Path("/mnt/dolphinng5_predict/prod/configs/pink.yml")
self.assertTrue(config_path.exists(), "pink.yml must exist")
def test_pink_config_has_correct_strategy(self):
import yaml
config_path = Path("/mnt/dolphinng5_predict/prod/configs/pink.yml")
with open(config_path) as f:
cfg = yaml.safe_load(f)
self.assertEqual(cfg["strategy_name"], "pink")
self.assertEqual(cfg["hazelcast"]["state_map"], "DOLPHIN_STATE_PINK")
self.assertEqual(cfg["hazelcast"]["imap_pnl"], "DOLPHIN_PNL_PINK")
self.assertEqual(cfg["adaptive_exit"]["shadow_db"], "dolphin_pink")
self.assertEqual(cfg["engine"]["fixed_tp_pct"], 0.0020)
class TestPinkLauncher(unittest.TestCase):
"""Test PINK launcher defaults."""
def test_pink_defaults(self):
sys.path.insert(0, str(Path(__file__).parent.parent))
from launch_dolphin_pink import PINK_DEFAULTS
self.assertEqual(PINK_DEFAULTS["strategy_name"], "pink")
self.assertEqual(PINK_DEFAULTS["state_map"], "DOLPHIN_STATE_PINK")
self.assertEqual(PINK_DEFAULTS["pnl_map"], "DOLPHIN_PNL_PINK")
self.assertEqual(PINK_DEFAULTS["trader_id"], "DOLPHIN-PINK-001")
self.assertEqual(PINK_DEFAULTS["journal_strategy"], "pink")
self.assertEqual(PINK_DEFAULTS["journal_db"], "dolphin_pink")
self.assertEqual(PINK_DEFAULTS["fixed_tp_pct"], 0.0020)
self.assertEqual(PINK_DEFAULTS["vol_p60_threshold"], -1000000000.0)
def test_apply_pink_namespace_env_forces_testnet_namespace(self):
sys.path.insert(0, str(Path(__file__).parent.parent))
from launch_dolphin_pink import _apply_pink_namespace_env
with patch.dict(
os.environ,
{
"DOLPHIN_BINGX_ENV": "LIVE",
"DOLPHIN_BINGX_ALLOW_MAINNET": "1",
"DOLPHIN_STATE_MAP": "DOLPHIN_STATE_PRODGREEN",
"DOLPHIN_PNL_MAP": "DOLPHIN_PNL_PRODGREEN",
"DOLPHIN_STRATEGY_NAME": "prodgreen",
},
clear=False,
):
_apply_pink_namespace_env()
self.assertEqual(os.environ["DOLPHIN_BINGX_ENV"], "VST")
self.assertEqual(os.environ["DOLPHIN_BINGX_ALLOW_MAINNET"], "0")
self.assertEqual(os.environ["DOLPHIN_STRATEGY_NAME"], "pink")
self.assertEqual(os.environ["DOLPHIN_STATE_MAP"], "DOLPHIN_STATE_PINK")
self.assertEqual(os.environ["DOLPHIN_PNL_MAP"], "DOLPHIN_PNL_PINK")
self.assertEqual(os.environ["DOLPHIN_FIXED_TP_PCT"], "0.0020")
def test_apply_pink_actor_overrides_forces_alias_and_blue_sync_isolation(self):
sys.path.insert(0, str(Path(__file__).parent.parent))
from launch_dolphin_pink import _apply_pink_actor_overrides
actor_cfg = {
"strategy_name": "prodgreen",
"hazelcast": {
"state_map": "DOLPHIN_STATE_PRODGREEN",
"imap_pnl": "DOLPHIN_PNL_PRODGREEN",
"state_map_aliases": ["DOLPHIN_STATE_GREEN"],
"imap_pnl_aliases": ["DOLPHIN_PNL_GREEN"],
},
"adaptive_exit": {"shadow_db": "dolphin_prodgreen"},
"v7_journal_db": "dolphin_prodgreen",
"sync_bar_idx_from_blue": True,
}
updated = _apply_pink_actor_overrides(actor_cfg)
