Changelog

Website canon-line updates

• Sémantique dashboard orientée route/décision comme modèle principal.
• Page SPEC ajoutée comme spécification technique canonique.
• FAQ réécrite en format de connaissance économique/juridique/technique.
• Pages knowledge + 'what is kapitaalbot' harmonisées sur la même terminologie.
• Frontière de sécurité publique explicite : complet fonctionnellement, non reproductible.

Historique des commits de l'engine

Historique des sources du dépôt engine. Cette liste est informative et pointe vers les intentions des commits, sans explication du code source sur cette page.

Généré: samedi 18 avril 2026 à 13:35:46
1294 commits
/srv/krakenbot

1. samedi 18 avril 2026 à 12:06:55 e45a834
   fix(observability): persist 15m market forecasts under data_run_id for Tier-2 export
   Afficher le corps du commit

   tier2_data_bundle keys market_forecast_15m by ingest status_run_id (same as
   data_run_id when ingest feeds execution). Snapshots were stored under
   execution run_id, so the Strategy/Regime matrix stayed empty on the site.
   
   Also align snapshots module doc with CONTRACT_VERSION.

2. samedi 18 avril 2026 à 12:05:17 2ca9066
   fix(eligibility): split state vs message staleness; use global ingest freshness
   Afficher le corps du commit

   ENTRY_BLOCKED_ELIGIBILITY_MESSAGE_STALE root-cause was a two-fold bug:
   
   1. `state_updated_at(pool, run_id)` filtered `ticker_samples`/`trade_samples`
      by the *execution* run_id, but ingest writes under a different (ingest)
      run_id. The execution-owned run_id never matches ingest samples, so the
      query returned NULL every cycle and the filter unconditionally flagged
      every symbol as stale.
   
   2. `apply_route_freshness_filter` received `state_age_secs` passed in twice
      (once as state, once as message), so the message-age limit was actually a
      state-age check with a different threshold. All stale blocks were then
      emitted as MESSAGE_STALE regardless of root cause.
   
   Slice A — global ingest freshness
   
   - Add `run_symbol_state::state_updated_at_global(pool)`: `MAX(updated_at)`
     on the `run_symbol_state` table (no run_id filter). This reflects ingest
     writer aliveness independently of the execution run_id. Cheap: ~500 rows.
   - Remove the per-run `state_updated_at` function (unused after the switch;
     removing prevents future miswiring).
   - `run_readiness_analysis_for_run_from_state` now uses the global variant
     for `state_updated_at` / eligibility age.
   
   Slice B — real per-symbol message age + split funnel events
   
   - `apply_route_freshness_filter` now takes a `message_age_lookup` closure
     and returns a `Vec<EligibilityStaleBlock>` with a `StaleKind::{State,Message}`
     tag. Classification: state-stall wins when both fail; message reported
     only when state is fresh but the specific symbol's WS feed has gapped.
   - Unknown message age (symbol not in price cache) is conservative: does not
     by itself block; state-age alone still proves ingest aliveness.
   - `live_runner` call sites supply
     `|sym| price_cache::last_trade_age_ms(sym).map(|ms| (ms/1000) as i64)` as
     the message-age source (public WS trade recency per symbol).
   - Funnel events now split correctly:
       * `ENTRY_BLOCKED_ELIGIBILITY_STATE_STALE`   (reason=eligibility_state_stale)
       * `ENTRY_BLOCKED_ELIGIBILITY_MESSAGE_STALE` (reason=eligibility_message_stale)
     Event detail JSON adds `stale_kind` and `max_age_secs` (renamed from
     `max_message_age_secs` to reflect the now-kind-specific threshold).
   
   Scope-bound: no threshold changes, no entry-policy changes, no semantic
   changes beyond correctly sourcing and labeling freshness.

3. samedi 18 avril 2026 à 11:56:18 20d2ca1
   fix(website-pm2): load tier secrets from /etc/trading/kapitaalbot-website.env
   Afficher le corps du commit

   PM2 previously only passed NODE_ENV, PORT, and OBSERVABILITY_EXPORT_DIR, so
   TIER2_SECRET, TIER_COOKIE_SECRET, and REDIS_URL from the server envfile were
   never applied. Merge optional KEY=value file into ecosystem env with explicit
   overrides for PORT and export dir.

4. samedi 18 avril 2026 à 11:34:16 99a1d12
   fix(cdv/schema): allow stage='readiness' in candidate_decision_vectors
   Afficher le corps du commit

   The base migration (20260331100000) only whitelisted
   {route_eval,path_validation,conflict_lane,admission,capital,execution_precheck}.
   Commit 84baa9c started writing readiness-annotator rows with stage='readiness'
   so they no longer masquerade as admission rows, which hit the legacy CHECK
   constraint and caused every readiness persist to fail
   (READINESS_VECTOR_PERSIST_FAILED / CDV_WRITE_FAILURE on the hot path).
   
   Expand the allowlist to include 'readiness'. No data rewritten.

5. samedi 18 avril 2026 à 11:22:23 fb6c95d
   fix(l2 cutover): exclude pg_backend_pid() from active-INSERT self-match check
6. samedi 18 avril 2026 à 11:13:07 b3e29d5
   ingest(l2): add time-partitioned l2_snap_metrics target + cutover tooling
   Afficher le corps du commit

   Root cause of recurring disk-space incident: krakenbot.l2_snap_metrics is
   RANGE-partitioned on run_id with all ~1.8B rows in a single DEFAULT partition
   (~725 GB: 326 GB heap + 399 GB indexes over 7 indexes). DELETE-based retention
   leaves heap + index bloat and cannot reclaim disk without VACUUM FULL/REINDEX,
   which is infeasible on the live volume.
   
   Fix:
   - migrations/ingest/20260418120000_l2_snap_metrics_time_partition_target.sql
     new parent krakenbot.l2_snap_metrics_ts_target RANGE(ts_local) with daily UTC
     partitions, minimal index set (PK(ts_local,id), (run_id,id), (run_id,symbol),
     BRIN(ts_local)), ensure_l2_daily_partitions() and today-2..today+14 seed.
   - scripts/maintenance/l2_time_partition_cutover.sh
     rename swap (old -> _runid_legacy, ts_target -> l2_snap_metrics) with
     sequence realignment and L2 watermark reset. Requires service stopped.
   - scripts/maintenance/l2_ts_partition_{ensure,retention_drop}.sh
     daily UTC partition ensure + KEEP_DAYS=4 retention drop with per-partition
     watermark preflight.
   - src/db/retention.rs: gate per-run DELETE on l2_snap_metrics behind
     L2_RETENTION_MODE (default time_partition = skip). FK-violation on
     observation_runs is now tolerated in time_partition mode (next cycle after
     partition drop clears it).
   - scripts/l2_retention_cycle.sh: no-op when L2_RETENTION_MODE=time_partition.
   
   Why partition drop beats mass DELETE: DROP TABLE <partition> is metadata-only;
   disk is returned to the filesystem immediately without VACUUM. Retention then
   becomes a bounded daily operation on ~80 GB/day of L2 heap.

7. vendredi 17 avril 2026 à 23:39:36 84baa9c
   fix(cdv/observability): label readiness CDV rows with stage='readiness'
   Afficher le corps du commit

   spawn_readiness_vector_persistence previously wrote readiness-annotator
   rows into candidate_decision_vectors with stage='admission'. This
   conflated two distinct semantic layers:
     - readiness: per-pair tradable/blocker annotation (no contract authority)
     - admission: trade-expectancy-contract decision (te_resolution, te_net_bps)
   
   With stage='admission' applied to both, 'SELECT ... WHERE stage=admission'
   returned a mix of readiness blockers and V2-pipeline contract rows, making
   te_* coverage, admission_ok counts, and economics_unresolved_* rates
   unreliable for any analytics.
   
   Label readiness rows as stage='readiness'. The admission stage now
   strictly contains contract-authority output from run_strategy_pipeline_v2
   (or its recycle-lane equivalent). route_family='readiness' continues to
   mark readiness rows inside their own stage.
   
   No runtime dependency required stage='admission' on readiness rows (both
   strategy_pipeline.rs stage checks target the V2 path; flow_execution.rs
   is an unrelated funnel event). Downstream analytical SQL under
   sql/analysis/** may need follow-up to adopt the cleaner partition.

8. vendredi 17 avril 2026 à 23:05:53 3299e1e
   fix(cdv): enable recycle-lane pipeline CDV persistence
   Afficher le corps du commit

   Flip RECYCLE_SYMBOL_PIPELINE_CDV_PERSIST from false to true so Trade
   Expectancy Contract resolutions (te_resolution, te_net_bps, admission_ok,
   trade_expectancy_below_floor, economics_unresolved_*) emitted by the
   per-symbol recycle lane become observable in candidate_decision_vectors.
   
   The original disable reason (avoid NULL evaluation_index fan-out) no
   longer holds: evaluation_index is nullable in the schema
   (migrations/decision/20260331100000_candidate_decision_vectors.sql) and
   persist_pipeline_candidate_vector enforces the per-(symbol, route_family)
   cdv_row_budget cap (64), bounding recycle-frequency traffic per
   invocation.
   
   Without this flip 99.97% of V2 pipeline invocations (recycle lane) ran
   build_resolution correctly but dropped the resulting CDV rows, leaving
   te_* NULL across the DECISION pool.
   
   Update cdv_contract_tests::recycle_heap_refresh_* to assert the new
   invariant.

9. vendredi 17 avril 2026 à 21:00:20 718c7e8
   fix(db/cdv): add missing $111 placeholder to candidate_decision_vectors INSERT
   Afficher le corps du commit

   Commit b66071f added 14 te_* target columns (te_expected_hold_minutes ..
   te_provenance_json) to `candidate_decision_vectors.insert_vector`, but the
   VALUES clause only gained 13 new placeholders: 111 target columns vs 110
   placeholders. Postgres rejected every CDV insert with
   "INSERT has more target columns than expressions", so no CDV row has been
   written since the deploy at 2026-04-17 14:00:09+02. Both readiness vector
   persistence and pipeline admission/capital vectors failed; te_* persistence
   was therefore untestable.
   
   Fix: extend the final VALUES line to $97..$111 (15 placeholders covering
   edge_source + 14 te_* columns) so target columns, placeholders and the
   .bind(...) chain are all 111.
   
   Extract the SQL into `cdv_insert_sql()` and add a regression test
   `cdv_contract_tests::insert_sql_column_placeholder_parity` that re-parses
   the template and asserts
     column_count == placeholder_count == highest $N == CDV_INSERT_BIND_COUNT.
   This prevents the same off-by-one if te_* or other columns are added later.
   
   Scope: strictly src/db/candidate_decision_vectors.rs. No pipeline, tuning,
   observability or te_* semantic changes.

10. vendredi 17 avril 2026 à 14:02:01 b66071f
    db(cdv): persist trade expectancy contract + canonical admission reason
    Afficher le corps du commit

    - Add te_* and provenance columns to INSERT for candidate_decision_vectors
      (migration 20260415160000 already defines columns).
    - apply_trade_expectancy_resolution_to_cdv maps Resolved / Unresolved /
      SafetyViolation to typed columns and optional provenance JSON.
    - Build TradeExpectancyResolution before admission CDV write; persist
      contract on admission and capital-stage rows; funnel SIGNAL_ADMISSION_DECISION
      uses the same decide_admission verdict as flow_execution (no execution
      behavior change).
    - Admission-stage reason_code and admitted now match AdmissionReasonCode
      from the contract choke (SSOT with flow_execution).
    
    Add scripts/sql/t2_t22_eval_querypack.sql for T2.2 lifecycle and exit-mix
    analysis on DECISION.

11. vendredi 17 avril 2026 à 12:29:42 b507702
    execution(exit): T2 partial_take_profit_then_trail on static-SL path
    Afficher le corps du commit

    Venue-conform single-leg partial TP for Kraken spot:
    - At first internal-TP crossing (tp_hit in static-SL monitor), cancel the
      active SL, market-sell PARTIAL_TP_FRACTION (0.50) of live balance, then
      re-arm a fresh SL on the remainder at the original sl_trigger. Exactly
      one partial per trade (partial_tp_done guard). Breakeven amend re-arms
      after partial so remainder can tighten further.
    - Single-leg only: no concurrent reduce-side orders, no re-introduction
      of TP_MAKER_REJECTED_STATIC. Trailing-primary path (native trailing)
      unchanged this slice — static-SL is the measured capture lek.
    - Persistence reuses execution_order_events (no migration):
      exit_policy_selected on plan creation, partial_tp_executed on success,
      partial_tp_aborted on fallback to the pre-T2 full-exit path.
    - Rollback hendel: env EXIT_PARTIAL_TP_ENABLE (default true). Setting to
      false and restarting reverts behavior without git revert.
    - Any error inside the helper (cancel/market/rearm) falls through to the
      existing full-exit path; failure surface is identical to pre-T2.

12. vendredi 17 avril 2026 à 11:58:15 899e3b0
    fix(db/execution_orders): inherit decision_ts on exit orders (observability)
    Afficher le corps du commit

    `insert_exit_order` previously left `decision_ts` NULL on all exit rows
    (SL, TP, trailing, emergency, etc). Analysis queries that window on
    `decision_ts > now() - X` therefore silently dropped the entire exit side
    of the bot lifecycle, which misled the recent tuning round into concluding
    "0 bot-driven sells" (actual: ~64 filled/48h).
    
    Inherits `decision_ts` from the parent entry row via the same subquery
    pattern already used for `decision_trace_id`, `path_tape_class`,
    `position_id`, and `correlation_id`. Pure observability — no behavior or
    lifecycle change; exit placement, submission, and monitoring are unchanged.

13. vendredi 17 avril 2026 à 11:57:00 27e5d51
    fix(exit_lifecycle): disable concurrent maker-TP on Kraken spot (venue-conform)
    Afficher le corps du commit

    Kraken spot reserves the full base-qty at the first reduce-side leg (trailing-stop
    or stop-loss). The concurrent maker-TP limit attempt on the same qty is therefore
    rejected with `EOrder:Insufficient funds`. Production logs show this 100% of the
    time on static-SL exits. The in-process TP branch (`tp_limit_order_id.is_none()`
    in both monitor loops) already handles TP crossings via cancel-protection +
    market exit; `exit_tp_internal_static` / `exit_tp` fill regularly and are the
    proven path.
    
    Introduces module const `MAKER_TP_CONCURRENT_SPOT = false` and gates both maker-TP
    placement sites (native_trailing_primary + static_sl_primary) on it. A single
    `TP_MAKER_SKIPPED_VENUE_CONFORM` warn is emitted per skip for log-based
    verification. No flag, no policy change, no entry/admission change — just the
    venue invariant that Kraken spot does not support concurrent reduce-legs on
    the same qty.

14. vendredi 17 avril 2026 à 10:26:43 674f0a4
    refactor(pipeline): demote conflict_lane hard-block + legacy writes to annotation
    Afficher le corps du commit

    Three legacy conflict_lane write-paths in run_strategy_pipeline_v2_inner
    are removed as authoritative admission signals:
    
      1. FORCE_TRADE_BREAKEVEN_OVERRIDE block — flipped
         conflict_lane_passed back to true if force_trade_on_breakeven
         and emitted its own funnel event with admitted=true.
      2. conflict_lane_rejected block — emitted a CDV row
         (stage=conflict_lane, admitted=false, reason=<final_reason>),
         two funnel events (conflict_lane_rejected_other_reason +
         SIGNAL_ADMISSION_DECISION), a shadow trade, a skip Outcome,
         and `continue`ed.
      3. conflict_lane diagnostic allowed write — emitted a CDV row
         (stage=conflict_lane, admitted=true, reason=conflict_lane_*_allowed)
         and a duplicate funnel event for the same decision.
    
    All three were authoritative legacy paths that set reason_code and
    admitted-state independently of TradeExpectancyResolution. They are
    removed wholesale.
    
    What is preserved:
    - conflict_lane_eval itself still runs (it is the source of
      `size_multiplier_effective` and `adjusted_soft_gate_score` still
      applied downstream for sizing/scoring).
    - CONFLICT_LANE_EVAL + CONFLICT_LANE_TAKER_SOFT_PENALTY info logs
      stay for operator visibility.
    - The full conflict_lane outcome (enabled, passed, reason, soft
      penalty, size multipliers, required_net_edge_bps_final, soft
      gate scores) is now embedded as `legacy_conflict_lane_*` and
      `legacy_{base,adjusted}_soft_gate_score` annotations in the
      admission CDV row's detail_json.
    
    Net effect on authority:
    - strategy_pipeline V2 no longer short-circuits candidates on
      edge_floor or conflict_lane. Every candidate reaching the V2
      admission phase is handed to flow_execution::decide_admission,
      which is the sole admission authority and the sole reason_code
      setter (AdmissionReasonCode).
    
    cargo check clean; pipeline+trading tests 75/75 and 20/20 green.

15. vendredi 17 avril 2026 à 10:23:59 819a438
    refactor(pipeline): demote edge_floor_block from blocker to annotation
    Afficher le corps du commit

    edge_floor_block was a legacy hard-gate in run_strategy_pipeline_v2_inner
    that short-circuited candidates whose edge_for_ev_floor was below a
    route-specific floor, emitting its own CDV row (stage=admission,
    admitted=false, reason=edge_floor_block), funnel event, shadow trade,
    skip Outcome, and `continue`.
    
    Authority over admission is now solely flow_execution::decide_admission,
    driven by TradeExpectancyResolution. The edge-floor check must not
    set reason_code or admitted-state on its own.
    
    Changes:
    - Remove the entire edge_floor_block branch (persist/funnel/shadow/skip/continue).
    - Keep the `edge_floor` and `hc_taker_edge_bypass` locals; they are still
      referenced by the admission-OK funnel event + detail_json for
      continuity.
    - Capture `edge_floor_breach` as a boolean annotation, passed into the
      admission CDV row's detail_json as `legacy_edge_floor_breach` plus
      `legacy_edge_for_ev_floor`, so observability keeps the signal without
      projecting a reason_code.
    - `skipped_negative_ev` counter on the V2 path is now never incremented;
      left at 0 for telemetry parity with V1 until the reporting migration.
    
    No ingest, no schema, no exit-policy changes. `cargo check` clean;
    pipeline unit tests 75/75 green.

16. vendredi 17 avril 2026 à 10:16:42 df4db75
    feat(market-state): plumb L2 top-of-book notional (quote) into CurrentRunMarketRow
    Afficher le corps du commit

    Unblocks live economics: the slippage specialist requires
    bid_notional_quote_top / ask_notional_quote_top in quote units to
    return Resolved. Before this commit the pipeline adapter passed
    None for both fields, so TradeExpectancy systematically fell
    closed on EconomicsUnresolvedSlippage for every live candidate.
    
    Data path:
      l2_snap_metrics (best_bid, bid_depth_top5, ...)  [INGEST pool]
        -> stats_queries::l2_avg_top_notional_quote_by_run
           (AVG(best_bid * bid_depth_top5) / AVG(best_ask * ask_depth_top5)
            over the rolling L2 spread window)
        -> CurrentRunMarketRow { bid_notional_quote_top, ask_notional_quote_top }
        -> trade_expectancy_pipeline_adapter::LiveMicroInputs
        -> SlippageInputs -> estimate_slippage_resolution -> Resolved
    
    Wiring:
    - new SQL helper l2_avg_top_notional_quote_by_run in stats_queries;
      parses numeric(text) -> f64, rejects non-finite / non-positive
      values so absence == Unresolved (no silent default).
    - analyze_run_from_state: join the new query into the existing
      tokio::join! block alongside spread/L2-count readers.
    - analyze_run (legacy 24h path): single await, same treatment.
    - Three CurrentRunMarketRow constructors populate the new fields;
      tests with struct literals (conflict_lane, market_features) set
      both to None.
    - strategy_pipeline adapter now reads the real values.
    
    Window semantics: reuses L2_SPREAD_ROLLING_WINDOW_SECS so the
    notional average is consistent with the spread baseline already
    used for contract cost accounting.
    
    DB-target verification (local .env is a placeholder, no live URL):
    schema confirmed from migrations/ingest/20240308100000_krakenbot_schema.sql
    (best_bid NUMERIC, best_ask NUMERIC, bid_depth_top5 NUMERIC,
    ask_depth_top5 NUMERIC). Server deploy will run the full precheck
    via validate_live_engine_server.sh before live execution reads the
    new column.
    
    Tests: cargo check clean; 20/20 trading tests pass.

17. vendredi 17 avril 2026 à 10:05:51 fe54bc4
    feat(pipeline): build + attach TradeExpectancyResolution at admit site
    Afficher le corps du commit

    strategy_pipeline now builds a sealed trade-expectancy resolution
    for every admitted candidate via the pipeline_adapter and attaches
    it to the Outcome via with_trade_expectancy. This closes the
    authority path end to end:
    
      pipeline (build) -> Outcome.trade_expectancy -> flow_execution
      (decide_admission) -> AdmissionReasonCode on CDV/funnel.
    
    Live L2 top-of-book notional (bid/ask_notional_quote_top) is not
    currently plumbed through CurrentRunMarketRow. Intentionally left
    as None so the slippage specialist returns Unresolved and the
    contract fails closed with EconomicsUnresolvedSlippage. Plumbing
    the top notionals into the pipeline state row is a follow-up
    slice; the contract design treats missing live depth as
    unresolved, not as a silent default.
    
    With this commit, every flow_execute_single_candidate invocation
    reads the contract as the sole economics authority. Legacy hard
    blockers (readiness_gate, edge_floor, conflict_lane, execution_
    mandate) still run for observability/pre-filtering but no longer
    set the final reason_code on the admission path.

18. vendredi 17 avril 2026 à 10:03:28 2b30d04
    feat(execution): flow_execution decide_admission as sole authority
    Afficher le corps du commit

    Adds decide_admission() to flow_execution and wires it as the
    canonical economics gate on the flow path. The function reads the
    TradeExpectancyResolution attached to the outcome and returns an
    AdmissionReasonCode:
    
    - None / SafetyViolation / Unresolved / BelowFloor => skip with
      the precise enum reason; pipeline-side blocker strings are no
      longer the authority on the flow path.
    - Resolved with net >= floor => AdmissionOk; proceed to realism +
      submit path.
    
    Wired early in flow_execute_single_candidate (after MSP + safety
    state, before expensive tape/L2 queries). Emits a
    FLOW_ADMISSION_BLOCKED funnel event carrying reason_code, detail,
    net_bps, floor_bps for the decision_trace_id.
    
    NOTE: strategy_pipeline does not yet attach the contract to
    outcomes, so in steady state every flow candidate currently fails
    with EconomicsUnresolvedFloor/no_contract_attached. The next
    commit wires the pipeline-side build + attach so resolutions
    flow end to end.

19. vendredi 17 avril 2026 à 10:01:09 c0b4a3d
    feat(economics): trade expectancy pipeline adapter + outcome field
    Afficher le corps du commit

    Adds an adapter that translates primitive live pipeline inputs
    (fees, spread, L2/L3 micro, route horizon + expected move, strategy
    name) into TradeExpectancy BuildInputs and returns a sealed
    TradeExpectancyResolution.
    
    - New module trading::trade_expectancy_pipeline_adapter with
      PipelineContractInputs that only carries primitives, so callers
      in strategy_pipeline.rs can adapt from existing state without
      pulling pipeline types into the trading crate.
    - Outcome gains trade_expectancy: Option<TradeExpectancyResolution>
      and with_trade_expectancy builder. This is the channel through
      which pipeline hands the resolution to flow_execution.
    - Slippage + fill probability use specialist Resolution APIs added
      in the previous foundation commit; any Unresolved from those
      collapses the contract to Unresolved with the precise field.
    - trade_floor_bps is resolved from the DB table only; a missing row
      stays Unresolved — still no hardcoded default.

20. vendredi 17 avril 2026 à 09:49:50 9342760
    feat(economics): specialist resolution APIs (slippage, fill_probability, route_cost)
    Afficher le corps du commit

    Adds admission-layer Resolution-returning entry points alongside existing
    functions:
    
    - slippage_estimator::estimate_slippage_resolution — Resolved only with
      L2 depth (and L3 queue signals for maker). No fallback promotion.
    - fill_probability::fill_probability_resolution — Resolved only for the
      L3Based path; Hybrid/Fallback return Unresolved so the builder fails
      closed with EconomicsUnresolvedFillProbability.
    - cost_model::compute_route_cost_resolution — Resolved only when fees
      are live (RouteCostProvenance.fees_are_live) AND spread is live and
      positive; otherwise Unresolved{Fees|Spread}.
    
    All additions are currently unused in the codebase (dead_code allow) and
    will be consumed by the trade expectancy builder in the next commit. No
    existing callers were modified; behaviour of legacy paths is unchanged.

21. vendredi 17 avril 2026 à 09:42:59 c8e52aa
    feat(economics): pure trade expectancy contract, builder, floor resolver, reason codes
    Afficher le corps du commit

    Adds the four new pure modules that define the canonical admission contract:
    
    - trading::trade_expectancy — sealed contract types, provenance, unresolved
      field taxonomy, safety kinds. ResolutionSource is intentionally two-valued
      (Explicit | Annotated); Fallback does not exist by design.
    - trading::trade_expectancy_builder — sole constructor. Any Annotated decision
      input collapses to Unresolved(<field>); SafetyKind short-circuits to
      SafetyViolation; Resolved contracts are sealed (all decision inputs
      Explicit). No fallback defaults.
    - trading::trade_floor — DB-backed (trade_expectancy_floors) resolver,
      Option<f64>, no code default. Missing row => UnresolvedField::Floor at the
      builder layer.
    - trading::admission_reason_code — canonical AdmissionReasonCode enum.
      Setter-side mappers from SafetyKind / UnresolvedField enforce exactly one
      reason per admission.
    
    All modules are additive; no existing code consumes them yet. Unit tests
    cover contract invariants (resolved-is-explicit, annotated collapses,
    safety-short-circuits, reason-code mappings).

22. vendredi 17 avril 2026 à 09:36:07 77a907c
    feat(economics): add trade expectancy contract migration + floors seed
    Afficher le corps du commit

    Introduces the sealed admission contract's persistence layer:
    - CDV columns (te_*) for contract fields, resolution status, provenance.
    - trade_expectancy_floors table: required SSOT for trade_floor_bps with no
      hardcoded code default. Seed covers every ActivatedStrategy enum variant
      plus legacy SelectedStrategy umbrellas so live traffic cannot produce an
      unnecessary EconomicsUnresolvedFloor at startup.
    
    Pure migration; no code consumes these yet (follow-up commits).

23. jeudi 16 avril 2026 à 14:38:08 bcb501b
    fix(website): use PM2-recognized ecosystem.config.cjs
    Afficher le corps du commit

    PM2 only loads ecosystem.config.{js,cjs,mjs,...}; pm2.ecosystem.cjs was
    started as a plain script (wrong process name, no listener on 3001).
    Remove legacy name, delete stray pm2.ecosystem process in deploy script.

24. jeudi 16 avril 2026 à 14:36:49 301e3a5
    fix(runtime): align strategy truth in fallback and gate admission/exit relaxations
    Afficher le corps du commit

    Make decision fallback and Tier2 payload strategy-first so board labels match runtime admission truth, and gate high-conviction admission/realism/exit adjustments behind explicit feature flags to keep guardrails auditable during controlled rollout.

25. jeudi 16 avril 2026 à 13:57:33 1de9b98
    chore(website): add deploy script, PM2 ecosystem, and SSOT docs
    Afficher le corps du commit

    Stage server deploy path (clone → runtime), PM2 env defaults, and
    update AGENTS/.gitignore/Cursor rule so the monorepo mirror is not
    referenced as a code location.

26. jeudi 16 avril 2026 à 13:57:06 30ddb90
    chore(website): remove monorepo KapitaalBot-Website mirror
    Afficher le corps du commit

    Remove the embedded Next.js tree to avoid deploy drift; SSOT remains
    Davelaar/KapitaalBot-Website with server deploy via scripts. Update
    AGENTS.md, .gitignore, and Cursor rule globs accordingly.

27. jeudi 16 avril 2026 à 13:51:28 002ce2b
    docs(website): OBSERVABILITY_EXPORT_DIR required for standalone snapshot APIs
28. jeudi 16 avril 2026 à 13:31:41 3e1efb6
    fix(website): add snapshot_age_ms to Tier2Bundle edgeboard type (build)
29. jeudi 16 avril 2026 à 13:01:05 c60b28f
    fix(observability): make decision fallback rank by actionable positive edge
    Afficher le corps du commit

    Rank decision fallback rows by net edge and confidence (not recency-first) and exclude non-positive net-edge rows so the live route board no longer surfaces fresh-but-non-actionable symbols as top candidates.

30. jeudi 16 avril 2026 à 12:41:47 15bf98b
    fix(observability): stamp tier2 export at completion and harden stale snapshot detection
    Afficher le corps du commit

    Set tier2 bundle exported_at at the end of bundle assembly and treat research snapshots as stale on both delay_until and snapshot age so the live board no longer appears fresh while serving old research snapshots.

31. jeudi 16 avril 2026 à 12:25:15 47b0291
    fix(observability): fail closed on stale edgeboard and stamp tier2 export at write time
    Afficher le corps du commit

    Stop serving stale research edgeboard rows when decision fallback is unavailable, and set tier2_data_bundle exported_at at bundle build time so dashboard recency reflects the actual file write rather than export start.

32. jeudi 16 avril 2026 à 12:06:24 9816cfb
    fix(observability): correct edgeboard confidence units and live freshness age
    Afficher le corps du commit

    Use volatility-scale variance penalties when computing edgeboard confidence and reason codes, and export freshness as current age from snapshot time so stale snapshots no longer look artificially fresh on the dashboard.

33. jeudi 16 avril 2026 à 11:28:45 a8c458c
    fix(execution): pause quiet/msp symbols to prevent heap starvation
    Afficher le corps du commit

    Treat quiet-mode and MSP-ineligible symbols as temporary per-symbol halts so a single blocked market cannot monopolize flow cycles and suppress other entry opportunities.

34. jeudi 16 avril 2026 à 10:58:44 753e641
    fix(observability): keep live route board fallback fresh
    Afficher le corps du commit

    Limit decision-fallback edgeboard rows to recent admissions and rank by recency first, then expose fallback-derived snapshot age so stale state is visible in Tier2 UI.

35. jeudi 16 avril 2026 à 10:03:11 f89d4ac
    fix(execution): stop tagging live flow as validation
    Afficher le corps du commit

    Use `pipeline_allow` for live flow execution intents so funnel and decision logs no longer mark executable orders as `live_validation`.

36. mercredi 15 avril 2026 à 21:57:18 8640144
    fix(website): dashboard page dynamic import without ssr:false (matches /status)
37. mercredi 15 avril 2026 à 21:56:41 87ffaa1
    fix(website): rename next/dynamic import to avoid clash with route segment config
38. mercredi 15 avril 2026 à 21:55:37 7bb2196
    fix(website): /dashboard uses live HomeDashboard, tighten health API cache
    Afficher le corps du commit

    - Add /[lang]/dashboard page (force-dynamic) so route beats CMS slug markdown.
    - Block CMS slug collision: add dashboard to KNOWN_ROUTES.
    - Redirect /dashboard -> /nl/dashboard.
    - health/snapshot + health/chart: Cache-Control private no-store.
    - HomeDashboard: fetch with cache no-store for snapshot, chart, audit, ready.

39. mercredi 15 avril 2026 à 21:35:22 6171099
    fix(observability): export uses run_symbol_state sums for raw counts
    Afficher le corps du commit

    run_raw_counts COUNT(*) on l2_snap_metrics can exceed the observability
    role 300s statement_timeout on large runs. Use run_raw_counts_from_state
    (SUM from run_symbol_state) for export and tier2_data_bundle, aligned
    with ingest hot path after refresh.

40. mercredi 15 avril 2026 à 21:31:56 26c8901
    feat(website): poll Tier2 bundle and status every minute
    Afficher le corps du commit

    - Tier2OperationalBoard: refetch tier2-bundle every 60s with cache no-store
    - Status Tier2 page: refetch /api/status/tier2 every 60s for generated_at_ts
    - tier2-bundle API: Cache-Control private no-store for fresh exports

41. mercredi 15 avril 2026 à 21:27:29 a48f2d7
    fix: enforce 60s entry lifetime and unblock flow starvation
    Afficher le corps du commit

    Apply hard 60s entry TTL constraints, cancel timed-out open entries, and prevent symbol-lock recycle starvation so one blocked symbol cannot suppress other candidates. Add a continuation structural move floor to reduce pathological move_below_fees filtering on high-conviction directional setups.

42. mercredi 15 avril 2026 à 19:44:31 804435b
    fix: query observation_runs on ingest pool (not decision)
    Afficher le corps du commit

    observation_runs does not exist on the decision database (physical
    separation). The shadow_trades/event buffer queries use the execution
    run_id, which is also stored on the ingest pool's observation_runs.
    This was causing the export to crash with "relation does not exist".

43. mercredi 15 avril 2026 à 19:10:35 ba85b2d
    perf: use run_symbol_state.updated_at for feed freshness
    Afficher le corps du commit

    Replace expensive MAX(ts_local) scans on raw sample tables (ticker,
    trade, l2_snap_metrics, l3_queue_metrics — millions of rows each)
    with a lightweight MAX(updated_at) from run_symbol_state which is
    already maintained as an aggregate. The l2_snap_metrics MAX alone
    was blocking the export for >5 minutes.

44. mercredi 15 avril 2026 à 18:59:31 4341f65
    perf: use flat-set freshness queries instead of cross-join pattern
    Afficher le corps du commit

    The first version used JOIN ... ON run_id IN (dr.exec_id, dr.data_id)
    which degenerates into a cross-join against large sample tables.
    Rewrite to: collect all needed run_ids into a flat set (all_ids),
    scan each sample table once with WHERE run_id IN (SELECT rid FROM
    all_ids), then LEFT JOIN the small result back to data_run.

45. mercredi 15 avril 2026 à 18:47:03 817fa09
    fix: health timeline shows L2/L3 data from linked ingest run
    Afficher le corps du commit

    execution_live runs use book-only L2 (no DB writes); all L2/L3 sample
    data lives under the ingest run_id. The health timeline query now
    resolves the linked ingest run via ingest_epochs.execution_run_id and
    includes that run's run_symbol_state + sample freshness, so the
    dashboard correctly shows non-zero L2/L3 counts and feed freshness.

46. mercredi 15 avril 2026 à 18:38:13 ca0c622
    feat: integrate drift (bps/min) into all move thesis families
    Afficher le corps du commit

    Previously only momentum.rs and breakout.rs used drift_metrics from
    MarketFeatures. All other families computed expected_move blind to
    directional price momentum, systematically undervaluing high-drift
    opportunities and overvaluing counter-trend trades during trends.
    
    Per-family drift integration (economically correct direction):
    - pullback: aligned drift boosts continuation thesis (up to +20%)
    - fade: aligned drift REDUCES reversal capture (up to -40%)
    - mean_reversion: aligned drift REDUCES reversion expectation (-35%)
    - vwap_reversion: same pattern as mean_reversion (-30%)
    - market_making: drift magnitude increases adverse selection penalty
    - ignition_momentum: same uplift as momentum family
    - atr_breakout: same uplift as momentum family
    
    route_expectancy: drift floor now applies to ALL PullbackContinuation
    (was excluding maker entry; maker pullback benefits from drift too).
    
    All 425 tests pass, 0 failures.

47. mercredi 15 avril 2026 à 18:34:04 a2d43c1
    fix: resolve all 6 pre-existing test failures
    Afficher le corps du commit

    - vwap_buffer: serialize env-mutating tests with shared Mutex to
      prevent parallel set_var race; use unique symbols per test
    - position_reconcile: replace module-local test lock with shared
      exchange_cache_test_lock from balance_cache; use unwrap_or_else
      to recover from poison instead of cascading PoisonError
    - protection_flow: add exchange_cache_test_lock guard to
      remediation test that was mutating shared caches without
      coordination with position_reconcile tests
    - own_orders_cache: freshness_tests now use the same shared lock
    
    Test suite: 425 passed, 0 failed (was 419 passed, 6 failed).

48. mercredi 15 avril 2026 à 18:18:56 5714153
    fix: close 4 decoupled gates blocking high-conviction taker trades
    Afficher le corps du commit

    - entry_route: relax taker spread cap to 200 bps (breakout) / 150 bps
      (momentum_ride) when activation_score >= 80, was hard 60 bps
    - mandate: skip spread-vs-stop and negative-edge gates for HC taker
      activations (breakout/momentum_ride with score >= 80)
    - execution_realism: propagate relaxed spread_cap_bps (200/150) for HC
      taker routes instead of config default 60
    - strategy_pipeline: bypass edge_floor block for HC taker activations
    
    These gates contradicted the readiness bypass from 3d09720, silently
    re-blocking wide-spread breakout/momentum_ride signals downstream.

49. mercredi 15 avril 2026 à 18:07:37 844525a
    fix(website): Tier2 Why-No tables and Live/Position always stacked
    Afficher le corps du commit

    - Replace auto-fit multi-column breakdown grid with vertical flex stack
      to avoid squeezed columns on narrow flex children.
    - Stack Live Route and Position Context vertically (no lg:grid-cols-2).
    - Bump data-tier2-board marker to v3-full-width-stacked-tables.

50. mercredi 15 avril 2026 à 18:05:42 3d09720
    feat: momentum_ride readiness bypass + activation-aware sizing
    Afficher le corps du commit

    Fix 1 — Extend high-conviction taker bypass to MomentumRide:
    - drift.rs: add MOMENTUM_RIDE_DRIFT_BLEND_FACTOR (0.45) and
      momentum_ride_drift_aware_move_floor
    - strategy_readiness_report: recompute blended move for MomentumRide
      (0.45 blend vs default 0.30), pass BreakoutTakerContext with
      spread_cap_bps=150 for momentum_ride (vs 200 for breakout)
    - readiness_gate: BreakoutTakerContext gains spread_cap_bps field,
      evaluate_pair_readiness uses per-context cap instead of hardcoded
      BREAKOUT_SPREAD_ANCHOR_MAX_BPS_F
    
    Proven failure mode: INIT/USD 2026-04-15 activation 10,016, drift
    3,851 bps/min, blocked by SurplusBelowFloor despite significant move.
    Dozens of high-conviction momentum_ride signals similarly blocked.
    
    Fix 2 — Thread activation_score into sizing:
    - outcome.rs: add activation_score field + builder
    - strategy_pipeline.rs: propagate activation_score from V2 pipeline
    - capital_allocator.rs: add activation_score to SizingRequest,
      logarithmic conviction multiplier (score >200 → up to 1.5x)
    - flow_execution.rs / runner.rs: pass activation_score to allocator
    
    This closes the gap where the detection engine generated strong signals
    (activation scores 500–20,000) but the sizing engine was unaware.

51. mercredi 15 avril 2026 à 18:03:19 48358f1
    fix(website): Tier2 Why-No always vertical stack + minmax grid for breakdowns
    Afficher le corps du commit

    - Remove lg:flex-row on pie vs top redenen (no squeezed middle column)
    - Funnel tables: auto-fit minmax(260px,1fr) for readable columns
    - data-tier2-board marker for verifying deployed bundle

52. mercredi 15 avril 2026 à 18:00:44 a55086a
    docs: site Git repo as SSOT; KapitaalBot-Website as monorepo mirror
    Afficher le corps du commit

    Align WEBSITE_SOURCE_OF_TRUTH and AGENTS with dedicated website repository
    for version control and deploy; clarify two-tree avoidance.

53. mercredi 15 avril 2026 à 17:45:02 3ccd959
    feat: breakout taker readiness bypass for wide-spread microcaps
    Afficher le corps du commit

    The readiness gate structurally blocked breakout taker entries on
    wide-spread microcaps (40-150 bps spread) because:
    1. The generic Momentum expected-move formula (~42 bps) was too
       conservative to cover taker costs (~100 bps)
    2. The spread cap (80 bps) blocked even when the breakout thesis
       predicted 500+ bps of move
    
    Proven failure: ENJ/USD 2026-04-15 — activation score 537, drift
    172 bps/min, +28% move captured by nobody because every breakout
    evaluation was killed by readiness_SurplusBelowFloor and
    readiness_SpreadTooWide.
    
    Changes:
    - drift.rs: add breakout_drift_aware_move_floor (blend factor 0.50
      vs generic 0.30), capturing more of the drift-implied move for
      breakout economics
    - readiness_gate.rs: add BreakoutTakerContext with relaxed spread
      cap (200 bps) for breakout activations with score >= 80
    - strategy_readiness_report.rs: when activation is
      BreakoutImmediate/BreakoutConfirmed, recompute economics with
      the higher drift blend and pass breakout taker context to the
      readiness gate
    
    Guardrails preserved: surplus floor unchanged (-25 bps), position
    sizing unchanged, dead man's switch unchanged, all safety gates
    unchanged. Only the move estimate and spread cap are relaxed for
    high-conviction breakout activations.

54. mercredi 15 avril 2026 à 17:00:01 83416cf
    fix(safety): auto-clear stale needs_protection exit_only rows
    Afficher le corps du commit

    Clear stale `exit_only` rows with `needs_protection` only after a minimum age and only when position exposure is flat with no open entry orders. This removes historical safety residue without relaxing active protection constraints.

55. mercredi 15 avril 2026 à 16:48:04 e19fc75
    fix(website): single Why-No-Trade card, tables label-first, no nested card chrome
    Afficher le corps du commit

    - One bordered section for pie + top redenen + funnel/decision/redenen/shadow
    - Breakdowns as tables (Label | Aantal | %) so counts are never label-less
    - Entry-blocked table moved below as separate card; removed inner bordered panel

56. mercredi 15 avril 2026 à 16:47:28 51001e6
    fix(safety): clear legacy reasonless exit_only blockers on startup
    Afficher le corps du commit

    Normalize stale legacy `exit_only` rows that have no blocker reason only when there is no non-zero position and no open entry order. This removes sticky safety leftovers without weakening active protection paths.

57. mercredi 15 avril 2026 à 16:35:24 379ebf5
    fix(website): Tier2 Why-No-Trade full width, route/context row below
    Afficher le corps du commit

    - Stack Why-No-Trade section first; Live Route + Position Context in 2-col grid under it
    - Funnel columns use responsive grid (1/2/4 cols) instead of squeezed inline-flex
    - Dashboard page container max-w-none for full content width

58. mercredi 15 avril 2026 à 16:30:54 a5808db
    feat(watchdog): alert on no-order throughput collapse with blockers
    Afficher le corps du commit

    Add a no-order watchdog signal that detects sustained signal/admission flow without any buy orders or fills in a rolling window, and persist top admission blocker reason in watchdog snapshots. This keeps safety intact while surfacing strategy-gating bottlenecks early.

59. mercredi 15 avril 2026 à 16:30:46 f57683e
    fix(safety): auto-clear stale pinned_invalid_l3 exit_only rows
    Afficher le corps du commit

    Clear stale `exit_only + pinned_invalid_l3` safety rows at live startup only when latest ingest shows L3 activity and decision-side exposure is flat with no open entry orders. This preserves safety for active risk while removing sticky blockers that can suppress valid entries after recovery.

60. mercredi 15 avril 2026 à 16:27:30 c20fd48
    fix(website): Tier 2 Data dashboard layout + entry-blocked table
    Afficher le corps du commit

    - Add /[lang]/dashboard/tier2 with Tier2OperationalBoard (scroll-safe columns)
    - API GET /api/data/tier2-bundle (tier2/admin cookie) reads tier2_data_bundle.json
    - Surface risk_capital.entry_blocked_recent in a readable table
    - Nav link Data (Tier 2) for tier2 and admin; redirect /dashboard/tier2 -> /nl/dashboard/tier2

61. mercredi 15 avril 2026 à 13:58:41 c40b53b
    fix(kraken): enforce add_order deadline RFC3339 offset contract
    Afficher le corps du commit

    Apply Kraken WS v2 add_order deadline semantics in one canonical builder with hard 500ms-60s clamp and 5s default, and use it consistently for market and limit add_order paths (including OTO). Keep longer local intent TTL behavior client-side while guaranteeing wire deadlines stay within exchange-accepted bounds.

62. mercredi 15 avril 2026 à 13:31:24 65a017e
    test(execution): regression guard against legacy fixed MTP stop_loss bps
63. mercredi 15 avril 2026 à 13:20:13 45fc347
    feat(execution): data-driven static SL/TP for path tape (vol + spread)
    Afficher le corps du commit

    Replace fixed per-class stop_loss_bps/take_profit_bps/panic_pnl_bps overrides
    with measured_static_stop_magnitude_bps using vol_at_hold_bps (Ignition),
    live spread_bps, and expected_move_bps. Mild class multipliers only tilt
    the composite, not standalone bps constants.
    
    Thread spread_bps into exit_config_for_path_tape; log vol and spread on
    PATH_TAPE_EXIT_ROUTING. Add unit tests for monotonicity and class ordering.

64. mercredi 15 avril 2026 à 13:15:09 19df9b8
    fix(kraken): buffer WS add_order deadline offset to avoid EGeneral:deadline
    Afficher le corps du commit

    Kraken validates deadline as 0.5–60s after *their* receive time. An absolute
    RFC3331 built from local Utc::now()+60s can exceed 60s at the exchange when the
    host clock runs ahead of Kraken, causing mass ENTRY rejections.
    
    Default subtract 12s (env KRAKEN_ADD_ORDER_DEADLINE_BUFFER_SECS); clamp effective
    offset to [5, 59] seconds.

65. mercredi 15 avril 2026 à 13:13:43 bfaed4b
    feat(observability): export per-symbol safety reasons and entry-block scopes
    Afficher le corps du commit

    - public_status_snapshot.json + tier2_data_bundle.risk_capital: safety_symbol_blockers
      from symbol_safety_state (mode, primary_reason, quiet/hard windows); scope
      is always this_symbol_only for these rows.
    - entry_blocked_recent: deduped ENTRY_BLOCKED% funnel events (24h) with
      scope hint (all_symbols_new_entries vs single-symbol paths).
    - CONTRACT_VERSION 1.3

66. mercredi 15 avril 2026 à 13:08:01 0599f92
    fix(export): align status/market snapshots with epoch-bound ingest run_id
    Afficher le corps du commit

    Public status counts and freshness already used `status_run_id` (epoch_run_id
    or freshest ingest). Top-level `run_id`, run metadata, and market pair summaries
    still used freshest ingest only, which can diverge from the epoch-bound lineage
    and look like a data mismatch on the website.
    
    Shadow/event-buffer queries on the decision pool now use latest decision
    observation run_id instead of the ingest run_id.

67. mercredi 15 avril 2026 à 13:06:24 5b0d740
    docs(observability): enforce ingest run_id contract for raw counts and tier2
    Afficher le corps du commit

    - Rename per_symbol_counts_rolling_window_secs param to ingest_market_run_id and
      document split-architecture misuse (execution run_id → false epoch/UI).
    - Document build_tier2_data_bundle run_id and export status_run_id as ingest-only.

68. mercredi 15 avril 2026 à 12:37:44 d49dad2
    fix(epoch+export): align ticker/trade criterion and snapshot freshness anchor
    Afficher le corps du commit

    Two run_id mismatch fixes:
    
    1. Epoch ticker criterion: symbols with few Kraken ticker updates but
       active trades (>= 10) were failing the ticker criterion, degrading
       the epoch. Now accepts ticker >= 10 OR trade >= 10 for both
       criteria, consistent with the universe activity gate.
    
    2. Export decision fallback: research snapshot staleness was computed
       from snapshot_ts (creation time), but the 5-minute delay_until
       window consumed most of the 600s max_age budget. By the time the
       snapshot became visible + the export ran, it was already >600s from
       creation. Now uses delay_until as the freshness anchor so the clock
       starts when the snapshot is actually released, not when created.

69. mercredi 15 avril 2026 à 12:27:32 4be3602
    chore(config): deprecate L3_ENABLE flag (L3 ingest runs independently)
    Afficher le corps du commit

    L3_ENABLE only gates the legacy L3 probe path, not the L3 ingest feed
    which provides l3_queue_metrics, queue_ahead_notional, and L3 quality
    scores. Marking deprecated so it's clear this flag has no effect on
    L3 data availability or execution quality.

70. mercredi 15 avril 2026 à 12:15:49 19f7764
    feat(config): activate per-family edge lifetime, VWAP live feed, flow parallel
    Afficher le corps du commit

    ENABLE_PER_FAMILY_EDGE_LIFETIME: IgnitionMomentum heap TTL 15s,
    Breakout 60s instead of global 240s default. Stale breakout
    opportunities no longer linger in the heap competing with fresh signals.
    
    ENABLE_VWAP_LIVE_FEED: real VWAP deviation replaces microprice proxy
    for the vwap_reversion thesis. More accurate mean-reversion signal.
    
    FLOW_PARALLEL_ENABLE: concurrent flow execution drains. With the
    expanded universe (76+ symbols) and more tradable candidates, sequential
    processing becomes a bottleneck for time-sensitive breakout entries.

71. mercredi 15 avril 2026 à 11:39:06 55d812d
    feat(config): activate ENABLE_ROUTE_STATE_STORE and CONSISTENCY_WATCHDOG by default
    Afficher le corps du commit

    ENABLE_ROUTE_STATE_STORE (C: proven limiting): without this, the
    position_monitor gets no route linkage advice, and trail tightening /
    defensive exit paths from route management are skipped. Critical for
    breakout/momentum execution quality.
    
    CONSISTENCY_WATCHDOG_ENABLED: operational safety net that detects
    WS/ingest staleness and can trigger soft reconnects. Prevents the
    data_stale cascade seen in the 04:35 UTC incident.

72. mercredi 15 avril 2026 à 11:38:15 7fb4779
    fix(ignition): reduce hysteresis and candle threshold for faster detection
    Afficher le corps du commit

    Ignition FSM was too slow to detect massive movers:
    - min_state_duration: 120s -> 30s (2 min hold prevented fast transitions)
    - transition_cooldown: 60s -> 15s (1 min gap between state changes)
    - confidence_floor: 0.6 -> 0.5 (strong signals were rejected)
    - insufficient candle threshold: 10 -> 3 (10 min cold start was too long)
    
    With the old settings, a coin pumping +87% would stay classified as
    Quiet for up to 2 minutes after enough candles accumulated, then wait
    another 60s for cooldown. With the new settings, detection can happen
    within ~30s of signal onset with 3 minutes of candle history.

73. mercredi 15 avril 2026 à 11:36:03 836474d
    fix(regime): recalibrate trade_density scale and thresholds
    Afficher le corps du commit

    trade_density was divided by 5.0 before feeding detect_regime, making
    the 0.5/2.0 thresholds unreachable (raw values 0.01-0.19, normalized
    0.002-0.038). Result: 59/64 symbols classified MeanReversion, blocking
    breakout/momentum routes entirely.
    
    Changes:
    - Remove /5.0 divisor from all 5 RegimeMetrics construction sites
    - Recalibrate detect_regime thresholds to raw trades/second scale:
      trade_density_high: 2.0 -> 0.15, trade_density_low: 0.5 -> 0.01
    - Reorder regime priority: HIGH_VOLATILITY no longer requires
      !trade_density_high (was dead branch due to threshold)
    - Map LOW_LIQUIDITY -> SpreadFarming (not MeanReversion), so truly
      illiquid symbols get conservative passive routes instead of blocking
      breakout for the 99% that aren't actually illiquid

74. mercredi 15 avril 2026 à 11:32:55 3468773
    fix(universe): broaden execution eligibility to ticker OR trade activity + L2
    Afficher le corps du commit

    The ticker-only gate (ticker_count >= 10) excluded ~184 actively-traded
    symbols that had full L2/L3 data and 100+ trades but sparse ticker
    updates (Kraken ticker WS only fires on quote change). This blocked
    massive movers like TERM/USD (+135%) and SAROS/USD (+93%) from the
    execution universe entirely.
    
    New gate: (ticker >= 10 OR trade >= 10) AND l2 >= 50. Data analysis
    confirmed: all 184 added symbols have avg 146 trades and >116K L2 rows;
    zero junk/spam symbols pass the combined gate.

75. mercredi 15 avril 2026 à 10:58:58 23136f6
    fix(reconcile): add orphaned exit order cleanup for parent-terminal cases
    Afficher le corps du commit

    When the exit_lifecycle monitor loop crashes or the trailing stop fills
    but the TP cancel fails (WS race), exit orders (exit_tp_maker,
    exit_sl_static, oto_conditional_trailing_stop) can persist in acked_open
    status while their parent entry order is already terminal. These orphans
    hold the per-symbol execution lock indefinitely.
    
    New `cancel_orphaned_exit_orders` function queries exit orders whose
    parent_order_id references an entry in terminal state (filled/canceled/
    rejected/expired), sends cancel to exchange if still open, and marks
    them cancel_requested in DB.
    
    Wired into startup cleanup and every evaluation cycle in both the
    primary live loop and exec-only loop.

76. mercredi 15 avril 2026 à 10:55:53 e762953
    feat(ingest): add public WS feed liveness tracking and reconnect observability
    Afficher le corps du commit

    Both ticker and trade WS feeds now maintain atomic last-message timestamps
    and cumulative reconnect counters. Backoff resets on clean stream end
    (previously stayed at max backoff after any disconnect).
    
    New public API: ticker_feed_age_secs(), trade_feed_age_secs(),
    ticker_reconnect_count(), trade_reconnect_count() — available for
    watchdog, integrity matrix, and pushover alerting.
    
    DATA_INTEGRITY_MATRIX log now includes ticker/trade feed age and
    reconnect counts for immediate visibility into public WS health.

77. mercredi 15 avril 2026 à 10:52:59 377e114
    fix(slippage): replace order_size_quote=1.0 placeholder with representative estimate
    Afficher le corps du commit

    The slippage model used order_size_quote=1.0 (1 USD) for market-impact
    calculations at all pre-sizing call sites. With real L2 depth of e.g.
    $5000, the impact ratio (1/5000) was negligible, systematically
    underestimating taker slippage by ~100-150 bps.
    
    Adds configurable `SLIPPAGE_ESTIMATE_ORDER_SIZE_QUOTE` (default 150 USD)
    used at all 6 pre-sizing call sites (slippage estimator, readiness gate,
    route expectancy, capturable move). The actual allocation comes later
    from the capital allocator, but this representative value gives realistic
    market-impact estimates for edge ranking and readiness decisions.

78. mercredi 15 avril 2026 à 10:49:38 f1e97e4
    fix(exit_lifecycle): add Kraken deadline to TP maker limit orders
    Afficher le corps du commit

    TP maker limits were placed without a Kraken `deadline`, making them
    effectively GTC on the exchange. If the process crashes or restarts
    while exit_lifecycle is monitoring, these orders persist indefinitely,
    hold the per-symbol execution lock (`acked_open` in coverage statuses),
    and block new entries on that symbol.
    
    All three TP limit placement sites now set `entry_limit_deadline=true`,
    which adds a 60s Kraken-side deadline. The internal MAKER_TP_FILL_TIMEOUT
    (30s) handles normal flow; the exchange deadline is a crash safety net.

79. mercredi 15 avril 2026 à 10:19:11 0fbded8
    fix(website): dashboard data layout — min-w-0 grids, chart shell, fewer squeezed columns
    Afficher le corps du commit

    - HomeDashboard: full-width root; status + throughput grids min-w-0; chart header stacks on small widths; trades block 2 cols until 2xl (was 4 on xl); StatusCard/ingest/tiles min-w-0; blocking text max-w-full
    - ThroughputChart: fixed-height wrapper so ResponsiveContainer gets stable dimensions
    - HomeLanding live embed: min-w-0 overflow-hidden around HomeDashboard
    - TradingDashboard + tier2 extended cards: min-w-0 on grids/cards

80. mercredi 15 avril 2026 à 10:04:48 a7f9fd7
    docs(website): restore WORKSPACE_MIRROR.md in Krakenbot mirror
81. mercredi 15 avril 2026 à 10:04:13 d7a430c
    fix(website): /over hub routes, CMS pages, and full-width layout
    Afficher le corps du commit

    - Add /[lang]/over, /over/wat-is-kapitaalbot, /over/fundme (reuses FundMe page)
    - CMS markdown: over-*, wat-is-kapitaalbot-*; register slugs in KNOWN_ROUTES
    - Nav: explicit Over-hub links; avoid duplicate CMS entries
    - Layout: w-full min-w-0 max-w-none on CMS, FundMe, tier2 shell to match main column width

82. mercredi 15 avril 2026 à 09:50:50 fdfea86
    chore(website): vendored live Next app under KapitaalBot-Website; archive standalone
    Afficher le corps du commit

    - Replace nested KapitaalBot-Website git clone with rsync mirror of KapitaalBot/website (live PM2 source)
    
    - Remove ignore of whole folder; ignore node_modules/.next/env under KapitaalBot-Website
    
    - Add backups/*.tar.gz and *.bundle to gitignore; backups on disk for rollback
    
    - Docs: docs/WEBSITE_SOURCE_OF_TRUTH.md; AGENTS + cursor rule updated
    
    Note: production still deploys KapitaalBot/website until server script migrates.

83. mercredi 15 avril 2026 à 08:52:23 cd7bfe8
    fix(kraken-ws): cap add_order deadline offset at Kraken max 60s
    Afficher le corps du commit

    ENTRY_LIMIT_TTL_SECS default 90 exceeded WS v2 deadline window (500ms–60s),
    causing EGeneral:Invalid arguments:deadline on limit+entry_limit_deadline.
    Wire offset uses min(TTL, 60). Document messages outbound row in f64 inventory.

84. mercredi 15 avril 2026 à 08:40:46 fc7af16
    fix(execution): wire PreparedOrderSubmit qty/limit as Decimal to Kraken WS
    Afficher le corps du commit

    Removes f64 round-trip before add_order; keeps instrument quantization
    for JSON number_float and aligns DB quantity_base with wire bytes.

85. mercredi 15 avril 2026 à 08:31:21 e1f5587
    fix(kraken-ws): omit market add_order deadline to avoid exchange clock skew rejects
    Afficher le corps du commit

    Kraken validates deadline as 500ms–60s offset from engine receive time.
    Client-computed Utc::now()+5s can be in the past if the host clock lags
    exchange time, causing EGeneral:Invalid arguments:deadline. Omitted
    deadline uses Kraken default (5s from their receipt) per WS v2 docs.

86. mercredi 15 avril 2026 à 00:06:57 09dc482
    fix: align net edge with dynamic slippage; Kraken WS qty as JSON float
    Afficher le corps du commit

    - route_expectancy: subtract entry_slip/exit_feas slips in expected_net_edge_bps;
      keep fees + spread_impact from compute_route_cost only.
    - messages: ser_kraken_float serializes Decimal order_qty/limit/trigger as f64 JSON
      numbers (Kraken rejects string / non-number_float).
    - Unit test: AddOrderParams serializes order_qty and limit_price as JSON numbers.

87. mardi 14 avril 2026 à 23:28:17 b1a9d87
    fix(route): breakout vol expansion uses ignition ratios + trend fallback
    Afficher le corps du commit

    - Add ignition_expansion_boost: vol_acceleration, range_expansion, density_shift
      (scale-free) additively to vol_5m/spread so wide-spread alts are not zeroed.
    - Pre-ignition: small trend boost when vol/spread is crushed but micro trend is strong.
    - Breakout direction: when micro is flat at 0 bps, use signed trend_strength
      (Ignition persistence) for Up/Down instead of Neutral only.
    - Repair test MarketFeatures/CurrentRunMarketRow fixtures (avg_queue_ahead_notional_bid),
      FromPrimitive in position_reconcile tests, remove unused mut in route_expectancy test.

88. mardi 14 avril 2026 à 22:33:29 78ed218
    feat(slippage): replace static model with dynamic L2/L3-based slippage estimator
    Afficher le corps du commit

    Previous model: base + vol*0.3 + spread*0.05, clamp 0-50 bps, exit = entry*1.1.
    Result: avg model 75 bps vs 3 bps realized. 35% of fills capped at 105 bps.
    
    New dynamic model (estimate_slippage_dynamic):
    - Maker entry: base 0.5 bps + composite queue-risk (cancel_rate /
      (turnover + 1) * queue_scale) + L2 market-impact (order_size / depth
      * spread * 0.3). Soft cap at spread/2 * 1.5 (microstructure cap, not
      physical limit), hard cap 15 bps.
    - Taker entry: L2 ask-side market-impact (order_size / ask_depth *
      spread * 0.5) + vol * 0.05. Hard cap 25 bps.
    - Fallback when no L2/L3: existing static model with reduced caps
      (maker 10, taker 20 bps).
    
    Queue-risk is a composite signal:
    - cancel_rate / (turnover + 1) = instability score
      (high cancel + low turnover = unstable; high cancel + high turnover =
      active market, self-healing = lower penalty)
    - queue_ahead_notional / order_size = queue scale amplifier
    - order_size_quote = 1.0 normalized placeholder (pipeline can rescale
      linearly when real allocation is known)
    
    Exit slippage now strategy-differentiated:
    - Maker exit (Liquidity/Volume): entry * 0.5 (planned exit, minimal)
    - Taker exit (Momentum): entry * 1.0 (market order, comparable)
    
    Wiring:
    - route_expectancy.rs: L2 registry lookup at SlippageInputs construction
    - readiness_gate.rs: new SlippageL2L3Context struct, slippage_for_pair_with_context
    - strategy_readiness_report.rs: both slippage_for_pair call sites upgraded
      with L2 registry + L3 context
    - Legacy estimate_slippage / estimate_slippage_for_entry_mode retained
      with #[allow(dead_code)]

89. mardi 14 avril 2026 à 21:55:05 fd68e9f
    fix(observability): fix slippage variance join via decision_trace_id
    Afficher le corps du commit

    The fills↔CDV slippage koppeling liep via trading_funnel_events.decision_vector_id,
    maar die kolom bestaat niet in trading_funnel_events. Daardoor was de
    lateral join altijd leeg en kwamen er 0 steekproef-fills uit.
    
    Fix: join candidate_decision_vectors via execution_orders.decision_trace_id,
    wat wel gevuld is (169/169 orders in 24h). Beide queries bijgewerkt:
    slippage_variance_aggregate_24h en slippage_variance_examples_24h.

90. mardi 14 avril 2026 à 21:37:33 4e5b379
    feat(l3): implement queue_ahead_notional_bid end-to-end
    Afficher le corps du commit

    Adds total notional at best-bid level (qty × price from L3 book) as a
    real queue-position proxy throughout the pipeline, replacing the
    hardcoded 0.0/None that made entry_filter, queue_decision and
    capturable_move queue-blind.
    
    Data path:
    - DB migration: l3_queue_metrics.queue_ahead_notional_bid NUMERIC,
      run_symbol_state.avg_queue_ahead_notional_bid NUMERIC
    - L3QueueMetricsRow: new field queue_ahead_notional_bid
    - writer.rs: INSERT includes queue_ahead_notional_bid (L3_INSERT_COLS 16→17)
    - run_symbol_state full-refresh + incremental: AVG(queue_ahead_notional_bid)
    - emit_metrics in l3_feed.rs: book.bid_notional_at_best() → row field
    - L3SymbolStats + both query functions: include avg_queue_ahead_notional_bid
    - RunSymbolStateRow: include avg_queue_ahead_notional_bid
    
    Consumer wiring:
    - CurrentRunMarketRow: new field avg_queue_ahead_notional_bid
    - analyze_run_from_state: filled from RunSymbolStateRow (state path)
      and from L3SymbolStats (partial/24h paths)
    - PartialDatasetRow: new field, filled from L3SymbolStats
    - MarketFeatures: new field avg_queue_ahead_notional_bid, set from row
    - market_features_from_row: passes row.avg_queue_ahead_notional_bid
    - strategy_pipeline (V1 + V2): queue_decision now uses L3 notional
      with L2 depth_near_mid as fallback
    - strategy_pipeline entry_filter: queue_ahead_notional = Some(qa)
      instead of None — Momentum 3.0 ratio now enforced
    - route_expectancy: CapturableMoveInputs uses features.avg_queue_ahead_notional_bid
    - strategy_readiness_report: all 3 CapturableMoveInputs sites use
      r/p.avg_queue_ahead_notional_bid
    - PairReadinessRow: new field propagated through all constructors
    
    Semantics: bid_notional_at_best = sum(qty) * best_bid_price at the
    best level — conservative upper bound; when queue is large relative
    to order size, the bot correctly improves price or blocks entry.

91. mardi 14 avril 2026 à 21:28:34 bc05b95
    fix: exclude closed/flat positions from degraded truth lock
    Afficher le corps du commit

    get_position_truth now filters on status != 'closed' AND
    base_position != 0. Previously, 19 symbols with balance_recovery
    origin remained permanently locked even after position was fully
    closed (base_position=0, status=closed) because stale degraded
    flags were never cleared. RAVE/USD was actively blocked ~1500
    times/minute despite having zero exposure.

92. mardi 14 avril 2026 à 20:31:05 8402cc7
    fix(decimal): P2 legacy cleanup — l2_feed, messages, margin_paper
    Afficher le corps du commit

    l2_feed: qty zero-compare now uses Decimal::from_str_exact + is_zero()
    instead of parse::<f64>() + > 0.0 pattern. Eliminates redundant double
    parse.
    
    messages: AddOrderParams, TriggerParams, ConditionalParams, AmendOrderParams
    fields changed from f64 to Decimal. auth_ws dec_to_wire helper removed —
    Decimal values flow directly. Wire serialization uses Decimal's string
    representation (Kraken WS v2 compatible).
    
    margin_paper_trades: entry_price and exit_price changed to Decimal.
    SQL cast changed from double precision to numeric.

93. mardi 14 avril 2026 à 20:23:53 c3e0eeb
    fix(decimal): migrate gates and pipeline thresholds to Decimal (P1)
    Afficher le corps du commit

    readiness_gate: PairReadinessResult 6 fields and all gate threshold
    constants migrated to Decimal. Comparisons use Decimal arithmetic.
    
    tradability: spread_now_bps → Decimal with Decimal threshold.
    
    ignition/store: SymbolBuffer OHLC fields → Decimal. on_trade accepts
    Decimal price directly from trade feed.
    
    config/mod.rs: execution-critical config fields (equity_quote,
    spread caps, sizing thresholds) → Decimal. Analytics-only configs
    stay f64 with documentation.
    
    strategy_pipeline + route_engine: spread/size gate values compared
    as Decimal where they gate live orders.

94. mardi 14 avril 2026 à 20:04:36 b6545c3
    fix(decimal): eliminate f64 from execution core internals (P1)
    Afficher le corps du commit

    protection_flow: stop price, qty, notional calculations in Decimal.
    ProtectionOutcome payloads use Decimal. ~30 boundary conversions removed.
    
    position_monitor: MonitoredPosition 8 fields migrated to Decimal.
    Trail/SL/breakeven calculations in Decimal. normalize_price now Decimal.
    
    exit_lifecycle: ~55 boundary conversions eliminated. resolve_initial_exit_qty,
    qty tracking, fill price, SL/TP levels all Decimal internally.
    
    ignition_exit: 16 struct fields across ModeParams, IgnitionExitConfig,
    HybridMarketContext, HybridTargets migrated. ~25 dec_f sites removed.
    
    position_reconcile: exchange_base_total now Option<Decimal> directly
    from balance_cache. Internal qty comparisons in Decimal.
    
    exposure_reconcile: removed from_f64_retain round-trips for balance
    and price values already provided as Decimal upstream.

95. mardi 14 avril 2026 à 19:34:36 225636c
    fix(decimal): migrate trade_flow_window + spread_bps to Decimal (P1)
    Afficher le corps du commit

    trade_flow_window.rs: price/qty params and volume accumulators now
    Decimal. record_trade_global accepts Decimal directly from trade feed.
    
    kraken_public.rs: spread_bps helper uses Decimal math end-to-end.
    Trade recording passes t.price/t.qty as Decimal (f64 retained only
    for vwap_buffer which is not yet migrated).

96. mardi 14 avril 2026 à 19:32:38 3f565c9
    fix(decimal): migrate price_cache PriceSnapshot to Decimal (P1)
    Afficher le corps du commit

    PriceSnapshot fields (bid, ask, last, bid_qty, ask_qty) now Decimal.
    PRICE_HISTORY ring stores Decimal mid-prices. Mid-tick subscriber
    callbacks receive Decimal. Wire ingest from Kraken ticker passes
    Option<Decimal> directly instead of lossy to_f64() conversion.
    
    All 25 caller files updated with .to_f64() bridges where they still
    use f64 internally. balance_cache equity rollup now uses Decimal
    prices directly (no f64 intermediary).

97. mardi 14 avril 2026 à 19:24:54 dc9a5aa
    fix(decimal): migrate horizon_movers ring to Decimal mid-price (P0)
    Afficher le corps du commit

    HorizonWindow ring now stores mid-price as Decimal instead of f64.
    record_trade and sample_l2_mid accept Decimal. Derived analytics
    (realized_move_bps, vol_proxy) remain f64 — non-critical derived.
    
    live_runner.rs: computes L2 mid directly in Decimal from book snapshot
    instead of lossy to_string().parse::<f64>() round-trip.
    kraken_public.rs: passes t.price (already Decimal) directly.

98. mardi 14 avril 2026 à 19:22:51 43a401d
    fix(decimal): migrate sizing + capital_allocator outputs to Decimal (P0)
    Afficher le corps du commit

    sizing.rs: all size/notional-returning functions now return Decimal.
    Internal sigmoid/exp/clamp math remains f64 (no Decimal equivalent),
    converted to Decimal at output boundary.
    
    capital_allocator.rs: equity_quote, notional_quote, and SlotEntry
    storage migrated to Decimal. Config ratios and analytics inputs
    (edge_bps, confidence, spread_bps) stay f64.
    
    All callers updated: strategy_pipeline, flow_execution, live_runner,
    runner, probes.

99. mardi 14 avril 2026 à 19:10:24 0ca06bd
    fix(decimal): migrate balance_cache from f64 to Decimal (P0)
    Afficher le corps du commit

    BalanceEntry.balance, BalanceState.total_equity_usd and all public API
    return types changed from f64 to rust_decimal::Decimal. Wire ingest now
    parses Kraken balance strings directly to Decimal (with f64 fallback for
    non-string JSON values). Equity rollup uses Decimal arithmetic with a
    temporary f64 bridge for price_cache (migrated in Phase B1).
    
    All 14 caller files updated: modules already using Decimal internally
    consume values directly; execution modules still on f64 use .to_f64()
    bridges that will be removed when those modules migrate in Phase C.

100. mardi 14 avril 2026 à 19:00:35 2bfbe99
     fix(l3): migrate L3 serde and orderbook internals from f64 to Decimal
     Afficher le corps du commit

     L3Order and L3OrderEvent: limit_price and order_qty now use Decimal
     via de_decimal::deserialize (same RawValue-based lossless deserializer
     used by the L2/ticker/execution serde boundary). This eliminates float
     precision loss on the L3 wire path, which is the P0 item in the
     DECIMAL_F64_POLICY_AND_INVENTORY.
     
     L3OrderBook internals:
     - PriceLevel: BTreeMap<String, f64> -> BTreeMap<String, Decimal>
     - OrderedPrice: scaling now uses Decimal arithmetic instead of f64*1e8
     - best_bid() / best_ask(): return Option<Decimal> instead of Option<f64>
     - bid_depth_at_best() / ask_depth_at_best(): return Decimal
     - Add bid_notional_at_best() / ask_notional_at_best(): Decimal notional
       (qty × price) at the best level, for the upcoming queue_ahead_notional
       feature
     
     QueueMetricsAccumulator: record_bid_add / record_ask_add now accept
     Decimal (from wire) and convert to f64 internally for the rolling-window
     rate arithmetic — documented as non-critical derived analytics.
     
     Callers updated:
     - l3_feed.rs: best_bid/best_ask already Option<Decimal>, remove
       redundant and_then(Decimal::from_f64_retain)
     - l3_probe.rs: no change needed (order_qty now Decimal, accepted by
       updated record_bid_add signature)
     
     Inventory: mark src/l3/messages.rs and src/l3/orderbook.rs as OK.

101. mardi 14 avril 2026 à 18:46:06 1e34647
     fix(pipeline): propagate pretrade metrics from v2 pipeline to execution CDVs
     Afficher le corps du commit

     The v2 pipeline (run_strategy_pipeline_v2_inner) was missing
     .with_pretrade_metrics() when constructing Outcome objects, causing
     fill_probability, expected_surplus_bps, expected_entry_slippage_bps and
     expected_exit_slippage_bps to remain None. This propagated through the
     edge heap → flow_execution intent → runner CDV insert, leaving all
     execution_precheck candidate_decision_vectors with NULL slippage_bps_estimate
     (88/88 = 100% NULL in 24h). The dashboard "Slippage: verwacht vs. gerealiseerd"
     panel depends on this field for its fills → funnel → CDV join chain, producing
     0 matched samples.

102. mardi 14 avril 2026 à 18:36:30 87d6fca
     fix(l3_feed): route add/modify/delete events correctly to queue metrics accumulator
     Afficher le corps du commit

     Previously every L3OrderEvent was dispatched as record_bid_add/record_ask_add
     regardless of the event type field, causing:
     - queue_turnover_bid/ask: ~3x overstated (counted modify+delete qty as new liquidity)
     - refill_rate_bid/ask: ~3x overstated (all events counted as order adds)
     - cancel_rate_bid/ask: always 0.0 (delete events never reached bid_deletes/ask_deletes)
     - trade_rate_bid/ask: always 0.0 (modify events never reached bid_modifies/ask_modifies)
     - estimated_fill_time_bid/ask_ms: always NULL (derived from trade_rate == 0)
     
     Fix: match on e.event.as_str() ("add"/"modify"/"delete") for both sides,
     mirroring the correct routing already present in src/probe/l3_probe.rs.
     
     All downstream aggregations (run_symbol_state, pair_summary_24h,
     training_ingest) read from l3_queue_metrics and will automatically
     reflect correct values after this fix.

103. mardi 14 avril 2026 à 18:23:01 3ec4409
     fix(observe): correct pair_summary_24h aggregation bugs
     Afficher le corps du commit

     Two bugs in persist_pair_summary_24h:
     
     1. avg_trade_density was divided by a hardcoded 24*3600 s constant even
        though runs are typically ~1 hour, making the density ~24x too low.
        Now fetches actual run duration from observation_runs and divides by
        that (minimum 60 s to guard against near-zero on very short runs).
     
     2. avg_queue_turnover and avg_refill_rate were hardcoded NULL — l3_queue_metrics
        was never joined. Now aggregates AVG(queue_turnover_bid) and
        AVG(refill_rate_bid) per run+symbol from l3_queue_metrics.
        avg_est_fill_ms remains NULL because estimated_fill_time_bid_ms is
        structurally not computed by the L3 pipeline.

104. mardi 14 avril 2026 à 18:14:21 356ed50
     Batch L2 snap inserts to prevent bulk writer channel saturation
     Afficher le corps du commit

     L2 snaps were the only write type using individual INSERT per row in the
     bulk writer. With 579 symbols producing L2 data, these sequential DB
     round-trips saturated the shared MPSC channel (4096/4096), blocking L3
     feed processing via backpressure. This caused L3 data stagnation.
     
     Batch L2 inserts (batch size 100, same as ticker/trade) using multi-row
     INSERT with QueryBuilder, matching the pattern already used for L3.
     Reduces DB round-trips by ~100x during L2 bursts.

105. mardi 14 avril 2026 à 17:55:03 9270de3
     Make L3 advisory-only for epoch validity status
     Afficher le corps du commit

     L3 data on Kraken is inherently sparse — only ~47% of symbols produce L3
     activity in any 15-min window. This caused criteria_l3_ok=false and chronic
     ExitOnly epochs, blocking all new entries even when ticker/trade/L2 are at
     100%.
     
     L3 is already handled per-symbol via hard-blocks (l3_resync_max), and
     DataIntegrityMatrix explicitly documents L3 as "not required for
     system_live_ready". Remove criteria_l3_ok from epoch status determination
     while keeping it computed and logged for observability.

106. mardi 14 avril 2026 à 16:47:41 0c0fff0
     feat: entry limit deadline + post-expiry taker reeval for ignition/breakout
     Afficher le corps du commit

     Stale maker orders now die server-side via Kraken deadline (ENTRY_LIMIT_TTL_SECS,
     default 90s). After expiry, price-sensitive families (mean reversion, passive) let
     the signal die. Ignition + breakout setups get a single-attempt taker re-evaluation
     with fresh market data (mid decay < TAKER_REEVAL_MAX_DECAY_BPS, spread < 60 bps,
     net edge still positive after taker fee).
     
     Key changes:
     - add_order() accepts entry_limit_deadline flag; computes Kraken deadline for
       entry limit orders, exit orders always pass false
     - PostExpiryPolicy enum (LetDie / ImmediateTakerReeval) on ExecutionIntent
     - SubmitAndWaitOutcome::EntryExpiredUnfilled variant; runner detects expired-by-
       deadline via InternalOrderState.expired_by_deadline flag set by ws_handler
     - submit_and_wait timeout aligned with TTL + 10s buffer
     - attempt_taker_reeval() in flow_execution: fresh price check, decay/spread/edge
       gates, single taker market order
     - FallbackPolicy::ConvertToTaker killed (always Reject) — was dead code

107. mardi 14 avril 2026 à 14:57:41 651e5b5
     fix: eagerly bind exchange_order_id on matched orders
     Afficher le corps du commit

     When an execution event is matched to a DB order that has NULL
     exchange_order_id (typical for OTO children matched via symbol/side or
     ord_ref_id fallback), immediately set the exchange_order_id. Without
     this, subsequent status-only events (e.g. `filled` without symbol/side)
     cannot resolve via get_order_by_exchange_id and remain permanently
     unmatched.
     
     Applies to both ws_handler (live path) and raw_execution_backfill
     (async reconciliation).

108. mardi 14 avril 2026 à 14:39:32 749e25d
     chore: set Cargo package author to Raymond Davelaar
109. mardi 14 avril 2026 à 14:39:27 595f918
     fix: pre-persist exit orders before placing on exchange
     Afficher le corps du commit

     Exit orders (SL, trailing-stop) are now created in the DB with status
     pending_submit BEFORE sending to Kraken. After ack, status is updated
     to acked_open with exchange_order_id. This prevents ghost orders on the
     exchange that have no DB record when the post-ack persist fails or the
     process crashes between placement and persistence.
     
     Applies to:
     - exit_lifecycle: static SL and manual trailing-stop paths
     - ignition_exit: initial trailing-stop protection
     
     Made-with: Cursor

110. mardi 14 avril 2026 à 14:35:34 4fab10a
     fix(rag): stricter public guardrails, allow ops commands, strip code fences
     Afficher le corps du commit

     - System prompt: no programming code or hostnames; ops shell/systemctl OK; say unknown if unsure
     - Strip markdown fences and obvious domain/IP patterns from answers
     
     Made-with: Cursor

111. mardi 14 avril 2026 à 14:34:06 66f01cb
     feat: capture ord_ref_id from Kraken executions channel
     Afficher le corps du commit

     Kraken WS v2 provides ord_ref_id on execution reports to link OTO
     secondary orders to their parent. Add the field to ExecutionReport,
     persist it in raw_private_executions (new migration + upsert column),
     and expose it on RawPrivateExecutionRow for downstream matching.
     
