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Author SHA1 Message Date
Codex
55ed6902d8 PINK DITAv2 L0-L2: two-phase persistence + async-fill pump + LIMIT wiring 
Execution-infra only (policy stays MARKET; algorithmic integrity untouched).

L0 — two-phase (request->result) persistence (pink_clickhouse.py):
- Split persist_step into persist_request (policy_events + trade_reconstruction
  ORDER_REQUESTED) and persist_result (state snapshot + per-fill lifecycle rows).
- Lifecycle rows (ENTRY_FILLED/EXIT/trade_events/trade_exit_legs) gated on
  evidence of an actual fill (FULL/PARTIAL_FILL event, closed slot, or size drop
  vs _leg_state) -> a resting LIMIT (ACK only) emits no terminal rows.
- Add persist_fill_events: synthesizes a minimal decision/intent from slot+event
  for async fills and routes through persist_result.

L1 — async-fill pump (pink_direct.py):
- PinkDirectRuntime.pump_venue_events(): venue.reconcile() -> kernel.on_venue_event
  (capital settles, FSM advances), persists applied fills; kernel dedups
  duplicates (no double-settle). Called at the start of step().

L2 — LIMIT placement (bingx_direct.py):
- submit_intent now honors _order_type/_limit_price from intent metadata
  (was hardcoded MARKET): LIMIT -> type=LIMIT + price + GTC; MARKET default;
  invalid limit price falls back to MARKET.

Offline: 63 passed (persistence/groundwork/pump/limit-payload/runtime/accounting/
flaws/kernel). MARKET path unchanged; resting LIMIT now correct end-to-end offline.
Live VST validation (L3) pending. BLUE untouched.

Co-Authored-By: Claude Opus 4.8 <noreply@anthropic.com>
 2026-05-31 03:23:44 +02:00
Codex
d4b73b236a PINK DITAv2 Sprint 2-3: accounting parity + multi-leg groundwork 
Sprint 2 (accounting + observability parity, PINK scope):
- Verified pink_clickhouse.py writes the 8 BLUE-legacy row families at
  matching schema and that capital authority in pink_direct.step() is
  solely kernel.account (no balance-poll overwrite in the hot loop).
- Report: prod/clean_arch/dita_v2/SPRINT2_ACCOUNTING_PARITY.md.

Sprint 3 offline groundwork (no exchange contact):
- Add _write_trade_exit_leg to pink_clickhouse.py: one BLUE-schema-faithful
  trade_exit_legs row per exit leg, with isolated (non-cumulative) per-leg
  deltas tracked via _leg_state (reset on ENTER). Closes the docstring gap.
- New offline suite test_pink_multi_exit_groundwork.py (3 passed):
  * Flaw 4 — two-leg exit closes once, realized accrues per leg, closed
    slot rejects further EXIT (no double-close).
  * Overshoot invariant — a final EXIT requesting more than the remaining
    size CLAMPS (size to 0, no oversell), retiring the Sprint 0 cumulative-
    ratio risk empirically.
  * trade_exit_legs delta + full BLUE column-set assertions.
- Persistence regression after edits: 10 passed.

BLUE untouched: no changes to dolphin.* / DOLPHIN_*_BLUE / nautilus_event_trader.py.
Live VST multi-leg run remains deferred pending explicit authorization.

Co-Authored-By: Claude Opus 4.8 <noreply@anthropic.com>
 2026-05-30 19:21:45 +02:00
Codex
3d7b00e28d Snapshot PINK DITAv2 system + Sprint 0 flaw-fix verification 
First commit of the previously-untracked PINK-on-DITAv2 migration system
(execution moves to the Rust kernel; policy stays on legacy DITA, so Alpha
Engine algorithmic integrity is preserved). BLUE is untouched.

Sprint 0 (safety snapshot + flaw-fix verification, MARKET single-leg scope):
- Verified Rust FSM fixes (flaws 2,4,10,11,13) by source read of lib.rs.
- Hardened 5 vacuous/guarded assertions in test_flaws.py so each flaw test
  genuinely exercises its fix. Most important: Flaw 5 now asserts capital
  moves by EXACTLY realized PnL (was entering/exiting at the same price).
- Offline suites: 533 passed, 0 failed (35 flaws + 402 kernel/accounting/
  bridge + 96 runtime/persistence/multi-exit/restart/seams).
- GATE PASS: MARKET-path-critical flaws 1,2,5 confirmed fixed + green.
- Added SPRINT0_FLAW_VERIFICATION.md report and _rust_kernel/.gitignore
  (excludes Rust target/ build artifacts).

LIMIT/partial-fill remain explicitly out of scope (MARKET-only bring-up).

Co-Authored-By: Claude Opus 4.8 <noreply@anthropic.com>
 2026-05-30 18:26:43 +02:00