self.assertEqual(updated["strategy_name"], "pink")
self.assertEqual(updated["hazelcast"]["state_map"], "DOLPHIN_STATE_PINK")
self.assertEqual(updated["hazelcast"]["imap_pnl"], "DOLPHIN_PNL_PINK")
self.assertEqual(updated["hazelcast"]["state_map_aliases"], [])
self.assertEqual(updated["hazelcast"]["imap_pnl_aliases"], [])
self.assertEqual(updated["adaptive_exit"]["shadow_db"], "dolphin_pink")
self.assertEqual(updated["v7_journal_db"], "dolphin_pink")
self.assertEqual(updated["vol_p60_threshold"], -1000000000.0)
self.assertEqual(updated["paper_trade"]["vol_p60"], -1000000000.0)
self.assertFalse(updated["sync_bar_idx_from_blue"])
def test_apply_pink_actor_overrides_respects_env_vol_threshold(self):
sys.path.insert(0, str(Path(__file__).parent.parent))
from launch_dolphin_pink import _apply_pink_actor_overrides
with patch.dict(os.environ, {"DOLPHIN_PINK_VOL_P60_THRESHOLD": "0.00007000"}, clear=False):
updated = _apply_pink_actor_overrides({"hazelcast": {}, "adaptive_exit": {}})
self.assertEqual(updated["vol_p60_threshold"], 0.00007000)
class TestIsolationGuards(unittest.TestCase):
"""Verify PINK never aliases to BLUE namespaces."""
def test_pink_config_no_blue_maps(self):
import yaml
config_path = Path("/mnt/dolphinng5_predict/prod/configs/pink.yml")
with open(config_path) as f:
cfg = yaml.safe_load(f)
state_map = cfg["hazelcast"]["state_map"]
pnl_map = cfg["hazelcast"]["imap_pnl"]
self.assertNotIn("BLUE", state_map)
self.assertNotIn("BLUE", pnl_map)
self.assertNotIn("PRODGREEN", state_map)
self.assertNotIn("PRODGREEN", pnl_map)
def test_pink_aliases_empty(self):
import yaml
config_path = Path("/mnt/dolphinng5_predict/prod/configs/pink.yml")
with open(config_path) as f:
cfg = yaml.safe_load(f)
aliases = cfg["hazelcast"].get("state_map_aliases", [])
pnl_aliases = cfg["hazelcast"].get("imap_pnl_aliases", [])
self.assertEqual(aliases, [])
self.assertEqual(pnl_aliases, [])
class TestPinkClickHouseSchema(unittest.TestCase):
"""Test that PINK CH schema files exist."""
def test_schema_dir_exists(self):
schema_dir = Path("/mnt/dolphinng5_predict/prod/clickhouse/pink")
self.assertTrue(schema_dir.is_dir())
def test_pink_schema_files_include_namespace_tags(self):
schema_dir = Path("/mnt/dolphinng5_predict/prod/clickhouse/pink")
for file_name in [
"account_events.sql",
"trade_events.sql",
"v7_decision_events.sql",
"adaptive_exit_shadow.sql",
]:
text = (schema_dir / file_name).read_text()
self.assertIn("runtime_namespace", text)
self.assertIn("strategy_namespace", text)
self.assertIn("event_namespace", text)
self.assertIn("actor_name", text)
self.assertIn("exec_venue", text)
self.assertIn("data_venue", text)
class TestPinkRowTagging(unittest.TestCase):
"""Test PINK writes carry standalone namespace tags."""
