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Expire submitted quotes using latest inventory snapshot
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Proof: Fixes quote outcome expiry so no-settlement submissions age to not_filled using the latest durable inventory snapshot, even when the last actual inventory movement is older.

Assumptions: A later unchanged inventory snapshot after the quote deadline plus settlement grace is valid evidence that no matching settled inventory delta occurred in the repo-owned path.

Still fake: Not-filled remains inferred from deadline plus inventory evidence until venue-native terminal outcome events are persisted.
This commit is contained in:
philipp 2026-04-10 15:31:11 +02:00
parent c1a6024358
commit 61ba8f9208
2 changed files with 29 additions and 3 deletions
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4
src/core/quote-outcomes.mjs
View file

@ -37,9 +37,7 @@ export function deriveQuoteOutcomeRecords({
inventorySnapshots,
activeAssetIds,
});
const latestInventoryAt = inventoryDeltas.length
? inventoryDeltas[inventoryDeltas.length - 1].observed_at
: latestSnapshotTimestamp(inventorySnapshots);
const latestInventoryAt = latestSnapshotTimestamp(inventorySnapshots);
const candidatesByMovement = new Map();
const candidatesByQuote = new Map();

28
test/quote-outcomes.test.mjs
View file

@ -130,6 +130,34 @@ test('submitted quote without settlement becomes not filled only after deadline
assert.equal(outcome.attributed_inventory_delta, null);
});
test('older unrelated inventory movement does not block later no-fill expiry', () => {
const [outcome] = deriveQuoteOutcomeRecords({
submissions: [submittedResult('quote-after-old-move', '2026-04-02T18:20:00.000Z')],
commands: [exactOutCommand('quote-after-old-move')],
inventorySnapshots: [
inventorySnapshot('2026-04-02T18:13:00.000Z', {
[BTC.assetId]: '0',
[EURE.assetId]: '100000000000000000000',
}),
inventorySnapshot('2026-04-02T18:13:33.000Z', {
[BTC.assetId]: '1',
[EURE.assetId]: '99999999999999999999',
}),
inventorySnapshot('2026-04-02T18:22:00.000Z', {
[BTC.assetId]: '1',
[EURE.assetId]: '99999999999999999999',
}),
],
btcAsset: BTC,
eureAsset: EURE,
now: '2026-04-02T18:22:00.000Z',
});
assert.equal(outcome.outcome_status, 'not_filled');
assert.equal(outcome.outcome_reason, 'deadline_elapsed_without_settlement');
assert.equal(outcome.payload.evidence.latest_inventory_observed_at, '2026-04-02T18:22:00.000Z');
});
test('ambiguous inventory movement is not counted as completed settlement', () => {
const outcomes = deriveQuoteOutcomeRecords({
submissions: [