Commit Graph

8 Commits

Author SHA1 Message Date
Codex
f8826f613d VIOLET: record PASS4-done + Task 17/18 caveats in the review queue (PR docs)
PASS 4 completed on worktree agent/oa-violet4 (/mnt/vp-oa4). Recorded in the review queue the two
caveats the OA agent reported — also flagged in-code as prominent banner comments + empty marker
commits on that branch:
  - Task 17 exec_intent: explicit reference_price required (ShadowDecision has notional, no price).
  - Task 18 alpha_data_feed: parse/feed-port only, no live NT/Binance in unit code.
For Claude's later PASS-4 review (verify the caveats + non-vacuous tests).

Co-Authored-By: Claude Opus 4.8 <noreply@anthropic.com>
2026-06-17 12:25:38 +02:00
Codex
255722d6fd VIOLET OA: partial spec PASS 9 — economics + observability completeness (OA backlog complete)
VIOLET_PART_SPEC_OA_TODO_PASS9.md — the final parallelizable pass, discharging VIOLET's binding V1
economics/observability inheritance. Six independent units extending contracts_v3 (Provenance/
EconomicsRow/DecisionDivergenceRow/SoakReadiness):
  43. Observability/economics contracts.
  44. DDL-first exactly-one-row-per-event economics sink (ReplacingMergeTree key, event_seq,
      wait_for_async_insert=1, reject-at-source) — the PINK duplicate-emission fix.
  45. Provenance + per-trade PnL feedback (capital = anchor + Σ trade-realized; never a balance
      snapshot — shared-account foreign-fill immunity).
  46. Factor-plane divergence monitor v2 (per-factor VIOLET-vs-BLUE abs_err, DDL-first).
  47. Soak-readiness aggregator (consolidate all reports → SoakReadiness GO/NO_GO).
  48. Soak-readiness @gate — GO iff parity≥thr ∧ latency ∧ determinism ∧ one-row ∧ isolation;
      EXPECTED NO_GO today by design (CRITICAL #1), the gate makes it machine-checked (not forced green).

DDL-first + row-set==DDL parity + reject-at-source discipline throughout; never writes a production
table (new dolphin_violet tables only); ch_writer.py not edited.

OA BACKLOG COMPLETE: PASS 1–9 (~48 independent contracts_v3-keyed units) cover the full
parallelizable DARK surface of V0→V6. Remaining work is non-parallelizable + Claude's: parity
root-cause, review of all passes, integration, E2E, VBT re-cert, real-key V4 smoke, live execution.

Co-Authored-By: Claude Opus 4.8 <noreply@anthropic.com>
2026-06-17 11:51:35 +02:00
Codex
16b2d18829 VIOLET OA: partial spec PASS 8 — V6 bible consumers (posture / MARAS / regime) + cadence telemetry
VIOLET_PART_SPEC_OA_TODO_PASS8.md — the V6 bible-layer remainder (ACB done; vol = PASS-4 §14;
sub-second SL guard = PASS-3 §10), six independent units extending contracts_v3 (Posture/
PostureEffect/MarasFingerprint/RegimeView/ActionCadenceDelta):
  37. Regime/posture contracts (Posture literal == sizing.Posture).
  38. Posture effects engine — 5-state entry-gate/flatten/size-cap, transcribed from the
      orchestrator (HIBERNATE_HALT :365, STALKER 2.0 :613, TURTLE regime_dd_halt).
  39. MARAS fingerprint consumer — role determined FROM CODE (modulating vs observability-only);
      no invented effect.
  40. Regime composite read-model (RegimeView; observability/divergence, NOT a sizing path).
  41. Cadence shadow-actuation telemetry harness — evaluate-at-fastest / actuate-at-Q deltas (the
      shadow evidence required before any Q loosening).
  42. Posture/regime parity @gate vs BLUE (bit-identity of gating).

Framing: VIOLET CONSUMES posture/MARAS (BLUE's MHS owns them) — these units APPLY published
effects, they do not run the meta-health state machine. Faithful to the kernel; cite file:line; the
STALKER size-cap stays in sizing.py (this pass owns the entry-gate + observability).

This is the last bible-layer pass; PASS 9 (economics/observability completeness) remains. Added
PASS 8 to the review queue in VIOLET_TODO_CRITICAL.md.

