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Full project import for the self-hosted code hosting (https://code.aifunny.ltd/gavindiaz/my-NexusTradingForexBot.git). Includes the live-freshness + scaler-hash fixes for the permanent STALE dashboard (tick_pipeline now_utc stamps; infer_probabilities computes model_input_hash on the actual scaled 70D tensor), the data-fetch default-path fix, the g29 web-auth test fixes, and a Chinese user manual (使用手册.md) for the web dashboard. Scratch diagnostic scripts (check*.py, contain a live web-auth token) and the .kilo/ agent-worktree directory are gitignored, not committed. Co-Authored-By: Claude Code <noreply@anthropic.com>
61 lines
2.2 KiB
Markdown
61 lines
2.2 KiB
Markdown
---
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title: Execution Pipeline
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description: OrderManager — the 60-scenario router, position state machine, protection ledger, recovery budget, and every hard clamp.
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lang: en
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---
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# Execution Pipeline
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`execution/order_manager.py` is the single dispatch authority (INV-004). It is
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large by design (convention-locked hot path) and is being decomposed
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surgically, seam by seam, with golden tests.
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## Path of an order
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```text
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TradeProposal (frozen domain contract, execution_id trace)
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→ policy/confluence checks (SMC matrix, Regime Guardian, confidence gate)
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→ RiskEngine.evaluate_proposal() → dynamic volume (fractional Kelly)
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→ OrderManager router (60 scenarios: fills, rejections, partials, errors)
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→ IMT5Port adapter (Win32 IPC / ZMQ / paper)
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→ position lifecycle (11 states with hysteresis)
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→ protective exits (SL/TP first-touch, breakeven lock, profit giveback,
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adaptive exit protection)
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→ broker reconciliation (broker truth wins — INV-011)
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→ accounting + autopsy (immutable ledger)
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```
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## Hard clamps (never bypassed)
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| Clamp | Value |
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| :--- | :--- |
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| `HARD_MAX_LOTS` | 10.0 |
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| `MAX_TOTAL_EXPOSURE` | 1 position |
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| free-margin clamp | ≤ 20% |
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| pending re-quote lock | 30 s |
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| exit drift guard | 1.0 × ATR |
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| circuit breaker | SAFE_MODE after 3 rejections |
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## Extracted seams (zero-behavior-change decomposition)
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- `position_state_machine.py` — 11-state machine with hysteresis + emergency
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bypass (golden-tested).
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- `protection_ledger.py` — per-ticket protection state (monotonic peak, NaN
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guard).
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- `recovery_budget.py` — per-ticket recovery envelopes (ATR fallback, horizon
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clamp 30–600 s, exhaustion verdicts).
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## Forensic traceability
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Every proposal carries an `execution_id`; `[EXEC_TRACE]` logging, dispatch
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reason embedding, and `/api/debug/trace` expose the full decision path. Exit
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classification (`EXIT_CLASSIFICATION v3`) never invents a reason: UNKNOWN
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stays UNKNOWN; MT5 DEAL_REASON 4 = SL (INV-012/013).
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## Safety properties
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- No second concurrency path around OrderManager.
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- Teardown of per-ticket state is an **atomic bundle** (state machine +
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protection ledger + recovery budget + tombstones dropped together).
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- Churn throttle + duplicate-execution guards (INV-005/006 idempotency).
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