"""Rust-backed DITAv2 execution kernel. This module keeps the Python API shape stable while moving the kernel state machine into a Rust shared library. Slot views write through to the backend on assignment, then the Python side mirrors the resulting state into Zinc and the existing projections/journals. """ from __future__ import annotations from dataclasses import asdict from datetime import datetime, timezone from pathlib import Path from typing import Any, Dict, Iterable, List, Optional, Sequence import ctypes import json import math import os import subprocess import sys from .account import AccountProjection from .control import ControlPlane, ControlUpdate, KernelControlSnapshot, KernelVerbosity, build_control_plane from .contracts import ( KernelCommandType, KernelDiagnosticCode, KernelEventKind, KernelIntent, KernelOutcome, KernelSeverity, KernelTransition, TradeSide, TradeSlot, TradeStage, VenueEvent, VenueOrder, VenueOrderStatus, VenueEventStatus, ) from .journal import KernelJournal, MemoryKernelJournal from .mock_venue import MockVenueAdapter from .projection import HazelcastProjection from .projection import build_projection from .utils import json_safe from .venue import VenueAdapter from .zinc_plane import InMemoryZincPlane, ZincPlane def _repo_root() -> Path: return Path(__file__).resolve().parents[3] def _crate_dir() -> Path: return Path(__file__).resolve().with_name("_rust_kernel") def _library_path() -> Path: if sys.platform == "darwin": name = "libdita_v2_kernel.dylib" elif os.name == "nt": name = "dita_v2_kernel.dll" else: name = "libdita_v2_kernel.so" return _crate_dir() / "target" / "release" / name def _build_library() -> None: crate_dir = _crate_dir() if not crate_dir.exists(): raise FileNotFoundError(f"Missing Rust kernel crate: {crate_dir}") subprocess.run( ["cargo", "build", "--release", "--manifest-path", str(crate_dir / "Cargo.toml")], cwd=_repo_root(), check=True, ) def _ensure_library() -> Path: path = _library_path() if not path.exists(): _build_library() return path class _RustKernelLib: def __init__(self) -> None: path = _ensure_library() self.lib = ctypes.CDLL(str(path)) self.lib.dita_kernel_create.argtypes = [ctypes.c_size_t] self.lib.dita_kernel_create.restype = ctypes.c_void_p self.lib.dita_kernel_destroy.argtypes = [ctypes.c_void_p] self.lib.dita_kernel_destroy.restype = None self.lib.dita_kernel_free_string.argtypes = [ctypes.c_void_p] self.lib.dita_kernel_free_string.restype = None self.lib.dita_kernel_get_slot_json.argtypes = [ctypes.c_void_p, ctypes.c_size_t] self.lib.dita_kernel_get_slot_json.restype = ctypes.c_void_p self.lib.dita_kernel_set_slot_json.argtypes = [ctypes.c_void_p, ctypes.c_size_t, ctypes.c_char_p] self.lib.dita_kernel_set_slot_json.restype = ctypes.c_int self.lib.dita_kernel_process_intent_json.argtypes = [ ctypes.c_void_p, ctypes.c_char_p, ctypes.c_char_p, ctypes.c_char_p, ] self.lib.dita_kernel_process_intent_json.restype = ctypes.c_void_p self.lib.dita_kernel_on_venue_event_json.argtypes = [ ctypes.c_void_p, ctypes.c_char_p, ctypes.c_char_p, ctypes.c_char_p, ] self.lib.dita_kernel_on_venue_event_json.restype = ctypes.c_void_p self.lib.dita_kernel_reconcile_slots_json.argtypes = [ ctypes.c_void_p, ctypes.c_char_p, ctypes.c_char_p, ctypes.c_char_p, ] self.lib.dita_kernel_reconcile_slots_json.restype = ctypes.c_void_p self.lib.dita_kernel_snapshot_json.argtypes = [ctypes.c_void_p] self.lib.dita_kernel_snapshot_json.restype = ctypes.c_void_p self.lib.dita_kernel_set_seed_capital.argtypes = [ctypes.c_void_p, ctypes.c_double] self.lib.dita_kernel_set_seed_capital.restype = ctypes.c_int self.lib.dita_kernel_set_exchange_config_json.argtypes = [ctypes.c_void_p, ctypes.c_char_p] self.lib.dita_kernel_set_exchange_config_json.restype = ctypes.c_int self.lib.dita_kernel_calibrate_fee_json.argtypes = [ctypes.c_void_p, ctypes.c_char_p] self.lib.dita_kernel_calibrate_fee_json.restype = ctypes.c_void_p self.lib.dita_kernel_on_account_event_json.argtypes = [ ctypes.c_void_p, ctypes.c_char_p, ] self.lib.dita_kernel_on_account_event_json.restype = ctypes.c_void_p def create(self, max_slots: int) -> ctypes.c_void_p: handle = self.lib.dita_kernel_create(ctypes.c_size_t(max_slots)) if not handle: raise RuntimeError("dita_kernel_create failed") return ctypes.c_void_p(handle) def destroy(self, handle: ctypes.c_void_p) -> None: if handle and handle.value: self.lib.dita_kernel_destroy(handle) def _take_string(self, raw: ctypes.c_void_p) -> str: if not raw: raise RuntimeError("Rust kernel returned null string") text = ctypes.cast(raw, ctypes.c_char_p).value if text is None: self.lib.dita_kernel_free_string(raw) raise RuntimeError("Rust kernel returned empty string") try: return text.decode("utf-8") finally: self.lib.dita_kernel_free_string(raw) def get_slot_json(self, handle: ctypes.c_void_p, slot_id: int) -> Dict[str, Any]: raw = self.lib.dita_kernel_get_slot_json(handle, ctypes.c_size_t(slot_id)) if not raw: raise IndexError(f"Invalid slot id: {slot_id}") return json.loads(self._take_string(raw)) def set_slot_json(self, handle: ctypes.c_void_p, slot_id: int, payload: Dict[str, Any]) -> None: encoded = json.dumps(json_safe(payload), separators=(",", ":"), ensure_ascii=False).encode("utf-8") rc = self.lib.dita_kernel_set_slot_json(handle, ctypes.c_size_t(slot_id), ctypes.c_char_p(encoded)) if rc != 0: raise RuntimeError(f"dita_kernel_set_slot_json failed rc={rc}") def process_intent( self, handle: ctypes.c_void_p, payload: Dict[str, Any], *, mode: str, verbosity: str, ) -> Dict[str, Any]: encoded = json.dumps(json_safe(payload), separators=(",", ":"), ensure_ascii=False).encode("utf-8") raw = self.lib.dita_kernel_process_intent_json( handle, ctypes.c_char_p(encoded), ctypes.c_char_p(mode.encode("utf-8")), ctypes.c_char_p(verbosity.encode("utf-8")), ) return json.loads(self._take_string(raw)) def on_venue_event( self, handle: ctypes.c_void_p, payload: Dict[str, Any], *, mode: str, verbosity: str, ) -> Dict[str, Any]: encoded = json.dumps(json_safe(payload), separators=(",", ":"), ensure_ascii=False).encode("utf-8") raw = self.lib.dita_kernel_on_venue_event_json( handle, ctypes.c_char_p(encoded), ctypes.c_char_p(mode.encode("utf-8")), ctypes.c_char_p(verbosity.encode("utf-8")), ) return json.loads(self._take_string(raw)) def reconcile_slots( self, handle: ctypes.c_void_p, payload: Sequence[Dict[str, Any]], *, mode: str, verbosity: str, ) -> Dict[str, Any]: encoded = json.dumps(json_safe(list(payload)), separators=(",", ":"), ensure_ascii=False).encode("utf-8") raw = self.lib.dita_kernel_reconcile_slots_json( handle, ctypes.c_char_p(encoded), ctypes.c_char_p(mode.encode("utf-8")), ctypes.c_char_p(verbosity.encode("utf-8")), ) return json.loads(self._take_string(raw)) def snapshot(self, handle: ctypes.c_void_p) -> Dict[str, Any]: raw = self.lib.dita_kernel_snapshot_json(handle) return json.loads(self._take_string(raw)) def set_seed_capital(self, handle: ctypes.c_void_p, seed: float) -> bool: rc = self.lib.dita_kernel_set_seed_capital(handle, ctypes.c_double(seed)) return rc == 0 def set_exchange_config(self, handle: ctypes.c_void_p, config: Dict[str, Any]) -> bool: encoded = json.dumps(config, separators=(",", ":")).encode("utf-8") rc = self.lib.dita_kernel_set_exchange_config_json(handle, ctypes.c_char_p(encoded)) return rc == 0 def calibrate_fee(self, handle: ctypes.c_void_p, fill_price: float, fill_qty: float, actual_fee: float) -> Dict[str, Any]: payload = json.dumps({"fill_price": fill_price, "fill_qty": fill_qty, "actual_fee": actual_fee}).encode("utf-8") raw = self.lib.dita_kernel_calibrate_fee_json(handle, ctypes.c_char_p(payload)) if not raw: return {} return json.loads(self._take_string(raw)) def