Co-Authored-By: Claude Opus 4.8 <noreply@anthropic.com>
2026-06-17 11:32:53 +02:00
Codex
0ab83c528a VIOLET OA: partial spec PASS 7 — V5 selection + multi-asset slots + capital allocation
VIOLET_PART_SPEC_OA_TODO_PASS7.md — the V5 ladder layer as six independent units extending
contracts_v3 (AssetRank/SlotState/CapitalAllocation/SlotPolicy):
  31. Selection contracts + SlotPolicy.
  32. ARS ranking pipeline (faithful to AlphaAssetSelector.rank_assets + OB Sub-1 ±5/10% + IRP
      alignment filter + stablecoin exclusion).
  33. Multi-asset slot manager (max_slots, assignment by rank, hysteresis anti-churn, no double-occ).
  34. Capital allocation across slots (BLUE notional = base_fraction × conviction × capital; no
      invented normalization).
  35. Selection→slot→intent multi-asset DARK flow harness.
  36. Ranking bit-identity @gate vs the real AlphaAssetSelector.

NOTE (CRITICAL #1): the disappointing live parity (pick-match 1.5%, no-pick 86%, sizing near-
identical when aligned) implicates THIS selection/timing layer. PASS 7 PINS the ranking math
bit-for-bit (Task 36), which narrows the live-parity suspect to timing/join — but the
live-aggregate root-cause stays Claude's job (not this pass). Faithful to AlphaAssetSelector /
BIBLE §5; cite kernel file:line. New-file-only under selection/.

Standing ready for PASS 8–9. Added PASS 7 to the review queue in VIOLET_TODO_CRITICAL.md.

Co-Authored-By: Claude Opus 4.8 <noreply@anthropic.com>
2026-06-17 10:53:12 +02:00
Codex
5f636ef723 VIOLET OA: partial spec PASS 6 — execution internals + quirk-injection gate
VIOLET_PART_SPEC_OA_TODO_PASS6.md — the execution internals on top of PASS-5's mock, plus the
quirk-injection layer that flips PASS-5's QuirkProfile seams ON and proves each handler survives.
Six independent units extending contracts_v3 (AccountFrame/PositionFrame/ReconcileCorrection/
OwnershipPolicy):
  25. Account/position frame contracts + ownership predicate (foreign-fill filter basis).
  26. Fill-pump (ownership filter [quirk #2], dedup, idempotent) → ledger deltas.
  27. Reconcile loop (zero-wb guard [#1], reseed-on-update, settle/funding event_seq order [#5]).
  28. TTL requote / cancel-replace (+ setLeverage ordering [#7]) over PASS-5 venue + V2 driver.
  29. Orphan detection (ORPHAN_VENUE adopt, ORPHAN_LOCAL quarantine — never silent flatten/resurrect).
  30. Quirk-injection suite + @gate: flip every QuirkProfile flag ON, assert each is neutralized.

VIOLET's exec reconcile/quirk-handling mirrors PINK's production-tested logic (pink_direct.py is
the authoritative reference — transcribe + cite). New-file-only: quirk injection plugs into PASS-5's
existing seams via NEW fill/frame models, never editing the PASS-5 mock. Real-key boundary smoke
remains MANDATORY before V4-live (injection proves logic, not undocumented venue reality).

Standing ready for PASS 7–9. Added PASS 6 to the review queue in VIOLET_TODO_CRITICAL.md.

Co-Authored-By: Claude Opus 4.8 <noreply@anthropic.com>
2026-06-17 10:37:32 +02:00
Codex
28a2b90b1d VIOLET OA: partial spec PASS 5 — mock-BingX execution stack (quirks seam-only, deferred)
VIOLET_PART_SPEC_OA_TODO_PASS5.md — the DARK mock-BingX execution stack so the full order
lifecycle is buildable/testable with zero keys/risk (V4-live later = swap mock for real client).
Five independent units extending contracts_v3 (Order/OrderAck/Fill/OrderStatus/PositionDelta):
  20. Execution contracts + QuirkProfile seam registry (no quirk logic).
  21. Mock BingX order FSM (legal lifecycle, partials, reject, reduce-only-increase rejection).
  22. Mock BingX venue adapter (port-conformant, injectable fill model, quirk hooks INERT by default).
  23. Fill→position/PnL reducer (PnL from fill_price ONLY; ×leverage-aware) → PositionDelta.
  24. DARK E2E gate: ExecIntent → router/driver → mock venue → fill reducer → PASS-4 ledger.

