7ea1576ba7
Proof: Archive the completed runtime-health turn and open a new implementation turn that replaces ambiguous quote verdicts with explicit lifecycle truth and durable execution explanation. Assumptions: Recent decision and execution records already contain enough repo-owned evidence to derive a truthful first-pass quote lifecycle for the active pair. Still fake: The new turn is planning state only; the dashboard still contains the existing lifecycle ambiguity until this proof is implemented.
42 lines
3.8 KiB
Markdown
42 lines
3.8 KiB
Markdown
# Backlog
|
|
|
|
This file is the candidate pool for future work. It is not the active plan.
|
|
|
|
Rules:
|
|
- Add ideas here when they do not belong in the current turn.
|
|
- Promotion from backlog to an active turn is a separate planning step.
|
|
- `scripts/workflow/add_backlog.py` can append new items with stable IDs.
|
|
|
|
## Implementation Candidates
|
|
- [I001] Hybrid reference-price service using Kraken stream and CoinGecko poll or fallback for the active pair inputs.
|
|
- [I002] PostgreSQL event store plus history writer for quotes, reference prices, decisions, commands, and execution results.
|
|
- [I003] Strategy engine that consumes `norm.swap_demand` plus reference prices and emits auditable decisions.
|
|
- [I004] Real Near Intents executor service using pre-funded internal inventory, with explicit arming and idempotent result reporting.
|
|
- [I005] Import local EUR/BTC history on disk into research tables or files for replay and baseline checks.
|
|
- [I006] Decision-to-command safety gate with explicit arm or disarm state, notional caps, and inventory freshness checks.
|
|
- [I007] Inventory-aware execution rule: implement both directions, but only fire the side backed by credited internal source-asset inventory.
|
|
- [I008] Inventory-sync service for NEAR Intents internal balances and pending funding state.
|
|
- [I009] Liquidity-manager service for deposit addresses, funding actions, and treasury visibility.
|
|
- [I012] Quotes and execution analytics workbench: live quote tape, quote count and volume windows, size-bucket distributions, oracle-deviation views, per-quote decision and execution trace, and matched-only filters.
|
|
- [I013] Benchmark and PnL analytics: compare trade PnL versus mark-to-market, all-BTC hold, all-EURe hold, passive 50/50 hold, and hindsight trade quality against later benchmarks.
|
|
|
|
- [I015] (soon) Benchmark-aware strategy thresholds and inventory-skewed fees: compare live inventory against deposit-time hold and target BTC/EURe mix before quoting away preferred inventory. tags=strategy,inventory,pnl
|
|
- [I016] (soon) Treasury cashflow and fee ledger: durably record deposits, withdrawals, bridge or network costs, and other non-trade cashflows so dashboard profit can move from mark-to-market to true net PnL. tags=pnl,fees,treasury
|
|
- [I017] (soon) Per-trade realized attribution: link each successful trade to actual settled inventory deltas and attributable costs so the system can report realized net contribution per trade instead of only expected edge. tags=trades,pnl,settlement
|
|
- [I018] (later) Quote-to-outcome and markout analytics: link quote, response, decision, execution result, and settlement, then store later reference-price markouts to measure adverse selection and quote quality. tags=quotes,analytics,markout
|
|
## Research Candidates
|
|
- [R001] Compare Kraken and CoinGecko drift and freshness for the assets needed to price the active pair.
|
|
- [R002] Test whether the active pair's implied rate diverges from external reference prices enough to justify execution after a simple 2% gross threshold.
|
|
- [R003] Measure whether stale quotes correlate with worse execution quality or higher reject rates.
|
|
- [R004] Import and inspect the local historical EUR/BTC data to see how it can seed replay and backtests.
|
|
- [R005] Measure how long treasury funding takes from external transfer to credited internal inventory.
|
|
|
|
## Ops Candidates
|
|
- [O001] PostgreSQL backup and retention plan for analytics and audit history.
|
|
- [O002] Signing-secret and NEAR Intents account management for real execution credentials.
|
|
|
|
## Bugs
|
|
- [B001] The previous storage-only turn did not reach a tradeable loop and pulled the workflow toward scaffolding.
|
|
- [B002] No reference price source exists, so the system cannot estimate edge.
|
|
- [B003] Dummy reactor and dummy executor prevent a non-mocked trade path.
|
|
- [B004] The prior plan assumed external hot wallets were on the trade hot path instead of pre-funded NEAR Intents inventory.
|