Commit Graph

6 Commits

Author SHA1 Message Date
Codex
d639a69307 VIOLET V1b: violet CH sinks + journal routing + namespace-isolation gate
ch_writer: _writer_violet (db=dolphin_violet) + ch_put_violet, the existing
per-strategy singleton pattern. bingx/journal: explicit violet entries in
_STRATEGY_DB_MAP/_SINK_MAP/_SINK_NAME_MAP — closes the hazard where the
unknown-strategy fallback routes venue journals into BLUE's dolphin DB
(regression-pinned in the new test, which documents the footgun for any
future strategy color). test_violet_namespace_isolation: violet sink
targets dolphin_violet exclusively; journal resolves violet explicitly;
Zinc region names for prefix violet disjoint from pink; persistence wired
with the violet sink routes only to dolphin_violet; HZ map-name contract
pinned for the C4 launcher. Shared-lib regression: 57/57 across PINK
kernel/runtime + BLUE tp_floor/malformed-open + bingx http safety.

Co-Authored-By: Claude Fable 5 <noreply@anthropic.com>
2026-06-12 15:51:19 +02:00
Codex
84e4a50e3f repo hygiene: track the PINK launcher import closure
67 production .py modules that the running PINK service imports but which
were never committed: prod/bingx/ (HTTP client, market/user streams,
journal, config), prod/clean_arch/ adapters/persistence/runtime/dita/dita_v2
production modules and their co-located tests. Rule going forward: every
module imported by launch_dolphin_pink.py / pink_direct.py must appear in
git ls-files. Excludes _backup dirs, __pycache__, and non-code files.

Co-Authored-By: Claude Fable 5 <noreply@anthropic.com>
2026-06-12 15:09:32 +02:00
Codex
2c9da8f592 PINK Phase 0: FET -$5,990 fix batch — leverage-free PnL, true fill prices, reconcile baseline anchors
Defects fix (FET -$5,990 replay, 2026-06-11):
- realized_pnl() and mark_price(): PnL = qty × Δprice, side-signed; no ×leverage inflation (was 3× every leg).
- BingX MARKET fill events carry true fill price (avgPrice/lastFillPrice), never the order's nominal price (protective bound ±20-25% from mark, poisoned PnL to -$5,990 on a +$164 round-trip).
- Fill routing by ORDER IDENTITY first, FSM state second — late entry-remainder fills during EXIT_WORKING no longer misclassify as exits.
- Entry basis = VWAP across entry fills, not last fill price.
- reconcile_from_slots / restore_state: re-anchor _last_settled_pnl / _slot_was_closed to adopted slot state (cross-restart double-book of carried PnL).
- ACCOUNT_UPDATE with wallet_balance=0 dropped (margin-only frames no longer zero e_available_margin).
- Foreign-fill skip on shared VST account (PRODGREEN collision filter).
- exec_router TTL: entry-requote venue-truth gate (recent own fill + live exchange position probes prevent double-entry).
- bingx_direct: openOrders fetched BEFORE positions (sequential ordering prevents dangerous tear → double-entries).
- Dual-leverage translation via map_internal_conviction_to_exchange_leverage() (strategy conviction → integer at-exchange leverage, bankers rounding).
- BLUE-parity alpha components wired: asset picker (IRP universe ranking) + alpha sizer (cubic-convex dynamic leverage, 0.5-8.0 range).
- ch_writer: date_time_input_format=best_effort on insert URLs; flush error logging at WARNING with counter.
- blue_parity.price_of(): hyphen-tolerant fallback (FET-USDT → FETUSDT).
- Fill test updated to incremental filled_size semantics (BingX WS lastFilledQty).
- Env-override base URLs, supervisord autorestart, per-asset DC histories, single-slot invariant, fill-attribution filter.

Co-authored-by: CommandCodeBot <noreply@commandcode.ai>
2026-06-11 20:53:49 +02:00
Codex
33d8e855c8 PINK: fix EXIT position not closing — 3 root causes, 368/368 tests green
Root cause 1 (http.py): duplicate signature= in POST body — canonical_query
included signature key after build_signed_params injected it, then body
appended &signature= again. Fix: exclude 'signature' from canonical.

Root cause 2 (bingx_direct + http.py): HTTP retry sent same MARKET order to
backup URL (bingx.pro), which hits the same VST account. Without clientOrderId,
each retry opened a new SHORT position; EXIT BUY 10 only closed one. Fix:
restore clientOrderId in hyphen format p-{e/x}-{base36_ts}-{rand4} (pure
alphanumeric rejected by VST; hyphen format accepted). Adds max_retries_override
+ urls_to_try to _request_json for non-idempotent override path.

Root cause 3 (flat_and_start_pink): k.venue.connect() ran backend.connect()
inside asyncio.run() in a thread-pool. httpx session created there references
a dead event loop; order POSTs raise RuntimeError("Event loop is closed").
Fix: await adapter.connect() directly from main event loop.

Also: enter_wall_ms + tight _is_our_position createTime filter to separate
PINK's position from concurrent strategies on shared VST account. 1.5s
settle sleep before flat check.

New test suite test_bingx_http_safety.py: 20 tests covering idempotency,
retry correctness, backup-URL dedup, event-loop hygiene, signing correctness.

Live result: ENTER 290ms, EXIT 260ms — both sub-second. Position flat.

Co-Authored-By: Claude Sonnet 4.6 <noreply@anthropic.com>
2026-06-06 01:39:35 +02:00
Codex
e7eaa88ce1 PINK Phase 0 and 1: VST WS confirmed plus AccountSnapshotV2 account core 2026-06-01 20:11:03 +02:00
Codex
34d01fe6a4 Add BingX sandbox status sidecar 2026-05-13 19:56:58 +02:00