on_account_event( self, handle: ctypes.c_void_p, event: Dict[str, Any] ) -> Dict[str, Any]: encoded = json.dumps(json_safe(event), separators=(",", ":"), ensure_ascii=False).encode("utf-8") raw = self.lib.dita_kernel_on_account_event_json(handle, ctypes.c_char_p(encoded)) if not raw: return {} return json.loads(self._take_string(raw)) _RUST: _RustKernelLib | None = None # lazy init — avoids Rust build on import def _get_rust() -> _RustKernelLib: global _RUST if _RUST is None: _RUST = _RustKernelLib() return _RUST def _slot_to_payload(slot: TradeSlot) -> Dict[str, Any]: return slot.to_dict() def _order_to_payload(order: Optional[VenueOrder]) -> Optional[Dict[str, Any]]: if order is None: return None return { "internal_trade_id": order.internal_trade_id, "venue_order_id": order.venue_order_id, "venue_client_id": order.venue_client_id, "side": order.side.value, "intended_size": float(order.intended_size or 0.0), "filled_size": float(order.filled_size or 0.0), "average_fill_price": float(order.average_fill_price or 0.0), "status": order.status.value, "metadata": dict(order.metadata), } def _order_from_payload(payload: Optional[Dict[str, Any]], *, trade_id: str) -> Optional[VenueOrder]: if not isinstance(payload, dict): return None return VenueOrder( internal_trade_id=trade_id, venue_order_id=str(payload.get("venue_order_id", "")), venue_client_id=str(payload.get("venue_client_id", "")), side=TradeSide(str(payload.get("side", TradeSide.FLAT.value))), intended_size=float(payload.get("intended_size", 0.0)), filled_size=float(payload.get("filled_size", 0.0)), average_fill_price=float(payload.get("average_fill_price", 0.0)), status=VenueOrderStatus(str(payload.get("status", VenueOrderStatus.NEW.value))), metadata=dict(payload.get("metadata", {})), ) def _slot_from_payload(payload: Dict[str, Any]) -> TradeSlot: return TradeSlot( slot_id=int(payload.get("slot_id", 0)), trade_id=str(payload.get("trade_id", "")), asset=str(payload.get("asset", "")), side=TradeSide(str(payload.get("side", TradeSide.FLAT.value))), entry_price=float(payload.get("entry_price", 0.0)), size=float(payload.get("size", 0.0)), initial_size=float(payload.get("initial_size", 0.0)), leverage=float(payload.get("leverage", 0.0)), entry_time=datetime.fromisoformat(payload["entry_time"]) if payload.get("entry_time") else None, unrealized_pnl=float(payload.get("unrealized_pnl", 0.0)), realized_pnl=float(payload.get("realized_pnl", 0.0)), closed=bool(payload.get("closed", False)), exit_leg_ratios=tuple(float(r) for r in payload.get("exit_leg_ratios", (1.0,))), active_leg_index=int(payload.get("active_leg_index", 0)), active_exit_order=_order_from_payload(payload.get("active_exit_order"), trade_id=str(payload.get("trade_id", ""))), active_entry_order=_order_from_payload(payload.get("active_entry_order"), trade_id=str(payload.get("trade_id", ""))), fsm_state=TradeStage(str(payload.get("fsm_state", TradeStage.IDLE.value))), close_reason=str(payload.get("close_reason", "")), last_event_time=datetime.fromisoformat(payload["last_event_time"]) if payload.get("last_event_time") else None, seen_event_ids=tuple(str(event_id) for event_id in payload.get("seen_event_ids", ())), metadata=dict(payload.get("metadata", {})), ) def _first_invalid_intent_field(intent: KernelIntent) -> Optional[tuple[str, float]]: """Return (field, value) for the first non-finite or out-of-bounds numeric field on an intent, or None if all are sane. Guards the kernel boundary against inf/NaN that would otherwise crash serde_json serialization.""" scalar_checks = ( ("target_size", float(intent.target_size if intent.target_size is not None else 0.0)), ("reference_price", float(intent.reference_price if intent.reference_price is not None else 0.0)), ("leverage", float(intent.leverage if intent.leverage is not None else 