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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
0eac51d2e9 PINK: docs v7 + reset_and_seed startup fix — 451/451 tests green 
- SYSTEM_BIBLE.md → v7.0: documents fee-sign fix (Defect A), opening-fee
  fix (Defect B), WARN-unfreeze, orphan prevention, reset_and_seed startup,
  and vel_div env-override.
- CAPITAL_BOOKKEEPING_DESIGN.md: status updated to PHASE-1 BUGFIXES APPLIED;
  sections 8.1-8.4 (applied fixes + 34-test coverage) were already present.
- rust_backend.py: expose dita_kernel_reset_and_seed() via _RustKernelLib +
  ExecutionKernel.reset_and_seed(); zeros stale K-accumulators at startup so
  K=E=live_capital → delta=0 → capital_frozen=False on every clean restart.
- pink_direct.py: call kernel.reset_and_seed(live_capital) after
  _restore_kernel_snapshot() so BingX is always the ledger of record.
- launch_dolphin_pink.py: DOLPHIN_PINK_VEL_DIV_THRESHOLD env-var override
  for on-exchange debugging; BLUE unaffected.

Co-Authored-By: Claude Sonnet 4.6 <noreply@anthropic.com>
 2026-06-08 12:33:50 +02:00
Codex
8d85d75ded PINK DITAv2: Hz writes + vol_ok gate + leverage logging + 8 new tests (94/94 green) 2026-06-03 13:26:36 +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
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