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fix(engine): require authoritative account reconciliation #60

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Merged
proerror77 merged 2 commits into from
Jul 16, 2026
Merged

fix(engine): require authoritative account reconciliation #60

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a39210b
fix(engine): require authoritative account reconciliation
Jul 16, 2026
d44f218
fix(metrics): align account truth export schema
Jul 16, 2026
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1 change: 1 addition & 0 deletions rust_hft/Cargo.lock
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1 change: 1 addition & 0 deletions rust_hft/execution-gateway/adapters/adapter-polymarket/src/lib.rs
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Original file line number Diff line number Diff line change
Expand Up @@ -4107,6 +4107,7 @@ impl ExecutionClient for PolymarketExecutionClient {
quantity: Quantity(position.size),
avg_price: Price(position.avg_price),
unrealized_pnl: position.cash_pnl,
realized_pnl: position.realized_pnl,
})
.collect())
}
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7 changes: 7 additions & 0 deletions rust_hft/infra-services/core/metrics/src/lib.rs
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Expand Up @@ -86,6 +86,13 @@ pub struct EngineStatisticsExport {
pub orders_filled: u64,
pub orders_rejected: u64,
pub orders_canceled: u64,
// Account-truth facts are emitted by the engine. The readiness policy that
// interprets them remains in the runtime-health layer.
pub runtime_truth_observed_at_us: u64,
pub reconciliation_complete: bool,
pub reconciliation_healthy: bool,
pub risk_halted: bool,
pub data_integrity_gaps: u64,
Comment on lines +91 to +95

@chatgpt-codex-connector chatgpt-codex-connector Bot Jul 16, 2026

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P2 Badge Wire account-truth fields into readiness

When reconciliation is incomplete/unhealthy or the runtime is risk-halted, these new fields are populated by the engine but update_engine_statistics still drops them and assess_readiness still returns ready using only idle time and queue utilization. In operator-control or degraded-account starts this can expose /readiness as ready while the authoritative-account facts are false, so persist these values in the registry and include them in the readiness decision or exported health detail.

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}

impl MetricsRegistry {
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1 change: 1 addition & 0 deletions rust_hft/market-core/engine/Cargo.toml
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Expand Up @@ -33,6 +33,7 @@ metrics = ["dep:infra-metrics"]
legacy-sdk = []

[dev-dependencies]
hft-oms-core = { path = "../../risk-control/oms-core" }
hft-data-adapter-bitget = { path = "../../data-pipelines/adapters/adapter-bitget" }
strategy-trend = { package = "hft-strategy-trend", path = "../../strategy-framework/strategies/trend" }
strategy-arbitrage = { package = "hft-strategy-arbitrage", path = "../../strategy-framework/strategies/arbitrage" }
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