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3 commits

Author SHA1 Message Date
philipp
a4db57182c Instrument executor submission latency
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deploy / deploy (push) Successful in 45s
Proof: targeted executor and dashboard tests pass; npm test passes 239/239; operator dashboard bundle builds; git diff --check passes.

Assumptions: timing fields are observational only and do not change quote response policy, signing, concurrency, arming, or live funds behavior.

Still fake: venue-native terminal fill ids and fee-complete realized PnL remain unavailable.
2026-05-18 22:44:33 +02:00
philipp
92aa636dc0 Restore live trading under quote pressure
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deploy / deploy (push) Failing after 52s
Proof: npm test (209/209) covers stale command expiry, bounded executor state, bounded strategy quote cache, bounded quote outcome refresh, and resource guardrails.

Assumptions: current DB pair config and armed state remain the operator-approved live trading controls; stale quote commands are unsafe to submit after their min_deadline_ms.

Still fake: quote outcomes still infer fills from inventory deltas rather than a venue-native terminal fill event.
2026-05-18 12:51:25 +02:00
philipp
430c8b3521 Prevent own request self-matching
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deploy / deploy (push) Successful in 32s
Proof: Live dashboard-triggered request settled at the relay without the expected EURe decrease and BTC increase, exposing self-matching between our taker preflight and our maker responder. This change suppresses maker quote responses while an own-request preflight is collecting solver quotes, refreshes relay status before outcome derivation, and records relay SETTLED without expected durable inventory delta as failed rather than completed or not_filled.

Assumptions: Suppressing maker responses during the short quote RPC window prevents our own quote from being selected for our own taker request. Relay SETTLED remains insufficient for success unless durable inventory shows the expected source decrease and destination increase.

Still fake: Venue-native fill id parsing and fee-complete realized PnL for request-created trades are still not modeled; completed still depends on durable inventory delta attribution.
2026-04-12 19:02:21 +02:00