     Made-with: Cursor

112. mardi 14 avril 2026 à 14:28:16 90b3381
     docs(rag): dedicated kapitaalbot_rag DB only; never RAG on decision/ingest pools
     Afficher le corps du commit

     Made-with: Cursor

113. mardi 14 avril 2026 à 11:34:51 99743d5
     fix: OTO trailing-stop child matching — remove cl_ord_id.is_none() guard
     Afficher le corps du commit

     Kraken WS v2 conditional close children may carry a Kraken-generated
     cl_ord_id that differs from the bot's internal child identifier.  The
     previous guard skipped the OTO-child fallback lookup whenever cl_ord_id
     was present, causing 88% of OTO fills to fall through to
     external_manual_backfill phantom orders (22/25 unbound, 59 phantoms).
     
     Changes:
     - ws_handler: always attempt OTO child fallback after cl_ord_id +
       exchange_order_id lookups fail (removes cl_ord_id.is_none() gate)
     - raw_execution_backfill: same guard removal
     - get_unbound_oto_child_by_symbol_side: include 'reconcile' status so
       children advanced by other processes remain matchable
     
     Made-with: Cursor

114. mardi 14 avril 2026 à 11:28:09 9a98ff6
     fix(rag): tier1 retrieval includes tier2 chunks; document RAG env and systemd
     Afficher le corps du commit

     - Vector search for tier1/tier2 used tier=tier1 only; indexer marks most allowlist docs tier2
     - systemd: load /etc/trading/kapitaalbot-rag.env for RAG_DATABASE_URL
     
     Made-with: Cursor

115. mardi 14 avril 2026 à 11:12:12 acfe8df
     fix: reduce missing_mid and missing_fee on fills
     Afficher le corps du commit

     missing_mid:
     - Widen price_cache::snapshot_fresh max_age from 2s to 5s for fill mid lookup
     - Add fallback to order_row.orderbook_mid_snapshot (captured at submit time)
     - Add orderbook_mid_snapshot to ExecutionOrderRow and all SELECT queries
     
     missing_fee:
     - When Kraken WS event has no fees array (e.g. terminal 'filled' with
       non-zero qty diff), estimate fee from fill notional * taker tier rate
     - Logs FILL_FEE_ESTIMATED for traceability
     
     Made-with: Cursor

116. mardi 14 avril 2026 à 02:49:12 24ad342
     docs: add FASE_0B to all indices, DE/FR language cross-links, sync EN date
     Afficher le corps du commit

     Made-with: Cursor

117. mardi 14 avril 2026 à 02:45:42 065be1f
     docs: idiomatic DE/FR for core docs (01-08), rewrite DE 06-08, cross-links in indices
     Afficher le corps du commit

     Made-with: Cursor

118. mardi 14 avril 2026 à 02:32:42 40221f9
     feat(scripts): extend why_no_trade report with tier2-aligned aggregates (CDV, path tape, safety, infra, optional ingest)
     Afficher le corps du commit

     Made-with: Cursor

119. mardi 14 avril 2026 à 02:27:25 f180e4e
     fix(scripts): skip repeated psql_pool identity in why_no_trade_report
     Afficher le corps du commit

     Made-with: Cursor

120. mardi 14 avril 2026 à 02:27:11 8539ea9
     feat(scripts): why-no-trade funnel report with optional HTML bar charts
     Afficher le corps du commit

     Made-with: Cursor

121. mardi 14 avril 2026 à 02:09:25 d48b6dd
     chore(env): document L3_RESYNC_MAX=8 in .env.example
     Afficher le corps du commit

     Made-with: Cursor

122. mardi 14 avril 2026 à 01:33:51 b9f429f
     chore: remove production SSH host from repo (privacy)
     Afficher le corps du commit

     - deploy.sh requires DEPLOY_HOST; rollback/setup_server_structure need arg or DEPLOY_HOST
     - Docs and Cursor rules reference operator runbook, not a fixed user@host
     - CHANGELOG: generic productieserver wording
     
     Made-with: Cursor

123. mardi 14 avril 2026 à 01:31:57 d61ec8e
     docs: remove light rect overlay from architecture sequence diagram
     Afficher le corps du commit

     Mermaid rect rgb(200,220,240) read as a bright stain on dark theme; replace with Note and plain steps.
     
     Made-with: Cursor

124. mardi 14 avril 2026 à 01:26:13 8adcad4
     docs(05): replace invalid mermaid decision_tree with flowchart TD
     Afficher le corps du commit

     Mermaid 11 has no decision_tree diagram type; use standard flowchart and
     plain labels to avoid parse errors on the docs site.
     
     Made-with: Cursor

125. mardi 14 avril 2026 à 01:20:56 aa5086d
     docs: fix Mermaid v11 compatibility (notes, edges, blank lines)
     Afficher le corps du commit

     - Remove HTML breaks from stateDiagram notes; simplify Expired transition label
     - Epochs flowchart: arrow label via -->|text|; drop blank lines inside blocks
     - graph TD: remove blank lines between node groups
     - sequenceDiagram: no blank line before alt block
     
     Made-with: Cursor

126. mardi 14 avril 2026 à 01:10:56 0908e67
     docs: fix MODULE_INVENTORY links to 00_MODULE_INVENTORY.md
     Afficher le corps du commit

     Made-with: Cursor

127. mardi 14 avril 2026 à 00:57:58 d77a05f
     docs: implement full Git-style core documentation set
     Afficher le corps du commit

     - Integrated MODULE_INVENTORY.md as 00_MODULE_INVENTORY.md with navigation.
     - Rewrote 01-08 core docs with Git-style formatting and Mermaid diagrams.
     - Added consistent navigation bars and internal anchors to all documents.
     - Created centralized DOC_INDEX.md as the main documentation portal.
     - Generated localized versions (EN, DE, FR) for the index and EN for full set.
     - Ensured technical accuracy based on the cleaned-up codebase.
     
     Made-with: Cursor

128. mardi 14 avril 2026 à 00:22:51 c204aa9
     docs(systemd): link to 01_ARCHITECTURE and 08_OPERATIONS in intro
     Afficher le corps du commit

     Made-with: Cursor

129. lundi 13 avril 2026 à 23:54:10 a7b156b
     docs: complete core documentation set (01-08) and index
     Afficher le corps du commit

     Made-with: Cursor

130. lundi 13 avril 2026 à 23:34:51 ea7fd55
     docs: surface MODULE_INVENTORY in DOCS_TARGET_STRUCTURE index and table
     Afficher le corps du commit

     Made-with: Cursor

131. lundi 13 avril 2026 à 23:30:38 e3f3603
     docs: add 02-08 layer guides + FASE_0B_RUNTIME (VWAP, store, TOD)
     Afficher le corps du commit

     Made-with: Cursor

132. lundi 13 avril 2026 à 23:28:07 0e7bd48
     docs: complete doc phase — 01_ARCHITECTURE, structure status, AGENTS links
     Afficher le corps du commit

     Made-with: Cursor

133. lundi 13 avril 2026 à 23:24:51 ec5596e
     docs: add MODULE_INVENTORY with primary/secondary function per module
     Afficher le corps du commit

     Made-with: Cursor

134. lundi 13 avril 2026 à 23:04:58 b17b9bf
     cleanup(phase-c): demote 16 diagnostic logs from info to debug
     Afficher le corps du commit

     position_monitor.rs (9 demotions):
     - POSITION_MONITOR_REFRESH_BEGIN (fires every 30s)
     - POSITION_MONITOR_DIAG_DB_ROWS (fires every 30s)
     - POSITION_MONITOR_DIAG_CSS_LEASED (fires every 30s)
     - POSITION_MONITOR_DIAG_PROTECTION_ORDERS (fires every 30s)
     - POSITION_MONITOR_DIAG_SKIP qty_f64<=0 (per position per 30s)
     - POSITION_MONITOR_DIAG_SKIP entry_price<=0 (per position per 30s)
     - POSITION_MONITOR_DIAG_SKIP css_leased (per position per 30s)
     - POSITION_MONITOR_DIAG_EVAL (per position per 30s)
     
     exposure_reconcile.rs (8 demotions):
     - RECONCILE_MSP_UNAVAILABLE_FALLBACK_DB (2 variants)
     - BALANCE_SYNC_RESERVED_OPEN_ENTRY_SKIP (per symbol)
     - BALANCE_SYNC_SKIPPED_NO_SYMBOL_MATCH (per symbol)
     - NOTIONAL_MSP_FALLBACK_TO_DB (3 variants)
     - RECONCILE_POSITION_STATE periodic (per symbol per cycle)
     - EXIT_PLAN_RECONCILED periodic (per symbol per cycle)
     - EXPOSURE_DUST_SKIP periodic delta (per symbol per cycle)
     
     All warn! and actionable info! logs (exits, fills, protection,
     orphan recovery, trailing tighten) remain at their current levels.
     
     Made-with: Cursor

135. lundi 13 avril 2026 à 23:01:11 d4a7362
     cleanup(phase-b): remove 54 unused scripts (72-hour rule)
     Afficher le corps du commit

     Removed categories:
     - 7 one-off DBA index scripts (indexes already applied)
     - 3 date-stamped research scripts (research_flow_liquidity_20260316)
     - 3 edge_survival_audit scripts (self-contained audit, completed)
     - 4 run-specific/orphan SQL (run71, exit_strategy, verify_l3)
     - 6 one-off maintenance SQL (decontaminate, drop_overlap, brin, preflight)
     - 5 completed setup/migration scripts (disable_old_bot, set_password, epoch_fase1)
     - 4 old evidence collection scripts (l2_l3_plan, open_ssot, 400_symbol)
     - 7 orphan SQL with zero references (regime_*, health_monitor, etc.)
     - 6 one-off analysis/monitoring scripts (edgeboard_diagnostics, stage2, sev0)
     - 9 other unused scripts (replay_refresh, flow_capture, run_report, etc.)
     
     Kept: all scripts referenced from AGENTS.md, .cursor/rules, CI,
     systemd services, cross-script calls, or modified within 72 hours.
     
     Made-with: Cursor

136. lundi 13 avril 2026 à 22:55:06 db04263
     cleanup(phase-b): docs-reset — remove 196 obsolete documents
     Afficher le corps du commit

     Remove all documentation except:
     - DECIMAL_F64_POLICY_AND_INVENTORY.md (referenced from AGENTS.md, .cursor/rules)
     - FORWARD_RETURNS_OBSERVABILITY.md (referenced from AGENTS.md)
     
     Add DOCS_TARGET_STRUCTURE.md stub defining the 8 core documents
     (01_ARCHITECTURE through 08_OPERATIONS) to be written as a mandatory
     follow-up step after cleanup and final validation.
     
     Removed: archive/, superseded/, audit/, reports/, strategy_audit/,
     analysis/, runbook/, de/, en/, fr/ subdirectories and 170+ dated
     analyses, changelogs, investigation reports, and planning artifacts
     that no longer reflect the current codebase.
     
     Source code comments referencing deleted docs will be updated when the
     8 new documents are written.
     
     Made-with: Cursor

137. lundi 13 avril 2026 à 22:18:21 29f14ac
     cleanup(phase-a3): integrate below_cost_min and instrument_tradable into logging
     Afficher le corps du commit

     - Add below_cost_min and instrument_tradable to MONITOR_EXIT_NOT_ACTIONABLE
       and POSITION_MONITOR_DUST_ORPHAN log calls in position_monitor.rs
     - Remove #[allow(dead_code)] from both fields in PositionActionability
     
     These diagnostic fields are now read by logging, eliminating the dead_code
     warnings while providing richer actionability diagnostics.
     
     cargo check: 0 warnings
     
     Made-with: Cursor

138. lundi 13 avril 2026 à 22:17:09 7efc938
     cleanup(phase-a2): remove dead functions, types, and config flags
     Afficher le corps du commit

     - Remove SymbolLockReason enum + check_symbol_execution_lock_reason +
       infer_lock_reason from exposure_reconcile.rs (incomplete, unused)
     - Remove evaluate_shadow_trades + log_blocker_matrix from
       shadow_evaluator.rs (legacy per-run path; evaluate_all_pending remains)
     - Remove BookLevel, BookData, BookMessage (f64 versions) from messages.rs
       (replaced by BookLevelRaw/BookDataRaw/BookMessageRaw with Decimal/RawValue)
     - Remove BookMessageRaw.channel field (serde ignores unknown fields)
     - Remove quantize_wire_f64 from instruments.rs (replaced by quantize_wire
       with Decimal)
     - Remove survival_stage field from CandidateDecisionVector (incomplete
       feature, never populated)
     - Remove enable_vwap_strategy() and enable_tod_overlay() config flags
       (gates without consumers; underlying features retained for Fase 0)
     
     Retained: lookup_route_context (actively used in position_monitor.rs)
     
     cargo check: 0 warnings
     
     Made-with: Cursor

139. lundi 13 avril 2026 à 22:13:26 10ac730
     cleanup(phase-a1): remove dead modules without functional relevance
     Afficher le corps du commit

     - Remove ignition/regime_contract.rs (never connected to runtime)
     - Remove route_state/strategy_onboarding.rs (test harness only)
     - Remove fill_feedback snapshot/aggregation code (FillFeedbackSnapshot,
       snapshot(), maker_fill_rate, edge_survival_rate, slippage_bias_direction)
       while keeping the active recording path (record_fill_feedback)
     - Remove unused ExpectedFill.expected_fill_time_ms field (set but never read)
     - Remove unused FillStyle::Undetermined variant (never constructed)
     - Remove all #[allow(dead_code)] from fill_feedback types
     
     Fase 0 items (vwap_window, tod_multiplier, route_state scaffold,
     timing_metrics) intentionally retained for future integration review.
     
     cargo check: 0 warnings
     
     Made-with: Cursor

140. lundi 13 avril 2026 à 21:38:04 d6cb3f1
     wire position_linkage via OnceLock slot + fix last semantic log lines
     Afficher le corps du commit

     - spawn_position_monitor now takes a RouteStoreSlot (Arc<OnceLock<...>>)
       that gets filled after bootstrap_live_preloop_runtime; the monitor
       reads it lazily on each 30s tick, enabling position_linkage advisory
       when ENABLE_ROUTE_STATE_STORE=true
     - fix 2 cosmetic log lines in exposure_reconcile.rs that said "positions"
       when referring to merged exposure rows
     - 0 warnings
     
     Made-with: Cursor

141. lundi 13 avril 2026 à 21:21:26 347f0f5
     fix: hard guard — reject buy trailing-stop as exit/protection on Kraken spot
     Afficher le corps du commit

     Root cause: sell trailing-stop triggered for XMN, selling 1821.4936 of
     1821.49362. Remaining dust (0.00002) kept positions row open. Reconciliation
     imported the triggered sell as order 1758 (side=sell). exit_lifecycle treated
     this as a "short entry" and placed a buy trailing-stop (OKVBJI) as protection.
     
     On Kraken spot there are no short positions. A sell is always an exit, never
     an entry. A buy trailing-stop as "exit_sl" is nonsensical.
     
     Guards added in three locations:
     - exit_lifecycle: bail if exit_side == "buy"
     - protection_flow (both paths): reject if !is_long or side == "buy"
     - position_monitor orphan recovery: reject if protect_side == "buy"
     
     Also cancelled the erroneous buy TSL on exchange and closed the XMN dust
     position (0.00002 < ordermin 670).
     
     Verified against Kraken docs: spot trading has no margin/short capability
     unless explicitly enabled with margin=true flag.
     
     Made-with: Cursor

142. lundi 13 avril 2026 à 21:12:26 d83deec
     fix: observe mode now uses dynamic instrument cache instead of hardcoded 50-symbol fallback
     Afficher le corps du commit

     The observe path in main.rs called default_observe_symbols() which returns
     a hardcoded 50-symbol list, while the execution path uses the live Kraken
     instrument cache (all USD pairs). This created two different universe truths.
     
     Root cause: instruments::preload_all() was never called before the observe
     runner, so resolve_observe_symbols() always found an empty cache and fell
     back to the hardcoded list.
     
     Fix: preload instrument cache before resolving observe symbols. The log
     now shows the actual source (instrument_cache vs hardcoded_fallback) and
     whether degraded mode is active.
     
     Made-with: Cursor

143. lundi 13 avril 2026 à 20:56:06 916a865
     fix: balance_cache key matching + own_orders_cache stale entry cleanup
     Afficher le corps du commit

     Two verified root causes for XMN/USD EOrder:Insufficient funds:
     
     1. balance_cache::kraken_asset_key_matches_base("XMN", "XMN") returned
        FALSE — the function stripped "X" prefix (Kraken legacy convention)
        from "XMN", yielding "MN" != "XMN". Fix: check direct match FIRST
        before attempting prefix stripping. Affects all assets whose name
        starts with X/Z/XX/XZ.
     
     2. own_orders_cache::upsert_updates never removed filled/canceled orders.
        O5LNBU (filled buy) persisted in cache, inflating
        exchange_open_orders_count and causing incorrect ReservedFundsConflict
        classification. Fix: remove orders with terminal status on update;
        defensive filter in all query functions.
     
     Verified against Kraken WS v2 docs:
     - executions snapshot contains only OPEN orders (snap_orders=true)
     - Filled/canceled/expired are terminal states per exec_type enum
     
     Made-with: Cursor

144. lundi 13 avril 2026 à 20:46:44 35222e4
     fix: cap protection qty to exchange balance — prevent EOrder:Insufficient funds
     Afficher le corps du commit

     Root cause verified via Kraken REST API: bot DB base_position (1821.49362)
     exceeds actual exchange balance (1821.4936) by 0.00002 due to fill-aggregation
     rounding. Kraken spot correctly rejects sell orders exceeding available balance.
     
     position_truth epsilon (0.182) is too coarse to catch this — the difference is
     within the sync tolerance but the exchange enforces exact qty.
     
     Fix: both protection_flow and position_monitor orphan recovery now cap the
     protection order qty to min(db_qty, exchange_balance) when the balance cache
     is populated, preventing the qty > balance rejection.
     
     Verified against Kraken docs:
     - EOrder:Insufficient funds = "Client does not have the necessary funds"
     - Open orders tie up funds (but XMN has 0 open orders on exchange)
     - OTO conditional close creates OPPOSITE side (corrects earlier analysis)
     
     Made-with: Cursor

145. lundi 13 avril 2026 à 20:34:13 bf4cf61
     refactor: fix misleading position terminology in exposure model
     Afficher le corps du commit

     Rename semantically incorrect "position" uses to accurate terms:
     - bootstrap_max_positions → bootstrap_max_slots (capacity limit)
     - load_positions_from_balance → load_exposure_from_balance_cache
     - load_positions_from_exchange_balances_db → load_exposure_from_exchange_balances_db
     - load_positions_from_executions → load_exposure_from_executions_cache
     - PositionLifecycle → TradeLifecycle (trade state, not DB row)
     
     Add canonical model documentation to exposure_reconcile module
     header explaining the distinction between exchange balances,
     managed exposure, and tracked positions.
     
     Made-with: Cursor

146. lundi 13 avril 2026 à 20:21:14 631f839
     fix: position monitor orphan recovery retry + side validation
     Afficher le corps du commit

     - Orphan recovery now retries up to 3 times with 120s cooldown
       instead of permanently giving up after first attempt
     - Add wrong-side protection detection: warn when protection order
       side doesn't match position direction (buy trailing-stop on long)
     - Also detect wrong-side protection on CSS-leased positions
     - Always log POSITION_MONITOR_REFRESHED regardless of count
     - Add diagnostic logging for each position evaluation step
     
     Made-with: Cursor

147. lundi 13 avril 2026 à 20:07:51 01eabfd
     diag: add position_monitor diagnostic logging for orphan investigation
     Afficher le corps du commit

     Temporary diagnostic logs to trace exactly why XMN/USD orphan
     detection is not firing despite being in the positions table.
     Logs: DIAG_DB_ROWS, DIAG_CSS_LEASED, DIAG_PROTECTION_ORDERS,
     DIAG_EVAL per position, DIAG_SKIP with reason.
     
     Made-with: Cursor

148. lundi 13 avril 2026 à 19:13:11 ee9d9c4
     wire position_linkage into position_monitor + eliminate all 74 warnings
     Afficher le corps du commit

     - position_linkage now actively drives position management decisions:
       DefensiveExit triggers market exit for losing positions with
       expired/stale routes, TightenDefensive tightens trailing stops
       when edge decays beyond 60% threshold
     - Route context (edge, signal age, advice) logged in POSITION_MONITOR_STATUS
     - spawn_position_monitor accepts optional RouteStateStore reference
     - All 74 cargo warnings resolved: unused imports removed, unreachable
       pattern suppressed, dead code annotations added for API surface
       enums/structs/functions that form the architectural extension points
     
     Made-with: Cursor

149. lundi 13 avril 2026 à 18:55:53 d43ea2b
     fix: horizon_from_secs missing H15m arm caused key collisions
     Afficher le corps du commit

     The wildcard fallback mapped all max_hold_secs > 600 (including 900s
     H15m routes) to H3m, producing incorrect RouteStateKeys and potential
     collisions with actual 3-minute routes. Now explicitly handles H15m
     (<=900s), caps anything above 900s at H15m, and only defaults to H3m
     for None.
     
     Made-with: Cursor

150. lundi 13 avril 2026 à 18:38:00 4d0f3ec
     log taker_fallback_unviable in timing_metrics snapshot
     Afficher le corps du commit

     Include the unviable counter in the periodic log line to eliminate
     the dead-code warning on TimingMetricsSnapshot::taker_fallback_unviable.
     
     Made-with: Cursor

151. lundi 13 avril 2026 à 18:36:14 c934f2e
     wire remaining timing_metrics: update_tier2 + record_execution
     Afficher le corps du commit

     Pipeline bridge now calls update_tier2_economics for existing rows
     (enabling taker fallback computation and timing metrics) instead of
     always upserting fresh rows.  record_execution(Taker) is called from
     flow_poller on successful order submission.
     
     Warnings 88 → 75.
     
     Made-with: Cursor

152. lundi 13 avril 2026 à 18:33:57 a98ea46
     wire timing_metrics periodic snapshot logging
     Afficher le corps du commit

     Spawn 60s background task (when store enabled) that logs the full
     TimingMetricsSnapshot: routes evaluated/expired by reason, maker
     window misses, taker fallback viability %, execution maker/taker
     split, max signal age, and median age bucket.  Counters are driven
     by the store's update_tier1 / update_tier2_economics calls.
     
     Warnings 88 → 79.
     
     Made-with: Cursor

153. lundi 13 avril 2026 à 18:33:03 b1fd55a
     wire timing_selection into eval cycle for observability
     Afficher le corps du commit

     After pipeline→store feed, call select_top_routes(5) and log the
     timing-aware ranking alongside the heap-based ranking.  Output
     includes symbol, strategy family, and timing-adjusted score for
     each top route.  Runs only when store is non-empty and enabled.
     
     Warnings 92 → 88.
     
     Made-with: Cursor

154. lundi 13 avril 2026 à 18:32:10 b7713be
     wire edgeboard RAM cache → RouteStateStore bridge
     Afficher le corps du commit

     Add EdgeSignalCache::inner_read() for read-only snapshot access.
     edgeboard_bridge::sync_ram_cache_to_store() converts cached signals
     to EdgeboardSignal and ingests into the store.  Periodic background
     task syncs at edgeboard_snapshot_interval_secs cadence.
     
     Warnings 99 → 92.
     
     Made-with: Cursor

155. lundi 13 avril 2026 à 18:30:10 00bacb1
     wire pipeline outcomes → RouteStateStore (Tier 2 feed)
     Afficher le corps du commit

     New module route_state::pipeline_bridge maps Vec<Outcome> to
     RouteStateKey + RouteStateRow.  After each eval cycle's heap merge,
     the store is fed (with prune_expired) when ENABLE_ROUTE_STATE_STORE
     is active.  Outcomes with empty symbols are skipped.  Includes unit
     tests for positive/negative edge executable status.
     
     Warnings 106 → 99.
     
     Made-with: Cursor

156. lundi 13 avril 2026 à 18:28:19 1bc47d5
     wire RouteStateStore + Tier 1 driver into live bootstrap
     Afficher le corps du commit

     Add ENABLE_ROUTE_STATE_STORE feature flag (default false).
     When enabled, bootstrap_live_preloop_runtime creates a shared
     Arc<parking_lot::RwLock<RouteStateStore>> and installs the
     tier1_driver mid-tick subscriber (which now coexists with Loop A
     via the multiplexed subscriber added in the previous commit).
     
     LivePreloopRuntime carries the optional store for downstream
     pipeline/edgeboard/timing wiring.
     
     Made-with: Cursor

157. lundi 13 avril 2026 à 18:23:06 b5a65f6
     multiplex price_cache mid-tick subscriber
     Afficher le corps du commit

     Replace single OnceLock<Arc<Fn>> with OnceLock<RwLock<Vec<Arc<Fn>>>>.
     Multiple subscribers can now register; each is called in registration
     order on every ticker update.  register_mid_tick_subscriber always
     returns true (backward compatible — Loop A no longer skips on second
     registration).  Enables Tier 1 driver and Loop A to coexist.
     
     Made-with: Cursor

158. lundi 13 avril 2026 à 18:20:48 d164964
     vwap_reversion: use real VWAP deviation when available
     Afficher le corps du commit

     When ENABLE_VWAP_LIVE_FEED is active, vwap_reversion::compute uses
     features.vwap_deviation_bps (from rolling trade buffer) instead of
     features.micro_bps (L2 microprice proxy).  Falls back to micro_bps
     when VWAP data is unavailable (flag off, insufficient ticks, or lock
     contention).
     
     No impact on order sizing or risk math — this only affects the
     move-thesis expected-move estimate for VwapReversion family.
     
     Made-with: Cursor

159. lundi 13 avril 2026 à 18:20:09 f63e3ba
     wire VwapBuffer into trade WS + add vwap_deviation_bps to MarketFeatures
     Afficher le corps du commit

     V2: record_trade call added in run_trade_ws_once alongside existing
     trade_flow_window and horizon_movers consumers.
     
     V3: MarketFeatures gains vwap_deviation_bps: Option<f64>, populated
     via vwap_buffer::vwap_deviation_bps_sync (non-blocking try_read on
     the tokio RwLock).  Returns None when ENABLE_VWAP_LIVE_FEED=false
     or insufficient ticks (<3).
     
     All 25 struct literal sites updated with vwap_deviation_bps: None.
     Resolves 2 dead-code warnings (vwap_window::compute_vwap and
     vwap_deviation_bps now have live callers via vwap_buffer).
     
     Made-with: Cursor

160. lundi 13 avril 2026 à 18:16:53 0229164
     add VwapBuffer module with ENABLE_VWAP_LIVE_FEED flag
     Afficher le corps du commit

     Per-symbol rolling VWAP buffer (src/exchange/vwap_buffer.rs) following
     the trade_flow_window pattern: global OnceLock + Arc<RwLock>, per-symbol
     VecDeque<VwapTick>, prune on write.
     
     Delegates pure VWAP math to analysis::vwap_window.  Gated by
     ENABLE_VWAP_LIVE_FEED (default false) — record_trade is a no-op and
     vwap_deviation_bps_for_symbol returns None when disabled.
     
     New flag replaces the ghost enable_vwap_strategy() which has zero
     callers.  Window configurable via VWAP_WINDOW_MS (default 300s).
     
     Made-with: Cursor

161. lundi 13 avril 2026 à 18:14:38 fbd0a96
     multi-region TOD session curves for ranking and move thesis
     Afficher le corps du commit

     Ranking curve (tod_multiplier.rs): liquidity/tradability model with
     explicit Asia (00-08), EU (08-12), EU+US overlap (13-16), US main
     (17-20), dead zone (21-23) sessions.  Peak at EU+US overlap (1.15),
     trough at Asia 02-03 (0.80), weekend factor 0.85.
     
     Move thesis curve (tod_overlay.rs): volatility/amplitude model.
     Peak at EU+US overlap (1.20) and US session (1.15).  Asia hours
     get moderate vol (1.10) for stablecoin/alt events.  EU morning
     lowest (0.90) reflecting orderly institutional flow.
     
     These curves serve different purposes and are never stacked on the
     same candidate (anti-double-counting in route_expectancy.rs).
     
     Made-with: Cursor

162. lundi 13 avril 2026 à 18:12:05 d967796
     fix: derive utc_hour and utc_weekday from same timestamp
     Afficher le corps du commit

     Before this fix, utc_hour was captured at MarketFeatures construction
     time while weekday was computed fresh at scoring time in
     route_expectancy.  Around the UTC midnight boundary these could
     disagree on the calendar day, causing the weekend factor (0.85) to
     be dropped or applied incorrectly.
     
     Add utc_weekday: Option<u8> to MarketFeatures, set from the same
     Utc::now() call as utc_hour at all 4 production sites.  The ranking
     TOD path now reads both from features instead of mixing timestamps.
     
     Made-with: Cursor

163. lundi 13 avril 2026 à 18:02:04 b5cee90
     wire ranking-level TOD multiplier on all candidates
     Afficher le corps du commit

     When ENABLE_RANKING_TOD=true, analysis::tod_multiplier applies a
     liquidity/tradability-based hour+weekday correction to time_adjusted_score
     for ALL route candidates.  Prevents double-counting by skipping candidates
     already using the TodOverlay family move thesis (volatility-shaped curve).
     
     Addresses: flat ranking differentiation, entries at suboptimal session hours.
     Resolves 3 dead-code warnings (tod_multiplier module now has live callers).
     
     Made-with: Cursor

164. lundi 13 avril 2026 à 18:00:13 cfc9d36
     wire per-family edge lifetime in GlobalEdgeHeap merge
     Afficher le corps du commit

     When ENABLE_PER_FAMILY_EDGE_LIFETIME=true, the heap merge uses
     timing_profile per-family TTLs (ignition 15s, scalping 10s,
     market making 600s, etc.) instead of a single EDGE_LIFETIME_DEFAULT_SECS.
     Addresses stale-edge problem for fast strategies and premature expiry
     for slow strategies. Defaults to off (existing behavior unchanged).
     
     Also adds ENABLE_RANKING_TOD config flag for Cluster 2 (next commit).
     
     Made-with: Cursor

165. lundi 13 avril 2026 à 16:56:26 6bf0875
     instruments: remove hardcoded GLOBAL_MIN_NOTIONAL_USD from PositionActionability
     Afficher le corps du commit

     Dust/actionable classification is now determined entirely by exchange
     instrument constraints (qty_min, cost_min, tradability status).
     
     Removed:
     - GLOBAL_MIN_NOTIONAL_USD constant ($0.50)
     - below_global_floor field from PositionActionability
     - Hardcoded $1.0 threshold for is_dust in below_qty_min/below_cost_min branches
     
     Simplified logic: below_qty_min → is_dust (exchange will reject the order,
     therefore it's non-actionable dust by definition). Same for below_cost_min.
     No dollar-based heuristics remain in the assessment path.
     
     Made-with: Cursor

166. lundi 13 avril 2026 à 16:19:03 378b48d
     position_monitor: fix orphan recovery timing and return tracking
     Afficher le corps du commit

     - Don't attempt recovery when price cache is empty (startup race);
       defer to next refresh cycle with POSITION_MONITOR_ORPHAN_DEFERRED
     - Same for missing instrument data
     - Only mark recovery as "attempted" when an order was actually sent
     - attempt_orphan_recovery returns bool to track success
     
     Made-with: Cursor

167. lundi 13 avril 2026 à 16:13:17 8a053a1
     instruments + position_monitor: generic position actionability assessment and orphan recovery
     Afficher le corps du commit

     FASE B — Generic instrument-aware position assessment:
     - Added PositionActionability struct to instruments.rs with full constraint evaluation:
       qty_min, cost_min, global notional floor, instrument tradability
     - assess_position() on InstrumentConstraints: determines if a position is actionable,
       dust, or below minimums, with exact qty_deficit calculation
     - assess_position_actionability() convenience wrapper using cache + price_cache
     
     FASE C — Orphan detection now distinguishes actionable vs dust:
     - Dust orphans (below qty_min AND below notional floor): logged as INFO
       POSITION_MONITOR_DUST_ORPHAN, no longer pollute WARN signal
     - Actionable orphans: remain WARN with full instrument assessment data
     
     FASE D — Automatic orphan recovery:
     - attempt_orphan_recovery(): generic recovery for unprotected positions
     - If position is actionable: places trailing-stop at 0.4% (40 bps)
     - If position is below qty_min but recoverable: buys minimum top-up to reach
       qty_min, then places trailing-stop on full position
     - Safety guards: recovery_topup max $15 notional, one attempt per symbol per
       session, guard_prewire_notional on all orders, instrument constraints on all
       qty/price normalization
     - All orders labeled as orphan_recovery_topup / orphan_recovery_tsl in DB
     
     FASE E — market_exit_position hardened:
     - Now validates position actionability before attempting exit
     - Uses normalize_exit_qty + quantize for wire qty
     - Logs MONITOR_EXIT_NOT_ACTIONABLE when position is below exchange minimums
     
     Made-with: Cursor

168. lundi 13 avril 2026 à 15:31:13 7235a85
     position_monitor: add hard 1% loss cap, stale position exit, and 15-min regime shift
     Afficher le corps du commit

     Three critical position management rules added to the background monitor:
     
     1. Hard 1% loss cap (HARD_MAX_LOSS_BPS = -100): immediate market exit when
        unrealized loss exceeds -100 bps. Non-negotiable safety floor.
     
     2. Stale position exit: if price moves less than 3 bps over a 5-minute window
        and the position is underwater, exit at market. Prevents holding dead
        positions hoping for recovery that never comes.
     
     3. 15-minute regime shift: after 15 minutes of hold time, losing positions
        are exited at market. Winning positions get their trailing stop tightened
        to 40% of current distance to lock in gains.
     
     All three use a shared market_exit_position() helper that handles reconcile,
     market order submission, protection cancellation, and DB status updates.
     
     Priority order: hard loss cap > stale exit > regime shift > existing TP/trail.
     
     Made-with: Cursor

169. lundi 13 avril 2026 à 15:21:18 37fa1be
     feat: use trades_per_second in expansion classifier (activity spike + illiquidity filter)
     Afficher le corps du commit

     High trade frequency (≥2/sec) confirms genuine expansion activity (+0.15).
     Wide spread with near-zero trade activity (<0.1/sec) is illiquidity, not
     expansion — penalized -0.30 to suppress false positives.
     
     Made-with: Cursor

170. lundi 13 avril 2026 à 15:12:02 1ede5f4
     fix: remove CONCURRENTLY from expansion migration (sqlx runs in txn)
     Afficher le corps du commit

     Made-with: Cursor

171. lundi 13 avril 2026 à 15:06:51 4e49354
     feat: Phase 1 expansion classifier — label-only shadow/paper detection
     Afficher le corps du commit

     Adds expansion regime detection based on RESEARCH pool analysis (42K obs,
     7 days): spread ≥150bps, |microprice_dev| ≥40bps, vol ≥60bps, ignition
     Expansion/Ignition state, and expansion-prone regime (LOW_LIQUIDITY/CHAOS/
     HIGH_VOLATILITY). No execution path changes — labels only.
     
     - New module: analysis/expansion_classifier with classify_expansion()
     - Shadow trades: expansion classification in parity_detail_json + dedicated
       is_expansion/expansion_score columns (migration)
     - CDV detail_json: expansion classification embedded
     - Shadow evaluator: expansion shadows use 5min TP/SL window (vs 90s normal)
     - Structured logging: EXPANSION_DETECTED per candidate in pipeline
     
     Made-with: Cursor

172. lundi 13 avril 2026 à 14:03:01 c07b349
     fix: shadow CLI evaluates all pending shadows, not just one run_id
     Afficher le corps du commit

     The backfill needs to resolve shadows across all run_ids, not just
     the freshest active. Uses evaluate_all_pending_shadow_trades.
     
     Made-with: Cursor

173. lundi 13 avril 2026 à 14:02:23 cbff68f
     readiness: gate surplus spread relaxation on trade density
     Afficher le corps du commit

     Wide spread + high surplus but no trade activity = illiquid gap, not
     expansion pressure. Surplus-based spread anchor relaxation now scales
     linearly with trade_density: zero relaxation below 0.3 trades/sec
     (~18/min), full factor at 1.5 trades/sec (~90/min). Prevents admitting
     candidates with 140 bps spread on dead books.
     
     Made-with: Cursor

174. lundi 13 avril 2026 à 13:58:22 a9266ba
     fix: shadow_id is UUID not i64 in shadow evaluator structs
     Afficher le corps du commit

     Made-with: Cursor

175. lundi 13 avril 2026 à 13:53:42 d87b8b4
     fix: add analyze-shadow-readiness to cli_mode() dispatch table
     Afficher le corps du commit

     Without this, the binary didn't recognize the mode and fell through
     to default observe startup instead of running shadow evaluation.
     
     Made-with: Cursor

176. lundi 13 avril 2026 à 13:42:48 23fb8f7
     ops: reduce log volume ~42% by downgrading per-symbol diagnostics to trace
     Afficher le corps du commit

     Downgraded from info to trace:
     - REGIME_STRATEGY_SET (579/min → per-symbol regime diagnostic)
     - STRATEGY_FANOUT (579/min → per-symbol candidate count)
     - ENTRY_DIRECTION (579/min → per-symbol microprice direction)
     - ROUTE_ECONOMY_SHADOW_DIVERGENCE (376/min → readiness shadow)
     
     Retained at info: PATH_TAPE_EXIT_ROUTING, FLOW_SUBMIT, EXIT_COMPLETED,
     POSITION_MONITOR_*, V2_PIPELINE_*, emergency logs — all critical for
     live validation and diagnosis.
     
     Made-with: Cursor

177. lundi 13 avril 2026 à 13:40:42 e22bedf
     fix: shadow evaluator dual-pool resolution (decision + ingest)
     Afficher le corps du commit

     Shadow trades were never resolved (0/4951 pending) due to three bugs:
     1. No automatic worker — evaluate only via CLI, never periodic
     2. CLI routed to INGEST pool but shadow_trades lives on DECISION
     3. Single-pool SQL JOINed shadow_trades with trade_samples, but they
        live on different pools (decision vs ingest)
     
     Fix: rewrite evaluator to dual-pool pattern (same as backfill_shadow_markout_5m),
     integrate into edgeboard refresh worker for automatic periodic resolution,
     and add dedicated dual-pool CLI handler for analyze-shadow-readiness.
     
     Made-with: Cursor

178. lundi 13 avril 2026 à 13:34:21 d7c855e
     tune: relax spread anchor surplus factor for high-edge expansion trades
     Afficher le corps du commit

     HVP was confirmed to block zero positive-edge candidates. The actual
     secondary filter is readiness_SpreadTooWide, blocking 1212 candidates
     with avg 200 bps edge. Surplus relaxation factor raised from 0.20
     to 0.30 and cap from 60 to 80 bps, allowing high-surplus expansion
     trades through wider spreads while keeping base anchor at 80 bps.
     
     Effective threshold at surplus 200 bps: 140 bps (was 120).
     Effective threshold at surplus 300+ bps: 160 bps (was 140).
     
     Made-with: Cursor

179. lundi 13 avril 2026 à 13:26:23 56c0be8
     fix: exclude pure Maker entry during Ignition/Expansion states
     Afficher le corps du commit

     During Ignition/Expansion, fill certainty matters more than price
     improvement. Pure Maker limit orders in runaway markets typically
     never fill, missing large asymmetric moves (BLESS/USD pattern).
     
     Now filters out EntryMode::Maker when ignition state is Ignition
     or Expansion, keeping Taker and MakerFirstTakerFallback variants
     for immediate execution.
     
     Made-with: Cursor

180. lundi 13 avril 2026 à 13:19:05 a052fd1
     fix: position monitor now warns on orphaned positions without protection
     Afficher le corps du commit

     Previously, positions without a protection order (emergency_stop,
     exit_sl, ignition_sl) were silently skipped. This made orphaned
     positions invisible to operations. Now logs POSITION_MONITOR_ORPHAN_DETECTED
     every 30s refresh cycle when such positions exist, enabling faster
     manual intervention.
     
     Made-with: Cursor

181. lundi 13 avril 2026 à 13:13:40 5b1553a
     fix: CDV fill_prob_snapshot -> entry_fill_probability in forensic review
     Afficher le corps du commit

     The candidate_decision_vectors table uses entry_fill_probability, not
     fill_prob_snapshot. The latter exists only on execution_orders.
     
     Made-with: Cursor

182. lundi 13 avril 2026 à 13:11:45 2aa57a3
     add: forensic trade review 36h — broad multi-population analysis
     Afficher le corps du commit

     Three scripts for comprehensive 36h forensic review:
     - forensic_trade_review_36h.sql: DECISION pool (phases A/B/C/H/I/J/K)
     - forensic_forward_returns_36h.sql: RESEARCH pool (phases D/E)
     - run_forensic_trade_review_36h.sh: runner with DB precheck
     
     Covers filled trades, acked-but-unfilled, blocked candidates, shadow
     trades, forward returns horizon analysis, and ex ante detectability.
     
     Made-with: Cursor

183. lundi 13 avril 2026 à 13:06:17 e5c2b87
     fix: broaden AcceleratingContinuation gate + widen ThinSlow SL/TP
     Afficher le corps du commit

     AcceleratingContinuation: remove move_bps < 180 cap and widen spread
     gate from 45 to 80 bps. The move cap was counterproductive — it
     excluded the large expansion moves we want trailing stops for.
     
     ThinSlow: widen SL from -28 to -55 and TP from 40 to 55 bps. Trades
     that legitimately remain ThinSlow (Ineligible tier, very low trade
     count) need more room — -28 bps stopped them out on normal noise
     in coins with 10+ bps spreads.
     
     Made-with: Cursor

184. lundi 13 avril 2026 à 12:50:18 a588cf9
     fix: path tape shortcircuit — use soft_min_trades as default when tape gate disabled
     Afficher le corps du commit

     When TAPE_ENTRY_GATE_ENABLE=false, rolling_trades is None. Previously
     unwrap_or_default() yielded 0, which is always < soft_min_trades (8),
     forcing every trade into ThinSlow and bypassing all other classification
     paths (ignition, spread/move, route_family). This destroyed pipeline
     trailing choices for 34% of trades and locked all exits to static SL -28 bps.
     
     Now uses soft_min_trades as the default so 8 < 8 is false and the full
     classify_path_tape logic is reached.
     
     Made-with: Cursor

185. lundi 13 avril 2026 à 12:33:16 a465c55
     add case analysis SQL for FUN/SPELL/DOT/BLESS exit forensics
     Afficher le corps du commit

     Made-with: Cursor

186. lundi 13 avril 2026 à 11:58:35 6f27549
     add: markout analysis SQL for edge_bias_entry_capture diagnostics
     Afficher le corps du commit

     Temporary diagnostic script to determine whether edge is lost
     pre-entry (selection/prediction) or post-entry (exits/protection)
     by analyzing realized_move_window_3m/5m/10m markouts.
     
     Made-with: Cursor

187. lundi 13 avril 2026 à 11:18:26 11d6510
     fix: pre-aggregate realized_pnl to prevent partial-fill fan-out in edge report
     Afficher le corps du commit

     realized_pnl has one row per partial exit fill (no UNIQUE on
     entry_order_id). The previous LEFT JOIN with OR produced multiple rows
     per entry trade when exits had partial fills, causing each partial row
     to carry the full predicted_edge_bps but only a fraction of realized
     PnL. This systematically inflated mean_bias_bps and overcounted
     n_trades in all aggregate sections.
     
     Fix: add a pnl_agg CTE that sums realized_pnl_quote and computes
     qty-weighted avg exit price per entry_order_id, then INNER JOIN once
     per entry trade. Applied consistently across all 6 report sections.
     
     Section 0 now also shows realized_pnl_distinct_entries for quick
     fan-out detection.
     
     Made-with: Cursor

188. lundi 13 avril 2026 à 11:03:14 17de5e1
     feat: make edge/sizing tuning parameters env-overridable
     Afficher le corps du commit

     Prepare for data-driven tuning based on predicted-vs-realized edge report
     (Fase 4). All parameters keep current defaults; changes only take effect
     when env vars are set.
     
     New overrides:
     - SIZING_EDGE_SIGMOID_K (default 0.02, clamp 0.005-0.10): controls
       position sizing differentiation by edge magnitude
     - ROUTE_WAIT_RISK_TAKER_BASE (default 1.0): base wait risk for taker entries
     - ROUTE_WAIT_RISK_MAKER_BASE (default 2.5): base wait risk for maker entries
     - ROUTE_EXIT_DRAG_GLOBAL_MULT (default 1.0): global multiplier on all
       regime exit drag factors
     
     Existing override ROUTE_MIN_NET_EDGE_BPS (default 0.0) already covers
     the minimum edge threshold.
     
     All env reads cached via OnceLock for zero hot-path overhead.
     
     Made-with: Cursor

189. lundi 13 avril 2026 à 11:01:18 ede473d
     feat: add predicted vs realized edge report (CDV + fills + PnL)
     Afficher le corps du commit

     New SQL report and shell wrapper that joins candidate_decision_vectors
     (predicted edge at admission) with fills and realized_pnl to measure
     systematic bias in the cost model.
     
     Sections:
      0. Data availability check
      1. Per-trade detail (latest 100)
      2. Aggregate bias by route_type
      3. Aggregate bias by entry_mode
      4. Aggregate bias by horizon
      5. Cost component decomposition vs realized
      6. Bias by predicted edge bucket
     
     Runs against DECISION pool with db_target_precheck. Read-only, zero
     runtime impact.
     
     Made-with: Cursor

190. lundi 13 avril 2026 à 10:58:36 9cad674
     feat: enable OTO conditional trailing stop for limit entries
     Afficher le corps du commit

     Remove the order_type == "market" guard so that limit entries with
     oto_trail_bps > 0 also submit the conditional trailing-stop child via
     Kraken's OTO mechanism. Previously only market orders got atomic OTO
     protection; limit entries fell back to manual post-fill trailing
     placement with a timing window.
     
     cl_ord_id is omitted on the wire when conditional is set (Kraken
     constraint); correlation falls back to order_id + symbol matching
     which the OrderTracker already supports.
     
     Log now includes primary_order_type for observability of limit vs
     market OTO submissions.
     
     Made-with: Cursor

191. lundi 13 avril 2026 à 10:57:54 dcbf3db
     safety: arm DMS on dedicated runner WS to protect standalone run-execution-once
     Afficher le corps du commit

     When using a dedicated WS connection (no shared hub), the dead man's switch
     was not armed. If the process crashes with open orders, those orders would
     remain indefinitely on the exchange.
     
     Arm cancel_all_orders_after(60s) immediately after connecting the dedicated
     private WS, and re-arm on reconnect. The 60s timeout matches the hub pattern.
     For the short-lived one-shot runner, the DMS auto-expires after process exit
     (no explicit disarm needed at every return point).
     
     Made-with: Cursor

192. lundi 13 avril 2026 à 10:56:51 8c87d4d
     fix: thread hub through emergency_protect_with_retry so market_close escalation can succeed
     Afficher le corps du commit

     emergency_protect_with_retry passed hub: None to both protect_exposure and
     market_close_exposure. Since market_close_exposure requires a hub (returns
     HardFail("market_close_requires_hub") without one), the emergency market
     close escalation path in the run-execution-once runner could never succeed.
     
     Thread the hub parameter from submit_and_wait_for_execution_reports through
     to emergency_protect_with_retry and its downstream calls, so that when a hub
     is available the escalation path works correctly.
     
     Made-with: Cursor

193. lundi 13 avril 2026 à 10:02:54 8fd65a0
     Add DECISION SQL for post-fix recent lineage validation.
     Afficher le corps du commit

     Made-with: Cursor

194. dimanche 12 avril 2026 à 23:26:46 fa0360c
     Fix CDV lineage: bypass cap for admission_ok, log execution_precheck failures.
     Afficher le corps du commit

     Made-with: Cursor

195. dimanche 12 avril 2026 à 23:01:04 07b22f2
     Add DECISION-only lineage dashboard audit SQL and server entrypoint.
     Afficher le corps du commit

     Made-with: Cursor

196. dimanche 12 avril 2026 à 22:32:43 0e84c03
     docs(sql): align Status A for historical backfill exit repair cohort
     Afficher le corps du commit

     - Aggregate header: dual gate still_unrepaired=0 and skipped_with_marker=0;
       clarify repaired_without_first_hard vs anomaly bucket.
     - Detail header: cross-reference aggregate for Status A.
     
     Made-with: Cursor

197. dimanche 12 avril 2026 à 22:25:33 f82c33a
     fix(sql): status A requires skipped_with_marker=0 for repair cohort
     Afficher le corps du commit

     Align aggregate header comments and Rust module docs with dual gate:
     still_unrepaired=0 and skipped_with_marker=0; anomaly bucket not status-A-compatible.
     
     Made-with: Cursor

198. dimanche 12 avril 2026 à 22:21:01 0f1896e
     docs(sql): cohort-only repair validation + idempotency proof
     Afficher le corps du commit

     - Replace broad validate_48h with cohort_detail + cohort_aggregate (same basis as repair candidates).
     - Document marker payload keys, idempotency, status A gate, and race handling in repair module.
     - Link candidates header to cohort SQL; extend exit_coverage_semantics marker doc.
     
     Made-with: Cursor

199. dimanche 12 avril 2026 à 22:07:15 81eb051
     feat(execution): one-shot decision repair for pre-dispatch terminal backfill cohort
     Afficher le corps du commit

     - exit_coverage_semantics: repair idempotency event type constant.
     - raw_execution_backfill: shared dispatch_post_fill_exit_terminal_for_order with
       worker vs repair context; structured terminal outcomes.
     - historical_backfill_exit_repair: CLI repair-historical-decision-backfill-exit-once
       reuses dispatch, writes marker, 48h candidate SQL parity.
     - SQL: candidate selection + post-repair 48h validation (replay-aligned first_child).
     
     Made-with: Cursor

200. dimanche 12 avril 2026 à 21:44:21 0dea789
     fix(execution): close NULL-child replay gap for terminal fill backfill
     Afficher le corps du commit

     - ws_handler: when terminal filled has fill_qty=0 but fills ledger is full,
       emit EntryFillInfo so the runner runs post-fill exit.
     - raw_execution_backfill: after filled_terminal_backfill, spawn dispatch
       that runs exit_lifecycle when enabled, with emergency protect fallback.
     - exit_coverage_semantics + replay SQL: treat ignition_sl as first-hard
       protection; replay matches orphan emergency_stop within 30m window.
     
     Made-with: Cursor

201. dimanche 12 avril 2026 à 20:45:31 9870b04
     Document partial-fill protection vs exit coverage status split
     Afficher le corps du commit

     detect_partial_fill_protection already uses PROTECTION_CONFIRMED_EXIT_STATUSES_SQL;
     add explicit comments so it is never merged with EXIT_COVERAGE_STATUSES_SQL for triage.
     
     Made-with: Cursor

202. dimanche 12 avril 2026 à 20:44:37 b8d6868
     Replay SQL: match first-hard child by strategy_context regardless of terminal status
     Afficher le corps du commit

     Made-with: Cursor

203. dimanche 12 avril 2026 à 20:44:21 4cb3bf8
     Replay SQL: exclude non-entry filled rows from entries CTE
     Afficher le corps du commit

     Made-with: Cursor

204. dimanche 12 avril 2026 à 20:40:16 316e6ef
     Align exit coverage semantics across reconcile, lock, and audits
     Afficher le corps du commit

     - Add exit_coverage_semantics.rs (EXIT_COVERAGE_STATUSES_SQL includes suspect;
       split PROTECTION_CONFIRMED for fill-log triage; first-hard strategy contexts).
     - Wire load_open_exit_qty, protection_flow IF classification, symbol lock, and
       orphan cleanup to the same coverage set; orphan stale flat+flat rows to canceled
       so lock can clear under Option A.
     - Align safety_invariants_audit and doctrine Section 7 (parent_order_id filter).
     - Add scripts/sql/entry_first_hard_protection_replay.sql for post-deploy replay.
     
     Made-with: Cursor

205. dimanche 12 avril 2026 à 20:29:29 254ba60
     fix(reporting): prefer pipeline CDV over execution_precheck per trace
     Afficher le corps du commit

     Use ROW_NUMBER partitioned by decision_trace_id with ordering:
     route_type present first, non-execution_precheck second, id desc.
     Applied to edge survival audit SQL and per-symbol mandate/executable
     CDV ranking in edge_detection.
     
     Made-with: Cursor

206. dimanche 12 avril 2026 à 20:23:49 b761dd3
     fix(exposure): narrow statuses for partial-fill protection confirmed log
     Afficher le corps du commit

     detect_partial_fill_protection must not treat cancel_requested or
     reconcile* rows as EXPOSURE_PROTECTION_CONFIRMED; keep OPEN_EXIT_ORDER
     statuses for open-qty aggregation only.
     
     Made-with: Cursor

207. dimanche 12 avril 2026 à 20:20:47 c5062b7
     fix(execution): count reconcile exits as open coverage; process fill batch; arm trace event
     Afficher le corps du commit

     - Treat execution_orders in reconcile/reconcile_required as open for exit-qty
       aggregation and partial-fill protection checks, closing false unprotected gaps
       that delayed periodic emergency protection.
     - Runner: apply all executions reports in a batch (no early break); only arm
       exit phase for the active intent symbol; run ensure_protection for each exit fill.
     - Persist exit_lifecycle_armed on entry order_id in execution_order_events after
       lifecycle registration (static vs native trailing path).
     
     Made-with: Cursor

208. dimanche 12 avril 2026 à 20:18:02 6d5b94e
     fix(execution): route_type trace on CDV, pullback edge floor, CDV persist errors
     Afficher le corps du commit

     - Carry V2 RouteType string on Outcome and ExecutionIntent into flow execution.
     - Runner execution_precheck CDV now sets route_type and prefers route_family_for_bias.
     - Log CDV insert failures instead of silent .ok() drops.
     - PullbackContinuation admission uses +1.5 bps stricter net edge floor.
     
     Made-with: Cursor

209. dimanche 12 avril 2026 à 18:12:36 68077ae
     feat(edge-exit): drift acceleration uplift, breakout tie rank, earlier BE/trail
     Afficher le corps du commit

     - Add momentum_acceleration_uplift_for_edge (1m vs 5m aligned drift + optional
       accel_positive bump), capped at 1.10, for breakout path and breakout/momentum
       move-thesis only (no guard changes).
     - On near-tie scores, prefer BreakoutContinuation over pump/dump fade routes.
     - Lower breakeven activation floor (18 bps) in monitor and static-SL lifecycle;
       tighten trail curve reference (230 bps) for earlier distance reduction on profit.
     
     Made-with: Cursor

210. dimanche 12 avril 2026 à 17:06:38 2dd551a
     fix(route-expectancy): suppress move-thesis for NoTrade routes
     Afficher le corps du commit

     NoTrade uses a null path; dispatching MeanReversion thesis from features
     could inflate move_basis while the route is non-plausible. Short-circuit
     to a zero thesis breakdown and make move_thesis_family_for_route(NoTrade)
     unreachable to preserve semantic alignment.
     
     Made-with: Cursor

211. dimanche 12 avril 2026 à 16:01:06 38d5752
     Add CDV regression tests, scoped post-fix validation script, idle funnel label.
     Afficher le corps du commit

     - Expose pipeline CDV cap and route_family mapping for tests; document recycle cdv_persist=false via RECYCLE_SYMBOL_PIPELINE_CDV_PERSIST.
     - run-execution-once uses RUN_ONCE_STRATEGY_PIPELINE_EVALUATION_CYCLE for explicit Some(_) contract.
     - Funnel rows with zero outcomes set top_route_family to __idle_empty__ (resolved_top_route_family_for_funnel_row).
     - scripts/cdv_postfix_validation.sh: decision precheck + CDV/funnel queries scoped to one execution_run_id.
     
     Made-with: Cursor

212. dimanche 12 avril 2026 à 14:44:17 84e92cd
     fix(execution): stop recycle CDV fan-out; cap pipeline CDV rows per symbol/family
     Afficher le corps du commit

     - Add cdv_persist flag to run_strategy_pipeline_v2*; recycle/Loop-A paths pass false so
       candidate_decision_vectors are not written with NULL evaluation_index from high-frequency
       refresh (same root cause as pullback explosion).
     - Cap successful CDV inserts at 64 per (symbol, route_family) per pipeline invocation.
     - run-execution-once uses evaluation_index Some(0) when persisting CDVs.
     
     Made-with: Cursor

213. dimanche 12 avril 2026 à 03:20:13 0bba554
     fix(db): keep execution_eval_cycle_funnel created_at on upsert; add updated_at
     Afficher le corps du commit

     Made-with: Cursor

214. dimanche 12 avril 2026 à 03:15:39 4f4ec79
     fix(decision-migration): guard lineage DDL when ingest_epochs absent
     Afficher le corps du commit

     Made-with: Cursor

215. dimanche 12 avril 2026 à 03:09:16 68f623e
     Add execution↔ingest lineage columns and per-eval funnel metrics
     Afficher le corps du commit

     - Ingest: ingest_epochs.execution_run_id and execution_universe_snapshots.execution_run_id;
       create_epoch/insert snapshot take optional execution consumer id (live_runner passes it).
     - Decision: execution_eval_cycle_funnel table with pipeline vs heap vs orders per evaluation_index.
     - live_runner: dual-run logging (execution_run_id vs market_run_id), FUNNEL_EVAL_NARROWING,
       upsert funnel row on completed eval and no-heap-execute path; exec-only parity.
     - epoch_queries: snapshot_by_id returns execution_run_id.
     
     Made-with: Cursor

216. dimanche 12 avril 2026 à 00:15:33 f868edb
     fix(obs): truthful eval cycle logs and readiness/CDV timing proof
     Afficher le corps du commit

     - Replace misleading early LIVE_EVALUATION_STARTED with LIVE_EVALUATION_CYCLE_ENTERED (ingest + execution-only).
     - Log READINESS_ANALYSIS_BEGIN/END around run_readiness_analysis_for_run_from_state.
     - Emit LIVE_EVALUATION_STARTED only after readiness, before readiness CDV spawn; add CDV_READINESS_PERSIST_SPAWNED.
     - Log FIRST_CDV_WRITTEN once per readiness persist spawn (ingest + execution-only).
     - Update l3_capacity_report drift grep to prefer CYCLE_ENTERED with STARTED fallback for old logs.
     
     Made-with: Cursor

217. samedi 11 avril 2026 à 23:29:57 da0a942
     feat(obs): counterfactual_targets_v1 pack for ECO cost and lifecycle previews
     Afficher le corps du commit

     - Extend CDV detail_json with multi-target counterfactual_targets_v1 (read-only).
     - Fix volume LOW_LIQUIDITY scope to liquidity_vacuum activation (+ legacy route key).
     - Add liquidity_low_liquidity_fee parallel cost_band counterfactual (env-gated).
     - Decouple volume counterfactual quantiles from live calibration flag; keep live mix under CALIBRATION_V1 only.
     - Add pullback_continuation_exit_mismatch_preview and momentum_high_vol_spread_preview targets.
     - Add decision-pool SQL checkpoint helper for time-window aggregates.
     
     Made-with: Cursor

218. samedi 11 avril 2026 à 22:52:27 7fa4278
     Add read-only ECO-1A counterfactual observability for Volume low-liquidity.
     Afficher le corps du commit

     Compute and persist scoped old-vs-new ECO-1A cost and zone deltas for Volume/LOW_LIQUIDITY even when activation is off, so event density and counterfactual impact can be measured without changing admission or order behavior.
     
     Made-with: Cursor

219. samedi 11 avril 2026 à 22:28:45 6aba72a
     Tune ECO-1A Volume low-liquidity calibration coefficients.
     Afficher le corps du commit

     Adjust the scoped ECO-1A target profile mix and fee multipliers toward maker-dominant assumptions so the route-local cost representation no longer drifts median costs upward under observed Volume low-liquidity baselines.
     
     Made-with: Cursor

220. samedi 11 avril 2026 à 22:18:45 31dba1e
     Add scoped ECO-1A Volume low-liquidity cost calibration.
     Afficher le corps du commit

     Introduce a flag-gated, route+regime-local ECO-1A override for Volume in LOW_LIQUIDITY that adjusts only fee/profile-mix cost representation and persists old/new mix and cost-band deltas for explicit observability without broad gate changes.
     
     Made-with: Cursor

221. samedi 11 avril 2026 à 18:32:56 83051fa
     fix ECO enrichment on primary strategy-pipeline CDV path
     Afficher le corps du commit

     Apply route-cost profile and decomposition enrichment when candidate vectors are persisted from strategy_pipeline, so live CDV rows carry ECO-1/ECO-2 fields under the feature flags.
     
     Made-with: Cursor

222. samedi 11 avril 2026 à 18:24:59 bf767e9
     add route-profile cost mixture and cost-band observability for ECO-1/ECO-2
     Afficher le corps du commit

     This adds flag-gated CDV enrichment for execution-profile weighted costs and band semantics, plus a decision-pool monitor SQL to inspect profile mix, component causality, and near-miss clusters without changing runtime thresholds.
     
     Made-with: Cursor

223. samedi 11 avril 2026 à 15:32:50 2c36e84
     sizing: use instrument effective_min_notional upstream in pipeline
     Afficher le corps du commit

     Previously the pipeline computed size=$10 (BASE_SIZE_MIN_QUOTE) but
     kraken_adapter silently floored qty to qty_min, creating a 3.6x
     exposure overshoot invisible to risk gate, edge calculation, and
     exit calibration.
     
     Fix: compute effective_min_notional = max(qty_min*price, cost_min, 10)
     in the V2 pipeline sizing step so the entire downstream chain (risk
     gate, plan_execution, edge-per-trade) sees the real notional.
     
     kraken_adapter qty_min floor kept as defense-in-depth with warning.
     
     Made-with: Cursor

224. samedi 11 avril 2026 à 15:08:59 c161fcc
     unlock: accept qty_min-forced notional overshoot in order prevalidation
     Afficher le corps du commit

     When exchange qty_min floors the order quantity above the intended
     notional (e.g. RAVE/USD qty_min=18 at $2.01 = $36 vs intended $10),
     the drift check treated this as FINAL_NOTIONAL_DRIFT_TOO_LARGE and
     blocked the order. This prevented all fills for coins where qty_min
     dominates the sizing floor.
     
     Fix: when order_qty is at qty_min floor, accept the exchange-imposed
     notional overshoot instead of bailing. Logged as QTY_MIN_FLOOR_OVERRIDE.
     
     Made-with: Cursor

225. samedi 11 avril 2026 à 14:57:08 777fbee
     unlock: allow new entries through MSP drift gate when no position exists
     Afficher le corps du commit

     The drift_detected flag in exposure_reconcile blocked ALL entries
     including for symbols with no existing position. This caused an
     infinite re-evaluation loop (~20ms cycles) for viable candidates
     like RAVE/USD that passed every other gate.
     
     Fix: only block on drift when there IS a position to protect.
     halt_state still unconditionally blocks (hard safety preserved).
     
     Rollback: MSP_DRIFT_BLOCKS_NEW_ENTRY=true restores old behavior.
     Made-with: Cursor

226. samedi 11 avril 2026 à 14:45:34 793c849
     docs: update Decimal inventory — Phase 2 complete
     Afficher le corps du commit

     instruments.rs, auth_ws.rs and 15 callers migrated. Outbound structs
     remain f64 (safe after quantization, deferred to P2 optional).
     Execution core internals downgraded from P0 to P1 (Phase 3) since
     boundary conversions now protect the wire.
     
     Made-with: Cursor

227. samedi 11 avril 2026 à 14:40:11 ba0fd0e
     decimal: handle scientific notation (7e-6) in de_decimal deserializer
     Afficher le corps du commit

     Kraken sends fee amounts like 7e-6 in execution snapshots. The
     Decimal::from_str family rejects scientific notation. Added f64 parse
     fallback in parse_decimal() — only used when exact parsing fails,
     preserving precision for normal numeric strings.
     
     Fixes PRIVATE_EXECUTION_PARSE_ERROR_DURABLE at startup.
     
     Made-with: Cursor

228. samedi 11 avril 2026 à 14:35:01 ed7d26b
     decimal: Phase 2 — instruments + order wire migrated to Decimal
     Afficher le corps du commit

     InstrumentConstraints fields (qty_min, qty_increment, price_increment,
     cost_min) now store Decimal. InstrumentPair serde uses de_decimal for
     lossless JSON→Decimal parsing from Kraken instrument channel.
     
     normalize_order/normalize_exit_qty use exact Decimal arithmetic —
     eliminates the quantize_wire_f64 string-reparse workaround for these paths.
     quantize_limit_price_for_kraken_wire and quantize_order_qty_for_kraken_wire
     now operate on Decimal.
     
     auth_ws order functions (add_order, add_stop_loss_order,
     add_trailing_stop_order, amend_order, amend_stop_loss_trigger,
     amend_trailing_stop_trigger_pct) accept Decimal for price/qty/trail_bps.
     Outbound JSON structs (AddOrderParams etc.) remain f64 — conversion
     happens via dec_to_wire() after quantization (safe: limited precision).
     
     All 15 downstream callers updated with boundary conversions
     (dec_f helper for f64→Decimal, .to_f64() for Decimal→f64).
     All 14 instrument tests pass.
     
     Made-with: Cursor

229. samedi 11 avril 2026 à 13:53:41 694b392
     docs: update Decimal inventory — Phase 1 serde ingress complete
     Afficher le corps du commit

     Mark TradeData, TickerData, ExecutionReport/Fee as migrated.
     Split outbound order params (AddOrderParams, TriggerParams, etc.)
     as remaining P0 for Phase 2.
     
     Made-with: Cursor

230. samedi 11 avril 2026 à 13:47:42 950bdd3
     decimal: ExecutionReport/ExecutionFee f64→Decimal at serde boundary
     Afficher le corps du commit

     All inbound private WS execution fields (order_qty, limit_price,
     cum_qty, cum_cost, last_qty, last_price, fee qty) now deserialize
     to Decimal via RawValue. ws_handler no longer needs Decimal::try_from(f64)
     conversions. compute_fill_price uses pure Decimal arithmetic.
     execution_holdings_cache converts to f64 at consumption (estimator, not SSOT).
     deterministic_proof test helpers use Decimal directly.
     
     Phase 1 of DECIMAL_F64_POLICY_AND_INVENTORY.md migration.
     
     Made-with: Cursor

231. samedi 11 avril 2026 à 13:43:22 c2657ac
     decimal: TickerData bid/ask/last/qty f64→Decimal at serde boundary
     Afficher le corps du commit

     Same RawValue-based lossless deserializer for ticker fields.
     price_cache still receives f64 via .to_f64() at call site (Phase 5).
     DB storage path (ticker_data_to_row) now uses Decimal directly.
     
     Made-with: Cursor

232. samedi 11 avril 2026 à 13:41:55 3ead075
     decimal: TradeData price/qty f64→Decimal at serde boundary
     Afficher le corps du commit

     Use RawValue-based custom deserializer (de_decimal) to parse
     Kraken JSON numbers directly to Decimal without f64 precision loss.
     Downstream consumers (trade_flow_window, horizon_movers) still receive
     f64 via explicit .to_f64() at call site; trade_data_to_row now uses
     Decimal directly for DB storage path.
     
     Phase 1 of DECIMAL_F64_POLICY_AND_INVENTORY.md migration.
     
     Made-with: Cursor

233. samedi 11 avril 2026 à 12:47:16 93e95b8
     policy: Decimal/f64 invariants for price-qty execution paths
     Afficher le corps du commit

     Add always-on Cursor rule, AGENTS.md pointer, and SSOT inventory doc
     with phased refactor plan. Motivated by L2 checksum production failure
     from float precision loss; no code refactor in this change.
     
     Made-with: Cursor

234. samedi 11 avril 2026 à 12:34:59 e830f33
     promote ROUTE_ECONOMY_SHADOW_DIVERGENCE from debug to info
     Afficher le corps du commit

     Shadow/compare divergences between the route-specific and generic
     economic paths need to be visible in production logs for Fase E
     validation.
     
     Made-with: Cursor

235. samedi 11 avril 2026 à 12:14:40 b96e944
     remove L2 checksum diagnostic logging after mismatch fix confirmed
     Afficher le corps du commit

     0/277555 mismatches over 10min with the string-precision + depth
     truncation fix. Remove L2_CHECKSUM_DIAG_FIRST_MISMATCH logging and
     checksum_payload_debug() method.
     
     Made-with: Cursor

236. samedi 11 avril 2026 à 11:58:45 8188ba4
     fix L2 checksum: truncate book to subscribed depth after each update
     Afficher le corps du commit

     Kraken docs: "after each update, the book should be truncated to your
     subscribed depth as you won't receive qty: 0 for price levels that
     fall out of scope." Without truncation, books grew to 41+ levels
     (subscribed depth = 25), causing stale levels to persist and checksum
     mismatches for high-activity pairs (BTC, ETH, TAO, RAVE).
     
     After previous fix brought mismatch rate from 98.7% to 6%, this
     addresses the remaining 4 symbols.
     
     Made-with: Cursor

237. samedi 11 avril 2026 à 11:53:05 6fdaa1c
     fix L2 checksum: single Decimal path from raw strings, no f64 intermediary
     Afficher le corps du commit

     Root cause of remaining mismatches: f64_to_decimal() and
     Decimal::from_str_exact() produced different Decimal values for the
     same price, causing BTreeMap key mismatches between the numeric book
     and the raw string map. payload_len=14 instead of expected ~300.
     
     Fix: eliminate the dual-path entirely. OrderBook now only uses
     apply_snapshot_from_strings/apply_update_from_strings which create
     Decimal keys via from_str_exact. Both the numeric BTreeMap and the
     checksum string BTreeMap use the same Decimal key. No f64 involved.
     
     Made-with: Cursor

238. samedi 11 avril 2026 à 11:47:14 cae1b02
     add L2_CHECKSUM_DIAG_FIRST_MISMATCH diagnostic for checksum debugging
     Afficher le corps du commit

     Logs the checksum payload, raw string availability, and exchange vs
     local values on the first mismatch per symbol to identify remaining
     checksum issues.
     
     Made-with: Cursor

239. samedi 11 avril 2026 à 11:41:16 965ae90
     fix L2 checksum: use RawValue to preserve exact Kraken wire precision
     Afficher le corps du commit

     Root cause: Kraken sends price/qty as JSON numbers with trailing zeros
     (e.g. 0.10000000). serde_json parsed these as f64 (0.1), losing the
     trailing zeros. The CRC32 checksum then produced "1" instead of the
     expected "10000000", causing 98.7% mismatch rate.
     
     Fix:
     - Enable serde_json raw_value feature
     - Add BookLevelRaw/BookDataRaw/BookMessageRaw structs that deserialize
       price/qty as Box<RawValue>, preserving the exact JSON number text
     - OrderBook now stores parallel bid_strings/ask_strings BTreeMaps with
       the original wire strings alongside the Decimal values
     - process_ws_message does a dual parse: f64 BookMessage for computation,
       BookMessageRaw for checksum strings
     - checksum_top10() reads original strings instead of Decimal::normalize()
     - extract_raw_strings() bridges RawValue to (Decimal, String, String)
     
     Made-with: Cursor

240. samedi 11 avril 2026 à 11:31:07 8391b39
     fix L2 checksum: preserve original string precision from Kraken WS
     Afficher le corps du commit

     Root cause: BookLevel deserialized price/qty as f64, losing trailing
     zeros (e.g. "0.10000000" → 0.1). The CRC32 checksum then used
     Decimal::normalize() which further stripped precision, producing
     completely different checksum strings than Kraken expects.
     
     Fix:
     - BookLevel now deserializes price/qty as String (with fallback for
       numeric JSON values)
     - OrderBook stores original strings in parallel BTreeMaps
       (bid_strings, ask_strings) alongside Decimal values
     - checksum_top10() uses original strings for CRC32 calculation
     - checksum_field_str() replaces checksum_field(): operates on raw
       strings instead of Decimal::normalize()
     
     This matches the Kraken WS v2 spec exactly: strip dot, strip leading
     zeros, concatenate asks (ascending) then bids (descending), CRC32.
     
     Made-with: Cursor

241. samedi 11 avril 2026 à 11:15:50 135174f
     promote HORIZON_HOT_STATE_BUDGET log from debug to info
     Afficher le corps du commit

     Makes horizon memory budget, entry count, and tradability count
     visible in production logs for Phase D validation.
     
     Made-with: Cursor

242. samedi 11 avril 2026 à 10:43:50 1ee7aa0
     add FAST_START_SIZING log line: base, ratio, reduced, final, floor_applied
     Afficher le corps du commit

     Emits a structured tracing::info on every apply_fast_start_sizing call
     when fast_start_active=true, making the ratio observable even when the
     BASE_SIZE_MIN_QUOTE floor dominates.
     
     Made-with: Cursor

243. samedi 11 avril 2026 à 09:54:42 79f31d8
     Fix review findings: remove spurious ROUTE_SPECIFIC_ECONOMY dependency, correct mirror terminology, reduce initial ring capacity
     Afficher le corps du commit

     - Remove ROUTE_SPECIFIC_ECONOMY → EXECUTION_L2_BOOK_ONLY dependency (was not in agreed model)
     - Reduce ring VecDeque initial capacity from 4096 to 256 (saves ~94KB/window on init)
     - memory_budget_bytes() now uses capacity() not len() for honest allocation reporting
     - MirrorHealth: rename queue_depth → batch_size, add backlog, flush_duration_ms
     - Track LAST_BACKLOG atomic for failed-write visibility
     - HORIZON_MIRROR_HEALTH log now shows batch_size + backlog separately
     - blocker_chain serialised as pipe-separated in mirror + logs for consistency
     
     Made-with: Cursor

244. samedi 11 avril 2026 à 09:43:23 baecb78
     Harden selector foundation: flag validation, bounded buffers, L2-mid sampling, blocker_chain, shadow compare, mirror backpressure, selector latency
     Afficher le corps du commit

     Phase C hardening:
     - Startup flag validation: invalid combos (e.g. FAST_START without L2_BOOK_ONLY) cause hard bail
     - Bootstrap ∩ L2 intersection logging with pool/l2/intersection counts
     - Silent exclusion reason_codes for bootstrap drops (rank_below_top_n, no_execution_l2)
     
     Phase D hardening:
     - Hard ring buffer cap (MAX_RING_SIZE=8192) prevents unbounded memory growth
     - L2-mid sampling (sample_l2_mid) prevents trade-only freeze in horizon windows
     - blocker_chain in TradabilityState (multi-blocker visibility)
     - Memory budget logging (HORIZON_HOT_STATE_BUDGET)
     - Mirror backpressure metrics: timing, lag, error tracking, health logging
     
     Phase E hardening:
     - Shadow/compare mode: old generic path evaluated alongside route-specific, divergences logged
     - Per-route suppression metrics (ROUTE_SUPPRESSION_METRICS)
     
     Phase F hardening:
     - Selector latency measurement (elapsed_us in return value + logs)
     - Best-score-per-symbol across horizons (HashMap replaces first-match HashSet)
     - Tradability score transparency (components string in candidate output)
     - blocker_chain carried through selector candidates
     
     Migration: add blocker_chain column to horizon_state_mirror
     Made-with: Cursor

245. samedi 11 avril 2026 à 09:27:04 ccb04fe
     Wire selector foundation into runtime (Phases C-F)
     Afficher le corps du commit

     - Fast-start: build_bootstrap_snapshot at startup when FAST_START_ENABLE,
       apply_fast_start_sizing at all three pipeline sizing points, deactivate
       on first full universe refresh
     - Hot state: record_trade in trade WS feed (gated by set_enabled),
       tradability::upsert in evaluation loop, flush_mirror periodic 5s task
     - Route economy: route_specific_economy threaded through readiness analysis
       and all evaluate_pair_readiness call sites
     - Selector V2: select_candidates called in V2 pipeline inner when
       SELECTOR_V2_ENABLE, filters tradable candidates by horizon-first set
     - All flags default false; existing behavior unchanged when flags off
     
     Made-with: Cursor

246. samedi 11 avril 2026 à 08:36:54 1f6f058
     P4: horizon-first selector module
     Afficher le corps du commit

     - pipeline/horizon_selector: select_candidates() ranks symbols by
       realized_move_bps * tradability_score across all horizons
     - Top-N per horizon union with first_blocker visibility
     - Reads from in-memory hot state only (horizon_movers, tradability,
       l2_book_registry) -- no DB scans in selector path
     
     Made-with: Cursor

247. samedi 11 avril 2026 à 08:35:20 6c2077a
     P3: route-specific economy in readiness gate
     Afficher le corps du commit

     - evaluate_pair_readiness: new `route_specific_economy` parameter
     - When true: pre-route only checks data_stale (safety); all spread/
       surplus/edge checks move into per-strategy match arms with route-
       specific thresholds (Liquidity 80bps, Momentum 30bps, Volume 50bps)
     - When false: old generic pre-route chain completely unchanged
     - New evaluate_route_specific() helper with per-strategy economic gates
     - All existing call sites pass false (behavioral parity until flag on)
     
     Made-with: Cursor

248. samedi 11 avril 2026 à 08:33:00 f8d84e6
     P2: horizon hot state + tradability + mirror
     Afficher le corps du commit

     - state/horizon_movers: DashMap-backed rolling windows per symbol x
       horizon (1m/3m/5m/10m/15m) with realized_move, range, vol_proxy
     - state/tradability: DashMap-backed per-symbol tradability state
       (spread, l2 freshness, stale detection, first_blocker)
     - state/horizon_mirror: flush_mirror() for 5s micro-batch UPSERT
       to horizon_state_mirror on DECISION pool
     - migration: CREATE TABLE krakenbot.horizon_state_mirror (additive)
     
     Made-with: Cursor

249. samedi 11 avril 2026 à 08:29:29 d595d7b
     P1b: bootstrap universe scoring, fast-start sizing, exclusion logging
     Afficher le corps du commit

     - universe: add build_bootstrap_snapshot() with simplified Pool-layer
       scoring (50% trade + 30% spread + 20% ticker) for fast-start
     - universe: add UNIVERSE_EXCLUSION debug logging at all filter points
       (below_min_activity, cooldown_active, universe_cap_exceeded)
     - sizing: add apply_fast_start_sizing() multiplier for bootstrap phase
     
     Made-with: Cursor

250. samedi 11 avril 2026 à 08:27:11 de5b3fd
     P1a: execution-side L2 book-only + registry enhancements
     Afficher le corps du commit

     - l2_feed::run_l2_feed now takes Option<WriterSender>; when None,
       book updates still populate l2_book_registry but DB writes are skipped
     - live_runner: when ingest_provides_data=true AND EXECUTION_L2_BOOK_ONLY=true,
       spawn L2 WS feed with writer=None (book-only mode)
     - l2_book_registry: add count(), all_symbols(), freshness_ms(), stale_symbols()
     - All existing call sites updated to pass Some(writer)
     
     Made-with: Cursor

251. samedi 11 avril 2026 à 08:22:30 0088a44
     P0: add selector V2 feature flag config fields
     Afficher le corps du commit

     Seven feature flags for phased selector foundation rollout:
     - SELECTOR_V2_ENABLE (master switch)
     - EXECUTION_L2_BOOK_ONLY (P1: execution-side L2 WS)
     - FAST_START_ENABLE (P1: bootstrap universe)
     - FAST_START_UNIVERSE_SIZE, FAST_START_SIZING_RATIO (P1 params)
     - HORIZON_HOT_STATE_ENABLE (P2: rolling window state)
     - ROUTE_SPECIFIC_ECONOMY (P3: per-route economic checks)
     
     All default false / no behavioral change until explicitly enabled.
     
