Reuse signed Paper and Shadow intake for CEX bundles by proerror77 · Pull Request #906 · proerror77/monday

proerror77 · 2026-08-16T20:44:20Z

Change

Admit the promoted four-stage CEX bundle through the existing Formula runtime only when venue, market, and instrument match exactly.
Require exact Paper or Shadow approval, keep CEX LiveSmall disabled, and make verified runtime feedback an opaque type before storage.
Cover the canonical research bundle through signed Paper/Shadow attribution and later-Mission evidence reuse without mutating the completed source Mission.

Issue relationship

Closes #605

Validation

cargo test --quiet -p alpha-domain -p alpha-store -p alpha-engine -p alpha-onnx-evaluator -p alpha-harness -p hft-harnessctl -p hft-research-ml --locked
cargo test -p hft-live --no-default-features --features binance,formula-strategy --test deployment_envelope --locked
cargo test -p hft-live --no-default-features --features binance,formula-strategy --lib --locked
cargo clippy -p alpha-domain -p alpha-store -p alpha-harness --all-targets --locked -- -D warnings
cargo clippy -p hft-live --no-default-features --features binance,formula-strategy --all-targets --locked
git diff --check

Runtime impact and rollback

No external Paper, Shadow, or LiveSmall activation was performed. LiveSmall remains rejected. Roll back commit 8121e4f if this intake path must be removed.

coderabbitai · 2026-08-16T20:44:39Z

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proerror77 · 2026-08-16T21:23:07Z

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proerror77 · 2026-08-16T22:04:46Z

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proerror77 · 2026-08-16T22:11:20Z

Self-review found and fixed one sparse-market edge case on the current head: pending target retries are now anchored to the actual emission bucket, while the decision still uses the last point-in-time book. Added a focused gap regression.

Local evidence: cargo test -p hft-strategy-formula --locked (18 passed), strict Formula Clippy, targeted rustfmt, and git diff --check.

@codex review the exact current head b43db3a4.

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proerror77 · 2026-08-16T22:20:28Z

Addressed the newly surfaced USD-M partial-depth P1 on exact head 6d3eaeb4: limited-depth channels now produce full snapshots; diff-depth remains incremental with pu continuity.

Local evidence: default and json-simd Binance adapter suites each pass (40 passed, 3 ignored), strict Clippy passes in both modes, targeted rustfmt and git diff --check pass.

@codex review the exact current head 6d3eaeb4.

chatgpt-codex-connector · 2026-08-16T22:22:40Z

Codex Review: Didn't find any major issues. Hooray!

Reviewed commit: 6d3eaeb4a4

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proerror77 · 2026-08-16T22:27:06Z

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Please review exact head 6d3eaeb4a4cc31c0bdc4e12abe248e0716928498; all CI checks are terminal green.

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proerror77 · 2026-08-16T23:27:43Z

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Please review exact head 37aab563e5d64feafe7abe0dfcc30ad6aa25b58a.

This head closes the latest review findings with an epoch-aligned strategy clock that continues through quiet buckets, waits for market-input backlog to drain, filters mixed strategy cadences, and pauses on missed boundaries. It also rejects unsupported USD-M depth frequencies before reconnect, preserves USD-M fill attribution, and rejects cross-spread four-stage admission until clock-driven arrival-book binding exists.

Local evidence: Formula 22/22; hft-live 20 + 1 + 8 + 12; hft-runtime 63/63; alpha-harness 147/147; live hotpath 16/16; Binance adapter 41 passed / 3 ignored in default and json-simd modes; strict scoped Clippy and diff checks pass.

The full hft-engine package still has one unrelated duplicate-order test failure, reproduced unchanged on parent b3b18abb; the focused Engine clock/backlog tests and live-hotpath suite pass.

proerror77 · 2026-08-16T23:32:46Z

@codex review

Please review exact current head 83b562513e0ffddd9a17d26f55cb072a25951fe8. The only change after the prior request is the package-required rustfmt normalization in the Engine hotpath regression; cargo fmt --check --package hft-engine now passes.

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proerror77 · 2026-08-17T00:06:18Z

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Please review exact current head 1738ff3eb92a1b2de1633e731a043b5e6ac78db5.

