siloqy

hjnormey/siloqy

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Author	SHA1	Message	Date
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	8f57f4d855	CRITICAL: fix nautilus_trader supervisord path — revert /tmp clone to /mnt canonical A previous agent changed nautilus_trader to run from /tmp/blue_runtime_mirror/prod/ and updated PYTHONPATH + DOLPHIN_LOCAL_RUNTIME_ROOT to match. /tmp/blue_runtime_mirror no longer exists after the OOM reboot, so supervisord could not start BLUE. Fix: restore canonical paths for nautilus_trader: command: /mnt/dolphinng5_predict/prod/nautilus_event_trader.py directory: /mnt/dolphinng5_predict/prod PYTHONPATH: /mnt/dolphinng5_predict:/mnt/dolphinng5_predict/nautilus_dolphin:/mnt/dolphinng5_predict/prod DOLPHIN_LOCAL_RUNTIME_ROOT: /mnt/dolphinng5_predict Rule: NEVER point nautilus_trader at /tmp. /tmp dirs are volatile; canonical trader binaries must always be referenced via /mnt paths. Co-Authored-By: Claude Sonnet 4.6 <noreply@anthropic.com>	2026-06-08 13:19:29 +02:00

Author

SHA1

Message

Date

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

8f57f4d855

CRITICAL: fix nautilus_trader supervisord path — revert /tmp clone to /mnt canonical

A previous agent changed nautilus_trader to run from /tmp/blue_runtime_mirror/prod/
and updated PYTHONPATH + DOLPHIN_LOCAL_RUNTIME_ROOT to match. /tmp/blue_runtime_mirror
no longer exists after the OOM reboot, so supervisord could not start BLUE.

Fix: restore canonical paths for nautilus_trader:
  command:    /mnt/dolphinng5_predict/prod/nautilus_event_trader.py
  directory:  /mnt/dolphinng5_predict/prod
  PYTHONPATH: /mnt/dolphinng5_predict:/mnt/dolphinng5_predict/nautilus_dolphin:/mnt/dolphinng5_predict/prod
  DOLPHIN_LOCAL_RUNTIME_ROOT: /mnt/dolphinng5_predict

Rule: NEVER point nautilus_trader at /tmp. /tmp dirs are volatile;
canonical trader binaries must always be referenced via /mnt paths.

Co-Authored-By: Claude Sonnet 4.6 <noreply@anthropic.com>

2026-06-08 13:19:29 +02:00

2 Commits