CRITICAL per operator: a prominent ⚠️ section makes explicit that BingX "quirks" (zero-wb WS
frames, ownership/foreign-fill collision, bound-price poison, ×leverage notional, settle desync,
reduce-only edge, setLeverage race, dead .pro TLS) are EXPLICITLY OUT OF SCOPE for PASS 5 — the
mock carries injection SEAMS (QuirkProfile, default OFF) to accommodate them LATER, and a real-key
boundary smoke remains MANDATORY before V4-live. Quirks sourced from PINK orphan/reconcile +
DITAv2 audit memory.

Standing ready to write PASS 6–9 (exec internals/reconcile, V5 selection+slots, V6 bible
consumers, economics/observability). Added PASS 5 to the review queue in VIOLET_TODO_CRITICAL.md.

Co-Authored-By: Claude Opus 4.8 <noreply@anthropic.com>
2026-06-17 10:26:15 +02:00
Codex
80ce1a1afe VIOLET OA: partial spec PASS 4 — next plan units (entry gate, exits, accounting, exec-intent, feed)
VIOLET_PART_SPEC_OA_TODO_PASS4.md — six plan-derived independent units continuing from PASS 3,
extending the shared contracts_v3 vocabulary (adds ExecIntent / CapitalState / VolGateResult /
AlphaBar):
  14. Volatility regime gate (faithful vol_ok — the entry precondition).
  15. AlphaExitEngineV7 wrapper (V3a deferred — wrap BLUE's exit engine as-is, discretionary pri 2).
  16. Capital/economics provenance ledger (capital = anchor + Σ deltas, event_seq, exactly-one-row).
  17. Execution-intent emitter, DARK (V4 boundary — ShadowDecision → ExecIntent, log-only sink).
  18. Alpha-side reactor data feed (V2 NT Binance DATA spike → AlphaDataFeedPort, data-only).
  19. MAX_HOLD + MEAN_REVERSION scan-driven exit timers.
Each ships + tests standalone; composition map + recommended order (14→16→15→19→17→18) + the same
HARD RULES + commit/branch policy. VIBRISS/adaptive-TP explicitly excluded.

Also: added PASS 3 + PASS 4 to the review queue in VIOLET_TODO_CRITICAL.md §2.

Co-Authored-By: Claude Opus 4.8 <noreply@anthropic.com>
2026-06-17 09:27:23 +02:00
Codex
9c068619e1 VIOLET: CRITICAL parity-disappointment TODO + OA partial spec PASS 3
VIOLET_TODO_CRITICAL.md (prominent review queue):
- 🔴 CRITICAL #1: VIOLET↔BLUE parity report (PASS-2 Task 4, violet_parity_20260616_220412.md)
  is VERY DISAPPOINTING — pick-match 1.5%, no-pick 86%, same-asset 13.6%. KEY NUANCE: on the 43
  aligned rows sizing is near-identical (lev_err median 0.0) → the divergence is SELECTION /
  TIMING / comparison-ALIGNMENT, NOT the sizing math. Root-cause before any soak/V4. (Claude.)
- #2: OA PASS-1 + PASS-2 reported done, NOT yet reviewed — review queue listed.
- #3: future integration/E2E + the pass-vs-sprint nomenclature note (pass = sub-sprint
  work-package; V-stage = sprint/epic, matching existing usage).

VIOLET_PART_SPEC_OA_TODO_PASS3.md (lengthy, plan-derived, independent units with shared
interfaces — nothing invented): contracts_v3 (VenueTick/OpenPositionView/ExitDecision) +
VenuePriceFeedPort+BingX adapter, MechanicalExitGuard (armed TP/SL), sub-second SL/ADVSL floor
guard, event-sourced restore from trade_reconstruction, venue lead/lag slippage metric, cadence
per-action Q schedule + telemetry. Each ships + tests standalone; composition map + order given.

Co-Authored-By: Claude Opus 4.8 <noreply@anthropic.com>
2026-06-17 09:01:49 +02:00