     Made-with: Cursor

252. vendredi 10 avril 2026 à 22:15:09 4737664
     fix(observability): record last L2 book event time for ingest lag proof
     Afficher le corps du commit

     - Track last book snapshot/delta wall time per OrderBook and store in
       l2_snap_metrics.ts_exchange (Kraken book path has no trusted exchange clock here).
     - Clarify CDV book_age_ms as ticker WS recency, not L2 book age.
     
     Made-with: Cursor

253. vendredi 10 avril 2026 à 21:39:13 050736d
     docs(systemd): note enable --now for edgeboard tuning timer
     Afficher le corps du commit

     Made-with: Cursor

254. vendredi 10 avril 2026 à 21:27:50 de44f81
     fix: preserve spaces in snapshot_ts when building tuning metrics SQL
     Afficher le corps du commit

     Made-with: Cursor

255. vendredi 10 avril 2026 à 21:13:58 ff755df
     feat: hourly edgeboard cost spread tuning (phase 1)
     Afficher le corps du commit

     - Env EDGEBOARD_COST_SPREAD_FACTOR with Rust clamp [0.5,1.0]; explainability_json.cost_spread_factor
     - RESEARCH tables: edgeboard_cost_tuning_state, edgeboard_cost_tuning_iterations
     - Runner: db precheck, metrics SQL, decide.py state machine, persist transaction, markdown report
     - Optional auto-apply via EDGE_TUNING_AUTO_APPLY + .env.edgeboard_tuning + systemd restart
     - systemd timer/service; ingest/execution load optional env drop-in for promoted factor
     - Portable lock when flock(1) unavailable (macOS)
     
     Made-with: Cursor

256. vendredi 10 avril 2026 à 20:18:19 1b38ea1
     fix(shadow): persist parity_detail_json without price_cache via MSP/L2 fallback
     Afficher le corps du commit

     - resolve_v2_shadow_entry_price: price_cache, then market_state_projection, then ingest l2_snap_metrics
     - insert_v2_shadow_trade(_directed): pass ingest pool + data_run_id; bind entry_price_source
     - Shadow insert on no_price_snapshot_for_maker (previously continued without shadow)
     - insert_shadow_trades_engine_mode_blocked: optional ingest + data_run_id for price resolution
     
     Made-with: Cursor

257. vendredi 10 avril 2026 à 18:48:08 c35430a
     feat(observability): slippage, hold-time, and fee impact in public trading snapshot
     Afficher le corps du commit

     Add decision-DB aggregates for dashboard economics: slippage delta vs CDV
     estimate, closed-position hold benchmarks (1m/3m/15m), and fee burn vs
     24h net realized PnL. Document fields in OBSERVABILITY_SNAPSHOT_CONTRACT.
     
     Made-with: Cursor

258. vendredi 10 avril 2026 à 18:34:22 4a7f0d0
     fix(route_expectancy): add move_basis_override_bps to evaluate_route_candidate
     Afficher le corps du commit

     Callers (route_selector, route_selector_v2) already pass the 13th argument;
     committed tree was missing the parameter and body wiring, breaking release build.
     
     Made-with: Cursor

259. vendredi 10 avril 2026 à 18:24:23 cb3ff3a
     feat(shadow): persist parity_detail_json on shadow_trades insert
     Afficher le corps du commit

     - Decision migration for parity_detail_json JSONB
     - Wire assess_shadow_parity into legacy L2 and V2 shadow inserts
     - CHANGELOG unreleased note
     
     Made-with: Cursor

260. vendredi 10 avril 2026 à 18:22:07 94136ef
     fix(route,cdv): persist edge_source; ignition label; shadow parity tests
     Afficher le corps du commit

     - CDV INSERT + CandidateDecisionVector.edge_source; strategy_pipeline detail_json
     - Set EdgeSource::IgnitionShifted on legacy ignition enrich and V2 when vol present
     - Shadow parity tests for edge-floor economic mismatch vs comparable_to_live
     - Decision migration: candidate_decision_vectors.edge_source
     - CHANGELOG: unreleased notes for CDV + D8.3 raw_private_executions dedup
     
     Made-with: Cursor

261. vendredi 10 avril 2026 à 17:58:52 86964c3
     Fix shadow parity comparable check; defer high-edge trace clone.
     Afficher le corps du commit

     - assess_shadow_parity: split invariant unmodeled live gates from conditional
       gaps; apply <=1 only to conditional_missing (removes len<=4 tautology).
     - route_selector_v2: compute max expected_net_edge_bps without cloning;
       clone/sort only when top_edge >= 15 for HIGH_EDGE_CANDIDATE_TRACE.
     - Add unit tests for assess_shadow_parity.
     
     Made-with: Cursor

262. vendredi 10 avril 2026 à 17:52:42 a754cb6
     fix(route_engine): align horizon scaling docs, exit_drag×horizon_factor, passive hf_cap
     Afficher le corps du commit

     - DRY wait_risk: use RouteHorizon::horizon_factor (same √(T/T_H3m) as before)
     - D4.2: scale exit_drag_bps by horizon_factor so drag grows H1m→H15m like wait_risk
     - Passive spread: apply capped horizon_factor in weak branch (was horizon-blind)
     - Document momentum_time_factor vs horizon_factor; clarify time_adjusted_score math
     - Single hold_secs binding from effective_max_hold_secs; test horizon_factor monotonicity
     - Note candidate matrix uses H3m/H10m only, not full RouteHorizon::ALL
     
     Made-with: Cursor

263. vendredi 10 avril 2026 à 17:49:10 889ff1b
     fix(edge_heap): pass net edge into spread weight for execution_realism_score
     Afficher le corps du commit

     60-80 bps conditional weights were only used in the heap hardkill check;
     realism used spread_bucket_weight(..., None) → 0.0 → 0.05 clamp, so scores
     ignored the intended 0.40-0.70 band. Align realism with spread_bucket_weight_with_edge(edge).
     
     Add regression tests for conditional pass vs fail in the wide-spread band.
     
     Made-with: Cursor

264. vendredi 10 avril 2026 à 17:47:41 e85a66f
     fix(observe): correct UNIVERSE_DIFF overlap count + apply limit on fallback
     Afficher le corps du commit

     - Overlap was 2×|A∩B|; use |A|−|A\B| (equals |B|−|B\A| on deduped execution set)
     - Truncate hardcoded fallback when OBSERVE_SYMBOL_LIMIT is set (empty cache / error)
     
     Made-with: Cursor

265. vendredi 10 avril 2026 à 17:45:41 e92c7a1
     D9.1-D9.10: connect all spot strategy families with dedicated move_thesis modules
     Afficher le corps du commit

     - Create 7 new move_thesis modules: order_flow_imbalance, atr_breakout,
       ignition_momentum, tod_overlay, liquidity_sweep, scalping, grid
     - Wire all 14 StrategyFamily variants into exhaustive dispatch (no fallback)
     - Extend move_thesis_family_for_route to context-aware selection: market
       features determine when specialized families override the default
     - Add utc_hour field to MarketFeatures for TodOverlay time-of-day thesis
     - Test: all_families_have_dedicated_dispatch verifies no path_fallback
     - Audit: D9.1 ActivatedStrategy reachability confirmed (57 refs)
     - Audit: D9.2 mapping exhaustive, D9.3 ignition route_map clean
     
     Made-with: Cursor

266. vendredi 10 avril 2026 à 17:32:20 25dd8e5
     D8.1-D8.3: fill pipeline integrity + exchange_trade_id unique index
     Afficher le corps du commit

     - D8.1: escalate upsert failure from warn to error with atomic counter
     - D8.2: wire record_fill_feedback in ws_handler fill processing path
     - D8.3: partial unique index on exchange_trade_id (WHERE NOT NULL)
       with conflict handling for duplicate trade IDs with different event UIDs
       (migration: 20260410140000)
     
     Made-with: Cursor

267. vendredi 10 avril 2026 à 17:29:51 b6ec604
     D7.1-D7.2: shadow direction fix + ShadowParityRecord
     Afficher le corps du commit

     - insert_v2_shadow_trade_directed: direction parameter replaces LONG hardcode
     - ShadowParityRecord struct for structural parity assessment per shadow
       candidate: direction_correct, execution_eligible, missing_live_gates,
       comparable_to_live, parity_gaps
     - assess_shadow_parity function for building parity records
     
     Made-with: Cursor

268. vendredi 10 avril 2026 à 17:28:20 552f342
     D6.1+D6.3: choke_decide distinct readiness_allows + SymbolLockReason enum
     Afficher le corps du commit

     - choke_decide now receives pipeline readiness from Outcome.decision
       instead of duplicating system_live_ready — readiness_blocked branch
       is now operationally reachable
     - SymbolLockReason enum with ActiveOrders/SafetyStateLocked/
       PositionTruthDegraded/MspHaltOrDrift/UnprotectedExposure
     - check_symbol_execution_lock_reason returns (bool, Option<Reason>)
       for explicit lock explainability
     
     Made-with: Cursor

269. vendredi 10 avril 2026 à 17:26:34 5615b70
     D5.1-D5.2: candidate survival_stage + HIGH_EDGE_CANDIDATE_TRACE
     Afficher le corps du commit

     - CandidateDecisionVector gains survival_stage and edge_source fields
     - HIGH_EDGE_CANDIDATE_TRACE for top-3 candidates when best net_edge >= 15bps
       with full cost decomposition per candidate for disappearance forensics
     
     Made-with: Cursor

270. vendredi 10 avril 2026 à 17:25:10 96fd078
     D4.1-D4.6: cost model recalibration + spread conditional 80bps + tape gate log
     Afficher le corps du commit

     - wait_risk_bps = f(entry_mode, horizon, exit_regime) — structural economic model
     - route-specific exit_drag_bps multiplier (fade/passive differentiated)
     - maker-specific move_fee_ratio relaxation (0.90x floor)
     - L3 penalty differentiated by entry_mode (maker=0.60, taker=0.85)
     - spread_bucket_weight: hardkill raised to 80bps; 60-80bps conditional
       on net_edge > spread*0.5 (temporary safety rail for 60-80bps pass)
     - TAPE_GATE log with tape_count, tape_min, result per symbol
     
     Made-with: Cursor

271. vendredi 10 avril 2026 à 17:22:49 c367eea
     D3.1-D3.2: edge_source in ROUTE_EDGE_TABLE + edge_score_source passthrough
     Afficher le corps du commit

     - ROUTE_EDGE_TABLE log includes edge_source label for audit trail
     - ExecutionIntent gains edge_score_source from Outcome passthrough
     - flow_execution propagates source to intent for downstream tracing
     
     Made-with: Cursor

272. vendredi 10 avril 2026 à 17:21:11 10fd4f7
     D2.1-D2.4: horizon term structure + EdgeSource + edge_score_source
     Afficher le corps du commit

     - RouteHorizon expanded to H1m/H3m/H5m/H10m/H15m with sqrt-time scaling
     - EdgeSource enum (V1Linear, IgnitionShifted, AdaptiveScenario*, Bootstrap)
     - RouteCandidate gains edge_source, ignition_input_shifted,
       adaptive_move_input_used, adaptive_scenario_move_bps
     - Outcome gains edge_score_source for downstream audit trail
     - All existing Short/Medium references mapped to H3m/H10m (preserving
       exact max_hold_secs values)
     
     Made-with: Cursor

273. vendredi 10 avril 2026 à 17:18:04 730792c
     D1.1-D1.4: instrument-cache primary source for observe universe
     Afficher le corps du commit

     - resolve_observe_symbols() uses instrument cache as primary source;
       hardcoded 50 symbols become explicit degraded-mode fallback
     - OBSERVE_UNIVERSE_RESOLVED log at startup with source/degraded flag
     - DEGRADED_OBSERVE_MODE warning when fallback is active
     - UNIVERSE_DIFF log in live_runner showing observe vs execution gap
     - FEATURE_INCOMPLETE_REJECT per-symbol log with has_spread/has_micro/l2_count
     - OBSERVE_SYMBOL_LIMIT env added for optional primary cap
     
     Made-with: Cursor

274. vendredi 10 avril 2026 à 16:46:43 d415139
     fix(retention): bash integer parse for eligible count
     Afficher le corps du commit

     Made-with: Cursor

275. vendredi 10 avril 2026 à 16:42:25 24b8e10
     harden(retention): forensic reconciliation gate, closure_reason, locking
     Afficher le corps du commit

     Retention script rewritten with forensically hardened safety:
     
     1. RECONCILIATION GATE before any delete:
        - row_count match (Postgres vs sum of manifest row_counts)
        - symbol_count match (distinct symbols in PG vs manifest partitions)
        - checksum_sha256 re-verified on disk per Parquet file
        - parquet file existence and non-zero size check
        - durable reconcile log (.reconcile_log JSONL)
        - per-run pass/fail verdict; failed runs are never deleted
     
     2. ORPHAN SEMANTICS:
        - Migration adds closure_reason column to observation_runs
        - Retention script sets closure_reason='retention_orphan_close'
        - Normal shutdown paths set closure_reason='normal'
        - NULL = legacy/unclassified (backwards compatible)
     
     3. DELETE SAFETY:
        - Delete targets run_id (indexed), not ts_local (avoids cross-run leaks)
        - l2_snap_metrics has 0 FK constraints in/out (verified)
        - Post-delete verification: remaining rows must be 0
        - Idempotent: re-running skips already-deleted runs
     
     4. OPERATIONAL:
        - flock single-instance guard
        - Disk headroom precheck (default 50 GB minimum)
        - Timezone documented: Europe/Amsterdam (server timedatectl)
        - Restart=no on failure (investigate, don't retry blindly)
        - TimeoutStartSec=7200 for large exports
     
     Made-with: Cursor

276. vendredi 10 avril 2026 à 16:32:24 72e9325
     feat(retention): automated l2_snap_metrics lifecycle
     Afficher le corps du commit

     Adds scripts/l2_retention_cycle.sh with a 5-step safe pipeline:
     1. Close orphaned observation runs (ended_at IS NULL, inactive >48h)
     2. Parquet cold export via existing export-parquet-cold
     3. Verify Parquet manifests before any deletion
     4. Batch DELETE in chunks of 500K rows (avoids long locks)
     5. VACUUM ANALYZE to reclaim space
     
     Includes systemd timer (04:30 daily) and --dry-run mode for testing.
     
     Context: l2_snap_metrics grows ~34 GB/day for 600 markets; without
     retention the 616 GB free disk fills in ~18 days. 14-day retention
     keeps data useful for edgeboard training (7-day lookback) with margin.
     
     Made-with: Cursor

277. vendredi 10 avril 2026 à 16:05:26 9aba067
     fix(ingest): wire execution universe into periodic MMS + honest spawn log
     Afficher le corps du commit

     - Share one Arc<RwLock<Vec<String>>> with spawn_periodic_microstructure; clone_from
       snapshot.execution after each commit_snapshot (initial + refresh loop), matching live_runner.
     - spawn_periodic_microstructure returns bool; ingest logs SPAWNED only when true, else NOT_STARTED
       with obs/research/scope fields. Module docs note ingest updates the shared list.
     
     Made-with: Cursor

278. vendredi 10 avril 2026 à 15:58:46 af094b1
     fix(ingest): spawn periodic MMS capture in ingest runner
     Afficher le corps du commit

     The ingest runner was missing spawn_periodic_microstructure, causing
     market_microstructure_snapshots on research to go stale. Without fresh
     MMS data, all edgeboard candidates are filtered by the freshness gate
     (max 600s for 15m horizon), resulting in rows_scored=0 and no snapshot.
     
     Also set EDGEBOARD_LOOKBACK_DAYS=7 on server (.env) since data is only
     6 days old — the 90-day default was causing unnecessary full scans on
     the 470M-row l2_snap_metrics table.
     
     Made-with: Cursor

279. vendredi 10 avril 2026 à 14:56:24 9c04a32
     fix: spawn edgeboard refresh worker in run-ingest + export provenance fields
     Afficher le corps du commit

     Root cause: run-ingest mode did not spawn the edgeboard refresh worker,
     causing research snapshots to go stale and the dashboard to fall back to
     a single decision CDV row. This commit:
     
     1. Spawns `edgeboard_refresh_worker` in `ingest_runner.rs` (matching
        observe/live_runner behavior) so research snapshots are produced every
        60s when RESEARCH pool is available.
     
     2. Adds `edge_source_version` per signal row ("edgeboard_research" vs
        "decision_fallback") for dashboard provenance transparency.
     
     3. Adds `snapshot_age_ms` on Tier2EdgeboardSection for snapshot freshness
        visibility in the export payload.
     
     Made-with: Cursor

280. vendredi 10 avril 2026 à 14:09:54 6c7080a
     fix: restore ignition_confidence propagation on capital events
     Afficher le corps du commit

     Re-adds the ignition_confidence assignments removed in f38b0d1. The
     DB migration (20260410130000) is now applied, so the column exists.
     
     Made-with: Cursor

281. vendredi 10 avril 2026 à 14:01:38 f38b0d1
     Fix server compile mismatch in funnel event fields.
     Afficher le corps du commit

     Remove non-portable ignition_confidence assignments from capital funnel event writes so deploy builds cleanly against current server schema/state.
     
     Made-with: Cursor

282. vendredi 10 avril 2026 à 14:00:35 da9aead
     feat: regime follow-ups — parquet export, ignition_confidence, monitoring
     Afficher le corps du commit

     1. regime_origin added to parquet cold export (struct, SQL, builder, schema)
     2. ignition_confidence on funnel events (DB column + code propagation
        on CAPITAL_ALLOCATION_DECISION events)
     3. regime_missing_monitor.sql — monitoring queries for REGIME_MISSING
        events, regime origin distribution, confidence bands, bootstrap coverage
     
     Made-with: Cursor

283. vendredi 10 avril 2026 à 13:59:30 f3d1060
     Harden pre-wire notional guards across execution submit paths.
     Afficher le corps du commit

     Enforce canonical wire-notional validation on entry, exit/protection, and probe add_order flows to prevent unchecked submits from bypassing sizing safety invariants.
     
     Made-with: Cursor

284. vendredi 10 avril 2026 à 12:58:32 98e7f8a
     docs: production hardening regime reliability report
     Afficher le corps du commit

     Full audit: root cause elimination, hard fail-closed, V1/V2 parity,
     regime contract, production readiness acceptance criteria.
     
     Made-with: Cursor

285. vendredi 10 avril 2026 à 12:54:31 1f2adeb
     fix(observability): edgeboard visible snapshot + ingest-universe filter for public route board
     Afficher le corps du commit

     - Prefer latest_visible_edgeboard_* for research rows; fall back if empty
     - Fetch extra rows then filter to run_symbol_state symbols; align bundle run_id with status_run_id (epoch)
     - Add ingest_run_symbols query; renumber exported ranks after filter/truncate
     
     Made-with: Cursor

286. vendredi 10 avril 2026 à 12:52:53 d39e975
     feat: production-hardening regime reliability
     Afficher le corps du commit

     Root cause fixes:
     - V1 path: gap-fill ignition states for ALL symbols (synthetic metrics
       for symbols without trade data → engine returns Quiet with confidence 0.3)
     - V2 path: add IgnitionStateMachine computation (was completely missing)
       + same gap-filling as V1
     - Both paths now guarantee ignition_state = Some(...) for every candidate
     
     Hard fail-closed:
     - flow_execution.rs: replace .unwrap_or(Quiet) with hard block + REGIME_MISSING
       funnel event when ignition_state is None
     - runner.rs: same pattern for run-execution-once path
     - shadow_compare.rs: replace Quiet defaults with regime_missing
     
     Production contract:
     - New regime_contract module with RegimeContract struct
     - Validates observed origin, state presence, confidence
     - 3 unit tests for valid/invalid/all-states scenarios
     
     Reporting:
     - COALESCE(..., 'Quiet') → 'regime_missing' in throughput report
     
     Made-with: Cursor

287. vendredi 10 avril 2026 à 12:32:52 7d725fc
     docs: add regime truth audit report
     Afficher le corps du commit

     Documents the full regime provenance analysis: 99.998% of regime data
     was defaulted (not observed), provenance tracking now live, soft
     fail-closed policy recommended, historical data tagged with honest
     origin labels.
     
     Made-with: Cursor

288. vendredi 10 avril 2026 à 12:24:15 f62136f
     docs: changelog NL/EN/DE/FR + CHANGELOG_ENGINE for public trading UTC-day PnL (e13851f)
     Afficher le corps du commit

     Made-with: Cursor

289. vendredi 10 avril 2026 à 12:24:04 dc7b237
     fix: propagate ignition_state to all candidates, not just actionable
     Afficher le corps du commit

     Previously, ignition_state was only set on RouteCandidate when the
     state was Ignition/Expansion/Continuation (actionable). Quiet,
     Compression, and Exhaustion states from the engine were discarded,
     making observed Quiet indistinguishable from defaulted (no engine data).
     
     Now all candidates + winner receive the engine's state when available,
     enabling regime_origin provenance tracking.
     
     Made-with: Cursor

290. vendredi 10 avril 2026 à 12:22:46 e13851f
     feat(observability): UTC-day symbol PnL top winners/losers in public trading export
     Afficher le corps du commit

     - realized_pnl_sum_by_symbol_utc_today + top 3 positive / 3 most negative
     - Document contract in OBSERVABILITY_SNAPSHOT_CONTRACT
     - Ignore KapitaalBot-Website/ clone under engine repo
     
     Made-with: Cursor

291. vendredi 10 avril 2026 à 12:14:21 5b518a2
     feat: add regime_origin provenance to funnel events and CDV
     Afficher le corps du commit

     Distinguish observed vs defaulted ignition_state in live data.
     - New column regime_origin on trading_funnel_events and candidate_decision_vectors
     - Code patches: flow_execution.rs, runner.rs, strategy_pipeline.rs set origin
       based on whether ignition_state was Some (observed) or None (defaulted)
     - Migration: backfills historical data with derived_from_legacy_other / defaulted
     - Validation SQL queries for provenance distribution analysis
     
     Made-with: Cursor

292. vendredi 10 avril 2026 à 12:01:59 daa7c25
     feat(universe): pre-filter fiat and stable base assets
     Afficher le corps du commit

     Exclude fiat-base and stablecoin-base symbols before universe construction so non-actionable markets never enter ingest/execution selection for NL/EEA live runs.
     
     Made-with: Cursor

293. vendredi 10 avril 2026 à 11:58:52 eb79c0b
     refactor(taxonomy): eliminate Other/Unknown from live allocation and reporting
     Afficher le corps du commit

     Removes all catch-all buckets from live capital allocation, gating,
     and reporting paths. Every candidate now gets an explicit, economically
     meaningful label.
     
     RegimeBucket enum:
     - Removed: Other (catch-all for Quiet+Compression+Exhaustion)
     - Added: Quiet (no ignition, default), Compression (pre-breakout),
       Exhaustion (fading momentum) — each with distinct sizing multiplier
     - regime_bucket() now exhaustively matches all 6 IgnitionStateType variants
     
     Other removals:
     - PairClass::Unknown (dead variant, never constructed)
     - FillStyle::Unknown → FillStyle::Undetermined (descriptive)
     - "unknown" route_family defaults → "no_route", "no_trade", "no_trading"
     - "Unknown" regime defaults → "Quiet" (factual default state)
     - COALESCE(..., 'unknown') in SQL → descriptive labels (no_status, no_side, etc.)
     
     Legacy migration:
     - export.rs maps historical "Other" bucket → "quiet" for dashboard continuity
     
     Sizing multipliers (new):
       Quiet=0.7, Compression=0.85, Ignition=1.0,
       Expansion=1.1, Continuation=0.9, Exhaustion=0.6
     
     Proof: 0 occurrences of RegimeBucket::Other, PairClass::Unknown,
     FillStyle: :Unknown remain in src/**/*.rs
     Made-with: Cursor

294. vendredi 10 avril 2026 à 11:33:56 80211f7
     fix(allocator): remove regime-bucket fragmentation, single-pool 98% deploy
     Afficher le corps du commit

     Root cause: 152k INSUFFICIENT_CAPITAL rejects because regime bucketing
     gave "Other" bucket only 10% of equity (max 1 slot). With $130 equity
     this means $13 budget — barely 1 position while $117 sat unused.
     
     Changes:
     - Single-pool model: total budget = 0.98 * equity (no per-regime split)
     - Default max slots: 5 → 32 (configurable via MAX_CAPITAL_TOTAL_SLOTS)
     - Per-symbol limit = 1 (unchanged, good guardrail)
     - Edge-weighted sizing formula retained (sigmoid * confidence * liquidity)
     - base_size floor aligned to $10 (was $20 in allocator)
     - max_per_trade floor-guarded: max(equity * 0.25, $10)
     - Regime bucket kept as observability tag + mild sizing multiplier
     - 5 unit tests (pool capacity, floor reject, symbol dedup, edge scaling, deploy cap)
     
     Impact (historical replay, 20 recent runs, $130 equity):
     - Old: avg 1.0 positions admitted (budget/slot exhausted)
     - New: avg 3.9 positions admitted (all candidates that have positive edge)
     - Edge capture: 351 bps → 536 bps avg per run (+53%)
     
     Made-with: Cursor

295. vendredi 10 avril 2026 à 11:07:51 c1460d2
     fix(execution): enforce official EEA restriction universe filter
     Afficher le corps du commit

     Filter symbols against Kraken's official EEA 'cannot deposit or trade' list before execution universe selection so restricted assets like CHECK/USD are excluded proactively in NL/EEA runs.
     
     Made-with: Cursor

296. vendredi 10 avril 2026 à 11:06:45 9ecaf77
     fix: add quote_wall_ts: None to all test MarketFeatures constructors
     Afficher le corps du commit

     All 370 tests pass.
     
     Made-with: Cursor

297. vendredi 10 avril 2026 à 11:03:29 4b566a0
     P1: add thesis_family + expected_move_bps_at_decision to execution_orders
     Afficher le corps du commit

     Enables post-trade calibration: realized fill outcome vs expected move,
     segmented by thesis family, on the orders table instead of only CDV.
     
     - Migration: 20260410100100_execution_orders_thesis_family.sql
     - Add fields to SubmitMetrics, ExecutionIntent, insert_order
     - Flow execution populates from selected_outcome.route_family and expected_move_bps
     - Legacy callers (emergency_stop, external backfill) pass None
     
     Made-with: Cursor

298. vendredi 10 avril 2026 à 11:00:51 1533272
     P1: add quote_ts_source + book_age_ms to CDV for staleness auditing
     Afficher le corps du commit

     - Add wall_updated_at() to price_cache (returns ticker WS wall-clock timestamp)
     - Add quote_wall_ts to MarketFeatures (populated from price_cache)
     - Add quote_ts_source + book_age_ms columns to candidate_decision_vectors
     - Migration: 20260410100000_cdv_quote_staleness.sql
     - Pipeline populates both fields from price_cache at CDV persist time
     - Enables future regression: net_edge ~ book_age_ms, fill_rate ~ book_age_ms
     
     Made-with: Cursor

299. vendredi 10 avril 2026 à 10:56:31 72e055e
     P1: wire edge_latency_bps from signal freshness + realized vol
     Afficher le corps du commit

     Replace hardcoded exit_drag_latency_bps = 0.0 with diffusive decay model:
       latency_bps = vol_per_sec × sqrt(signal_age_secs) × 0.5
     
     Uses signal_freshness_secs (from price_cache last_trade_age) and
     realized_vol_bps (from ignition store) when available.
     Fallback uses spread as vol proxy when vol is unknown.
     
     Adds signal_freshness_secs and realized_vol_bps to ExitFeasibilityInputs.
     Route expectancy now passes MarketFeatures freshness/vol into exit model.
     Legacy readiness report paths pass None (no regression).
     
     Made-with: Cursor

300. vendredi 10 avril 2026 à 10:55:14 0ae2fd6
     P0: unblock V2 execution — sizing floor, headroom guard, edge-based liquidity override
     Afficher le corps du commit

     Capital allocator fix:
     - Lower BASE_SIZE_MIN_QUOTE 20→10 (match exchange floor)
     - Lower POSITION_SIZE_MIN_QUOTE default 20→10 (risk policy)
     - Runner: skip order when headroom < $10 instead of downsizing to non-executable notional
     
     Conflict lane fix:
     - Add high_edge_liquidity_override: when net_edge_bps >= threshold (default 80),
       allow illiquid candidates through with size penalty instead of hard-blocking
     - Env-configurable: CONFLICT_LANE_HIGH_EDGE_OVERRIDE_BPS, _SIZE_MULT
     - Test coverage for override behavior
     
     Fixes: MON/USD pullback blocked by NOTIONAL_TOO_SMALL ($4.27 < $10),
            MON/USD breakout blocked by position size 7.8 outside policy [20, 1000],
            USELESS/USD breakout blocked by conflict_lane_liquidity_tier despite 127 bps net edge.
     Made-with: Cursor

301. vendredi 10 avril 2026 à 09:04:01 334d621
     fix(route): use route-type family for move-thesis dispatch
     Afficher le corps du commit

     Replace fixed MomentumRide family dispatch in route expectancy with
     route-type mapped family (pullback/breakout/fade/market_making).
     Keeps existing path floor and thresholds unchanged.
     
     Made-with: Cursor

302. vendredi 10 avril 2026 à 08:49:24 106ad66
     obs(route): add ROUTE_MOVE_BASIS_TRACE breakdown for H4 measurement
     Afficher le corps du commit

     - expose move-thesis dispatch breakdown: family move, path floor, winner
     - log per-candidate ROUTE_MOVE_BASIS_TRACE with downstream v1_linear_net_bps and blocker
     - no threshold/economic logic changes
     
     Made-with: Cursor

303. vendredi 10 avril 2026 à 08:39:14 61fbbb1
     docs(audit): H4 move-thesis dispatch code audit + calib doc cross-link
     Afficher le corps du commit

     - Confirm single production path, max(momentum, 0.3*path) formula, callers
     - Classify as refactor gap; per-RouteType skew; minimal fix sketch + metrics
     - Correct pump_fade skew note; link from family research to H4 audit
     
     Made-with: Cursor

304. vendredi 10 avril 2026 à 08:30:35 4ca26fd
     docs(audit): V2 edge calibration per family research report
     Afficher le corps du commit

     Code-backed flow map, H1-H8 assessment, data sources, truth-table spec;
     flags move-thesis Momentum hardcode and V1 vs adaptive dual economy.
     
     Made-with: Cursor

305. jeudi 9 avril 2026 à 23:28:54 a01951b
     fix(observability): site edgeboard uses decision candidates when research snapshot is stale
     Afficher le corps du commit

     Why-No-Trade reads append-only decision telemetry; Live Route Board was tied to
     RESEARCH edgeboard_snapshots MAX(snapshot_ts), which can sit unchanged for a long
     time. After EDGEBOARD_EXPORT_DECISION_FALLBACK_MAX_SNAPSHOT_AGE_SECS (default 600s),
     prefer candidate_decision_vectors when non-empty so the board moves with admission
     traffic. Empty decision set keeps the research rows.
     
     Made-with: Cursor

306. jeudi 9 avril 2026 à 23:16:44 d2ec966
     obs(route): split V1 vs adaptive edge in ROUTE_EDGE_TABLE and candidate
     Afficher le corps du commit

     - RouteCandidate: v1_net_edge_after_soft_l3_bps, adaptive_override_applied,
       adaptive_ranking_edge_bps, adaptive_admit_reason; document before_l3 as V1 linear
     - route_expectancy: populate V1 post-soft-L3 snapshot; adaptive flags default off
     - route_selector_v2: set adaptive fields on admission override; extend ADAPTIVE_ADMISSION_OVERRIDE log
     - ROUTE_EDGE_TABLE: v1_cost_stack vs linear raw, labeled [V1_linear]/[V1_post_soft_l3]/[Ranking];
       no economic logic change
     
     Made-with: Cursor

307. jeudi 9 avril 2026 à 21:48:13 757876a
     feat(route): ROUTE_EDGE_TABLE decomp logs (gross vs tradable vs invalid)
     Afficher le corps du commit

     - Log three top-10 rankings per adaptive eval when ROUTE_EDGE_DECOMP_LOG=1:
       by_gross_move, tradable_top, invalid_near_tradable_top
     - Cost column reconciles capturable to pre-L3 net; log net pre/post L3 and conf
     - Stage2 blocker probe exports ROUTE_EDGE_DECOMP_LOG=1 by default
     
     Made-with: Cursor

308. jeudi 9 avril 2026 à 21:18:35 8a12512
     feat(routes): NEAR_TRADABLE_TOP_CANDIDATE log + probe focus default
     Afficher le corps du commit

     - Log single best invalid candidate (time_adjusted_score, tie-break edge) in
       adaptive and legacy route analysis; first_hard_blocker = dominant_reason_code.
     - stage2 blocker probe: default BLOCKER_PROBE_FOCUS=route_near_tradable (grep
       NEAR_TRADABLE_TOP_CANDIDATE); BLOCKER_PROBE_FOCUS=full restores wide regex.
     
     Made-with: Cursor

309. jeudi 9 avril 2026 à 20:45:52 bd065cf
     chore(scripts): blocker-probe prefer LIVE_EVALUATION_AUDIT tradable_count=0 over coarse NO_ORDER
     Afficher le corps du commit

     Made-with: Cursor

310. jeudi 9 avril 2026 à 20:37:17 dd4e922
     chore(scripts): blocker-probe default BOOTSTRAP_MIN_CONFIDENCE=0.19 (canary-only)
     Afficher le corps du commit

     35m canary script unchanged at 0.28; probe-only default to pass marginal live conf
     after net edge is already above min_net.
     
     Made-with: Cursor

311. jeudi 9 avril 2026 à 20:22:47 8137c08
     chore(scripts): widen blocker-probe regex for MSP, safety, submit failures
     Afficher le corps du commit

     Made-with: Cursor

312. jeudi 9 avril 2026 à 20:21:20 5a817e6
     feat(execution): blocker probe script + honest funnel + capital reject log
     Afficher le corps du commit

     - Add scripts/stage2_tiny_cap_blocker_probe.sh: tiny-cap env, tail+grep first
       hard-blocker line, TERM run-execution-live, exit 10 on hit (timeout ceiling).
     - Log CAPITAL_ALLOCATION_REJECTED in flow_execute_single_candidate with
       reject_reason and sizing inputs for first-blocker truth.
     - STANDARD_FUNNEL_COUNTERS: stop hardcoding capital_ok=0; emit n/a for async
       capital/precheck layers until per-eval instrumentation exists.
     
     Made-with: Cursor

313. jeudi 9 avril 2026 à 19:33:37 2c60b6a
     fix(scripts): stage2 35m canary forces interval/caps; BOOTSTRAP_EDGE_MODE on
     Afficher le corps du commit

     Unconditional tiny-cap limits and 300s eval interval so server .env cannot
     widen the proof profile. BOOTSTRAP_MIN_CONFIDENCE still overridable.
     
     Made-with: Cursor

314. jeudi 9 avril 2026 à 19:32:28 574bd64
     chore(scripts): Stage 2 tiny-cap 35m canary with strict caps + bootstrap confidence override
     Afficher le corps du commit

     Adds stage2_tiny_cap_canary_35m.sh: LIVE_VALIDATION_RUNTIME_MINUTES=35,
     tight live_validation + bootstrap position/notional caps, default
     BOOTSTRAP_MIN_CONFIDENCE=0.28 for quick proof of execution-flow unblock.
     
     Made-with: Cursor

315. jeudi 9 avril 2026 à 19:23:10 75c88d6
     fix(observability): V2_PIPELINE_COMPLETE reflects post-bootstrap outcomes
     Afficher le corps du commit

     Log pre-bootstrap execute count as V2_PIPELINE_PRE_BOOTSTRAP; emit
     V2_PIPELINE_COMPLETE after apply_bootstrap_live_edge_to_v2_outcomes with
     final execute/skip counts so live_runner PIPELINE_LATENCY_PROFILE matches
     pipeline completion logs.
     
     Made-with: Cursor

316. jeudi 9 avril 2026 à 18:52:01 286860d
     fix(execution): generation gate uses ingest data_run_id for state_generation_id
     Afficher le corps du commit

     Under dual-DB live execution, refresh_run_symbol_state writes run_symbol_state
     for the epoch data_run_id while the gate read used execution run_id, yielding
     visible_generation_id=None and clearing exec_allowed every cycle.
     
     Read MAX(generation_id) for the same ingest key as refresh. Document contract
     on state_generation_id. Exec-only path unchanged (refresh already uses run_id).
     
     Made-with: Cursor

317. jeudi 9 avril 2026 à 18:50:35 a14c4ac
     docs: canary closure (2026-04-09) — SSOT §7 + epoch + index
     Afficher le corps du commit

     Made-with: Cursor

318. jeudi 9 avril 2026 à 17:57:55 d0de648
     docs: epoch policy — refactor merged, canary (~70m) as runtime proof layer
     Afficher le corps du commit

     - DOCUMENTATION_EPOCH: LIVE = current binary; SPEC docs = design archive; legacy pre-2026-04-09
     - DOC_INDEX + ENGINE_SSOT: align with completed refactor + pending canary closure for SSOT matrix
     
     Made-with: Cursor

319. jeudi 9 avril 2026 à 17:51:01 2b163c5
     docs: align synced site docs with route-centric canon + ingest state SoT
     Afficher le corps du commit

     - DOC_INDEX, LIVE_RUNBOOK: correct evaluation loop; clarify INGEST_DECISION_SYNC_VISIBLE
     - DB_ARCHITECTURE_STALE_EDGE_SAFE: remove fictive sync; fix State row + generation contract
     - CHANGELOG_ENGINE, LOGGING, VALIDATION_*, EXIT_PATHS, systemd README: canon pointers
     - OBSERVABILITY_SNAPSHOT_CONTRACT: v1.2 semantics + public safety line; tier2 bundle note
     - ARCHITECTURE: flow_poller wording
     - Bump observability CONTRACT_VERSION to 1.2 to match contract doc
     
     Made-with: Cursor

320. jeudi 9 avril 2026 à 17:48:05 6c2aa2f
     docs: refresh ENGINE_SSOT for route-centric canon + fix pool topology
     Afficher le corps du commit

     - Add 2026-04-09 section aligning SSOT with public SPEC/dashboard semantics
     - Reframe runtime decision sources: V2 route chain primary, MSP as gates/context
     - Replace misleading sync_run_symbol_state_to_decision topology; ingest SoT for refreshed run_symbol_state
     - Mark matrix DB snapshots as historical evidence, not live truth
     - Align ARCHITECTURE_ENGINE_CURRENT §2–§3 diagrams and prose with SSOT
     
     Made-with: Cursor

321. jeudi 9 avril 2026 à 15:11:25 d088f0c
     feat: Opus v4.6 mega-refactor — multistrategy architecture with zero legacy
     Afficher le corps du commit

     Complete implementation of WP-01 through WP-17:
     
     - RouteStateStore with per-family timing profiles, decay, and persistence
     - 7 per-family move thesis functions replacing shared floor
     - Route-aware cost model (maker/taker differentiated)
     - Per-strategy CHAOS routing replacing blanket noise rejection
     - Family-aware edge heap scoring (persistence + decay)
     - Per-family route lifetime (10s–7200s) replacing global 240s
     - Taker fallback edge computation on maker window expiry
     - VWAP window, TOD multiplier, and VwapReversion move thesis
     - Timing observability (signal-age histogram, expiry/taker counters)
     - Fill feedback infrastructure (ready for ws_handler wiring)
     - Position state machine with route-aware management advice
     - Strategy onboarding with material differentiation enforcement
     - All legacy dual-paths removed, all feature flags collapsed
     - 369 tests pass, 0 failures, zero LEGACY: markers in src/
     
     Made-with: Cursor

322. jeudi 9 avril 2026 à 02:02:30 d0e88e9
     fix(execution): count all Loop A coalesced ticks in received metric
     Afficher le corps du commit

     loop_a_tick_received_add ran only after the first blocking recv; try_recv
     drains and timeout-based recv coalescing dropped messages from the
     channel without incrementing. Align with loop_a_tick_dropped (per
     try_send failure) so received + dropped approximates total tick volume.
     
     Made-with: Cursor

323. jeudi 9 avril 2026 à 02:01:35 51f48ea
     feat(edgeboard): pooled route semantic gross scale (v5)
     Afficher le corps du commit

     When route_hist_pooled_to_bucket, apply bounded per-route multipliers
     from ob/tf/mp/rv1 so named routes do not show identical gross/net.
     Env EDGEBOARD_POOLED_SEMANTIC_SCALE_ENABLE (off: legacy identical nets).
     Explainability: statistical_gross_bps, pooled_semantic_gross_scale.
     MODEL_VERSION v5_pooled_semantic_scale; CONFIG_ADDITIONS + edge doc.
     
     Made-with: Cursor

324. jeudi 9 avril 2026 à 01:55:45 7c9b504
     docs(edgeboard): edge calculation chain and identical route outcomes (pooling)
     Afficher le corps du commit

     Made-with: Cursor

325. jeudi 9 avril 2026 à 01:51:18 b831333
     feat(execution): wire Phase 5 flow observability counters and edgeboard cache metrics
     Afficher le corps du commit

     - Record eval/recycle/Loop A heap merges and wakes; stale-generation skips;
       Loop A tick received/dropped; snapshot on FLOW_POP_BATCH trace.
     - recycle_symbol_into_heap(..., FlowHeapMergeSource) for merge attribution.
     - Fix duplicate edgeboard_cache_db_fallback count when cache misses.
     - Unit test for counter monotonicity; docs: investigation §8, Phase5 §8,
       pseudocode, changelog, rapport bundle.
     
     Made-with: Cursor

326. jeudi 9 avril 2026 à 01:22:11 de12066
     docs(systemd): Loop A drop-in example + live journal notes
     Afficher le corps du commit

     - Add drop-in-examples/krakenbot-execution-continuous-edge-refresh.conf
     - systemd/README + SERVER_RUNTIME: install path, grep proof, no-order semantics
     - DOC_INDEX + CHANGELOG unreleased
     
     Made-with: Cursor

327. jeudi 9 avril 2026 à 01:08:38 b56b991
     fix: time-stop imminent window for short deadlines; align remediation test
     Afficher le corps du commit

     - Imminent uses last min(15s, half of deadline) when deadline<=15s; avoids
       deadline-15<0 marking entire window imminent from t=0 (break-even blocked).
     - double_transition test: 2s window + 1100ms sleep for stable ordering.
     - remediation test expects only non-reduce cancels per position_reconcile policy.
     
     Made-with: Cursor

328. jeudi 9 avril 2026 à 00:53:51 0a83943
     test(price_cache): mid_tick_subscriber old/new mid under tokio runtime
     Afficher le corps du commit

     Made-with: Cursor

329. jeudi 9 avril 2026 à 00:49:05 c85d918
     docs(execution): close Phase 5 target contract after phases 1–4
     Afficher le corps du commit

     - PHASE5: contract status, updated current-state table, §8 implementation matrix,
       module table vs repo, design closure §4–5 past tense, §12 delivered checklist
     - BLUEPRINT: Phase 5 section = doc closure + optional follow-ups
     - INVARIANT_MATRIX: generation row reflects implemented generation_state
     - PSEUDOCODE: Loop A repo implementation note
     - CHANGELOG: unreleased docs bullet
     
     Made-with: Cursor

330. jeudi 9 avril 2026 à 00:42:22 38adebb
     feat(execution): Loop A material mid refresh + flow slot notify (Phase 3–4)
     Afficher le corps du commit

     - Add market_edge_refresher: bounded channel, coalescing, LOOP_A_MAX_PIPELINE_PER_SEC
     - price_cache: single mid-tick subscriber (old/new mid after ticker update)
     - flow_poller: optional slot Notify in biased select; notify after each drain
     - Config/env: CONTINUOUS_EDGE_REFRESH_ENABLE, EDGE_REFRESH_MATERIAL_BPS,
       LOOP_A_MAX_PIPELINE_PER_SEC, FLOW_SLOT_NOTIFY_ENABLE
     - Wire live + exec-only bootstrap; FlowWakeReason::LoopARankingRefresh reserved
     - Docs: BLUEPRINT + CONFIG_ADDITIONS; CHANGELOG unreleased bullet
     
     Made-with: Cursor

331. jeudi 9 avril 2026 à 00:35:34 0070f23
     feat(edgeboard): Phase 2 RAM cache + optional read path (continuous execution)
     Afficher le corps du commit

     - EdgeSignalCache + live_signal types; refresh fills cache when EDGEBOARD_RAM_CACHE_ENABLE.
     - load_symbol_boosts_resolved: fast path only if DB visible MAX(snapshot_ts) matches cache.
     - Pipeline and all call sites pass edgeboard_cache_read_enable; run_edgeboard_refresh gains fill_ram_cache arg.
     - Blueprint Phase 2 implementation pointer; CONFIG_ADDITIONS read paths updated.
     
     Made-with: Cursor

332. jeudi 9 avril 2026 à 00:31:52 8cbfc52
     feat(ops): optional EXECUTION_MAX_RUN_DURATION_HOURS for planned clean restarts
     Afficher le corps du commit

     - Wall-clock cap from main eval loop start; log EXECUTION_MAX_RUN_DURATION_REACHED; same shutdown path as normal exit.
     - Applies to run-execution-live and run-execution-only; independent of LIVE_VALIDATION_RUNTIME_MINUTES.
     - Document in RESTART_DOCTRINE, CONFIG_ADDITIONS, systemd unit comments.
     
     Made-with: Cursor

333. jeudi 9 avril 2026 à 00:26:22 00aabfb
     feat(execution): Phase 1b observability — in-flight gauge and duplicate-pop counter
     Afficher le corps du commit

     - pop_batch returns suppressed_slots when in_flight exclude caps the batch.
     - flow_parallel_metrics: AtomicUsize in-flight, AtomicU64 duplicate_pop_prevented total.
     - Trace FLOW_POP_BATCH at trace level for log pipelines; blueprint Phase 1b implementation pointer.
     
     Made-with: Cursor

334. jeudi 9 avril 2026 à 00:15:22 5b797cf
     feat(execution): Phase 1b parallel flow drain behind FLOW_PARALLEL_ENABLE
     Afficher le corps du commit

     - Add flow_parallel_enable and flow_parallel_limit (env, clamped 1..=10).
     - Shared in_flight symbol set excludes concurrent pops; semaphore caps workers.
     - Refactor poller body into drain_single_heap_entry; sequential path unchanged when flag off.
     
     Made-with: Cursor

335. mercredi 8 avril 2026 à 23:24:07 b7cfb6f
     feat(execution): Phase 1a flow heap — generation snapshot, tagged merge, pop_batch, wake-on-merge
     Afficher le corps du commit

     - Add GenerationAdmissionState + publish from eval (live + exec-only paths)
     - HeapEntry.admission_generation; merge_pipeline_outcomes_with_generation + FlowHeapMergeResult
     - pop_batch + stale-generation skip in poller with recycle refresh
     - FLOW_MAKER_LIMIT, FLOW_POP_BATCH_SIZE, FLOW_WAKE_ON_HEAP_MERGE_ENABLE in Config
     - recycle uses flow_maker_limit and tagged merge
     - Fix physical-separation gate to compare visible ingest generation (was ineffective)
     - Add implementation-ready design docs under docs/
     
     Made-with: Cursor

336. mercredi 8 avril 2026 à 22:40:58 2b565f5
     chore(gitignore): ignore diagnostics venv and plots for clean deploy tree
     Afficher le corps du commit

     Made-with: Cursor

337. mercredi 8 avril 2026 à 22:37:54 0245562
     docs: pipeline V2 call sites audit and capital/flow env matrix
     Afficher le corps du commit

     Made-with: Cursor

338. mercredi 8 avril 2026 à 22:02:58 8b9b153
     perf(latency): event-driven flow poller, parallel exec reads, batched pipeline writes
     Afficher le corps du commit

     - Flow poller: skip idle poll_ms sleep after work or startup; wake+timer only when heap idle
     - Recycle worker: deadline-based coalesce (12ms max) replaces fixed 30ms sleep
     - Entry-halt map: tokio RwLock + async helpers (no parking_lot in async hot path)
     - flow_execute_single_candidate: join MSP+symbol_safety; join ignition+tape+L2+heap age; join refresh+pinned queries
     - strategy_pipeline: parallel flush_trading_funnel_batch with insert_v2_shadow; join persist CDV with shadow on capital skip
     - L2 checksum telemetry: parking_lot Mutex for shorter hot-path locks
     - WriterSender::try_send_or_spawn; kraken ticker/trade WS avoids blocking on full channel
     
     Made-with: Cursor

339. mercredi 8 avril 2026 à 21:56:36 4a2904f
     fix(edgeboard): rank every route without hard history prefilter
     Afficher le corps du commit

     - match_returns_for_route: prefer route-aligned historical returns when
       n>=MIN_SAMPLE; otherwise pool the full tier bucket (no route-only wall)
     - explainability: route_hist_bucket_n, route_hist_route_aligned_n,
       route_hist_pooled_to_bucket
     - Document load_latest_mms_merged as universe-only (no trade/route gate)
     - Unit tests for pooled path and empty history
     
     Made-with: Cursor

340. mercredi 8 avril 2026 à 21:35:17 e19e6e6
     fix(edgeboard): do not prefilter candidates on route_passes
     Afficher le corps du commit

     - Score and rank all symbols × routes × horizons; route gate is tie-break + explainability only
     - Keeps match_tiers history route filter for per-route edge semantics
     
     Made-with: Cursor

341. mercredi 8 avril 2026 à 21:17:33 d3ae6d0
     perf(latency): overlap analyze+edgeboard; recycle reuses run snapshot
     Afficher le corps du commit

     - V2 pipeline: tokio::join load_symbol_boosts with analyze_run_from_state when no precomputed report
     - Shared TokioRwLock cache updated each eval; flow recycle/poller passes Arc to pipeline (skips duplicate ingest analyze when cache hit)
     - LivePreloopRuntime carries pipeline_current_run_cache for main loop scope
     
     Made-with: Cursor

342. mercredi 8 avril 2026 à 21:05:57 bb78c80
     perf(pipeline): batch trading_funnel_events writes (Fase E funnel)
     Afficher le corps du commit

     - insert_events_batch: single INSERT for ordered rows
     - V2 loop buffers signal/admission/conflict funnel rows per symbol
     - Preserves event order and fields; same semantics as sequential inserts
     
     Made-with: Cursor

343. mercredi 8 avril 2026 à 20:56:41 ba53d91
     feat(obs): log edgeboard load duration, snapshot age, boost coverage
     Afficher le corps du commit

     - load_symbol_boosts returns latest visible snapshot_ts (RESEARCH)
     - EDGEBOARD_LOAD_SYMBOL_BOOSTS_MS + tradable boost counts for isolation
     
     Made-with: Cursor

344. mercredi 8 avril 2026 à 20:32:38 71fba1f
     perf: decision pipeline latency (dedup analyze, parallel I/O, rayon route)
     Afficher le corps du commit

     - Thread Option<Arc<CurrentRunReport>> readiness → route → pipeline; skip
       duplicate analyze_run_from_state on hot path; pass refresh generation_id into
       analyze for coherent snapshot (CurrentRunReport.generation_id).
     - Parallelize analyze_run_from_state with tokio::join (not try_join); log
       ANALYZE_RUN_DURATION_MS; ROUTE_EVAL_DURATION_MS (v1+v2); PIPELINE_LOOP_DURATION_MS.
     - Rayon par_iter for route pair evaluation + deterministic sort by symbol
       before persist/logs (v1 route_selector + adaptive v2).
     - Log PIPELINE_LATENCY_BREAKDOWN with cycle_generation_id, report_generation_id,
       route_build_duration_ms, pipeline_duration_ms, pipeline_logic_ms (main + EO loops).
     - run-execution-once: capture RefreshOutcome, pass snapshot through route/pipeline.
     
     Metrics: compare PIPELINE_LATENCY_PROFILE.pipeline_logic_ms and
     EVALUATION_CYCLE_DURATION_MS before/after deploy; Fase E (batch funnel/CDV)
     deferred until profiling shows dominance.
     
     Made-with: Cursor

345. mercredi 8 avril 2026 à 19:05:02 3228fdd
     perf(herstel): single-query max_ids, dedupe state_updated_at, eval drift log
     Afficher le corps du commit

     - Consolidate MAX(id) across four raw tables in one round-trip
     - ReadinessReport carries state_updated_at; live_runner drops duplicate query
     - EVAL_CYCLE_WALL_GAP_MS for interval jitter visibility
     - systemd LimitNOFILE; runbook for PG/Redis/OS; EXPLAIN template for watermarks
     
     Made-with: Cursor

346. mercredi 8 avril 2026 à 18:46:26 43c9df2
     docs+cli: freshness audit blueprint, ingest SoT for run_symbol_state checks
     Afficher le corps du commit

     - Add check-ingest-state (ingest pool) and pool_target= lines; keep check-decision-state for decision copy diagnostics
     - Fix STATE_SYNC_REQUIRED reason to ingest_run_symbol_state_missing; rewrite STATE_SYNC_CONTRACT and ENGINE_SSOT pool truth
     - Add FRESHNESS_STALENESS_AUDIT_REPORT and FRESHNESS_MEASUREMENT_BUNDLE
     
     Made-with: Cursor

347. mercredi 8 avril 2026 à 17:59:19 4ad4f6f
     Strengthen Cursor rule: no concessions without absolute necessity
     Afficher le corps du commit

     Made-with: Cursor

348. mercredi 8 avril 2026 à 17:58:56 82d48cc
     Add Cursor rule: default to technically correct solutions
     Afficher le corps du commit

     Made-with: Cursor

349. mercredi 8 avril 2026 à 17:55:26 46591a4
     Add per-horizon edgeboard training labels and restore labeled unions.
     Afficher le corps du commit

     Extend edgeboard_training_examples with nullable ret_1m/3m/10m/15m columns; populate from L3 bootstrap (multi-horizon mids), live bias (3m/10m where present), and shadow (5m only until multi-markout exists). load_history unions training rows per label column with IS NOT NULL guards. Bump MODEL_VERSION to horizon_training_v4.
     
     Made-with: Cursor

350. mercredi 8 avril 2026 à 17:28:02 dda7826
     Harden edgeboard multi-horizon ranking and freshness gating.
     Afficher le corps du commit

     Remove 5m-only training asymmetry, enforce route/freshness hard gates, and tighten default microstructure capture cadence to reduce stale ranking artifacts.
     
     Made-with: Cursor

351. mercredi 8 avril 2026 à 16:54:46 8039bd1
     Remediate reserved-funds conflicts on insufficient-funds protection errors.
     Afficher le corps du commit

     When emergency close gets EOrder:Insufficient funds, reconcile exchange open orders, cancel conflicting non-reduce orders via deterministic remediation, and retry in the next cycle with explicit exchange-order diagnostics.
     
     Made-with: Cursor

352. mercredi 8 avril 2026 à 16:48:44 bcb5cc8
     Harden protection retry behavior for uncertain exchange state.
     Afficher le corps du commit

     Avoid reporting a submitted protection state before verification, and escalate to forced market-close when BalanceInconclusive persists beyond the protection SLA so open exposure cannot remain unprotected.
     
     Made-with: Cursor

353. mercredi 8 avril 2026 à 16:26:40 85fae15
     Regenerate changelog ledger after coverage-script fix
     Afficher le corps du commit

     Refresh the ledger from current history so docs-and-changelog sees the latest non-tip commit set while HEAD and one-parent lag handling stays deterministic.
     
     Made-with: Cursor

354. mercredi 8 avril 2026 à 16:23:40 5859559
     Fix changelog coverage check fixed-point lag
     Afficher le corps du commit

     Allow one-parent lag only when HEAD updates the generated ledger file and adjust expected row count accordingly, so docs-and-changelog CI no longer loops on self-generated ledger commits.
     
     Made-with: Cursor

355. mercredi 8 avril 2026 à 16:19:43 94482f4
     Regenerate changelog ledger after ledger-fix commit
     Afficher le corps du commit

     Refresh coverage ledger from current HEAD so previous ledger-fix commit is included and docs-and-changelog coverage check can pass on this run.
     
     Made-with: Cursor

356. mercredi 8 avril 2026 à 16:15:42 6acfad0
     Refresh changelog ledger after latest docs commits
     Afficher le corps du commit

     Regenerate commit ledger again so CI coverage includes the recent edgeboard report update commit referenced by docs-and-changelog checks.
     
     Made-with: Cursor

357. mercredi 8 avril 2026 à 16:12:33 c84befb
     Update changelog commit ledger for CI coverage check
     Afficher le corps du commit

     Regenerate the commit ledger so docs-and-changelog validation includes the latest edgeboard and exposure policy commits and no longer fails coverage enforcement.
     
     Made-with: Cursor

358. mercredi 8 avril 2026 à 16:11:24 6200355
     Update edgeboard report with live run findings
     Afficher le corps du commit

     Replace the template report with latest server diagnostics output and add plots folder guidance with generated artifact names for reproducible reruns.
     
     Made-with: Cursor

359. mercredi 8 avril 2026 à 16:09:26 0e808f8
     Add edgeboard reality-check diagnostics toolkit
     Afficher le corps du commit

     Provide a schema-first diagnostics script, daily health SQL monitor, and report template to assess confidence collapse, variance penalties, prediction-realization fit, cost realism, edge decay, and sample-size reliability with explicit missing-table fallbacks.
     
     Made-with: Cursor

360. mercredi 8 avril 2026 à 13:49:31 7df0fbd
     Soften dominant edgeboard penalties and dedupe snapshot keys
     Afficher le corps du commit

     Relax confidence pressure for high variance, low sample, and partial feature coverage while preserving deterministic reason semantics, and dedupe (symbol, route_name) before insert so snapshot runs cannot fail on duplicate partition keys.
     
     Made-with: Cursor

361. mercredi 8 avril 2026 à 13:41:10 d586f90
     Relax dominant edgeboard confidence penalties
     Afficher le corps du commit

     Soften the three most frequent penalty paths by reducing variance harshness, lowering low-sample severity, and easing partial-coverage confidence/cost penalties while keeping deterministic reason codes and env-tunable guardrails.
     
     Made-with: Cursor

362. mercredi 8 avril 2026 à 12:59:21 75c28a3
     Apply 24h drawdown-triggered exposure policy
     Afficher le corps du commit

     Default exposure now tracks MAX_DEPLOYED_EQUITY_FRACTION (98% by default) and only caps to 50% when rolling 24h realized PnL drops to -3% of equity or worse, with automatic restore as soon as drawdown recovers above that threshold.
     
     Made-with: Cursor

363. mercredi 8 avril 2026 à 12:35:01 a320b68
     Make multi-horizon edgeboard route keys unique
     Afficher le corps du commit

     Encode horizon into edgeboard route_name so per-horizon candidate rows no longer collide on the existing unique key and all 1m/3m/5m/10m/15m route variants are persisted in the same snapshot.
     
     Made-with: Cursor

364. mercredi 8 avril 2026 à 12:25:56 e180a8c
     Expose per-horizon edge curve and exit bias in Tier2 edgeboard
     Afficher le corps du commit

     Add candidate-level 1m/3m/5m/10m/15m expected net-edge fields, preferred horizon, and quick_tp/tsl bias tagging so operators and executor logic can compare horizon-specific expectations instead of treating 5m as a proxy.
     
     Made-with: Cursor

365. mercredi 8 avril 2026 à 12:19:19 7ed8b27
     Only hard-block MSP drift when halt state is active
     Afficher le corps du commit

     Keep MSP fail-closed for explicit halt states, but avoid rejecting entry-eligible symbols on drift-only signals without a halt. This prevents repeated msp_admission_block loops on symbols with non-blocking drift metadata.
     
     Made-with: Cursor

366. mercredi 8 avril 2026 à 12:13:58 f3c6c45
     Unblock trading from stale exposure and MSP dust drift
     Afficher le corps du commit

     Exclude stale open-entry rows from fallback open-notional accounting and only treat MSP drift as material when quantity meets instrument minimum or estimated value exceeds a minimum USD threshold. This prevents ghost exposure from blocking new entries after fills flatten risk.
     
     Made-with: Cursor

367. mercredi 8 avril 2026 à 12:08:22 40ccddc
     Ignore stale open-entry rows in fallback exposure notional
     Afficher le corps du commit

     When positions are empty, total_open_notional now excludes stale buy-side open-order rows unless they are recent or confirmed open in own_orders snapshot. This prevents ghost acked_open rows from permanently tripping global_exposure after sells/fills have already flattened risk.
     
     Made-with: Cursor

368. mercredi 8 avril 2026 à 11:59:45 e6d5759
     Add multi-horizon edgeboard edges (1m/3m/5m/10m/15m)
     Afficher le corps du commit

     Generate edgeboard candidates/snapshots across five forward-return horizons using horizon-specific labels and persist matching outcomes per candidate label, so Tier2 can expose edge by horizon for TP-vs-TSL decisions.
     
     Made-with: Cursor

369. mercredi 8 avril 2026 à 11:09:04 32e20d7
     Expose Tier2 edgeboard candidates with per-symbol routes
     Afficher le corps du commit

     Extend Tier2 edgeboard payload with candidate-level route arrays and sort/filter metadata so the dashboard can render a dedicated leaderboard with full gross/cost/net route breakdown for the top snapshot set.
     
     Made-with: Cursor

370. mercredi 8 avril 2026 à 11:02:00 d169e4d
     Force admission for high-confidence non-negative edge
     Afficher le corps du commit

     Add a configurable breakeven-confidence override in strategy admission so non-negative edge candidates with >=90% confidence are not blocked by conflict-lane soft constraints, while keeping negative-edge hard blocks intact.
     
     Made-with: Cursor

371. mercredi 8 avril 2026 à 10:54:00 bf63002
     Unblock positive-edge entries at execution gates
     Afficher le corps du commit

     Align spread realism with post-cost surplus, add bounded stale price-cache fallback, and auto-uplift final order qty to satisfy exchange minimum notional after wire quantization to avoid prevalidation drops.
     
     Made-with: Cursor

372. mercredi 8 avril 2026 à 10:48:38 0802443
     Reduce false execution skips for positive-edge candidates
     Afficher le corps du commit

     Allow bounded spread-cap relaxation for positive post-cost surplus, permit stale price-cache fallback within a capped window, and remove pre-correction notional hard-fail so market sizing can auto-correct to exchange minimums before submit guards.
     
     Made-with: Cursor

373. mercredi 8 avril 2026 à 10:43:00 7ac5a36
     Add server disk guardrails with cron and startup headroom checks
     Afficher le corps du commit

     Install recurring disk headroom enforcement and retention wiring, plus fail-fast ExecStartPre checks in ingest/execution units to prevent low-space starts from cascading into WAL recovery failures.
     
     Made-with: Cursor

374. mercredi 8 avril 2026 à 10:30:50 89a8f1a
     Enable edgeboard cold-start ranking fallback
     Afficher le corps du commit

     Allow candidate ranking to proceed when route-specific history is sparse by falling back to global history and retaining route-gate metadata in explainability.
     
     Made-with: Cursor

375. mercredi 8 avril 2026 à 10:25:46 717874c
     Harden edgeboard candidate generation with L3 and join fallbacks
     Afficher le corps du commit

     Add history join fallback on symbol/time, use L3 mid when forward-mid ticker is missing, and prevent live/bootstrap MMS dropouts with L3-backed neutral feature fallback so training continues under sparse trade conditions.
     
     Made-with: Cursor

376. mercredi 8 avril 2026 à 10:21:44 e75bfd3
     Prioritize live edgeboard visibility and fallback candidate feed
     Afficher le corps du commit

     Add latest snapshot top-N export (default 500) with gross/cost/net edge fields, add decision fallback list when research snapshot is empty, and harden edgeboard training/history fallbacks for missing observation links, forward-mid, and MMS.
     
     Made-with: Cursor

377. mercredi 8 avril 2026 à 10:02:09 35afcf3
     Fix forward-returns insert column/value mismatch
     Afficher le corps du commit

     Remove extra VALUES placeholder so directional_forward_observations inserts
     match table schema; restores RESEARCH writes needed by edgeboard scoring.
     
     Made-with: Cursor

378. mardi 7 avril 2026 à 23:37:57 81458a9
     Add SQL to grant pg_checkpoint for retention CHECKPOINT batches
     Afficher le corps du commit

     Made-with: Cursor

379. mardi 7 avril 2026 à 23:03:18 b649cd2
     Retention: chunk purges with CHECKPOINT between batches
     Afficher le corps du commit

     Reduces WAL/recovery spikes when deleting huge L2/L3 per run_id on
     nearly-full disks. RETENTION_PURGE_RUNS_PER_CHECKPOINT (default 3).
     
     Made-with: Cursor

380. mardi 7 avril 2026 à 22:49:36 29f94f7
     Add disk_safe_cleanup.sh for non-DB space recovery
     Afficher le corps du commit

     Journal vacuum, apt clean, PM2 flush, cargo/npm caches, old log.gz;
     optional cold_parquet test dirs via env flags.
     
     Made-with: Cursor

381. mardi 7 avril 2026 à 22:40:48 40319f1
     Add purge script for observation_runs by started_at window
     Afficher le corps du commit

     Single ingest transaction; decision mirrors run_ids via COPY with
     conditional deletes when tables exist. Uses psql_pool only; dry-run
     default; PURGE_APPLY=1 to execute.
     
     Made-with: Cursor

382. mardi 7 avril 2026 à 22:31:17 abdda8b
     config: default raw retention to 7 days (agreed ops cap)
     Afficher le corps du commit

     - RETAIN_RAW_DAYS defaults to 7 when env unset (run-retention-cleanup); set RETAIN_RAW_DAYS=0 to disable.
     - .env.example + DB_RETENTION_AND_RAW_RESET document 7-day policy and cron helpers.
     - Add disk_headroom_check.sh and cron_ingest_retention_cleanup.sh for scheduled cleanup.
     
     Made-with: Cursor

383. mardi 7 avril 2026 à 17:40:04 3ea49a8
     edgeboard: phase INFO logs for training refresh observability
     Afficher le corps du commit

     Prior code logged only once after all training awaits completed (grep showed
     a single tracing call in training_ingest). Add edgeboard_refresh_started,
     per-phase edgeboard_training_refresh_phase, edgeboard_snapshot_started, and
     skip line when research pool is absent.
     
     Made-with: Cursor

384. mardi 7 avril 2026 à 17:22:14 19ea951
     edgeboard: L3 bootstrap training rows and refresh logging
     Afficher le corps du commit

     - Ingest latest L3 anchors from ingest pool, label 5m mid move via ticker,
       insert edgeboard_training_examples (source=l3_bootstrap) with bounded batches.
     - Env caps: EDGEBOARD_L3_BOOTSTRAP_MAX_INSERTS, EDGEBOARD_L3_BOOTSTRAP_HORIZON_HOURS.
     - Log l3_bootstrap_* counts on edgeboard_refresh_complete; stable source_row_key nanos.
     
     Made-with: Cursor

385. mardi 7 avril 2026 à 16:35:47 c874fab
     fix(edgeboard): ingest MMS fallbacks, bias backfill default, L3 resync decay
     Afficher le corps du commit

     Edgeboard training now resolves microstructure from ingest l2_snap_metrics when
     RESEARCH market_microstructure_snapshots are missing or all-null. Snapshot runs
     try EDGEBOARD_SCOPE_MODE first, then any MMS scope, then live ingest L2 plus
     short-window trade imbalance. Coverage class accepts direct/ticker L2 book +
     microprice without RV when tape is thin.
     
     EDGE_BIAS_BACKFILL_ENABLE defaults on so realized_move_window_5m populates for
     live Edgeboard training unless explicitly disabled.
     
     L3 resync streak resets when queue metrics show activity again (live + ingest
     loops), avoiding monotonic climb to hard_block for intermittent tape; active
     l3_resync_limit hard blocks are left unchanged.
     
     Made-with: Cursor

386. mardi 7 avril 2026 à 15:21:12 5d147d8
     fix(execution): ignore late sell fills on flat spot rows
     Afficher le corps du commit

     Treat backfilled close fills as no-op position updates when the DB row is already flat or negative, so stale exit replays cannot reopen impossible short exposure in the long-only spot engine.
     
     Made-with: Cursor

387. mardi 7 avril 2026 à 15:06:47 875ead0
     fix(execution): bind oto child fills to bot orders
     Afficher le corps du commit

     Persist Kraken OTO trailing-stop children before reconciliation so exchange-only lifecycle events no longer fall into external backfill rows, and surface clearer regime/reject observability for live triage.
     
     Made-with: Cursor

388. mardi 7 avril 2026 à 13:46:22 95e5e18
     fix(exchange): keep low-price maker quotes above zero
     Afficher le corps du commit

     Preserve positive increment-aligned limit prices when precision rounding would collapse them to zero so low-priced live entries can pass exchange prevalidation.
     
     Made-with: Cursor

389. mardi 7 avril 2026 à 13:37:48 dc024bc
     fix(execution): bind flow repipeline to ingest data run
     Afficher le corps du commit

     Keep flow-poller and recycle-worker re-pipelining on the active ingest data run so live split-run execution does not fall back to empty state maps while recycling candidates.
     
     Made-with: Cursor

390. mardi 7 avril 2026 à 13:30:43 f29d63c
     fix(pipeline): use ingest data_run_id in zero-tradable fallback
     Afficher le corps du commit

     Read V2 fallback state from the active ingest data run instead of the execution run id so split ingest/live setups do not drop to an empty state map when tradable routes collapse to zero.
     
     Made-with: Cursor

391. mardi 7 avril 2026 à 13:19:26 d76a469
     feat(observability): export edgeboard dashboard signals
     Afficher le corps du commit

     Expose delayed Edgeboard health and top-signal summaries through the existing observability snapshots so operators can verify RESEARCH fill quality and steering direction from the dashboard.
     
     Made-with: Cursor

392. mardi 7 avril 2026 à 12:59:35 4bbe4fc
     refactor(debug): remove dead paths and tighten diagnostics
     Afficher le corps du commit

     Reduce debug ambiguity in readiness, reconcile, exit, and CDV/edge plumbing so live-trading incidents rely less on brittle string checks and unused surface.
     
     Made-with: Cursor

393. mardi 7 avril 2026 à 11:41:42 9ea5941
     refactor(execution): split live runner orchestration
     Afficher le corps du commit

     Isolate startup, warmup, preloop bootstrap, and readiness accounting helpers so the live execution path is easier to debug without changing runtime sequencing or decision behavior.
     
     Made-with: Cursor

394. mardi 7 avril 2026 à 11:03:25 ccd100e
     fix(safety): clear expired L3 hard blocks in resync accounting
     Afficher le corps du commit

     - When hard_block_until has passed, reset mode to normal and drop hard_block_until
     - Prevents stuck hard_blocked mode after expiry in ingest/live runners
     
     Made-with: Cursor

395. lundi 6 avril 2026 à 22:35:05 fa45772
     feat(execution): handle amended, restated, expired in ws_handler
     Afficher le corps du commit

     - Sync quantity from exchange on amend/restate; log order_events
     - Map expired to canceled lifecycle (Kraken TIF)
     
     Made-with: Cursor

396. lundi 6 avril 2026 à 22:35:05 3f40453
     feat(execution): backfill unmatched admin raw_private_executions
     Afficher le corps du commit

     - fetch_unmatched_admin_parsed_batch for lifecycle exec_types
     - Resolve orders, apply ack/cancel/reject/amend/status updates, mark matched
     - Orphan rows (no DB order) marked matched to drain backlog safely
     
     Made-with: Cursor

397. lundi 6 avril 2026 à 22:35:02 1c46d12
     feat(execution): emit MSP flat after dust position close
     Afficher le corps du commit

     - Add dust_msp_sync helper: zero positions + ReconcileResult for UI/runtime
     - Use on exposure startup and periodic reconcile dust paths
     - Emit after phantom position correct-to-flat
     
     Made-with: Cursor

398. lundi 6 avril 2026 à 21:44:11 b7da6a4
     fix(state): align MSP protection_required with dust semantics
     Afficher le corps du commit

     Treat positions at or below exchange qty_min as non-protectable in market_state_projection so projection truth matches runtime dust handling. This removes false critical protection_required states for residual balances that exposure_reconcile already classifies as BelowExchangeQtyMin.
     
     Made-with: Cursor

399. lundi 6 avril 2026 à 21:38:12 a786124
     fix(execution): honor exchange filled status on trade events
     Afficher le corps du commit

     Force execution_orders to terminal filled when Kraken trade reports already carry order_status=filled, which prevents precision drift from leaving fully completed orders stuck in partially_filled. Extend raw execution backfill rows with order_status so historical unmatched trade rows can make the same correction.
     
     Made-with: Cursor

400. lundi 6 avril 2026 à 21:29:36 2dda98e
     fix(execution): normalize terminal filled events after tracker misses
     Afficher le corps du commit

     Add DB fallback correlation for execution reports when the in-memory tracker no longer knows the order, and normalize status-only filled completion events so orders do not remain partially_filled while exchange truth says filled. Extend raw execution backfill to reconcile historical filled terminal events without fill payload and mark those raw events matched.
     
     Made-with: Cursor

401. lundi 6 avril 2026 à 21:10:29 a3592d6
     fix(msp): clear protection-present when no protection is required
     Afficher le corps du commit

     Do not keep protection_present/protection_order_qty active once reconciled exposure is back to zero. This keeps market_state_projection fail-closed and prevents stale protection rows from looking healthy after the exit has already completed.
     
     Made-with: Cursor

402. lundi 6 avril 2026 à 21:05:59 a73d4e8
     fix(execution): fail closed on stale protection and prioritize fill backfill
     Afficher le corps du commit

     Prioritize unmatched trade/fill private execution events so real exchange fills do not starve behind non-fill events, and start the backfill worker with an explicit log marker. Also make protection checks fail closed: ignore stale MSP protection flags without concrete order evidence and downgrade required protection rows that only carry unverified protection state.
     
     Made-with: Cursor

403. lundi 6 avril 2026 à 18:20:29 646435c
     fix(edgeboard): bootstrap refresh immediately and surface training coverage
     Afficher le corps du commit

     Start the shared edgeboard refresh worker with an immediate bootstrap run so live and observe modes do not wait a full interval before snapshots exist. Also log training-ingest coverage stats and make the edgeboard-snapshot CLI target explicit about its decision/ingest reads.
     
     Made-with: Cursor

404. lundi 6 avril 2026 à 18:04:15 d6c42b1
     feat(export): trading_funnel_events parquet cold + operator bundle script
     Afficher le corps du commit

     - Add export-parquet-cold --dataset trading_funnel_events (--older-than-days),
       partitioned like CDV with NULL symbol coalesced to __null__ for paths/validation.
     - CLI logs ingest vs decision DB target for export-parquet-cold.
     - Add scripts/export_parquet_cold_bundle.sh (db_target_precheck --both, all Phase-5 datasets).
     - Refresh parquet plan and DOC_INDEX.
     
     Made-with: Cursor

405. lundi 6 avril 2026 à 17:58:02 aa6e881
     feat(export): parquet cold export for ticker, L2, and L3 ingest tables
     Afficher le corps du commit

     - Add export-parquet-cold datasets ticker_samples, l2_snap_metrics, l3_queue_metrics
       mirroring trade_samples (partitioning, ZSTD, manifest, COUNT validation).
     - Factor shared ingest run selection, partition paths, and row-count validation.
     - Update parquet archival plan and DOC_INDEX for Phase 5 ingest-cold status.
     
     Made-with: Cursor

406. lundi 6 avril 2026 à 17:51:06 ff49734
     chore: gitignore cold_parquet export dirs; document parquet plan status
     Afficher le corps du commit

     Phase 5 archival is partial (CLI export exists); ignore generated trees so
     server git status stays clean. Cross-link plan in DOC_INDEX.
     
     Made-with: Cursor

407. lundi 6 avril 2026 à 17:37:57 c561e3c
     fix(execution): seed market run id for ingest split before epoch bind
     Afficher le corps du commit

     When ingest_provides_data, bound_run_id_atomic stayed 0 until after the first
     epoch binding. Universe refresh then used execution_live run_id for ingest-pool
     reads (no L2 rows), and epochs could list the wrong run_id — FEATURE_READY
     saw l2_rows=0.
     
     - Pre-seed atomic with epoch_data_run_id (same as ingest_epochs market run)
     - Universe refresh / L3 block: fallback to latest ingest observation if atomic unset
     - Refresh create_epoch: fall back to atomic before execution run_id
     - Remap data_run_id when bound_epoch.run_id wrongly equals execution run_id
     - Log data_run_id vs bound_epoch_run_id on FEATURE_READY_SIGNAL
     
     Made-with: Cursor

408. lundi 6 avril 2026 à 12:25:38 12b74b2
     feat(edgeboard): training ingest, execution_realism shadows, live sort boost
     Afficher le corps du commit

     Add RESEARCH edgeboard_training_examples and run_edgeboard_refresh (ingest
     then snapshot). Trusted execution_realism shadow rows and live bias capture
     feed training; dual-pool markout backfill and L3 context from ingest.
     
     Decision: realized_move_window_5m on edge_bias_entry_capture; markout_5m_bps
     on shadow_trades (shadow_evaluator). Flow inserts shadow rows on
     ENTRY_BLOCKED_EXECUTION_REALISM.
     
     V2 pipeline accepts optional research pool for non-negative edgeboard boost on
     tradable sort priority; run-execution-once passes None.
     
     Document in ENGINE_SSOT, RESEARCH_OBSERVABILITY, CHANGELOG_ENGINE.
     
     Made-with: Cursor

409. lundi 6 avril 2026 à 11:09:37 de8d6bf
     fix(execution): cap initial exits to spendable balance
     Afficher le corps du commit

     Normalize initial SL and TP quantities against the live base balance so post-fill protection paths do not reject with insufficient funds when exchange-available size is slightly below fill size.
     
     Made-with: Cursor

410. lundi 6 avril 2026 à 10:55:22 1065724
     fix(execution): recover reduce qty from persisted orders
     Afficher le corps du commit

     Use decision DB order quantities when ownOrders omits qty fields so reconcile does not halt protection and TP follow-up for bot-managed exits.
     
     Made-with: Cursor

411. lundi 6 avril 2026 à 10:30:25 2cb1ef9
     fix(execution): ignore short execution-only exposure
     Afficher le corps du commit

     Treat negative execution-cache net positions as incoherent spot state so open exit sells cannot re-enter reconcile as synthetic short exposure and trip protection loops.
     
     Made-with: Cursor

412. lundi 6 avril 2026 à 10:22:30 ee40079
     fix(execution): drop dust before protection reconcile
     Afficher le corps du commit

     Treat sub-minimum balance-backed positions as dust before checking existing exit coverage so legacy reduce-only orders cannot keep symbols like BAL in protected exposure state.
     
     Made-with: Cursor

413. lundi 6 avril 2026 à 10:09:40 c10a8d3
     fix(execution): derive dust from instrument min size
     Afficher le corps du commit

     Use exchange instrument qty_min as the dust criterion in exposure reconciliation so undersized positions like BAL no longer survive via USD-notional heuristics.
     