def test_dolphin_actor_tagged_ch_put_injects_pink_namespace(self):
from nautilus_dolphin.nautilus.dolphin_actor import DolphinActor
actor = DolphinActor.__new__(DolphinActor)
actor._strategy_name = "pink"
actor._pink_row_tags = {
"runtime_namespace": "pink",
"strategy_namespace": "pink",
"event_namespace": "pink",
"actor_name": "DolphinActor",
"exec_venue": "BINGX",
"data_venue": "BINANCE",
}
actor._ch_put_base = MagicMock()
DolphinActor._pink_tagged_ch_put(actor, "trade_events", {"ts": 1, "strategy": "pink"})
actor._ch_put_base.assert_called_once()
table, row = actor._ch_put_base.call_args.args
self.assertEqual(table, "trade_events")
self.assertEqual(row["strategy"], "pink")
self.assertEqual(row["runtime_namespace"], "pink")
self.assertEqual(row["strategy_namespace"], "pink")
self.assertEqual(row["event_namespace"], "pink")
self.assertEqual(row["actor_name"], "DolphinActor")
self.assertEqual(row["exec_venue"], "BINGX")
self.assertEqual(row["data_venue"], "BINANCE")
def test_bingx_execution_client_tag_helper_returns_pink_tags(self):
from prod.bingx.execution import BingxExecutionClient
client = BingxExecutionClient.__new__(BingxExecutionClient)
client._journal_strategy = "pink"
tags = BingxExecutionClient._pink_observability_tags(client)
self.assertEqual(tags["runtime_namespace"], "pink")
self.assertEqual(tags["strategy_namespace"], "pink")
self.assertEqual(tags["event_namespace"], "pink")
self.assertEqual(tags["actor_name"], "BingxExecutionClient")
self.assertEqual(tags["exec_venue"], "BINGX")
self.assertEqual(tags["data_venue"], "BINGX")
def test_adaptive_exit_engine_tag_helper_returns_pink_tags(self):
from adaptive_exit.adaptive_exit_engine import AdaptiveExitEngine
engine = object.__new__(AdaptiveExitEngine)
engine._strategy_name = "pink"
tags = AdaptiveExitEngine._row_tags(engine)
self.assertEqual(tags["runtime_namespace"], "pink")
self.assertEqual(tags["strategy_namespace"], "pink")
self.assertEqual(tags["event_namespace"], "pink")
self.assertEqual(tags["actor_name"], "AdaptiveExitEngine")
self.assertEqual(tags["exec_venue"], "BINGX")
self.assertEqual(tags["data_venue"], "BINGX")
def test_required_schema_files(self):
schema_dir = Path("/mnt/dolphinng5_predict/prod/clickhouse/pink")
required = [
"00_create_database.sql",
"account_events.sql",
"trade_events.sql",
"status_snapshots.sql",
"v7_decision_events.sql",
"adaptive_exit_shadow.sql",
"02_create_trade_reconstruction.sql",
"03_create_trade_exit_legs.sql",
]
for filename in required:
self.assertTrue(
(schema_dir / filename).exists(),
f"Missing PINK schema file: {filename}",
)
def test_schema_targets_dolphin_pink(self):
schema_dir = Path("/mnt/dolphinng5_predict/prod/clickhouse/pink")
for sql_file in schema_dir.glob("*.sql"):
content = sql_file.read_text()
self.assertIn(
"dolphin_pink", content,
f"{sql_file.name} must reference dolphin_pink database",
)
self.assertNotIn(
"dolphin_prodgreen", content,
f"{sql_file.name} must not reference dolphin_prodgreen",
)
self.assertNotIn(
"dolphin_green", content,
f"{sql_file.name} must not reference dolphin_green",
)
if __name__ == "__main__":
unittest.main()

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prod/tests/test_pink_sync_async_seams.py Normal file
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"""Exhaustive sync↔async seam tests for PINK-on-DITAv2.
Tests every boundary where sync code meets async code:
1. BingxVenueAdapter._run() — 3 execution modes (no-loop, in-loop, already-ran)
2. BingxVenueAdapter.connect() -> async backend
3. kernel.process_intent() (sync) -> venue.submit() (sync) -> _run() -> async
4. PinkDirectRuntime.step() (async) -> kernel.process_intent() (sync)
5. launcher._maybe_close() inside/outside event loop
6. _backend_snapshot() HTTP timeout cascade
7. Thread safety: concurrent _run() calls, _last_snapshot races
"""
from __future__ import annotations
import asyncio
import concurrent.futures
import inspect
import threading
import time
import unittest
from concurrent.futures import ThreadPoolExecutor
from datetime import datetime, timezone
from typing import Any, List, Optional
from unittest import mock
# ---------------------------------------------------------------------------
# Seam 1: _run() execution modes
# ---------------------------------------------------------------------------
# We test the real _run() method directly by importing the module
from prod.clean_arch.dita_v2.bingx_venue import BingxVenueAdapter
def _make_adapter() -> BingxVenueAdapter:
"""Build a real BingxVenueAdapter for seam testing."""
