Commit Graph

4 Commits

Author SHA1 Message Date
Codex
468984baab PINK: Rust kernel atomic K/E account layer (AccountState + FFI)
AccountState in KernelCore/KernelSnapshot:
- K-values: seed_capital, k_realized_pnl, k_fees_paid, k_funding_net
- E-facts: e_wallet_balance, e_available_margin, e_used_margin, e_maint_margin
- Cached: k_capital, available_capital (E rules when present; K fallback)
- Reconcile: OK/WARN(<20)/ERROR(>=20 delta) runs atomically on every event

New FFI:
  dita_kernel_set_seed_capital(handle, seed: f64) -> i32
  dita_kernel_on_account_event_json(handle, payload) -> *char
  Kinds: FILL_SETTLED | ACCOUNT_UPDATE | FUNDING_FEE

rust_backend.py: wires set_seed_capital() and on_account_event();
snapshot()[account] exposes both legacy and V2 fields.

Smoke-tested: fill->E_update->funding->re-sync all produce correct
K/E values and reconcile transitions (OK->OK->WARN->OK).
89/89 offline tests pass.
2026-06-01 21:22:01 +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
9168cf0759 PINK DITAv2: kernel-level finiteness guard (no more null-string crash on inf/NaN)
The aborted hard cutover crash-looped with "Rust kernel returned null string" from
process_intent on the first live trading step. Root cause (reproduced): a non-finite
(inf/NaN) numeric field reaching the kernel — Python json.dumps emits the Infinity/NaN
token, serde_json rejects it at parse, and the FFI returned null. Magnitude is fine;
only finiteness was the problem.

Defense in depth, kernel catches it:
- Rust FFI (lib.rs): dita_kernel_process_intent_json / _on_venue_event_json now return
  a clean INVALID_INTENT KernelResult on parse failure (incl. Infinity/NaN tokens) AND
  on serialize failure (a non-finite produced internally) — never a null string.
- Python bridge (rust_backend.py): ExecutionKernel.process_intent validates intent
  finiteness/bounds (target_size, reference_price, limit_price, leverage, exit_leg_ratios;
  size>=0) BEFORE the FFI and rejects INVALID_INTENT, naming the offending field+value.
- contracts.py: add KernelDiagnosticCode.INVALID_INTENT.
- pink_direct.py: on INVALID_INTENT, log full upstream provenance (snapshot.price,
  capital, leverage, sizes) so the numerical SOURCE can be located on the next live run.
- on_venue_event bridge tolerates the fallback's null slot (uses the live slot).

Verified: kernel recompiled; offline 65 + 7 new guard tests green (no regression);
direct-FFI inf payload -> INVALID_INTENT (no null crash). NOTE: this turns the cutover
crash into a clean rejection — the upstream source of the non-finite (the live run's
inf) still needs locating, now aided by the provenance log.

Co-Authored-By: Claude Opus 4.8 <noreply@anthropic.com>
2026-05-31 09:10:13 +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