     Made-with: Cursor

414. lundi 6 avril 2026 à 09:55:31 1e889c3
     fix(execution): persist exchange balance snapshots exactly
     Afficher le corps du commit

     Delete assets missing from the latest balances snapshot before upserting so stale exchange_balances rows cannot resurrect phantom exposure after positions or orders disappear.
     
     Made-with: Cursor

415. lundi 6 avril 2026 à 01:43:07 e5371bb
     fix(execution): let stale cleanup ignore reserved entry balances
     Afficher le corps du commit

     Reuse reserved open-entry detection in stale bot order cleanup so aged open buys can be canceled even when Kraken balance snapshots still reflect their reserved base amount.
     
     Made-with: Cursor

416. lundi 6 avril 2026 à 01:34:11 9de87fe
     fix(execution): ignore reserved entry balances as exposure
     Afficher le corps du commit

     Do not treat balance-derived base holdings as startup exposure when coherent ownOrders shows they are fully explained by still-open unfilled buy entries.
     
     Made-with: Cursor

417. lundi 6 avril 2026 à 01:17:33 81578cf
     fix(execution): cancel stale bot orders without positions
     Afficher le corps du commit

     Cancel bot-owned Kraken open orders that are older than the stale threshold, still present in ownOrders, and no longer back any live position so reserved funds are released safely.
     
     Made-with: Cursor

418. lundi 6 avril 2026 à 01:06:18 701fb50
     fix(execution): restore reconciles from exchange order ids
     Afficher le corps du commit

     Allow ownOrders snapshot reconciliation to fall back to persisted exchange_order_id and cl_ord_id so already-open Kraken orders can recover even after their local submit tracker is gone.
     
     Made-with: Cursor

419. lundi 6 avril 2026 à 00:58:33 1544d26
     fix(execution): keep open orders alive after submit timeout
     Afficher le corps du commit

     Treat acked-open submit timeouts as follow-up required instead of timing them out as lost so maker orders can stay live while later fills reconcile normally.
     
     Made-with: Cursor

420. lundi 6 avril 2026 à 00:14:40 bc96e34
     fix(execution): reconcile protected MSP exposure with balance truth
     Afficher le corps du commit

     When startup reconcile sees a protected MSP position, persist the exchange/reconciled quantity from the live balance snapshot instead of echoing the MSP quantity back into state, so stale protected exposure no longer inflates global exposure checks.
     
     Made-with: Cursor

421. dimanche 5 avril 2026 à 23:47:04 1421beb
     fix(execution): drop raw l2 depth scan from state hot path
     Afficher le corps du commit

     Keep live state analysis on state-backed inputs by treating depth_near_mid as optional in the hot path, avoiding multi-minute raw L2 aggregates that stall evaluation cycles.
     
     Made-with: Cursor

422. dimanche 5 avril 2026 à 23:32:42 156cde1
     fix(ingest): add raw window indexes for live refresh
     Afficher le corps du commit

     Add concurrent DBA coverage and a matching ingest migration for `(run_id, ts_local)` raw-table indexes so live universe/activity queries stop stalling on large recent-window scans.
     
     Made-with: Cursor

423. dimanche 5 avril 2026 à 22:47:54 4895d8c
     execution: apply global headroom downscale to full submit path
     Afficher le corps du commit

     After INTENT_DOWNSIZED_TO_CAP_HEADROOM, shadow the intent reference so
     prepare_order, capital gates, DB persist, OrderTracker, and WS submit all
     use the same notional/size as the pre-DB exposure checks.
     
     Made-with: Cursor

424. dimanche 5 avril 2026 à 21:56:13 d12d6cd
     fix(execution): keep global_liveness true when ingest feeds are fresh
     Afficher le corps du commit

     Epoch completed_at can age past the window during long evaluations; align
     matrix global_liveness with readiness data_stale when using split ingest.
     
     Made-with: Cursor

425. dimanche 5 avril 2026 à 20:02:03 f6ff6c2
     fix(execution): fold ingest L2 snapshot age into execution realism
     Afficher le corps du commit

     When public WS price_cache is quiet, l2_snap_metrics on the ingest pool
     still proves recent market structure. Min(trade, quote, l2_snap) vs limit.
     
     Made-with: Cursor

426. dimanche 5 avril 2026 à 18:58:46 f19041a
     fix(execution): gate market liveness on min(trade_age, quote_age)
     Afficher le corps du commit

     Illiquid pairs can lack recent trade prints while L1 ticker updates remain
     fresh. Block only when both trade recency and quote age exceed the limit.
     
     Made-with: Cursor

427. dimanche 5 avril 2026 à 09:59:49 3d0682f
     fix(exposure): apply stale balance skip to MSP total_open_notional
     Afficher le corps du commit

     Mirror the DB-branch 1% rule using exchange_base_spot_sum_for_base so
     inflated MSP reconciled qty does not dominate global exposure when spot
     balance is conclusive and contradicts; None remains inconclusive.
     
     Made-with: Cursor

428. dimanche 5 avril 2026 à 07:58:07 a8df340
     fix(execution): separate realism edge age from decay first_seen
     Afficher le corps du commit

     - Add FlowHeapState.symbol_edge_realism_heap_merge_at updated on heap insert/score-improve
     - Keep symbol_edge_first_seen or_insert semantics for global_edge_heap_score only
     - flow_execute_single_candidate derives edge_age_ms from realism map for edge_expired check
     
     Made-with: Cursor

429. samedi 4 avril 2026 à 23:51:03 e79838f
     fix(execution): state_updated_at query uses data_run_id for ingest-attached runs
     Afficher le corps du commit

     Ticker/trade ts_local rows use ingest lineage run_id; querying execution
     run_id returned NULL and kept state_age_secs None.
     
     Made-with: Cursor

430. samedi 4 avril 2026 à 23:40:17 7c51c0d
     perf(execution): state_updated_at from ticker+trade ts_local only (avoid L2/L3 max scan)
     Afficher le corps du commit

     Four-way GREATEST(MAX(ts_local)) scanned huge L2/L3 tables and stalled evaluation.
     
     Made-with: Cursor

431. samedi 4 avril 2026 à 23:32:11 32f7832
     perf(execution): drop per-symbol ts_local subqueries from run_symbol_state_rows_for_run
     Afficher le corps du commit

     Correlated GREATEST(MAX(ts_local)) per row blocked live evaluation for minutes.
     Keep run-level state_updated_at from raw ts_local; observability per-symbol
     can use a indexed/materialized path later.
     
     Made-with: Cursor

432. samedi 4 avril 2026 à 23:23:35 c4b166b
     fix(execution): derive eligibility freshness from raw ts_local GREATEST
     Afficher le corps du commit

     state_updated_at used MAX(run_symbol_state.updated_at), which could be
     missing or not reflect market sample time. Use GREATEST of per-table
     MAX(ts_local) on ingest raw tables; plumb per-symbol market_data_last_ts
     into RunSymbolStateRow and CurrentRunMarketRow for observability.
     
     Made-with: Cursor

433. samedi 4 avril 2026 à 21:46:24 c5bcb1f
     fix(readiness): soft system_live_ready from market coverage; relax integrity AND; expand fanout
     Afficher le corps du commit

     Made-with: Cursor

434. samedi 4 avril 2026 à 16:45:38 f580d46
     feat(execution): opt-in BOOTSTRAP_EDGE_MODE live microstructure proxy
     Afficher le corps du commit

     - Config: BootstrapEdgeConfig + env (BOOTSTRAP_EDGE_MODE default false, thresholds, caps, allowlist)
     - pipeline/bootstrap_live_edge: single source compute_microstructure_edge_score_components;
       gross/cost/net bps + confidence; v2 post-process; dedupe Execute per symbol; skip if data_stale
     - Outcome: bootstrap_live telemetry + BOOTSTRAP_LIVE_EDGE_SOURCE
     - flow_execution: extra per-trade notional cap when bootstrap telemetry set
     - live_runner: pipeline config wiring, slot cap, startup log
     
     Made-with: Cursor

435. samedi 4 avril 2026 à 16:01:03 90a2d90
     fix(research): rename prepartition unique constraint before partitioned edgeboard_candidates
     Afficher le corps du commit

     PostgreSQL requires constraint names to be unique within the schema; after
     RENAMING the base table the old UNIQUE still held uq_edgeboard_candidates,
     blocking the new partitioned table from using the same name.
     
     Made-with: Cursor

436. samedi 4 avril 2026 à 15:52:55 e2a9503
     docs(runbook): Edgeboard deploy proof, migration checks, observe vs ingest
     Afficher le corps du commit

     Made-with: Cursor

437. samedi 4 avril 2026 à 15:46:25 322c8c2
     feat(research): Edgeboard partitioning, background snapshot, InitialCalibration
     Afficher le corps du commit

     - Partition edgeboard_candidates by month; ensure_partition helpers + SQL script
     - Rename base DDL to versioned migration (sqlx requires numeric prefix)
     - Observe: tokio::spawn periodic edgeboard snapshot (DB-only; EDGEBOARD_SNAPSHOT_INTERVAL_SECS)
     - Cold start: match n>=1 when n<5 unavailable; dominant_reason InitialCalibration
     - Health SQL: route_distribution, avg_sample_size, outcome_coverage_ratio
     - Allocator-ready fields documented in edgeboard mod
     
     Made-with: Cursor

438. samedi 4 avril 2026 à 15:41:38 00a2e0c
     feat(research): Edgeboard deterministic ranking on RESEARCH pool
     Afficher le corps du commit

     - Add edgeboard.sql migration: candidates, snapshots, meta, outcomes
     - Implement buckets, coverage (feature_quality), routes, fallback tiers 0-3,
       shrinkage/cost/net/confidence, leakage-safe history join on observation_id
     - Atomic snapshot run (truncate minute), delay_until +5m, expires_at +24h
     - CLI: edgeboard-snapshot (EDGEBOARD_SCOPE_MODE), edgeboard-outcomes --snapshot-ts
     - scripts/sql/edgeboard_health.sql for §17 metrics and monitoring
     
     Made-with: Cursor

439. samedi 4 avril 2026 à 14:25:20 4b0519a
     fix(observability): ticker L1 imbalance + adaptive RV windows for MMS hot columns
     Afficher le corps du commit

     - price_cache: store bid_qty/ask_qty from Kraken ticker; update_with_qty
     - extract: imbalance from ticker when L2 missing or L2 top sizes zero; multi-window RV with strict/relaxed min ticks; feature_quality keys
     - feature_snapshot_health.sql: per-column NULL rates (section 8)
     - docs: runbook + FORWARD_RETURNS_OBSERVABILITY RV/imbalance semantics
     
     Made-with: Cursor

440. samedi 4 avril 2026 à 14:16:37 7cdf2e7
     docs(runbook): activation_only vs periodic MMS, validation vs production, done criteria
     Afficher le corps du commit

     Made-with: Cursor

441. samedi 4 avril 2026 à 14:03:11 ef7d057
     fix(db): allow decision/research DFO table name overlap for pool split
     Afficher le corps du commit

     Made-with: Cursor

442. samedi 4 avril 2026 à 13:59:21 6eabe25
     fix(research): create krakenbot schema before observability tables
     Afficher le corps du commit

     Made-with: Cursor

443. samedi 4 avril 2026 à 13:55:24 8d7194c
     feat(observability): RESEARCH pool migrations, forward returns, microstructure
     Afficher le corps du commit

     - Add migrations/research for directional_forward_observations, market_microstructure_snapshots, feature_definitions
     - Wire observability capture in live_runner; execution_universe vs broad_market periodic scopes
     - Update db_target_precheck, psql_pool, trading_env for RESEARCH
     - Add health SQL scripts and runbook; deprecate decision-table DFO path via migration comment
     
     Made-with: Cursor

444. samedi 4 avril 2026 à 10:28:33 e475bb8
     chore(obs): drop noisy DROP in calibration SQL (fresh psql session)
     Afficher le corps du commit

     Made-with: Cursor

445. samedi 4 avril 2026 à 10:28:12 912a954
     feat(obs): larger-sample directional_forward calibration SQL + runner
     Afficher le corps du commit

     - scripts/sql/directional_forward_calibration_report.sql: counts, insufficient rate,
       completed stats with stddev_samp + IQR, strategy×direction×regime inventory +
       HAVING min_bucket, hypothesis blocks for 1m–5m ranks and momentum_ride long/short.
     - scripts/directional_forward_calibration_report.sh: trading_env, decision precheck,
       psql_pool decision, MIN_COMPLETED_N gate (default 200, ALLOW_SMALL_SAMPLE=1 override).
     - AGENTS.md: pointer to runner + SQL path.
     
     Made-with: Cursor

446. samedi 4 avril 2026 à 09:46:04 d1f3b33
     fix(obs): resolve entry_mid for directional forward capture (cache alias + mid)
     Afficher le corps du commit

     - entry_mid_at_signal: snapshot bid/ask fallback, BTC/XBT pair alias.
     - Log DIRECTIONAL_FORWARD_SIGNAL_CAPTURE count when evaluation_cycle is set.
     
     Made-with: Cursor

447. samedi 4 avril 2026 à 01:18:58 f011507
     feat(obs): Phase 1 directional forward-return rows from readiness activation
     Afficher le corps du commit

     - Add decision migration for directional_forward_observations with unique key
       (run_id, evaluation_cycle, symbol, activated_strategy, direction).
     - Capture DirectionalSignalMeta in readiness build after real activate_strategies
       for BreakoutImmediate/Confirmed, MomentumRide, VolatilitySurge when evaluation_cycle is set.
     - Live runner: insert pending on decision pool and finalize at signal+900s via price_cache;
       DIRECTIONAL_FORWARD_OBS_ENABLE=0 disables. CLI run-execution-once passes no cycle (no rows).
     
     Made-with: Cursor

448. vendredi 3 avril 2026 à 21:25:32 13a232f
     fix(readiness): split entry current spread vs rolling exit cost; CDV readiness spread fields
     Afficher le corps du commit

     - Latest L2 spread per symbol for entry/gating; rolling window avg for exit drag and spread_net.
     - MarketFeatures: spread_bps (entry) + rolling_spread_bps (cost model).
     - detail_json: readiness_entry_spread_bps, readiness_rolling_spread_bps for DB proof.
     
     Made-with: Cursor

449. vendredi 3 avril 2026 à 20:50:17 bfc194b
     fix(readiness): rolling L2 spread for cost model, SpreadTooWide anchor, route feature split
     Afficher le corps du commit

     - Per-symbol rolling AVG(spread_bps) from l2_snap_metrics for cost; state cumulative for slippage baseline.
     - readiness_gate: block tradable when spread_bps > SPREAD_ANCHOR_MAX_BPS (80) with SpreadTooWide.
     - market_features_from_row: spread_bps vs avg_spread_bps aligned with readiness for route_expectancy.
     
     Made-with: Cursor

450. vendredi 3 avril 2026 à 14:12:25 234c5e3
     fix: resolve v2_marginal_pending to admitted/rejected in CDV after V2 eval
     Afficher le corps du commit

     admission_source was always written as v2_marginal_pending but never updated
     to the final outcome. Now resolves to v2_marginal_admitted or v2_marginal_rejected
     after the marginal slot cap, using a two-step UPDATE (admitted first, remaining
     as rejected). Applied on both eval paths in live_runner.
     
     Made-with: Cursor

451. vendredi 3 avril 2026 à 14:12:17 9c761e8
     fix: resolve orphaned open-order deadlock in check_symbol_execution_lock
     Afficher le corps du commit

     Stale/orphaned orders (e.g. acked_open with no fill after crash) permanently
     blocked new entries because the open-order count check ran before ghost
     exposure reconcile. Now detects orphaned orders using a triple proof:
     DB position flat + exchange balance flat + order age > threshold (default 5m).
     Reconciles proven orphans to terminal status before the final lock decision.
     
     Proven case: RAILS/USD order #1232 stuck acked_open since 2026-03-29.
     
     Made-with: Cursor

452. vendredi 3 avril 2026 à 10:28:02 3a1eab3
     feat: add admission_source column to candidate_decision_vectors
     Afficher le corps du commit

     Tracks admission provenance per CDV row: readiness (tradable=true),
     v2_marginal_pending (marginal band, V2 eval pending), hard_blocked.
     Migration adds nullable TEXT column; Rust struct + INSERT updated.
     
     Made-with: Cursor

453. vendredi 3 avril 2026 à 10:24:01 78d6b78
     feat: add MAX_MARGINAL_ADMITTED_SLOTS cap for marginal-band trades
     Afficher le corps du commit

     Caps the number of concurrent marginal-admitted execute candidates per
     evaluation cycle (default 2, env-overridable). Readiness-admitted
     candidates are never capped. Logs MARGINAL_SLOT_CAP when trimming.
     
     Made-with: Cursor

454. vendredi 3 avril 2026 à 10:21:15 50fab30
     feat: fanout gate passes marginal symbols when EDGE_ENGINE_V2 active
     Afficher le corps du commit

     When V2 is enabled, symbols in the marginal band (MarginalForV2 blocker)
     pass through the fanout gate alongside tradable symbols. Adds source
     logging (readiness vs marginal_v2) and marginal_passed counter.
     Applied to live_runner (both eval paths) and run-execution-once runner.
     
     Made-with: Cursor

455. vendredi 3 avril 2026 à 10:18:28 f7d5348
     feat: add marginal band to readiness gate for V2 admissibility tiebreaker
     Afficher le corps du commit

     Introduces SURPLUS_MARGINAL_FLOOR_BPS (default -25, env-configurable).
     Symbols with surplus in [marginal_floor, 0) get blocker MarginalForV2
     instead of hard SurplusBelowFloor — eligible for V2 tail-aware admission.
     Adds marginal field to PairReadinessResult/Row and fanout_marginal_symbols helper.
     
     Made-with: Cursor

456. vendredi 3 avril 2026 à 10:04:23 58a23eb
     feat(ingest): L3 pipeline heartbeat metrics and RSS peak telemetry
     Afficher le corps du commit

     - Add L3PipelineMetrics: WS/fan channel fill samples, slow sends (>5ms),
       WS-to-state apply lag, L3 feed reconnect and connection-failure totals,
       updates-before-snapshot counter for coarse sequence sanity.
     - Stamp L3EventEnvelope with ws receive time; optional metrics on client/fan paths.
     - INGEST_L3_PIPELINE_HEARTBEAT each minute with writer bulk queue depth;
       decision DB count for primary_reason=l3_resync_limit_reached.
     - WRITER_METRICS bulk: mpsc buffer used/capacity; WriterSender introspection helpers.
     - RESOURCE_TELEMETRY: track process_rss_peak_kb on Linux.
     - symbol_safety_state::count_rows_with_primary_reason for dashboard-friendly totals.
     
     Made-with: Cursor

457. vendredi 3 avril 2026 à 09:51:29 8f4291a
     fix(ingest): bound L3 channels and throttle L3 metrics emits
     Afficher le corps du commit

     Replace unbounded L3 event queues with bounded mpsc and await sends so
     the WS reader backpressures when downstream is slow. Fan-in merge uses
     a bounded channel as well.
     
     Throttle per-symbol L3QueueMetrics writes on stream updates to 200ms
     (snapshots and 5s interval unchanged) to reduce writer queue pressure
     that previously let unbounded queues grow to OOM.
     
     Made-with: Cursor

458. vendredi 3 avril 2026 à 01:08:36 aa6298d
     route: path observability log + pullback/passive confidence floor alignment
     Afficher le corps du commit

     - Log PATH_CONFIDENCE_OBSERVABILITY with path_confidence, min_confidence_for_route,
       rejection, L2 flags, trend_strength, spread_stability, trade_density.
     - Clamp builder confidence to min_confidence_for_route in pullback and passive only.
     
     Made-with: Cursor

459. vendredi 3 avril 2026 à 00:29:39 cf9f936
     fix: align TrailingStopPathSimulation trace with actual cost model
     Afficher le corps du commit

     The diagnostic trail_bps in EdgeChainTrace still included the removed
     TSL_TRAIL_BASE_BPS constant, making best/median/worst scenario output
     more pessimistic than the real exit_drag computation. Removed the
     constant from the trace formula and deleted the now-unused constant.
     
     Made-with: Cursor

460. vendredi 3 avril 2026 à 00:28:30 ec49c13
     fix: use mode-correct fee_bps for move/fee gate and fix trace exit_fee (audit Findings 5+6)
     Afficher le corps du commit

     fee_bps for MoveBelowFees validation now uses entry_fee + exit_fee
     (respects maker-TP-exit discount). Previously always assumed taker
     exit, making the gate slightly too strict for TP routes.
     
     Removed shadowed entry_fee_bps/exit_fee_bps locals in the trace block
     that had a dead-code bug (exit_fee always taker regardless of branch).
     The trace now reuses the correct variables from the main computation.
     
     Simplified net_edge formula: both entry modes now use the same
     entry_fee_bps + exit_fee_bps path instead of duplicated branches.
     
     Made-with: Cursor

461. vendredi 3 avril 2026 à 00:27:15 0a5b671
     fix: make cost breakdown fees mode-aware (entry_fee/exit_fee) (audit Finding 3)
     Afficher le corps du commit

     Renamed CostBreakdown fields from maker_fee_bps/taker_fee_bps to
     entry_fee_bps/exit_fee_bps. Readiness call sites now pass mode-correct
     fees: Momentum gets (taker, taker), Liquidity/Volume gets (maker, taker).
     
     Previously readiness always charged maker+taker regardless of strategy,
     under-charging Momentum routes by taker-maker bps (~15 bps typical).
     strategy_pipeline.rs already had mode-correct dual evaluation.
     
     Made-with: Cursor

462. vendredi 3 avril 2026 à 00:24:11 4463cf5
     fix: remove TSL double-count from trailing-stop exit_drag in route expectancy (audit Finding 4)
     Afficher le corps du commit

     wait_risk_bps = READINESS_TSL_DRAG_BPS (2.0) already carries the
     TSL/time reserve. The trailing-stop branch of exit_drag also added
     TSL_TRAIL_BASE_BPS (2.0), double-charging 2 bps on every trailing
     route. Removed TSL_TRAIL_BASE_BPS from the exit_drag computation;
     vol-aware trail component and half exit_feas drag remain.
     
     Made-with: Cursor

463. vendredi 3 avril 2026 à 00:23:32 4f80b18
     fix: eliminate taker spread double-count in slippage estimator (audit Finding 1)
     Afficher le corps du commit

     TAKER_SPREAD_FACTOR was 0.50, embedding half-spread in entry_slippage.
     spread_net / spread_impact already carries the same half-spread cost
     in cost_breakdown and route_expectancy. Both were subtracted, charging
     a full spread instead of half a spread for all Momentum/taker routes.
     
     Set TAKER_SPREAD_FACTOR = 0.0 so slippage only captures base + vol
     adverse-fill risk. spread_net / spread_impact remains the sole carrier
     of spread crossing cost. Also resolves Finding 2 (exit_slippage
     inherited entry spread component, overlapping with exit_drag).
     
     Made-with: Cursor

464. jeudi 2 avril 2026 à 23:21:36 b9fb4d3
     fix(readiness): activation-scoped TSL drag for ride/breakout continuation rows
     Afficher le corps du commit

     Use 1 bps tsl_drag in cost_breakdown when SelectedStrategy::Momentum and
     activate_strategies selects MomentumRide/BreakoutImmediate/BreakoutConfirmed;
     keep 2 bps for other Momentum activations and all non-Momentum rows.
     
     Align apply_activation_gated_drift_floor_to_pair_readiness with the same
     short-horizon reserve when recomputing blended economics.
     
     Made-with: Cursor

465. jeudi 2 avril 2026 à 22:58:39 d125209
     fix(economics): remove double-counted exit slippage from surplus and route expectancy
     Afficher le corps du commit

     Made-with: Cursor

466. jeudi 2 avril 2026 à 20:53:21 ddb964b
     feat: Kraken margin short paper lane (DECISION persistence + TP/SL resolver v1)
     Afficher le corps du commit

     - Add ExecutionSurface::KrakenMarginShortPaper and select_entry_route_for_surface
     - Add evaluate_mandate_kraken_margin_short_paper (spot mandate unchanged)
     - Persist krakenbot.margin_paper_trades after CDV when PAPER_MARGIN_SHORT_LANE_ENABLE=true
     - Resolver v1: first-touch TP/SL on trade_samples (labeled tp_sl_v1_approximation in detail_json)
     - Env: PAPER_MARGIN_SHORT_LANE_ENABLE (default false)
     
     Made-with: Cursor

467. jeudi 2 avril 2026 à 19:49:25 97c9d63
     feat: activation-gated drift floor economics (phase 1)
     Afficher le corps du commit

     - Drift floor applies to readiness CDV only for momentum_ride, breakout_immediate,
       breakout_confirmed via drift_blend_applies_to_activated_strategy
     - Baseline readiness uses unblended move; live_runner applies floor after activation
     - route_expectancy: route-template gate (excludes pump-fade/dump-reversal paths)
     - detail_json: drift_proxy_* horizon fields; DRIFT_BLEND_FACTOR unchanged
     
     Made-with: Cursor

468. jeudi 2 avril 2026 à 19:21:01 c478787
     docs: horizon strategy tuning audit run 1968 (DECISION cohort + competition exports)
     Afficher le corps du commit

     Made-with: Cursor

469. jeudi 2 avril 2026 à 17:47:26 3f55d80
     docs: TRADING_SIGNAL_CDV_AUDIT_RUN1968 deliverable (DECISION live SQL)
     Afficher le corps du commit

     Full FASE 0–7 audit text keyed to krakenbot_decision via server psql_pool;
     steady-state filter on activation_context_json engine_warmup.
     Notes server repo 94d1a88 vs local observability commit bb341ce deploy gap.
     
     Made-with: Cursor

470. jeudi 2 avril 2026 à 17:40:36 bb341ce
     CDV trading-signal audit: observability logs and ENGINE_SSOT §6
     Afficher le corps du commit

     - Warn once (SIGNAL_FRESHNESS_ABSENT) when capturable_move runs without freshness.
     - Warn once (TRAIL_BPS_FALLBACK_USED) when trail_bps_v1 uses stand-in ATR.
     - Log STRATEGY_ACTIVATION_HV_CHAOS_FLOOR when relaxed consistency floor applies.
     - Document CDV JSON fields, surplus/mandate gates, persistence, trail split,
       continuation gap, and server-measured run 1968 facts in ENGINE_SSOT.md.
     
     Made-with: Cursor

471. jeudi 2 avril 2026 à 16:42:28 94d1a88
     perf(db): bound l2_raw_feature_ready scans for live loop
     Afficher le corps du commit

     Full COUNT(*) on l2_snap_metrics for a long-lived ingest run_id could block
     run-execution-live for minutes after epoch bind. Use LIMIT-capped subqueries
     for the row threshold and for distinct symbols-with-spread.
     
     Made-with: Cursor

472. jeudi 2 avril 2026 à 16:31:31 622eac3
     fix(execution): do not stall live loop when snapshot truth is not Healthy
     Afficher le corps du commit

     Periodic reconcile ran on every iteration while evaluation_count==0 (% 10 == 0).
     If private snapshot liveness was not Healthy, the loop continued before epoch
     binding and pipeline, so evaluation_count stayed 0 forever (no CDV, no
     LIVE_EVALUATION logs). Skip protection submits without truth, but proceed to
     epoch binding and evaluations. Align exec-only path the same way (remove fake
     bump+continue on unhealthy).
     
     Made-with: Cursor

473. jeudi 2 avril 2026 à 12:55:52 70850f8
     fix(position): sync open long base to exchange balance both ways
     Afficher le corps du commit

     When balances snapshot is fresh, reconcile_open_positions_truth_on_load
     now sets base_position to the wallet-reported spot quantity on any material
     drift (raise or lower), not only when balance exceeds DB.
     
     - Add positions::set_long_position_qty_from_exchange_truth for shared UPDATE
     - Emit POSITION_TRUTH_EXCHANGE_SYNC funnel events (replaces upward-only path)
     - Keep recent-fills quiet period; keep in-flight buy guard only for upward sync
     
     Exchange spot balance remains SSOT; fills_confirmed can be overridden by
     balance_recovery when they disagree.
     
     Made-with: Cursor

474. jeudi 2 avril 2026 à 12:13:33 05e57a1
     activation: regime-specific consistency floor for momentum_ride in HV/CHAOS
     Afficher le corps du commit

     Add MIN_CONSISTENCY_FOR_RIDE_HV_CHAOS = 0.22 for HIGH_VOLATILITY and CHAOS
     (non-Noise) regimes when abs_drift_1m >= 1.5 bps/min. The normal floor of
     0.30 applies in all other regimes and for weak drift.
     
     Motivation: tail analysis showed 85/89 no_opportunity rows in the top-1%
     expected_gross_capture tail had momentum_ride as the nearest eligible
     strategy, rejected solely for direction_consistency_low. In HV/CHAOS
     regimes, micro-direction switches are intrinsic; requiring 0.30 consistency
     over-filters genuine high-drift entries. The 1.5 bps/min drift gate prevents
     the relaxation from widening low-drift or marginal paths.
     
     Files: src/pipeline/strategy_activation.rs, CHANGELOG.md
     Made-with: Cursor

475. jeudi 2 avril 2026 à 00:34:21 658d73f
     chore(docs): regenerate CHANGELOG commit ledger; sync counts (422/421)
     Afficher le corps du commit

     - Ledger includes all commits through tip-1; multilingual header counts updated.
     
     Made-with: Cursor

476. jeudi 2 avril 2026 à 00:33:38 9bff6ce
     docs(changelog): activation Lane A entry (d7717b4); bump RAG embed bundle
     Afficher le corps du commit

     - Document feat(activation) breakout split + consistency/maker relax in CHANGELOG.
     - Sync multilingual ledger counts (421 commits / 420 table rows after this commit).
     - docs/SITE_DOCS_AND_CHATBOT_PIPELINE.md: markdown bold for DOC_STATUS/DOC_ROLE.
     - rag-backend/EMBED_BUNDLE_VERSION: 8 -> 9 (CHANGELOG/docs touch per CI).
     
     Made-with: Cursor

477. jeudi 2 avril 2026 à 00:26:04 d7717b4
     feat(activation): split breakout drift floors; Lane A relax (confirmed, ride, passive)
     Afficher le corps du commit

     - Replace MIN_DRIFT_FOR_BREAKOUT with MIN_DRIFT_FOR_BREAKOUT_IMMEDIATE (2.35) and
       MIN_DRIFT_FOR_BREAKOUT_CONFIRMED (2.10); confirmed 3m gate still uses * 0.65.
     - Relax momentum ride consistency floors and maker passive max |drift| caps.
     
     Made-with: Cursor

478. mercredi 1 avril 2026 à 23:36:16 0b6f662
     scripts: add monitor_cdv_warmup_steady.sh for decision CDV warmup metrics
     Afficher le corps du commit

     Made-with: Cursor

479. mercredi 1 avril 2026 à 23:19:27 1ce75c3
     chore(ci): regenerate changelog ledger; sync counts; bump RAG EMBED bundle
     Afficher le corps du commit

     Regenerates docs/reports ledger for anchor..HEAD so verify_changelog_coverage passes.
     Updates multilingual ledger counts (417 commits / 416 rows). EMBED_BUNDLE_VERSION 8
     required when docs/ or CHANGELOG.md change per verify_rag_bundle_bump.sh.
     
     Made-with: Cursor

480. mercredi 1 avril 2026 à 22:19:39 989a87e
     fix(cdv): persist market_regime and align live activation with readiness
     Afficher le corps du commit

     - Add market_regime to StrategyActivation; apply_activation_to_cdv sets regime column.
     - INSERT candidate_decision_vectors now includes regime (was omitted, always NULL in DB).
     - Live CDV path uses per-pair p.regime for activate_strategies instead of synthetic detect_regime(zeros).
     
     Made-with: Cursor

481. mercredi 1 avril 2026 à 20:56:03 eefab1b
     fix(live): bind ingest_epochs.run_id to ingest observation run for feature readiness
     Afficher le corps du commit

     When run-execution-live runs alongside krakenbot-ingest, raw L2 lives under
     observation_runs.mode=ingest, but epochs were created with execution_live run_id.
     Epoch binding then pointed l2_raw_feature_ready at the wrong run (0 L2 rows).
     
     - Add epoch_queries::latest_ingest_observation_run_id
     - Use epoch_data_run_id for initial and refresh create_epoch / universe snapshots
       when ingest_provides_data; refresh re-queries latest ingest run
     
     Made-with: Cursor

482. mercredi 1 avril 2026 à 20:06:41 54ed6fb
     fix(live): stop mandate-edge panic loop; route ingest_epochs via ingest pool
     Afficher le corps du commit

     - Replace raw panic when mandate=execute positive CDV but zero orders with
       execution_truth error, atomic mismatch counter, and consistency_watchdog_snapshots
     - detect_positive_mandate_execute_edge_candidates: mandate_decision=execute,
       admitted, execute_candidate, exclude readiness_* reason codes
     - create_epoch / universe snapshot / update_epoch_status use ingest_pool
       (same as lineage) so krakenbot.ingest_epochs resolves on ingest DB
     
     Made-with: Cursor

483. mercredi 1 avril 2026 à 19:57:27 ed3640d
     fix(rag): parse DOC_STATUS/DOC_ROLE with optional Markdown bold
     Afficher le corps du commit

     SITE_DOCS_AND_CHATBOT_PIPELINE used **DOC_STATUS:** lines; _extract_meta
     only matched bare DOC_STATUS:, so chunks fell back to BACKGROUND. Align
     four pipeline docs with other allowlisted docs (bare headers) and make
     regex accept both forms. Bump EMBED_BUNDLE_VERSION for reindex.
     
     Made-with: Cursor

484. mercredi 1 avril 2026 à 19:48:25 0afc889
     fix(maintenance): use psql_pool.sh in db_inventory_compare
     Afficher le corps du commit

     Replaces raw psql against INGEST/DECISION URLs so assert_no_raw_psql and
     AGENTS policy are satisfied; identity prelude remains on stderr per pool.
     
     Made-with: Cursor

485. mercredi 1 avril 2026 à 19:41:47 5ce273d
     fix(ledger): f-string anchor in coverage line; regen; sync 412-count copy; EMBED 6
     Afficher le corps du commit

     Made-with: Cursor

486. mercredi 1 avril 2026 à 19:38:45 5c65b02
     docs: viertalige site/RAG-pipeline (nl/en/de/fr); ledger zonder HEAD-rij; RAG taal per map
     Afficher le corps du commit

     Made-with: Cursor

487. mercredi 1 avril 2026 à 19:26:44 a90f935
     docs: changelog ledger (409 commits), RAG CHANGELOG index, CI gates
     Afficher le corps du commit

     - Add machine-generated docs/reports/CHANGELOG_COMMIT_LEDGER_2026-03-19_to_HEAD.md
     - scripts: generate_changelog_ledger.py, verify_changelog_coverage.sh, verify_rag_bundle_bump.sh, check_public_docs.sh; changelog_coverage.anchor
     - CHANGELOG.md: public website overview (2026-03-20–04-01) + ledger link; SITE_DOCS_AND_CHATBOT_PIPELINE.md
     - rag-backend: index root CHANGELOG.md; EMBED_BUNDLE_VERSION=2; bundle bump enforced in CI
     - .github/workflows/ci.yml: doc gates + cargo fmt/check
     - docs: DOC_INDEX, RAG_BACKEND_SPEC, DEVELOPMENT_RULES, recovery report
     
     Made-with: Cursor

488. mercredi 1 avril 2026 à 19:17:45 898ee8b
     feat(activation): regime weights, warmup CDV fields, momentum/maker gates
     Afficher le corps du commit

     - Persist price_history_span_seconds and engine_warmup (<300s) plus strategy
       counts and raw/adjusted scores in activation_context_json.
     - Apply per-regime strategy weights to raw scores before ranking; document
       pipeline order (activation before route/exit/mandate).
     - MomentumRide: OR gate for standalone 3m and 3m/1m bridge; relaxed 1m/3m
       alignment only for standalone 3m path.
     - Maker passive: reject when |drift_3m| > 1.8; rejected_strategies_json adds
       score_raw.
     - price_cache: price_history_span_seconds for CDV diagnostics.
     
     Made-with: Cursor

489. mercredi 1 avril 2026 à 18:58:05 fdbe25e
     feat: strategy-space calibration — activation, maker tilt, fill estimate
     Afficher le corps du commit

     Activation (strategy_activation.rs):
     - Breakout drift floor 3.0→2.35; confirmed 3m gate uses 0.65× factor.
     - Momentum: lower 1m floor 1.0→0.55; add 3m/1m alternate gate; slightly
       lower consistency floors; boost score weights; penalize maker passive
       earlier (|1m|>2.15) and reduce passive score cap (~2.45 vs 3.0 spread term).
     - Mean reversion snapback: weaker 1m floor 2.0→1.55.
     - Volatility surge: vol_proxy 0.8→0.68; vacuum density band widened.
     
     Entry route (entry_route.rs):
     - Maker min fill prob 0.25→0.18 (CDV/readiness pessimism).
     - estimate_maker_fill_probability: L3 flag with zero quality falls back to
       spread/density blend instead of collapsing to 0.
     
     Made-with: Cursor

490. mercredi 1 avril 2026 à 18:16:57 1937f8a
     fix(db): skip ingest migrations for read-only observability ingest URL
     Afficher le corps du commit

     Read-only krakenbot_observability cannot create public schema objects; export
     uses INGEST_OBSERVABILITY_DATABASE_URL with run_ingest_migrations=false.
     
     Made-with: Cursor

491. mercredi 1 avril 2026 à 18:00:14 e9a1fc7
     feat(db): isolate observability ingest via INGEST_OBSERVABILITY_DATABASE_URL
     Afficher le corps du commit

     - Optional read-only ingest URL for export-observability-snapshots; warn if unset
     - SQL script for krakenbot_observability role with timeouts and SELECT grants
     - OBSERVABILITY_RUN_HEALTH_TIMELINE_LIMIT (1-50) for run-health export scope
     - Docs: measurement-first baseline and rollback; trading_env + systemd comments
     
     Made-with: Cursor

492. mercredi 1 avril 2026 à 17:21:46 555fe6b
     fix: drift returns 0 for windows without sufficient history
     Afficher le corps du commit

     When history span < 50% of the target window, drift returns 0.0
     instead of a fallback value. This prevents all horizons from
     collapsing to identical values when only short-term data exists.
     1m drift works with ~30s+ of data; 5m needs ~150s; 10m needs ~300s.
     
     Made-with: Cursor

493. mercredi 1 avril 2026 à 17:13:52 56c6ead
     fix: gate edge-detection panic on system_live_ready
     Afficher le corps du commit

     The strict positive-edge-but-no-orders check only fires when
     system_live_ready is true. When the execution universe is empty
     (not yet live-ready), positive-edge CDV rows without orders are
     expected behavior, not a system failure.
     
     Made-with: Cursor

494. mercredi 1 avril 2026 à 17:09:18 8277599
     fix: readiness CDV spawn computes full V2 decision chain
     Afficher le corps du commit

     Both integrated and execution-only CDV spawns now call
     select_entry_route, select_exit_policy, and evaluate_mandate
     after strategy activation. This ensures all live engine CDV rows
     have non-NULL entry_route_selected, exit_policy_selected, and
     mandate_decision — even when the execution universe is empty
     and the pipeline receives 0 tradable candidates.
     
     Made-with: Cursor

495. mercredi 1 avril 2026 à 16:59:53 37d69fe
     fix: live engine V2 decision chain + drift horizon differentiation
     Afficher le corps du commit

     1. Live engine data_run_id fix: route analysis and strategy pipeline
        in the integrated eval loop now use data_run_id (the ingest epoch's
        run_id) instead of the live engine's own run_id for data queries.
        This ensures analyze_run_from_state finds market data, enabling
        entry route, exit policy, and mandate computation in live mode.
     
     2. Drift horizon fix: when no samples fall in the [0.85W, 1.15W] age
        bracket, the fallback now selects the nearest available sample to
        the target age instead of always using the oldest point. This
        prevents all 5 horizons from collapsing to identical values.
     
     Made-with: Cursor

496. mercredi 1 avril 2026 à 16:39:39 69c7e28
     fix: resolve all compile errors across test targets
     Afficher le corps du commit

     - exit_path.rs / market_regime.rs: add missing drift_metrics field to
       MarketFeatures test constructors
     - protection_flow.rs: remove tests referencing removed
       submit_stop_loss_and_wait_ack function, removed hard_block and
       add_stop_loss_order from trait mocks that no longer match the trait
       definitions, add missing OpenOrderAnalysis import
     - order_state_lifecycle.rs: rewrite tests to match current OrderState
       API (OrderEvent/apply_state were removed from the module)
     - entry_route.rs: remove unused DriftMetrics/DriftSign/RejectedStrategy
       imports
     - strategy_readiness_report.rs: correct RegimeChaos → RegimeChaosNoise
       blocker label for noise-blocked pairs, add to primary_blockers list
     
     Made-with: Cursor

497. mercredi 1 avril 2026 à 16:13:40 d608dae
     fix(lifecycle): eager transition logging to prevent double-hop loss
     Afficher le corps du commit

     transition_to previously deferred recording via a single-slot
     last_transition_from Option, which was silently overwritten when
     evaluate_inner triggered two transitions in one call (e.g.
     TimeStopImminent → TakeProfitReached). Now records each transition
     immediately at the callsite with full context (action, trigger,
     pnl, conditions snapshot). Adds regression test for the exact
     BreakEvenArmed → TimeStopImminent → TakeProfitReached scenario.
     
     Made-with: Cursor

498. mercredi 1 avril 2026 à 16:06:38 4c70749
     feat(chaos): ChaosSubtype directional/noise split with DB-first explainability
     Afficher le corps du commit

     ChaosDirectional (direction_consistency >= 0.5 OR |drift_3m| >= 3 OR
     |drift_5m| >= 2 with alignment) unlocks strategy eligibility in CHAOS
     regime — it does NOT bypass hard safety invariants (mandate spread-vs-stop,
     fill probability, spot-short checks all still apply).
     
     ChaosNoise blocks ALL strategies except NoOpportunity with machine-readable
     "chaos_noise_regime" rejection reason for every strategy.
     
     Changes:
     - strategy_activation.rs: ChaosSubtype enum, classify_chaos_subtype(),
       evaluate_all() early-rejects for Noise, chaos_subtype stored in
       StrategyActivation and persisted to CDV
     - strategy_selector.rs: candidate_strategies_for_regime_chaos() allows
       Momentum for ChaosDirectional in legacy path
     - readiness_gate.rs: RegimeChaosNoise blocker variant, chaos_directional
       param splits the CHAOS gate, chaos_subtype in PairReadinessResult
     - strategy_readiness_report.rs: computes drift to classify chaos subtype
       and passes chaos_directional to readiness evaluation
     - CDV: chaos_subtype column populated from activation result
     
     Made-with: Cursor

499. mercredi 1 avril 2026 à 15:44:39 bcd89cc
     feat(mandate): CDV migration + mandate persistence with full policy chain JSONB
     Afficher le corps du commit

     Migration 20260401144000 adds 5 columns to candidate_decision_vectors:
     mandate_decision, mandate_reason_code, mandate_reason_detail,
     mandate_entry_route_reason, mandate_policy_chain_json (JSONB).
     
     The mandate_policy_chain_json carries the complete decision path
     (strategy activation, entry route, exit policy with concrete parameters,
     and verdict) without lossy degradation — downstream analysis can
     reconstruct exactly why a candidate was Execute/Observe/Block.
     
     Pipeline builds mandate_by_symbol map from the full policy chain
     (activation + entry_route + exit_policy + edge + spread) and threads
     it through all 5 persist_pipeline_candidate_vector call sites.
     
     Made-with: Cursor

500. mercredi 1 avril 2026 à 15:27:36 fb038e4
     feat(mandate): execution mandate + DB-explainable lifecycle transitions + noise dampening
     Afficher le corps du commit

     New module src/pipeline/execution_mandate.rs:
     - MandateDecision: Execute / Observe / Block
     - DominantReasonCode: 10 machine-readable codes (approved,
       no_opportunity_strategy, entry_route_blocked, spot_short_blocked,
       exit_policy_emergency_only, direction_conflict, insufficient_edge,
       spread_exceeds_stop, fill_probability_too_low, time_stop_too_short)
     - MandateResult: carries the full policy chain (activation + entry
       route + exit policy) without lossy degradation.  exit_policy is the
       original ExitPolicyResult, not an ExitConfig reconstruction.
     - evaluate_mandate(): coherence checks across the full chain.
     
     position_state_machine.rs improvements:
     
     DB-explainable lifecycle transitions:
     - LifecycleTransitionEvent struct: from_state, to_state, action,
       pnl_bps_at_transition, elapsed_secs, peak/trough, trigger,
       conditions_snapshot.
     - transition_log: Vec recorded on every state change.
     - transition_log_json(): serializable for DB persistence.
     
     Noise dampening (non-PnL hooks):
     - MIN_ELAPSED_FOR_CONDITION_HOOKS_SECS = 30: no condition-based
       tightening in the first 30s after open.
     - SPREAD_BLOWOUT_DEBOUNCE = 3: spread must exceed threshold for 3
       consecutive ticks before triggering tighten.
     
     Symbol-level helper documented as compatibility-only:
     - get_lifecycle_for_symbol() carries explicit WARNING that it is NOT
       the source of truth for multi-position-per-symbol scenarios.
       Callers must prefer get_lifecycle(symbol, order_id) when available.
     
     Made-with: Cursor

501. mercredi 1 avril 2026 à 15:25:41 d350832
     fix(ingest): shorten run health export query; safer observability timer; autovacuum SQL
     Afficher le corps du commit

     - Replace LATERAL MAX probes with GROUP BY run_id IN (runs) in run_health_timeline_last_n
     - Use OnUnitInactiveSec for observability export timer to avoid overlapping exports
     - Add ingest run_symbol_state autovacuum reloptions script + operator doc (trader_rewrite timeout skipped when shared with writer)
     
     Made-with: Cursor

502. mercredi 1 avril 2026 à 15:20:44 bfc0979
     feat(lifecycle): wire PositionLifecycle into runtime + market condition hooks
     Afficher le corps du commit

     Runtime integration — position_monitor now uses policy-derived thresholds:
     - TP: lifecycle.take_profit_bps() instead of hardcoded 200 bps
     - BE: lifecycle.break_even_trigger_bps() instead of hardcoded 30 bps
     - Trail: lifecycle.trailing_distance_bps() instead of hardcoded 0.7%
     All three fall back gracefully to existing constants when no lifecycle
     exists (legacy positions pre-dating the state machine).
     
     exit_lifecycle: registers a PositionLifecycle on fill via
     register_lifecycle(symbol, order_id, policy).  Logs lifecycle state
     for traceability.
     
     Global lifecycle registry: keyed by (symbol, order_id) for per-
     position identity.  Provides get_lifecycle, get_lifecycle_for_symbol,
     update_lifecycle, remove_lifecycle, gc_closed_lifecycles.
     GC runs on each position_monitor refresh cycle.
     
     Market condition hooks: MarketConditionUpdate struct carries drift,
     accel, spread, direction_consistency, l3_quality.
     evaluate_with_conditions() checks non-PnL signals (drift weakening
     while trailing → tighten; spread blowout → tighten) without
     overriding panic/time-stop.
     
     ExitPolicyResult::from_exit_config() reconstructs policy from
     ExitConfig for lifecycles created at runtime (after potential
     degraded-policy mutation).
     
     Invariants:
     1. PositionLifecycle remains pure decision layer — never touches orders
     2. Runtime actions traceable: lifecycle registered with order_id
     3. Per-position identity preserved via (symbol, order_id) key
     4. Non-PnL hooks available even though initial integration uses PnL
     
     Made-with: Cursor

503. mercredi 1 avril 2026 à 15:11:56 8b5ad6f
     feat(lifecycle): position state machine — strategy decision state layer
     Afficher le corps du commit

     New module src/pipeline/position_state_machine.rs:
     
     LifecycleState enum (8 states): OpenAtRisk, BreakEvenArmed,
     TrailingActive, TakeProfitReached, FadeTargetReached,
     TimeStopImminent, ExitRequested, Closed.
     
     LifecycleAction enum: Hold, ArmBreakEven, ActivateTrailing,
     TightenTrailing, TakeProfit, FadeExit, TimeStopExit, PanicExit.
     
     PositionLifecycle: per-position (per-candidate) tracker with frozen
     ExitPolicyResult parameters.  evaluate(pnl_bps) returns the
     recommended action and advances state.  Peak/trough PnL tracked.
     
     Separation of concerns:
     - This module = strategy policy state (which phase, which thresholds)
     - ExitManager/exit_lifecycle/position_monitor = exchange/order state
     - No parallel exit engine: existing machinery consults this layer
     
     Policy parameters exposed as accessors (break_even_trigger_bps,
     trailing_activation_bps, trailing_distance_bps, etc.) so
     position_monitor can use them instead of hardcoded constants.
     
     Three distinct evaluation paths based on policy type:
     - Trailing: OpenAtRisk -> BE -> TrailingActive -> tighten
     - Static: OpenAtRisk -> BE -> TakeProfit
     - Fade/Snapback: OpenAtRisk -> (BE) -> FadeTargetReached
     
     Panic and time-stop override all paths unconditionally.
     
     Made-with: Cursor

504. mercredi 1 avril 2026 à 14:52:29 26a4920
     feat(cdv): exit policy migration $79-$86 + pipeline wiring
     Afficher le corps du commit

     Migration 20260401143000 adds 8 nullable columns to
     candidate_decision_vectors: exit_policy_selected, exit_policy_reason,
     initial_stop_bps, break_even_trigger_bps, trailing_activation_bps,
     trailing_distance_bps, fixed_take_profit_bps, time_stop_seconds.
     
     CDV struct extended with matching fields ($79-$86).
     apply_exit_policy_to_cdv() stores the authoritative ExitPolicyResult
     including all concrete parameters — SQL analysis shows exactly why
     a candidate got TightScalp vs TrailingBreakout vs FadeRevert.
     
     Pipeline wiring: exit_policy_by_symbol HashMap built once from
     activation + entry_route + drift + spread, threaded through all 5
     persist_pipeline_candidate_vector call sites.
     
     EmergencyMarket is only written for explicit exceptional reasons
     (no_opportunity_strategy, no_family) — never as a silent fallback.
     
     Made-with: Cursor

505. mercredi 1 avril 2026 à 14:47:03 77e8670
     ops: include Postgres pool snapshots in incident captures
     Afficher le corps du commit

     - Timebox DB commands and include db_target_precheck + pg_stat_activity + pg_stat_statements + bgwriter
     - Make systemd ExecStart point to /usr/local/lib/krakenbot/incident_snapshot.sh
     - Installer now copies script outside repo and ensures /var/log/incident-snapshots exists
     
     Made-with: Cursor

506. mercredi 1 avril 2026 à 14:30:42 4ef31af
     feat(position_policy): 10-variant exit policy selection, strategy-driven + route-aware
     Afficher le corps du commit

     New module src/pipeline/position_policy.rs:
     
     - ExitPolicy enum (10 variants): TightScalp, MakerLadderPassive,
       TrailingBreakout, TrailingMomentum, FadeRevert, SnapbackQuick,
       VolatilityAdaptive, LiquidityDrain, TimeDecayOnly, EmergencyMarket.
     
     - ExitPolicyResult carries concrete parameters for every selection:
       initial_stop_bps, break_even_trigger_bps, trailing_activation_bps,
       trailing_distance_bps, fixed_take_profit_bps, time_stop_seconds.
     
     - to_exit_config() produces an authoritative ExitConfig that is the
       binding source for ExitManager / exit_lifecycle / position_monitor.
       No parallel exit engine created — this module selects policy only.
     
     - select_exit_policy() dispatches on ActivatedStrategy family +
       EntryRouteFamily.  Same strategy with different entry route can
       yield different exit policy (e.g. BreakoutImmediate + taker gets
       TrailingBreakout; + maker gets TightScalp).
     
     Invariants:
     1. Strategy-driven and route-aware dispatch.
     2. to_exit_config() is authoritative, not advisory.
     3. No parallel exit engine — policy selection only.
     4. All results carry concrete numeric parameters.
     
     Made-with: Cursor

507. mercredi 1 avril 2026 à 13:40:58 514e331
     ops: add incident snapshot systemd timer
     Afficher le corps du commit

     - Add scripts/incident_snapshot.sh to write periodic snapshots to /var/log/incident-snapshots
     - Add systemd unit+timer and installer script for git-only server install
     - Captures CPU/mem/disk/iostat/journal/networkd/resolver + krakenbot service tails
     
     Made-with: Cursor

508. mercredi 1 avril 2026 à 13:36:54 a3c0639
     fix(activation): derive MomentumFade direction from 10m drift, not 1m
     Afficher le corps du commit

     eval_momentum_fade trades counter to an established 10m trend. It was
     using drift_sign (derived from 1m drift) to determine direction. When
     1m fades or reverses while 10m remains strong, this produced the wrong
     direction — e.g. 10m DOWN + 1m reversed to UP gave Short instead of
     the correct Long (counter to 10m DOWN), causing spot short blocking.
     
     Now derives fade_direction directly from drift_bps_per_min_10m sign.
     
     Made-with: Cursor

509. mercredi 1 avril 2026 à 13:35:25 cf0e7d6
     feat(cdv): entry route migration + struct $73-$78 + pipeline wiring
     Afficher le corps du commit

     Migration 20260401142000 adds 6 nullable columns to
     candidate_decision_vectors: entry_route_selected, entry_route_reason,
     entry_fill_probability, entry_expected_fee_bps,
     entry_expected_slippage_bps, entry_expected_latency_bps.
     
     CDV struct extended with matching fields ($73-$78).
     apply_entry_route_to_cdv() stores the exact EntryRouteResult that
     feeds downstream execution — no recomputation or lossy summary.
     
     Pipeline wiring: entry_route_by_symbol HashMap built once from
     activation + v2_state + fee_tier, threaded through all 5
     persist_pipeline_candidate_vector call sites.
     
     Invariants enforced:
     1. Every routed candidate persists all 6 fields.
     2. entry_route_selected=None always has non-empty machine-readable
        entry_route_reason.
     3. Persisted values are the actual selection result, not a recomputed
        summary.
     
     Made-with: Cursor

510. mercredi 1 avril 2026 à 13:26:28 2a57aba
     feat(entry_route): strategy-driven entry route selection with 3 hard invariants
     Afficher le corps du commit

     EntryRouteFamily taxonomy: MakerPassive, MakerStepAhead,
     TakerAggressive, TakerMarket, HybridPassiveThenCross, HybridLimitIoc.
     
     select_entry_route() enforces:
     1. Strategy-driven: breakout/momentum → taker/hybrid;
        maker strategies → MakerPassive/MakerStepAhead.
     2. Direction-aware: Short on spot → None + "spot_short_not_supported".
     3. No silent None: every blocked route carries machine-readable reason
        (fill_probability_too_low, spread_too_wide, insufficient_orderbook_depth,
        spot_short_not_supported, no_opportunity_selected, strategy_family_none).
     
     Legacy EntryMode mapping via to_legacy_entry_mode().
     
     Made-with: Cursor

511. mercredi 1 avril 2026 à 13:16:35 32c4a7a
     feat(cdv): migration + struct for 8 activation columns ($65-$72) with pipeline wiring
     Afficher le corps du commit

     Migration 20260401141000 adds selected_strategy, eligible/rejected
     strategies JSON, activation_reason, activation_score, selected_direction,
     strategy_family, activation_context_json.
     
     apply_activation_to_cdv() populates all 8 fields from StrategyActivation.
     activation_context_json includes spot_execution_blocked_for_short flag
     to prevent Short direction from leaking into spot execution.
     
     Pipeline builds activation_by_symbol map (regime + features + drift)
     and passes to all 5 persist_pipeline_candidate_vector call sites.
     Both live_runner readiness blocks compute activation inline.
     
     Made-with: Cursor

512. mercredi 1 avril 2026 à 12:52:57 4725398
     feat(activation): 11-variant strategy activation with explicit rejection reasons
     Afficher le corps du commit

     ActivatedStrategy taxonomy: BreakoutImmediate, BreakoutConfirmed,
     MomentumRide, MomentumFade, MeanReversionSnapback, MeanReversionGrind,
     MakerStepAhead, MakerPassiveQueue, VolatilitySurge, LiquidityVacuum,
     NoOpportunity.
     
     activate_strategies() scores all 11 against regime + features + drift,
     returns exactly one selected with full audit trail: eligible set,
     rejected list with machine-readable reasons, activation_reason string.
     No black-box fallback to NoTrading — every rejection is explicit.
     
     Legacy SelectedStrategy mapping preserved via to_legacy().
     
     Made-with: Cursor

513. mercredi 1 avril 2026 à 12:46:43 2bd433d
     feat(drift): wire DriftMetrics into MarketFeatures, pipeline CDV, and live_runner
     Afficher le corps du commit

     - Add drift_metrics field to MarketFeatures; enrich_with_drift() calls
       compute_drift_metrics from price history ring buffer.
     - apply_drift_to_cdv() helper populates 13 drift fields on CDV rows.
     - persist_pipeline_candidate_vector accepts drift; all 5 call sites pass
       drift_by_symbol lookup (pre-computed per symbol before the main loop).
     - Both live_runner readiness CDV blocks compute drift inline and apply
       before insert.
     - Route selectors (v1 + v2) call enrich_with_drift after ignition.
     
     Made-with: Cursor

514. mercredi 1 avril 2026 à 12:39:42 ab589c3
     feat(cdv): migration + struct for 14 drift/movement columns ($51-$64)
     Afficher le corps du commit

     Migration 20260401140000 adds drift_bps_per_min_{1,3,5,10,15}m,
     accel_bps_per_min2, expected_persistence_min, direction_consistency,
     drift_sign, expected_gross_capture_{bps,long_bps,short_bps},
     persistence_confidence, chaos_subtype.
     
     All existing CDV construction sites use ..Default::default() for the
     new fields (None until pipeline wiring in next commit).
     
     Made-with: Cursor

515. mercredi 1 avril 2026 à 12:34:30 acccd34
     feat(drift): signed drift/accel/persistence engine with median-anchored windows
     Afficher le corps du commit

     DriftMetrics with 1m/3m/5m/10m/15m signed drift (bps/min), direction-
     aware gross capture (long/short), acceleration, persistence model,
     alignment signals, and persistence_confidence.
     
     Anchor price uses median of ±15% age bracket to dampen single-tick
     noise without masking genuine level changes.
     
     Made-with: Cursor

516. mercredi 1 avril 2026 à 12:34:23 9c66772
     feat(price_cache): add 900s mid-price ring buffer for drift metrics
     Afficher le corps du commit

     Stores (Instant, f64) mid-price ticks in a per-symbol VecDeque,
     retained for 15 minutes. Exposes price_history() API for the
     drift/acceleration engine.
     
     Made-with: Cursor

517. mercredi 1 avril 2026 à 10:51:07 cb32443
     fees: allow env override of bootstrap fee bps
     Afficher le corps du commit

     Adds BOOTSTRAP_MAKER_FEE_BPS and BOOTSTRAP_TAKER_FEE_BPS (clamped) for analysis/testing when no live fee provider is available; defaults remain 25/40 bps.
     
     Made-with: Cursor

518. mercredi 1 avril 2026 à 02:12:29 11390e6
     Align readiness fill prob with L3 quality; add env tunables
     Afficher le corps du commit

     - Move compute_l3_quality_score to analysis::l3_quality (shared with market_features).
     - Readiness: use L3-based quality for hybrid fill_probability instead of edge_score.
     - fill_probability: env FILL_PROB_REF_TIME_SECS, MISSING_L3_PENALTY, FLOOR, HYBRID_BASE (clamped).
     - readiness_gate: READINESS_MIN_FILL_PROB_LIQUIDITY override (clamped 0.05–0.45).
     - Drop redundant route_engine::l3_quality module.
     
     Made-with: Cursor

519. mardi 31 mars 2026 à 23:08:13 15e0c48
     fix(writer): chunk multi-row INSERTs under Postgres bind parameter limit
     Afficher le corps du commit

     - Cap each INSERT at 32000/columns (ticker+trade 4000 rows, L3 2000 rows)
     - On failure after partial flush, only restore unwritten tail; avoids
       irrecoverable errors and documents behavior in WRITER_PARALLEL_DESIGN
     
     Made-with: Cursor

520. mardi 31 mars 2026 à 23:01:32 bcd7367
     ingest: multi-row batch INSERT for ticker, trade, L3 queue metrics
     Afficher le corps du commit

     - Use sqlx QueryBuilder push_values for one INSERT per flush batch
     - On DB error, restore batch buffer so rows can retry
     - Document DualWriter limits, ops runbook for DNS/network vs WS logs,
       and update L3 scaling + LOGGING WRITER_METRICS notes
     
     Server baseline (ingest): bulk writer_channel_pending saturated at 4096;
     pg_stat_statements showed ~809k single-row L3 inserts before this change.
     
     Made-with: Cursor

521. mardi 31 mars 2026 à 18:59:44 af0b969
     feat(edge): strict executable edge markets (top per symbol)
     Afficher le corps du commit

     Made-with: Cursor

522. mardi 31 mars 2026 à 18:52:24 d896321
     fix(cdv): backfill required detail_json keys for edge detection
     Afficher le corps du commit

     Made-with: Cursor

523. mardi 31 mars 2026 à 18:49:10 5744c1e
     fix(cli): route debug-edge mode via cli_mode
     Afficher le corps du commit

     Made-with: Cursor

524. mardi 31 mars 2026 à 18:44:51 66e2ccc
     feat(edge): DB-first per-candidate positive-edge detection and hard no-order assertion
     Afficher le corps du commit

     - Add decision DB query for raw positive-edge candidates (no aggregates)
     - Add debug-edge CLI to print per-candidate truth from Postgres
     - Enforce required detail_json fields (entry_type, exit_type, expected_fill_probability) with ERROR+counter
     - In live execution loop: ERROR if positives exist, and panic if positives>0 but orders==0
     
     Made-with: Cursor

525. mardi 31 mars 2026 à 18:22:22 23bb33c
     fix(cdv): backfill explainability v2 fields for historical rows
     Afficher le corps du commit

     Made-with: Cursor

526. mardi 31 mars 2026 à 18:17:20 56986f2
     feat(cdv): v2 DB-first explainability fields for no-trade root cause
     Afficher le corps du commit

     Add non-null edge decomposition + strategy/market context columns to candidate_decision_vectors, and populate them at all write points (route eval, pipeline, readiness, execution precheck).
     CDV insert failures now emit ERROR with run_id+symbol and increment a write-failure counter.
     
     Made-with: Cursor

527. mardi 31 mars 2026 à 18:09:27 89e5e13
     feat(parquet): validate manifest and skip exported partitions
     Afficher le corps du commit

     Made-with: Cursor

528. mardi 31 mars 2026 à 18:04:54 4144fa6
     feat(parquet): production-grade cold export with manifests, boundaries, ZSTD, and CDV dataset
     Afficher le corps du commit

     - Manifest completeness: row_count, min/max ts, checksum_sha256, exported_at, schema_version
     - Atomic writes for parquet+manifest; refuse overwrite (idempotency safety)
     - trade_samples: hard boundary via --max-run-id or --ended-before (closed runs only)
     - candidate_decision_vectors: decision DB export with --older-than-days cutoff
     - Chunked streaming export (no full table loads)
     - Parquet compression: ZSTD
     
     Made-with: Cursor

529. mardi 31 mars 2026 à 17:50:11 ce4617c
     Ensure candidate_decision_vectors always has evaluation_index
     Afficher le corps du commit

     Generate negative non-cycle evaluation_index values for route_eval and execution hooks so every vector row has a unique (run_id, evaluation_index) without relying on DB constraints.
     
     Made-with: Cursor

530. mardi 31 mars 2026 à 17:43:51 d6187b8
     Harden candidate_decision_vectors writes and indexing
     Afficher le corps du commit

     Make evaluation_index unique per run, add fail-visible logging + cdv_write_failed counter, and add a concurrent index plus a health query script for DB-first safety checks.
     
     Made-with: Cursor

531. mardi 31 mars 2026 à 16:34:21 cc7501f
     Fix trailing comma in candidate_decision_vectors insert
     Afficher le corps du commit

     Removes a stray trailing comma in the VALUES list that caused a syntax error and prevented readiness vectors from persisting.
     
     Made-with: Cursor

532. mardi 31 mars 2026 à 16:29:24 0cf15bf
     Fix extra placeholder in candidate_decision_vectors insert
     Afficher le corps du commit

     Removes a stray $38 placeholder so VALUES count matches the target column list, unblocking DB-first persistence for readiness vectors.
     
     Made-with: Cursor

533. mardi 31 mars 2026 à 16:21:38 a18864a
     Fix candidate_decision_vectors insert column/value mismatch
     Afficher le corps du commit

     Restores the insert statement to the canonical column list so persistence does not fail with "more expressions than target columns"; new explainability fields remain nullable and are carried in detail_json for now.
     
     Made-with: Cursor

534. mardi 31 mars 2026 à 16:16:52 c9c6f67
     fix(parquet): write manifest parquet_file as string
     Afficher le corps du commit

     Made-with: Cursor

535. mardi 31 mars 2026 à 16:14:00 a7b4c81
     Warn once when readiness vector persistence fails
     Afficher le corps du commit

     Adds a single warning on the first insert failure per evaluation cycle so DB-first candidate vector persistence errors can't silently yield zero rows.
     
     Made-with: Cursor

536. mardi 31 mars 2026 à 16:10:22 fb02e48
     fix(parquet): avoid broken pipe panic when output is piped
     Afficher le corps du commit

     Made-with: Cursor

537. mardi 31 mars 2026 à 16:06:46 b974f1d
     Persist readiness vectors in exec-only loop
     Afficher le corps du commit

     Ensure candidate_decision_vectors are written in the execution-only evaluation loop so DB-first edge/surplus/blocker evidence is available even when no orders are submitted.
     
     Made-with: Cursor

538. mardi 31 mars 2026 à 16:03:40 d8b1efe
     fix(parquet): align timestamp schema with Arrow builders
     Afficher le corps du commit

     Made-with: Cursor

539. mardi 31 mars 2026 à 15:59:24 b814580
     Persist readiness candidate economics to candidate_decision_vectors
     Afficher le corps du commit

     Writes one row per readiness-evaluated symbol per evaluation cycle so edge/surplus and blocker reasons are queryable DB-first even when no orders are submitted.
     
     Made-with: Cursor

540. mardi 31 mars 2026 à 15:51:46 e8654a2
     feat(cold): add Parquet archival CLI for trade_samples
     Afficher le corps du commit

     Add a read-only cold export path to local-disk Parquet for ingest raw data.
     The new CLI mode `export-parquet-cold` exports ended runs older than a cutoff and
     writes one Parquet file per (dt, symbol, run_id) with a manifest for reproducibility.
     
     Runtime and execution paths remain Postgres-first; no live reads from Parquet.
     
     Made-with: Cursor

541. mardi 31 mars 2026 à 15:50:56 0cce304
     docs(parquet): classify hot/warm/cold and select archival candidates
     Afficher le corps du commit

     Define where Parquet adds structural value without affecting runtime SSOT.
     Includes a per-dataset classification and an explicit ML lens (raw/features/decision/outcome)
     with strict exclusions for live/execution/safety/state tables.
     
     Made-with: Cursor

542. mardi 31 mars 2026 à 15:31:12 162e5f7
     docs(redis): live validation of pipelining optimizations
     Afficher le corps du commit

     Made-with: Cursor

543. mardi 31 mars 2026 à 15:23:21 6e402ea
     docs(redis): add latency optimization implementation report
     Afficher le corps du commit

     Made-with: Cursor

544. mardi 31 mars 2026 à 15:19:19 f83707c
     perf(redis): pipeline batch reads and writes for MSP state
     Afficher le corps du commit

     Latency audit revealed sequential Redis commands as the largest bottleneck:
     - redis_get_batch: 643 sequential HGETs → 1 pipeline = ~240× faster
     - redis_set_state: 2 round-trips (HSET + SADD) → 1 pipeline = 2× faster
     - redis_rebuild_from_db: 1286 sequential commands → 1 pipeline = ~200× faster
     
     Changes:
     - redis_get_batch now uses redis::pipe() to batch all HGET commands
     - redis_set_state pipelines HSET + SADD in a single round-trip
     - redis_rebuild_from_db pipelines all writes for startup/reconnect
     
     Impact:
     - MSP runtime phase check: 2.4ms → <10us
     - Position reconciliation: 2.4ms → <10us
     - ~4.8ms saved per evaluation cycle (hot-path)
     
     Audit: docs/redis_latency_audit_2026-03-31.md
     Made-with: Cursor

545. mardi 31 mars 2026 à 15:11:40 2bfd4d8
     perf(postgres): pre-live tuning measurement-first (random_page_cost, effective_io_concurrency, work_mem)
     Afficher le corps du commit

     Applied safe-now tuning based on comprehensive measurement:
     - random_page_cost: 4 → 2 (both instances, SSD/NVMe-appropriate)
     - effective_io_concurrency: 1 → 100 (both instances, modern SSD)
     - work_mem: 4MB → 16MB (INGEST only, 44GB temp files proved necessity)
     
     Proven improvements:
     - symbol_safety_state multi-get: Seq Scan → Bitmap Index Scan
     - L3 incremental: Parallel Seq Scan (cost 622K) → Merge Append Index Scan
     - Runtime validated: no regressions, services healthy
     
     Deferred: autovacuum per-table overrides (no bloat proof, high risk pre-live)
     
     Settings persistent via ALTER SYSTEM (postgresql.auto.conf).
     Rollback-ready via ALTER SYSTEM RESET + pg_reload_conf().
     
     Made-with: Cursor

546. mardi 31 mars 2026 à 14:10:10 1ce3efe
     fix(tooling): make retention/proof_runner ingest-canonical for observation_runs
     Afficher le corps du commit

     - Retention: guard deletes per-pool with to_regclass; never require observation_runs on decision.
     - Proof runner artifacts: read observation_runs run_id from ingest pool only.
     
     Made-with: Cursor

547. mardi 31 mars 2026 à 13:48:10 8257997
     fix(ingest): make run_id/id index rollout safe for partitions
     Afficher le corps du commit

     Skip parent index creation in migration when raw tables are partitioned, and create per-partition indexes concurrently via the DBA script.
     
     Made-with: Cursor

548. mardi 31 mars 2026 à 13:46:46 e7d7f3f
     perf(ingest): add (run_id, id) indexes for incremental refresh
     Afficher le corps du commit

     Adds indexes on raw ingest tables to support WHERE run_id = $1 AND id > watermark patterns used by run_symbol_state incremental refresh. Includes a DBA script to create them concurrently in production.
     
     Made-with: Cursor

549. mardi 31 mars 2026 à 13:45:14 a6a61d3
     perf(decision): add time-window indexes for execution_orders and fills
     Afficher le corps du commit

     Adds execution_orders(created_at) index for 24h/1h observability windows and an expression index on COALESCE(ts_exchange, ts_local) for fills time-window queries. Includes DBA scripts to create indexes concurrently in production.
     
     Made-with: Cursor

550. mardi 31 mars 2026 à 13:39:52 e646c4d
     perf(decision): add indexes for positions and open execution_orders symbols
     Afficher le corps du commit

     Adds partial indexes to speed up positions pinned/exposure queries and a partial index (with DBA concurrent helper) to avoid seq scan + sort for pinned_symbols_from_open_orders.
     
     Made-with: Cursor

551. mardi 31 mars 2026 à 13:30:44 801fedf
     perf(ingest): serve run health counts from run_symbol_state
     Afficher le corps du commit

     run_health_timeline_last_n no longer counts raw ticker/trade/L2/L3 rows. It sums counts from run_symbol_state per run and uses per-run LATERAL MAX(ts_local) to compute feed freshness.
     
     Made-with: Cursor

552. mardi 31 mars 2026 à 13:28:52 70479e1
     perf(decision): add index for raw_private_executions unmatched parsed fetch
     Afficher le corps du commit

     Adds composite index on (matched_status, parse_status, first_seen_at) and a DBA script to create it concurrently in production.
     
     Made-with: Cursor

553. mardi 31 mars 2026 à 13:26:24 3ee9edd
     fix(safety): reset l3_resync_count when hard block expires
     Afficher le corps du commit

     Keep clear_expired_hard_blocks consistent with clear_l3_resync_blocks by
     also zeroing l3_resync_count; prevents immediate re-block after expiry.
     
     Made-with: Cursor

554. mardi 31 mars 2026 à 13:23:13 290dad6
     Revert "fix(safety): reset l3_resync_count when hard block expires"
     Afficher le corps du commit

     This reverts commit 04f02595e66400732fef02a4a467edf23b33b36d.

555. mardi 31 mars 2026 à 13:22:30 04f0259
     fix(safety): reset l3_resync_count when hard block expires
     Afficher le corps du commit

     clear_expired_hard_blocks now also zeroes l3_resync_count to prevent
     immediate re-blocks after expiry cleanup.
     
     Made-with: Cursor

556. mardi 31 mars 2026 à 13:19:39 02805bd
     Revert "docs: PostgreSQL ingest/decision query audit report (2026-03-30)"
     Afficher le corps du commit

     This reverts commit 1418a3dc1c228d48d68b9f7c197ef9959bde6583.

557. mardi 31 mars 2026 à 13:19:39 8153b51
     Revert "fix(safety): reset l3_resync_count when hard block expires"
     Afficher le corps du commit

     This reverts commit 4fcc1b58ddb245f87b314dc4f3aa6686a60765e9.

558. mardi 31 mars 2026 à 13:13:45 a666000
     fix(live): retry instrument preload with bounded backoff
     Afficher le corps du commit

     Instead of failing run-execution-live immediately when instrument preload fails, retry in-process with exponential backoff capped at 60s to avoid restart storms on transient network/DNS issues.
     
     Made-with: Cursor

559. mardi 31 mars 2026 à 13:12:33 4fcc1b5
     fix(safety): reset l3_resync_count when hard block expires
     Afficher le corps du commit

     When clearing expired hard blocks, also clear l3_resync_count so symbols return to a clean safety state.
     
     Made-with: Cursor

560. mardi 31 mars 2026 à 00:43:06 1418a3d
     docs: PostgreSQL ingest/decision query audit report (2026-03-30)
     Afficher le corps du commit

     Made-with: Cursor

561. lundi 30 mars 2026 à 23:10:48 cf18695
     fix(safety): auto-clear expired hard_blocked symbols at startup
     Afficher le corps du commit

     Symbols with mode='hard_blocked' and expired hard_block_until were
     never reset to 'normal', permanently inflating dashboard counts.
     Added clear_expired_hard_blocks() called at startup of ingest,
     execution, and exec-only paths.
     
     Made-with: Cursor

562. lundi 30 mars 2026 à 22:54:19 9189d80
     fix(observability): scope run_health_timeline query to relevant run_ids
     Afficher le corps du commit

     The CTEs for ticker/trade/L2/L3 aggregation were scanning ALL rows
     across all runs instead of filtering by the last N run_ids from the
     runs CTE. With millions of L2/L3 rows this took 5+ minutes, blocking
     DB I/O and stalling the ingest epoch cycle.
     
     Made-with: Cursor

563. lundi 30 mars 2026 à 22:25:29 646acf1
     fix(freshness): eliminate remaining slow L3 MAX(ts_local) queries
     Afficher le corps du commit

     All 3 remaining callers of last_timestamps_for_run (ingest_runner stream
     health, consistency_watchdog, observability export) only used ticker/trade
     timestamps but still triggered ~10-min L3 table scans. Switched to
     freshness_timestamps_for_run and removed the now-dead function.
     
     Made-with: Cursor

564. lundi 30 mars 2026 à 22:05:35 052d04d
     fix(pinned): include error/reconcile/done as terminal order statuses
     Afficher le corps du commit

     pinned_symbols_from_open_orders only excluded filled/rejected/canceled,
     causing 711 stale orders (error/reconcile/done) to pin 133 symbols.
     This reduced epoch active symbols from ~170 to ~34.
     
     Made-with: Cursor

565. lundi 30 mars 2026 à 21:03:04 582b026
     fix(freshness): use only ticker/trade for freshness, skip L2/L3 hot-path queries
     Afficher le corps du commit

     The DATA_FRESHNESS_STATE check was querying MAX(ts_local) on l2_snap_metrics
     (2M+ rows) and l3_queue_metrics (3M+ rows), taking 631 seconds under write
     contention. By the time all four queries completed, ticker/trade timestamps
     were stale, causing false data_stale=true.
     
     Freshness now uses only ticker/trade timestamps (millisecond queries).
     L2/L3 coverage is already checked separately via FEATURE_READY_SIGNAL.
     
     Made-with: Cursor

566. lundi 30 mars 2026 à 19:57:24 7c294a6
     fix(writer): dual-channel writer separates ticker/trade from L2/L3
     Afficher le corps du commit

     The single bounded mpsc(2048) channel was shared by all data types.
     High-volume L2/L3 writes saturated the channel, blocking ticker/trade
     writes and freezing DB timestamps that readiness depends on — causing
     data_stale=true even when feeds were active.
     
     Split into two independent writer tasks:
     - Priority channel (512): ticker + trade only (freshness-critical)
     - Bulk channel (4096): L2 + L3 only (high-volume)
     
     Each channel has its own writer task, batching, and metrics logging.
     L2/L3 backpressure can no longer starve ticker/trade freshness updates.
     
     Made-with: Cursor

567. lundi 30 mars 2026 à 19:15:54 7ca95b3
     fix(live_runner): use data_run_id for l2_feature_coverage state sync check
     Afficher le corps du commit

     When ingest_provides_data=true, the coverage check queried run_id (execution's
     own) which has no market data in the DB. This caused STATE_SYNC_REQUIRED to
     fire on every evaluation, blocking the entire eval loop. Now queries
     data_run_id (the ingest epoch's run_id) which has the actual state.
     
     Made-with: Cursor

568. lundi 30 mars 2026 à 18:35:57 ae164ca
     fix(arch): unify freshness on ingest SSOT, eliminate duplicate execution writes
     Afficher le corps du commit

     When a separate ingest process is active, the execution process now:
     - Feeds price_cache from ticker/trade WS in cache-only mode (no DB writes)
     - Skips spawning L2/L3 feeds (ingest provides canonical data)
     - Uses the ingest epoch's run_id (bound_run_id) for all data queries:
       refresh_run_symbol_state, readiness, universe, feature_ready
     - Exec-only mode: ticker WS is always cache-only
     
     Removes microstructure_stale gate from execution_realism. Global data
     freshness is handled by the readiness report (data_stale) which gates
     the evaluation loop. execution_realism now focuses on per-symbol market
     activity: spread cap, tape count, trade recency, edge expiry.
     
     Root cause: execution ran duplicate WS connections and wrote duplicate
     ticker/trade/L2/L3 rows, causing writer channel backpressure (2048
     bounded mpsc saturated by L2/L3 volume) that blocked ticker/trade
     persistence and froze readiness timestamps. Additionally,
     execution_realism used price_cache (in-memory, change-driven) as a
     second freshness truth that diverged from the canonical ingest DB.
     
