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5 Commits

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
e38ec77221 PINK: fix fee-sign bug + WARN-unfreeze — 451/451 tests green 
Defect A (fee sign): bingx_user_stream._normalise_order flipped to
  fee = -raw_fee so BingX negative-n costs arrive as positive kernel
  costs.  k_maker_rebates no longer accumulates phantom rebates.

Defect B (opening fee dropped): fill_qty now falls back to "z"
  (cumFilledQty) when "l" (lastFilledQty) is zero/absent, so
  apply_predicted_fill computes a non-zero opening-leg fee.

Architectural fix (WARN unfreezes): lib.rs reconcile() now unfreezes
  capital_frozen on WARN as well as OK.  WARN (0.01-20 USDT delta) is
  normal in-flight settlement — only ERROR (≥20, unexplained) should
  halt ENTERs.  The old keep-state logic trapped the kernel permanently
  frozen after the first trade's ENTER predicted-fee phase pushed delta
  briefly into ERROR.

Acceptance criterion: |k_capital - bingx_balance| < 1 USDT, frozen=False
after every round-trip trade — verified numerically against T-1/T-2
ground truth from the CRITICAL doc.

Docs: CRITICAL_AGENT-TODO_ACCOUNTING_BUGFIX.md §12-13 (fix record),
      CAPITAL_BOOKKEEPING_DESIGN.md §8 (kernel spec), SYSTEM_BIBLE §11.

Co-Authored-By: Claude Sonnet 4.6 <noreply@anthropic.com>
 2026-06-08 11:08:31 +02:00
Codex
66b403ff7d PINK: E2E trace analysis — Pass 17 unsafe review/dead code/build/protocols (T1-T14) 
Seventeenth pass: catch_unwind + AssertUnwindSafe partially mutated state no
rollback (T1 High), HazelcastRowWriter bare json.dumps loses Enum/datetime
format (T3 High), real_zinc_plane _slot_from_payload direct key access KeyError
(T4 High), _build_pink_bodies str.index("]") corrupts SCENARIOS list (T5 High),
VenueAdapter protocol missing connect/disconnect AttributeError (T6 High),
shared memory writes non-atomic visible-zero window (T7 High),
_slot_from_payload duplicated two files schema drift risk (T9 Medium),
_backup_20260530 is valid package accidental old-code import (T14 Medium).
319 total flaws across 17 passes.

Co-authored-by: CommandCodeBot <noreply@commandcode.ai>
 2026-06-02 14:10:49 +02:00
Codex
23619e603a PINK Phase 5+6 (G6+G7): live VST gate + BLUE fence 
bingx_user_stream.py: fix account_snapshot() for VST v3 balance
  (v3 returns list, not dict; extract first element)

test_pink_account_ws_g6.py (Gate G6 basic):
  I7: poll snapshot wallet_balance > 0 (PASS - live VST)
  I1-I5: seed + E-fact -> k_capital, available=E, reconcile OK/WARN,
    FILL_SETTLED folds correctly, delta=net_drift (PASS - live VST)
  I6: WS connects + gap-backfill delivers ACCOUNT_UPDATE source=poll
    (PASS - live VST)

test_alpha_blue_untouched_g7.py (Gate G7):
  mainnet hard-disabled, no BLUE imports, git diff clean

3/3 live + 131 offline = all gates green.
 2026-06-01 22:35:27 +02:00
Codex
8135a4ae17 PINK Phase 2 (G3): ExchangeEvent seam + BingxUserStream + mode-parity 
exchange_event.py: abstract ExchangeEvent/ExchangeEventKind seam
venue.py: VenueAdapter extended with subscribe()/account_snapshot()
bingx_user_stream.py: PINK-only WS client with listenKey lifecycle,
  gzip, ping/pong, 24h rotation sentinel, reconnect backoff, gap-backfill
mock_venue.py: subscribe()/account_snapshot() for offline tests

Gate G3 mode-parity: WS and poll paths produce identical k_capital,
fees, realized PnL, reconcile status for same logical event sequence.
89/89 total offline tests pass.
 2026-06-01 20:33:44 +02:00