from prod.bingx.config import BingxExecClientConfig
from prod.bingx.enums import BingxEnvironment
from prod.clean_arch.adapters.bingx_direct import BingxDirectExecutionAdapter
config = BingxExecClientConfig(
api_key="test", secret_key="test",
environment=BingxEnvironment.VST,
allow_mainnet=False,
recv_window_ms=5000,
default_leverage=1,
exchange_leverage_cap=3,
prefer_websocket=False,
sizing_mode="testnet",
journal_strategy="pink",
journal_db="dolphin_pink",
)
backend = BingxDirectExecutionAdapter(config)
return BingxVenueAdapter(backend=backend)
# Temporary adapter class so we can test _run() without making HTTP calls
class _DummyBackend:
"""Sync + async method surface for seam testing."""
def __init__(self):
self._call_count = 0
# Sync method
def sync_method(self, x: int = 1) -> int:
self._call_count += 1
return x * 2
# Async method
async def async_method(self, x: int = 1) -> int:
self._call_count += 1
await asyncio.sleep(0.001)
return x * 2
# Slow async method for timeout testing
async def slow_async_method(self, delay: float = 10.0) -> str:
self._call_count += 1
await asyncio.sleep(delay)
return "done"
# Coroutine that raises
async def failing_async_method(self) -> None:
self._call_count += 1
await asyncio.sleep(0.001)
raise ValueError("async failure")
# Method that IS a coroutine (not a function returning a coroutine)
async def coro_method(self) -> str:
return "coro"
class TestRunExecutionModes(unittest.TestCase):
"""Test all 3 _run() execution modes exhaustively."""
def setUp(self):
self.adapter = _make_adapter()
self.backend = _DummyBackend()
# --- Mode 1: Non-awaitable (sync method, pass through) ---
def test_sync_method_passthrough(self):
result = self.adapter._run(self.backend.sync_method(5))
self.assertEqual(result, 10)
self.assertEqual(self.backend._call_count, 1)
def test_sync_returns_none_passthrough(self):
result = self.adapter._run(None)
self.assertIsNone(result)
def test_sync_returns_false_passthrough(self):
result = self.adapter._run(False)
self.assertFalse(result)
def test_sync_returns_empty_list_passthrough(self):
result = self.adapter._run([])
self.assertEqual(result, [])
# --- Mode 2: Awaitable, no running loop (asyncio.run) ---
def test_async_method_no_loop(self):
result = self.adapter._run(self.backend.async_method(7))
self.assertEqual(result, 14)
self.assertEqual(self.backend._call_count, 1)
def test_async_method_no_loop_negative(self):
result = self.adapter._run(self.backend.async_method(-3))
self.assertEqual(result, -6)
def test_async_method_no_loop_zero(self):
result = self.adapter._run(self.backend.async_method(0))
self.assertEqual(result, 0)
def test_async_method_no_loop_large_input(self):
result = self.adapter._run(self.backend.async_method(1_000_000))
self.assertEqual(result, 2_000_000)
# --- Mode 3: Awaitable, inside running loop (ThreadPoolExecutor) ---
def test_async_method_inside_loop(self):
"""Call _run() from inside a running asyncio event loop."""
async def run_inside_loop():
return self.adapter._run(self.backend.async_method(11))
result = asyncio.run(run_inside_loop())
self.assertEqual(result, 22)
def test_async_method_inside_loop_multiple_calls(self):
async def run_inside_loop():
a = self.adapter._run(self.backend.async_method(1))
b = self.adapter._run(self.backend.async_method(2))
c = self.adapter._run(self.backend.async_method(3))
return a, b, c
a, b, c = asyncio.run(run_inside_loop())
self.assertEqual((a, b, c), (2, 4, 6))
def test_async_inside_sync_inside_async_nested(self):
"""Russian-doll nesting: sync -> async -> sync -> async."""
async def outer():
# Simulate what PinkDirectRuntime.step() does:
# step() is async, calls kernel.process_intent() which is sync,
# which calls venue.submit() which calls _run() on async backend
def middle_sync():
return self.adapter._run(self.backend.async_method(3))
return middle_sync()
result = asyncio.run(outer())
self.assertEqual(result, 6)
# --- Error propagation ---
def test_async_exception_no_loop_propagates(self):
with self.assertRaises(ValueError):
self.adapter._run(self.backend.failing_async_method())
def test_async_exception_inside_loop_propagates(self):
async def run_inside_loop():
return self.adapter._run(self.backend.failing_async_method())
with self.assertRaises(ValueError):
asyncio.run(run_inside_loop())
# --- Coroutine object handling ---
def test_coroutine_object_passed(self):
"""Passing a coroutine object (not called yet) is handled."""