     Made-with: Cursor

569. lundi 30 mars 2026 à 15:06:16 fbab34d
     fix(exit): align static SL breakeven activation threshold
     Afficher le corps du commit

     Apply the same breakeven activation floor as position_monitor for static stop-loss protection so low-fee accounts don’t diverge between exit lifecycle and monitor takeover.
     
     Made-with: Cursor

570. lundi 30 mars 2026 à 14:59:43 8feb704
     chore(cleanup): delete unused skeleton and stage modules
     Afficher le corps du commit

     Remove proven-unused skeleton directory and legacy pipeline stage modules that had no call sites.
     
     Made-with: Cursor

571. lundi 30 mars 2026 à 14:59:18 cd31084
     chore(cleanup): remove unused skeleton and legacy modules
     Afficher le corps du commit

     Drop proven-unused skeleton modules and legacy pipeline/validation helpers, and silence a DB-row dead_code warning without altering runtime behavior.
     
     Made-with: Cursor

572. lundi 30 mars 2026 à 14:57:11 a8a97d3
     fix(pipeline): make missing state-row liquidity fallback symmetric
     Afficher le corps du commit

     Use the same conservative spread-only liquidity classification when the per-symbol state row is missing, for both maker and taker entries, to avoid asymmetric forced Ineligible outcomes.
     
     Made-with: Cursor

573. lundi 30 mars 2026 à 14:56:29 36f888a
     fix(pipeline): do not hard-block pure taker via conflict lane
     Afficher le corps du commit

     Keep maker-preferred behavior by applying taker penalties, but remove the maker-only hard block so profitable taker fallbacks remain possible.
     
     Made-with: Cursor

574. lundi 30 mars 2026 à 14:55:40 64fc1ea
     refactor(edge): use canonical surplus edge in readiness
     Afficher le corps du commit

     Align readiness edge with route/pipeline by using expected_surplus_bps (cost breakdown) as the canonical expected edge instead of a separate fill_prob-weighted formula.
     
     Made-with: Cursor

575. lundi 30 mars 2026 à 14:54:57 efe1285
     refactor(readiness): make spread anchor a soft signal
     Afficher le corps du commit

     Remove readiness’ hard spread cap so spread admission is single-sourced downstream (conflict lane / realism), while keeping spread health only for high-conviction labeling.
     
     Made-with: Cursor

576. lundi 30 mars 2026 à 14:54:15 0d1a390
     fix(route): align feature-complete with rolling L2 window
     Afficher le corps du commit

     Use a rolling 15-minute L2 snapshot count for is_feature_complete so restart/run_id rollovers don’t wrongly pre-exclude symbols before edge/route evaluation.
     
     Made-with: Cursor

577. lundi 30 mars 2026 à 14:53:20 e68fbc9
     fix(health): base watchdog stats on process run_id
     Afficher le corps du commit

     Use live runner’s process run_id for funnel/order activity and ingest freshness checks to avoid false stalls when the bound epoch run_id differs from writer scope.
     
     Made-with: Cursor

578. lundi 30 mars 2026 à 14:52:25 a0ab818
     fix(exit): enforce BE floor for native trailing stops
     Afficher le corps du commit

     Cap trailing-stop distances after a fee-aware break-even level so protection cannot trail below break-even once price has moved sufficiently.
     
     Made-with: Cursor

579. lundi 30 mars 2026 à 14:50:35 a4a5596
     fix(exit): make break-even fee-aware
     Afficher le corps du commit

     Compute break-even floors using roundtrip fees instead of fixed bps offsets, for both static SL amend logic and the position monitor’s static SL trailing.
     
     Made-with: Cursor

580. lundi 30 mars 2026 à 14:50:32 d8e06fa
     fix(universe): use rolling 15m activity counts for gating
     Afficher le corps du commit

     Replace per-run cumulative activity counters with a rolling ts_local window so universe selection and epoch validity don’t collapse after run_id rollovers.
     
     Made-with: Cursor

581. lundi 30 mars 2026 à 13:30:29 e581d71
     Revert "fix(universe): warm-gate hard trade liquidity filter"
     Afficher le corps du commit

     This reverts commit 533027677ec7253e929e34f150d8d31dc2a6f471.

582. lundi 30 mars 2026 à 13:28:35 5330276
     fix(universe): warm-gate hard trade liquidity filter
     Afficher le corps du commit

     Delay hard execution liquidity filtering until run data is warm (sufficient rows and age>=10m), and clamp run-age to avoid divide-by-zero.
     
     Made-with: Cursor

583. dimanche 29 mars 2026 à 20:58:58 7be0e7e
     fix(execution): apply spread realism cap only for taker entries
     Afficher le corps du commit

     Maker/post-only routes already price half-spread capture; enforcing
     EXECUTION_REALISM_SPREAD_CAP_BPS against full spread blocked valid
     Execute plans (e.g. ENTRY_BLOCKED_EXECUTION_REALISM spread_cap_exceeded).
     
     Made-with: Cursor

584. dimanche 29 mars 2026 à 20:34:47 d8c1a36
     fix(pipeline): maker limit falls back to last ticker top-of-book
     Afficher le corps du commit

     Thin pairs can skip the 5s fresh ticker window while still passing L2-backed
     V2 admission, which produced only no_price_snapshot_for_maker Skips and
     ranked=0. After snapshot_fresh fails, use snapshot; try normalized pair key for
     BTC/XBT-style cache entries.
     
     Made-with: Cursor

585. dimanche 29 mars 2026 à 20:16:51 c5712fe
     fix(pipeline): V2 edge floor uses same EV basis as route admission
     Afficher le corps du commit

     validate_candidate gates on pre-L3 net edge; L3 only scales ranking. The pipeline
     used post-L3 expected_net_edge_bps for edge_floor_block, so valid selections could
     still be skipped and EDGE_FLOW_RANKED stayed empty.
     
     Use max(post-L3, pre-L3) for hard EV checks, conflict taker shortfall, sizing,
     and outcome edge_score so admission matches selection (incl. adaptive edge).
     
     Made-with: Cursor

586. dimanche 29 mars 2026 à 19:35:44 57af163
     fix(route): maker pre-L3 net edge matches readiness surplus (no fill_prob wrap)
     Afficher le corps du commit

     Readiness expected_surplus_bps is linear in capturable/fees/slips/spread/drag.
     The maker branch scaled only the core block by fill_probability while subtracting
     full wait/drag, making route validation far stricter than readiness on low-fill
     names and causing pervasive pre-L3 EdgeNegative.
     
     Made-with: Cursor

587. dimanche 29 mars 2026 à 19:15:01 ec04465
     fix(route): align surplus stack with readiness (TSL drag, L3 validate)
     Afficher le corps du commit

     - Replace dynamic wait_risk with fixed READINESS_TSL_DRAG_BPS (2) matching
       strategy_readiness_report cost breakdown.
     - Run validate_candidate / EdgeNegative on net edge before soft L3 multiplier;
       L3 only scales ranking edge and time_adjusted_score per existing intent.
     
     Made-with: Cursor

588. dimanche 29 mars 2026 à 19:04:33 1cd91a8
     fix(route): unify expectancy move basis with readiness strategy move
     Afficher le corps du commit

     Path expected_move alone could be below the move/fee gate while readiness
     already used compute_expected_move_for_strategy (vol_proxy=micro like
     strategy_readiness_report). Use max(path, strategy move) for capturable
     inputs, net-edge move scaling, relative_move_score, and validate_candidate.
     
     Made-with: Cursor

589. dimanche 29 mars 2026 à 18:45:31 7a8e431
     fix(edge): drop adaptive matrix rows with disallowed exit regimes
     Afficher le corps du commit

     Route families included exit modes that select_allowed_exit_regimes never
     admits for the current path/features, yielding only ExitRegimeNotAllowed
     candidates. Pre-filter the regime matrix so evaluation matches the same
     exit-regime contract as the path model.
     
     Made-with: Cursor

590. dimanche 29 mars 2026 à 18:36:38 ff692b7
     fix(edge): align adaptive V2 regime with readiness detect_regime
     Afficher le corps du commit

     Readiness uses RegimeMetrics (scaled trade_density) + detect_regime for
     strategy fan-out; adaptive used classify_regime on raw features, so the
     route matrix could disagree with the same symbol’s readiness tradable
     rows. Drive V2 route matrix bucket from the same metrics/mapping and
     refresh payoff asymmetry for the selected bucket.
     
     Made-with: Cursor

591. dimanche 29 mars 2026 à 15:16:14 cdd7de0
     fix(live): ingest readiness/route/pipeline use writer run_id, not epoch run_id
     Afficher le corps du commit

     Combined observe+execution path used bound_run_id from epoch while ticker/trade/L2/L3
     WS writers tag rows with the process observation run_id. When LIVE_USE_OWN_RUN_ONLY
     is false, those can differ — last_timestamps_for_run and run_symbol_state then read
     stale MAX(ts_local) for the wrong run. Align with execution-only path (run_id).
     
     Made-with: Cursor

592. dimanche 29 mars 2026 à 14:41:59 b9cb33b
     fix(readiness): structural freshness uses L2/L3 ts_local, not only ticker/trade
     Afficher le corps du commit

     data_stale used min age over ticker and trade MAX(ts_local) only; Kraken ticker
     is change-driven so MAX can lag while L2/L3 keep advancing. Align staleness with
     all ingest feeds already returned by last_timestamps_for_run.
     
     Made-with: Cursor

593. dimanche 29 mars 2026 à 09:56:09 fbf025c
     fix(readiness): align live data_stale with ticker/trade timestamps
     Afficher le corps du commit

     run_readiness_analysis_for_run_from_state used only MAX(updated_at) on
     run_symbol_state, which could mark DataStale while raw ticker/trade rows
     were still within LIVE_DATA_MAX_AGE_SECS. Structural freshness now matches
     run_readiness_analysis_for_run; last_* fields in the report reflect real
     L2/L3/ticker/trade max(ts_local).
     
     Made-with: Cursor

594. dimanche 29 mars 2026 à 00:15:26 0c7de5e
     fix(edge): scenario tail net edge uses regime-scaled tail_upside
     Afficher le corps du commit

     build_move_distribution already scales tail_upside by regime (e.g. 1.5× for
     VolatilitySpike), but compute_scenario_edges used p90 (= raw upside) for
     net_edge_tail. is_admissible TailPositive therefore ignored that scaling,
     keeping admitted=false and tradable_count=0 despite candidate volume.
     
     Regression test: spike tail net edge exceeds calm for the same path.
     
     Made-with: Cursor

595. samedi 28 mars 2026 à 23:53:26 4fd10fd
     fix(edge): apply adaptive admission for any V1 reject when is_admissible
     Afficher le corps du commit

     Production logs showed candidates>0 but pairs_no_valid_candidate=10 and
     pairs_valid_but_nonpositive_score=0 — V1 dominant codes included
     path_confidence_too_low, which was never eligible for the narrow override.
     
     When is_admissible passes, promote using scenario ranking edge and recompute
     time_adjusted_score with regime-aware confidence so select_winner_adaptive can
     rank positive scores.
     
     Made-with: Cursor

596. samedi 28 mars 2026 à 23:44:35 e3e8584
     fix(route): analyze_run_from_state uses ingest pool when split
     Afficher le corps du commit

     run_adaptive_route_analysis / run_v2_route_analysis_with_ingest passed the
     decision pool into analyze_run_from_state, which reads observation_runs and
     run_symbol_state on ingest. Use ingest_pool.unwrap_or(pool) for that read.
     
     Made-with: Cursor

597. samedi 28 mars 2026 à 23:38:42 c4873a2
     fix(execution): route V2 pipeline ingest vs decision pools
     Afficher le corps du commit

     analyze_run_from_state reads observation_runs and run_symbol_state on ingest;
     funnel/candidate vectors/shadow trades stay on decision. Live was passing only
     the decision pool and crashed with missing observation_runs. Shutdown UPDATE
     for observation_runs now uses ingest_pool.
     
     Made-with: Cursor

598. samedi 28 mars 2026 à 23:27:17 226181a
     fix(execution): pass edge_score as L3 quality for hybrid fill probability
     Afficher le corps du commit

     Hardcoded l3_quality_score=0 forced hybrid path to fp*0.5, crushing
     expected_edge_bps and blocking all pairs at readiness EdgeNegative.
     
     Made-with: Cursor

599. samedi 28 mars 2026 à 22:51:51 21dfa73
     feat(db): harden dual-pool ops — no DATABASE_URL, identity suffix, overlap guard
     Afficher le corps du commit

     - Reject legacy DATABASE_URL; require distinct INGEST_DATABASE_URL and DECISION_DATABASE_URL.
     - Validate current_database() suffix _ingest vs _decision per role.
     - Fail startup if krakenbot table names overlap across pools (DB_SCHEMA_OVERLAP_FORBIDDEN).
     - Route epoch/lineage/run_symbol_state and related reads through ingest pool in live_runner;
       remove ingest→decision sync helpers from run_symbol_state and symbol_safety_state.
     - ingest_runner: decision pool for safety/pinned; drop dual-write of epochs to decision.
     - Add operator maintenance DROP scripts and db_inventory_compare.sh for overlap proof.
     - Update .env.example, trading_env, DBA scripts, and execution systemd comment.
     
     Made-with: Cursor

600. samedi 28 mars 2026 à 21:59:08 4882871
     feat(db): dual-pool env INGEST_DATABASE_URL + split sqlx migrations
     Afficher le corps du commit

     - Replace DATABASE_URL with INGEST_DATABASE_URL in config, probes, scripts, docs
     - trading_env: INGEST_DB_* URL construction; no legacy DATABASE_URL shim
     - Split migrations into migrations/ingest (13) and migrations/decision (32);
       edge persistence ALTER runs after candidate_decision_vectors (20260331110000)
     - Optional INGEST_/DECISION_EXPECTED_DATABASE_NAME -> DB_TARGET_MISMATCH
     - Runbook, audit, decontaminate inventory SQL, negative-test notes
     
     Made-with: Cursor

601. samedi 28 mars 2026 à 21:40:43 cb8393e
     feat(scripts): enforce DB pool via psql_pool.sh + CI assert
     Afficher le corps du commit

     - Add scripts/psql_pool.sh: ingest|decision|replay|exec with live identity on stderr
     - Add assert_no_raw_psql.sh and run it from scripts/check.sh (no raw psql in scripts/**/*.sh)
     - Migrate all shell scripts that called psql on DATABASE_URL/DECISION URLs to psql_pool
     - measure_reconcile + flow_capture: DECISION_DATABASE_URL only (remove ingest fallback)
     - pg_dba_vacuum_analyze_hot_tables: use decision pool for execution/safety tables (was DATABASE_URL)
     - Docs: AGENTS.md + db-diagnosis-routing note
     
     Made-with: Cursor

602. samedi 28 mars 2026 à 21:26:44 44915c5
     fix(execution): create execution_live observation run on ingest first (dual-DB contract)
     Afficher le corps du commit

     Aligns with ingest_runner: ingest owns raw-sample FK chain; decision receives
     the same run_id via ensure_observation_run_on_pool. Removes shutdown re-ensure
     to ingest (run already originated there).
     
     Made-with: Cursor

603. samedi 28 mars 2026 à 21:24:23 c684a53
     feat(scripts): mechanical DB pool precheck + AGENTS gate
     Afficher le corps du commit

     - Add db_target_precheck.sh: live SQL identity for ingest/decision with mandatory block output
     - Run precheck before readiness in validate_execution_on_server and validate_live_engine_server
     - ws_safety_report: decision precheck before execution/safety SQL
     - AGENTS.md: operator/agent instructions beyond Cursor rules; link from trading_env + db rule
     
     Made-with: Cursor

604. samedi 28 mars 2026 à 21:17:45 eef104c
     fix(execution): mirror observation_runs to ingest at execution_live start
     Afficher le corps du commit

     execution_live inserts the run on decision; ticker/L2/L3 writers use ingest.
     Without the same run_id on ingest, partitioned l3_queue_metrics FK fails and L3
     state can diverge. Sync row at startup and realign observation_runs id sequence.
     
     Made-with: Cursor

605. samedi 28 mars 2026 à 19:26:33 03c3725
     fix(execution): seed price_cache from ingest before run-execution-once submit
     Afficher le corps du commit

     CLI one-shot had instrument cache after preload but no ticker WS, so market
     prevalidation failed on empty price_cache. Pull latest bid/ask from
     ticker_samples for the run (fallback l2_snap_metrics) and update price_cache.
     
     Made-with: Cursor

606. samedi 28 mars 2026 à 19:21:47 b452080
     fix(execution): preload Kraken instrument WS cache in run-execution-once
     Afficher le corps du commit

     run-execution-once is a separate process from the long-lived runner; without
     preload_all the constraints cache stayed empty and exchange prevalidation
     skipped submit (e.g. after route-proof zero-tradable fallback).
     
     Made-with: Cursor

607. samedi 28 mars 2026 à 19:17:08 4477ca4
     fix(execution): route proof fallback when V2 tradable_count=0; configurable realism spread cap
     Afficher le corps du commit

     - When ROUTE_PROOF_MODE is on and no tradable routes, pick tightest-spread
       feature-complete symbol in scope and plan a small taker entry via plan_execution.
     - Add EXECUTION_REALISM_SPREAD_CAP_BPS (5..500, default 60) for flow_execution
       pre-submit spread check.
     
     Made-with: Cursor

608. samedi 28 mars 2026 à 19:01:21 63a0f7f
     feat: MIN_L2_SNAPSHOTS_FEATURE_COMPLETE env for feature-complete gate
     Afficher le corps du commit

     Default remains 50; operators may lower (1..=200) when a fresh observation
     run must participate in routing before L2 sampler reaches 50 ticks per symbol.
     
     Made-with: Cursor

609. samedi 28 mars 2026 à 18:51:30 891c1de
     fix(v2): sync time_adjusted_score after adaptive admission override
     Afficher le corps du commit

     Adaptive is_admissible could mark a route valid while the candidate still
     carried V1 negative edge and a non-positive time_adjusted_score, so
     select_winner_adaptive never selected a route (tradable_count stayed 0).
     
     After override, set expected_net_edge_bps from median/tail/best edge and
     recompute time_adjusted_score with the same elasticity factors as
     evaluate_route_candidate.
     
     Made-with: Cursor

610. samedi 28 mars 2026 à 18:16:04 fd5e6e2
     fix(execution): run phantom open-order reconcile every epoch; remove is_fresh gate
     Afficher le corps du commit

     - Periodic phantom cleanup now matches startup: ownOrders coherent only
     - Invoke reconcile_phantom_open_orders_periodic once per bound epoch (live + exec-only)
     - Removes silent no-op when cache was coherent but slightly stale
     
     Made-with: Cursor

611. samedi 28 mars 2026 à 18:00:15 e0086ea
     fix(execution): periodic DB open-order reconcile vs exchange ownOrders
     Afficher le corps du commit

     - Treat coherent+fresh own_orders_cache as SSOT for open Kraken order IDs
     - Mark DB rows in active statuses missing from snapshot as reconcile (incl cancel_requested)
     - Run every 10 evaluations on execution-live and execution-only loops
     - Clarify module docs: DB drift corrected toward exchange, not vice versa
     
     Made-with: Cursor

612. samedi 28 mars 2026 à 17:35:02 057985b
     chore(cursor): enforce ingest vs decision DB routing for diagnosis
     Afficher le corps du commit

     Made-with: Cursor

613. samedi 28 mars 2026 à 17:04:43 5c14d8f
     Add minimal execution summary counters (no log spam)
     Afficher le corps du commit

     Single EXECUTION_SUMMARY line per v1/v2 pipeline cycle plus optional
     EXECUTION_FULL_BLOCK when ranked candidates exist but none execute.
     Classify skips into aggregate buckets without per-symbol logging.
     
     Made-with: Cursor

614. samedi 28 mars 2026 à 16:40:18 dde0dd6
     collect_open_ssot_evidence: single time-bounded aggregate (avoid full-table max)
     Afficher le corps du commit

     Made-with: Cursor

615. samedi 28 mars 2026 à 16:38:19 2864c4a
     collect_open_ssot_evidence: set PG statement_timeout for psql
     Afficher le corps du commit

     Made-with: Cursor

616. samedi 28 mars 2026 à 16:33:35 cfd83dc
     Persist SSOT audit rows: fanout, route scope, MSP blocks; run-once regime
     Afficher le corps du commit

     - trading_funnel_events: FANOUT_GATE_APPLIED (live_runner + run-execution-once),
       FANOUT_ROUTE_SCOPE from route analysis when funnel_pool is decision DB,
       EXECUTION_BLOCKED_NO_MSP*, MSP_ADMISSION_BLOCK from flow path.
     - run_execution_once: stamp intent.regime from CapitalAllocator bucket;
       optional RUN_ONCE_EQUITY_QUOTE for sizing context.
     - scripts/collect_open_ssot_evidence.sh: SQL counts for new markers + regime column.
     - Unit tests for queue_decision and ImprovePrice propagation in execution_planner.
     
     Made-with: Cursor

617. samedi 28 mars 2026 à 16:23:32 aa9866c
     docs(ENGINE_SSOT): sluit GEDEELTELIJK af — AFGELOPEN, OPEN, L2/L3-afronding
     Afficher le corps du commit

     - Statusregels: AFGELOPEN (ontwerp), AFGELOPEN (observatie), OPEN (bewijs pending)
     - Matrix: Multiregime/Maker/MSP/eligibility/reconcile/protection/Fan-out → OPEN; Multistrategy + flow + warming → AFGELOPEN
     - Tabel afronding L2/L3-plan ↔ SSOT; forced validation 2026-03-27 bijgewerkt
     
     Made-with: Cursor

618. samedi 28 mars 2026 à 16:17:52 ae18d81
     docs(ENGINE_SSOT): matrix + V3 gate — flow-poller, D5 fan-out, maker-queue
     Afficher le corps du commit

     - §6: execution bullet uses flow-poller/heap wording (not legacy Top-1)
     - §7: V3 BLOCKING checklist (L2/L3 plan): SQL + journal + L2 regressie AND
     - Multiregime row: primary bewijsniveau runtime-seen; regime column code-wired
     - Maker/queue row: reflects D5 intent wiring; GEDEELTELIJK until ImprovePrice proven
     - Flow poller row renamed; fan-out D5 matrix row + testmethoden; probe/ExitManager VERWIJDEREN row
     
     Made-with: Cursor

619. samedi 28 mars 2026 à 16:13:19 d537b00
     feat(execution): run-execution-once uses D5 chain (V2 + fanout + pipeline_v2)
     Afficher le corps du commit

     - Refresh run_symbol_state, readiness from state + live fee tier (same as live path)
     - Hard-block filter on decision DB, fanout gate + FANOUT_* logs
     - V2 route analysis with EDGE_ENGINE_V2 gate; run_strategy_pipeline_v2 with exec_allowed
     - EXECUTION_DECISION log; pass LiveFeeProvider into submit path
     
     Made-with: Cursor

620. samedi 28 mars 2026 à 16:07:14 c1d0298
     chore(execution): D5 cleanup — legacy queue_ahead from L2, lean logs
     Afficher le corps du commit

     - Legacy readiness pipeline: queue_decision uses depth_near_mid from L2 map when present (was always 0)
     - order submit log: include execution_mode alongside queue_decision/post_only
     - EXECUTION_DECISION: structured fields only (no duplicate format args)
     
     Made-with: Cursor

621. samedi 28 mars 2026 à 15:59:15 d3a0cb8
     feat(execution): D5 contract — fanout gate, maker/taker intent, adapter + logs
     Afficher le corps du commit

     - OrderPlan/ExecutionIntent: execution_mode, post_only, fallback_policy, queue_decision
     - plan_execution validates maker vs taker; ExecutionIntent::from_order_plan enforces contract
     - V2 route analysis optional fanout symbol filter + FANOUT_ROUTE_SCOPE
     - live_runner: intersect exec_allowed with fanout, FANOUT_DECISION / FANOUT_GATE_APPLIED; pass set into V2 ingest
     - kraken_adapter: post_only and queue_decision from intent; EXECUTION_DECISION in flow_execution
     - diagnostics/shadow_compare: adaptive route analysis fanout arg None
     
     Made-with: Cursor

622. samedi 28 mars 2026 à 15:12:36 4eca86e
     docs(SSOT): correct L3/is_feature_complete claim, add L2 persistent chain row
     Afficher le corps du commit

     L3 data (l3_count) is NOT part of is_feature_complete — that gate checks
     only spread + microprice + l2_count >= 50. L3 absence is handled via
     MISSING_L3_PENALTY and L3_QUALITY_FLOOR_NO_L3 (graceful degradation).
     
     Add statusmatrix row for L2 persistent chain (server-proven, VOLLEDIG):
     run 934, 638/638 symbols l2_count >= 50, ~18 rows/sym/min, reader-sampler
     split (f6c99b6).
     
     Made-with: Cursor

623. samedi 28 mars 2026 à 13:57:34 f6c99b6
     l3_ts_partition_retention_drop: support --dry-run flag
     Afficher le corps du commit

     Made-with: Cursor

624. samedi 28 mars 2026 à 13:32:28 3fa1001
     observe(l2): pass 2 — checksum/resync WARN only via heartbeat thresholds
     Afficher le corps du commit

     - L2_CHECKSUM_MISMATCH and L2_READER_CHECKSUM_RESYNC_REQUESTED always DEBUG
     - Aggregate WARN: L2_CHECKSUM_MISMATCH_ELEVATED (>=80/30s), L2_CHECKSUM_RATE_EXTREME (>=200)
     - L2_CHECKSUM_RESYNC_STORM when resync batches >=25 per heartbeat window
     - Drop per-symbol cooldown maps; enrich extreme WARN with top_symbols context
     
     Made-with: Cursor

625. samedi 28 mars 2026 à 13:25:49 2cca6ce
     Add L3 time-partition cutover, daily ensure, and partition-DROP retention scripts
     Afficher le corps du commit

     Made-with: Cursor

626. samedi 28 mars 2026 à 13:25:46 96bd3ab
     Add L3 time-partition target table (daily UTC), BRIN, ensure_l3_daily_partitions()
     Afficher le corps du commit

     Made-with: Cursor

627. samedi 28 mars 2026 à 13:15:56 d9ff636
     observe(l2): move L2_SAMPLE_TICK and L2_SAMPLE_ROW_WRITTEN to DEBUG
     Afficher le corps du commit

     - Per-interval sampler detail stays at DEBUG; L2_SAMPLER_HEARTBEAT remains INFO
     
     Made-with: Cursor

628. samedi 28 mars 2026 à 13:15:46 deb8893
     observe(l2): rate-limit checksum/resync WARN + L2_CHECKSUM_HEARTBEAT
     Afficher le corps du commit

     - L2_CHECKSUM_MISMATCH: WARN at most once per symbol per 60s, else DEBUG
     - Resync requested/completed: WARN only for symbols newly outside cooldown; completed at DEBUG
     - L2_CHECKSUM_HEARTBEAT on reader 30s tick with aggregate counters and top symbols
     - L2_CHECKSUM_RATE_EXTREME WARN when window mismatch count exceeds threshold
     
     Made-with: Cursor

629. samedi 28 mars 2026 à 13:14:33 b31d275
     observe(l3): replace per-symbol l3_metrics_emitted INFO with DEBUG + L3_METRICS_HEARTBEAT
     Afficher le corps du commit

     - Log per-emit l3_metrics_emitted at DEBUG only
     - Emit aggregate L3_METRICS_HEARTBEAT at most once per 30s with window counts
     
     Made-with: Cursor

630. samedi 28 mars 2026 à 13:00:44 7ba30e4
     L3 maintenance: empty-cut and zero-row skip, optional BRIN SQL, retention preflight skip flag
     Afficher le corps du commit

     Made-with: Cursor

631. samedi 28 mars 2026 à 12:58:01 8ae4247
     L3 maintenance: scalable preflight (observation_runs + run_id-scoped mx), lighter inventory SQL
     Afficher le corps du commit

     Made-with: Cursor

632. samedi 28 mars 2026 à 12:33:36 96cb9c2
     Add L3 ingest maintenance: inventory, watermark preflight, batched time-cut delete, retention
     Afficher le corps du commit

     Made-with: Cursor

633. samedi 28 mars 2026 à 11:53:26 c19388f
     fix(l2): split runtime loop into reader + sampler tasks (D1 structural fix)
     Afficher le corps du commit

     The single-task select! loop could not guarantee 5s sample timer
     execution under continuous WS book traffic. Split into two independent
     tokio tasks sharing books via Arc<RwLock<HashMap>>:
     
     - Reader task: drains WS messages, short write-lock for book mutation,
       handles checksum resync with explicit markers
       (L2_READER_CHECKSUM_RESYNC_REQUESTED/COMPLETED, L2_READER_STREAM_ENDED).
     - Sampler task: 5s interval, short read-lock for minimal snapshot
       extraction, builds rows + sends outside lock.
     - Failure propagation: either task exit aborts sibling, returns Err
       to trigger outer reconnect. Exit logs include explicit cause field.
     - Dual heartbeats: L2_READER_HEARTBEAT + L2_SAMPLER_HEARTBEAT (30s).
     - Subscribe phase unchanged (single-threaded before split).
     
     Made-with: Cursor

634. samedi 28 mars 2026 à 11:02:54 1feba08
     fix(l2): subscribe drain wait for acks or budget, not idle gap
     Afficher le corps du commit

     10ms read timeout no longer ends the batch drain; only full ack set,
     drain wall budget, stream end, or read error stops the loop.
     
     Made-with: Cursor

635. samedi 28 mars 2026 à 10:56:02 c579c57
     fix(l2): bounded subscribe drain + batch timing markers (D1)
     Afficher le corps du commit

     Evidence: batch drain waited for 10ms idle while book updates never go idle,
     stalling wall-clock minutes per subscribe batch before the sample loop ran.
     
     - Cap per-batch drain at L2_SUBSCRIBE_BATCH_DRAIN_MAX (350ms) and exit early
       when batch_acked >= chunk.len().
     - Add monotonic elapsed_ms markers: L2_BATCH_* lifecycle, first sample/row,
       L2_SUBSCRIBE_BATCH_DRAIN_INCOMPLETE when capped without full acks.
     - Log L2_FEED_LOOP_STARTED / L2_SNAPSHOT_WINDOW_COMPLETE with elapsed_ms.
     
     Made-with: Cursor

636. samedi 28 mars 2026 à 10:46:02 a50c4ea
     chore(scripts): add collect_l2_l3_plan_evidence for D1-D2-V3 SQL gates
     Afficher le corps du commit

     Made-with: Cursor

637. samedi 28 mars 2026 à 01:25:11 67f38ec
     fix(l2): biased select + heartbeats + markers for persistent sampling
     Afficher le corps du commit

     - Use tokio::select! { biased; } so sample_interval wins over read.next()
       (avoids WS update starvation of L2Snap writes).
     - Explicit read stream end (None) and L2_FEED_LOOP_EXITED; channel close
       logs L2_WRITER_CHANNEL_CLOSED.
     - L2_FEED_HEARTBEAT every ~30s: subscribed_symbols, books_tracked,
       sample_ticks, rows_written_total; L2_SAMPLE_TICK / L2_SAMPLE_ROW_WRITTEN
       aggregates per tick.
     - L2_WRITER_ERROR on l2_snap insert failure (writer).
     - L2_FEED_TASK_ABORTED / L2_FEED_TASK_RESTARTED around L2 handle in
       ingest_runner and live_runner.
     
     Made-with: Cursor

638. samedi 28 mars 2026 à 00:35:46 3af9fb4
     fix(ingest): avoid L2/L3 feed restart when universe sets unchanged
     Afficher le corps du commit

     Universe refresh ran every 60–120s and always aborted and respawned L2/L3
     feeds even when pool/L2/L3/execution symbol sets were identical. That
     repeatedly reset multi-chunk L3 bootstrap (staggered connections + subscribe
     ACKs), starving l3_queue_metrics and keeping l3_count low.
     
     Restart feeds only when L2 set, L3 set, or execution set (for L2 validation)
     actually changes; log UNIVERSE_SELECTION_SKIP_FEED_RESTART when skipping.
     Initialize ingest current_l2/current_exec from the first snapshot.
     
     Made-with: Cursor

639. samedi 28 mars 2026 à 00:29:10 82f61f6
     docs(ENGINE_SSOT): regime persist open until DB proof; L3 data note
     Afficher le corps du commit

     - Multiregime: code-wired for regime column; no server-proven upgrade before SELECT
     - New section: regime persist open proof + SQL success criteria
     - Section 6: L3/l3_count and feed coverage; regime fix pending post-deploy order
     - Forced validation test 8 marked not closed
     
     Made-with: Cursor

640. vendredi 27 mars 2026 à 21:00:06 3156897
     docs(ENGINE_SSOT): forced validation run 2026-03-27 + regime persist notes
     Afficher le corps du commit

     Document restart/MSP rebuild evidence, multistrategy log samples, regime DB
     counts; update section 6 and Multiregime row; replace regime gap with historical
     NULL note.
     
     Made-with: Cursor

641. vendredi 27 mars 2026 à 20:54:27 c6eeabf
     feat(execution): persist capital RegimeBucket to execution_orders.regime
     Afficher le corps du commit

     Wire regime from sizing_decision through ExecutionIntent to insert_order so
     observability no longer shows NULL for all orders. Protection and external
     backfill paths pass None.
     
     Made-with: Cursor

642. vendredi 27 mars 2026 à 20:39:01 b35206f
     docs(ENGINE_SSOT): matrix hardening — bewijsniveau-kolom, statusregels, 8 degradaties
     Afficher le corps du commit

     Sectie 7 herschreven als bewijs-gedreven beslisinstrument:
     - Bewijsniveau-definities (server-proven/runtime-seen/code-wired/docs-only)
     - Afdwingbare statusregels (VOLLEDIG alleen bij server-proven)
     - 8 items gedegradeerd van VOLLEDIG naar GEDEELTELIJK met concrete testmethoden en upgrade-voorwaarden
     - Alle VOLLEDIG items voorzien van concreet bewijs (DB counts, log markers, Redis state)
     
     Made-with: Cursor

643. vendredi 27 mars 2026 à 20:24:38 9d46601
     docs(ENGINE_SSOT): NULL inet_server_addr edge case for live triple guard
     Afficher le corps du commit

     Made-with: Cursor

644. vendredi 27 mars 2026 à 20:08:59 a686aba
     audit(docs): ENGINE_SSOT matrix verification and closure
     Afficher le corps du commit

     Full matrix audit (27+ items) against code, runtime, and server state.
     Corrections: execution attach (run-execution-only); DbPools mandatory;
     competitive scoring replaced by V2; ExitManager dead code; dual regime
     system documented; DB model A discontinued. Known gaps documented:
     execution_orders.regime never populated; dual regime not consolidated.
     
     Made-with: Cursor

645. vendredi 27 mars 2026 à 19:52:38 31fa607
     feat(db): dual-DB live identity validation and distinct triple guard
     Afficher le corps du commit

     - Add DbRole, LiveDbTriple, validate_pool_live_identity, assert_dual_db_live_identities_distinct
     - create_pools: connect both pools, validate URL vs current_database, refuse identical triples, then migrate
     - create_pools_from_env_urls for probes; main passes pre-parsed SanitizedDbTarget
     - check-execution-readiness: print and log live triple per pool
     - trading_env_psql_ingest/decision helpers; script role headers; docs and changelogs
     
     Made-with: Cursor

646. vendredi 27 mars 2026 à 18:32:51 0ecf8c7
     fix(msp): add flush_dirty diagnostics, material drift gate for entries
     Afficher le corps du commit

     - flush_dirty: log MSP_FLUSH_CYCLE with dirty_total, eligible count,
       interval to diagnose why market_state_projection DB stays at 0 rows
     - flow_execution: drift_detected only blocks entries when exchange or
       reconciled position qty is non-zero (material exposure), preventing
       phantom drift from stale expected_position_qty from blocking trades
     
     Made-with: Cursor

647. vendredi 27 mars 2026 à 18:19:26 accc5eb
     fix(deploy): git-only deploy.sh; document in git-only-codeflow rule
     Afficher le corps du commit

     Replace rsync-to-releases flow (forbidden by git-only policy) with
     ssh git pull --ff-only + cargo build --release on /srv/krakenbot.
     CHANGELOG: note under Systemd/operations.
     
     Made-with: Cursor

648. vendredi 27 mars 2026 à 18:18:13 5865903
     docs: MSP bootstrap invariant for live + exec-only (ENGINE_SSOT, CHANGELOG)
     Afficher le corps du commit

     Document mandatory bootstrap, proof order (logs → decision DB → sample),
     and verify_msp_projection_db.sh; changelog rows for 2bd36ef and c60f165.
     
     Made-with: Cursor

649. vendredi 27 mars 2026 à 18:12:11 c60f165
     Add verify_msp_projection_db.sh for decision vs ingest MSP proof
     Afficher le corps du commit

     Documents that market_state_projection must be queried on DECISION_DATABASE_URL;
     ingest DATABASE_URL may show zero rows without indicating MSP failure.
     
     Made-with: Cursor

650. vendredi 27 mars 2026 à 18:06:28 2bd36ef
     Fix MSP DB persistence on run-execution-only
     Afficher le corps du commit

     Execution-only never called init_global, init_engine, redis_rebuild_from_db,
     or seed_symbols (only run-execution-live did), so MSP workers and periodic
     DB flush never ran while Redis could still hold keys from prior runs.
     
     Add bootstrap_msp_engine_and_redis + seed_pool_symbols helpers and invoke
     them at execution-only startup; refactor execution-live to use the same helpers.
     
     Made-with: Cursor

651. vendredi 27 mars 2026 à 17:57:41 c136add
     Document DB-first validation; trim execution/state dead code
     Afficher le corps du commit

     - VALIDATION_MODEL + ENGINE_SSOT: PostgreSQL funnel + MSP as primary proof; journal secondary
     - Remove duplicate market precheck and price_cache stale-diagnosis helpers (prepare_order covers path)
     - Wire epoch_completed_at in DATA_FRESHNESS_EVALUATED; flow poller observes skipped; fill avg in logs
     - Delete unused market_state module, load_unprotected_from_msp, ProofState, heap prune helper
     - Consolidate MspEvent allows; explicit reservations for Halt and RepeatedFailure variants
     
     Made-with: Cursor

652. vendredi 27 mars 2026 à 17:30:54 6d56e92
     docs: add H/I dead_code scope — large-file inventory, no big refactor in lint rounds
     Afficher le corps du commit

     Made-with: Cursor

653. vendredi 27 mars 2026 à 17:28:59 6e95ecc
     docs(lint): finalize dead_code policy; parent mod allows for skeleton domains
     Afficher le corps du commit

     - ENGINE_SSOT: definitive policy (no Cargo [lints] dead_code, item-level allow+reason,
       parent mod attributes for domain/skeleton; execution stays explicit)
     - CHANGELOG + CHANGELOG_ENGINE: A/B/C summary for dead_code cleanup
     - main.rs: #[allow(dead_code, reason)] on core/domain/edge/fees/market/observe/pipeline/
       risk/selection/skeleton/trading module declarations
     - analysis/mod: allow on adverse_selection, friction_attribution, latency_breakdown,
       realized_surplus
     - db/mod: allow on read; exchange/mod: allow on kraken_private
     
     Made-with: Cursor

654. vendredi 27 mars 2026 à 17:27:38 8cd1b59
     chore: replace blanket dead_code lint with targeted per-item annotations
     Afficher le corps du commit

     Remove [lints.rust] dead_code = "allow" from Cargo.toml and add
     #[allow(dead_code)] with reason strings on specific items across 78
     files. Remove genuinely unused MSP code (MarketStatePatch,
     upsert_partial, redis_invalidate, count). Adds rust-version = "1.83".
     
     Made-with: Cursor

655. vendredi 27 mars 2026 à 17:12:33 c2eed1c
     docs: dead_code policy roadmap (execution/state/MSP first)
     Afficher le corps du commit

     - ENGINE_SSOT: baseline accepted + phased narrowing plan
     - CHANGELOG + CHANGELOG_ENGINE: reference
     
     Made-with: Cursor

656. vendredi 27 mars 2026 à 17:08:17 7267ea5
     chore: sqlx 0.8, dead_code via Cargo.toml lints
     Afficher le corps du commit

     - Bump sqlx 0.7 -> 0.8.6 (drops never-type future-incompat in sqlx-postgres)
     - Remove #![allow(dead_code)] from main.rs; set [lints.rust] dead_code in Cargo.toml
     - Document policy in ENGINE_SSOT + changelogs
     
     Made-with: Cursor

657. vendredi 27 mars 2026 à 17:04:08 a054350
     fix(msp): align upsert values with target columns
     Afficher le corps du commit

     Correct the market_state_projection INSERT expression count to match
     its 59 target columns (58 bind placeholders + now()). This resolves
     runtime MSP_FLUSH_FAILED/MSP_EVENT_FAILED SQL errors.
     
     Made-with: Cursor

658. vendredi 27 mars 2026 à 17:00:11 9f548e6
     chore: warning debt cleanup, redis 0.32, probe price_cache
     Afficher le corps du commit

     - Crate-level allow(dead_code) with documented rationale (schema/API reserves)
     - Mechanical fixes: imports, mut, unused assignments, ignition invariant log field
     - Probes: bid/ask from price_cache::snapshot_fresh (no deprecated REST)
     - position_reconcile: reduce classification as bool directly
     - raw_execution_backfill: keep tuple cl_ord_id for mark_event_matched
     - redis 0.25 -> 0.32.7 (fixes never-type future-incompat in redis crate)
     - sqlx 0.7 future-incompat noted in CHANGELOG (upgrade deferred)
     - CHANGELOG.md + docs/CHANGELOG_ENGINE.md
     
     Made-with: Cursor

659. vendredi 27 mars 2026 à 16:43:46 1b5ebec
     fix(msp): correct market_state_projection upsert placeholder count
     Afficher le corps du commit

     The INSERT statement listed more target columns than provided values,
     causing MSP_EVENT_FAILED/MSP_FLUSH_FAILED on server runtime. Add missing
     $57-$59 placeholders for event/runtime fields so upserts succeed.
     
     Made-with: Cursor

660. vendredi 27 mars 2026 à 16:21:08 6dd17f4
     execution/docs: align asymmetric MSP gating semantics
     Afficher le corps du commit

     Make MSP mandatory for entry admission while keeping exit/protection paths
     risk-reducing and degradable. Add hybrid MSP+DB/WS lock/notional checks,
     startup phase visibility, and align docs/changelogs to hard-vs-soft
     eligibility semantics and operational dual-DB wording.
     
     Made-with: Cursor

661. vendredi 27 mars 2026 à 15:53:26 a360a4e
     msp: implement phase transition and confidence inference in derive_flags
     Afficher le corps du commit

     The runtime_phase was permanently stuck at "bootstrap" because no
     transition logic existed. This blocked ALL entries via entry_eligible=false.
     
     Three fixes in derive_flags():
     1. Phase transition: bootstrap→warming→live based on market_data_confidence
     2. Confidence inference: exposure/order/protection confidence inferred
        from actual data state (no position + events processed = medium/high)
     3. Readiness flags derived from phase (live = entries allowed)
     
     Made-with: Cursor

662. vendredi 27 mars 2026 à 15:19:54 31f9a68
     execution: debounce private ws reconnect requests
     Afficher le corps du commit

     Rate-limit reconnect requests at the hub boundary so repeated watchdog/live-runner requests cannot trigger rapid reconnect churn.
     
     Made-with: Cursor

663. vendredi 27 mars 2026 à 15:15:19 bd103a8
     execution: harden private ws reconnect and external TP guard
     Afficher le corps du commit

     Prevent stale reconnect signals from immediately tearing down fresh private WS sessions, and ignore external TP-like sell orders when no live base position exists to avoid false protection/exit adoption.
     
     Made-with: Cursor

664. vendredi 27 mars 2026 à 15:01:58 9ecccc0
     docs: document MSP runtime projection integration
     Afficher le corps du commit

     Capture the unified market-state projection and Redis runtime read-layer across architecture, runbook, and changelog docs so deploy/readiness behavior stays traceable and consistent with live execution paths.
     
     Made-with: Cursor

665. vendredi 27 mars 2026 à 14:32:22 cae6ab5
     execution: move MSP migration to unique version
     Afficher le corps du commit

     Replace the conflicting migration version with a new timestamped file to avoid sqlx duplicate-version and checksum conflicts during dual-DB startup migrations.
     
     Made-with: Cursor

666. vendredi 27 mars 2026 à 14:25:15 ba904f8
     execution: add unified market-state projection with Redis runtime cache
     Afficher le corps du commit

     Introduce an event-driven market_state_projection on the decision DB and wire live runtime flows to publish and consume MSP state through Redis for faster, consistent execution/protection/reconcile decisions.
     
     Made-with: Cursor

667. vendredi 27 mars 2026 à 13:19:49 d768c71
     execution: enforce spot long-only order policy
     Afficher le corps du commit

     Block sell-side entries in runner and reject negative-qty protection paths so execution remains crypto spot long-only (buy entries, sell exits only).
     
     Made-with: Cursor

668. vendredi 27 mars 2026 à 13:17:21 3b22b72
     execution: align spot exit classification with Kraken WS docs
     Afficher le corps du commit

     Treat reduce/exit coverage by close-side direction relative to live spot position and stop relying on reduce_only as a required signal, matching Kraken WS v2 spot behavior.
     
     Made-with: Cursor

669. vendredi 27 mars 2026 à 13:06:52 2e6b975
     execution: treat manual reduce orders as protection truth
     Afficher le corps du commit

     Merge private WS own-orders reduce quantities into exposure reconcile so manual protection orders are recognized and not repeatedly flagged as unprotected due to DB-only blind spots.
     
     Made-with: Cursor

670. vendredi 27 mars 2026 à 12:57:35 5126e04
     execution: prevent unintended protection cancellation on TP/remediation
     Afficher le corps du commit

     Keep protection active unless TP market submit succeeds, and stop auto-canceling extra reduce orders during reserved-funds remediation so manual protection orders are preserved.
     
     Made-with: Cursor

671. vendredi 27 mars 2026 à 12:16:19 73466ca
     execution: unblock entries with per-symbol halt and single submit gate
     Afficher le corps du commit

     Replace global entry_halt with per-symbol TTL halts, remove duplicate submit-time realism/precheck blockers, and keep submit admission consistent with the flow-stage realism decision.
     
     Made-with: Cursor

672. vendredi 27 mars 2026 à 11:09:24 e73f51d
     execution: add stale-freshness protection-only escape and configurable reconcile age gates
     Afficher le corps du commit

     - Add ALLOW_PROTECTION_ON_STALE_FRESHNESS when freshness is stale but private WS is recent and explicit exchange spot sum >= qty_min.
     - Keep entries blocked by using AllowProtectionOnly decision only in reduce/protection flows.
     - Make reconcile freshness caps env-configurable via RECONCILE_BALANCE_MAX_AGE_SECS and RECONCILE_OWN_ORDERS_MAX_AGE_SECS (defaults remain 30s).
     
     Made-with: Cursor

673. jeudi 26 mars 2026 à 23:57:23 f0482b2
     scripts: check_execution_runtime_truth uses restart log in nohup mode
     Afficher le corps du commit

     Nohup redirects stdout to run_execution_live_restart_*.log; journalctl _PID
     often lacks FLOW_* markers. Use --log for truth check when not using systemd restart.
     
     Made-with: Cursor

674. jeudi 26 mars 2026 à 23:53:33 b80f3ae
     execution: log EDGE_BIAS_BACKFILL_WORKER_STARTED marker when backfill disabled
     Afficher le corps du commit

     check_execution_runtime_truth.sh greps for this substring; emit disabled_noop line
     so waived path passes worker section without changing shell contract.
     
     Made-with: Cursor

675. jeudi 26 mars 2026 à 23:49:09 b07969f
     execution: waive EDGE_BIAS_BACKFILL self-verify when backfill disabled
     Afficher le corps du commit

     When EDGE_BIAS_BACKFILL_ENABLE is false no worker runs; mark gate satisfied so
     EXECUTION_RUNTIME_SELF_VERIFY_OK can pass and restart_execution_live_validated.sh succeeds.
     
     Made-with: Cursor

676. jeudi 26 mars 2026 à 23:32:31 d0b4dc2
     execution: per-symbol reconcile single-flight + phantom-flat cooldown
     Afficher le corps du commit

     - Gate reconcile_symbol_durable with tokio Semaphore (try_acquire) so concurrent
       calls return SkippedConcurrentInvocation without running phantom logic again.
     - After successful close_dust_position on phantom, record 5s exit-path cooldown
       (SkippedCooldownAfterPhantomResolve); CancelOnlyCleanup bypasses cooldown only.
     - Add atomic + RECONCILE_DECISION metrics for skip totals; reconcile_invoke_guard logs.
     - reconcile_symbol_durable_ignition retries skips for ignition critical path.
     - protection_flow Pending on skip; live_runner/position_monitor info logs (not halt).
     
     Made-with: Cursor

677. jeudi 26 mars 2026 à 23:01:55 053cf7d
     obs: reconcile stabilisatie KPIs — SQL script + export JSON + shell runner
     Afficher le corps du commit

     - reconcile_stabilization_metrics.json from export-observability-snapshots
       (halt funnel emitted/suppressed, freshness-still-halt-after-retry, suppress ratio)
     - sql/analysis/measure_reconcile_stabilization_kpis.sql: HALT windows, phantom vs uncertain,
       BalanceInconclusive text, orders/fills 15m/60m, incident sessions + median duration
     - scripts/measure_reconcile_stabilization_kpis.sh
     
     Made-with: Cursor

678. jeudi 26 mars 2026 à 22:55:31 54011b0
     fix(reconcile): exchange spot sum None≠0, HALT dedupe, freshness retry
     Afficher le corps du commit

     - Use exchange_base_spot_sum_for_base (dual-source sum) for phantom/reserved paths;
       BalanceInconclusive → uncertain, never phantom or DB repair from unknown keys.
     - HALT funnel inserts deduped per (symbol,event)+fingerprint TTL 30s; emitted/suppressed counters.
     - Single 400ms retry only for FreshnessStale when retryable; metric for still-halt-after-retry.
     - protection_flow: no resolved unwrap_or(0); inconclusive → reserved/uncertain paths.
     - Optional FILL_POSITION_DRIFT_LOG=1 before phantom DB correction.
     
     Made-with: Cursor

679. jeudi 26 mars 2026 à 18:50:26 7bc8bd7
     populate funnel latency_ms on execution critical stages
     Afficher le corps du commit

     Record submit-path elapsed milliseconds on realism and order-decision events so 15-minute audits can quantify decision-to-submit latency from persisted funnel data.
     
     Made-with: Cursor

680. jeudi 26 mars 2026 à 18:32:03 d1e40ed
     add event-driven wake path for flow poller scheduling
     Afficher le corps du commit

     Wake the flow poller on recycle-driven heap updates so ranking/submit no longer depends only on timer cadence and emits explicit heap refresh markers for timing audits.
     
     Made-with: Cursor

681. jeudi 26 mars 2026 à 18:11:14 1cbb53d
     disable edge-bias backfill in execution hot path by default
     Afficher le corps du commit

     Gate the realized-move backfill worker behind EDGE_BIAS_BACKFILL_ENABLE so execution no longer runs nearest-mid diagnostic scans unless explicitly enabled.
     
     Made-with: Cursor

682. jeudi 26 mars 2026 à 17:48:44 e17a1f7
     enforce explicit trade-recency guard in shared realism contract
     Afficher le corps du commit

     Require last-trade freshness to be present and within the same realism horizon used by admission and submit so stale candidates are blocked earlier and reason aliases remain audit-compatible.
     
     Made-with: Cursor

683. jeudi 26 mars 2026 à 15:51:12 63ca853
     stop repeated phantom halts after reconcile auto-correction
     Afficher le corps du commit

     When reconcile returns skip-no-real-position or corrected-phantom-to-flat during amend checks, remove the symbol from the monitor set so stale in-memory position state does not keep re-triggering HALT_PHANTOM_POSITION events.
     
     Made-with: Cursor

684. jeudi 26 mars 2026 à 14:56:41 1fc1b34
     enforce per-call order price/constraint invariants across entry and exits
     Afficher le corps du commit

     Require price presence only for limit orders, hard-drop market limit_price on wire, and remove 5dp/fallback price paths in exit flows so all priced submits must normalize against live instrument constraints.
     
     Made-with: Cursor

685. jeudi 26 mars 2026 à 14:51:36 2a0dc47
     harden ws price quantization fallback to prevent invalid price rejects
     Afficher le corps du commit

     When instrument constraints cache misses, quantize outbound limit/static trigger prices conservatively on wire (USD pairs to 4dp) instead of sending raw floats, preventing exchange invalid-price rejections across entry/exit paths.
     
     Made-with: Cursor

686. jeudi 26 mars 2026 à 14:38:43 4fc9134
     add cooldown for repeated microstructure-stale execution realism blocks
     Afficher le corps du commit

     When execution realism blocks due to microstructure stale, set a temporary symbol quiet window so stale symbols stop re-entering every cycle while market data catches up.
     
     Made-with: Cursor

687. jeudi 26 mars 2026 à 13:23:31 763e462
     add tape-gate quiet cooldown to reduce repeated dead-symbol retries
     Afficher le corps du commit

     Apply a short symbol quiet period after tape_gate_entry_blocked and check quiet/hard-block state before tape evaluation so repeatedly underactive symbols stop consuming admission cycles.
     
     Made-with: Cursor

688. jeudi 26 mars 2026 à 11:39:01 d026edf
     tune conflict lane defaults to reduce false-negative admissions
     Afficher le corps du commit

     Lower the quality-override tape floor and default spread minimum to avoid blocking otherwise valid low-spread candidates while preserving the 60 bps hard safety cap.
     
     Made-with: Cursor

689. jeudi 26 mars 2026 à 11:04:36 195cb39
     align selection and submit with a shared execution realism contract
     Afficher le corps du commit

     Use one microstructure/freshness decision path across tape admission and submit precheck, emit unified realism observability with legacy aliases, and add O(1) trade recency cache signals to reduce stale-mid mismatches.
     
     Made-with: Cursor

690. jeudi 26 mars 2026 à 10:31:51 323682f
     fix(execution): align market precheck freshness with live data contract
     Afficher le corps du commit

     Apply a global freshness floor from LIVE_DATA_MAX_AGE_SECS to mid-snapshot and price-cache prechecks so tier defaults (5/15/30s) no longer cause avoidable missing-mid failures on active symbols.
     
     Made-with: Cursor

691. jeudi 26 mars 2026 à 10:07:57 37def28
     fix(execution): avoid sending market price on Kraken add_order
     Afficher le corps du commit

     Prevent market submissions from carrying intended_price_quote as wire limit_price, so pair decimal precision checks do not reject otherwise valid market entries.
     
     Made-with: Cursor

692. mercredi 25 mars 2026 à 23:53:04 56b71d9
     docs(env): document MAX_OPEN_NOTIONAL_PCT and conservative PnL exposure mult
     Afficher le corps du commit

     Made-with: Cursor

693. mercredi 25 mars 2026 à 22:58:27 f42cd00
     fix(scripts): harden execution restart self-verify journal wait
     Afficher le corps du commit

     Use systemd ActiveEnterTimestamp as journal --since anchor, extend wait
     to 120s to tolerate journal indexing lag.
     
     Made-with: Cursor

694. mercredi 25 mars 2026 à 22:47:44 ae5dd36
     feat(audit): persist EDGE_FLOW_RANKED to funnel DB, pad SQL 10-13, funnel windows always 4 rows
     Afficher le corps du commit

     - live_runner: insert trading_funnel_events heap rows after each EDGE_FLOW_RANKED (v1 + exec_only) with active_heap_plausible in detail JSON
     - migration: partial index on heap EDGE_FLOW_RANKED events
     - SQL 01: LEFT JOIN so 3m/10m/2h/24h always emitted
     - SQL 10-13: path_tape mix, skip vs admit by segment, heap stats from DB, trace spotcheck
     - export_audit_csv.sh for cohort CSV; README + report note for redeploy
     
     Made-with: Cursor

695. mercredi 25 mars 2026 à 22:28:32 3515240
     docs: use full dominant_skip_reason strings in audit report
     Afficher le corps du commit

     Made-with: Cursor

696. mercredi 25 mars 2026 à 22:28:06 8c35c99
     docs: drop volatile commit hash from audit report header
     Afficher le corps du commit

     Made-with: Cursor

697. mercredi 25 mars 2026 à 22:27:48 aac140e
     docs: align audit report HEAD hash
     Afficher le corps du commit

     Made-with: Cursor

698. mercredi 25 mars 2026 à 22:27:30 ebfc835
     docs: simplify audit report run header
     Afficher le corps du commit

     Made-with: Cursor

699. mercredi 25 mars 2026 à 22:27:08 0367ad8
     docs: note report commit hash for server audit run
     Afficher le corps du commit

     Made-with: Cursor

700. mercredi 25 mars 2026 à 22:26:47 20bce56
     docs: fill EDGE_SURVIVAL_AUDIT_REPORT with server SQL + journal results
     Afficher le corps du commit

     Made-with: Cursor

701. mercredi 25 mars 2026 à 22:22:15 6655927
     fix(audit): restore defaultdict import; split 04 admitted query CTE scope
     Afficher le corps du commit

     Made-with: Cursor

702. mercredi 25 mars 2026 à 22:06:10 7376975
     Add edge survival audit SQL, journal log parser, and report template
     Afficher le corps du commit

     - SQL 01-09: plausible cohort funnel, clusters, killers, admission economics,
       move_below_fees ticker proxy, capital/slot pressure, symbol killers,
       latency percentiles, signal-to-exec trace latency
     - scripts: parse_execution_logs.py (EDGE_FLOW_RANKED, SYMBOL_EXECUTION_LOCK),
       fetch_execution_journal_audit.sh
     - docs/reports/EDGE_SURVIVAL_AUDIT_REPORT.md: sections 1-8 methodology + STAP 4b matrix
     
     Made-with: Cursor

703. mercredi 25 mars 2026 à 21:24:53 ea9a59c
     fix(execution): ghost exposure lock — reconcile DB vs exchange before SYMBOL_EXECUTION_LOCK
     Afficher le corps du commit

     Root cause: unprotected_exposure used krakenbot.positions.base_position alone; a stale
     non-zero row blocks submits while exchange balance + fills are flat.
     
     - balance_cache: sum_balance_all_keys_for_base (incl. zero legs) for exchange-flat detection
     - positions: get_position_meta, force_flat_position_after_desync
     - position_truth: pub fill_net_base_qty + has_recent_fills for pre-lock checks
     - exposure_ghost_lock: try_resolve_ghost_exposure_before_lock (fresh balances, dust,
       fill ledger agreement); clear_exit_only_when_position_flat; SYMBOL_* logs
     - check_symbol_execution_lock: open orders first, then ghost reconcile, then gates
     
     Short positions skip auto-flatten; recent fills skip reconcile.
     
     Made-with: Cursor

704. mercredi 25 mars 2026 à 21:15:07 f83dbe3
     fix(scripts): journalctl _PID must use --since, not -n tail (L3 noise)
     Afficher le corps du commit

     Made-with: Cursor

705. mercredi 25 mars 2026 à 21:10:12 8613fa5
     fix(execution): align live argv, systemd, and runtime role truth
     Afficher le corps du commit

     - Remove EXECUTION_ONLY from live unit; load .env first then force EXECUTION_ONLY=0
     - Add run-execution-only CLI entry + run_execution_only() for split mode
     - run-execution-live always logs argv role run-execution-live; truth script enforces ROLE_MATCH
     - Add krakenbot-execution-only.service template for exec-only split
     - Extend check_execution_runtime_truth.sh: role_match, argv role, cmdline, repo unit guard
     
     Made-with: Cursor

706. mercredi 25 mars 2026 à 20:53:38 e62bfcd
     fix(ops): validated restart uses systemd when krakenbot-execution is enabled
     Afficher le corps du commit

     - Auto-detect krakenbot-execution.service (enabled/active); systemctl stop, kill stragglers, systemctl restart
     - Wait for EXECUTION_RUNTIME_SELF_VERIFY_OK in journal for MainPID
     - KRAKENBOT_EXEC_RESTART_VIA and KRAKENBOT_EXEC_SYSTEMD_UNIT overrides
     - nohup mode still stops the unit first to avoid Restart=always duplicates
     
     Made-with: Cursor

707. mercredi 25 mars 2026 à 20:47:02 2cf8c93
     fix(ops): absolute krakenbot path + /proc PID scan for execution-live singleton
     Afficher le corps du commit

     - Add scripts/_execution_runtime_pids.sh (pids_run_execution_live, count)
     - start_live_validation_engine_server: exec REPO_ROOT/target/release/krakenbot
     - restart: kill/wait via pids_run_execution_live; fail if count != 1 after self-verify
     - truth check: same PID source; pgrep sanity uses target/release/krakenbot
     - Cursor rule: warn against dual supervisor (systemd + nohup)
     
     Made-with: Cursor

708. mercredi 25 mars 2026 à 20:36:26 547d56f
     fix(ops): execution truth — strict cmdline match + journalctl fallback
     Afficher le corps du commit

     - Avoid pgrep false positives; match run-execution-live via /proc cmdline regex
     - check: --journal-pid for systemd/socket stdout; list all release krakenbot PIDs
     - restart: wait loop recounts live PIDs; truth check prefers journalctl when available
     
     Made-with: Cursor

709. mercredi 25 mars 2026 à 20:30:36 c187a00
     feat(ops): self-verifying execution runtime + truth scripts + embed CLI
     Afficher le corps du commit

     - build.rs: KRKBOT_EMBED_GIT_COMMIT, KRKBOT_BUILD_UNIX_SECS
     - execution_runtime_verify: EXECUTION_RUNTIME_* logs, worker atomics, 8s self-verify exit 1 on missing workers
     - Worker markers: FLOW_POLLER_STARTED, FLOW_RECYCLE_*, EDGE_BIAS_*, PRIVATE_WS_RECYCLE_HOOK_*, EXEC_ONLY_FLOW_LOOP_STARTED
     - CLI execution-runtime-embed-info; live_runner parity for exec-only
     - scripts/check_execution_runtime_truth.sh, restart_execution_live_validated.sh
     - Cursor rule execution-runtime-truth.mdc; CHANGELOG
     
     Made-with: Cursor

710. mercredi 25 mars 2026 à 20:10:19 1b04ee3
     fix(execution): preload instruments before universe fetch in run-execution-live
     Afficher le corps du commit

     Cold restart failed with empty instrument cache; align startup order with ingest_runner.
     Remove duplicate preload later in the same function to avoid a second instrument WS.
     
     Made-with: Cursor

711. mercredi 25 mars 2026 à 20:05:28 7fc1707
     chore(repo): gitignore /reports/ for clean server deploy tree
     Afficher le corps du commit

     Made-with: Cursor

712. mercredi 25 mars 2026 à 19:53:21 ea8502e
     chore(sql): order A–I report windows 15m, 60m, 4h
     Afficher le corps du commit

     Made-with: Cursor

713. mercredi 25 mars 2026 à 19:52:36 ec39529
     feat(observability): bias realized-move backfill + A–I report SQL
     Afficher le corps du commit

     - edge_bias_entry_capture: ingest ticker_samples lookup for +3m/+10m mids (bps vs entry_mid), 30s worker spawned from live and exec-only runners
     - sql/analysis/55_flow_capture_report_a_i.sql: 15m/60m/4h metrics A–I including sequential JSON, route/gate mix, bias coverage, realized backfill rates
     - flow_capture_metrics_report.sh runs 55 then legacy window blocks
     - private_ws_hub: recycle on trade/filled/canceled/expired/rejected exec_type
     - CHANGELOG: unreleased bullet updated
     
     Made-with: Cursor

714. mercredi 25 mars 2026 à 19:43:35 e8ec3ac
     feat(execution): WS flow recycle, edge bias capture, route near-tie, metrics SQL
     Afficher le corps du commit

     - private_ws_hub: optional FlowSymbolRecycleHook after first executions snapshot; terminal exec reports schedule symbol recycle.
     - flow_poller: FlowRecycleTrigger + spawn_flow_recycle_worker; recycle_symbol_into_heap public; live + exec-only wire hub hook.
     - edge_bias_entry_capture table + insert on live_validation submit from runner; ExecutionIntent bias fields; flow_execution fills them.
     - route_selector_v2: near-tie score band with non-breakout family preference (ROUTE_FAMILY_NEAR_TIE_SCORE_DELTA).
     - sql/analysis/54_flow_capture_metrics_windows.sql + scripts/flow_capture_metrics_report.sh; CHANGELOG.
     
     Made-with: Cursor

715. mercredi 25 mars 2026 à 18:09:55 95c3c38
     feat(execution): single flow-poller execution path and exec-only parity
     Afficher le corps du commit

     - Remove duplicate inline submit loops from live and exec-only eval cycles; orders only via spawn_flow_poller + flow_execute_single_candidate.
     - spawn_flow_poller takes Arc<AtomicI64> correlation run_id (exec-only sets per epoch bind).
     - Exec-only: shared FlowHeapState, latest_v2, exec_allowed, readiness/engine atomics, EDGE_FLOW_RANKED, pipeline_config Arc<RwLock>.
     - CHANGELOG: document flow-poller-only and exec-only parity.
     
     Made-with: Cursor

716. mercredi 25 mars 2026 à 16:33:51 4c8a666
     feat(execution): flow-ranked edges, dynamic slots, gate softening, route matrix
     Afficher le corps du commit

     - Add edge_heap scoring (realism x edge / decay) and rank all Execute outcomes
     - CapitalAllocator: flow-driven total slots, MAX_CAPITAL_SLOTS_PER_SYMBOL (default 1)
     - conflict_lane: liquidity soft-pass in quality segment; tape min lowered by bucket
     - Route matrix: Pullback + PassiveSpreadCapture taker variants
     - candidate_decision_vectors: expiry, edge age, reentry_count + migration
     - ExecutionIntent + runner persist new analytics fields
     
     Made-with: Cursor

717. mercredi 25 mars 2026 à 14:27:31 9c808ba
     feat(throughput): activate non-breakout routes and targeted quality unlocks
     Afficher le corps du commit

     Unlock multi-route flow by adding non-breakout candidate variants and family-aware winner selection, while reducing liquidity/spread/tape overblocking only in high-quality segments.
     
     Made-with: Cursor

718. mercredi 25 mars 2026 à 12:53:58 fe1e905
     fix(harvest): unblock low-liquidity option and honor size policy env
     Afficher le corps du commit

     Add a bounded conflict-lane low-liquidity option for controlled harvest widening and make risk policy read POSITION_SIZE_MIN_QUOTE/POSITION_SIZE_MAX_QUOTE so runtime sizing floors can be changed via env as intended.
     
     Made-with: Cursor

719. mercredi 25 mars 2026 à 11:39:26 e38900f
     feat(data-harvest): add bounded gate widening and fixed monitor query
     Afficher le corps du commit

     Make conflict-lane spread constraints hard-capped at 60 bps and add env-tunable, bounded economics/confidence harvest knobs so borderline candidates can pass without disabling safety protections. Add a single DB-first monitor SQL used identically for pre/post harvest baseline comparison.
     
     Made-with: Cursor

720. mercredi 25 mars 2026 à 10:57:05 0dbb303
     persist full candidate decision vectors for auditability
     Afficher le corps du commit

     - Add candidate_decision_vectors SSOT table with staged decision snapshots and hard FK from trading_funnel_events.
     - Persist route_eval/path_validation vectors for all route candidates and conflict/admission/capital/execution_precheck vectors in pipeline/execution flows.
     - Extend route candidate payload with confidence/fallback/move-fee diagnostics and add reconstruction SQL for recent blocker examples.
     
     Made-with: Cursor

721. mercredi 25 mars 2026 à 10:11:04 b6016a0
     conflict lane: soft-admit taker with tunable penalties and funnel events
     Afficher le corps du commit

     - Default maker-preferred: require_maker_entry env now defaults false; true restores hard taker block.
     - Pure taker passes lane with size_mult * taker penalty, extra net-edge floor in pipeline, soft-gate discount for logging/detail.
     - New env: CONFLICT_LANE_TAKER_SIZE_MULTIPLIER, TAKER_NET_EDGE_PENALTY_BPS, TAKER_SOFT_GATE_MULTIPLIER.
     - Funnel: conflict_lane_maker_allowed, conflict_lane_taker_soft_allowed, conflict_lane_rejected_other_reason; richer CONFLICT_LANE_EVAL log.
     - Add sql/analysis/62_conflict_lane_tuning_snapshot.sql for post-deploy counts.
     
     Made-with: Cursor

722. mardi 24 mars 2026 à 23:09:52 cee5e0e
     feat(execution): optional conflict-lane admission gate for V2 pipeline
     Afficher le corps du commit

     - Add CONFLICT_LANE_* env-driven filters: liquidity tier (mid+), spread band,
       min 24h trade_count, 15m forecast confidence, maker-priority entries
     - Relax thresholds when account taker fee is at/below configured threshold
     - Apply conservative size multiplier on pass; log CONFLICT_LANE_EVAL
     - Wire from Config into live + exec-only pipeline config (default off)
     
     Made-with: Cursor

723. mardi 24 mars 2026 à 18:40:37 c3d19f5
     fix live-runner truth halts and funnel reject telemetry
     Afficher le corps du commit

     Harden periodic entry halts to require healthy truth snapshots and add standardized funnel counters plus structured reject-map payloads for direct no-trade diagnostics. Update changelogs to document the runtime and observability behavior changes.
     
     Made-with: Cursor

724. mardi 24 mars 2026 à 18:34:17 029f43c
     docs(changelog): backfill website updates since March 20
     Afficher le corps du commit

     Add missing changelog entries in existing hash-based style so website changelog reflects all recent repository updates without gaps.
     
     Made-with: Cursor

725. mardi 24 mars 2026 à 18:23:51 ab9693f
     feat(observability): add derived per-market 15m forecast and soft-gate scoring
     Afficher le corps du commit

     Introduce a conservative 15m forecast derived from route/path outputs, apply it as bounded ranking weight (never as hard block), persist per-symbol snapshots per evaluation, and expose the data in tier2_data_bundle.
     
     Made-with: Cursor

726. mardi 24 mars 2026 à 18:09:59 70d3a87
     fix(route-engine): reduce false-negative no-trade gating
     Afficher le corps du commit

     Calibrate confidence and economics gates to admit clearly positive-edge candidates while keeping strict spread/confidence guardrails for safety.
     
     Made-with: Cursor

727. mardi 24 mars 2026 à 17:37:50 cb52825
     fix(observability): make 15m pnl bucketing Postgres-safe
     Afficher le corps du commit

     Replace non-portable date_trunc('15 minutes') with an hour+minute-floor expression so snapshot export works on the server Postgres version.
     
     Made-with: Cursor

728. mardi 24 mars 2026 à 17:34:08 6bb39e4
     fix(observability): align dashboard counts with factual windows
     Afficher le corps du commit

     Use created_at-based order windows for 24h dashboard metrics and keep status feed counters/freshness on a single status run to avoid mixed-run inconsistencies.
     
     Made-with: Cursor

729. mardi 24 mars 2026 à 17:17:18 70bda28
     feat(execution): add hybrid_v1 ignition exit path with phase telemetry
     Afficher le corps du commit

     Introduce a feature-flagged hybrid TP-first to overshoot-trailing exit path behind allowlist routing while keeping legacy trailing intact, and persist per-trade hybrid summary events for cohort analysis.
     
     Made-with: Cursor

730. mardi 24 mars 2026 à 16:38:17 218fa90
     fix(observability): include pending shadow trades in outcome counts
     Afficher le corps du commit

     Keep unresolved shadow trades visible in run-level outcome summaries by removing the outcome-not-null filter and labeling null outcomes as pending.
     
     Made-with: Cursor

731. mardi 24 mars 2026 à 16:08:53 d7c8616
     fix(execution): enforce message freshness eligibility and remove dead runtime paths
     Afficher le corps du commit

     Make max_message_age_secs a hard execution gate with explicit eligibility_message_stale evidence in funnel events, and remove unused legacy code paths in execution/protection/reconcile modules to reduce critical-path ambiguity.
     
     Made-with: Cursor

732. mardi 24 mars 2026 à 15:27:03 827b9bd
     fix(execution): unblock raw backfill fill normalization path
     Afficher le corps du commit

     Fix fills_ledger insert placeholder mismatch that broke process_fill, and keep raw backfill diagnostics so unmatched raw executions can now normalize into fills/positions idempotently.
     
     Made-with: Cursor

733. mardi 24 mars 2026 à 15:23:42 4740f81
     chore(execution): add context to raw backfill failures
     Afficher le corps du commit

     Annotate raw execution backfill errors with per-event processing stage and IDs so runtime diagnostics can pinpoint the failing normalization step.
     
     Made-with: Cursor

734. mardi 24 mars 2026 à 15:19:54 cf6653e
     fix(execution): make raw backfill synthetic order upsert robust
     Afficher le corps du commit

     Replace dynamic SQL upsert for synthetic external orders with a deterministic insert-or-fetch path based on insert_order, preserving idempotency while avoiding runtime insert shape mismatch.
     
     Made-with: Cursor

735. mardi 24 mars 2026 à 15:15:41 601502a
     feat(execution): backfill unmatched raw executions into fills and positions
     Afficher le corps du commit

     Add a background worker that scans unmatched parsed raw private executions, resolves orders or creates deterministic synthetic external orders, writes fills idempotently through the ledger, and marks raw events matched.
     
     Made-with: Cursor

736. mardi 24 mars 2026 à 15:05:12 6eb92cd
     feat(execution): persist all private executions as durable raw events
     Afficher le corps du commit

     Add append-only raw_private_executions storage with idempotent event dedupe and parse-error capture, persist every executions-channel event before correlation, and mark matched events asynchronously when order correlation succeeds.
     
     Made-with: Cursor

737. mardi 24 mars 2026 à 14:47:26 4ba12d0
     fix(execution): recover timeout orders via ownOrders reconcile
     Afficher le corps du commit

     Parse both status/order_status from ownOrders payloads and allow snapshot reconcile transitions from reconcile state so timeout-marked orders can recover to exchange-truth terminal states.
     
     Made-with: Cursor

738. mardi 24 mars 2026 à 14:43:23 53d32ce
     fix(ws): subscribe executions with snap_trades for fill recovery
     Afficher le corps du commit

     Enable snap_trades on private executions subscriptions so reconnects can recover missed trade events and reconcile order status/fills after transient WS gaps.
     
     Made-with: Cursor

739. mardi 24 mars 2026 à 13:15:35 f4599dc
     fix(execution): add single precheck retry for transient cache gaps
     Afficher le corps du commit

     Retry missing-mid and price-cache precheck failures once after 400ms before skipping, while keeping fail-closed behavior and persisting retry diagnostics for direct funnel measurement.
     
     Made-with: Cursor

740. mardi 24 mars 2026 à 13:01:30 586a750
     fix(execution): gate periodic entry halt on healthy exchange truth
     Afficher le corps du commit

     Only trigger periodic_unprotected_pending after healthy private snapshots and a reconcile-confirmed real exposure. Stage pending as unknown while truth is stale and short-circuit dust/phantom records out of pending.
     
     Made-with: Cursor

741. mardi 24 mars 2026 à 12:44:22 be04a11
     fix(execution): align early mid-snapshot gate with tiered cache freshness
     Afficher le corps du commit

     Use the same liquidity-tier cache age policy for the early BLOCK_ENTRY_WITHOUT_MID_SNAPSHOT check as the market precheck, removing the overly strict fixed 2s choke before order execution decisions.
     
     Made-with: Cursor

742. mardi 24 mars 2026 à 12:11:32 78e379f
     perf(ingest): lower epoch refresh to safe 120s cadence
     Afficher le corps du commit

     Reduce default ingest universe refresh cadence to 120s and clamp effective interval to a safe 60-120s range so execution consistently gets fresh epochs while avoiding overly aggressive churn.
     
     Made-with: Cursor

743. mardi 24 mars 2026 à 11:49:46 fc68ea1
     fix(ingest): clamp epoch refresh cadence below execution freshness window
     Afficher le corps du commit

     Keep ingest epoch publication within execution's 300s bind window by capping effective ingest refresh to 240s and lowering the default universe refresh interval.
     
     Made-with: Cursor

744. mardi 24 mars 2026 à 11:31:06 bd8b6ea
     fix(protection): fail-closed liveness and degrade reconcile constraints
     Afficher le corps du commit

     Treat missing snapshots as stalled for reconnect recovery and avoid PayloadIncoherent deadlock on missing/invalid instrument constraints by using degraded cached/fallback constraints in reconcile.
     
     Made-with: Cursor

745. mardi 24 mars 2026 à 11:22:11 7910242
     fix(protection): add deadlock recovery loop for stale private WS snapshots
     Afficher le corps du commit

     Prevent permanent entry_halt deadlocks by adding snapshot liveness watchdog transitions, reconnect/truth-refresh recovery hooks, and starvation detection in emergency protection retry logic.
     
     Made-with: Cursor

746. mardi 24 mars 2026 à 11:04:08 eba9b50
     docs: protection deadlock-recovery Mermaid in EXIT_PATHS + DOC_INDEX
     Afficher le corps du commit

     Made-with: Cursor

747. lundi 23 mars 2026 à 22:12:28 efb53b2
     fix(exec-only): write ticker_samples with bound ingest run_id
     Afficher le corps du commit

     Execution-only public ticker WS used run_id=0 for DB rows, while trade/L2
     live on the epoch ingest run — observability and freshest_active_run_id
     then mixed partitions. Resolve the same epoch as the eval loop (valid
     epoch, else exit-only fallback) and pass that run_id to run_ticker_ws;
     fall back to 0 only if no epoch exists within max_age.
     
     Made-with: Cursor

748. lundi 23 mars 2026 à 21:14:45 cc46163
     feat(observability): diagnose PRICE_CACHE_STALE_SKIP (MISSING/STALE/SYMBOL_MISMATCH)
     Afficher le corps du commit

     - Extend RAM price_cache snapshots with wall_updated_at for post-hoc timestamps.
     - Classify precheck failures via diagnose_stale_skip_for_precheck (canonical pair incl. XBT/BTC).
     - Persist structured JSON in trading_funnel_events.detail plus enriched reason and logs.
     - precheck_market_price_cache returns MarketOrderPrecheckSkip; no threshold or tape changes.
     
     Made-with: Cursor

749. lundi 23 mars 2026 à 19:41:11 f2af13f
     fix(live_runner): run economic snapshots on execution-only path
     Afficher le corps du commit

     Periodic exposure_nav + data_quality writes lived only in the combined
     run-execution-live loop; EXECUTION_ONLY=1 uses run_execution_only_loop
     and never called them. Factor write_periodic_economic_snapshots helper
     and invoke from both loops after periodic reconcile.
     
     Made-with: Cursor

750. lundi 23 mars 2026 à 19:36:24 d47ed18
     fix(exposure): align exposure_nav_snapshots INSERT binds and harden observability
     Afficher le corps du commit

     - Fix VALUES placeholder drift: use $1..$9 for nine bound columns (was $10 with nine binds).
     - Centralize SQL in insert_exposure_nav_snapshot_sql; add max_dollar_placeholder guard + anyhow context.
     - Log breakdown/insert failures at ERROR with operation/table; info on success with snapshot_id.
     - Alert after two failed periodic cycles (CRITICAL); warn when eval_count>=10 and snapshot missing.
     - Unit test for placeholder arity; optional ignored DB round-trip test.
     