0.0)), ("limit_price", float(getattr(intent, "limit_price", 0.0) or 0.0)), ) for name, value in scalar_checks: if not math.isfinite(value): return (name, value) for idx, ratio in enumerate(intent.exit_leg_ratios or ()): # type: ignore[union-attr] rv = float(ratio if ratio is not None else 0.0) if not math.isfinite(rv): return (f"exit_leg_ratios[{idx}]", rv) size = float(intent.target_size if intent.target_size is not None else 0.0) if size < 0.0: return ("target_size", size) return None def _intent_to_payload(intent: KernelIntent) -> Dict[str, Any]: return { "timestamp": intent.timestamp.isoformat() if hasattr(intent.timestamp, "isoformat") else str(intent.timestamp), "intent_id": intent.intent_id, "trade_id": intent.trade_id, "slot_id": intent.slot_id, "asset": intent.asset, "side": intent.side.value, "action": intent.action.value, "reference_price": float(intent.reference_price or 0.0), "target_size": float(intent.target_size or 0.0), "leverage": float(intent.leverage or 0.0), "exit_leg_ratios": list(intent.exit_leg_ratios), "reason": intent.reason, "metadata": dict(intent.metadata), "stage": intent.stage.value, "order_type": getattr(intent, "order_type", "MARKET"), "limit_price": float(getattr(intent, "limit_price", 0.0) or 0.0), } def _event_to_payload(event: VenueEvent) -> Dict[str, Any]: return { "timestamp": event.timestamp.isoformat() if hasattr(event.timestamp, "isoformat") else str(event.timestamp), "event_id": event.event_id, "trade_id": event.trade_id, "slot_id": event.slot_id, "kind": event.kind.value, "status": event.status.value, "venue_order_id": event.venue_order_id, "venue_client_id": event.venue_client_id, "side": event.side.value, "asset": event.asset, "price": float(event.price or 0.0), "size": float(event.size or 0.0), "filled_size": float(event.filled_size or 0.0), "remaining_size": float(event.remaining_size or 0.0), "reason": event.reason, "raw_payload": dict(event.raw_payload), "metadata": dict(event.metadata), } def _transition_from_payload(payload: Dict[str, Any]) -> KernelTransition: return KernelTransition( timestamp=datetime.fromisoformat(payload["timestamp"]), trade_id=str(payload.get("trade_id", "")), slot_id=int(payload.get("slot_id", 0)), prev_state=TradeStage(str(payload.get("prev_state", TradeStage.IDLE.value))), next_state=TradeStage(str(payload.get("next_state", TradeStage.IDLE.value))), trigger=str(payload.get("trigger", "")), intent_id=str(payload.get("intent_id", "")), event_id=str(payload.get("event_id", "")), control_mode=str(payload.get("control_mode", "")), control_verbosity=str(payload.get("control_verbosity", "")), details=dict(payload.get("details", {})), ) def _outcome_from_payload(payload: Dict[str, Any]) -> KernelOutcome: return KernelOutcome( accepted=bool(payload.get("accepted", False)), slot_id=int(payload.get("slot_id", 0)), trade_id=str(payload.get("trade_id", "")), state=TradeStage(str(payload.get("state", TradeStage.IDLE.value))), diagnostic_code=KernelDiagnosticCode(str(payload.get("diagnostic_code", KernelDiagnosticCode.OK.value))), severity=KernelSeverity(str(payload.get("severity", KernelSeverity.INFO.value))), transitions=tuple(_transition_from_payload(row) for row in payload.get("transitions", [])), emitted_events=tuple( VenueEvent( timestamp=datetime.fromisoformat(row["timestamp"]), event_id=str(row.get("event_id", "")), trade_id=str(row.get("trade_id", "")), slot_id=int(row.get("slot_id", 0)), kind=KernelEventKind(str(row.get("kind", KernelEventKind.ORDER_ACK.value))), status=VenueEventStatus(str(row.get("status", VenueEventStatus.ACKED.value))), venue_order_id=str(row.get("venue_order_id", "")), venue_client_id=str(row.get("venue_client_id", "")), side=TradeSide(str(row.get("side", TradeSide.FLAT.value))), asset=str(row.get("asset", "")), price=float(row.get("price", 0.0)), size=float(row.get("size", 0.0)), filled_size=float(row.get("filled_size", 0.0)), remaining_size=float(row.get("remaining_size", 0.0)), reason=str(row.get("reason", "")), raw_payload=dict(row.get("raw_payload", {})), metadata=dict(row.get("metadata", {})), ) for row in payload.get("emitted_events", []) ), details=dict(payload.get("details", {})), ) def _enum_text(value: Any) -> str: if hasattr(value, "value"): return str(getattr(value, "value")) return str(value) class KernelSlotView: """Write-through view over a Rust-backed slot.""" def __init__(self, kernel: "ExecutionKernel", slot_id: int) -> None: object.