coro = self.backend.async_method(5)
self.assertTrue(inspect.iscoroutine(coro))
result = self.adapter._run(coro)
self.assertEqual(result, 10)
def test_coroutine_function_rejected(self):
"""Passing a coroutine function (not called) is handled gracefully."""
result = self.adapter._run(42) # not a coroutine at all
self.assertEqual(result, 42)
# --- Thread pool stress ---
def test_concurrent_async_calls_from_multiple_threads(self):
"""Multiple threads calling _run() simultaneously via shared executor."""
errors = []
results = []
lock = threading.Lock()
def worker(x: int):
try:
result = self.adapter._run(self.backend.async_method(x))
with lock:
results.append(result)
except Exception as e:
with lock:
errors.append(e)
threads = []
for i in range(1, 11):
t = threading.Thread(target=worker, args=(i,))
threads.append(t)
t.start()
for t in threads:
t.join()
self.assertEqual(len(errors), 0, f"Errors in concurrent calls: {errors}")
self.assertEqual(len(results), 10)
self.assertEqual(sorted(results), [2, 4, 6, 8, 10, 12, 14, 16, 18, 20])
def test_concurrent_and_sequential_mixed(self):
"""Mix of concurrent and sequential _run() calls."""
async def in_loop():
results = []
for i in range(5):
r = self.adapter._run(self.backend.async_method(i))
results.append(r)
return results
# Sequential first
seq_results = self.adapter._run(self.backend.async_method(100))
self.assertEqual(seq_results, 200)
# Then from inside loop
loop_results = asyncio.run(in_loop())
self.assertEqual(loop_results, [0, 2, 4, 6, 8])
# ---------------------------------------------------------------------------
# Seam 2: connect() -> async backend
# ---------------------------------------------------------------------------
class TestConnectSeam(unittest.TestCase):
"""Test the VenueAdapter.connect() sync->async bridge."""
def setUp(self):
self.adapter = _make_adapter()
def test_connect_no_backend_method(self):
"""Connect with no backend.connect method — should just snapshot."""
backend = mock.Mock()
backend.connect = None
adapter = BingxVenueAdapter(backend=backend)
# Should not crash — connect() checks for None
result = adapter.connect()
self.assertTrue(result)
def test_connect_sync_backend_method(self):
"""Backend has sync connect."""
backend = mock.Mock()
backend.connect = mock.Mock(return_value=True)
adapter = BingxVenueAdapter(backend=backend)
# The adapter will call backend.connect() and then _backend_snapshot
# which calls backend.refresh_state - may not exist on mock
backend.refresh_state = mock.Mock(return_value=mock.Mock(
capital=25000.0, equity=25000.0, open_positions={},
open_orders=[], all_orders=[], all_fills=[],
account={}, open_notional=0.0, source="mock", recovered=False,
timestamp=datetime.now(timezone.utc),
))
result = adapter.connect()
self.assertTrue(result)
def test_connect_no_connection_leak_on_failure(self):
"""If backend connect fails, adapter should not leak."""
with mock.patch.object(self.adapter, '_backend_snapshot',
side_effect=RuntimeError("boom")):
with self.assertRaises(RuntimeError):
self.adapter.connect()
# ---------------------------------------------------------------------------
# Seam 3: _backend_snapshot thread safety
# ---------------------------------------------------------------------------
class TestBackendSnapshotThreadSafety(unittest.TestCase):
"""Test _last_snapshot is not corrupted by concurrent access."""
def setUp(self):
self.adapter = _make_adapter()
def test_concurrent_backend_snapshot_calls(self):
"""Multiple threads calling _backend_snapshot simultaneously."""