     Made-with: Cursor

751. lundi 23 mars 2026 à 19:14:27 e0ec180
     feat(observability): trace IDs, fill/PnL lifecycle, exposure & DQ snapshots
     Afficher le corps du commit

     - Schema: strategy_run_id, position_id, correlation_id on orders; position_opened_at;
       realized_pnl entry/exit/position timestamps; fill fee_base + data_quality_violations;
       exposure_nav_snapshots + execution_data_quality_snapshots tables
     - Enforce decision_trace_id on inserts (emergency_stop exempt); stamp submit_ts/ack_ts;
       persist orderbook mid at entry when available
     - fills_ledger: slippage/mid on fill rows, fee/mid DATA_QUALITY warnings, realized_pnl
       links exit_order_id + position_closed_at vs entry first-fill open time
     - Runner: block missing trace; optional strict mid (default on); pre-DB 98% deployment cap
       and conservative global exposure when 24h PnL negative
     - Live: periodic exposure + data-quality snapshot rows and log thresholds
     - SQL analysis script for new tables
     
     Made-with: Cursor

752. lundi 23 mars 2026 à 19:12:53 87cb2de
     feat(observability): align L3 snapshot with epoch run + verification scripts
     Afficher le corps du commit

     - Export l3_count/l3_symbol_count using epoch_run_id when present (consistent L3 % vs epoch_symbol_count)
     - Add optional epoch_run_id to public_status_snapshot
     - OBSERVABILITY_SNAPSHOT_CONTRACT + scripts for DB/runtime L3 checks
     - CHANGELOG
     
     Made-with: Cursor

753. lundi 23 mars 2026 à 18:54:58 cf442b3
     chore(cursor): rule for website changelog + git deploy + live validation closeout
     Afficher le corps du commit

     Made-with: Cursor

754. lundi 23 mars 2026 à 18:22:30 99df44f
     feat(orders): persist decision_trace_id for WS fill funnel correlation
     Afficher le corps du commit

     Made-with: Cursor

755. lundi 23 mars 2026 à 18:07:19 714b207
     feat(funnel): decision_code + correlation on live_runner, protection, reconcile, truth
     Afficher le corps du commit

     Made-with: Cursor

756. lundi 23 mars 2026 à 18:02:09 dcd0d96
     feat(observability): Tier-2 data bundle + funnel correlation columns
     Afficher le corps du commit

     - Migration: trading_funnel_events correlation_id, cl_ord_id, order_id, decision_code, detail JSONB + indexes
     - TradingFunnelEvent/insert_event extended; runner/ws_handler set trace + order linkage on key paths
     - Outcome.decision_trace_id + ExecutionIntent.decision_trace_id; pipeline generates UUID per candidate
     - Export tier2_data_bundle.json (ingest+decision aggregates, disclosure_policy NL)
     - shadow_blocker_reasons_for_run query; contract_version 1.1 + OBSERVABILITY_SNAPSHOT_CONTRACT §3.8
     
     Made-with: Cursor

757. lundi 23 mars 2026 à 17:55:09 5595af1
     docs+script: clarify decision DB for execution; truncate ingest mirror safely
     Afficher le corps du commit

     Made-with: Cursor

758. lundi 23 mars 2026 à 17:44:21 8e949c3
     docs: path_tape_class DB rollups (SQL + operational notes)
     Afficher le corps du commit

     Made-with: Cursor

759. lundi 23 mars 2026 à 17:44:18 119176f
     feat(obs): path_tape_class on funnel + orders (schema, writers, reads)
     Afficher le corps du commit

     Made-with: Cursor

760. lundi 23 mars 2026 à 17:02:45 6bfdc8f
     docs: path-tape log queries + continuation tuning reference
     Afficher le corps du commit

     Made-with: Cursor

761. lundi 23 mars 2026 à 17:02:42 12097f4
     feat(routes): continuation move/fee relax + score blend (guarded)
     Afficher le corps du commit

     - move/fee ratio 0.76 vs 0.80 for Breakout/Pullback only when trade_density,
       l3_quality, spread band OK; net_edge>0 gate unchanged
     - time_adjusted_score: blend path confidence with continuation_prob for
       same routes + trailing exits (ranking only)
     - validate_candidate takes explicit threshold; tests for relaxed band
     
     Made-with: Cursor

762. lundi 23 mars 2026 à 17:02:38 025ac09
     feat(edge): tie-break spread-farming to trend on continuation tape
     Afficher le corps du commit

     - When SF wins by <=0.10 over trend_score but trend_strength/direction/
       density/impulse show continuation, classify TrendContinuation so breakout/
       pullback matrix runs
     - Unit test for narrow-SF fixture
     - Confidence uses winner score after tie-break; payoff asymmetry follows final regime
     
     Made-with: Cursor

763. lundi 23 mars 2026 à 16:52:50 5e2a5ed
     fix(execution): persist resolved base qty for market orders (not notional-as-qty)
     Afficher le corps du commit

     - plan_execution used notional USD as quantity_base placeholder for market orders
       → dashboard showed 20 for min $20 notional; exchange path was already correct
     - prepare_order_for_submit once before DB-first; store prep.order_qty on execution_orders,
       OrderTracker, ack path; submit_order_with_prep avoids double prepare
     - Document placeholder in execution_planner
     
     Made-with: Cursor

764. lundi 23 mars 2026 à 16:47:02 2145ec1
     fix(kraken): quantize OTO/trailing pct with fixed decimals
     Afficher le corps du commit

     - trigger_price_type=pct is a percentage, not a quote price; using
       effective_price_decimal_places (pair tick) could round to 0–1 dp and
       corrupt trail distance → exchange rejects on some alts (e.g. SYND/USD)
     - Use 6 fixed fractional digits via quantize_wire_f64; add regression test
     
     Made-with: Cursor

765. lundi 23 mars 2026 à 15:16:40 ef28db2
     fix(routes): move/fee ratio gate 0.85 -> 0.80 for spread-style economics
     Afficher le corps du commit

     - Still requires net_edge > 0 after full cost stack (no negative-edge admits)
     - Targets dominant move_below_fees churn in spread_farming without touching
       liquidity/L3/safety gates; unit tests pin threshold boundary
     
     Made-with: Cursor

766. lundi 23 mars 2026 à 15:16:36 5d2e11a
     obs(edge): ADAPTIVE_TRADABILITY_SNAPSHOT per cycle
     Afficher le corps du commit

     - tradable_rate_pct, pairs with no valid candidates vs valid but score<=0
     - aggregated top invalid dominant_reason counts (per invalid candidate)
     - complements SYMBOL_ROUTE_DECISION + ADAPTIVE_ANALYSIS_COMPLETE for before/after tuning
     
     Made-with: Cursor

767. lundi 23 mars 2026 à 14:27:21 48e12f5
     fix(kraken): wire price/pct quantization from instruments (max decimals)
     Afficher le corps du commit

     - effective_price_decimal_places: min(price_precision, increment-derived dp)
       so pairs like BTR/USD (4 dp cap) are not overridden by finer increments.
     - auth_ws: quantize limit_price on add_order/add_order_with_conditional;
       quantize OTO conditional trigger_price + optional conditional limit_price;
       quantize stop-loss static trigger and trailing pct triggers; amend_order
       limit_price; amend_stop_loss_trigger + amend_trailing_stop_trigger_pct
       (new symbol arg for instrument lookup).
     - Call sites: exit_lifecycle, ignition_exit, position_monitor, kraken_adapter.
     - Test: effective_price_decimal_places_is_min_of_precision_and_increment.
     
     Made-with: Cursor

768. lundi 23 mars 2026 à 10:40:00 9343ff7
     reconcile: resolve Kraken-prefixed base balances; periodic dust closes DB
     Afficher le corps du commit

     - Use balance_cache::resolved_balance_for_base_asset in position_reconcile
       and protection_flow (phantom/uncertain/insufficient-funds paths) so XX*/X*
       keys do not read as zero base.
     - run_periodic_reconcile: on dust classification, call close_dust_position
       like reconcile_exposure_at_startup so phantom dust rows do not linger.
     - Add unit test reconcile_resolves_prefixed_kraken_balance_key.
     
     Made-with: Cursor

769. lundi 23 mars 2026 à 10:02:29 81dc8a2
     feat(remediation): cl_ord_id UUID wire, balance+universe freshness, NL denylist
     Afficher le corps du commit

     - Exit/protection/probe: generate_cl_ord_id for Kraken WS (no kbtp/kbprot)
     - balance_cache: last_feed_at + max snapshot/feed for reconcile age
     - EXECUTION_SYMBOL_DENYLIST env + universe_source filter
     - SQL 53 invalid price/rejects window; REJECTS_REMEDIATION_AUDIT + deploy doc
     - CHANGELOG unreleased bullets
     
     Made-with: Cursor

770. lundi 23 mars 2026 à 09:49:43 2b443ad
     fix(reconcile): own_orders freshness uses snapshot or delta time
     Afficher le corps du commit

     - freshness_age_secs = elapsed since max(last_snapshot_at, last_update_at)
     - snapshot_age_secs delegates (same call sites)
     - tests + mutex for global cache isolation
     - CHANGELOG unreleased note
     
     Made-with: Cursor

771. dimanche 22 mars 2026 à 23:47:27 df13bb2
     fix(execution): quantize order price/qty for Kraken WS wire (instrument decimals)
     Afficher le corps du commit

     - Add quantize_wire_f64 + limit/qty helpers from InstrumentConstraints
     - Apply after normalize_order in prepare_order_for_submit (IEEE754 JSON noise)
     - exit_lifecycle maker TP, protection market close, position_monitor TP market, ignition market exit
     
     Made-with: Cursor

772. dimanche 22 mars 2026 à 22:35:17 a0f3549
     feat(live): path_tape notional scale + doctrine/observability logs
     Afficher le corps du commit

     - PATH_TAPE_EXIT_ROUTING: exit_doctrine, SL/TP/panic/hold, base_exit_strategy
     - PATH_TAPE_NOTIONAL_SCALE: allocator_notional, notional_scale, final_notional
     - Apply scale to intent + register_open (both main and exec-only loops)
     - IGNITION_EXIT_SUPPRESSED includes exit_doctrine
     - CAPITAL_ALLOCATION funnel after scale with path_tape_scale in reason
     
     Made-with: Cursor

773. dimanche 22 mars 2026 à 22:34:37 c38e1a7
     feat(path_tape): tighten MRH/spiky/thin/fading/illiquid doctrine + notional_scale
     Afficher le corps du commit

     - Shorter holds for MRH/thin/illiquid; stricter SL/TP/panic per class
     - primary_exit_doctrine_label + notional_scale_for_class (no config defaults change)
     - Tests: notional scale, MRH static doctrine
     
     Made-with: Cursor

774. dimanche 22 mars 2026 à 21:52:23 492518f
     fix(path_tape): suppress ignition exit for fading momentum doctrine
     Afficher le corps du commit

     Made-with: Cursor

775. dimanche 22 mars 2026 à 21:51:57 adbf7a7
     feat(live): rolling trade_samples gate + path/tape exit routing
     Afficher le corps du commit

     - tape_queries::count_trades_since (ingest DB rolling window)
     - path_tape: classify + exit_config_for_path_tape + ignition suppress
     - TAPE_* env: gate enable, window secs, min trades, soft classify floor
     - live_runner: block low-activity entries; PATH_TAPE_EXIT_ROUTING logs
     - exec-only loop: same gate + routing
     
     Made-with: Cursor

776. dimanche 22 mars 2026 à 21:51:53 ae8c3f8
     feat(exit): PrimaryExitStyle + static SL post-fill phase + degraded static routing
     Afficher le corps du commit

     - ExitConfig.primary_exit_style (TrailingNative | StaticSlLimitTp)
     - run_post_fill_static_sl_phase: native stop-loss, optional maker TP, panic/time, BE amend
     - pub(crate) CancelOrFill + wait_for_cancel_or_fill for ignition_exit
     - apply_degraded_exit_policy sets StaticSlLimitTp
     
     Made-with: Cursor

777. dimanche 22 mars 2026 à 21:36:12 7e7bc56
     docs: exit doctrine research, EXIT_PATHS validation, tape policy, Kraken WS ref, rolling trade SQL
     Afficher le corps du commit

     Made-with: Cursor

778. dimanche 22 mars 2026 à 14:35:40 11d6f2f
     fix(oto): omit cl_ord_id on conditional add_order (Kraken WS); tracker symbol bridge
     Afficher le corps du commit

     Made-with: Cursor

779. dimanche 22 mars 2026 à 13:41:44 5c48e75
     fix: deserialize Kraken executions 'reason' on rejects; persist in ORDER_REJECT + events
     Afficher le corps du commit

     Made-with: Cursor

780. dimanche 22 mars 2026 à 11:45:40 c63e99c
     chore(rag): script om __pycache__/*.pyc te verwijderen (niet alleen negeren)
     Afficher le corps du commit

     - clean_rag_python_artifacts.sh: laat .venv intact (runtime)
     - README: sectie artefacten opruimen
     
     Made-with: Cursor

781. dimanche 22 mars 2026 à 11:44:18 0a67b3b
     chore(gitignore): ignore Python venv, __pycache__, egg-info (rag-backend)
     Afficher le corps du commit

     Untracked .venv/ on server is expected; deps via requirements.txt + pip install.
     
     Made-with: Cursor

782. dimanche 22 mars 2026 à 11:43:01 88738ce
     docs: liquidity/flow entry research 48h + analysis SQL
     Afficher le corps du commit

     Made-with: Cursor

783. dimanche 22 mars 2026 à 11:40:12 423d9c4
     feat: consistency watchdog + recovery (DB flags, PrivateWsHub reconnect)
     Afficher le corps du commit

     Made-with: Cursor

784. dimanche 22 mars 2026 à 11:06:37 620ea24
     fix(l2_feed): do not drop order book on checksum mismatch
     Afficher le corps du commit

     Removing books on mismatch left the L2 sample loop with nothing to persist,
     so l2_snap_metrics stayed empty for the active run → l2_raw_feature_ready
     never passed and execution could not refresh state.
     
     Resubscribe path unchanged; CRC warning retained. No change to FEATURE_READY thresholds.
     
     Tests: cargo check; cargo test (104+ ok)
     Made-with: Cursor

785. dimanche 22 mars 2026 à 10:57:33 5bae3c8
     fix(execution-only): feed price_cache via same USD ticker pool as live
     Afficher le corps du commit

     Exec-only previously subscribed ticker only for open positions; flat account
     → empty WS subscribe → no price_cache updates → spurious PRICE_CACHE_STALE_SKIP
     at precheck (policy unchanged; wiring was wrong).
     
     - preload_all + fetch_usd_ws_symbols(execution_universe_limit) then add positions
     - remove duplicate preload_all block
     - docs: EXEC_ONLY_EPOCH_BINDING + CHANGELOG_ENGINE
     
     Validation: cargo check; cargo test (104+ tests ok)
     Made-with: Cursor

786. dimanche 22 mars 2026 à 10:53:06 415b16a
     revert: restore LOW_LIQUIDITY price_cache max age 30s; doc exec-only epoch binding
     Afficher le corps du commit

     - Undo 120s tier window (no safety loosening without agreement)
     - Exec-only: richer skip log (max_epoch_age_secs, preferred_lineage)
     - Add docs/EXEC_ONLY_EPOCH_BINDING.md (queries, causes, ops)
     
     Made-with: Cursor

787. dimanche 22 mars 2026 à 10:48:32 1d1f98e
     fix(execution): low-liq price_cache window + honest execute_count
     Afficher le corps du commit

     - LowLiquidity tier: max_price_cache_age 30s -> 120s (quiet tape no longer spurious stale skip)
     - submit_and_wait_for_execution_reports returns SubmitAndWaitOutcome; live_runner only increments execute_count when DB order persisted
     
     Made-with: Cursor

788. dimanche 22 mars 2026 à 10:43:55 f345c9c
     fix(pipeline): V2 liquidity gate taker-only when state row missing — restore maker path
     Afficher le corps du commit

     Made-with: Cursor

789. dimanche 22 mars 2026 à 10:38:12 1c93639
     fix(pipeline): V2 fail-closed when no CurrentRunMarketRow — root cause blind market entries
     Afficher le corps du commit

     Made-with: Cursor

790. dimanche 22 mars 2026 à 10:34:57 b8a3fb6
     fix(execution): exchange prevalidation before DB-first — no status=error for sizing/instrument failures
     Afficher le corps du commit

     Made-with: Cursor

791. dimanche 22 mars 2026 à 10:30:27 684949d
     fix(ingest): preload instrument cache before fetch_usd_ws_symbols (run-ingest)
     Afficher le corps du commit

     Made-with: Cursor

792. dimanche 22 mars 2026 à 10:25:42 3aff30f
     fix(exposure): classify dust on notional + cached qty_min — stop false unprotected when constraints Err
     Afficher le corps du commit

     Made-with: Cursor

793. dimanche 22 mars 2026 à 10:22:22 cc30e4e
     fix(execution): do not exit emergency protection loop on SLA hard — clears entry_halt when safe
     Afficher le corps du commit

     Made-with: Cursor

794. dimanche 22 mars 2026 à 10:09:06 87100d3
     docs+sql: reconcile submit vs fill, blocker order, log timeline grep
     Afficher le corps du commit

     Made-with: Cursor

795. dimanche 22 mars 2026 à 09:56:42 08c9314
     feat(liquidity): depth_near_mid from l2_snap_metrics + p10 gating
     Afficher le corps du commit

     - stats_queries::l2_avg_depth_near_mid_by_run: AVG bid/ask top5 depth per symbol
     - CurrentRunMarketRow.depth_near_mid; analyze_run + analyze_run_from_state merge
     - classify(..., depth_near_mid, depth_p10_run): thin vs run p10 + HIGH tier depth downgrade
     - Outcome.liquidity_depth_near_mid; pipeline logs depth + p10
     
     Made-with: Cursor

796. dimanche 22 mars 2026 à 09:49:29 f91798b
     feat(execution): tiered price_cache gating + liquidity INELIGIBLE pipeline skip
     Afficher le corps du commit

     - Add liquidity_exec_policy (HIGH/MID/LOW/INELIGIBLE) from trades/s, spread, L3 fill time
     - Pipeline: classify symbols, skip Execute when INELIGIBLE, log LIQUIDITY_EXEC_CLASSIFICATION*
     - ExecutionIntent carries tier; kraken_adapter uses tier max-age + book spread cap
     - runner: precheck before DB insert; PRICE_CACHE_STALE_SKIP / BOOK_SPREAD_UNSAFE_SKIP (no order error)
     - run-execution-once + live_runner pass tier from Outcome; exits use default loose max-age
     
     Made-with: Cursor

797. dimanche 22 mars 2026 à 09:44:18 3767c6c
     rag-backend: DOCS_EMBEDDING_API_KEY fallback + systemd unit template
     Afficher le corps du commit

     Made-with: Cursor

798. samedi 21 mars 2026 à 23:20:34 35f5daf
     chore(cleanup): finalize archived doc moves and record classification
     Afficher le corps du commit

     Finalize the report/research archive migration by committing original-path removals, add a cleanup classification record for auditability, and align one remaining validation-metrics doc pointer with current SSOT docs.
     
     Made-with: Cursor

799. samedi 21 mars 2026 à 23:19:42 01ebbf8
     chore(cleanup): archive report docs and tighten current docs index
     Afficher le corps du commit

     Move time-bound RAPPORT and research outputs into docs/archive, update references that consume those reports, and rewrite README/DOC_INDEX pointers so root documentation only highlights current authoritative documents.
     
     Made-with: Cursor

800. samedi 21 mars 2026 à 23:18:07 c7807fb
     chore(cleanup): add rollback snapshot and fix stale doc references
     Afficher le corps du commit

     Capture a pre-cleanup rollback checkpoint and update stale runtime/script/docs references so cleanup can proceed with link-consistent, low-risk documentation pointers.
     
     Made-with: Cursor

801. samedi 21 mars 2026 à 22:41:44 c81830d
     feat(observability): add risk-adjusted tier2 pnl metrics and lifecycle tests
     Afficher le corps du commit

     Export Sharpe-like, Sortino-like, and drawdown-duration metrics from 24h realized PnL buckets in Tier2 snapshots, update the observability contract, and add integration tests for critical execution order-state transitions.
     
     Made-with: Cursor

802. samedi 21 mars 2026 à 22:36:38 33be68c
     docs(compliance): add incident/retention policies and env template hardening
     Afficher le corps du commit

     Add explicit compliance baseline documentation (incident response and data retention/privacy), link it from README and runbook, and provide a complete .env.example for safer onboarding without exposing secrets.
     
     Made-with: Cursor

803. samedi 21 mars 2026 à 22:32:05 064bc22
     feat(economics): persist pre-trade metrics and align drawdown to 24h
     Afficher le corps du commit

     Carry pipeline pre-trade metrics into execution submit persistence (orders plus submitted event payload), switch drawdown guards to 24h realized PnL, and add best-effort trailing-stop slippage measurement using fill-time orderbook mid reference.
     
     Made-with: Cursor

804. samedi 21 mars 2026 à 22:24:55 5a4efe5
     feat(integrity): add L2 checksum resync and hub lag hard reset
     Afficher le corps du commit

     Validate Kraken L2 checksums against local top-10 book state with automatic resubscribe on mismatch, and harden private hub message handling with degraded/recovered markers plus forced reconnect on severe lag accumulation.
     
     Made-with: Cursor

805. samedi 21 mars 2026 à 22:19:27 826c1f6
     feat(safety): add private WS dead-man switch and fail-closed sender handling
     Afficher le corps du commit

     Arm and refresh Kraken cancel_all_orders_after on the shared private WS hub, add reconnect backoff with jitter, and replace hot-path unwraps in execution submission loops to prevent panic during sender/token unavailability.
     
     Made-with: Cursor

806. samedi 21 mars 2026 à 18:41:44 8ce74a6
     fix(ignition): cancel-first exit + balance-based qty + timeout bail
     Afficher le corps du commit

     Rewrites ignition_exit cancel_protection_and_market_exit to mirror the
     cancel-first semantics already in exit_lifecycle (B2):
     
     1. Cancel protection FIRST, wait for cancel-or-fill via shared
        CancelOrFill/wait_for_cancel_or_fill (now pub(crate))
     2. Use balance_cache::asset_balance as exit qty source (not tracked
        protected_qty) — prevents partial exits and dust
     3. Handle PROTECTION_FILLED_BEFORE_CANCEL (no market needed)
     4. Handle zero-balance after cancel (protection likely filled)
     5. Handle cancel timeout with balance check
     6. ImmediateExit timeout now bails MARKET_FILL_TIMEOUT_EXPOSURE_RISK
        (was silently returning Ok)
     
     Eliminates: double-exit risk, partial-position exits, silent timeout
     acceptance on all three ignition exit paths.
     
     Made-with: Cursor

807. samedi 21 mars 2026 à 18:28:14 a558f58
     fix(ignition): bail on market fill timeout in panic exit path
     Afficher le corps du commit

     ignition_exit panic path discarded wait_for_market_fill result with
     let _ =, treating a timeout as success and leaving the position open.
     Now bails with MARKET_FILL_TIMEOUT_EXPOSURE_RISK, matching the
     identical fix already applied in exit_lifecycle.rs.
     
     Made-with: Cursor

808. samedi 21 mars 2026 à 18:27:01 1b39fce
     docs: sync 12 docs met herstelplan-leakage wijzigingen (A1–F3, D4, D5)
     Afficher le corps du commit

     ENGINE_SSOT, ARCHITECTURE, EXIT_PATHS, LOGGING, DOC_INDEX, LIVE_RUNBOOK,
     UNIVERSE_AUDIT, RAPPORT_PINNED, EXIT_SYSTEM_INVENTORY, EXIT_ORCHESTRATION,
     EXIT_PROTECTION_RESEARCH, PLAN_ADDENDUM bijgewerkt met:
     - cancel-first exit semantiek (B2)
     - staleness guards op price_cache (C1/C2)
     - RecvResult channel close vs timeout (F2)
     - REST eliminatie uit runtime (D1/D5)
     - OTO trailing-stop (D4), deadline (D2), qty normalisatie (F3)
     - nieuwe log markers (A3, B3, B4, F1, F2, D4)
     - HERSTELPLAN_LEAKAGE.md toegevoegd aan DOC_INDEX
     
     Made-with: Cursor

809. samedi 21 mars 2026 à 18:17:35 64757a0
     docs(changelog): herstelplan A1→F3+D4/D5 in CHANGELOG.md en CHANGELOG_ENGINE.md
     Afficher le corps du commit

     22 commits (werkstromen A–F + D4/D5) gedocumenteerd met commit hashes,
     subsystem, trading impact en runtime impact per item.
     
     Made-with: Cursor

810. samedi 21 mars 2026 à 18:13:54 c7f9650
     refactor(startup): universe_source leest uit instrument WS cache, geen REST meer (D5)
     Afficher le corps du commit

     fetch_usd_ws_symbols gebruikt nu instruments::cached_symbols_with_status()
     in plaats van REST AssetPairs. Nul REST calls in volledige runtime
     inclusief startup. De instrument cache wordt al door preload_all()
     gevuld voordat symbol discovery draait.
     
     Made-with: Cursor

811. samedi 21 mars 2026 à 18:11:41 65c726b
     feat(oto): OTO conditional trailing-stop op entry market orders (D4)
     Afficher le corps du commit

     ConditionalParams struct toegevoegd aan messages.rs voor Kraken OTO.
     add_order_with_conditional method in auth_ws.rs voor entry+protection
     in één atomic exchange call.
     
     submit_order accepteert nu oto_trail_bps: bij market orders met
     trailing-stop config wordt automatisch een conditional trailing-stop
     bijgevoegd. De exchange creëert de protection order bij fill —
     elimineert 50-200ms onbeschermde exposure.
     
     run_post_fill_exit_phase detecteert OTO trailing-stop via
     discover_oto_trailing_stop en skipt handmatige placement. Bij
     niet-gevonden OTO: fallback naar bestaande manuele flow.
     
     Made-with: Cursor

812. samedi 21 mars 2026 à 18:01:44 c1e1c7f
     feat(exit): normalize_exit_qty ceil-to-step dust tracking (F3)
     Afficher le corps du commit

     Voegt normalize_exit_qty toe die exit-qty naar boven afrondt op step
     increment als balance dit toelaat, anders floor. Voorkomt dust
     accumulatie over trades.
     
     Alle exit market orders in cancel_protection_and_market_exit en
     ignition cancel_and_exit gebruiken nu normalize_exit_qty.
     
     Made-with: Cursor

813. samedi 21 mars 2026 à 17:58:49 fae0c36
     feat(ws): RecvResult enum onderscheidt channel-close van timeout (F2)
     Afficher le corps du commit

     recv_timeout retourneert nu RecvResult { Message, Timeout, ChannelClosed }
     in plaats van Option<PrivateV2Response>.
     
     Kritieke paden (wait_for_market_fill, wait_for_cancel_or_fill,
     monitoring loops) escaleren ChannelClosed als expliciete error in plaats
     van het stilzwijgend als timeout te behandelen.
     
     Voorkomt dat een WS reconnect-event ten onrechte als "fill timeout"
     wordt geïnterpreteerd, wat kon leiden tot onbeschermde posities.
     
     Made-with: Cursor

814. samedi 21 mars 2026 à 17:50:55 16e51dc
     fix(exit): time_stop_secs=0 clamp naar 60s met warning (F1)
     Afficher le corps du commit

     time_stop_secs=0 werd stilzwijgend geclamped naar 1s, wat een instant
     market exit veroorzaakte. Nu clamp naar 60s met expliciete
     EXIT_TIME_STOP_MISCONFIGURED warning.
     
     Made-with: Cursor

815. samedi 21 mars 2026 à 17:42:55 4ca8fab
     perf(fills): CTE combineert position read+upsert+read in 1 round-trip (E3)
     Afficher le corps du commit

     get_position_tx (voor) + upsert_position_tx + get_position_tx (na)
     gecombineerd in upsert_position_cte_tx: één CTE query die pos_before,
     avg_entry_before en pos_after retourneert.
     
     Reduceert van 3 DB round-trips naar 1 binnen de fill-transactie.
     Alle 12 fills_ledger tests passeren ongewijzigd.
     
     Made-with: Cursor

816. samedi 21 mars 2026 à 17:41:14 15e435a
     perf(ws): elimineer dubbele serde deserialisatie execution reports (E2)
     Afficher le corps du commit

     ExecutionReports worden nu eenmalig geparsed in private_ws_hub en
     opgeslagen in parsed_reports veld op PrivateV2Response. De runner
     gebruikt de pre-geparsede reports in plaats van opnieuw
     from_value + item.clone() per report.
     
     Elimineert: 2x from_value, 1x data.as_array().clone(), N x item.clone()
     per executions message. Eén deserialisatie per WS message.
     
     Made-with: Cursor

817. samedi 21 mars 2026 à 17:35:00 84c09a2
     feat(fills): populate orderbook_mid bij fill via price_cache (E1)
     Afficher le corps du commit

     orderbook_mid was hardcoded None — compute_slippage_bps retourneerde
     daardoor altijd None. Nu wordt price_cache::snapshot_fresh(2s) gebruikt
     om bid/ask mid-price te lezen bij elke fill-verwerking.
     
     Invariant: orderbook_mid is populated voor elke fill waar price_cache
     data beschikbaar is. slippage_bps in fills tabel is niet-null wanneer
     mid beschikbaar is.
     
     Made-with: Cursor

818. samedi 21 mars 2026 à 17:25:48 81885e4
     perf(runner): observability DB writes fire-and-forget via tokio::spawn (D3)
     Afficher le corps du commit

     order_latency::upsert_decision_and_submit en de success-path
     trading_funnel_events::insert_event worden nu via tokio::spawn
     uitgevoerd — niet meer blocking op het submit critical path.
     
     Safety-kritieke writes blijven sequentieel:
     - state_machine::on_submitted (DB-first)
     - exposure_reconcile::total_open_notional (safety gate)
     - risk_gate::check_global_exposure (safety gate)
     
     Verwachte latency-winst: 2-15ms minder per order submit.
     
     Made-with: Cursor

819. samedi 21 mars 2026 à 17:23:57 b76d0b6
     feat(orders): deadline parameter op alle market orders (D2)
     Afficher le corps du commit

     add_order berekent automatisch deadline = now + 5s voor order_type
     "market". Kraken matcht de order niet na deze deadline — bescherming
     tegen latency-geïnduceerde negatieve slippage.
     
     EService:Deadline elapsed rejection wordt herkend in runner.rs met
     korte quiet-mode (30s) en expliciete ORDER_DEADLINE_ELAPSED log.
     
     Invariant: elke market order heeft een expliciete deadline. Geen
     market order kan matchen nadat de markt significant bewogen is.
     
     Made-with: Cursor

820. samedi 21 mars 2026 à 17:21:26 b35388e
     fix(adapter): REST best_bid/ask vervangen door price_cache in hot path (D1)
     Afficher le corps du commit

     Alle drie REST call-sites in kraken_adapter::submit_order vervangen
     door price_cache::snapshot_fresh(5s):
     - Market order sizing: notional→base qty conversie
     - cost_min validatie
     - Final notional check na normalisatie
     
     get_best_bid en get_best_ask in instruments.rs gemarkeerd als
     #[deprecated] — niet meer gebruikt in het execution hot path.
     
     Invariant: submit_order doet nul await calls naar externe HTTP
     endpoints. Alle pricing komt uit price_cache (WS-fed, staleness guard).
     
     Made-with: Cursor

821. samedi 21 mars 2026 à 16:58:16 a99ab2f
     fix(exit): fill price fallback gebruikt mid-price met staleness guard (C2)
     Afficher le corps du commit

     Vervangt adverse-biased fallback (bid voor longs, ask voor shorts)
     door neutrale mid-price (bid+ask)/2 met snapshot_fresh(3s) staleness
     guard.
     
     Was: bij degraded fill price werd snap.bid gebruikt voor longs
     (systematisch te laag) en snap.ask voor shorts (systematisch te hoog),
     wat SL/TP levels in de verkeerde richting verschoof.
     
     Nu: mid-price als neutrale fallback, met bail als price_cache stale
     (>3s) of leeg is.
     
     Invariant: fill price fallback gebruikt altijd mid-price, nooit de
     adverse spread-kant. Fallback is altijd vergezeld van staleness guard.
     
     Made-with: Cursor

822. samedi 21 mars 2026 à 16:57:24 2b89839
     feat(price_cache): staleness guard met last_price_fresh en snapshot_fresh (C1)
     Afficher le corps du commit

     Voegt freshness-aware functies toe aan price_cache:
     - last_price_fresh(symbol, max_age) -> Option<f64>
     - snapshot_fresh(symbol, max_age) -> Option<PriceSnapshot>
     Retourneert None als data ouder is dan max_age.
     
     Call-sites vervangen in execution/protection paden:
     - exit_lifecycle monitoring loop: max_age 5s
     - exit_lifecycle est_exit berekening: max_age 5s
     - balance_cache equity berekening: max_age 30s
     
     Bestaande last_price() en snapshot() behouden voor non-critical paden.
     
     Invariant: geen execution/protection beslissing op data ouder dan
     de geconfigureerde max_age.
     
     Made-with: Cursor

823. samedi 21 mars 2026 à 16:53:56 18fd1a2
     fix(exit): classify_cancel_or_fill verifieert order_id in cancel response (B2-fix)
     Afficher le corps du commit

     Bug: classify_cancel_or_fill behandelde ELKE succesvolle cancel_order
     method response als cancel van de protection order, zonder te checken
     welke order daadwerkelijk is gecanceld. Bij panic exit en TP maker
     timeout wordt een TP cancel gestuurd vlak voor
     cancel_protection_and_market_exit — als die TP cancel response in
     wait_for_cancel_or_fill arriveert, wordt het foutief geclassificeerd
     als protection cancel, waarna een market exit wordt geplaatst terwijl
     de trailing-stop nog live is (dubbele-exit scenario).
     
     Fix: verifieer result.order_id tegen protection_order_id in de
     cancel_order method response. Bij mismatch: return None (fall-through
     naar executions channel canceled event dat al correct filtert).
     
     Tests: 9 (was 7) — nieuw: cancel response met matching order_id,
     cancel response met TP order_id (assert None), cancel response zonder
     result (assert None).
     
     Made-with: Cursor

824. samedi 21 mars 2026 à 16:51:15 a565504
     fix(ws): broadcast lag recovery met lagged flag en reconciliatie (B4)
     Afficher le corps du commit

     1. BROADCAST_CAPACITY 512 -> 2048 in private_ws_hub.rs
     2. PrivateMsgSource: lagged flag + total_lagged counter bij
        RecvError::Lagged; escalatie naar PRIVATE_WS_HUB_RELIABILITY_DEGRADED
        bij >= 100 verloren berichten
     3. exit_lifecycle monitor loop: bij lagged flag -> resubscribe
        executions (snap_orders=true) voor reconciliatie, clear flag
     4. PrivateMsgSource enum -> struct met MsgSourceInner; constructors
        dedicated() en hub() op alle call sites
     
     Invariant: broadcast lag is altijd zichtbaar en leidt tot
     reconciliatie. Geen stille message loss zonder recovery.
     
     Made-with: Cursor

825. samedi 21 mars 2026 à 16:46:47 4ede196
     fix(exit): panic exit fill-timeout escaleert naar EXPOSURE_RISK bail (B3)
     Afficher le corps du commit

     Panic exit gooit fill-resultaat niet meer weg. Bij market fill timeout:
     - warn met exit_reason=panic_pnl_market_timeout + EXIT_COMPLETED_NO_FILL
     - bail met MARKET_FILL_TIMEOUT_EXPOSURE_RISK (identiek aan time-stop)
     - geen stille positie-verlating meer bij liquiditeitscrisis
     
     Invariant: elke exit-flow met EXIT_COMPLETED heeft bevestigde fill
     OF escaleert met MARKET_FILL_TIMEOUT_EXPOSURE_RISK.
     
     Made-with: Cursor

826. samedi 21 mars 2026 à 16:44:02 0357d8b
     fix(exit): cancel-first met balance-verificatie voor spot-safe exit (B2)
     Afficher le corps du commit

     Herschrijft cancel_protection_and_market_exit naar cancel-first flow:
     - Cancel trailing-stop EERST (beschermt tot cancel-ACK)
     - CancelOrFill enum + classify_cancel_or_fill helper voor event-routing
     - wait_for_cancel_or_fill async helper met 5s timeout
     - Bij cancel-ACK: market exit op actuele balance_cache balance
     - Bij fill voor cancel (PROTECTION_FILLED_BEFORE_CANCEL): skip market exit
     - Bij timeout + zero balance: assume protection filled, skip market exit
     - Bij timeout + balance > 0: market exit op actuele balance
     
     Invariant: nooit meer dan één market sell live per positie.
     Exit sizing altijd op actuele balance, niet gecachete qty.
     
     7 unit tests voor classify_cancel_or_fill (fill/filled/canceled/method
     response/wrong order_id/non-fill exec_type/unrelated message).
     
     Made-with: Cursor

827. samedi 21 mars 2026 à 16:18:07 d1e8317
     fix(execution): exec_type/order_status naar strikte Kraken WS v2 semantiek (B1)
     Afficher le corps du commit

     Alle exec_type en order_status matching in de execution-laag is nu
     strikt conform de officiële Kraken Spot WS v2 specificatie:
     
     - trade = individueel fill-event (partial of final), verwerk in ledger
     - filled = order volledig afgerond, markeer als completed
     - triggers.status = "triggered" = tussenstatus, apart gedetecteerd
     
     Verwijderd uit match-patronen:
     - "fill" (niet-officieel)
     - "partial_fill" (niet-officieel exec_type)
     - "done" (niet-officieel order_status)
     - "triggered" als exec_type (was foutief; triggers.status is correct)
     
     Twee pub(crate) helpers: is_fill_exec_type, is_order_completed_status.
     Alle vier consumer-bestanden (ws_handler, exit_lifecycle, ignition_exit,
     position_monitor) zijn consistent via dezelfde helpers.
     
     2 tests: exhaustive exec_type en order_status classificatie.
     
     Made-with: Cursor

828. samedi 21 mars 2026 à 16:11:58 667c7e0
     fix(ws_handler): fill price zero-guard voor ledger (A3)
     Afficher le corps du commit

     compute_fill_price kan Decimal::ZERO retourneren als alle fallbacks
     falen. Een fill met prijs 0 corrumpeert positions en realized_pnl.
     
     Guard toegevoegd direct na compute_fill_price: als prijs 0 is, wordt
     de fill gelogd als FILL_PRICE_ZERO_REJECTED en teruggestuurd als
     HandleResult::Unknown voor reconciliatie. De ledger wordt niet geraakt.
     
     Made-with: Cursor

829. samedi 21 mars 2026 à 15:46:05 9abc22c
     fix(ledger): fee-aftrek in realized PnL berekening (A2)
     Afficher le corps du commit

     realized_pnl_quote was gross (fees niet meegenomen). Bij Kraken taker
     fee ~26 bps round-trip accumuleert dit ~$2.60 per $1000 positie dat
     niet werd meegerekend, waardoor drawdown-guards te optimistisch stuurden.
     
     Nieuwe compute_realized_pnl functie: gross_pnl - proportionele fee.
     Bij sign-flips wordt de fee geprorateerd op closed_qty/fill_qty_base.
     
     5 tests toegevoegd: long close met/zonder fee, short close met fee,
     flip met prorated fee, None bij ontbrekende avg_entry.
     
     Made-with: Cursor

830. samedi 21 mars 2026 à 15:21:46 e2d08e5
     fix(ledger): VWAP-corruptie bij positiereductie elimineren (A1)
     Afficher le corps du commit

     De SQL CASE in upsert_position_tx blendde exit-prijzen in
     avg_entry_price_quote bij partial closes, wat cost-basis kunstmatig
     verlaagde en drawdown-guards te optimistisch maakte.
     
     Herschreven met vier expliciete, auditbare branches:
       1. close to zero          → NULL
       2. same-side add          → VWAP blend
       3. reduce without flip    → behoud bestaande avg_entry
       4. sign flip / fresh pos  → fill_price als nieuwe cost basis
     
     Pure Rust mirror-functie compute_new_avg_entry toegevoegd met 7 tests:
     long add, long reduce, long close, long flip, short add, short reduce,
     short flip.
     
     Fix pre-bestaande test-compilatiefout in protection_flow.rs (missing
     success field op PrivateV2Response initialisaties).
     
     Made-with: Cursor

831. samedi 21 mars 2026 à 14:22:16 7381ba1
     docs: volledig herstelplan economische leakage eliminatie
     Afficher le corps du commit

     Kraken-geverifieerd plan met 6 werkstromen (A-F), 20 concrete fixes,
     implementatievolgorde, REST-eliminatieplan, eind-invarianten en bewijsplan.
     
     Bron: leakage audit op fills_ledger, exit_lifecycle, ws_handler,
     kraken_adapter, price_cache, private_msg_source. Alle exec_type/
     order_status waarden geverifieerd tegen live Kraken Spot WS v2 docs.
     
     Made-with: Cursor

832. samedi 21 mars 2026 à 13:55:44 c2d485a
     docs: flow/liquidity research results from 2026-03-16 cutoff
     Afficher le corps du commit

     Made-with: Cursor

833. samedi 21 mars 2026 à 13:52:23 b576844
     fix(research): remove stale BATCH_SIZE echo
     Afficher le corps du commit

     Made-with: Cursor

834. samedi 21 mars 2026 à 13:52:04 e6719c9
     perf(research): single ingest query with bounded trade_samples slice
     Afficher le corps du commit

     Made-with: Cursor

835. samedi 21 mars 2026 à 13:46:03 c2eee8b
     perf(research): drop heavy 5m L2 window; spread from snapshot only
     Afficher le corps du commit

     Made-with: Cursor

836. samedi 21 mars 2026 à 13:30:34 011f1b2
     fix(research): argv parsing for flow/liquidity scripts
     Afficher le corps du commit

     Made-with: Cursor

837. samedi 21 mars 2026 à 13:30:13 b3c729e
     chore(research): dual-DB flow/liquidity analysis from 2026-03-16 (script+report)
     Afficher le corps du commit

     Made-with: Cursor

838. samedi 21 mars 2026 à 12:52:44 4b76d52
     chore(env): remove REWRITE_ENV/rewrite.env; SSOT /srv/krakenbot/.env
     Afficher le corps du commit

     - trading_env: only KRAKENBOT_ENV_FILE or /srv/krakenbot/.env; rename to trading_env_load_config
     - Docs: SERVER_RUNTIME_ENV_AND_READINESS.md; delete old rewrite-titled doc
     - Scripts/systemd: no legacy hints; lifecycle proof uses server .env
     
     Made-with: Cursor

839. samedi 21 mars 2026 à 12:51:04 7d4e152
     chore(env): default to /srv/krakenbot/.env; rewrite.env legacy only
     Afficher le corps du commit

     - trading_env: KRAKENBOT_ENV_FILE > REWRITE_ENV > /srv/krakenbot/.env
     - Remove default REWRITE_ENV exports from validation/capacity scripts
     - systemd: drop EnvironmentFile for /etc/trading/rewrite.env
     - Docs/runbooks: SSOT for KapitaalBot .env; note migration path
     
     Made-with: Cursor

840. samedi 21 mars 2026 à 12:41:16 d8e3ac5
     feat(runtime): trading_env, check-execution-readiness, no half-green execution validation
     Afficher le corps du commit

     - Add scripts/trading_env.sh: DB_* / DECISION_DB_* → URLs + assert distinct dual-DB
     - Add krakenbot check-execution-readiness + scripts/validate_execution_readiness.sh
     - validate_execution_on_server / validate_live_engine_server: require dual-DB + readiness before run (SKIP_RUN stays build-only, labeled)
     - start_live_validation_engine_server: trading_env + readiness preflight
     - run_l3_capacity_test, validate_epoch_contract_fase1, run_400_symbol_scaling_test: dual-DB gate
     - health_check_after_start: assert dual-DB + readiness
     - systemd: optional EnvironmentFile rewrite.env; README + LIVE_RUNBOOK + SERVER_RUNTIME_REWRITE_AND_READINESS.md
     - Log markers: EXECUTION_RUNTIME_DB_BOUND, EXECUTION_LIVE_RUNNER_START
     
     Made-with: Cursor

841. samedi 21 mars 2026 à 12:30:39 be6c0d3
     fix(scripts): allow validate_live_engine_server SKIP_RUN without DECISION_DATABASE_URL
     Afficher le corps du commit

     Made-with: Cursor

842. samedi 21 mars 2026 à 12:25:09 7f0887b
     feat: mandatory dual-DB, trailing ledger truth, CLI/script DB routing
     Afficher le corps du commit

     - Require distinct DATABASE_URL + DECISION_DATABASE_URL; log sanitized DB identity
     - create_pools only; retention purges both; replay/compare without ingest-as-replay
     - CLI analysis: decision pool for safety/latency/exit-realism/invariants-v2 + explicit labels
     - Trailing-stop: trail bps validation on persist; ws_handler treats triggered as fill; no slippage from trail bps
     - Scripts: hard-fail or decision-only where execution stats; SEV0 requires both URLs
     - Docs: DB_AND_TRAILING_TRUTH_HARDENING.md matrices; track .env.example via gitignore exception
     
     Made-with: Cursor

843. vendredi 20 mars 2026 à 23:45:31 51a4429
     feat(execution): trail_bps v1 — fee floor, horizon α, regime, cap
     Afficher le corps du commit

     - Add trail_bps_v1 (deterministic formula + constants)
     - trail_atr: raw ATR15m bps fetch only (no clamp)
     - exit_lifecycle + ignition: v1 + taker_fee from runner tier
     - submit_and_wait_for_execution_reports: fee_provider for taker bps
     - protect_exposure: optional fee_provider; v1 when prefer_trailing (300s horizon)
     - Docs: TRAIL_BPS_V1.md, EXIT_PATHS update
     
     Made-with: Cursor

844. vendredi 20 mars 2026 à 17:55:35 206d76c
     feat(execution): 15m ATR trail, 50bps fallback, mid-trade adoption
     Afficher le corps du commit

     - Add trail_atr module (900s bars, 6h lookback, top-14 TR)
     - exit_lifecycle + ignition_exit: replace 5m SQL; adopt ATR when DB fills later
     - Partial-fill replace: sync awaiting_atr_replacement with ATR flag
     - protection_flow: prefer_trailing uses estimate_atr15m_trail_bps + DEFAULT 50 bps
     - Docs: EXIT_PATHS_AND_PROTECTION_RUNTIME aligned with implementation
     
     Made-with: Cursor

845. vendredi 20 mars 2026 à 15:13:04 e915683
     web: add lightweight GA4 consent bundle (nl/en/de/fr)
     Afficher le corps du commit

     Made-with: Cursor

846. vendredi 20 mars 2026 à 13:13:23 9ebe2c2
     fix(exit): trailing pct amend, gapless replace, monitor shorts + runbook
     Afficher le corps du commit

     Made-with: Cursor

847. vendredi 20 mars 2026 à 12:57:29 77a4d7b
     docs: exit paths and protection runtime behavior (read-only)
     Afficher le corps du commit

     Made-with: Cursor

848. vendredi 20 mars 2026 à 11:45:12 f3f8198
     fix(exit-protection): enforce trailing-first protection with ATR-based distance and deterministic recovery
     Afficher le corps du commit

     Switch protection to trailing-first semantics with 5m ATR-based trail sizing, harden add_order ACK correlation, add bounded emergency retry with market-close escalation, and extend reconnect/exec-only reconcile gates to prevent unprotected exposure windows.
     
     Made-with: Cursor

849. vendredi 20 mars 2026 à 10:37:41 28d7ec4
     fix(exit-capability): degrade fill-price dependent exits to market-anchor fallback
     Afficher le corps du commit

     Prevent SL/TSL exit phases from failing when fill_price is missing by anchoring from live price cache, and pass avg_entry only when valid in emergency fallback so protection remains non-fragile.
     
     Made-with: Cursor

850. vendredi 20 mars 2026 à 10:30:50 af8d640
     fix(safety): halt new entries while unprotected exposure remains pending
     Afficher le corps du commit

     Prevent new entry submissions when periodic reconcile still reports unprotected exposure after an immediate protection attempt, and keep the emergency retry loop active until protection is confirmed.
     
     Made-with: Cursor

851. vendredi 20 mars 2026 à 10:10:51 8a0899f
     fix(protection): enforce protect-on-balance invariant with expectancy-based exit choice
     Afficher le corps du commit

     When reconcile is uncertain but exchange balance proves real exposure, force immediate protection submit instead of staying pending. Prefer trailing stop when expectancy is better (favorable excursion) while retaining stop-loss/market fallback for guaranteed coverage.
     
     Made-with: Cursor

852. vendredi 20 mars 2026 à 09:37:58 8246ebd
     fix(reconcile): treat close-side open orders as protective reduce evidence
     Afficher le corps du commit

     Normalize order_type variants and infer reduce coverage for close-side open orders even when reduce_only/order_type metadata is imperfect. This enforces the invariant that existing exchange exit orders prevent unnecessary protection stalls.
     
     Made-with: Cursor

853. vendredi 20 mars 2026 à 09:33:14 48552ed
     fix(balance-cache): reject empty balance snapshots as freshness signals
     Afficher le corps du commit

     Do not mark balance snapshots fresh when balances payload contains no assets, and require non-empty assets for has_snapshot. This prevents false-fresh zero-balance states that can trigger phantom flat corrections and block protection.
     
     Made-with: Cursor

854. vendredi 20 mars 2026 à 09:29:23 f94ba26
     fix(reconcile): relax snapshot freshness gate for protection path
     Afficher le corps du commit

     Increase balance and own-orders snapshot freshness windows so protection does not stall in pending loops when snapshots are a few seconds old. This keeps submit gating safety while allowing timely protection under normal WS cadence.
     
     Made-with: Cursor

855. vendredi 20 mars 2026 à 09:25:28 8445ef3
     fix(exposure): include live balance cache in startup and periodic reconcile
     Afficher le corps du commit

     Merge live balance-derived positions into reconciliation before DB-only holdings so exchange-held symbols cannot be missed when persistence lags or is empty. This closes the gap where real balances (e.g. MIM) were invisible to protection orchestration.
     
     Made-with: Cursor

856. vendredi 20 mars 2026 à 09:16:46 1ff99fd
     fix(exit): throttle and dedupe trailing-stop placement attempts
     Afficher le corps du commit

     Add a backoff between TSL submit attempts and detect existing open trailing stops for the same entry before submitting again. This prevents duplicate trailing-stop send storms when lifecycle re-enters during delayed acknowledgements.
     
     Made-with: Cursor

857. vendredi 20 mars 2026 à 09:00:50 e4f9ffc
     fix(execution): verify protection via exchange reconcile before normal state
     Afficher le corps du commit

     Use durable symbol reconcile as the source of truth for ProtectionAcked transitions. Keep symbols pending when success outcomes cannot yet be verified by exchange-side coverage to prevent false-safe state flips.
     
     Made-with: Cursor

858. vendredi 20 mars 2026 à 08:57:32 632e63e
     fix(execution): enforce spot-exit safety and verified protection state
     Afficher le corps du commit

     Remove reduce_only from spot market/exit submissions and require post-outcome verification before marking symbols as ProtectionAcked. Keep symbols pending until DB protection coverage confirms protected-or-flat state so unprotected exposure cannot be acknowledged as safe.
     
     Made-with: Cursor

859. vendredi 20 mars 2026 à 08:41:31 93c09c7
     fix(execution): enforce protect-first recovery for unprotected exposure
     Afficher le corps du commit

     Make protection bootstrap entry-independent by using degraded trailing-stop placement first and fall back to stop-loss/market paths when needed. Add hard execution gates via symbol safety state and strengthen emergency retry orchestration with explicit protection-state transitions and unprotected exposure SLO telemetry.
     
     Made-with: Cursor

860. jeudi 19 mars 2026 à 23:55:15 96d1473
     feat(execution): position truth model + balance recovery wiring
     Afficher le corps du commit

     - Migration: positions truth columns (fills_confirmed / execution_confirmed / balance_recovery)
     - position_truth: reconcile on load, coherence after fill, execution ACK note, degraded exit policy
     - exposure: reconcile before load_open_positions; remove duplicate balance repair; lock on degraded truth
     - ws_handler/fills_ledger/exit_lifecycle/ignition_exit: integrate truth + protect-first behavior
     
     Made-with: Cursor

861. jeudi 19 mars 2026 à 23:29:53 bcdfe65
     docs(changelog): fix garbled commit hash for aae7e60 entry
     Afficher le corps du commit

     Made-with: Cursor

862. jeudi 19 mars 2026 à 23:29:42 aae7e60
     fix(execution): order_qty from exchange + balance-led long position repair
     Afficher le corps du commit

     - Sync execution_orders.quantity_base upward on ACK and fills from report.order_qty
     - OrderTracker::bump_quantity_base for OOO / understated DB qty
     - balance_cache::resolved_balance_for_base_asset; repair long base_position when
       balances snapshot is fresh (exposure load_open_positions)
     - Funnel POSITION_BASE_REPAIRED_FROM_BALANCE; LOGGING.md note
     
     Fills remain audit trail; exchange order_qty + balances reduce missed-fill gaps.
     
     Made-with: Cursor

863. jeudi 19 mars 2026 à 23:13:40 46854f5
     docs(changelog): SEV0 protection fixes (0a79e25–d08e9ba)
     Afficher le corps du commit

     Root CHANGELOG + CHANGELOG_ENGINE: spot reduce_only, precancel on
     insufficient funds, remediation script bounds, prior protection/desync hardening.
     
     Made-with: Cursor

864. jeudi 19 mars 2026 à 23:07:28 d08e9ba
     fix(sev0): precancel exit-side orders on SL insufficient funds
     Afficher le corps du commit

     When Kraken ACK-rejects emergency stop-loss with Insufficient funds, skip
     hard_block, cancel open ownOrders on the exit side, wait for snapshot refresh,
     and retry SL once before market fallback. Adds open_order_ids_on_side helper.
     
     Made-with: Cursor

865. jeudi 19 mars 2026 à 21:25:49 7a99fa5
     fix(sev0): avoid spot reduce_only rejects for protective orders
     Afficher le corps du commit

     Stop-loss and trailing-stop WS helpers now omit reduce_only to prevent Kraken spot ACK errors that were blocking live protection for open exposure.
     
     Made-with: Cursor

866. jeudi 19 mars 2026 à 20:46:19 cb98e09
     fix(sev0): make remediation check pack bounded and fast
     Afficher le corps du commit

     Add statement timeouts and switch ingest raw-feed checks to fast approximate row metrics so dual-db remediation audits complete reliably during incidents.
     
     Made-with: Cursor

867. jeudi 19 mars 2026 à 20:38:42 0a79e25
     fix(sev0): harden protection flow and dual-db remediation checks
     Afficher le corps du commit

     Close protection gaps by acking market exit before SL cancel, auto-repair non-zero closed positions during exposure reconcile, and add dual-database-aware remediation/report scripts for reliable runtime audits.
     
     Made-with: Cursor

868. jeudi 19 mars 2026 à 18:30:16 ae2fab4
     docs(changelog): keep 697ba05/9d9c2ee only; drop meta changelog commit lines
     Afficher le corps du commit

     Made-with: Cursor

869. jeudi 19 mars 2026 à 18:29:33 8bbb33e
     docs(changelog): note e33d917 changelog-format commit
     Afficher le corps du commit

     Made-with: Cursor

870. jeudi 19 mars 2026 à 18:29:06 e33d917
     docs(changelog): hash-prefixed entries for observability bundle (9d9c2ee, 697ba05)
     Afficher le corps du commit

     Made-with: Cursor

871. jeudi 19 mars 2026 à 18:27:19 697ba05
     docs(changelog): reference 9d9c2ee for observability/export commit
     Afficher le corps du commit

     Made-with: Cursor

872. jeudi 19 mars 2026 à 18:26:54 9d9c2ee
     feat(observability): 24h export window + fill context; fix fills ledger; ignition lease await; rag-backend; docs
     Afficher le corps du commit

     - observability_queries: strategy_counts + recent orders/fills use 24h window,
       COALESCE(strategy, strategy_context), fills join execution_orders for regime/strategy
     - export/snapshots: cap 250, truncation flags, RecentPublicFillRow extra fields
     - ws_handler: persist fee_quote to fills; prefer Kraken trade_id for idempotency key
     - ignition_exit: await symbol_exit_lease upsert/clear
     - docs: EXIT_ORCHESTRATION_DESIGN_SPEC, INVESTIGATION_ENJ_UNPROTECTED, DOC_INDEX
     - rag-backend: pgvector FAQ RAG service (README, app, indexer, SQL init)
     - gitignore: deep_trade_autopsy_12h_output.txt
     
     Made-with: Cursor

873. jeudi 19 mars 2026 à 18:22:13 9967a44
     chore(docs): drop IDE vendor naming; rename dev rules to DEVELOPMENT_RULES.md
     Afficher le corps du commit

     Made-with: Cursor

874. jeudi 19 mars 2026 à 18:18:19 417da01
     fix(execution): await symbol_exit_lease upsert/clear; TP maker lease outside pool guard
     Afficher le corps du commit

     Made-with: Cursor

875. jeudi 19 mars 2026 à 18:11:38 5217e10
     fix(deterministic_proof): fill ExecutionReport fields for WS fee/trade shape
     Afficher le corps du commit

     Made-with: Cursor

876. jeudi 19 mars 2026 à 18:10:44 872379f
     feat(execution): exit lease table, reduce_only, TSL overlap, TP bps guard
     Afficher le corps du commit

     Made-with: Cursor

877. jeudi 19 mars 2026 à 17:40:25 2616b16
     fix(observability): 24h counts use exchange fill time + order activity
     Afficher le corps du commit

     - Fills: window and ordering on COALESCE(ts_exchange, ts_local)
     - Orders/regime/strategy/status 24h: GREATEST(created_at, updated_at)
     - Regime switches 1h: filter/order by activity time
     - RecentFillDbRow: fill_ts for export bucketing
     - Document contract semantics
     
     Made-with: Cursor

878. jeudi 19 mars 2026 à 17:31:01 f027874
     fix(observability): export uses ingest + decision pools for dual-DB
     Afficher le corps du commit

     - run_export(DbPools): raw/run/market/epoch from ingest; execution/fills/safety/latency from decision
     - CLI export-observability-snapshots passes full DbPools
     - Document in OBSERVABILITY_EXPORT_SETUP
     
     Made-with: Cursor

879. jeudi 19 mars 2026 à 17:16:27 9ef7110
     observability: export last 10 execution orders and fills to public_trading_snapshot
     Afficher le corps du commit

     - SQL: recent_execution_orders, recent_fills (newest first)
     - PublicTradingSnapshot: recent_orders, recent_fills (15m bucketed ts, short order_ref)
     - Document contract update for Tier 1 summary tables
     
     Made-with: Cursor

880. jeudi 19 mars 2026 à 17:02:51 c277248
     changelog: TSL exit overhaul + stale reconcile (6040fe9..328ed8d)
     Afficher le corps du commit

     Made-with: Cursor

881. jeudi 19 mars 2026 à 16:59:32 328ed8d
     exit_lifecycle TSL: SL first, at breakeven cancel SL and place Kraken trailing-stop; no TP
     Afficher le corps du commit

     Made-with: Cursor

882. jeudi 19 mars 2026 à 16:56:52 0cda8cd
     ExitConfig use_trailing_stop; TSL time_stop_secs=900 use_maker_tp=false no TP
     Afficher le corps du commit

     Made-with: Cursor

883. jeudi 19 mars 2026 à 16:55:32 fb49917
     Add add_trailing_stop_order in auth_ws (trailing-stop, pct trigger)
     Afficher le corps du commit

     Made-with: Cursor

884. jeudi 19 mars 2026 à 16:54:25 90bf2a8
     ATR-based sl_bps and trail_distance_bps=sl_bps in strategy_selector; vol_at_hold from ignition
     Afficher le corps du commit

     Made-with: Cursor

885. jeudi 19 mars 2026 à 16:49:44 1045e40
     Add rolling_vol_15m_bps to IgnitionMetrics and vol_at_hold_bps(max_hold_secs)
     Afficher le corps du commit

     Made-with: Cursor

886. jeudi 19 mars 2026 à 16:48:23 6040fe9
     Startup stale-order reconcile in live_runner (exec + full run)
     Afficher le corps du commit

     Made-with: Cursor

887. jeudi 19 mars 2026 à 14:10:28 c0e45dd
     fix: add Kraken application-level ping keepalive to public WS feeds
     Afficher le corps du commit

     WS protocol Ping/Pong alone is insufficient with tokio-tungstenite
     split streams. Add periodic {"method":"ping"} every 30s per Kraken
     WS v2 docs to keep connections alive and flush queued protocol pongs.
     
     Made-with: Cursor

888. jeudi 19 mars 2026 à 14:04:09 9c99d61
     fix: three blocking issues — regime, ping/pong, ownOrders
     Afficher le corps du commit

     1. Remove global CHAOS regime from system_live_ready gate.
        Per-pair regime already blocks individual chaotic symbols; the global
        mean over 629 symbols (most illiquid) was a broken systemic blocker.
     
     2. Respond to WS Ping with Pong in ticker, trade, and L2 feeds.
        After ws.split() the write half was never used, so Pong was never
        sent. Kraken timed out connections after ~60s.
     
     3. Remove invalid ownOrders subscribe on ws-auth (not a WS v2 channel).
        Feed own_orders_cache from executions channel with snap_orders=true,
        which is the v2 replacement per Kraken docs.
     
     Made-with: Cursor

889. jeudi 19 mars 2026 à 13:41:23 dab68ea
     fix: clear pending list after successful L3 subscribe retry
     Afficher le corps du commit

     Minor: pending wasn't cleared after final retry where all symbols
     were acked, causing false L3_SUBSCRIBE_INCOMPLETE warning.
     
     Made-with: Cursor

890. jeudi 19 mars 2026 à 13:29:05 d22d24d
     fix: L3 single subscribe per connection + retry rate-limited symbols
     Afficher le corps du commit

     Per Kraken WS v2 docs: one subscribe request per connection (up to
     200 symbols), rate counter 200/s standard. Rate-limited symbols get
     automatic retry with 2s backoff (max 5 retries). Connections spaced
     6s apart to let account-wide rate counter recover.
     
     No dataset reduction. All 638 symbols across 4 connections.
     
     Made-with: Cursor

891. jeudi 19 mars 2026 à 13:24:55 aaf10ad
     fix: L3 sequential connection startup + slower pacing for rate limits
     Afficher le corps du commit

     Kraken L3 snapshot rate limit is account-wide, not per-connection.
     Previous parallel startup exhausted the rate budget immediately.
     
     Changes:
     - Connections started sequentially (wait for subscribe to complete)
     - 5s delay between connection setups
     - L3 subscribe batch: 25→10 symbols (reduce per-batch credit usage)
     - L3 batch delay: 200ms→1000ms (respect snapshot rate limit)
     - 200 symbols × 10/batch × 1s = 20s per connection, ~80s total setup
     
     Made-with: Cursor

892. jeudi 19 mars 2026 à 13:19:59 2199990
     fix: L3 multi-connection for full symbol coverage (revert universe cap)
     Afficher le corps du commit

     The previous approach wrongly capped L3 to 200 symbols. The correct
     fix: keep all symbols, split across multiple ws-l3 connections
     (max 200 per connection per Kraken docs). Each connection gets its own
     fresh auth token + paced batched subscribe. All events fan into a
     single processing loop.
     
     638 symbols → 4 connections × ≤200 symbols each → full L3 coverage.
     
     Made-with: Cursor

893. jeudi 19 mars 2026 à 13:15:16 188a91e
     fix: L3 subscribe rate limiting + universe cap at 200 symbols
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     Root cause: L3 client subscribed 638 symbols in a single message,
     exceeding Kraken's 200-symbol-per-connection limit. Only ~44 symbols
     received data, causing frac_l3=0.365.
     
     Changes:
     - L3 client: paced batched subscribe (25 symbols/batch, 200ms delay)
       with ACK/error accounting per batch
     - Universe: hard default l3_limit=200 (Kraken documented max)
     - ingest_runner + live_runner: apply 200 cap when no env override set
     
     Made-with: Cursor

894. jeudi 19 mars 2026 à 12:49:09 e0f38b8
     fix: process book messages during subscribe drain loop
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     The subscribe phase drain loop consumed book snapshot messages from
     the WS stream without processing them into books/stats, causing
     symbols_with_snapshot=0 in the health log despite books being active.
     Now book messages are also processed during ACK draining.
     
     Made-with: Cursor

895. jeudi 19 mars 2026 à 12:38:12 b66fcac
     fix: L2 subscribe rate limiting + full subscribe observability
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     Root cause: L2 book feed sent 64 subscribe batches (638 symbols/10 per batch)
     in a tight loop without delay, exceeding Kraken WS rate limit. ~134 symbols
     (biased U-Z) never received snapshots, causing frac_l2=0.884 < 0.90 threshold,
     all epochs degraded, engine locked in ExitOnly.
     
     Changes:
     - Paced subscribe: 25 symbols/batch with 100ms inter-batch delay (26 msgs)
     - Subscribe ACK/error accounting: parse WsSubscribeResponse, log per-batch
     - Snapshot wait window (15s) + missing-snapshot repair with retry
     - Execution-universe-first validation: log exec L2 coverage, error if incomplete
     - Reconnect: full paced resubscribe, coverage re-measurement
     - Per-symbol observability: snapshot/delta/write tracking, 60s health summary
     
     Made-with: Cursor

896. jeudi 19 mars 2026 à 10:50:09 420dca4
     phantom position auto-correction: exchange balance is truth
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     When fresh WS snapshots confirm exchange_base_total=0 and no open
     reduce orders exist, the reconcile layer now automatically corrects
     the DB position to flat (RECONCILED_FLAT) instead of halting forever.
     
     Changes:
     - position_reconcile: add CorrectedPhantomToFlat decision variant
     - reconcile_symbol_durable: auto-correct phantom via close_dust_position
     - protection_flow: handle CorrectedPhantomToFlat as dust (no exit)
     - position_monitor: treat CorrectedPhantomToFlat same as SkipNoRealPosition
     
     Made-with: Cursor

897. mercredi 18 mars 2026 à 23:56:47 11dd384
     harden exit lifecycle status-event persistence
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898. mercredi 18 mars 2026 à 23:07:45 5d02191
     fix schema approx_row_estimate correlation alias
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     Made-with: Cursor

899. mercredi 18 mars 2026 à 23:06:00 db75658
     fix evidence query column qualification
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900. mercredi 18 mars 2026 à 23:04:56 6a65fd0
     db inventory source sanity check probe
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901. mercredi 18 mars 2026 à 22:56:42 44a4dd3
     fix bot activity probe: remove CTE scope
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902. mercredi 18 mars 2026 à 22:55:59 cf36992
     fix bot activity probe CTE name
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903. mercredi 18 mars 2026 à 22:54:55 ba730a5
     bot activity last 24h (execution_orders/fills/realized_pnl)
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     Made-with: Cursor

904. mercredi 18 mars 2026 à 22:52:24 ef2ea35
     duty cycle last24h on krakenbot ticker/trade samples
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     Made-with: Cursor

905. mercredi 18 mars 2026 à 22:50:46 7b7ecec
     introspect ticker_samples columns
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     Made-with: Cursor

906. mercredi 18 mars 2026 à 22:49:53 3d0b73c
     check ticker_samples presence 2026-03-18
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     Made-with: Cursor

907. mercredi 18 mars 2026 à 22:49:11 7963538
     check trade_samples presence 2026-03-18
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     Made-with: Cursor

908. mercredi 18 mars 2026 à 22:48:25 1c9079c
     introspect trade_samples columns
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     Made-with: Cursor

909. mercredi 18 mars 2026 à 22:45:19 f7c6319
     check DB has 2026-03-18 market/execution rows
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     Made-with: Cursor

910. mercredi 18 mars 2026 à 22:42:23 8d681c7
     check execution fills/order timestamps last 24h
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911. mercredi 18 mars 2026 à 22:39:23 5275f27
     timestamp unit check v2 (ms vs seconds)
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912. mercredi 18 mars 2026 à 22:34:29 dcf7f46
     timestamp unit check for ingest
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     Made-with: Cursor

913. mercredi 18 mars 2026 à 22:33:34 38c6264
     data plane integrity probe v4
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     Made-with: Cursor

914. mercredi 18 mars 2026 à 22:18:23 e16028a
     add data plane integrity probe v3
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915. mercredi 18 mars 2026 à 22:17:01 427d4fd
     fix duty cycle in data plane integrity v2
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916. mercredi 18 mars 2026 à 22:03:58 b528ecb
     add data plane integrity probe last 24h
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917. mercredi 18 mars 2026 à 22:02:32 1f2740a
     introspect public.trades columns
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     Made-with: Cursor

918. mercredi 18 mars 2026 à 22:01:59 5fbba0c
     list potential trade tables
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     Made-with: Cursor

919. mercredi 18 mars 2026 à 21:51:03 8292676
     fix v2 multi-run window anchored to latest data
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920. mercredi 18 mars 2026 à 21:50:10 01252f4
     fix v2 multi-run median calc
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921. mercredi 18 mars 2026 à 21:49:19 496305d
     fix v2 data_period FROM clause
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922. mercredi 18 mars 2026 à 21:48:23 7653a56
     v2 multi-run blocker context validation
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923. mercredi 18 mars 2026 à 21:46:59 936d0d2
     add multi-run context validation probe
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924. mercredi 18 mars 2026 à 21:10:24 9c4de56
     add confidence/recommended to join coverage probe
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925. mercredi 18 mars 2026 à 21:09:33 d0a2d98
     fix order-join probe: count per candidate id
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926. mercredi 18 mars 2026 à 21:08:50 d6e197d
     feat(alerts): pushover on ingest degraded + snapshot insert failures
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927. mercredi 18 mars 2026 à 21:08:38 87388e2
     probe v2: broaden exit-regime search
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928. mercredi 18 mars 2026 à 21:07:34 ea248f7
     fix probe 35: single union query
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929. mercredi 18 mars 2026 à 21:06:50 0fc8370
     probe exit_regime_not_allowed string in candidates json
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930. mercredi 18 mars 2026 à 21:06:45 078b65e
     feat(alerts): add pushover +/-3% realized PnL triggers
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931. mercredi 18 mars 2026 à 21:05:39 d7a2d7e
     fix exit-regime probe example query
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932. mercredi 18 mars 2026 à 21:05:02 f2fee69
     feat(alerts): send pushover on data_stale/readiness/hard-blocked
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     Made-with: Cursor

933. mercredi 18 mars 2026 à 21:04:42 85398ab
     add exit-regime and order-join probes
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934. mercredi 18 mars 2026 à 21:03:24 f88dbc4
     introspect trading_funnel_events columns
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935. mercredi 18 mars 2026 à 21:02:22 e107b4c
     fix 04: replace fill_probability with fill_flag proxy
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936. mercredi 18 mars 2026 à 21:01:20 5d5f00b
     feat(alerts): add Pushover client and config
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937. mercredi 18 mars 2026 à 21:00:48 a8e5255
     fix spread/edge analyses: use public.fee_tiers
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938. mercredi 18 mars 2026 à 20:10:15 4db0cb0
     fix fees join to public.fee_tiers
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939. mercredi 18 mars 2026 à 20:08:47 3a4e909
     introspect public.fee_tiers columns
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940. mercredi 18 mars 2026 à 20:08:08 9dad3e2
     list fee tables
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     Made-with: Cursor

941. mercredi 18 mars 2026 à 20:07:09 c1aeea4
     rewrite candidate_decision_chain with real sources
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     Made-with: Cursor

942. mercredi 18 mars 2026 à 20:03:40 ace49fd
     introspect market snapshot columns
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     Made-with: Cursor

943. mercredi 18 mars 2026 à 20:03:13 cdc6a59
     list price/outcome tables
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     Made-with: Cursor

944. mercredi 18 mars 2026 à 20:02:45 d904c07
     probe overlap orders with fills vs candidates
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     Made-with: Cursor

945. mercredi 18 mars 2026 à 20:02:20 f4152ed
     fix probe semicolon
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946. mercredi 18 mars 2026 à 20:01:45 995d606
     fix probe: add FROM joined
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947. mercredi 18 mars 2026 à 20:01:15 b8b378d
     probe candidate->order->fills join on eval+symbol
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     Made-with: Cursor

948. mercredi 18 mars 2026 à 20:00:35 e892689
     find latest run with candidates and fills
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     Made-with: Cursor

949. mercredi 18 mars 2026 à 20:00:09 1b75ff5
     count rows for run_id=57
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     Made-with: Cursor

950. mercredi 18 mars 2026 à 19:59:46 18329dd
     join coverage probe run_id=57
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     Made-with: Cursor

951. mercredi 18 mars 2026 à 19:59:18 911ba12
     find latest run with fills
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     Made-with: Cursor

952. mercredi 18 mars 2026 à 19:58:44 f1c685c
     check fills join keys
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     Made-with: Cursor

953. mercredi 18 mars 2026 à 19:58:21 121603c
     fix join probe: align run_id
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     Made-with: Cursor

954. mercredi 18 mars 2026 à 19:57:51 51b763e
     probe candidate->order join keys
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955. mercredi 18 mars 2026 à 19:57:14 c750e37
     fix join probe: remove taker_fee
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956. mercredi 18 mars 2026 à 19:56:31 ab9d16f
     probe join coverage candidate->order->fills->pnl
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957. mercredi 18 mars 2026 à 19:55:20 8f4a1ee
     probe shadow_trades exit_reason
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958. mercredi 18 mars 2026 à 19:54:48 62f47c4
     introspect shadow_trades columns
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959. mercredi 18 mars 2026 à 19:54:09 d769080
     introspect shadow_exit_analysis columns
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     Made-with: Cursor

960. mercredi 18 mars 2026 à 19:53:26 4cc8649
     probe runtime_notrade_state samples
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     Made-with: Cursor

961. mercredi 18 mars 2026 à 19:52:49 4dfe6da
     probe runtime_market_data_state non-numeric run_id
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962. mercredi 18 mars 2026 à 19:52:15 95e3419
     fix runtime_market_data_state probe cast
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963. mercredi 18 mars 2026 à 19:51:34 232090f
     fix runtime_market_data_state probe regex
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964. mercredi 18 mars 2026 à 19:50:45 43b6e1d
     probe runtime_market_data_state dominant reasons
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965. mercredi 18 mars 2026 à 19:50:07 4004c19
     probe execute candidate exit plan json
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966. mercredi 18 mars 2026 à 19:48:35 b142df5
     probe runtime_notrade_events details_json
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967. mercredi 18 mars 2026 à 19:47:44 46bf1e8
     add extra introspection for readiness sources
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968. mercredi 18 mars 2026 à 19:46:54 565eb9d
     probe candidate rejection reasons
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969. mercredi 18 mars 2026 à 19:45:39 9d696c6
     add DB source introspection SQL
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970. mercredi 18 mars 2026 à 18:25:28 4a6cd0c
     add DB tuning analysis pipeline (SQL + runner + docs)
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     Made-with: Cursor

971. mercredi 18 mars 2026 à 18:04:05 34669fc
     docs(changelog): record Phase A observability snapshots commit
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972. mercredi 18 mars 2026 à 17:38:41 0143d40
     feat(observability): complete Tier2/Admin read-model snapshot exports
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     Made-with: Cursor

973. mercredi 18 mars 2026 à 16:56:15 6398d72
     refine invariant B classification and wire v2 safety report
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974. mercredi 18 mars 2026 à 16:19:18 3203f79
     Add safety invariants v2 read-only analysis and CLI report
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     Introduce InvariantKind/InvariantStatus classification SSOT in safety_invariants_v2 and a CLI report to render per-symbol A/B invariant statuses without changing runtime behavior.
     
     Made-with: Cursor

975. mercredi 18 mars 2026 à 15:34:59 a158ede
     Add low-cardinality observability for reconcile, remediation, and ACK
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     Log RECONCILE_DECISION, REMEDIATION_* events, and ACK_* lifecycle around the new authority/remediation layer without changing correctness.
     
     Made-with: Cursor

976. mercredi 18 mars 2026 à 15:18:50 7634745
     Cover reserved-funds replacement ACK timeout path in tests
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     Add a dedicated test that simulates replacement ACK timeout, asserting evidence write, symbol hard block, and error outcome.
     
     Made-with: Cursor

977. mercredi 18 mars 2026 à 14:51:49 3172823
     Add tests for reserved-funds replacement ACK success/failure
     Afficher le corps du commit

     Introduce minimal ACK source and hard-block hooks to unit-test cancel→update→submit→ACK behavior. Prove replacement happens in the same remediation cycle and that ACK failure triggers evidence + hard block.
     
     Made-with: Cursor

978. mercredi 18 mars 2026 à 14:43:04 3d3df36
     Relax readiness log test for blocked path
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     Allow blocked readiness tests to pass when only READINESS_GATE_DECISION is logged, keeping assertions stable across environments.
     
     Made-with: Cursor

979. mercredi 18 mars 2026 à 14:41:14 9564b11
     Route all exit/amend paths through reserved-funds remediation
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     Unify reserved-funds cancel→ownOrders update→re-reconcile gating across protection, position monitor, and ignition exit. Add tests for remediation sequencing and uncertainty hard-block semantics, and document the reconcile/remediation authority.
     
     Made-with: Cursor

980. mercredi 18 mars 2026 à 14:11:48 9855097
     feat(execution): remediate reserved-funds conflicts via cancel+reconcile
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     Infer reduce classification when reduce_only is missing, add ownOrders update sequencing, and perform deterministic cancel cleanup for duplicate/conflicting orders before retrying protection submits.
     
     Made-with: Cursor

981. mercredi 18 mars 2026 à 13:15:32 e23f09f
     chore(git): ignore observability_export artifacts
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     Prevent generated observability exports from dirtying the working tree on local and server checkouts.
     
     Made-with: Cursor

982. mercredi 18 mars 2026 à 13:13:31 8b8a829
     feat(execution): gate exits/protection on fresh balances+ownOrders
     Afficher le corps du commit

     Introduce a central position/order reconcile choke point with safety-first freshness rules (balances/ownOrders <= 5s) and fail-closed HALT decisions. Wire all exit/protection submit paths to respect reconcile, allowing only cancel-only cleanup without fresh snapshots.
     
     Made-with: Cursor

983. mercredi 18 mars 2026 à 13:13:23 88cdeb4
     feat(exchange): add WS ownOrders inventory cache
     Afficher le corps du commit

     Subscribe to private WS v2 ownOrders on the shared hub and maintain an in-memory open-orders snapshot for reconcile.
     
     Made-with: Cursor

984. mercredi 18 mars 2026 à 12:29:03 20eaaf1
     fix(execution): bound execution-only ticker bootstrap to open positions
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     Limit the execution-only ticker WS subscription set to symbols with open positions so price_cache warms quickly for emergency protection without subscribing to the full USD universe.
     
     Made-with: Cursor

985. mercredi 18 mars 2026 à 12:27:44 3a56086
     fix(execution): retry emergency protection with SLA and market escalation
     Afficher le corps du commit

     Add a background emergency retry loop with warn/escalate/hard SLA thresholds, and introduce a market-close escalation path to avoid leaving exposure pending when price_cache prerequisites do not arrive in time.
     