__setattr__(self, "_kernel", kernel) object.__setattr__(self, "_slot_id", int(slot_id)) @property def slot_id(self) -> int: return object.__getattribute__(self, "_slot_id") def _snapshot(self) -> TradeSlot: return self._kernel._get_slot(self.slot_id) def __getattr__(self, name: str) -> Any: slot = self._snapshot() if hasattr(slot, name): return getattr(slot, name) raise AttributeError(name) def __setattr__(self, name: str, value: Any) -> None: if name in {"_kernel", "_slot_id"}: object.__setattr__(self, name, value) return slot = self._snapshot() if not hasattr(slot, name): raise AttributeError(name) setattr(slot, name, value) self._kernel._set_slot(slot) def to_dict(self) -> Dict[str, Any]: return self._snapshot().to_dict() def is_free(self) -> bool: return self._snapshot().is_free() def is_open(self) -> bool: return self._snapshot().is_open() def mark_price(self, price: float) -> None: slot = self._snapshot() slot.mark_price(price) self._kernel._set_slot(slot) def next_exit_ratio(self) -> float: return self._snapshot().next_exit_ratio() def consume_exit_leg(self) -> float: slot = self._snapshot() ratio = slot.consume_exit_leg() self._kernel._set_slot(slot) return ratio def attach_entry_order(self, order: VenueOrder) -> None: slot = self._snapshot() slot.active_entry_order = order self._kernel._set_slot(slot) def attach_exit_order(self, order: VenueOrder) -> None: slot = self._snapshot() slot.active_exit_order = order self._kernel._set_slot(slot) def __repr__(self) -> str: # pragma: no cover - debugging helper return f"KernelSlotView(slot_id={self.slot_id}, state={self._snapshot().fsm_state.value})" class KernelStateView: def __init__(self, kernel: "ExecutionKernel") -> None: self._kernel = kernel self.slots = [KernelSlotView(kernel, slot_id) for slot_id in range(kernel.max_slots)] self.active_trade_index: Dict[str, int] = {} self.venue_order_index: Dict[str, int] = {} self.client_order_index: Dict[str, int] = {} self.refresh() def refresh(self) -> None: snapshot = self._kernel._snapshot_backend() self.active_trade_index = dict(snapshot.get("active_trade_index", {})) self.venue_order_index = dict(snapshot.get("venue_order_index", {})) self.client_order_index = dict(snapshot.get("client_order_index", {})) class ExecutionKernel: """Rust-backed multi-slot execution kernel.""" def __init__( self, *, max_slots: int = 10, control_plane: Optional[ControlPlane] = None, venue: Optional[VenueAdapter] = None, journal: Optional[KernelJournal] = None, account: Optional[AccountProjection] = None, projection: Optional[HazelcastProjection] = None, projection_client: Optional[Any] = None, zinc_plane: Optional[ZincPlane] = None, ) -> None: self.max_slots = int(max_slots) self.control_plane = control_plane or build_control_plane() self.venue = venue or MockVenueAdapter() self.journal = journal or MemoryKernelJournal() self.account = account or AccountProjection() self.projection = projection or build_projection(client=projection_client) self.zinc_plane = zinc_plane or InMemoryZincPlane() self._backend = _get_rust().create(self.max_slots) self._control_snapshot = self.control_plane.read() self._last_settled_pnl: Dict[int, float] = {} self.projection.write_control(self._control_snapshot) self.zinc_plane.update_control(self._control_snapshot) self.state = KernelStateView(self) self.account.observe_slots([self._get_slot(slot_id) for slot_id in range(self.max_slots)]) def __del__(self) -> None: # pragma: no cover - cleanup best effort backend = getattr(self, "_backend", None) if backend is not None: try: _get_rust().destroy(backend) except Exception: pass @property def control(self) -> KernelControlSnapshot: return self.control_plane.read() def update_control(self, update: ControlUpdate) -> KernelControlSnapshot: snapshot = self.control_plane.update(update) self._control_snapshot = snapshot self.projection.write_control(snapshot) self.zinc_plane.update_control(snapshot) return snapshot def _snapshot_backend(self) -> Dict[str, Any]: return _get_rust().snapshot(self._backend) def _get_slot(self, slot_id: int) -> TradeSlot: return _slot_from_payload(_get_rust().get_slot_json(self._backend, slot_id)) def _set_slot(self, slot: TradeSlot, *, journal: bool = False) -> None: payload = _slot_to_payload(slot) _get_rust().set_slot_json(self._backend, slot.slot_id, payload) self.state.refresh() slots = [self._get_slot(slot_id) for slot_id in range(self.max_slots)] self.account.observe_slots(slots) current = self._get_slot(slot.slot_id) self.projection.write_slot(current) self.zinc_plane.write_slot(current) def slot(self, slot_id: int) -> KernelSlotView: if not (0 <= int(slot_id) < self.max_slots): raise IndexError(slot_id) return self.state.slots[int(slot_id)] def free_slot(self) -> Optional[KernelSlotView]: for slot in self.state.slots: if slot.is_free(): return slot return None def _record_transitions(self, transitions: Iterable[KernelTransition], slot: TradeSlot, event: Optional[VenueEvent]) -> None: if self.control.debug_clickhouse_enabled: for transition in transitions: self.journal.record_transition( transition=transition, slot=slot, event=event, control=self.control, ) def process_intent(self, intent: KernelIntent) -> KernelOutcome: self.zinc_plane.publish_intent(intent) if not (0 <= int(intent.slot_id) < self.max_slots): return KernelOutcome( accepted=False, slot_id=int(intent.slot_id), trade_id=intent.trade_id, state=TradeStage.IDLE, diagnostic_code=KernelDiagnosticCode.INVALID_SLOT_ID, details={"reason": "INVALID_SLOT_ID", "slot_id": int(intent.slot_id), "intent_id": intent.intent_id}, ) # Finiteness / sanity guard at the kernel boundary. A non-finite (inf/NaN) # numeric field would make the Rust core's serde_json serialization return # a null string (panic). Reject cleanly with INVALID_INTENT instead, naming # the offending field + value so the upstream numerical source can be located. bad_field = _first_invalid_intent_field(intent) if bad_field is not None: name, value = bad_field return KernelOutcome( accepted=False, slot_id=int(intent.slot_id), trade_id=intent.trade_id, state=self._get_slot(int(intent.slot_id)).fsm_state, diagnostic_code=KernelDiagnosticCode.INVALID_INTENT, severity=KernelSeverity.WARNING, details={ "reason": "INVALID_INTENT", "field": name, "value": str(value), "intent_id": intent.intent_id, "action": intent.action.value, "asset": intent.asset, }, ) payload = _intent_to_payload(intent) result = _get_rust().process_intent( self._backend, payload, mode=_enum_text(self.control.mode), verbosity=_enum_text(self.control.verbosity), ) outcome = _outcome_from_payload(result["outcome"]) self.state.refresh() if intent.action == KernelCommandType.ENTER and outcome.accepted: self._last_settled_pnl[intent.slot_id] = 0.0 emitted_events = [] all_venue_transitions: List[KernelTransition] = [] if intent.action in {KernelCommandType.ENTER, KernelCommandType.EXIT}: emitted_events = self.venue.submit(intent) for event in emitted_events: evt_outcome = self.on_venue_event(event) all_venue_transitions.extend(evt_outcome.transitions) elif intent.action == KernelCommandType.CANCEL: slot_view = self.slot(intent.slot_id) if