backend = mock.Mock()
snapshots = []
for i in range(10):
snapshots.append(mock.Mock(
capital=float(25000 + i), equity=float(25000 + i),
open_positions={}, open_orders=[], all_orders=[], all_fills=[],
account={}, open_notional=0.0, source="mock", recovered=False,
timestamp=datetime.now(timezone.utc),
))
backend.refresh_state = mock.Mock(side_effect=snapshots)
adapter = BingxVenueAdapter(backend=backend)
def snapshot_worker():
try:
s = adapter._backend_snapshot()
return s
except Exception:
return None
with ThreadPoolExecutor(max_workers=10) as pool:
futures = [pool.submit(snapshot_worker) for _ in range(10)]
results = [f.result() for f in futures]
self.assertEqual(len(results), 10)
# _last_snapshot should be set to the last one
self.assertIsNotNone(adapter._last_snapshot)
def test_concurrent_open_orders_and_positions(self):
"""open_orders() and open_positions() called concurrently."""
backend = mock.Mock()
backend.refresh_state = mock.Mock(return_value=mock.Mock(
capital=25000.0, equity=25000.0,
open_positions={"BTCUSDT": {"symbol": "BTCUSDT", "positionAmt": "0.01"}},
open_orders=[{"orderId": "1"}], all_orders=[], all_fills=[],
account={}, open_notional=100.0, source="mock", recovered=False,
timestamp=datetime.now(timezone.utc),
))
adapter = BingxVenueAdapter(backend=backend)
def orders_worker():
return adapter.open_orders()
def positions_worker():
return adapter.open_positions()
with ThreadPoolExecutor(max_workers=4) as pool:
f1 = pool.submit(orders_worker)
f2 = pool.submit(positions_worker)
f3 = pool.submit(orders_worker)
f4 = pool.submit(positions_worker)
results = [f1.result(), f2.result(), f3.result(), f4.result()]
self.assertEqual(len(results[0]), 1) # 1 open order
self.assertEqual(len(results[1]), 1) # 1 open position
# ---------------------------------------------------------------------------
# Seam 4: _call_backend edge cases
# ---------------------------------------------------------------------------
class TestCallBackend(unittest.TestCase):
"""Test the _call_backend sync->async bridge."""
def setUp(self):
self.adapter = _make_adapter()
def test_call_backend_missing_method_raises(self):
backend = object() # real object, not Mock — Mock returns mock for any attr
adapter = BingxVenueAdapter(backend=backend)
with self.assertRaises(AttributeError):
adapter._call_backend("nonexistent_method")
def test_call_backend_with_args(self):
"""Args and kwargs are forwarded correctly through async boundary."""
backend = mock.Mock()
backend.test_method = mock.Mock(return_value=42)
adapter = BingxVenueAdapter(backend=backend)
result = adapter._call_backend("test_method", 1, 2, kwarg="v")
backend.test_method.assert_called_once_with(1, 2, kwarg="v")
self.assertEqual(result, 42)
# ---------------------------------------------------------------------------
# Seam 5: _maybe_close inside/outside event loop
# ---------------------------------------------------------------------------
class TestMaybeCloseSeam(unittest.TestCase):
"""Test launcher._maybe_close() in various contexts."""
def test_maybe_close_sync_method(self):
from prod.clean_arch.dita_v2.launcher import _maybe_close
obj = mock.Mock()
obj.close = mock.Mock(return_value=True)
_maybe_close(obj)
obj.close.assert_called_once()
def test_maybe_close_async_method_no_loop(self):
from prod.clean_arch.dita_v2.launcher import _maybe_close
async def async_close():
return "closed"
obj = mock.Mock()
obj.close = mock.Mock(return_value=async_close())
_maybe_close(obj)
obj.close.assert_called_once()
def test_maybe_close_async_method_inside_loop(self):
"""Must not crash if called from inside a running event loop."""
from prod.clean_arch.dita_v2.launcher import _maybe_close
async def test():
async def async_close():
return "closed"
obj = mock.Mock()
obj.close = mock.Mock(return_value=async_close())
# _maybe_close must handle RuntimeError from asyncio.run()
# and swallow it gracefully
_maybe_close(obj)
return True
result = asyncio.run(test())
self.assertTrue(result)
def test_maybe_close_disconnect_fallback(self):
from prod.clean_arch.dita_v2.launcher import _maybe_close
obj = mock.Mock()
obj.close = None
obj.disconnect = mock.Mock(return_value=True)
_maybe_close(obj)
obj.disconnect.assert_called_once()
def test_maybe_close_no_methods(self):
from prod.clean_arch.dita_v2.launcher import _maybe_close
obj = object()
_maybe_close(obj) # Should not crash
# ---------------------------------------------------------------------------
# Seam 6: Full lifecycle race conditions
# ---------------------------------------------------------------------------
class TestFullLifecycleRaceConditions(unittest.TestCase):
"""Race conditions between kernel, venue, and runtime."""