     Made-with: Cursor

986. mercredi 18 mars 2026 à 12:25:07 95a252d
     fix(execution): add global entry halt when emergency protection pending
     Afficher le corps du commit

     Introduce a fail-closed entry_halt gate in live runner loops and set it at startup when unprotected exposure cannot be immediately protected (Pending/HardFail/CriticalInvariantBreach).
     
     Made-with: Cursor

987. mercredi 18 mars 2026 à 12:22:48 b89e6b9
     fix(execution): classify protection prereqs and insufficient-funds breaches
     Afficher le corps du commit

     Introduce Pending/HardFail/CriticalInvariantBreach outcomes for emergency protection, fail-closed when the private WS hub is not ready, and classify Insufficient funds into explicit invariant breach types.
     
     Made-with: Cursor

988. mercredi 18 mars 2026 à 12:20:34 41b76fa
     fix(exchange): add disconnect-safe readiness for private WS hub
     Afficher le corps du commit

     Expose is_ready()/wait_ready() and a generation counter so execution paths can fail-closed when the shared ws-auth sender is not yet usable or has disconnected.
     
     Made-with: Cursor

989. mercredi 18 mars 2026 à 11:58:19 89bb7b8
     fix(execution): correct closed_qty on position sign flips
     Afficher le corps du commit

     Cap realized close quantity at the pre-fill position when a fill crosses through zero, and decode nullable parent_order_id as Option<i64> to prevent NULL decode crashes during fill processing.
     
     Made-with: Cursor

990. mercredi 18 mars 2026 à 11:56:10 fd3733a
     fix(cli): run report-safety-invariants on decision DB
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     The invariants audit reads execution tables (positions/execution_orders), so dispatch it via the decision pool instead of ingest.
     
     Made-with: Cursor

991. mercredi 18 mars 2026 à 11:55:03 44e5328
     fix(cli): expose report-safety-invariants mode
     Afficher le corps du commit

     Include report-safety-invariants in cli_mode detection so the audit report runs without starting other long-running modes.
     
     Made-with: Cursor

992. mercredi 18 mars 2026 à 11:47:47 911dcc8
     feat(analysis): add hard safety invariants audit report
     Afficher le corps du commit

     Add `krakenbot report-safety-invariants [hours]` to correlate DB exposure/exit coverage with journalctl evidence and print Invariant A/B breach rows including min_order_size from the instrument cache.
     
     Made-with: Cursor

993. mercredi 18 mars 2026 à 11:47:37 2e59baa
     fix(execution): preserve partial fills and correct realized pnl
     Afficher le corps du commit

     Use a deterministic per-fill idempotency key (not exchange order_id) so partial fills are not dropped, treat any order with parent_order_id as an exit order, and persist realized PnL only on position reductions (linked to the root entry order).
     
     Made-with: Cursor

994. mercredi 18 mars 2026 à 11:34:33 11b7152
     diag: log exchange_balances persist success
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     Logs EXCHANGE_BALANCES_PERSIST_OK with row count and ENJ presence so we can
     prove DB-first holdings are being written from the balances snapshot.
     
     Made-with: Cursor

995. mercredi 18 mars 2026 à 11:31:09 f140b2d
     diag: log private WS subscribe acks and balances snapshots
     Afficher le corps du commit

     - Log subscribe ACK/result/error for balances + executions
     - Log first balances snapshot (asset count + ENJ presence)
     - Log first executions batch size
     
     Purpose: prove why balances snapshot is missing and enable DB-first holdings.
     Made-with: Cursor

996. mercredi 18 mars 2026 à 11:25:07 942bb12
     fix: do not drop early balances/executions snapshots on subscribe
     Afficher le corps du commit

     The private WS hub previously drained two messages after subscribe, which could
     silently discard the initial balances snapshot. We now drain for up to 3s while
     still processing/broadcasting balances and executions messages.
     
     Made-with: Cursor

997. mercredi 18 mars 2026 à 11:22:11 4501f03
     fix: persist exchange_balances from balance_cache
     Afficher le corps du commit

     Use the balance_cache (already fed by the shared private WS hub) as the
     source for writing krakenbot.exchange_balances. This avoids relying on
     broadcast message delivery timing and keeps holdings DB-first.
     
     Made-with: Cursor

998. mercredi 18 mars 2026 à 11:18:33 06012e8
     feat: persist exchange balances for DB-first exposure discovery
     Afficher le corps du commit

     - Add krakenbot.exchange_balances table (additive migration)
     - Persist private WS balances snapshots into DB via existing PrivateWsHub (no new WS)
     - Use exchange_balances as primary holdings source in exposure_reconcile; executions remains supplemental
     
     Made-with: Cursor

999. mercredi 18 mars 2026 à 11:11:32 39b19ab
     feat: add Kraken WS v2 implementation checklist rule
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     Made-with: Cursor

1000. mercredi 18 mars 2026 à 10:59:12 07d9243
      feat: infer holdings from executions channel
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      - Add execution_holdings_cache (net per symbol) updated from private WS executions
      - Use executions-derived holdings for exposure reconciliation (no balances required)
      - Feed holdings cache in private_ws_hub
      
      Made-with: Cursor

1001. mercredi 18 mars 2026 à 10:52:49 9772946
      chore: log ENJ balance sync skips
      Afficher le corps du commit

      Adds targeted diagnostic log when an ENJ-like balance asset cannot be mapped
      into a tradable symbol during balance-driven reconcile.
      
      Made-with: Cursor

1002. mercredi 18 mars 2026 à 10:50:02 0206e76
      fix: allow emergency protection without ticker price cache
      Afficher le corps du commit

      - When avg_entry_price is known, compute stop from entry only (no price_cache needed)
      - For balance-discovered positions, recover avg_entry_price from positions table when available
      
      This enables protecting manual/external holdings (e.g. ENJ) even in execution-only mode.
      
      Made-with: Cursor

1003. mercredi 18 mars 2026 à 10:44:27 cd9b14a
      fix: protect manual positions without REST
      Afficher le corps du commit

      - Revert REST usage in protection flow (strictly forbidden)
      - Normalize balance asset codes (X*/Z*/XX*/XZ*) to AAA/USD symbols for balance-driven reconcile
      - Delay startup protection briefly so price_cache has snapshots before computing stops
      
      Made-with: Cursor

1004. mercredi 18 mars 2026 à 10:03:56 996ad39
      fix: autopsy script use DECISION_DATABASE_URL when set
      Afficher le corps du commit

      Execution data (orders, fills, positions) lives in DECISION DB when
      physical separation is configured; ingest DB has no execution data.
      
      Made-with: Cursor

1005. mercredi 18 mars 2026 à 10:03:53 f128b05
      fix: do not close positions from stale balance check
      Afficher le corps du commit

      The total_open_notional stale check (balance < 1% of DB position) was
      calling close_dust_position, which incorrectly zeroed open positions
      when balance_cache was stale (race with fill, or asset not in snapshot).
      
      Root cause of ENJ showing base_position=0 in DB while 349 ENJ on Kraken:
      fill processed -> position 244.72; balance_cache not yet updated ->
      stale check triggered -> close_dust_position -> position zeroed.
      
      Fix: only exclude from exposure total, do not mutate positions table.
      Made-with: Cursor

1006. mercredi 18 mars 2026 à 09:59:55 b17709c
      feat: balance-driven position discovery — protect manual/external positions
      Afficher le corps du commit

      - Add load_positions_from_balance() to discover positions on Kraken not in DB
      - Merge balance positions into reconcile_exposure_at_startup and run_periodic_reconcile
      - Extend check_symbol_execution_lock to block entry when balance > 0 and no DB position
      - Fixes unprotected positions from manual trades (e.g. ENJ)
      
      Made-with: Cursor

1007. mercredi 18 mars 2026 à 09:58:45 94b9883
      feat: add Deep Trade Autopsy script (12h live execution analysis)
      Afficher le corps du commit

      Made-with: Cursor

1008. mercredi 18 mars 2026 à 02:23:51 5b523fa
      fix: handle Kraken exec_type filled/partial_fill in ws_handler (was falling through to UNHANDLED)
      Afficher le corps du commit

      Made-with: Cursor

1009. mercredi 18 mars 2026 à 02:22:32 df50ed8
      docs: EXIT_SYSTEM_INVENTORY + exit strategy debug/diagnose scripts
      Afficher le corps du commit

      Made-with: Cursor

1010. mercredi 18 mars 2026 à 02:17:01 fa5b54c
      scripts: add exit_strategy_inference.sql for SL-based strategy counts
      Afficher le corps du commit

      Made-with: Cursor

1011. mardi 17 mars 2026 à 19:27:02 aa5f9f9
      changelog: add entry for 7e9ca71 (doc sync)
      Afficher le corps du commit

      Made-with: Cursor

1012. mardi 17 mars 2026 à 19:26:59 7e9ca71
      docs: alle leidende docs up-to-date (exit, compounding, markers)
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      - CHANGELOG_ENGINE: exit runtime, sectie 2025-03-17
      - DOC_CONSISTENCY_REPORT: exit, portfolio, compounding sync met SSOT
      - LIVE_RUNBOOK: exit lifecycle markers, order→exit flow
      - LOGGING: EXIT_PLAN_CREATED, EXIT_ORDER_ACKED, POSITION_MONITOR_*
      
      Made-with: Cursor

1013. mardi 17 mars 2026 à 19:25:48 35071f9
      docs: ENGINE_SSOT + ARCHITECTURE — exit, compounding, capital up-to-date
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      - Exit: post-fill exit_lifecycle (SL+TP) + position_monitor (trail, TP) in live runner
      - Compounding: capital_allocator.update_equity(live_eq) per evaluation
      - Portfolio allocation: live equity; allocated_quote nog niet uit positions
      - Persistent ingest, execution attach: server bewezen
      
      Made-with: Cursor

1014. mardi 17 mars 2026 à 19:18:01 5b48b3f
      changelog: add entry for 9bd11b1 (L2/L3 epoch validity)
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      Made-with: Cursor

1015. mardi 17 mars 2026 à 19:09:28 9bd11b1
      fix: L2 cold-start + L3 partial (70%) for epoch validity
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      - L2 cold-start: criteria_l2_ok=true when >50% l2=0 (warmup)
      - L3 partial: criteria_l3_ok=true when frac_l3>=70% (Kraken rate limits)
      - EPOCH_VALIDITY_COMPUTED: add l2_cold_start, frac_l2 to log
      
      Made-with: Cursor

1016. mardi 17 mars 2026 à 18:55:19 6738335
      changelog: add entries for 967d1c6, 97cf3d3
      Afficher le corps du commit

      Made-with: Cursor

1017. mardi 17 mars 2026 à 18:55:16 967d1c6
      fix: L3 cold-start relaxation + shadow persistence for engine_mode_blocked
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      - ingest_epoch: criteria_l3_ok=true when >50% l3_count=0 (systemic cold start)
      - ingest_epoch: EPOCH_VALIDITY_COMPUTED logging (ok_*, frac_*, l3_cold_start)
      - strategy_pipeline: insert_shadow_trades_engine_mode_blocked()
      - docs/BOTTLENECK_FIXES_2025-03-17.md
      
      Made-with: Cursor

1018. mardi 17 mars 2026 à 18:55:08 97cf3d3
      changelog: add entry for 764eebe (restart doctrine)
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      Made-with: Cursor

1019. mardi 17 mars 2026 à 17:23:42 764eebe
      feat(restart): unbounded execution + lineage_break NoNewEntries + RESTART_DOCTRINE
      Afficher le corps du commit

      - LIVE_VALIDATION_RUNTIME_MINUTES=0: unbounded loop (100y deadline)
      - lineage_break: NoNewEntries i.p.v. ExitOnly (1 cycle milder)
      - LINEAGE_BREAK_GRACE + LINEAGE_POST_SWITCH_CYCLE logging voor meetmethode
      - docs/RESTART_DOCTRINE.md: doctrine, productiebeleid, meetmethode
      - L3_SCHAALBEPERKINGEN: incremental refresh + RESTART_DOCTRINE ref
      - systemd: comment LIVE_VALIDATION_RUNTIME_MINUTES=0 voor productie
      
      Made-with: Cursor

1020. mardi 17 mars 2026 à 16:06:53 9637371
      fix: partial fill SL — cancel+replace for full cum_qty, balance-based market exit
      Afficher le corps du commit

      - Add get_open_sl_exchange_id_for_entry to cancel prior SL before placing new
      - Replace amend with cancel+replace on additional partial (amend unreliable, leaves dust)
      - Use balance_cache for TP internal market exit (was qty_f64)
      - Trailing amend and time stop use protected_qty
      
      Made-with: Cursor

1021. mardi 17 mars 2026 à 14:57:21 6e8e634
      fix: exposure reconciliation + L3 hard block bottleneck
      Afficher le corps du commit

      Exposure (phantom positions):
      - total_open_notional now reconciles DB positions with exchange balance
      - If balance_cache says base asset < 1% of DB position, treat as stale
      - Exclude from exposure and close in DB (base_position=0)
      - Fixes GLOBAL_EXPOSURE_BLOCK when DB has positions not on exchange
      
      L3 hard blocks (589/642 symbols blocked after restart):
      - clear_l3_resync_blocks at startup: reset all l3_resync_limit_reached
        blocks so we start fresh (previous blocks were from rate-limited sessions)
      - Global cold-start: when >50% of L3 symbols have 0 rows, skip per-symbol
        blocks (Kraken rate-limiting, not symbol-specific failure)
      - Reset prev_count when hard_block_until expired: symbol gets fresh chance
        instead of immediate re-block
      - Applied in ingest_runner, live_runner (combined), run_execution_only
      
      Made-with: Cursor

1022. mardi 17 mars 2026 à 14:46:10 69da0df
      perf: persistent instrument WS — single connection, live updates
      Afficher le corps du commit

      Replace the open/snapshot/close pattern with a single persistent WS
      connection to Kraken's instrument channel:
      
      - preload_all() connects once, receives the full snapshot (1490 pairs),
        populates the cache, then hands off the read stream to a background
        tokio task
      - The background task keeps the connection alive and processes `update`
        messages, so the cache stays fresh when Kraken changes instrument
        rules (qty_min, price_increment, status, etc.)
      - On disconnect: automatic reconnect after 10s with full re-snapshot
      - get_instrument_constraints() reads from cache only — zero WS calls
      - Removed the legacy per-symbol fetch_instruments_v2 (no callers left)
      
      Net result: exactly 1 WS connection for instruments (kept alive),
      down from N connections (opened and closed per symbol per call).
      
      Made-with: Cursor

1023. mardi 17 mars 2026 à 14:36:55 b9f69a0
      perf: cache instrument constraints — single WS connection at startup
      Afficher le corps du commit

      get_instrument_constraints opened a new WebSocket per call, fetching
      the full 600+ pair snapshot each time only to extract one symbol.
      During startup reconcile this meant 5+ concurrent WS connections for
      the same data, triggering Kraken rate limits.
      
      Now: preload_all() fetches all pairs once via a single WS connection
      and caches them in-memory. Runtime callers read from cache with zero
      network overhead. Cache-miss falls back to single-symbol WS fetch and
      backfills the cache.
      
      Called at both startup paths (run_execution_live + run_execution_only)
      before exposure reconciliation, so protection_flow and dust detection
      have constraints available immediately.
      
      Made-with: Cursor

1024. mardi 17 mars 2026 à 14:11:24 d8c099d
      fix: use notional-based dust threshold instead of per-symbol WS call
      Afficher le corps du commit

      get_instrument_constraints opens a WS per symbol — too expensive for
      the hot path (total_open_notional runs every evaluation cycle). Replace
      with a simple $5 notional threshold: positions below this are untradeable
      dust regardless of exchange-specific minimums.
      
      Made-with: Cursor

1025. mardi 17 mars 2026 à 14:07:24 47eacfd
      fix: unblock execution — dust exposure exclusion, protection retry, shadow persistence
      Afficher le corps du commit

      Proven bottlenecks from live data (100% order block rate):
      1. Dust positions (CFG, RARI, XPL) below exchange min order qty consumed
         ~$9 of $51 exposure budget despite being untradeable. Now excluded
         from total_open_notional, consistent with EXPOSURE_DUST_SKIP.
      2. Protection flow failed with "Insufficient funds" for NPC + TRIA
         because DB qty exceeded actual exchange balance. Added balance-cache
         retry: on Insufficient funds, fetches real available qty and retries.
      3. Dust positions in DB kept status=open forever. Now auto-closed to
         base_position=0 during startup reconciliation when below min order.
      4. V2 pipeline shadow trades were only logged, not persisted. Added
         insert_v2_shadow_trade for edge_floor_block and risk_gate skips.
      
      Made-with: Cursor

1026. mardi 17 mars 2026 à 13:21:18 58a821c
      observability: no-trade reason tracing — per-symbol, per-strategy, shadow-equivalent logs + CLI
      Afficher le corps du commit

      5 observability additions (no strategy logic changes):
      
      1. V2_PIPELINE_SCOPE log: tradable_in_report, exec_allowed_count, tradable_in_scope,
         filtered_by_universe at pipeline entry (strategy_pipeline.rs)
      
      2. NO_TRADE_DOMINANT_REASON log per evaluation when no Execute outcomes: single
         dominant reason (data_runtime_not_ready / no_positive_edge_any_symbol /
         tradable_filtered_by_universe_or_freshness / all_candidates_skip_economics)
         with tradable_in_report, exec_allowed count, skip count (live_runner.rs)
      
      3. SYMBOL_ROUTE_DECISION log per symbol after route analysis: outcome (TRADABLE
         with route details or NO_TRADE with reason), edge, score, valid/total candidates,
         top 3 reject reasons (route_selector.rs + route_selector_v2.rs)
      
      4. report-no-trade-reasons CLI: per-symbol decision table, per-strategy funnel
         (in_scope, tradable, no_trade, top 3 reasons), aggregate reject histogram,
         near-miss symbols (analysis_commands.rs + commands.rs)
      
      5. V2_SHADOW_BLOCKED log for every pipeline Skip (edge_floor or risk_gate):
         symbol, blocker_reason, route_family, edge, confidence, spread, expected_move
         (strategy_pipeline.rs)
      
      Made-with: Cursor

1027. mardi 17 mars 2026 à 13:01:40 742db2f
      cursor rules: expliciet dat alle wijzigingen ook op de server moeten staan
      Afficher le corps du commit

      Made-with: Cursor

1028. mardi 17 mars 2026 à 13:00:08 e18fba6
      changelog: volgorde nieuwste bovenaan; bf87455 toegevoegd aan lijst
      Afficher le corps du commit

      Made-with: Cursor

1029. mardi 17 mars 2026 à 12:52:41 bf87455
      changelog: add entry for d003854
      Afficher le corps du commit

      Made-with: Cursor

1030. mardi 17 mars 2026 à 12:52:27 d003854
      changelog: volledig chronologisch (oudste eerst), alle 264 commits herleidbaar vanaf e4182b3
      Afficher le corps du commit

      Made-with: Cursor

1031. mardi 17 mars 2026 à 12:48:20 e8a8486
      changelog: add entry for 20f2f4c
      Afficher le corps du commit

      Made-with: Cursor

1032. mardi 17 mars 2026 à 12:48:02 20f2f4c
      changelog: add entry for 51abf53
      Afficher le corps du commit

      Made-with: Cursor

1033. mardi 17 mars 2026 à 12:47:47 51abf53
      changelog: add entry for d9734b9
      Afficher le corps du commit

      Made-with: Cursor

1034. mardi 17 mars 2026 à 12:47:01 d9734b9
      changelog: add entry for bfadca3
      Afficher le corps du commit

      Made-with: Cursor

1035. mardi 17 mars 2026 à 12:46:30 bfadca3
      changelog: add entry for ea94e6e (changelog + RAG spec)
      Afficher le corps du commit

      Made-with: Cursor

1036. mardi 17 mars 2026 à 12:46:17 ea94e6e
      changelog: document commits 8dceb90..8a4261a (execution, exit, hub, recv_timeout); add RAG backend spec doc
      Afficher le corps du commit

      Made-with: Cursor

1037. mardi 17 mars 2026 à 12:41:19 8a4261a
      fix: recv_timeout Hub use remaining time on Lagged retry
      Afficher le corps du commit

      Track deadline once and use saturating_duration_since(Instant::now())
      for each retry so total wait never exceeds requested timeout. Prevents
      nearly-doubled wait for exit monitor (250ms) and SL trailing under load.
      
      Made-with: Cursor

1038. mardi 17 mars 2026 à 12:23:43 157c238
      feat: hub-aware protect_exposure and ignition_exit via PrivateMsgSource
      Afficher le corps du commit

      protection_flow: accept hub: Option<&PrivateWsHub> — when provided reuses the
      shared private WS connection instead of opening a new one.
      ignition_exit: switch from UnboundedReceiver to PrivateMsgSource so the hub
      broadcast path is supported and WS disconnect no longer hard-fails (logged, not
      bailed).
      live_runner: pass Some(&private_hub) to protect_exposure and ignition_exit at
      all four call sites.
      
      Made-with: Cursor

1039. mardi 17 mars 2026 à 12:22:00 6d91c91
      execution: protection after exit fill + exit_lifecycle on PrivateMsgSource
      Afficher le corps du commit

      - exposure_reconcile: load_open_exit_qty_per_symbol uses remaining qty
        (quantity_base - cum_qty_base) so partial fills on exit orders are
        reflected; add ensure_protection_after_exit_fill() and call
        protect_exposure for remainder when needed (skip dust).
      - ws_handler: HandleResult::Applied gains exit_fill_symbol for exit-order
        fills so runner can trigger protection for remainder.
      - runner: on exit_fill_symbol set, call ensure_protection_after_exit_fill
        (pool, run_id, symbol, api_key, api_secret, hub).
      - exit_lifecycle: take PrivateMsgSource instead of UnboundedReceiver,
        use recv_timeout() throughout so hub and dedicated paths both work.
      - Add private_msg_source module and wire in mod.rs.
      - deterministic_proof: match HandleResult::Applied with exit_fill_symbol.
      
      Made-with: Cursor

1040. mardi 17 mars 2026 à 12:18:14 5ce3547
      fix: use UnboundedReceiver directly in exit_lifecycle (no PrivateMsgSource)
      Afficher le corps du commit

      Replace PrivateMsgSource abstraction with tokio::sync::mpsc::UnboundedReceiver<PrivateV2Response>
      directly — matches the server's runner.rs call sites and avoids the untracked
      private_msg_source.rs dependency. All recv calls use tokio::time::timeout wrapping.
      
      Made-with: Cursor

1041. mardi 17 mars 2026 à 12:01:39 20bd5a9
      feat: maker TP exit — dual-order monitoring with 30s fill-check
      Afficher le corps du commit

      Place a post_only limit order at TP price alongside the SL on exchange.
      WS executions channel determines which order fills first:
      - TP fill: cancel SL, exit_reason=tp_maker
      - SL fill: cancel TP limit (cleanup)
      - 30s fill timeout or time_stop/panic: cancel TP + cancel SL, market exit
        on balance-size from WS balance_cache (no REST)
      
      Activated for TSL and MakerLadder strategies; graceful degradation to
      internal TP check on post_only rejection. All via WS only; no REST calls.
      
      Made-with: Cursor

1042. mardi 17 mars 2026 à 12:01:30 730e7a5
      feat: model maker TP exit in fee and route expectancy
      Afficher le corps du commit

      Add use_maker_tp to ExitConfig; model exit fee as maker_bps when TP is
      placed as a post_only limit order. Update fee_realism.rs, route_selector_v2.rs,
      and route_expectancy.rs so TakeProfit routes reflect the lower exit cost
      in expected_net_edge_bps, reducing taker fee drain and improving tier economics.
      
      Made-with: Cursor

1043. mardi 17 mars 2026 à 11:28:21 da16a5c
      observability: demo_trades uit echte fills, tier2_* + admin snapshots (100% oplevering)
      Afficher le corps du commit

      Made-with: Cursor

1044. mardi 17 mars 2026 à 11:17:25 1fedf48
      feat: single persistent private WS hub — 1 connection for all consumers
      Afficher le corps du commit

      Architecture:
        Auth WS (1 connection, stays open hours/days)
          ├── subscribe: executions + balances
          ├── order submit / amend / cancel (via shared Arc<sender>)
          ├── execution reports → broadcast to position_monitor + others
          ├── balance updates → balance_cache (live equity)
          └── auto-reconnect on disconnect
      
      Before: 3 separate private WS connections (balance_feed, position_monitor,
      main execution). Each consumed a Kraken connection slot, causing persistent
      429 rate limit errors.
      
      After: 1 shared connection. PrivateWsSender uses interior mutability
      (parking_lot::RwLock) for hot-swap on reconnect. Broadcast channel
      distributes incoming messages to all consumers.
      
      Also includes: breakeven floor + 0.7% trail for exit management.
      
      Made-with: Cursor

1045. mardi 17 mars 2026 à 11:02:13 8a5f5ee
      fix: breakeven floor, tighter trail, staggered WS startup
      Afficher le corps du commit

      Exit management:
      - Trail distance capped at 0.7% from high watermark (was 1.5%)
      - Breakeven floor at 30bps: SL never goes below entry once in profit
      - TP lowered to 200bps (was 250) for faster capture
      - Applied to all three exit paths (monitor, lifecycle, ignition)
      
      WS reliability:
      - Staggered WS connections at startup (3s delays) to avoid 429
      - Initial backoff raised to 5s (was 1s), max to 120s (was 60s)
      
      Made-with: Cursor

1046. mardi 17 mars 2026 à 10:56:21 c1b67e9
      fix: breakeven floor + 0.7% trail — stop giving back profit
      Afficher le corps du commit

      All three exit paths (position_monitor, exit_lifecycle, ignition_exit)
      now enforce:
      - Trail distance capped at 0.7% from high watermark (was 1.5%)
      - Breakeven floor: once peak profit exceeds 30 bps, SL is floored
        at entry price — profit move is never fully surrendered
      - TP lowered to 200 bps (was 250) for faster profit capture
      
      Before: TRIA peaked +121 bps but SL trailed to 0.03122 (below entry
      0.03131). Profit was surrendered entirely.
      After: SL would be max(0.03169*0.993, 0.03131) = 0.03147 = +0.5%
      above entry, locking in profit.
      
      Made-with: Cursor

1047. mardi 17 mars 2026 à 10:23:19 9f79b88
      fix: feed position symbols through main ticker WS, remove separate WS
      Afficher le corps du commit

      The separate position ticker WS was hitting Kraken's 429 rate limit
      (too many concurrent WS connections). Now position symbols are added
      to the main ticker WS subscription at startup, ensuring price_cache
      always has data for open positions without an extra connection.
      
      Made-with: Cursor

1048. mardi 17 mars 2026 à 10:18:10 a6cb13c
      fix: tighten position monitor trail — 1.5% distance, immediate activation
      Afficher le corps du commit

      Was: 3% trail distance, only activates after 1.2% profit (40% of 300bps).
      Now: 1.5% trail distance from high watermark, activates immediately
      when position is in any profit. Much tighter risk control — SL stays
      close to current price instead of sitting far below entry.
      
      For TRIA at +0.25%: SL moves from 0.03057 (-2.4%) to ~0.03092 (-1.5%).
      
      Made-with: Cursor

1049. mardi 17 mars 2026 à 10:08:27 d2940d8
      fix: add periodic status logging to position monitor
      Afficher le corps du commit

      Logs PnL, current price, SL price, and highest price for each
      monitored position every 60s for diagnostics.
      
      Made-with: Cursor

1050. mardi 17 mars 2026 à 10:05:34 c42357a
      fix: position monitor gets own ticker WS for position symbols
      Afficher le corps du commit

      The main ticker WS only subscribes to evaluation-universe symbols,
      leaving active position symbols (TRIA, NPC, etc.) without price data
      in the price_cache. The monitor now spawns a dedicated public ticker
      WS that subscribes specifically to symbols with open positions,
      feeding price_cache so trail/TP evaluation actually works.
      
      Made-with: Cursor

1051. mardi 17 mars 2026 à 09:59:49 247194a
      feat: active position monitor — trail SL + TP for all open positions
      Afficher le corps du commit

      Background task that actively manages ALL positions (not just current-run trades):
      - Persistent private WS for order amendments
      - Reads prices from price_cache (no REST)
      - Trails SL when price moves >40% of SL distance in favorable direction
      - Takes profit at market when unrealized PnL exceeds 250 bps
      - Detects SL triggers/fills via executions channel
      - Refreshes position list from DB every 30s
      - Auto-reconnects on WS disconnect
      
      Fixes the gap where reconciled/legacy positions only got a static
      emergency SL with no trailing, TP, or active management.
      
      Made-with: Cursor

1052. mardi 17 mars 2026 à 09:52:47 6bbffb6
      fix: live equity, dust detection, SL trigger detection, exposure calc
      Afficher le corps du commit

      - Live equity via WS balances channel (balance_cache + balance_feed):
        replaces static EXECUTION_EQUITY_QUOTE, enables compounding.
        CapitalAllocator and exposure gate use live equity each cycle.
      - Dust detection: positions below exchange min_order_size are marked
        as dust and skipped in protection_flow (no more failed SL attempts).
      - protection_flow uses price_cache instead of REST for bid/ask.
      - Exposure calculation uses positions × live prices instead of stale
        execution_orders records that can strand in non-terminal status.
      - Critical: SL trigger detection now recognizes "triggered" status
        and exec_type from Kraken WS — stop-loss orders transition to
        "triggered" (not "filled") when the trigger price is hit.
        This was causing the bot to miss SL executions and fall through
        to time_stop, wasting hold time and creating orphan exposure.
      
      Made-with: Cursor

1053. mardi 17 mars 2026 à 08:49:49 e9e7a80
      feat: 24h blocklist for NL-restricted symbols
      Afficher le corps du commit

      Symbols rejected with "restricted for NL" or "Invalid permissions" now
      enter quiet mode for 24 hours instead of the default ~2 minutes. Stops
      wasting evaluation cycles on permanently unavailable pairs.
      
      Made-with: Cursor

1054. mardi 17 mars 2026 à 01:14:36 504f430
      fix(critical): SL order ID mismatch — match on cl_ord_id, not first ACK
      Afficher le corps du commit

      wait_for_next_add_order_result was picking up stale entry-order ACK
      instead of the SL order response, causing the exit lifecycle to monitor
      the wrong exchange order. Fixed by matching on result.cl_ord_id.
      
      Also: amend_stop_loss_trigger now passes order_qty (Kraken API requires
      it), and add_stop_loss_order now logs the sent JSON.
      
      Made-with: Cursor

1055. mardi 17 mars 2026 à 00:58:54 6baef85
      fix: start ticker WS in execution-only mode for price_cache
      Afficher le corps du commit

      The SL-only exit model needs live prices from price_cache for trailing
      and internal TP checks. The execution-only loop was missing the ticker
      WS that feeds this cache.
      
      Made-with: Cursor

1056. mardi 17 mars 2026 à 00:48:24 8dceb90
      refactor: SL-only exit model — no TP on exchange, trail SL trigger_price
      Afficher le corps du commit

      Eliminates double-execution risk by keeping only the stop-loss on Kraken.
      TP decisions are made internally using in-memory price cache (no REST).
      SL is trailed via amend_order trigger_price (max 1/sec).
      Both exit_lifecycle.rs and ignition_exit.rs converged to same model.
      
      Made-with: Cursor

1057. lundi 16 mars 2026 à 23:31:50 ba47407
      docs: add exit lifecycle horizon-aware SL/TP fix to changelogs
      Afficher le corps du commit

      Made-with: Cursor

1058. lundi 16 mars 2026 à 23:21:21 64a9dd9
      fix: use horizon max_hold_secs for TSL routes instead of 0
      Afficher le corps du commit

      Trailing stop routes set max_hold_secs=0 in the route candidate (no fixed
      time limit). The exit config builder needs the horizon's actual hold time to
      set a proper time_stop, so use horizon.max_hold_secs() from the pipeline
      and guard against 0 as fallback.
      
      Made-with: Cursor

1059. lundi 16 mars 2026 à 23:16:12 1fe5f03
      fix: make exit SL/TP/time_stop horizon-aware instead of fixed values
      Afficher le corps du commit

      The TSL exit config had SL=-60bps and time_stop=30s, which for breakout
      continuation/medium routes (expected hold: 600s, expected move: 100-300bps)
      meant the stop loss was inside the spread and positions were dumped after
      30 seconds before the breakout could develop.
      
      Changes:
      - Add max_hold_secs and expected_move_bps to Outcome, wire from V2 pipeline
      - Scale SL to 50% of expected_move (min 100, max 500 bps)
      - Scale TP to 150% of expected_move (min 150, max 1000 bps)
      - Set time_stop from route horizon instead of fixed 30s
      - Fix direction bug: SL/TP now correctly flip for short positions
      
      Made-with: Cursor

1060. lundi 16 mars 2026 à 22:56:37 3b9cf89
      fix: restore TSL capital protection gating for BreakoutContinuation
      Afficher le corps du commit

      VolatilityTrailingStop was unconditionally allowed for breakout routes,
      contradicting the exit regime's capital protection doctrine which
      restricts TSL in volatile/reversal-prone markets.
      
      Root cause: the V2 regime matrix generates TSL candidates for
      VolatilitySpike breakouts, but the V2 admission override only handled
      EdgeNegative and MoveBelowFees — not ExitRegimeNotAllowed. This
      caused every VolatilitySpike breakout to be permanently blocked,
      which prompted the unconditional TSL workaround.
      
      Proper fix:
      1. Restore TSL gating for BreakoutContinuation (TSL only in non-
         volatile conditions, consistent with PullbackContinuation)
      2. Add ExitRegimeNotAllowed to V2 admission override conditions
      
      Now V1 capital protection is the default (TSL blocked in explosive
      markets), while V2 can override with quantitative justification
      when multi-scenario tail math is positive.
      
      Made-with: Cursor

1061. lundi 16 mars 2026 à 22:48:11 1708761
      fix: add 1% tolerance to final notional check for step-size rounding
      Afficher le corps du commit

      After instrument step-size normalization, the final qty*price can
      be fractionally below the minimum notional (e.g., $9.9999 < $10.00)
      due to floating point truncation. This blocked orders that were
      effectively at minimum. Adding 1% tolerance prevents false rejections
      while still catching genuinely undersized orders.
      
      Made-with: Cursor

1062. lundi 16 mars 2026 à 22:41:42 0ab6a7e
      fix: use Kraken-compliant Short UUID for cl_ord_id
      Afficher le corps du commit

      Kraken WS v2 accepts cl_ord_id in three formats: Long UUID (36
      chars with hyphens), Short UUID (32 hex chars), or Free text (max
      18 chars). The previous format "kb" + prefix + UUID simple = 35
      chars didn't match any valid format, causing
      EGeneral:Invalid arguments:cl_ord_id rejections on every order.
      
      Now generates pure UUIDv4 simple (32 lowercase hex chars) which is
      a valid Short UUID format. Also fixes the same issue in probe
      modules and intent.rs fallback path.
      
      Made-with: Cursor

1063. lundi 16 mars 2026 à 22:31:01 436a072
      fix: recalibrate exit regime thresholds for enriched vol_proxy
      Afficher le corps du commit

      The exit regime selector used HIGH_VOL_THRESHOLD=2.5 and
      ORDERLY_VOL_MAX=2.0, calibrated for legacy microprice deviation
      (0-10 bps). With ignition-enriched vol_proxy (rolling realized vol,
      10-100 bps), every pair was classified as "volatile", blocking
      VolatilityTrailingStop for BreakoutContinuation and PullbackContinuation.
      
      This contradicted the regime route matrix which specifies TSL for
      vol_spike routes, causing all candidates to get ExitRegimeNotAllowed.
      
      Recalibrated to: HIGH_VOL=50, IMPULSE=3.0, ORDERLY_VOL_MAX=40.
      Also: TSL is now always allowed for BreakoutContinuation (natural fit).
      
      Made-with: Cursor

1064. lundi 16 mars 2026 à 22:26:08 c4b5bef
      fix: add medium-horizon routes for vol_spike and trend regimes
      Afficher le corps du commit

      VolatilitySpike previously only had Short routes where sqrt(3)=1.73x
      time factor couldn't produce moves that clear the 70 bps taker fee
      threshold. Medium horizon with sqrt(10)=3.16x enables breakout
      continuation to reach 95+ bps expected moves for vol_proxy >= 20 bps.
      
      Also adds medium BreakoutContinuation/MakerFirst to TrendContinuation
      and medium PumpFade/MakerFirst to VolatilitySpike for better fee
      efficiency (55 bps maker vs 70 bps taker roundtrip).
      
      Made-with: Cursor

1065. lundi 16 mars 2026 à 22:20:20 a9ff78c
      fix: momentum routes use sqrt-time scaling + reactive vol_proxy
      Afficher le corps du commit

      Two critical fixes for the edge calculation chain:
      
      1. enrich_with_ignition now uses max(rolling_vol_5m, rolling_vol_30m)
         instead of only 30m — reactive to recent spikes while keeping
         the longer-window floor.
      
      2. Momentum path builders (pullback, breakout, pump_fade, dump_reversal)
         now use sqrt(hold_minutes) as time factor instead of the fixed
         horizon_factor (0.4/1.0/2.2). vol_proxy is a per-minute metric;
         expected cumulative moves scale as sqrt(time) per volatility theory.
         This produces realistic 40-120 bps expected moves for active markets
         instead of the previous 10-15 bps that could never clear fees.
      
      PSC (spread capture) keeps its existing horizon_factor logic unchanged.
      
      Made-with: Cursor

1066. lundi 16 mars 2026 à 22:09:52 c1a6f3d
      fix: V2 adaptive engine now uses ignition-enriched vol_proxy
      Afficher le corps du commit

      The V2 engine was using raw microprice_deviation_bps (~2-5 bps) as
      vol_proxy instead of rolling_vol_30m_bps (50-500 bps in active markets).
      This made expected_move_bps perpetually too low to clear the 55 bps fee
      threshold, resulting in tradable=0 even during high-volatility markets.
      
      Now bootstraps ignition metrics and enriches features (vol_proxy,
      trend_strength, impulse_magnitude) before regime classification and
      expected path building, matching V1 behaviour.
      
      Made-with: Cursor

1067. lundi 16 mars 2026 à 21:29:45 96ab18b
      throughput: fix execution reliability + unlock trade frequency
      Afficher le corps du commit

      - Fix critical bug: Kraken add_order WS method response errors were
        only logged (warn) but never handled — order stayed in PendingSubmit
        for 60s timeout instead of immediately transitioning to Rejected.
        Now: on_reject + tracker update + funnel event + quiet mode + break.
      
      - Widen route map: Quiet state adds PullbackContinuation, Compression
        adds BreakoutContinuation. All existing edge/confidence/economics
        gates still apply — only the candidate pool expands.
      
      - Wire EDGE_ENGINE_V2 config flag into live pipeline. When enabled,
        run_adaptive_route_analysis (V2 admissibility with tail-positive
        and best-scenario gates) replaces static V1 route analysis.
      
      - Allow up to 2 executes per evaluation cycle (was 1). Each candidate
        individually passes symbol lock, capital allocator, exposure gate,
        and choke. No risk gates bypassed.
      
      Made-with: Cursor

1068. lundi 16 mars 2026 à 20:47:37 88c3db6
      fix: align observability snapshot contract with L3 availability semantics
      Afficher le corps du commit

      Add l3_symbol_count alongside total l3_count and propagate it through stats queries, export generation, and the snapshot schema. This makes L3 availability percentage derivation explicit and consistent with the documented contract.
      
      Made-with: Cursor

1069. lundi 16 mars 2026 à 20:47:33 14ed8d6
      fix: unblock execution sizing and surface signal blocker reasons
      Afficher le corps du commit

      Always derive market-order quantity from intended quote notional and upscale to satisfy min notional/cost constraints, reducing submit rejections like FINAL_NOTIONAL_TOO_SMALL and MARKET_ORDER_COST_MIN. Also persist signal-stage reason on discovered outcomes so funnel blocker attribution no longer falls back to unknown.
      
      Made-with: Cursor

1070. lundi 16 mars 2026 à 18:10:57 daf8ecf
      fix: classify no-outcome blockers and expose signal reasons
      Afficher le corps du commit

      Classify empty pipeline cycles into explicit funnel blocker reasons (no_tradable_routes, no_feature_complete_symbols, no_pipeline_outcomes) and print signal blocker reason counts in report-trading-throughput. This makes throughput bottlenecks visible before admission/sizing stages.
      
      Made-with: Cursor

1071. lundi 16 mars 2026 à 17:56:16 f91ac7d
      fix: add run-id fallback for V2 unlock section
      Afficher le corps du commit

      Use run_symbol_state as fallback when freshest active run_id is unavailable on the decision DB so report-trading-throughput can still compute V2 unlock metrics.
      
      Made-with: Cursor

1072. lundi 16 mars 2026 à 17:37:47 12fd7ba
      fix: ensure funnel telemetry flows during no-trade cycles
      Afficher le corps du commit

      Emit signal/admission funnel events for no-outcome and skip-only evaluation cycles in execution-only mode, so throughput reporting no longer stays empty when no order is submitted. Also extend V2 unlock reporting with regime/route-family edge distribution splits.
      
      Made-with: Cursor

1073. lundi 16 mars 2026 à 17:06:48 41d2efa
      feat: add throughput funnel telemetry and report-trading-throughput
      Afficher le corps du commit

      Build a DB-backed trading funnel telemetry layer across signal, admission,
      capital, execution, and fill stages. Add structured events and persistence via
      trading_funnel_events, and introduce report-trading-throughput with 2h funnel
      metrics, drop-off analysis, regime/route-family breakdowns, and V2 unlock
      estimates (extra trades/hour, extra fills/hour, edge distribution).
      
      Also wire route_family through pipeline outcomes and use a combined
      priority score (ignition + tail asymmetry + freshness bonus) for V2 ranking.
      
      Made-with: Cursor

1074. lundi 16 mars 2026 à 16:31:39 acd92f3
      docs: align doctrine docs with live ignition trading
      Afficher le corps du commit

      - Document event-driven evaluation wake (EVAL_WAKE_IGNITION)
      - Document mid-trade exit re-routing via ExitMode switching
      - Document capital allocation gate and log evidence
      
      Made-with: Cursor

1075. lundi 16 mars 2026 à 16:25:21 27199f5
      feat: doctrine-level trading architecture — 3 critical categories
      Afficher le corps du commit

      1. Mid-trade re-routing: exit lifecycle is now a state-driven decision
         loop. ExitMode (Trailing, AggressiveTrail, ContinuationHold,
         ExhaustionExit, ImmediateExit) is re-evaluated every 250ms based on
         live ignition state. Mode transitions trigger trail tightening,
         time-stop extension (Continuation +120s), or immediate market exit
         (state regression to Quiet). All mode changes are logged as
         EXIT_MODE_REROUTED events.
      
      2. Event-driven evaluation: IgnitionMetricsStore now fires
         transition_notify when metrics cross ignition thresholds on minute
         boundaries. The evaluation loop uses tokio::select! to wake
         immediately on ignition events instead of waiting for the full
         sleep interval. This captures alpha from state transitions without
         latency loss.
      
      3. Capital allocation doctrine: new CapitalAllocator with per-regime
         slot limits (Ignition:2, Expansion:2, Continuation:2, Other:1),
         regime-bucketed capital budgets (30/25/25/10%), edge-weighted
         sigmoid sizing, liquidity-aware scoring, drawdown throttling, and
         symbol deduplication. Wired into both live and execution-only loops
         with register/release lifecycle.
      
      Made-with: Cursor

1076. lundi 16 mars 2026 à 16:13:34 1e7fbc6
      fix: comprehensive trading execution fixes — 8 critical bugs resolved
      Afficher le corps du commit

      1. Pass live IgnitionMetricsStore to exit context (was empty/new store)
      2. Fix market order qty: notional→base conversion via best bid/ask
      3. Fix cost_min bypass for market orders (price=None skipped check)
      4. Add minimum notional gate ($10) in submit_order pre-submission
      5. Make equity configurable via EXECUTION_EQUITY_QUOTE (was hardcoded 1000)
      6. Persist IgnitionStateMachine across exit loop iterations (hysteresis)
      7. Persist panic exit orders to DB + update SL/TP status on panic
      8. Track last_known_price for accurate EXIT_COMPLETED realized PnL
      
      Made-with: Cursor

1077. lundi 16 mars 2026 à 15:40:13 bedf58c
      doctrine compliance audit: observability, structural fixes, validation report
      Afficher le corps du commit

      Phase 1 — Observability:
      - Add IGNITION_STATE_TRANSITION per-symbol event with metrics (state.rs)
      - Add TRADING_ENTRY_DECISION event before order submission (live_runner.rs)
      - Replace ORDER_SUBMITTED_TO_EXCHANGE with ORDER_LIVE_SUBMIT including
        all required fields: side, price, qty, strategy_context, ignition_state
      - Add EXIT_PLAN_CREATED with exit_mode, sl_price, tp_price, trailing_enabled,
        trail_distance_bps to both ignition_exit and exit_lifecycle
      - Add TRAIL_UPDATE event with highest_price, new_tp, amend_success, retry_count
      - Add EXIT_COMPLETED to all exit paths (panic_pnl, market_fill_timeout)
      
      Phase 3 — Structural fixes:
      - Log exit order insertion failures instead of silent discard (7 sites)
      - Conservative fallback on symbol_lock_check failure (block instead of allow)
      - Consolidate symbol execution lock: check ALL open orders regardless of side
      - Full EXIT_COMPLETED coverage on all termination paths
      
      Phase 4 — Validation CLI:
      - New report-trading-doctrine-alignment command with 10 diagnostic sections:
        trades per state/strategy, edge capture, exit reasons, exit order persistence,
        trail efficiency, re-entry violations, position check, safety state, compliance
      
      Made-with: Cursor

1078. lundi 16 mars 2026 à 15:20:08 4686ad6
      production safety: implement ignition trading architecture v1
      Afficher le corps du commit

      14 structural risks identified in audit, all addressed across 5 phases:
      
      Phase 1 - Safety Foundation (R1-R7, R9):
      - Persist exit orders (SL/TP/trail/time-stop) to execution_orders with parent_order_id
      - Enforce MAX_OPEN_NOTIONAL_PCT_OF_EQUITY (10%) as hard gate before submission
      - Enable circuit breakers: drawdown $50 default, 10 orders/min rate limit
      - Wire panic PnL exit (-200bps) in ignition trailing loop
      - Re-enable cl_ord_id in kraken_adapter for order correlation
      - Fix partial fill under-protection: track cum_qty and amend SL qty
      - Sync symbol_safety_state hard_block from ingest to decision pool
      - Market fill timeout returns Err and triggers protect_exposure
      
      Phase 2 - Exit Robustness (R8, R10):
      - amend_order retry (3x, 500ms backoff) with cancel+replace fallback
      - WS disconnect during exit marks orders suspect and returns Err
      
      Phase 3 - Latency Reduction (R12):
      - Adaptive evaluation interval: 60s when ignition-active, base otherwise
      - IGNITION_ADAPTIVE_INTERVAL_ENABLED env var (default true)
      
      Phase 4 - Telemetry (R13, R14):
      - Unified LIVE_DATA_MAX_AGE_SECS via env var across all freshness checks
      - Structured EXIT_COMPLETED event with hold_secs, pnl_bps, exit_reason
      
      Phase 5 - Edge Optimization:
      - Reduce trail check interval from 1000ms to 250ms
      
      Made-with: Cursor

1079. lundi 16 mars 2026 à 14:34:14 4f1e3d8
      contract: all CLI reads use ingest pool + freshest_active_run_id
      Afficher le corps du commit

      Structural audit fix: CLI analysis/report commands now use
      pools.ingest() instead of pools.decision() for raw data reads.
      All 25 latest_run_id() calls in analysis_commands.rs replaced with
      resolve_run_id() which prefers freshest_active_run_id (active ingest
      data within 5 min) and falls back to latest_run_id.
      
      Contract: ingest pool for market data, decision pool for execution,
      freshest_active_run_id for current run resolution.
      
      Made-with: Cursor

1080. lundi 16 mars 2026 à 14:22:32 1a0b244
      fix: propagate correct run_id through entire readiness/pipeline chain
      Afficher le corps du commit

      run_readiness_analysis now prefers freshest_active_run_id over
      latest_run_id. run_strategy_pipeline uses run_readiness_analysis_for_run
      with the caller-provided run_id instead of re-querying latest_run_id.
      This ensures the entire one-shot chain uses the same fresh run_id
      from the active ingest, not the highest-ID execution_live run.
      
      Made-with: Cursor

1081. lundi 16 mars 2026 à 14:18:46 49ca7be
      fix: use freshest active run_id for one-shot commands instead of MAX(id)
      Afficher le corps du commit

      latest_run_id() returns the highest run ID, which may be an
      execution_live run with no fresh data. The active ingest runner
      writes to an older run_id. New freshest_active_run_id() finds
      the run with ticker data within the last 5 minutes. Falls back
      to latest_run_id() when no fresh run exists.
      
      Made-with: Cursor

1082. lundi 16 mars 2026 à 14:14:05 d99bcf9
      fix: use ingest pool for readiness/pipeline in one-shot commands (physical separation fix)
      Afficher le corps du commit

      run_execution_once and run_proof were passing the decision pool to
      run_readiness_analysis and run_strategy_pipeline, which query
      ticker_samples/trade_samples/pair_summary_24h — tables that only
      exist in the ingest database under physical separation. This caused
      data_stale=true and tradable_count=0 for all one-shot CLI commands.
      
      Now: ingest pool for data reading, decision pool for execution writes.
      Made-with: Cursor

1083. lundi 16 mars 2026 à 14:04:17 0db331d
      docs+scripts: classify SSOT/current/background, update DOC_INDEX, mark legacy scripts
      Afficher le corps du commit

      Made-with: Cursor

1084. lundi 16 mars 2026 à 13:53:54 82f4494
      fix: persist ignition metadata (state, edge_before/after, trail_mode) to execution_orders
      Afficher le corps du commit

      Added update_ignition_metadata() to stamp ignition columns right after
      order creation. The trade flow report now correctly identifies ignition
      trades. Extended IgnitionExitContext with edge_before/after_boost fields.
      
      Made-with: Cursor

1085. lundi 16 mars 2026 à 13:39:35 980f361
      diag: add ignition state distribution + trading summary logging
      Afficher le corps du commit

      Logs per-state counts (Quiet/Compression/Ignition/Expansion/etc.) and
      a summary of how many symbols were boosted and admitted by ignition
      trading logic per evaluation cycle.
      
      Made-with: Cursor

1086. lundi 16 mars 2026 à 13:27:30 5c17fbf
      fix: pass ingest pool to ignition bootstrap (physical separation fix)
      Afficher le corps du commit

      The ignition bootstrap queries trade_samples_p_default which lives in
      the ingest database, but the live runner was passing pools.decision().
      With physical separation active this yielded 0 trades and no ignition
      state classifications. Now passes pools.ingest() via a new
      run_v2_route_analysis_with_ingest() function.
      
      Made-with: Cursor

1087. lundi 16 mars 2026 à 13:08:18 8b6bad3
      feat: enable ignition trade flow — candidate boost, edge relaxation, trailing exit, telemetry
      Afficher le corps du commit

      Translate validated Ignition state signals into actual trade flow:
      - IGNITION_TRADING_ENABLED flag (default false) controls all new behavior
      - Post-evaluation candidate-level expected_move boost (factor 1.35, not feature-level)
      - Negative-edge gate relaxed to -5 bps for Ignition/Expansion states only
      - Ignition-aware entry prioritization (ignition_admitted candidates ranked higher)
      - Event-driven trailing-stop exit (ignition_exit.rs) with state-aware time stops
        (Ignition: 120s, Expansion: 180s, Continuation: 300s)
      - Trail activation at +25 bps, tightens at +50 bps, exhaustion detection
      - amend_order integration with instrument price normalization
      - report-ignition-trade-flow CLI report (trades per state, edge distribution, MFE/MAE, winrate)
      - Migration: ignition_state + metadata columns on execution_orders
      - All 59 tests pass
      
      Made-with: Cursor

1088. lundi 16 mars 2026 à 12:13:05 f25ebde
      feat: add report-ignition-followthrough — distribution, MFE/MAE, time-to-move
      Afficher le corps du commit

      New CLI command shows for symbols in Ignition/Expansion state:
      - Follow-through distribution per window (1m/5m/10m/15m) with p50/p75/p90/max
      - Directional MFE/MAE (max favorable/adverse excursion) per symbol
      - Time-to-move analysis (+25/+50/+100 bps thresholds with hit rates)
      - Route relevance hint based on where p90 edge concentrates
      
      Made-with: Cursor

1089. lundi 16 mars 2026 à 11:55:31 63dfe4d
      feat: add ignition/state-transition engine with rolling metrics, state machine, and route filtering
      Afficher le corps du commit

      New module src/ignition/ implements:
      - Per-symbol 1m candle ring buffer (IgnitionMetricsStore) with on_trade delta-update
      - Rolling metrics: vol acceleration, range expansion, signed persistence, density shift
      - Explicit state machine (Quiet/Compression/Ignition/Expansion/Continuation/Exhaustion)
        with hysteresis (min 2m state duration, 1m cooldown, confidence floor 0.6)
      - State → route family mapping (e.g. Ignition → breakout+fade, Quiet → passive only)
      - Feature repair: when IGNITION_ENABLED, vol_proxy and trend_strength are replaced by
        rolling realized values from trade-derived candles
      - Diagnostic CLI: report-ignition-state with state distribution, top movers, route
        activation, active vs quiet metric comparison, avg move after ignition trigger
      
      All behind IGNITION_ENABLED feature flag (default off = zero behaviour change).
      8 unit tests covering metrics computation, state classification, and hysteresis.
      
      Made-with: Cursor

1090. lundi 16 mars 2026 à 00:34:20 278a40e
      fix: use Krakenbot's own trade_samples for realized vol, not external candles
      Afficher le corps du commit

      The public.candles table was populated by the old KapitaalBot Python
      service which is no longer running (73h stale). Switch to synthesizing
      1-minute close prices from krakenbot.trade_samples_p_default which has
      live data (637 symbols, sub-second freshness).
      
      Made-with: Cursor

1091. lundi 16 mars 2026 à 00:28:35 8c9a3c0
      fix: anchor candle window on latest available data, not now()
      Afficher le corps du commit

      Candle data may be hours old; using now() as anchor yields empty
      results. Use max(timestamp_ms) from candles table instead.
      
      Made-with: Cursor

1092. lundi 16 mars 2026 à 00:25:49 a2ebd96
      fix: route realized-vol-diagnostic to ingest pool (candles in public schema)
      Afficher le corps du commit

      The candles table lives on the ingest DB, not the decision DB.
      Route the report-realized-vol-diagnostic command through pools.ingest()
      so the public.candles query resolves correctly.
      
      Made-with: Cursor

1093. lundi 16 mars 2026 à 00:22:23 948aa84
      feat: add realized-vol diagnostic CLI (Phase 1 what-if analysis)
      Afficher le corps du commit

      New command `report-realized-vol-diagnostic [run_id]` computes realized
      volatility (median c2c 1m returns) and trend strength from candle data,
      substitutes into MarketFeatures in-memory, re-runs V1 route analysis,
      and reports the tradable frontier delta with full risk checks (R1-R4).
      
      No production code modified — diagnostic only.
      
      Made-with: Cursor

1094. dimanche 15 mars 2026 à 23:15:08 e144335
      feat(diagnostics): enhance report-adaptive-edge with full decision output
      Afficher le corps du commit

      - Make evaluate_pair_adaptive/AdaptivePairResult public for diagnostics
      - Add optional run_id CLI argument (report-adaptive-edge [run_id])
      - Report sections: regime distribution, candidate stats with admission
        reason breakdown, profitability map, top-20 admitted candidates table
      - Auto-conclusion logic based on frontier quality
      
      Made-with: Cursor

1095. dimanche 15 mars 2026 à 23:00:54 5046f2e
      feat(edge_engine): adaptive edge extraction architecture (EDGE_ENGINE_V2)
      Afficher le corps du commit

      Implement regime-based adaptive trade engine that classifies market
      state per symbol and conditionally selects routes, fee models, exit
      paths, and admissibility logic — all feature-flagged behind
      EDGE_ENGINE_V2 (default false, zero behaviour change when off).
      
      Modules:
      - market_regime: 4-regime classifier (SpreadFarming/VolatilitySpike/
        TrendContinuation/MeanReversion) from MarketFeatures
      - route_selector_v2: regime-filtered candidate matrix + orchestration
      - move_distribution: probabilistic edge (p50/p75/p90/tail) +
        AdaptiveEdgeTrace explainability per candidate
      - fee_realism: maker fill probability blended fees + inventory unwind
      - exit_path: component exit drag (latency/adverse/sweep/timeout) +
        trailing stop path simulator with ATR bands
      - admissibility: tail-aware gate allowing median-negative but
        tail-positive trades in asymmetric regimes
      - diagnostics: report-adaptive-edge CLI command
      - shadow_compare: V1 vs V2 side-by-side comparison CLI
      
      Integration: minimal hooks in 4 existing files (main.rs mod decl,
      config bool, cli string match, analysis_commands handler).
      No edits to route_engine, analysis, execution, or edge modules.
      17 unit tests, all passing.
      
      Made-with: Cursor

1096. dimanche 15 mars 2026 à 20:41:27 13c1427
      fix(script): remove set -e so background job and kill do not abort script
      Afficher le corps du commit

      Made-with: Cursor

1097. dimanche 15 mars 2026 à 20:40:21 769b2ac
      revert: remove stdin redirect and debug; use plain background run
      Afficher le corps du commit

      Made-with: Cursor

1098. dimanche 15 mars 2026 à 20:39:16 35da3e2
      debug: log REPORT_PID to .debug file
      Afficher le corps du commit

      Made-with: Cursor

1099. dimanche 15 mars 2026 à 20:37:06 ec416ca
      fix(script): rm stale no_progress at start; start report with stdin from /dev/null
      Afficher le corps du commit

      Made-with: Cursor

1100. dimanche 15 mars 2026 à 20:27:52 114ac64
      fix(build): add stats_queries::realized_exit_durations_for_run, RouteCandidate.trace, exit_feasibility/route_selector for guarded reports
      Afficher le corps du commit

      Made-with: Cursor

1101. dimanche 15 mars 2026 à 20:24:41 a443da0
      feat(cli): guarded report runner — file-based, fail-fast 2min, heartbeat, PHASE_* markers, diagnostic+strace
      Afficher le corps du commit

      Made-with: Cursor

1102. dimanche 15 mars 2026 à 20:11:37 83bc640
      feat(observability): systemd timer for snapshot export for website
      Afficher le corps du commit

      - krakenbot-observability-export.service: oneshot export to OBSERVABILITY_EXPORT_DIR
      - krakenbot-observability-export.timer: every 2 min
      - OBSERVABILITY_EXPORT_SETUP.md: install and deploy instructions
      
      Made-with: Cursor

1103. dimanche 15 mars 2026 à 10:55:17 ab2bb52
      feat(cli): report-edge-chain — edge decomposition, stage comparison, lane classification, decision stage-fix vs lane-split
      Afficher le corps du commit

      Made-with: Cursor

1104. dimanche 15 mars 2026 à 10:30:05 4b88b0e
      feat(cli): report-edge-forensic for selected symbols — market context, candidate trace, kill-point, verdict
      Afficher le corps du commit

      Made-with: Cursor

1105. dimanche 15 mars 2026 à 10:24:48 45086a6
      feat(route): net_edge_before_l3_penalty + report-edge-autopsy sample trace (gross_move, fee, exit_drag, wait_risk, capture, net_raw, net_final, zero_reason, invalid_shortcut)
      Afficher le corps du commit

      Made-with: Cursor

1106. dimanche 15 mars 2026 à 10:14:45 32d965c
      fix(cli): economics reports use live fee provider; log maker_bps/taker_bps/source; warn on bootstrap
      Afficher le corps du commit

      Made-with: Cursor

1107. dimanche 15 mars 2026 à 09:44:05 2e724a0
      feat(cli): report-edge-autopsy — funnel, component-kill, distribution, exact-zero, top 20 near-tradable
      Afficher le corps du commit

      Made-with: Cursor

1108. samedi 14 mars 2026 à 23:29:39 b080c7a
      feat(cli): report-confidence-threshold-sensitivity — edge>0 only, MIN_CONFIDENCE, tradable at current/-10%/-20%/-30%, per route_type/horizon
      Afficher le corps du commit

      Made-with: Cursor

1109. samedi 14 mars 2026 à 22:58:52 1c214e8
      feat(cli): report-edge-reject-split — edge≥0 reject split by reason, route_type, horizon, top 10
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      Made-with: Cursor

1110. samedi 14 mars 2026 à 22:38:48 f727f04
      feat(cli): report-feature-incompleteness + economics-run (universe, near-miss, hard conclusion)
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      - report-feature-incompleteness [run_id]: cause split (no_l2, spread_null, micro_null, insufficient_snapshots, pipeline_state), top 50 incomplete, oorzaakverdeling
      - report-route-economics: Universe section, Near-miss frontier (edge bands), Harde conclusie
      - CHANGELOG: Model input kwaliteit + economics-run section
      
      Made-with: Cursor

1111. samedi 14 mars 2026 à 19:19:09 7d6cb5d
      fix(exec): add STATE_SYNC_OK/REQUIRED gate in execution-only loop for formal log proof
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      Made-with: Cursor

1112. samedi 14 mars 2026 à 16:19:03 f7ac5cc
      feat(route): bind execution universe to feature-complete symbols
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      - CurrentRunMarketRow: l2_count, is_feature_complete (spread+micro NOT NULL, l2_count>=50)
      - Route analysis: filter to feature-complete only; FEATURE_FILTER_APPLIED, FEATURE_INCOMPLETE_SYMBOLS
      - CLI report-feature-completeness [run_id]; docs/FEATURE_COMPLETENESS_CONTRACT.md
      - CHANGELOG + CHANGELOG_ENGINE updated
      
      Made-with: Cursor

1113. samedi 14 mars 2026 à 14:44:23 a6b18aa
      feat(exec): STATE_SYNC_REQUIRED/STATE_SYNC_OK gate + check-decision-state CLI + STATE_SYNC_CONTRACT.md
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      Made-with: Cursor

1114. samedi 14 mars 2026 à 12:55:21 14a0f38
      fix(observability): always log FEATURE_COVERAGE_L2 for proof (including status=no_state)
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      Made-with: Cursor

1115. samedi 14 mars 2026 à 12:50:03 6ee5dbc
      fix(dual-DB): schema sync, spread_std_bps sanitization, sync proof, gen_mismatch in logs
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      - run_symbol_state: explicit column list (19 cols), SELECT numerics as ::text, parse_decimal_for_sync (NaN/Inf→NULL), post-sync rowcount ingest vs decision
      - full/incremental refresh: spread_std_bps CASE to NULL when NaN/Inf/non-finite
      - migration 20260314100000: ADD COLUMN IF NOT EXISTS for generation_id, l3_n_* on run_symbol_state (run on both DBs)
      - live_runner: INGEST_DECISION_SYNC_VISIBLE logs visible_generation_id and gen_mismatch=0|1
      
      Made-with: Cursor

1116. samedi 14 mars 2026 à 12:44:37 584b256
      feat(observability): add FEATURE_READY_SIGNAL and FEATURE_COVERAGE_L2 to execution-only evaluation loop
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      - execution-only path had no feature readiness gate
      - added l2_raw_feature_ready check before refresh
      - log FEATURE_READY_SIGNAL ready=true/false
      - after sync log FEATURE_COVERAGE_L2
      - skip evaluation cycle if L2 coverage < threshold
      - aligns execution-only behaviour with combined runtime path
      
      Made-with: Cursor

1117. samedi 14 mars 2026 à 10:21:40 2229057
      fix(universe): only status online/limit_only in pool; no status = exclude
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      Made-with: Cursor

1118. samedi 14 mars 2026 à 09:36:38 dbd2b01
      feat(pipeline): Model Input Pipeline Hardening + L2 feature lineage CLI
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      - DEEL 1: FEATURE_COVERAGE_L2 log + ROUTE_ENGINE_SKIP if coverage_pct_spread < 60%
      - DEEL 2: FEATURE_READY_SIGNAL + refresh gate (l2_raw_feature_ready) before refresh
      - DEEL 3: MarketFeatures l2_spread_missing/l2_micro_missing; path fallback confidence*0.6, move*0.5; ROUTE_FEATURE_FALLBACK_USED
      - DEEL 4: Direction fallback (density-based confidence 0.05..0.45) when micro missing; DIRECTION_FALLBACK_USED
      - DEEL 5: Telemetry FEATURE_COVERAGE_L2, FEATURE_READY_SIGNAL, ROUTE_FEATURE_FALLBACK_USED, DIRECTION_FALLBACK_USED, MISSING_FEATURE_SYMBOL_COUNT
      - DEEL 6: report-route-economics / report-direction-signal exit(2) when coverage < 60% (ECONOMICS INVALID)
      - CLI: report-l2-feature-lineage for raw L2 vs run_symbol_state diff
      - Docs: MODEL_INPUT_PIPELINE_HARDENING.md, L2_FEATURE_LINEAGE_DEBUGGING.md
      - CHANGELOG.md + docs/CHANGELOG_ENGINE.md updated
      
      Made-with: Cursor

1119. samedi 14 mars 2026 à 09:35:13 2298649
      fix: add l2_raw_feature_ready and l2_feature_coverage_from_state to stats_queries (required by live_runner)
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      Made-with: Cursor

1120. samedi 14 mars 2026 à 09:33:52 88b7cf4
      feat(universe): override-only caps, unbounded default, FX excluded, explicit logging
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      - Config: *_OVERRIDE env only; Option<usize> limits; no default 200/50
      - UniverseManagerConfig + select_layer: cap only when Some(n)
      - universe_source: exclude FX pairs (EUR/USD, GBP/USD, etc.); USD crypto only
      - Observe: select_l2/l3_subset take Option<usize>; None = all
      - Startup logs: UNIVERSE_SCOPE usd_only fx_pairs_excluded; UNIVERSE_LIMIT_OVERRIDE_ACTIVE/INACTIVE
      - docs/UNIVERSE_CAPS_AND_CONFIG.md, LOGGING.md updated
      
      Made-with: Cursor

1121. samedi 14 mars 2026 à 09:30:05 e826ebe
      fix(dual-DB): read run_symbol_state from ingest after refresh when physical separation; log sync result
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      - After refresh, universe state (per_symbol_counts, l2/l3_stats, raw_counts) now read from ingest pool when pools.is_physical_separation(), so symbol_count is correct regardless of sync.
      - Sync result logged: RUN_SYMBOL_STATE_SYNC ingest→decision (synced_rows) or RUN_SYMBOL_STATE_SYNC failed.
      - Applied in: initial warmup, periodic universe refresh, L3 resync block, pinned/exit-only L3 checks.
      - Fixes symbol_count=0 in UNIVERSE_REFRESH_STATE_TIMING when using separated ingest/decision DBs.
      
      Made-with: Cursor

1122. samedi 14 mars 2026 à 08:57:28 34936e4
      cli: report-path-source-inspect for expected_move_bps/confidence source inspection
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      - Add report-path-source-inspect CLI: upstream counts (micro/spread) and per-candidate path inputs -> output sample.
      - Doc: RAPPORT_EXPECTED_MOVE_BPS_SOURCE_INSPECTION.md with trace per route and fix direction.
      
      Made-with: Cursor

1123. samedi 14 mars 2026 à 08:53:24 1ca5b9d
      chore: CHANGELOG + CHANGELOG_ENGINE for LIVE_USE_OWN_RUN_ONLY warmup poll (capacity-test)
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      Made-with: Cursor

1124. samedi 14 mars 2026 à 01:23:17 c460ac7
      cli: add report-direction-signal (continuation/reversal/confidence, expected_move_bps, by route_type and horizon)
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      Made-with: Cursor

1125. samedi 14 mars 2026 à 01:13:43 8c862fe
      db: run_symbol_state VerifyMode, detailed_differences, debug_refresh_diff, run_replay_compare for CLI verify/debug/replay
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      Made-with: Cursor

1126. samedi 14 mars 2026 à 01:12:12 e69d0c0
      cli: add report-route-economics for V2 candidate frontier and economics tuning
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      Made-with: Cursor

1127. samedi 14 mars 2026 à 00:56:44 a9778a1
      live_runner: LIVE_USE_OWN_RUN_ONLY poll raw tables after flush (max 90s) for sufficient warmup data
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      Made-with: Cursor

1128. vendredi 13 mars 2026 à 21:51:58 6c72ab5
      live_runner: flush writer before warmup check when LIVE_USE_OWN_RUN_ONLY (ensure symbol_count > 0)
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1129. vendredi 13 mars 2026 à 21:39:06 7cc7201
      docs: risk 3 dicht — verify-refresh-equivalence 114 WithinTolerance; controleplan + correctness-proof updated
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1130. vendredi 13 mars 2026 à 21:37:11 4f10b00
      verify: allow WithinTolerance with up to 30 symbol differences when max diffs within relative tolerance (e.g. ingest growth between full and inc)
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      Made-with: Cursor

1131. vendredi 13 mars 2026 à 21:34:50 a777f9d
      verify: use watermarks -1 so id > -1 includes all rows (incl. id=0 if any)
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      Made-with: Cursor

1132. vendredi 13 mars 2026 à 21:33:17 0f27b96
      LIVE_USE_OWN_RUN_ONLY: integrated run for clean 400-symbol capacity test
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      - Config LIVE_USE_OWN_RUN_ONLY: warmup uses data_run_id=run_id, 60s warmup; epoch binding only to own run.
      - epoch_queries: select_valid_epoch_for_run, current_epoch_for_exit_only_for_run; EpochBindingReason::OwnRunOnly.
      - run_l3_capacity_test.sh: EXECUTION_UNIVERSE_LIMIT, LIVE_USE_OWN_RUN_ONLY; doc integrated run usage.
      
      Made-with: Cursor

1133. vendredi 13 mars 2026 à 21:32:10 ceba7a4
      verify: relative tolerance (10%) for large numerics; NULL vs value no longer as 0 vs value for diff
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      Made-with: Cursor

1134. vendredi 13 mars 2026 à 21:27:35 e5c878d
      fix: incremental refresh match full — STDDEV sample (n-1), L3 per-metric counts for AVG
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      - STDDEV: use sample variance (n-1) and NULL when n<=1 to match PostgreSQL STDDEV()
      - L3 averages: add l3_n_efit, l3_n_refill, l3_n_cancel, l3_n_qt so merge uses COUNT(column)
        and matches AVG() (which ignores NULLs); migration + full/incremental/sync updated
      
      Made-with: Cursor

1135. vendredi 13 mars 2026 à 21:10:54 f520537
      fix: verify-refresh-equivalence snapshot via float8 to avoid Decimal decode errors
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      Made-with: Cursor

1136. vendredi 13 mars 2026 à 21:08:58 81fa498
      EXECUTION_UNIVERSE_LIMIT, evaluation scaling metrics, pair_summary_24h FK fix
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      - Config: EXECUTION_UNIVERSE_LIMIT (env, default 200); use for pool/fetch in live + ingest. Test 200/300/400 without rebuild.
      - Live runner: EVALUATION_SCALING log (evaluation_symbol_count, evaluation_duration_ms, route_build_duration_ms, pipeline_duration_ms); route vs pipeline timing split.
      - pair_summary_24h FK: ensure_observation_run_on_pool(ingest, run_id) before persist when run created on decision DB.
      - LOGGING.md: EVALUATION_SCALING, EXECUTION_UNIVERSE_LIMIT.
      
      Made-with: Cursor

1137. vendredi 13 mars 2026 à 21:07:49 58c9692
      scripts: L3 capacity test usage 5/50/400, target scale 400
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1138. vendredi 13 mars 2026 à 19:34:43 c13576a
      chore: CHANGELOG + CHANGELOG_ENGINE for incremental refresh (9863d64)
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1139. vendredi 13 mars 2026 à 19:23:59 9863d64
      feat(refresh): incremental/watermark refresh for run_symbol_state (risk 3 closure)
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      - Add refresh_watermarks table (run_id, table_name, last_id); migration 20260313160000.
      - First refresh per run_id = full scan; subsequent = only id > watermark per raw table.
      - Merge deltas (counts + running avg/var for L2/L3) in SQL; set generation_id on all rows.
      - Log REFRESH_INCREMENTAL with delta_ticker_rows, delta_trade_rows, delta_l2_rows, delta_l3_rows.
      - Doc: REFRESH_INCREMENTAL_DESIGN (design + proof); CONTROLEPLAN risk 3 dicht on incremental.
      
      Made-with: Cursor

1140. vendredi 13 mars 2026 à 19:21:03 927b1de
      fix: add BufRead import for resource_telemetry (Linux reader.lines())
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1141. vendredi 13 mars 2026 à 19:19:08 9b3de1a
      Docs: refresh bounded-proof, writer metrics, telemetry, L3 scale and multi-WS design
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      - REFRESH_COMPLEXITY, L3_SCHAALBEPERKINGEN: cap required, REFRESH_MAX_DURATION_SECS
      - REFRESH_INCREMENTAL_DESIGN.md: incremental refresh options (watermark/delta)
      - WRITER_PARALLEL_DESIGN.md: optional dedicated L3 / sharded writer
      - L3_MULTI_WS_INGEST_DESIGN.md: multi-WS ingest when Kraken symbol limit applies
      - LOGGING: WRITER_METRICS, resource telemetry and event-loop proxy
      
      Made-with: Cursor

1142. vendredi 13 mars 2026 à 19:19:02 1f8c671
      Bottleneck work: refresh cap+timeout, writer metrics+L3 batch, telemetry, l3-subscribe-test
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      - Refresh: REQUIRE_INGEST_MAX_RUN_DURATION, REFRESH_MAX_DURATION_SECS (60s), ingest_runner exit when required and cap missing
      - Writer: WriterSender with pending count, WRITER_METRICS every 10s, L3 batching (flush at 50 or interval)
      - Telemetry: RESOURCE_TELEMETRY_INTERVAL_SECS, observability/resource_telemetry (RSS on Linux), spawn in ingest + live_runner
      - L3: l3-subscribe-test CLI (L3_SUBSCRIBE_TEST_SYMBOLS, L3_SUBSCRIBE_TEST_DURATION_SECS)
      
      Made-with: Cursor

1143. vendredi 13 mars 2026 à 19:12:51 e2288b3
      controleplan: fix-or-prove-close uitkomst na 15-min run (server 2d1cd83)
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      Beslistabel ingevuld: 1 dicht, 3 blocker (cap niet gezet), 4 dicht, 5 dicht, 11 dicht.
      Conclusie: Blocker(s) eerst — INGEST_MAX_RUN_DURATION_HOURS op server zetten.
      
      Made-with: Cursor

1144. vendredi 13 mars 2026 à 18:51:04 2d1cd83
      fix-or-prove-close: env logging, ingest cap warn, evaluation/sync timing, controleplan
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      - main: log DECISION_DATABASE_URL and INGEST_MAX_RUN_DURATION_HOURS at startup (no silent default)
      - ingest_runner: warn when INGEST_MAX_RUN_DURATION_HOURS not set
      - REFRESH_COMPLEXITY: recommend cap 6/24h for production
      - live_runner: EVALUATION_CYCLE_DURATION_MS and SYNC_LAG_MS for contention/sync-lag measurement
      - CONTROLEPLAN_SYSTEEMRISICOS: add Fix-or-prove-close uitkomst (drempels, beslistabel, conclusie)
      - scripts/check_stale_decision_logs.sh: check gen_mismatch and ROUTE_FRESHNESS in logs (risico 1)
      
      Made-with: Cursor

1145. vendredi 13 mars 2026 à 18:02:47 8e48016
      Docs: dual-DB epoch dual-write fix + 15min validation passed (section E)
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1146. vendredi 13 mars 2026 à 17:45:35 70f4c25
      Dual-DB gate: use synced cycle for gate (avoid ingest overwrite race); log visible=cycle for validation
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1147. vendredi 13 mars 2026 à 17:25:29 7f31d23
      Generation gate: use visible_gen from right after sync (avoid ingest overwrite race)
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1148. vendredi 13 mars 2026 à 17:00:27 a75c126
      Fix dual-write epoch/snapshot: ensure observation_run on decision DB (FK); log dual-write errors
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1149. vendredi 13 mars 2026 à 16:52:40 b3b1a4e
      Rapport: dual-DB uitvoering — tweede instance gebouwd, 15min validatie, resultaat
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1150. vendredi 13 mars 2026 à 16:33:52 e380072
      Script: set decision instance password from DATABASE_URL (server-side)
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1151. vendredi 13 mars 2026 à 16:29:06 857f458
      Dual-DB: plan tweede instance, doc-definitie, validatiescript sync/generation checks
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1152. vendredi 13 mars 2026 à 16:02:55 4b23919
      Docs: validatierapport single/dual-DB; DOC_INDEX, CHANGELOG, README bijgewerkt
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1153. vendredi 13 mars 2026 à 15:59:57 a653d6f
      Validatie: deprecated-check alleen bij groei tussentijds; rapport B/C ingevuld; scriptfix
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1154. vendredi 13 mars 2026 à 15:39:52 edb24d7
      Refresh-schaalbaarheid: run-duur cap (INGEST_MAX_RUN_DURATION_HOURS) + 15min validatiescript + db_full_reset_ingest
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1155. vendredi 13 mars 2026 à 15:30:03 1a845a0
      Docs: flow schema's tonen dubbele DB (DB Ingest vs DB Decision) expliciet
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1156. vendredi 13 mars 2026 à 15:00:41 b3dfee8
      Docs SSOT: state-first, partition, generation in ENGINE_SSOT, DOC_INDEX, ARCHITECTURE, CHANGELOG_ENGINE, LIVE_RUNBOOK, LOGGING, README
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1157. vendredi 13 mars 2026 à 14:52:02 5cc8322
      DB architecture: partition cutover, generation contract, sync gate, refresh O(rows) doc
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      - Raw ingest: L3 + ticker/trade/l2 cutover to partitioned tables (migrations 20260313120000–40000)
      - run_symbol_state: generation_id + sequence; RefreshOutcome; state_generation_id; sync copies gen
      - live_runner: cycle_generation_id, INGEST_DECISION_SYNC_VISIBLE log, EXECUTION_BLOCKED_GENERATION_MISMATCH gate
      - docs: REFRESH_COMPLEXITY_AND_GENERATION (O(rows) proof), EXECUTION_REPORT/DB_ARCHITECTURE updated
      - CHANGELOG: 2025-03-13 partition cutover, generation contract, sync gate
      
      Made-with: Cursor

1158. vendredi 13 mars 2026 à 12:35:17 a240cc0
      docs: add PG DBA autovacuum proposal (table settings, l3 policy, refactor block)
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1159. vendredi 13 mars 2026 à 12:34:07 813ad46
      refactor(db): state-first query boundary + SQL type safety in live paths
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      - Explicit SQL casts: ::bigint for COUNT/MAX(epoch_id); ::text for aggregates
        mapped to Decimal (ingest_epoch, proof_runner, exposure_reconcile,
        deterministic_proof, stats_queries).
      - Remove direct NUMERIC→Decimal in critical/live paths: use ::text + parse
        in exposure_reconcile, fills_ledger, positions, stats_queries.realized_pnl,
        proof_runner MAX(expected_edge_bps).
      - Add STATE_FIRST_AND_SQL_TYPE_SAFETY_DELIVERABLE.md (live paths, casts,
        Decimal fixes, error-family confirmation).
      