slot_view.active_exit_order is not None: emitted_events = self.venue.cancel(slot_view.active_exit_order, reason=intent.reason) elif slot_view.active_entry_order is not None and slot_view.fsm_state in { TradeStage.ENTRY_WORKING, TradeStage.ORDER_REQUESTED, TradeStage.ORDER_SENT, TradeStage.IDLE, }: emitted_events = self.venue.cancel(slot_view.active_entry_order, reason=intent.reason) else: emitted_events = [] for event in emitted_events: evt_outcome = self.on_venue_event(event) all_venue_transitions.extend(evt_outcome.transitions) final_slot = self._get_slot(outcome.slot_id) rate_limit_event = next((event for event in emitted_events if event.kind == KernelEventKind.RATE_LIMITED), None) if rate_limit_event is not None: rate_limit_details = dict(outcome.details) rate_limit_details.update( { "reason": rate_limit_event.reason or "RATE_LIMITED", "retry_after_ms": int(rate_limit_event.metadata.get("retry_after_ms", 0) or 0), "venue_event_kind": rate_limit_event.kind.value, "severity": KernelSeverity.WARNING.value, "release_eta": "few minutes", "retryable": True, } ) outcome = KernelOutcome( accepted=False, slot_id=outcome.slot_id, trade_id=outcome.trade_id, state=final_slot.fsm_state, diagnostic_code=KernelDiagnosticCode.RATE_LIMITED, severity=KernelSeverity.WARNING, transitions=outcome.transitions, emitted_events=outcome.emitted_events, details=rate_limit_details, ) all_transitions = list(outcome.transitions) + all_venue_transitions final_outcome = KernelOutcome( accepted=outcome.accepted, slot_id=outcome.slot_id, trade_id=final_slot.trade_id, state=final_slot.fsm_state, diagnostic_code=outcome.diagnostic_code, transitions=tuple(all_transitions), emitted_events=tuple(emitted_events), details=dict(outcome.details), ) slots = [self._get_slot(i) for i in range(self.max_slots)] self.account.observe_slots(slots) current = self._get_slot(final_slot.slot_id) self.projection.write_slot(current) self.zinc_plane.write_slot(current) self._record_transitions(outcome.transitions, final_slot, None) return final_outcome def on_venue_event(self, event: VenueEvent) -> KernelOutcome: result = _get_rust().on_venue_event( self._backend, _event_to_payload(event), mode=_enum_text(self.control.mode), verbosity=_enum_text(self.control.verbosity), ) outcome = _outcome_from_payload(result["outcome"]) # An INVALID_* fallback result carries a null slot; fall back to the # kernel's current slot so settlement/bookkeeping stays consistent. slot_payload = result.get("slot") slot = _slot_from_payload(slot_payload) if slot_payload else self._get_slot(int(outcome.slot_id)) self.state.refresh() incremental_pnl = slot.realized_pnl - self._last_settled_pnl.get(slot.slot_id, 0.0) if abs(incremental_pnl) > 1e-12: self.account.settle(incremental_pnl) self._last_settled_pnl[slot.slot_id] = slot.realized_pnl slots = [self._get_slot(i) for i in range(self.max_slots)] self.account.observe_slots(slots) current = self._get_slot(slot.slot_id) self.projection.write_slot(current) self.zinc_plane.write_slot(current) self._record_transitions(outcome.transitions, slot, event) return outcome def mark_price(self, asset: str, price: float) -> None: for slot in self.state.slots: if slot.asset == asset and slot.is_open(): slot.mark_price(price) self.account.observe_slots([self._get_slot(i) for i in range(self.max_slots)]) def reconcile_from_slots(self, slots: Sequence[TradeSlot]) -> KernelOutcome: payload = [_slot_to_payload(slot) for slot in slots] result = _get_rust().reconcile_slots( self._backend, payload, mode=_enum_text(self.control.mode), verbosity=_enum_text(self.control.verbosity), ) outcome = _outcome_from_payload(result["outcome"]) if not outcome.accepted: return outcome self.state.refresh() slots = [self._get_slot(i) for i in range(self.max_slots)] self.account.observe_slots(slots) for current in slots: self.projection.write_slot(current) self.zinc_plane.write_slot(current) return outcome def set_seed_capital(self, seed: float) -> None: """Set the kernel's seed capital for K-value fold. Call once at init.""" _get_rust().set_seed_capital(self._backend, float(seed)) def set_exchange_config(self, config: Dict[str, Any]) -> None: """ Load the exchange fee schedule into the kernel's fee prediction model. config keys (all optional — unset keys keep defaults): taker_rate float fraction (0.0005 = 0.05%) maker_rate float fraction (0.0002 = 0.02%) lot_step float quantity increment tick_size float price increment funding_interval_secs int seconds between funding payments (28800 = 8 h) After this call the kernel can predict fees at fill time so K-capital tracks E-wallet without waiting for the WS FILL_SETTLED event. """ _get_rust().set_exchange_config(self._backend, config) def calibrate_fee( self, fill_price: float, fill_qty: float, actual_fee: float, ) -> Dict[str, Any]: """ Validate the fee model against one known fill. Returns: expected_fee model prediction before calibration actual_fee exchange-reported value ratio actual / expected deviation_pct |ratio - 1| × 100 calibration_status "OK" (<1%) / "WARN" (<5%) / "ERROR" (≥5%) calibration_ratio updated EMA of actual/expected ratio calibration_samples fills seen so far Call once on startup with a recent fill from account history before enabling live trading. If status == ERROR, the fee model needs manual review before K-capital figures can be trusted. """ return _get_rust().calibrate_fee(self._backend, float(fill_price), float(fill_qty), float(actual_fee)) def on_account_event(self, event: Dict[str, Any]) -> Dict[str, Any]: """ Apply an account-level exchange event atomically to the kernel. event dict must have "kind" in {"FILL_SETTLED","ACCOUNT_UPDATE","FUNDING_FEE"} plus the relevant numeric fields (see Rust FFI doc). Returns the resulting account state dict including reconcile_status, available_capital (E rules when present), k_capital, event_seq. """ return _get_rust().on_account_event(self._backend, event) def snapshot(self) -> Dict[str, Any]: # Merge kernel Rust snapshot (includes AccountState) with Python state. rust_snap = _get_rust().snapshot(self._backend) rust_account = rust_snap.get("account", {}) return { "control": self.control.as_dict(), "slots": [self._get_slot(slot.slot_id).to_dict() for slot in self.state.slots], "account": { # Legacy fields (Python AccountProjection) — backward compat "capital": self.account.snapshot.capital, "equity": self.account.snapshot.equity, "realized_pnl": self.account.snapshot.realized_pnl, "unrealized_pnl": self.account.snapshot.unrealized_pnl, "open_positions": self.account.snapshot.open_positions, "open_notional": self.account.snapshot.open_notional, "leverage": self.account.snapshot.leverage, # V2 — kernel atomic K/E account (E rules; K is parallel check) "k_capital": rust_account.get("k_capital", self.account.snapshot.capital), "k_realized_pnl": rust_account.get("k_realized_pnl", self.account.snapshot.realized_pnl), "k_fees_paid": rust_account.get("k_fees_paid", self.account.snapshot.fees_paid), "k_funding_net": rust_account.get("k_funding_net", 0.0), "e_wallet_balance": rust_account.get("e_wallet_balance", 0.0), "e_available_margin": rust_account.get("e_available_margin", 0.0), "e_used_margin": rust_account.get("e_used_margin", 0.0), "e_maint_margin": rust_account.get("e_maint_margin", 0.0), # available_capital: E rules when present, K as fallback "available_capital": rust_account.get("available_capital", self.account.snapshot.capital), "reconcile_status": rust_account.get("reconcile_status", "OK"), "reconcile_delta": rust_account.get("reconcile_delta", 0.0), "reconcile_explanation": rust_account.get("reconcile_explanation", ""), "event_seq": rust_account.get("event_seq", 0), }, }