This head addresses only the two latest P1 findings: the signed four-stage CEX contract now carries its sealed cost model into runtime attribution, cost-required activations cannot become Paper/Shadow healthy without complete modeled fee/execution-cost coverage, unsupported funding and cross-spread stay fail-closed, and capacity-enabled candidates cap all runtime notional paths at the sealed position_notional_usd. Existing non-CEX Formula behavior remains unchanged.

Local evidence: alpha-domain 62/62; alpha-harness 147/147; hft-live with Binance + Formula 22 lib + 1 main + 8 artifact + 12 envelope tests; strict scoped Clippy, rustfmt, and diff checks pass.

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proerror77 · 2026-08-17T00:29:57Z

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Please review exact current head ed669e9aea5dbc708471abee6831618d3907fa66.

This head addresses only the two latest P1 findings: the effective post-cap CEX notional is carried into runtime attribution, and canonical L2 is restricted to the existing positive-cadence bucketed/target-position contract while ordinary Formula strategies retain the published BBO overlay. No new strategy API or compatibility path was added.

Local evidence: alpha-harness 147/147; hft-live with Binance + Formula 22 lib + 1 main + 8 artifact + 12 envelope; Formula 22/22; Engine live-hotpath 16/16; focused clock test; strict scoped Clippy; rustfmt and diff checks. The all-target Engine Clippy command also reports five unchanged lint findings already present on origin/main; production Engine/Formula and hft-live scoped strict Clippy pass.

chatgpt-codex-connector · 2026-08-17T00:32:11Z

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Reuse signed runtime intake for CEX bundles

8121e4f

chatgpt-codex-connector Bot reviewed Aug 16, 2026

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Comment thread rust_hft/apps/live/src/deployment_envelope.rs Outdated

Comment thread rust_hft/apps/live/src/deployment_envelope.rs Outdated

Sonic Shih added 2 commits August 17, 2026 04:50

Gate CEX fixture helpers by runtime features

37db2fb

Preserve CEX target-position and USD-M semantics

f876129

chatgpt-codex-connector Bot reviewed Aug 16, 2026

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Preserve sealed CEX runtime semantics

291b898

Anchor CEX retries to the emission bucket

b43db3a

chatgpt-codex-connector Bot reviewed Aug 16, 2026

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Comment thread rust_hft/data-pipelines/adapters/adapter-binance/src/lib.rs

chatgpt-codex-connector Bot reviewed Aug 16, 2026

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Treat Binance partial depth as snapshots

6d3eaeb

chatgpt-codex-connector Bot reviewed Aug 16, 2026

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Comment thread rust_hft/strategy-framework/strategies/formula/src/lib.rs Outdated

Comment thread rust_hft/data-pipelines/adapters/adapter-binance/src/lib.rs

Comment thread rust_hft/apps/live/src/deployment_envelope.rs Outdated

Sonic Shih added 2 commits August 17, 2026 06:57

Preserve sealed CEX execution semantics

b3b18ab

Drive sealed CEX decisions from the bucket clock

37aab56

Format the engine fast-lane regression

83b5625

chatgpt-codex-connector Bot reviewed Aug 16, 2026

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Comment thread rust_hft/alpha-harness/domain/src/lib.rs Outdated

Comment thread rust_hft/apps/live/src/deployment_envelope.rs

Preserve sealed CEX cost and capacity bounds

1738ff3

chatgpt-codex-connector Bot reviewed Aug 17, 2026

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Comment thread rust_hft/apps/live/src/deployment_envelope.rs

Comment thread rust_hft/market-core/engine/src/lib.rs Outdated

Align CEX attribution and book semantics

ed669e9

proerror77 merged commit 828ada8 into main Aug 17, 2026
46 checks passed

proerror77 deleted the codex/cex-signed-paper-shadow-605 branch August 17, 2026 00:40

proerror77 mentioned this pull request Aug 17, 2026

Prove one exact-main single-instrument mission with immutable readback #606

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proerror77 commented Aug 16, 2026

Change

Issue relationship

Validation

Runtime impact and rollback

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