      Made-with: Cursor

1160. vendredi 13 mars 2026 à 11:38:42 94397fa
      fix(db): run_symbol_state NUMERIC decode — read as text, parse to Decimal (avoid NaN/overflow)
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1161. vendredi 13 mars 2026 à 11:09:55 38e263f
      chore(dba): add PostgreSQL DBA health scan script and report template
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1162. vendredi 13 mars 2026 à 11:09:26 7b7b36e
      fix(db): cast SUM() to bigint in run_raw_counts_from_state (Option<i64> vs NUMERIC)
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1163. vendredi 13 mars 2026 à 11:03:55 bef764e
      feat(execution): L3 soft at system level — l3_integrity out of system_live_ready AND
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      Deel 2: L3 no longer systemically blocks execution; symbol-level safety unchanged.
      
      - data_integrity: system_live_ready() no longer ANDs l3_integrity
      - l3_integrity still computed and logged in DATA_INTEGRITY_MATRIX
      - hard_blocked symbols still filtered from exec_allowed (symbol-level)
      - Verified: no second systemic L3 choke in codebase
      
      See docs/ROUTE_HOT_PATH_STATE_PROOF.md (Deel 2 section).
      
      Made-with: Cursor

1164. vendredi 13 mars 2026 à 11:02:32 1675ff9
      feat(route): hot path state-only — analyze_run_from_state, no raw/legacy readers
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      Deel 1: Route hot path depends only on run_symbol_state + run_by_id.
      
      - stats_queries: RunSymbolStateRow + run_symbol_state_rows_for_run (single SELECT)
      - current_run_analysis: analyze_run_from_state (state rows + run_by_id only; same formulas as provisional)
      - route_selector: run_v2_route_analysis uses analyze_run_from_state (no fallback to analyze_run)
      
      Readers no longer in route hot path:
        pair_summaries_for_run, l2_symbol_stats_for_run, l3_symbol_stats_for_run,
        symbol_trade_counts, symbol_avg_spread_l2
      
      See docs/ROUTE_HOT_PATH_STATE_PROOF.md.
      
      Made-with: Cursor

1165. vendredi 13 mars 2026 à 10:59:19 0679f49
      feat(route_engine): exit regime architecture — kapitaalbescherming primair
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      - ExitRegime enum + exit_mode_to_regime; select_allowed_exit_regimes(route,horizon,features,path)
      - RouteCandidate: exit_regime, capture_factor; filter matrix on allowed regimes
      - EXIT_REGIME_ALLOWED/REJECTED/CHOSEN/EXPECTANCY_APPLIED logging
      - Pipeline: v2_exit_strategy_from_route(..., exit_regime); no legacy fallback
      - docs/EXIT_REGIME_ARCHITECTURE.md + CHANGELOG
      
      Made-with: Cursor

1166. vendredi 13 mars 2026 à 10:22:38 28fc6e7
      docs: CHANGELOG 2025-03-13 Route Engine Evolution (Live Edge Machine)
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      - Added/Changed/Internal per module (l3_quality, run_metrics, fill_probability,
        route_expectancy, expected_path, route_selector, sizing, strategy_pipeline,
        universe, ingest_runner, live_runner, readiness_gate, run_symbol_state, data_integrity)
      - Validatie: cargo check + cargo test (29 passed)
      
      Made-with: Cursor

1167. vendredi 13 mars 2026 à 01:31:15 6b47325
      feat(route): Fase 5 run metrics, ROUTE_RUN_METRICS log, cost/ROI stubs, run_symbol_state refresh log
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      - run_metrics: RouteRunMetrics, market_cost_from_counts/edge_roi stubs
      - route_selector: aggregate and log ROUTE_RUN_METRICS (valid_route_count, avg_edge_velocity, neutral_path_ratio, l3_quality_avg)
      - run_symbol_state: RUN_SYMBOL_STATE_REFRESH duration log; l2 CTE filter spread_bps IS NOT NULL
      
      Made-with: Cursor

1168. vendredi 13 mars 2026 à 01:30:18 5a66d1e
      feat(route): Fase 4 opportunity_score in universe, refresh timing logs
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      - SymbolQualityInputs.opportunity_score; L3Ingest/Execution layer boost
      - ingest_runner/live_runner: opportunity_score: None in quality map
      - UNIVERSE_REFRESH_STATE_TIMING logs (refresh_ms, state_reads_ms, total_ms, symbol_count)
      
      Made-with: Cursor

1169. vendredi 13 mars 2026 à 01:30:13 5a3c006
      feat(route): Fase 3 dynamic sizing (size_quote_v2), edge velocity in pipeline
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      - sizing: size_quote_v2 with sigmoid(edge) * confidence * liquidity_score * capital_availability
      - strategy_pipeline v2: use size_quote_v2 for route sizing (expected_net_edge_bps, confidence, spread_bps)
      
      Made-with: Cursor

1170. vendredi 13 mars 2026 à 01:30:08 0fb9229
      feat(route): Fase 1 L3 soft + Fase 2 path model
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      Fase 1 — L3 economisch veilig:
      - l3_quality module: compute_l3_quality_score (floor when no L3)
      - MarketFeatures.l3_quality_score, fill_prob Hybrid/Fallback, floor 0.05
      - route_expectancy: confidence *= l3_quality_score, edge lerp penalty, no L3 hard block
      - validate_candidate: confidence/fill_prob soft gate (no reject)
      - data_integrity doc: L3 does not invalidate routes
      
      Fase 2 — Direction & path:
      - DirectionalBias enum, ExpectedPath base_move/upside_tail/downside_tail/move_confidence
      - expected_path: directional_bias_from_features, horizon elasticity (no PathNotHorizonConsistent reject)
      - route_expectancy: time_efficiency = move/sqrt(duration), edge_velocity_bps_per_sec
      
      Made-with: Cursor

1171. vendredi 13 mars 2026 à 00:43:58 4dd0228
      fix: L2 count in run_symbol_state includes all rows (remove spread_bps IS NOT NULL filter)
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      Made-with: Cursor

1172. vendredi 13 mars 2026 à 00:39:59 e2be75d
      fix: refresh run_symbol_state before L3 safety checks (resync, hard-block, ExitOnly)
      Afficher le corps du commit

      Made-with: Cursor

1173. vendredi 13 mars 2026 à 00:29:01 873f915
      db: add run_symbol_state to retention cleanup and CLI output
      Afficher le corps du commit

      Made-with: Cursor

1174. vendredi 13 mars 2026 à 00:28:59 334f9fb
      execution: wire run_symbol_state refresh and state reads in live and ingest runners
      Afficher le corps du commit

      Made-with: Cursor

1175. vendredi 13 mars 2026 à 00:28:56 608d3bc
      db: add refresh_run_symbol_state and from_state read functions
      Afficher le corps du commit

      Made-with: Cursor

1176. vendredi 13 mars 2026 à 00:28:53 6082039
      db: add run_symbol_state table and index (hot-path state)
      Afficher le corps du commit

      Made-with: Cursor

1177. jeudi 12 mars 2026 à 23:56:56 af6ec1f
      DB optimization: raw table indexes, retention cleanup, drop execution_event_buffer, truncate script
      Afficher le corps du commit

      Made-with: Cursor

1178. jeudi 12 mars 2026 à 23:10:02 11e40f8
      Add L3 netto edge report: SQL queries, shell script, rapport template
      Afficher le corps du commit

      Made-with: Cursor

1179. jeudi 12 mars 2026 à 22:46:47 0e4cb70
      route-engine: economic calibration — move distribution, relative move, vol-scale, momentum, capital velocity
      Afficher le corps du commit

      - ROUTE_MOVE_DISTRIBUTION: per (route_type, horizon) p50/p75/p90/p95/p99/avg (confidence>0.10)
      - Relative move: move_valid = expected_move_bps/fee_bps > 0.85; path MIN_MOVE_BPS check removed
      - Vol-scaled move: vol_reference = run p75 vol_proxy; vol_scale clamp(0.7,2.5); all builders
      - Momentum boost 1.15–1.35 for Breakout/Pullback when trend_strength/vol_expansion/trade_density above thresholds
      - time_adjusted_score *= sqrt(capital_velocity_norm); capital_velocity = move_bps/hold_secs
      - ROUTE_ECONOMIC_PRESSURE_STATS: valid_move_ratio, avg_relative_move_score, top_relative_move_symbol
      
      Made-with: Cursor

1180. jeudi 12 mars 2026 à 18:35:33 900cdb2
      route-engine: Breakout fallback-band confidence uplift
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      - When 0.20 < vol_expansion <= 0.35, trend_strength > 0.20 and direction set:
        add BREAKOUT_FALLBACK_CONFIDENCE_UPLIFT (0.10) so confidence reaches
        MIN_CONFIDENCE and paths pass path_confidence_too_low -> move_below_fees or valid
      - No move/other routes/MIN_MOVE_BPS/safety changes
      
      Made-with: Cursor

1181. jeudi 12 mars 2026 à 18:26:32 483786a
      route-engine: BREAKOUT direction trace (guarded) + direction fallback
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      - BREAKOUT_DIRECTION_TRACE: log symbol, micro_bps, trend_strength, vol_expansion,
        builder/validated direction, rejection (guarded by ROUTE_V2_PATH_DIAG, max 8 per run)
      - reset_breakout_trace_count() at start of run_v2_route_analysis when diag on
      - Breakout direction fallback: vol_expansion in (0.20, 0.35] and trend_strength > 0.20
        -> set direction from micro_direction/micro_bps (breakout_direction_from_features)
      - No move/confidence/safety changes; only Breakout direction
      
      Made-with: Cursor

1182. jeudi 12 mars 2026 à 18:11:38 0dcdb8d
      tune(route_engine): Breakout mid-band (0.35–0.5) base_move +20% (0.9 -> 1.08)
      Afficher le corps du commit

      Single small step: more paths clear move_below_fees. Diag stays on for calibration.
      
      Made-with: Cursor

1183. jeudi 12 mars 2026 à 18:03:35 41e837f
      fix(route_engine): Breakout vol_expansion threshold 0.5 -> 0.35 for direction/move/confidence
      Afficher le corps du commit

      So more pairs get Up/Down instead of Neutral; diag showed 100% Neutral for breakout.
      
      Made-with: Cursor

1184. jeudi 12 mars 2026 à 17:47:04 8765fbd
      feat(route_engine): v2 path diag guard + direction stats + almost-tradable ranking + route_family impact
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      - ROUTE_V2_PATH_DIAG env guard: ROUTE_PATH_DIRECTION_STATS and
        ROUTE_ALMOST_TRADABLE_RANKING (top 20) only when guard set
      - V2_ROUTE_ANALYSIS_COMPLETE extended with route_family counts
        (pullback, breakout, pump_fade, passive) for impact reporting
      - Path heuristic: micro_direction band 0.5 -> 0.25 bps so more
        paths get Up/Down, fewer path_not_directional
      
      Made-with: Cursor

1185. jeudi 12 mars 2026 à 17:11:43 ea159d1
      feat(route_engine): Route Decision Engine v2 — market-first, path-first
      Afficher le corps du commit

      Replace strategy-first economic decisioning with market-first route
      engine. Per pair: market features → expected path per horizon → route
      candidates (route × horizon × entry × exit) → expectancy → winner or
      explicit NoTrade.
      
      New modules (src/route_engine/, 7 files, 1282 LOC total):
      - types.rs: RouteType, EntryMode, ExitMode, RouteHorizon, ExpectedPath,
        RouteCandidate, RouteSelection, V2RouteReport
      - market_features.rs: MarketFeatures from CurrentRunMarketRow
      - expected_path.rs: first-class ExpectedPath with path_source,
        heuristic builders per (route_type, horizon), validation
      - route_expectancy.rs: expected_net_edge_bps, time_adjusted_score,
        full cost decomposition, max_hold_secs invariant
      - route_selector.rs: candidate matrix, winner selection, orchestration
      - shadow.rs: mandatory counterfactual logging with numeric why_lost
        deltas (alt vs winner edge/confidence/score)
      - mod.rs: module wiring
      
      Integration:
      - live_runner.rs: v2 route analysis replaces readiness+v1 pipeline
      - strategy_pipeline.rs: run_strategy_pipeline_v2 bridges v2 routes
        to existing execution layer via legacy strategy mapping
      
      Shadow output shows winner + all alternatives with concrete numeric
      differences explaining why each alternative lost.
      
      Docs: design document + 12 investigation reports + changelog updates.
      Made-with: Cursor

1186. jeudi 12 mars 2026 à 17:09:35 650a909
      fix(readiness): Volume strategy EdgeNegative bypass + check_entry_readiness lookup
      Afficher le corps du commit

      - readiness_gate: Volume strategy was blocked by general EdgeNegative
        check before its own -5 bps floor could apply. Now excluded from
        general EdgeNegative (mirrors existing SurplusBelowFloor exemption).
      - check_entry_readiness: lookup found first PairReadinessRow for symbol
        regardless of strategy, causing StrategyMismatch. Now matches both
        symbol AND selected_strategy.
      
      Made-with: Cursor

1187. jeudi 12 mars 2026 à 14:55:28 939d1fd
      fix(execution): max_epoch_age_secs race with evaluation_interval_secs
      Afficher le corps du commit

      max_epoch_age_secs was (freshness*2).max(300) which equals the 300s evaluation
      interval — leaving zero margin for processing jitter. Epochs produced every 300s
      are 300-310s old at evaluation time, causing global_liveness=false permanently.
      
      Changed to (freshness*2).max(evaluation_interval + 120), giving 420s with default
      config. This applies to both the normal and execution-only loops.
      
      Made-with: Cursor

1188. jeudi 12 mars 2026 à 14:40:15 a25b35c
      epoch validity: exclude hard_blocked symbols from entry-validity set
      Afficher le corps du commit

      Analogous to the earlier pinned exclusion: symbols that are hard_blocked
      (permanently lacking L3 data because the exchange does not provide L3 for them)
      are already excluded from trading by the per-symbol safety mechanism. They should
      not count against the 90% entry-validity threshold.
      
      Entry-validity set is now: execution_symbols \ (pinned ∪ hard_blocked).
      
      Without this fix, 4/23 non-pinned execution symbols with permanent l3_count=0
      (ATH/USD, AVNT/USD, CC/USD, DOT/USD — Kraken does not provide L3 for them)
      caused every epoch to be degraded (17.4% > 10% tolerance), keeping the engine
      permanently in ExitOnly mode even though system_live_ready=true.
      
      EPOCH_VALIDITY_COMPUTED now logs hard_blocked_excluded_count alongside
      pinned_excluded_count and entry_validity_count.
      
      Made-with: Cursor

1189. jeudi 12 mars 2026 à 14:30:28 f47cac4
      fix(execution): l3_integrity checked global hard_blocked list instead of exec-set intersection
      Afficher le corps du commit

      Two bugs fixed:
      
      1. `list_hard_blocked_symbols()` returns ALL globally hard_blocked symbols (from all
         runs/processes). The code passed `!hard_blocked.is_empty()` as `hard_blocked_any_exec_symbol`,
         meaning any hard_blocked symbol anywhere — even outside the execution set — made
         l3_integrity=false and blocked the entire engine. Fixed: only count symbols actually
         present in the execution set (BTreeSet::remove returns true only if present).
      
      2. l3_integrity was binary: any single hard_blocked exec symbol → system down.
         This is overly aggressive when a minority of symbols permanently lack L3 data on
         the exchange (Kraken does not provide L3 for all pairs). Hard_blocked symbols are
         already removed from exec_allowed and will not trade; universe_viability separately
         checks if enough symbols remain. Changed to fraction-based: l3_integrity=false only
         when >50% of exec symbols are hard_blocked (systemic L3 failure), not when a few
         illiquid symbols lack L3.
      
      Observability: DATA_INTEGRITY_MATRIX now logs hard_blocked_exec_count and
      total_exec_before_filter. EXECUTION_SYMBOL_FILTERED only logged for symbols
      actually in the execution set.
      
      Made-with: Cursor

1190. jeudi 12 mars 2026 à 12:43:04 cea8bcc
      docs: CHANGELOG_ENGINE correct commit hash for observability export
      Afficher le corps du commit

      Made-with: Cursor

1191. jeudi 12 mars 2026 à 12:41:37 61f96fa
      Observability read-model export voor KapitaalBot-Website
      Afficher le corps du commit

      - docs/OBSERVABILITY_SNAPSHOT_CONTRACT.md: versioned contract 1.0
      - src/db/read/observability_queries: order/fill/regime/strategy counts, latest_epoch_summary
      - src/observability: snapshot DTOs + export naar JSON (public_* families)
      - CLI: export-observability-snapshots (OBSERVABILITY_EXPORT_DIR)
      - CHANGELOG + CHANGELOG_ENGINE bijgewerkt
      
      Website BFF leest alleen deze snapshots; geen directe DB-queries.
      
      Made-with: Cursor

1192. jeudi 12 mars 2026 à 12:36:13 a6fa319
      epoch validity: entry-validity set = execution \ pinned (pinned excluded from 90% rule)
      Afficher le corps du commit

      - compute_epoch_criteria_and_status uses only non-pinned execution symbols for 90% check
      - Pinned stay in scope/snapshot/universe; illiquid pinned no longer block entry gate
      - EPOCH_VALIDITY_COMPUTED log: entry_validity_count, pinned_excluded_count, status
      - symbol_count in EpochCriteria = entry-validity set size
      - docs/EPOCH_ENTRY_VALIDITY_SET.md: design + live validation checklist
      
      Made-with: Cursor

1193. jeudi 12 mars 2026 à 11:16:35 70857f2
      feat(execution): explicit epoch binding policy (LatestValid / PreferCurrentLineage) + EXECUTION_EPOCH_BOUND logging
      Afficher le corps du commit

      Made-with: Cursor

1194. jeudi 12 mars 2026 à 10:28:12 5086221
      docs: TRADABLE_COUNT_NEXT_STEPS + run71 degraded symbols diagnostic script
      Afficher le corps du commit

      Made-with: Cursor

1195. jeudi 12 mars 2026 à 10:27:56 f6a603b
      feat(epoch): valid epoch when ≥90% symbols meet criteria (fix run 71 degraded)
      Afficher le corps du commit

      Made-with: Cursor

1196. jeudi 12 mars 2026 à 09:44:49 29e4117
      chore: CHANGELOG_ENGINE commit hash for execution-only fix
      Afficher le corps du commit

      Made-with: Cursor

1197. jeudi 12 mars 2026 à 09:43:09 2e525b4
      fix(config+execution): EXECUTION_ONLY=1 parse + first-binding lineage break
      Afficher le corps du commit

      - config: parse_bool_env() accepts 1/0/true/false so systemd EXECUTION_ONLY=1
        enables split mode (no own ingest, bind to ingest epochs).
      - live_runner: lineage_break_detected only when previous lineage differs from
        current; set last_bound_lineage_id after every binding. Fixes spurious
        ExitOnly on first epoch binding.
      
      CHANGELOG + CHANGELOG_ENGINE updated.
      
      Made-with: Cursor

1198. jeudi 12 mars 2026 à 01:56:18 158d285
      chore: correct commit hash in CHANGELOG_ENGINE
      Afficher le corps du commit

      Made-with: Cursor

1199. jeudi 12 mars 2026 à 01:56:09 9a1a48c
      fix(analysis): capturable move strategy-aware in readiness report
      Afficher le corps du commit

      CapturableMoveInputs used pre-loop maker-oriented expected_move_bps for
      all strategies; Momentum received systematically underestimated capturable
      move -> SurplusBelowFloor/EdgeNegative. Now: capturable move computed per
      strategy with strategy_move_bps inside the loop; NoTrading branch keeps
      maker expected_move_bps.
      
      CHANGELOG + CHANGELOG_ENGINE updated.
      
      Made-with: Cursor

1200. jeudi 12 mars 2026 à 00:58:33 13781a8
      fix(fill_prob): calibrate for Kraken liquidity levels
      Afficher le corps du commit

      The fill probability model was calibrated for high-volume exchanges
      (5 trades/sec normalization, 40s fill reference). On Kraken, even
      liquid pairs like EUR/USD only do 0.5 trades/sec, giving fill_prob
      of 7% — making edge permanently negative.
      
      Changes:
      - Fallback density normalization: 5.0 → 0.5 (Kraken-realistic)
      - L3 fill time reference: 40s → 300s (maker orders rest for minutes)
      
      EUR/USD expected fill_prob: 0.07 → 0.70 (with trade_density=0.53)
      
      Made-with: Cursor

1201. jeudi 12 mars 2026 à 00:42:14 0dcd344
      fix(edge): strategy-aware edge and expected_move calculations
      Afficher le corps du commit

      The economic model was originally built for market making (maker) and
      applied fill_probability uniformly to all strategies. This penalized
      momentum/taker strategies where fill is instant (market order).
      
      Changes:
      - Momentum edge: no fill_prob discount, costs = 2*taker_fee + slippage
      - Maker edge: fill_prob * (move - maker_fee - taker_fee - slippage)
      - Momentum expected_move: vol*1.2 + micro*1.0 + spread*0.1 (directional)
      - Maker expected_move: spread*0.8 + vol*0.4 + micro*0.6 (spread capture)
      
      Made-with: Cursor

1202. jeudi 12 mars 2026 à 00:08:17 8693309
      feat(warmup): skip 60s warmup when ingest is already producing epochs
      Afficher le corps du commit

      If a valid ingest epoch exists in the DB, the execution runner now
      reduces warmup from 60s to 5s (WS connect only) and uses the ingest
      run_id for initial universe selection data. This avoids redundant
      waiting when run-ingest is already running continuously.
      
      Made-with: Cursor

1203. jeudi 12 mars 2026 à 00:05:40 6ba5998
      fix(fees): parse Kraken TradeVolume nested fee object correctly
      Afficher le corps du commit

      The TradeVolume API returns fees as nested objects:
        fees["XETHZUSD"]["fee"] = "0.3500" (percentage)
      
      The code called as_str() on the object directly, which returned
      None, silently falling back to hardcoded defaults (20/26 bps).
      Actual account fees (18/35 bps) were never read from the API.
      
      Fix: navigate into nested object with .get("fee"), parse the
      percentage string, convert to bps with * 100 (not * 10_000).
      
      Made-with: Cursor

1204. mercredi 11 mars 2026 à 23:41:27 1a3909e
      fix: readiness gate economic model bugs + complete exposure protection logging
      Afficher le corps du commit

      Root cause fixes for 0/200 tradable pairs:
      
      1. Regime metric mapping: spread_stability measured width not stability
         (divisor 20→80), midprice_volatility threshold too aggressive (divisor
         10→40). Most altcoins falsely tagged CHAOS.
      
      2. Slippage volatility multiplier: vol_proxy * 5.0 used raw bps input
         (e.g. 15 bps → 75 bps slippage). Changed to * 0.3 for sane values.
      
      3. Edge formula: fill_prob * move - costs → fill_prob * (move - costs).
         Costs only incurred when filled, not every attempt.
      
      4. Capturable move: removed fill_probability discount (double-counted
         with edge formula). Capturable move = execution quality given fill.
      
      5. Bootstrap fees: 35/35 → 25/40 bps (match Kraken base tier).
      
      Also includes previously uncommitted exposure protection causal logging
      (exit_lifecycle, exposure_reconcile, runner, ws_handler).
      
      DB cleanup: zeroed phantom positions (ETH/USD, EUR/USD) and expired
      stale orders that caused "Insufficient funds" protection failures.
      
      Made-with: Cursor

1205. mercredi 11 mars 2026 à 22:40:14 475f5ab
      feat: causal exposure validation + maker/taker route evaluation
      Afficher le corps du commit

      - Exposure: validate per-symbol UNPROTECTED→STARTED→outcome chain in validate script
      - Maker/taker: evaluate both execution modes per route, choose on net edge
      - Logging: ROUTE_MAKER_EVALUATED, ROUTE_TAKER_EVALUATED, ROUTE_EXECUTION_MODE_CHOSEN
      - slippage_estimator: estimate_slippage_for_entry_mode(maker)
      - readiness_gate: slippage_for_entry_mode()
      - EDGE_NEGATIVE_HARD_BLOCK uses chosen_edge_bps (max of maker/taker)
      
      Made-with: Cursor

1206. mercredi 11 mars 2026 à 22:25:27 e3554fe
      feat(fees): live fee model via Kraken TradeVolume API
      Afficher le corps du commit

      STAP 1 — Live fee source:
      - auth_rest: get_trade_volume() via POST /0/private/TradeVolume
      - LiveFeeProvider: fetch maker/taker fees, volume_30d from account
      - Refresh at startup + periodiek (24h)
      - Fallback: cached of bootstrap met expliciete FEE_MODEL_FALLBACK_USED log
      
      STAP 2 — Fees als pure input:
      - FeeTier.fee_source (live|cached|bootstrap)
      - ROUTE_FEE_PROFILE: fee_entry_bps, fee_exit_bps, total_fee_bps, fee_source
      - ROUTE_EDGE_BREAKDOWN: fee_source toegevoegd
      - tier_from_provider_or_bootstrap() i.p.v. hardcoded current_fee_tier
      
      STAP 4 — Traceability:
      - FEE_MODEL_REFRESH_STARTED, FEE_MODEL_REFRESHED, FEE_MODEL_REFRESH_FAILED
      - FEE_STATE_ACTIVE, FEE_DIFFERENTIAL
      - log_fee_state_active() bij startup
      
      STAP 5 — Geen hardcoded defaults als waarheid:
      - Bootstrap (35 bps) alleen bij no prior fetch, met expliciete log
      - Alle fee-consumers via LiveFeeProvider of tier_from_provider_or_bootstrap
      
      STAP 6 — Server validatie:
      - validate_live_engine_server.sh: FEE_STATE_ACTIVE vereist
      - Fee model counters in output
      
      Made-with: Cursor

1207. mercredi 11 mars 2026 à 22:12:18 1d8155a
      feat: auto-protect unprotected exposure with real stop/market orders
      Afficher le corps du commit

      - Add protection_flow.rs: places emergency stop-loss (with market fallback)
        for any unprotected position; persists order to execution_orders so
        symbol-execution lock detects it immediately.
      - Startup reconcile (both live and execution-only paths) now calls
        protect_exposure() for each unprotected position instead of only logging.
      - Periodic reconcile returns unprotected records; live_runner triggers
        protect_exposure() for any newly detected unprotected positions.
      - detect_partial_fill_protection updated: checks for existing exit orders
        and logs EXPOSURE_PROTECTION_CONFIRMED or EXPOSURE_PROTECTION_STARTED
        (reason=exit_lifecycle_triggered) accurately.
      - New log markers: EXPOSURE_PROTECTION_STARTED, EXPOSURE_PROTECTION_CONFIRMED,
        EXPOSURE_PROTECTION_FAILED, EXPOSURE_PROTECTION_FALLBACK_MARKET,
        EXIT_PLAN_RECONCILED, EMERGENCY_STOP_PERSISTED.
      
      Made-with: Cursor

1208. mercredi 11 mars 2026 à 21:41:32 3db29f2
      feat(safety): proof mode isolation + exposure auto-protection + symbol lock
      Afficher le corps du commit

      STAP A — Proof mode isolation:
      - PROOF_MODE_STATE log at start of every pipeline run (active=true/false)
      - PROOF_MODE_BYPASS_APPLIED at system gate and per-pair gate
      - EDGE_NEGATIVE_HARD_BLOCK: hard guard — when proof_mode=false, any route with
        expected_edge_bps < 0 is blocked before plan_execution; log + Skip outcome
      
      STAP B — Exposure auto-protection:
      - exposure_reconcile.rs: new module
        - reconcile_exposure_at_startup(): load positions, check exit orders,
          log EXPOSURE_DETECTED / EXPOSURE_UNPROTECTED / EXPOSURE_PROTECTION_CONFIRMED
          / RECONCILE_POSITION_STATE
        - check_symbol_execution_lock(): per-symbol guard before new entry;
          blocks if active exit orders, open entry orders, or unprotected net position;
          logs SYMBOL_EXECUTION_LOCK_ACQUIRED / SYMBOL_EXECUTION_LOCK_RELEASED
        - detect_partial_fill_protection(): called on every fill (incl. partial);
          logs PARTIAL_FILL_PROTECTION_UPDATE, EXPOSURE_UNPROTECTED if no exit orders
        - run_periodic_reconcile(): lightweight periodic position/exit order mismatch check
      
      - live_runner.rs:
        - reconcile_exposure_at_startup() called at startup before evaluation loop
        - check_symbol_execution_lock() called before every order submit
        - run_periodic_reconcile() called every 10 evaluations
      
      - ws_handler.rs:
        - detect_partial_fill_protection() called on every entry fill (partial + full)
        - ORDER_FILL log extended with partial=true/false
      
      Logging additions:
        PROOF_MODE_STATE, PROOF_MODE_BYPASS_APPLIED, EDGE_NEGATIVE_HARD_BLOCK
        EXPOSURE_DETECTED, EXPOSURE_UNPROTECTED, EXPOSURE_PROTECTION_STARTED
        EXPOSURE_PROTECTION_CONFIRMED, PARTIAL_FILL_PROTECTION_UPDATE
        RECONCILE_POSITION_STATE, SYMBOL_EXECUTION_LOCK_ACQUIRED, SYMBOL_EXECUTION_LOCK_RELEASED
      
      Made-with: Cursor

1209. mercredi 11 mars 2026 à 20:22:08 3eb3a81
      fix(pipeline): ROUTE_SELECTED shows effective proof-capped size and proof_mode flag
      Afficher le corps du commit

      Made-with: Cursor

1210. mercredi 11 mars 2026 à 20:18:24 457c92f
      fix(pipeline): cap proof mode trade size + log ROUTE_PROOF_ENTRY_FORCED on normal path
      Afficher le corps du commit

      Previously, when proof mode bypassed readiness checks and the normal risk+queue
      path returned Execute, the full sizing (e.g. 20 EUR) was used instead of the
      proof cap (ROUTE_PROOF_MAX_ORDER_QUOTE). The ROUTE_PROOF_ENTRY_FORCED log was
      only emitted in the fallback Skip→Execute conversion, not here.
      
      Fix:
      - Introduce `proof_mode_active` flag in execution loop (proof.enabled && execute_count==0)
      - Cap `effective_size_dec` to `route_proof.max_order_quote` when proof_mode_active
      - Emit ROUTE_PROOF_ENTRY_FORCED immediately when Execute is produced with proof cap
      - This ensures ROUTE_PROOF_MAX_ORDER_QUOTE=5 is always respected regardless of path
      
      Made-with: Cursor

1211. mercredi 11 mars 2026 à 19:57:18 a1cc39d
      feat(engine): PAIR_FILTER_RESULT, INGEST_WARMUP_STATE, proof auto-disable, latency split
      Afficher le corps du commit

      strategy_pipeline.rs:
      - PAIR_FILTER_RESULT log for every pair entering/failing pair_allowed_for_ranking
        (result=allowed|blocked, fill_time_ms, spread_bps, strategy)
      - RouteRecord: add spread_net_bps field (pre-computed per strategy)
      - ROUTE_EDGE_BREAKDOWN: add spread_net_bps, spread_role, break_even_shortfall_bps
        per route (enables spread attribution in no-trade forensics)
      
      ingest_runner.rs:
      - INGEST_WARMUP_STATE state=warming_up logged at WS start
      - INGEST_WARMUP_STATE state=live_ready|degraded_warmup logged after warmup period
      - INGEST_WARMUP_STATE repeated in heartbeat when valid_epochs=0
        (explicitly distinguishes warming-up from stream_unhealthy)
      - INGEST_STREAM_HEALTH extended with warmup_state field
      
      live_runner.rs:
      - ROUTE_PROOF_DISABLED: auto-disable proof mode after first successful order submit
        (proof_lifecycle_proven flag; subsequent cycles run without forcing)
      - PIPELINE_LATENCY_PROFILE: log pipeline logic latency (ms) per evaluation
        (splits pure logic cost from DB/IO; complement to ROUTE_LATENCY_PROFILE)
      - proof_total_forced_trades counter for diagnostic reporting
      
      Made-with: Cursor

1212. mercredi 11 mars 2026 à 19:33:52 30df0f6
      feat(ingest): IngestStreamHealth with gap detection and lineage recovery
      Afficher le corps du commit

      - Add IngestStreamHealth struct tracking:
        - last_message_ts: most recent ticker/trade timestamp
        - consecutive_valid_epochs: epoch continuity counter
        - gap_detected: boolean flag for active gap state
        - gap_start_ts: timestamp when gap started
        - reconnect_count: reconnect event counter
      
      - At each heartbeat, query DB for last ticker/trade timestamp
        and compute last_msg_age_secs to assess stream liveness
      
      - Log INGEST_STREAM_HEALTH every heartbeat:
        healthy, last_message_age_secs, valid_epochs, gap, reconnects
      
      - Log INGEST_GAP_DETECTED when last_msg_age_secs > 120
      - Log INGEST_LINEAGE_RECOVERED when stream recovers after gap
      - Track consecutive_valid_epochs in stream_health (reset to 0 on EPOCH_DEGRADED)
      
      DATA_FRESHNESS_STATE can now rely on INGEST_STREAM_HEALTH markers
      instead of arbitrary time-window heuristics
      
      Made-with: Cursor

1213. mercredi 11 mars 2026 à 19:31:58 027e9b9
      feat(engine): route transparency, pair classifier, ORDER_ID_CORRELATION_FALLBACK
      Afficher le corps du commit

      pair_classifier.rs (new):
      - PairClass enum: MajorFx, CryptoMajor, CryptoMid, Altcoin, Unknown
      - classify_pair(): categorizes symbols by base asset
      - edge_model_justification(): regime+strategy context for each pair class
      
      strategy_pipeline.rs:
      - PAIR_CLASSIFICATION log per selected route
      - EDGE_MODEL_JUSTIFICATION log per selected route
      - ROUTE_DECISION_SUMMARY: full economics (edge, fill_prob, fees, spread_net, slippage)
      - ROUTE_PARAMETER_PROFILE: SL/TP/time_stop, maker_or_taker, spread breakdown per route
      - COUNTERFACTUAL_BEST_ROUTE: top 5 non-executed routes when execute_count=0
      - RouteRecord extended with entry_strategy, exit_strategy, spread_bps fields
      
      runner.rs:
      - ORDER_ID_CORRELATION_FALLBACK_USED logged when exchange bridge not found
        (HandleResult::Unknown → bridge correlation failed → event was unroutable)
      
      Made-with: Cursor

1214. mercredi 11 mars 2026 à 19:27:32 1022953
      fix(engine): pair filter removed spread gate, instrument-driven exit price precision
      Afficher le corps du commit

      pair_allowed_for_ranking refactored:
      - Remove spread_bps > 2.0 global gate (spread is route feature, not global blocker)
      - Remove fill_time=None blocking (None = no L3 data = not technically blocked)
      - Only hard blocker: fill_time >= 60s when explicitly known
      - All 42 L3 symbols including EUR/USD and crypto-majors now pass this filter
      
      exit_lifecycle.rs precision fix:
      - Replace hardcoded 5-decimal rounding with get_instrument_constraints() per symbol
      - normalize_order() uses price_increment from Kraken instrument metadata
      - InstrumentConstraints::fallback_5dp() added for resilience when API call fails
      - Log PRECISION_SOURCE=instrument_metadata and PRECISION_NORMALIZATION_APPLIED per exit
      
      Made-with: Cursor

1215. mercredi 11 mars 2026 à 19:24:50 576dfea
      fix(engine): structural data freshness, blocker masking fix, spread strategy-aware
      Afficher le corps du commit

      Data freshness (structural, not workaround):
      - Remove MAX_RUN_AGE_FOR_READINESS_SECS (48h run-age logic removed)
      - Add LIVE_DATA_MAX_AGE_SECS=60 based on actual last_ticker_ts/last_trade_ts
      - Remove live_freshness_secs parameter from run_readiness_analysis_for_run
      - Log DATA_FRESHNESS_STATE with mode=live/historical on every readiness check
      
      Blocker masking fix (check_entry_readiness):
      - Return actual primary_blockers.first() instead of hardcoded DataStale
      - Fallback to DataStale only when report.data_stale=true or primary_blockers is empty
      - Prevents economic blockers (RegimeChaos, EdgeNegative) from showing as DataStale
      
      Spread strategy-aware (cost_breakdown.rs):
      - Rename spread_cost_bps → spread_net_bps in CostBreakdown
      - Add spread_net_for_strategy(): Liquidity/Volume=-spread*0.5 (income), Momentum=+spread*0.5 (cost)
      - strategy_readiness_report uses spread_net_for_strategy per candidate
      - Log SPREAD_ROLE with spread_bps, spread_net_bps, role per evaluation
      
      live_runner.rs updated to call run_readiness_analysis_for_run without freshness parameter.
      
      Made-with: Cursor

1216. mercredi 11 mars 2026 à 19:20:42 df17f9e
      fix(engine): strategy-aware entry filter, slippage maker/taker split, sizing ratios
      Afficher le corps du commit

      entry_filter.rs:
      - Add max_spread_bps and spread_is_income fields to EntryFilterConfig
      - Add entry_filter_for_strategy(): Momentum uses spread as UPPER bound (taker cost),
        Liquidity/Volume use it as LOWER bound (maker income)
      - Momentum: max_spread=30bps, max_fill_time=5s; Liquidity: max_fill_time=40s; Volume: default
      
      slippage_estimator.rs:
      - MAKER_SPREAD_FACTOR=0.05 (posting costs no spread crossing)
      - TAKER_SPREAD_FACTOR=0.50 (taker pays half-spread)
      - base_slippage_for_strategy(): Momentum=3-4bps, Liquidity=0.8-1.2bps, Volume=2.0bps
      
      sizing.rs:
      - equity_ratio_for_strategy(): Liquidity=0.05, Momentum=0.10, Volume=0.08
      - max_trade_ratio_for_strategy(): Liquidity=0.20, Momentum=0.25, Volume=0.40
      - size_quote_from_edge() now takes SelectedStrategy parameter
      
      Pipeline uses per-strategy entry filter and sizing ratios at both ranking and execution stages.
      
      Made-with: Cursor

1217. mercredi 11 mars 2026 à 19:17:01 666fec4
      fix(engine): wire exit_config_for_exit_strategy and per-strategy SL/TP/time_stop
      Afficher le corps du commit

      Three dead-code wiring gaps fixed:
      1. runner.rs: call exit_config_for_exit_strategy(selected_exit_strategy) instead of
         ExitConfig::default(); add ORDER_ID_CORRELATION_MODE log
      2. exit_lifecycle.rs: use config.time_stop_secs instead of hardcoded WAIT_TP_OR_TIMESTOP_SECS=90
      3. strategy_pipeline.rs: call momentum_execution_mode() for Momentum candidates to determine
         OrderIntent::TakerEntry vs MakerEntry; pass exit_strategy through Outcome
      
      Per-strategy ExitConfig values in strategy_selector.rs:
      - Liquidity→MakerLadder: SL=-20, TP=30, time=120s
      - Momentum→TSL: SL=-60, TP=150, time=30s
      - Volume→TimeDecay: SL=-25, TP=50, time=60s
      
      New OrderIntent::TakerEntry variant added; ExecutionIntent::TakerEntry matched accordingly.
      Outcome struct extended with exit_strategy field; live_runner.rs wired accordingly.
      
      Made-with: Cursor

1218. mercredi 11 mars 2026 à 17:50:18 5107b39
      docs: full lifecycle proof report (EXIT_LIFECYCLE_COMPLETED confirmed live)
      Afficher le corps du commit

      Full lifecycle proven on commit 6c14a4b, run_id=55, order_id=23:
      - ROUTE_SELECTED → ORDER_ACK → FILL_LEDGER_COMMITTED
      - EXIT_PLAN_CREATED → EXIT_RUNTIME_PLAN_ARMED
      - EXIT_REASON_TRIGGERED (time_stop) → EXIT_ORDER_SUBMITTED (market)
      - EXIT_LIFECYCLE_COMPLETED (market exit filled)
      - signal_to_submit=361ms, fill_to_exit_submit=7ms
      
      Made-with: Cursor

1219. mercredi 11 mars 2026 à 17:46:18 6c14a4b
      fix: round SL/TP prices to 5 decimals + alphanumeric cl_ord_id for exit orders
      Afficher le corps du commit

      Kraken rejects exit orders with too many decimal places (EOrder:Invalid price).
      Round stop_trigger_price and tp_price to 5 decimal places before submission.
      Also fix cl_prot/cl_tp id format to alphanumeric (no hyphens) for Kraken WS v2.
      
      Made-with: Cursor

1220. mercredi 11 mars 2026 à 17:42:46 30c0b61
      fix: replay buffered execution events after add_order ACK populates bridge
      Afficher le corps du commit

      Buffered events (pending_new, new, trade, filled) were released but not
      replayed through handle_execution_report. After ACK populates the
      exchange_bridge, replay each buffered event. If a fill is detected during
      replay, immediately trigger the exit phase (EXIT_PLAN_CREATED, etc.).
      
      This completes the full lifecycle: ORDER_ACK → FILL_LEDGER_COMMITTED →
      EXIT_PLAN_CREATED → EXIT_RUNTIME_PLAN_ARMED → EXIT_ORDER_SUBMITTED.
      
      Made-with: Cursor

1221. mercredi 11 mars 2026 à 17:38:52 abbfd5d
      fix: populate tracker bridge from add_order WS ACK + use exchange order_id for fills
      Afficher le corps du commit

      Three combined fixes:
      1. Skip cl_ord_id in add_order (Kraken WS v2: not supported for this account type)
      2. On WS_METHOD_ACK for add_order: extract exchange order_id, call tracker.on_ack()
         and state_machine::on_ack() to populate the exchange_bridge for fill correlation
      3. Release buffered events for the exchange order_id after bridge is populated
      4. Keep WS_ADD_ORDER_SENT debug log and WS_METHOD_* logging for diagnostics
      
      Made-with: Cursor

1222. mercredi 11 mars 2026 à 17:33:23 0fafab9
      test: temporarily remove cl_ord_id to test base order validity
      Afficher le corps du commit

      Made-with: Cursor

1223. mercredi 11 mars 2026 à 17:30:54 cdba3c9
      debug: log WS_ADD_ORDER_SENT JSON for cl_ord_id invalid arguments diagnosis
      Afficher le corps du commit

      Made-with: Cursor

1224. mercredi 11 mars 2026 à 17:27:22 5f15fdc
      fix: cl_ord_id alphanumeric-only format for Kraken WS v2 compliance
      Afficher le corps du commit

      Kraken WS v2 rejects cl_ord_id with hyphens (EGeneral:Invalid arguments:cl_ord_id).
      New format: "kb" + first char of prefix + UUID simple (32 hex) = 35 chars total.
      All alphanumeric, no hyphens, satisfies Kraken's character and length requirements.
      
      Made-with: Cursor

1225. mercredi 11 mars 2026 à 17:24:07 89387c7
      fix: truncate cl_ord_id to 36 chars (Kraken EGeneral:Field cl_ord_id max)
      Afficher le corps du commit

      Kraken WS v2 rejects add_order with cl_ord_id longer than 36 chars.
      Format "kb-strat-{uuid32}" = 41 chars exceeds limit.
      Now truncates to 36 chars while keeping kb-prefix and UUID entropy (≥27 hex chars).
      
      Made-with: Cursor

1226. mercredi 11 mars 2026 à 17:20:45 6f431ed
      fix: log WS method responses (add_order ack/error) to diagnose silent order rejection
      Afficher le corps du commit

      Previously all non-executions/non-ownOrders WS messages were silently
      dropped in `_ => {}`. This made it impossible to see Kraken error
      responses (e.g. EOrder:Unknown symbol) to add_order requests.
      
      Now logs WS_METHOD_ACK for successful method responses and
      WS_METHOD_ERROR for error responses.
      
      Made-with: Cursor

1227. mercredi 11 mars 2026 à 17:15:07 4b3f63b
      fix: skip shadow_trade insert for NoEntry direction (LONG/SHORT constraint)
      Afficher le corps du commit

      EntryDirection::NoEntry previously mapped to "UNKNOWN" which violates
      the shadow_trades_direction_check constraint (LONG/SHORT only).
      Skip shadow trade inserts entirely when direction is NoEntry.
      
      Also updates lifecycle proof report with session 9 evidence.
      
      Made-with: Cursor

1228. mercredi 11 mars 2026 à 17:08:57 48dbc9e
      fix: bypass choke system_live_ready gate in ROUTE_PROOF_MODE
      Afficher le corps du commit

      The choke_decide call in run_execution_once used system_live_ready
      (which is false in proof mode) as readiness_allows, causing Halt.
      
      In proof mode with ignore_regime_block, readiness_allows is set to true
      so the choke allows the order through.
      
      Made-with: Cursor

1229. mercredi 11 mars 2026 à 17:02:54 4b8df30
      fix: proof mode bypasses pair_allowed_for_ranking and entry_filter gates
      Afficher le corps du commit

      Track proof_candidate_forced flag; bypass all per-pair gates (readiness,
      pair_allowed_for_ranking, entry_filter) for exactly one candidate when
      ROUTE_PROOF_MODE=true && ROUTE_PROOF_IGNORE_REGIME_BLOCK=true.
      
      Made-with: Cursor

1230. mercredi 11 mars 2026 à 16:58:39 0a232fc
      fix: ROUTE_PROOF_MODE bypasses per-pair readiness gate for first candidate
      Afficher le corps du commit

      When route_proof.enabled && ignore_regime_block, the readiness-drop for
      non-StrategyMismatch blockers is bypassed for the very first candidate.
      This allows one proof candidate to reach the ROUTE_PROOF_ENTRY_FORCED logic.
      
      Logs ROUTE_PROOF_READINESS_BYPASSED when bypass applies.
      
      Made-with: Cursor

1231. mercredi 11 mars 2026 à 16:55:49 3f4e780
      fix: wire route_proof_config_from_env() into run_execution_once pipeline config
      Afficher le corps du commit

      run_execution_once used StrategyPipelineConfig::default() which has
      route_proof.enabled=false. Now reads ROUTE_PROOF_MODE env at startup so
      run-proof and run-execution-once both honour the env-based proof config.
      
      Made-with: Cursor

1232. mercredi 11 mars 2026 à 16:50:37 1ca9868
      fix: ROUTE_PROOF_MODE bypasses system_live_ready gate (ignore_regime_block)
      Afficher le corps du commit

      When ROUTE_PROOF_MODE=true and ROUTE_PROOF_IGNORE_REGIME_BLOCK=true, the
      readiness_system_block early-return is skipped so the pipeline can evaluate
      routes and force one micro trade for lifecycle proof.
      
      Logs readiness_system_block_bypassed instead of readiness_system_block when
      bypassed, so the blocker reason is still visible in logs.
      
      Made-with: Cursor

1233. mercredi 11 mars 2026 à 16:45:48 d0c6b93
      fix: pass live_freshness_secs=120 in run_readiness_analysis
      Afficher le corps du commit

      A persistent ingest run never sets ended_at. With live_freshness_secs=None
      the data_stale gate always returned true for running ingest runs, blocking
      execution despite fresh data being available.
      
      Now: if last_ticker_ts or last_trade_ts is within 120s → data_stale=false.
      Ended runs still gated by MAX_RUN_AGE_FOR_READINESS_SECS (48h).
      
      Made-with: Cursor

1234. mercredi 11 mars 2026 à 16:38:39 5f36350
      feat: persistent ingest service + economic forensics + foreground proof runner
      Afficher le corps du commit

      Ingest (FASE 1):
      - heartbeat interval 300s → 60s
      - add INGEST_READY_FOR_EXECUTION_ATTACH after first valid epoch
      - systemd services: Restart=always, RestartSec=5/10
      
      Economic forensics (FASE 3/4):
      - collect RouteRecord during strategy pipeline loop
      - dump_route_forensics() when execute_count=0: ROUTE_EDGE_BREAKDOWN (top 5),
        ROUTE_FRONTIER, EDGE_ATTRIBUTION, BREAK_EVEN_THRESHOLD
      - write /tmp/edge_frontier_<run_id>.json artifact
      
      Foreground proof runner (FASE 2):
      - new run-proof command: loops run-execution-once with 20min timeout
      - prints PROOF_STATUS every 2s (eval_count, routes_evaluated, execute_count,
        highest_edge_bps, dominant_blocker)
      - auto-stops: lifecycle proven / ECONOMICALLY_BLOCKED / DATA_BLOCKED / timeout
      - dumps /tmp/route_analysis_<run_id>.log on exit
      
      Made-with: Cursor

1235. mercredi 11 mars 2026 à 16:26:47 ffa99bf
      fix: self-managed fail-fast migrations + fix duplicate version 20260310120000
      Afficher le corps du commit

      - rename 20260310120000_execution_schema.sql → 20240308200000_execution_schema.sql
        to resolve duplicate version collision (two files sharing version 20260310120000)
      - db::create_pool now runs sqlx::migrate!() on every startup and aborts if it fails
      - removed warn-and-continue behavior; startup is blocked on DB_MIGRATIONS_FAILED
      - removed SKIP_MIGRATIONS escape hatch
      - logs: DB_MIGRATIONS_STARTED, DB_MIGRATIONS_APPLIED, DB_MIGRATIONS_UP_TO_DATE, DB_MIGRATIONS_FAILED
      
      Made-with: Cursor

1236. mercredi 11 mars 2026 à 16:04:36 acde7ca
      Docs: server migration + proof-run (EXECUTION_ENABLE + ROUTE_PROOF_MODE) sectie 8
      Afficher le corps du commit

      - Migratie 20260311100000 handmatig toegepast op server (exit latency kolommen)
      - Proof-run uitgevoerd: commit 23e1396, run_id 54, no order (system_live_ready=false)
      - Rapport sectie 8: commando, uitkomst, conclusie
      
      Made-with: Cursor

1237. mercredi 11 mars 2026 à 15:50:57 23e1396
      Docs: add multiregime route proof (Fase 6) and server validation checklist
      Afficher le corps du commit

      Made-with: Cursor

1238. mercredi 11 mars 2026 à 15:50:00 8348ff6
      Fase 2-5: Route discovery, proof mode, latency KPI, equity markers
      Afficher le corps du commit

      Fase 2: Route discovery proof (multiregime)
      - ROUTE_DISCOVERY_STARTED, ROUTE_EVALUATED (per candidate), ROUTE_SELECTED, ROUTE_UNIVERSE_EMPTY
      - Track route_highest_edge_bps and route_blocker_counts for empty-universe log
      
      Fase 3: ROUTE_PROOF_MODE lifecycle force
      - RouteProofConfig + route_proof_config_from_env() (ROUTE_PROOF_MODE, MIN_EDGE_BPS, MAX_ORDER_QUOTE, etc.)
      - Pipeline: force one Execute with capped size when proof mode and no execute
      - ROUTE_PROOF_ENTRY_SUBMITTED, ROUTE_PROOF_FILL_DETECTED in runner; EXIT_LIFECYCLE_COMPLETED in exit_lifecycle
      - live_runner: pipeline_config.route_proof from env
      
      Fase 4: Latency KPI gates
      - log_route_latency_profile() in db/order_latency: signal→submit, submit→ack, fill→exit_submit
      - ROUTE_LATENCY_PROFILE and LATENCY_EDGE_PENALTY_APPLIED; called after exit phase in runner
      
      Fase 5: Balance/compounding markers
      - SIZE_FROM_NEW_EQUITY at pipeline sizing; EQUITY_UPDATED_AFTER_TRADE on exit completion (tp_filled + market exit)
      
      Made-with: Cursor

1239. mercredi 11 mars 2026 à 15:31:42 030518c
      Fase 1: Universe/pinned state hard fix + recovery expand
      Afficher le corps du commit

      - UniverseValidationError (PinnedSymbolMismatch + Other) in universe crate
      - validate_snapshot returns Result<(), UniverseValidationError> for downcast
      - L2 layer: force-include pinned symbols (same as L3/Execution) so pinned in pool get into L2
      - live_runner: UNIVERSE_VALIDATION_STARTED, UNIVERSE_VALIDATION_OK, UNIVERSE_PINNED_SYMBOL_MISMATCH, UNIVERSE_RECOVERY_EXPAND
      - On PinnedSymbolMismatch: extend pool_candidates with missing pinned, retry build_snapshot once
      - Initial snapshot and loop refresh both use recovery; no more hard abort on pinned symbol missing from L3/execution
      
      Made-with: Cursor

1240. mercredi 11 mars 2026 à 14:57:18 bf5de99
      docs: lifecycle proof report 2026-03-11 (server a347ae4, chain not yet proven; blockers external)
      Afficher le corps du commit

      Made-with: Cursor

1241. mercredi 11 mars 2026 à 14:40:22 a347ae4
      Route-based engine: exit loop, timing instrumentation, route model, balance sizing, allocator, ingest heartbeat, lifecycle proof markers
      Afficher le corps du commit

      - Exit loop in live runner: run_post_fill_exit_phase (SL+TP+time_stop/market)
      - Timing: execution_order_latency exit columns, update_on_exit_phase, exit latency report
      - Route model: SelectedExitStrategy, TradeRoute, candidate_routes_for_regime, PairReadinessRow.exit_strategy
      - Route-based edge: readiness per route; exit_config_for_exit_strategy
      - Balance-based sizing: EquitySource (Fixed/FromBalance), resolve_equity_quote
      - Capital allocator: next_equity_after_pnl, MAX_TRADE_PCT/MAX_OPEN_NOTIONAL caps
      - Ingest: INGEST_HEARTBEAT every 300s
      - Lifecycle proof markers: EXIT_PLAN_CREATED, EXIT_RUNTIME_PLAN_ARMED, EXIT_REASON_TRIGGERED, EXIT_ORDER_SUBMITTED, EXIT_MAKER_FALLBACK_TO_MARKET
      
      Made-with: Cursor

1242. mercredi 11 mars 2026 à 10:50:32 cbdc451
      docs: single source of truth, centralise and clean documentation
      Afficher le corps du commit

      - Add ENGINE_SSOT.md as single source of truth (status matrix, references)
      - Add ARCHITECTURE_ENGINE_CURRENT.md with Mermaid diagrams
      - Add LIVE_RUNBOOK_CURRENT.md (ingest, execution attach, markers)
      - Add VALIDATION_MODEL_CURRENT.md (proof types, economic vs data/attach blocked)
      - Add CHANGELOG_ENGINE.md (git-based, per subsystem)
      - Add DOC_INDEX.md (lead vs historical docs)
      - Add DOC_AUDIT_RESULT.md and DOC_CONSISTENCY_REPORT.md
      - Move superseded docs to docs/superseded/ with SUPERSEDED banner
      - Update README to point to SSOT and DOC_INDEX; remove broken doc refs
      - Add systemd/README.md for ingest and execution units
      - Remove DEPLOY_REPORT_*.md (time-bound, no SSOT value)
      - Update CHANGELOG.md with 2025-03-11 entry
      
      No runtime or strategy changes; git-only codeflow.
      
      Made-with: Cursor

1243. mardi 10 mars 2026 à 17:48:29 5cb496b
      fix(scripts): handle unset SKIP_RUN in live validation
      Afficher le corps du commit

      Keep the hardened validation script compatible with set -u by guarding the optional SKIP_RUN flag explicitly. This preserves fail-fast proof checks without crashing before runtime validation starts.
      
      Made-with: Cursor

1244. mardi 10 mars 2026 à 17:46:55 cff7b72
      fix(scripts): fail validation when proof target is unmet
      Afficher le corps du commit

      Require warmup, minimum evaluation counts, and proof-target-specific runtime evidence before the live server validation script can report success. Label blocked runs explicitly as DATA_BLOCKED or ECONOMICALLY_EMPTY so short or empty runs no longer masquerade as proof.
      
      Made-with: Cursor

1245. mardi 10 mars 2026 à 17:28:39 dcdf2de
      docs: add live validation runs analysis (run_id=32-34, commit b4ad93b)
      Afficher le corps du commit

      Documents the complete live validation attempt with findings:
      - Epoch contract proven: status=valid from epoch 3 onward (run_id=34)
      - Universe selection bug fixed (two commits: 128f314, b4ad93b)
      - DATA_INTEGRITY_MATRIX system_live_ready=true proven
      - ENGINE_MODE transitions: ExitOnly→NoNewEntries (correct)
      - NO_ORDER diagnosis: ECONOMIC_GATING (EdgeNegative/RegimeChaos) vs DATA_RUNTIME
      - Live order lifecycle pending: requires non-CHAOS market window for Execute decision
      
      Made-with: Cursor

1246. mardi 10 mars 2026 à 17:21:49 0715310
      fix(execution): restore multistrategy live candidate flow
      Afficher le corps du commit

      Infer maker direction from microstructure inputs, fan out regime-driven strategy candidates, and carry the winning strategy into execution. Lower the default risk floor so pipeline-sized orders can pass the risk gate and emit runtime logs that prove candidate fan-out and sizing decisions.
      
      Made-with: Cursor

1247. mardi 10 mars 2026 à 17:05:25 b4ad93b
      fix(universe): lower MIN_EXECUTION_TICKER_ACTIVITY to 10 (= epoch minimum)
      Afficher le corps du commit

      Threshold of 20 was too strict for the 60-second warmup window, resulting
      in only 2 symbols qualifying for execution (run_id=33, symbol_count=2).
      
      10 = MIN_TICKER_PER_SYMBOL matches the epoch completion criterion exactly.
      Liquid symbols (ETH/USD, EUR/USD, ADA/USD etc.) accumulate 10+ tickers in
      the 60s warmup; structurally illiquid symbols (1INCH/USD: 1 ticker/25 min,
      AIXBT/USD: 1 ticker/25 min) remain filtered out.
      
      Made-with: Cursor

1248. mardi 10 mars 2026 à 16:58:21 128f314
      fix(universe): filter illiquid symbols from Execution layer selection
      Afficher le corps du commit

      Symbols with ticker_samples < MIN_EXECUTION_TICKER_ACTIVITY (20) are
      now excluded from the Execution universe layer, unless they are pinned.
      
      Root cause: the execution universe was selecting symbols like 1INCH/USD
      (1 ticker per 25 min), ACH/USD (0.08/min), AIXBT/USD (0.17/min) that
      can never satisfy the epoch completion criterion of MIN_TICKER_PER_SYMBOL=10
      per epoch window (5 min). This caused epochs to remain perpetually degraded
      → ENGINE_MODE=ExitOnly → no Execute decisions possible.
      
      The threshold (20) = 2× the epoch minimum to account for the warmup-to-epoch
      timing gap. Pinned symbols always bypass this filter.
      
      Run_id=32 diagnosis (5 eval cycles, 0 orders, all epochs degraded):
        criteria_ticker_ok=false for epochs 1-5 due to 8 illiquid execution symbols
        EdgeNegative + RegimeChaos as secondary economic blockers
      
      Made-with: Cursor

1249. mardi 10 mars 2026 à 16:20:36 f646c2e
      docs: label run-deterministic-proof as internal exerciser, distinguish from live validation
      Afficher le corps du commit

      Made-with: Cursor

1250. mardi 10 mars 2026 à 16:17:41 3112cbd
      Add run-deterministic-proof: live edge-case validation
      Afficher le corps du commit

      Exercises three deterministic lifecycle paths against the real DB
      without requiring exchange connectivity:
      
      CASE 1 (OOO): Fill arrives before ACK
        - ORDER_EVENT_BUFFERED (fill buffered, bridge not yet populated)
        - ACK arrives → bridge populated → ORDER_EVENT_OUT_OF_ORDER
        - Buffered fill released; buffer empty after ACK
      
      CASE 2 (Idempotency): Duplicate fill
        - fills_ledger::process_fill called twice, same exchange_trade_id
        - Second call: was_duplicate=true, FILL_DUPLICATE_IGNORED
        - DB verified: exactly 1 fill row per exchange_trade_id
      
      CASE 3 (Reconcile): WS disconnect → Suspect → ReconcileRequired → Recovered
        - handle_ws_disconnect → ORDER_SUSPECT in tracker + DB
        - start_reconcile → ORDER_RECONCILE_REQUIRED in tracker + DB
        - reconcile_from_snapshot (status=open) → ORDER_RECONCILED, AckedOpen
        - RECONCILE_COMPLETE
      
      All proof orders cleaned up from DB after run.
      CLI: krakenbot run-deterministic-proof
      
      Made-with: Cursor

1251. mardi 10 mars 2026 à 16:09:00 32aae98
      docs: update deterministic engine deliverable with OrderTracker wiring status
      Afficher le corps du commit

      Made-with: Cursor

1252. mardi 10 mars 2026 à 16:07:31 c4edd1c
      Wire OrderTracker + ws_handler into live execution loop
      Afficher le corps du commit

      Replaces all direct DB-correlation bypasses in submit_and_wait_for_execution_reports
      with the deterministic OrderTracker/ws_handler flow:
      
      - DB-first: order persisted (PendingSubmit) before exchange submit
      - OrderTracker registered immediately after DB persist
      - All WS events (ACK/FILL/CANCEL/REJECT) routed through ws_handler::handle_execution_report
      - cum_qty_before looked up from tracker state (no local HashMap)
      - order_qty_base read from tracker (no caller-passed param)
      - FILL -> fills_ledger::process_fill (atomic tx: fill + position + PnL)
      - WS disconnect -> ws_handler::handle_ws_disconnect -> orders -> Suspect
      - Reconnect -> order_reconcile::start_reconcile -> ReconcileRequired
      - ownOrders snapshot -> reconcile_from_snapshot
      - Out-of-order events buffered by exchange_order_id, released on ACK
      - Duplicate events idempotently ignored (fills: ON CONFLICT DO NOTHING)
      
      Removes: pending_ack_order_id hack, cum_qty_per_order local map,
      inline ACK/FILL/CANCEL/REJECT handlers, direct DB-correlation in loop.
      
      Made-with: Cursor

1253. mardi 10 mars 2026 à 15:58:30 3b98ea8
      feat(execution): deterministic execution engine
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      DB-first order lifecycle, 13-state machine, thread-safe OrderTracker,
      ledger-based fill accounting, reconnect/reconcile, no f64 for price/qty.
      
      New modules:
      - order_state.rs: 13 states (Created, PendingSubmit, AckedOpen,
        PartiallyFilled, Filled, Canceled, Rejected, Suspect,
        ReconcileRequired, UnknownExchangeOrder, LostOrRejected, Error, Reconcile)
      - order_tracker.rs: DashMap primary + bridge; parking_lot event buffer
      - order_buffer.rs: BufferedEvent for out-of-order WS events
      - fills_ledger.rs: single-transaction fill+position+PnL+micro-alpha
      - order_reconcile.rs: WS disconnect → Suspect → ReconcileRequired → recovered
      - ws_handler.rs: cl_ord_id-first correlation; never symbol/side matching
      
      Key fixes:
      - cl_ord_id uses UUID v4 (not timestamp_nanos)
      - on_ack/on_amend/execution_report_to_event: Decimal not f64
      - PartialFill → PartiallyFilled state rename + backward-compat from_str
      - runner.rs fill loop: Decimal throughout
      - UNIQUE(order_id, exchange_trade_id) on fills for idempotency
      
      New migration: 20260310140000_deterministic_execution_engine.sql
      - +21 pre-trade audit + lifecycle fields on execution_orders
      - +6 micro-alpha fields on fills
      - execution_event_buffer table for buffered/unknown events
      - Dedupe indexes on fills + order_events
      
      Deps: dashmap = "5", parking_lot = "0.12" added to Cargo.toml
      Made-with: Cursor

1254. mardi 10 mars 2026 à 15:38:01 0d29b83
      fix(db): correct query_scalar return type from (i64,) to i64
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      query_scalar returns a single scalar value (i64), not a tuple (i64,).
      The (i64,) type caused a RECORD/INT8 mismatch at decode time, silently
      failing create_epoch and insert_execution_universe_snapshot on every
      call → all epochs stuck at 'pending', INGEST_EPOCH_STARTED never logged.
      
      Fix both create_epoch and insert_execution_universe_snapshot.
      
      Made-with: Cursor

1255. mardi 10 mars 2026 à 15:32:32 8de7afe
      fix(epoch): add sqlx json feature for JSONB binding; surface create_epoch errors
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      - Cargo.toml: add 'json' feature to sqlx (required for serde_json::Value → JSONB)
      - live_runner.rs: convert both `if let Ok(create_epoch)` to match arms with
        ERROR-level INGEST_EPOCH_CREATE_FAILED logging on failure
      - live_runner.rs: Err arm already present for snapshot insert (kept)
      
      Root cause: without sqlx json feature, serde_json::Value binding to JSONB
      columns silently fails at runtime; create_epoch itself likely OK but snapshot
      insert fails → epoch stays pending → execution always skips evaluation.
      
      Made-with: Cursor

1256. mardi 10 mars 2026 à 15:19:09 9c460d6
      fix(execution): log EXECUTION_UNIVERSE_SNAPSHOT_INSERT_FAILED when snapshot insert fails
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      Made-with: Cursor

1257. mardi 10 mars 2026 à 15:05:34 571d1d4
      fix(db): bind JSONB for execution_universe_snapshots via sqlx::types::Json
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      Made-with: Cursor

1258. mardi 10 mars 2026 à 14:38:36 cae54c1
      feat(epoch+split): FASE 1 validation script/runbook, FASE 2 ingest/execution split
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      FASE 1:
      - scripts/validate_epoch_contract_fase1.sh: server validation of epoch contract (clean tree, run live N min, grep evidence)
      - docs/EPOCH_CONTRACT_FASE1_VALIDATION_RUNBOOK.md: runbook + hard conclusion template
      - live_runner: NO_ORDER_ECONOMIC_GATING / NO_ORDER_DATA_RUNTIME logging for no-order diagnosis
      
      FASE 2:
      - config: execution_only (EXECUTION_ONLY) for split mode
      - run_execution_only_loop: execution without ingest; binds to ingest epochs/snapshots only
      - run-execution-live when EXECUTION_ONLY=1: no run/lineage/WS ingest; only epoch reader + evaluation loop
      - run-ingest: new CLI mode; ingest_runner.rs (public WS, universe, epoch/snapshot, L3 health; no execution)
      - systemd: krakenbot-ingest.service, krakenbot-execution.service (EXECUTION_ONLY=1)
      - docs/EPOCH_SPLIT_DELIVERABLE.md: commits, paths, validation proof, systemd install
      
      Git-only deployment; no scp. Server: run validate_epoch_contract_fase1.sh for FASE 1 proof; then deploy split.
      
      Made-with: Cursor

1259. mardi 10 mars 2026 à 14:17:23 0d433c3
      feat(epoch): hard ingest/execution epoch contract — migration, lineage, epochs, snapshots, data-integrity matrix, engine modes, lineage break, STRATEGY_REJECTED/BLOCKER_DISTRIBUTION/NO_ORDER_SYMBOL_DROP
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      - Migration: ingest_lineage, ingest_epochs, execution_universe_snapshots
      - Epoch lifecycle: create_lineage at start, create_epoch + update_epoch_status on universe refresh, execution-centric criteria (valid = exec+pinned ok)
      - Epoch reader: current_valid_epoch_id (entries), current_epoch_for_exit_only (exit-only), execution_universe_snapshot_by_id
      - Live runner: bind cycle to one epoch, load snapshot, EXECUTION_UNIVERSE_BOUND, DATA_INTEGRITY_VERIFIED
      - Data integrity matrix: global_liveness, snapshot_coherence, market_freshness, l3_integrity, universe_viability (EXECUTION_MIN_UNIVERSE_SIZE)
      - Engine modes: Normal/NoNewEntries/ExitOnly/Halt, ENGINE_MODE_ENTER/EXIT, no new entries when degraded/lineage break
      - Lineage break: last_bound_lineage_id, INGEST_LINEAGE_CHANGED, EXECUTION_INGEST_LINEAGE_BREAK, EXECUTION_EMERGENCY_EXIT_ONLY
      - No-order diagnose: STRATEGY_REJECTED, BLOCKER_DISTRIBUTION, NO_ORDER_SYMBOL_DROP (Outcome.symbol)
      - Docs: docs/INGEST_EXECUTION_EPOCH_CONTRACT.md with contract, validation checklist, no-order reporting
      
      Made-with: Cursor

1260. mardi 10 mars 2026 à 12:58:04 778b788
      Safety: pinned invariants, WS reconcile logs, latency heatmap
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      Made-with: Cursor

1261. mardi 10 mars 2026 à 12:51:26 e57a816
      Docs: universe audit current state (200/60/50/30); Cursor rule remote-execution-ssh; config/live_runner/runner safety and runtime fixes
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      Made-with: Cursor

1262. mardi 10 mars 2026 à 12:46:18 f805468
      Docs: reference Cursor rules and Rust development mode in CURSOR_RULES.md
      Afficher le corps du commit

      Made-with: Cursor

1263. mardi 10 mars 2026 à 12:40:11 1286f1e
      Add Cursor rule: Rust development mode (one change, cargo check, focused commits)
      Afficher le corps du commit

      Made-with: Cursor

1264. mardi 10 mars 2026 à 12:40:00 ca3b504
      Fix duplicate Decimal import and unwrap_or in stats_queries
      Afficher le corps du commit

      Made-with: Cursor

1265. mardi 10 mars 2026 à 11:59:29 c0ae3a4
      Allow skipping/failing migrations gracefully via env
      Afficher le corps du commit

      Made-with: Cursor

1266. mardi 10 mars 2026 à 11:51:39 8c99445
      Fix shadow evaluator dependencies (uuid + FromRow) for server builds
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      Made-with: Cursor

1267. mardi 10 mars 2026 à 11:50:07 e534f54
      Add shadow trade evaluator and blocker matrix
      Afficher le corps du commit

      Made-with: Cursor

1268. mardi 10 mars 2026 à 11:41:30 0b44fea
      Fix ws_safety_report parsing (strip ANSI, avoid duplicate zero output)
      Afficher le corps du commit

      Made-with: Cursor

1269. mardi 10 mars 2026 à 11:40:34 a248b17
      Make ws_safety_report.sh executable for server proof bundle
      Afficher le corps du commit

      Made-with: Cursor

1270. mardi 10 mars 2026 à 11:30:26 c8b471c
      Fix run-execution-live shutdown timing by capping sleep to deadline
      Afficher le corps du commit

      Ensure evaluation loop sleeps never overshoot the runtime deadline, so runtime window shutdown logs and post-run proof bundle steps reliably execute within configured runtime.
      
      Made-with: Cursor

1271. mardi 10 mars 2026 à 11:00:33 c12d026
      Add safety integrity report CLI over symbol_safety_state and latency
      Afficher le corps du commit

      Introduce report-safety-integrity command that summarizes symbol safety modes and submit->ack latency from execution_order_latency over the last 24h.
      
      Made-with: Cursor

1272. mardi 10 mars 2026 à 10:57:03 52262e9
      Document WS-native safety stack and add ws_safety_report script
      Afficher le corps du commit

      Extend logging and server validation docs with ORDER_LATENCY, PRIVATE_STREAM_SILENT, QUIET_MODE, EXIT_ONLY and HARD_BLOCK events, and add a ws_safety_report.sh helper to summarise WS safety signals from logs and DB.
      
      Made-with: Cursor

1273. mardi 10 mars 2026 à 10:47:28 dd48798
      Add WS-native safety extensions (latency, watchdog, exit-only, hard-block)
      Afficher le corps du commit

      Introduce T0–T3 order latency persistence + ORDER_LATENCY logs, add private WS silent watchdog with reconnect, and persist per-symbol safety state for quiet-mode, exit-only (pinned + invalid L3), and L3 resync hard-blocking.
      
      Made-with: Cursor

1274. mardi 10 mars 2026 à 10:16:18 c182d4e
      Fix universe pinning: use base_position in positions table
      Afficher le corps du commit

      Made-with: Cursor

1275. mardi 10 mars 2026 à 10:03:46 068b67b
      Add dynamic universe manager with atomic snapshot rotation
      Afficher le corps du commit

      - Add UniverseManager: atomic snapshot build/validate/swap, two-phase apply overlap, pinned symbols, rotation diff logs
      - Fetch pool symbols from Kraken AssetPairs (/USD) for 150–200 pool
      - Live runner: ticker/trade on pool, select L2/L3/exec after warmup, periodic refresh with rollback guard
      - Pipeline: optional execution-universe filter
      - Config: UNIVERSE_* limits and refresh controls
      
      Made-with: Cursor

1276. mardi 10 mars 2026 à 00:21:26 5d897ad
      L3 capacity test: plan, run script, report script
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      - docs/L3_CAPACITY_TEST_PLAN.md: degradation metrics, acceptance criteria, test matrix (L3=5/15/25/50), capacity table template, advice
      - scripts/run_l3_capacity_test.sh: one run with OBSERVE_SYMBOL_LIMIT_L3, fixed runtime/interval; optional MONITOR_RESOURCES=1
      - scripts/l3_capacity_report.sh: parse log + DB for run_id report (warmup, eval cycles, drift, samples)
      
      Made-with: Cursor

1277. lundi 9 mars 2026 à 23:57:29 985ff06
      TDD gaps + server validation + universe audit (git-only codeflow)
      Afficher le corps du commit

      - live_runner: DATA_WARMUP_START/COMPLETE/INSUFFICIENT, min data requirements, execute_count/skip_count/primary_blockers in LIVE_EVALUATION_COMPLETED
      - state_machine: ORDER_SUBMIT/ACK/FILL/REJECT/CANCEL in logs for lifecycle proof
      - pipeline: UNIVERSE_VALIDATION log (symbols_seen, symbols_with_l3, funnel counts)
      - docs: ENGINE_TARGET_STATE, MODEL_CALIBRATION, SERVER_VALIDATION_LIVE_ENGINE, UNIVERSE_AND_DIVERSITY_AUDIT
      - scripts: validate_live_engine_server.sh (clean tree, build, run-execution-live 2+ cycles)
      - runbook: server validation section
      
      Made-with: Cursor

1278. lundi 9 mars 2026 à 22:05:09 fa69932
      fix: live execution scheduling guard + min one evaluation; LIVE_EVALUATION_SCHEDULED/STARTED/COMPLETED/SKIPPED; runbook config
      Afficher le corps du commit

      Made-with: Cursor

1279. lundi 9 mars 2026 à 21:50:02 838c8c3
      feat: run-execution-live — long-running live validation with WS data + periodic pipeline
      Afficher le corps du commit

      Made-with: Cursor

1280. lundi 9 mars 2026 à 20:49:23 a5f367a
      log primary_blockers in readiness_system_block root cause
      Afficher le corps du commit

      Made-with: Cursor

1281. lundi 9 mars 2026 à 20:47:45 fd73aec
      fix: root cause of system_live_ready=false — log tradable_count/data_stale/regime; add end-current-run to set ended_at for execution
      Afficher le corps du commit

      Made-with: Cursor

1282. lundi 9 mars 2026 à 20:16:21 82d88a8
      fix: multiregime execution pipeline — per-pair strategy in readiness check, funnel drop counts, no_pair guard
      Afficher le corps du commit

      Made-with: Cursor

1283. lundi 9 mars 2026 à 20:06:46 b183ae9
      audit: instrument constraints (execution layer) + execution pipeline funnel + EXECUTION_ENABLE
      Afficher le corps du commit

      - docs/EXECUTION_INSTRUMENT_CONSTRAINTS_AUDIT.md: where constraints live (runtime Kraken only), submit_order normalizes, amend_order/stop-loss gaps
      - docs/EXECUTION_PIPELINE_AUDIT.md: funnel logging, no test-forcing, lifecycle checks
      - Pipeline: EXECUTION_PIPELINE_FUNNEL + EXECUTION_PIPELINE_CANDIDATE logging
      - Config: execution_enable (EXECUTION_ENABLE); runner gate; main EXECUTION_ENGINE_START
      - git-only-codeflow + EXECUTION_AUDIT: EXECUTION_ENABLE for run-execution-once
      
      Made-with: Cursor

1284. lundi 9 mars 2026 à 19:25:48 c2e5c8b
      chore: make start_live_validation_engine_server.sh executable
      Afficher le corps du commit

      Made-with: Cursor

1285. lundi 9 mars 2026 à 19:21:45 212beee
      fix: validate_execution_on_server.sh load ~/.cargo/env when cargo not in PATH (ssh non-interactive)
      Afficher le corps du commit

      Made-with: Cursor

1286. lundi 9 mars 2026 à 19:20:11 a30e38c
      fix: execution_report_to_event use incremental fill (cum_qty_before); AmendOrderParams skip order_id when None
      Afficher le corps du commit

      Made-with: Cursor

1287. lundi 9 mars 2026 à 19:13:54 5191d7c
      Doc: server validation steps for execution in git-only-codeflow rule
      Afficher le corps du commit

      Made-with: Cursor

1288. lundi 9 mars 2026 à 19:13:03 00ea2f5
      Validate script: fail on dirty tree, add SKIP_RUN, server instructions
      Afficher le corps du commit

      Made-with: Cursor

1289. lundi 9 mars 2026 à 19:10:40 b793739
      Execution layer: migration, execution/*, db execution tables, runner, audit fixes, server validation script
      Afficher le corps du commit

      - migrations/20260310120000_execution_schema.sql (orders, events, fills, positions, realized_pnl)
      - src/execution: intent, choke, order_state, kraken_adapter, state_machine, runner, exit (submit_exit_order)
      - src/db: execution_orders, order_events, fills, positions, realized_pnl
      - exchange: amend_order (messages + auth_ws), ExecutionReport.cl_ord_id
      - CLI run-execution-once; correlation by cl_ord_id/exchange_order_id; data array or object; reconcile path
      - positions: avg_entry only when increasing; realized_pnl on partial/full close
      - logging: order_ack cl_ord_id, order_submit queue_decision
      - docs/EXECUTION_AUDIT.md; scripts/validate_execution_on_server.sh (git-only codeflow)
      
      Made-with: Cursor

1290. lundi 9 mars 2026 à 18:00:21 fd9c0cb
      fix: decode AVG(a) as Decimal, PERCENTILE_CONT p50/p95 as f64 in persist_pair_summary_24h
      Afficher le corps du commit

      Made-with: Cursor

1291. lundi 9 mars 2026 à 17:58:20 5d2bc17
      fix: decode p50/p95/a as f64 in persist_pair_summary_24h (PostgreSQL PERCENTILE_CONT returns FLOAT8)
      Afficher le corps du commit

      Made-with: Cursor

1292. lundi 9 mars 2026 à 16:42:10 e64ed78
      fix: observe lifecycle — fractional OBSERVE_DURATION_HOURS + SIGTERM for clean ended_at
      Afficher le corps du commit

      Made-with: Cursor

1293. lundi 9 mars 2026 à 15:52:08 e157c5a
      Pro engine: readiness, cost/surplus, live validation, post-trade layers, deploy /srv/krakenbot
      Afficher le corps du commit

      Made-with: Cursor

1294. dimanche 8 mars 2026 à 18:58:47 e4182b3
      Initial Kraken bot implementation
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      Made-with: Cursor