def test_concurrent_submit_and_reconcile(self):
"""submit() and reconcile() called simultaneously from different threads."""
backend = mock.Mock()
backend.submit_intent = mock.Mock(return_value=mock.Mock(
status="FILLED", quantity=1.0, price=100.0,
client_order_id="test", order_id="1",
raw_ack={"status": "FILLED"}, raw_state={},
timestamp=datetime.now(timezone.utc),
))
base_snapshot = mock.Mock(
capital=25000.0, equity=25000.0,
open_positions={}, open_orders=[], all_orders=[], all_fills=[],
account={}, open_notional=0.0, source="mock", recovered=False,
timestamp=datetime.now(timezone.utc),
)
backend.refresh_state = mock.Mock(return_value=base_snapshot)
adapter = BingxVenueAdapter(backend=backend)
from prod.clean_arch.dita_v2.contracts import KernelCommandType, KernelIntent, TradeSide
intent = KernelIntent(
timestamp=datetime.now(timezone.utc),
intent_id="race-test", trade_id="race-trade",
slot_id=0, asset="BTCUSDT", side=TradeSide.SHORT,
action=KernelCommandType.ENTER,
reference_price=100.0, target_size=1.0, leverage=1.0,
)
def submit_worker():
return adapter.submit(intent)
def reconcile_worker():
return adapter.reconcile()
with ThreadPoolExecutor(max_workers=4) as pool:
f_submit = pool.submit(submit_worker)
f_reconcile = pool.submit(reconcile_worker)
f_submit2 = pool.submit(submit_worker)
f_reconcile2 = pool.submit(reconcile_worker)
results = [f.result() for f in [f_submit, f_reconcile, f_submit2, f_reconcile2]]
self.assertEqual(len(results), 4)
self.assertIsNotNone(adapter._last_snapshot)
# ---------------------------------------------------------------------------
# Seam 7: Nested event-loop detection and prevention
# ---------------------------------------------------------------------------
# ---------------------------------------------------------------------------
# Seam 8: Timeout and hang detection
# ---------------------------------------------------------------------------
class TestTimeoutAndHangDetection(unittest.TestCase):
"""Test that slow async methods trigger timeouts properly."""
def test_slow_async_no_timeout_no_loop(self):
"""Slow async without loop just runs — no timeout mechanism in _run()."""
backend = _DummyBackend()
adapter = _make_adapter()
# This would hang for 10 seconds if we actually ran it
# Instead we verify that _run() would pass it through correctly
coro = backend.slow_async_method(delay=0.001) # fast
result = adapter._run(coro)
self.assertEqual(result, "done")
def test_slow_async_with_timeout_inside_loop_future(self):
"""ThreadPoolExecutor submit().result() can be given a timeout."""
backend = _DummyBackend()
async def test():
with concurrent.futures.ThreadPoolExecutor(max_workers=1) as pool:
future = pool.submit(asyncio.run, backend.slow_async_method(delay=10.0))
with self.assertRaises(concurrent.futures.TimeoutError):
future.result(timeout=0.5)
return True
result = asyncio.run(test())
self.assertTrue(result)
def test_http_timeout_propagation(self):
"""Verify BingX HTTP client timeout propagates through async boundary."""
# The httpx.AsyncClient has a 10s timeout by default
# This test verifies the timeout config is respected
from prod.bingx.http import BingxHttpClient
from prod.bingx.config import BingxExecClientConfig
from prod.bingx.enums import BingxEnvironment
config = BingxExecClientConfig(
api_key="test", secret_key="test",
environment=BingxEnvironment.VST,
http_timeout_secs=5,
)
client = BingxHttpClient(config)
self.assertEqual(client._timeout_secs, 5)
if __name__ == "__main__":
unittest.main()