3 Commits

Author	SHA1	Message	Date
Mauricio Barragan	4ffce9a59e	fix(exchanges): truncate Kraken book to subscribed depth + crossed-book guard (WAY-77) ... Kraken WS v2 book channel does not send deletes for levels evicted from its top-N window; without client-side truncation those levels lingered forever as phantom quotes, eventually crossing the local book (bid >= ask) and feeding the engine a fake permanent arbitrage (~$62.9M bogus P&L). - BookSide.truncate() removes levels beyond the best depth prices from the internal map (not just the emitted array) - KrakenConnector uses depth 10 consistently (subscription + LocalBook) and truncates both sides after every update - ExchangeConnector.emit() drops internally crossed books, logs and forces a resync (book reset + reconnect for a fresh snapshot) - Unit tests for truncation and the crossed-book guard - OpenSpec: order-book-integrity spec; change archived (2026-07-19) Refs: Linear WAY-77 Co-authored-by: Cursor <cursoragent@cursor.com>	2026-07-19 11:43:12 -06:00
Mauricio Barragan	fd4170963e	Add Sentry, Pino logs, and OTel spans on WS pipeline (M2). ... Capture REST/WS/SSE errors in Sentry, emit structured pino logs with correlation IDs, and trace the book-tick pipeline to Sentry via OpenTelemetry. Co-authored-by: Cursor <cursoragent@cursor.com>	2026-06-11 01:01:20 -06:00
Mauricio Barragan	2e8744ccf0	Initial commit: Arb Pulse monolith with CI and optional Fly deploy. ... Real-time BTC cross-exchange arbitrage detection (Kraken, Bybit, OKX, Binance) with React dashboard, GitHub Actions CI, and documented Fly.io deploy workflow. Co-authored-by: Cursor <cursoragent@cursor.com>	2026-06-08 21:04:53 -06:00