Root cause (harness multi_leg, ~14-TRX residual): pink_direct rebuilds the legacy
TradePosition from the kernel slot every step, but left exit_leg_index=0, so
IntentEngine.next_exit_ratio() consumed ratio[0] (0.5) on EVERY leg and never
advanced to the final leg's 1.0:
leg1: 0.5×53 ≈ 26 closed -> 27 remain
leg2: 0.5×27 ≈ 13 closed -> 14 RESIDUAL (kernel believes flat, exchange isn't)
Fix: propagate the kernel slot's authoritative active_leg_index into the rebuilt
legacy position's exit_leg_index, so the intent engine consumes the correct leg
ratio. The final leg now closes the full remaining -> fully flattens.
Verified: offline 18 green (no regression); live VST harness multi_leg now closes
fully (XPASS) — residual gone, all 6 capital invariants hold. xfail mark removed;
capital-accounting battery is now fully green (7/7) on testnet.
Co-Authored-By: Claude Opus 4.8 <noreply@anthropic.com>
Automated, parametrized scenario battery driving the REAL PINK runtime
(policy->intent->PinkDirectRuntime->kernel->BingX VST->persistence) via crafted
snapshots, asserting 6 capital invariants per scenario: (1) per-fill Δcapital ==
realized; (2) end Δcapital == Σ per-fill realized (cumulative across cycles, since
slot.realized resets on ENTER); (3) exchange flat + no orders (signed); (4)
persistence parity (trade_events/account_events/trade_exit_legs vs kernel); (5)
notional ≤ capital×max_leverage; (6) guard correctness.
Controlled testnet: flat-start, single scenarios, reliable kernel close-all
pre-flatten (no cross-scenario cascade), ~$20 sizes, no autonomous loop, BLUE
untouched. Gated +PINK_CAPITAL_HARNESS.
Live VST result: 6 passed + 1 xfail.
- round_trip, sequential (multi-cycle continuity), exit_then_reentry, and 3 guard
paths (suppressed nonfinite-capital / sub-floor price, degenerate-snapshot HOLD)
all GREEN — capital accounting verified for the single-leg/sequential PINK paths.
- multi_leg XFAIL (documented): multi-leg partial reduce-only exits leave a lot-step
rounding residual on the venue (kernel believes flat, exchange has a remainder) —
a real capital/sizing-path finding for the rework, reliably reproduced.
This is the pre-cutover gate; the multi-leg residual + capital/sizing-path rework
are the next items before re-attempting the live cutover.
Co-Authored-By: Claude Opus 4.8 <noreply@anthropic.com>
