handoff → GitHub Issues: queue migrated (14 seed issues, labels, milestones); narrative frozen in HANDOFF_ARCHIVE; living doc slimmed to boundary+snapshot+ops
Co-Authored-By: Claude Fable 5 <noreply@anthropic.com>
This commit is contained in:
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# Session handoff — 2026-07-19 (rev 15: tape+bench+gate; rev 14: +$44 bankroll, exact paper-parity config; rev 13: FAK parity; rev 12: chain-seed)
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# HANDOFF — the living state of the world
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## 2026-07-19: VALUEBOT KILLED (user call, pre-registered criterion met)
|
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994 resolved: 1W/993L, 0.075x — historical 1.24-1.28x edge refuted in the
|
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current era (expected ~12 wins, got 1). Post-mortem in value/PLAN.md; Fly
|
||||
app destroyed; feed/dashboard kept as record. Reusable takeaways: the honest
|
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fill model + silo pattern; next hypothesis should come from the RTDS tape.
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**The work queue lives in GitHub Issues** (migrated 2026-07-19):
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`gh issue list` · labels = silo (`copybot`/`recorder`/`pipeline`/`dashboard`)
|
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× type (`hardening`/`bug`/`research`/`strategy`/`ops`/`user-todo`/
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`pre-registered`/`post-mortem`) · milestones = the standing rhythms (audit
|
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backlog, Friday bench reviews, verdict gates). Commits that resolve one say
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`closes #N`. The July-2026 narrative/evidence log is FROZEN in
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[HANDOFF_ARCHIVE.md](HANDOFF_ARCHIVE.md) — incident post-mortems, decision
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rationale, the whole story. This file stays ~a page: boundary, snapshot, ops.
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## 2026-07-19 (rev 16): audit hardening shipped (top-10 items 1-9)
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Deep-audit fixes, all deployed same day: (1) the book is now fully
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serialized — resolve_pendings/retry_stuck_exits/write_feed take bot.lock,
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_drain_fills snapshot-swaps the shared fills list (kills the last July-12
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phantom-cash race class); (2) sweep_dust gates every action on CHAIN share
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balance and credits proportionally (data-api ghosts book ~$0 forever);
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(4) BOOT-ID single-writer guard — a stale process that survived machine-stop
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||||
sees a newer boot in origin's state at publish time and EXITS instead of
|
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overwriting surgery (gotcha 15c is now an invariant, not a procedure);
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(5) user-ws verifies TLS (it carries L2 creds; RTDS stays CERT_NONE — public
|
||||
data); (6) valuebot state is tmp+rename atomic with a loud ⚠ STATE RESET
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alarm; (7) settle_resolved throttled 20s off the webhook hot path (faster
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copies in bursts); (8) daily.sh mkdir-lock (macOS has no flock) + ingest's
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two inserts are one transaction; (9) seen_tx keeps the NEWEST 5000 via a
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recency dict (was an arbitrary set slice); (10) AIcAIc live floor pinned to
|
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paper's 341.23 (was boot-nondeterministic, violating mirror-exactly).
|
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STILL QUEUED from the audit: redeem.py pUSD/deposit-wallet fix before any
|
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auto_redeem re-enable (audit 3.3 — it would book phantom credits today);
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listener-start-after-seed reorder (3.9); dead-code sweep (copytrade
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LiveExecutor + broken CLI, _book_snapshot dedupe); reconcile_entries
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positions-pull diet; sftp tape transport; rpc-down heartbeat flag.
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## Operating boundary (user, 2026-07-13 — standing)
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**Full autonomy on the bots**; the real-money bot **stays ARMED**. Never
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touch the private key, never rotate the Discord webhook (user's login — #3),
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sizing/caps/deposits are the USER's call. USER DIRECTIVE 2026-07-16: the
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live bot mirrors the paper test EXACTLY (one deliberate exception:
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min_order_usd $1 = venue reality). If something looks genuinely dangerous,
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DISARM (`flyctl secrets unset LIVE_CONFIRM -a wwf-copybot-live`) rather than
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push through.
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## 2026-07-19 (rev 15): the rest of the day
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- **RTDS TAPE live end-to-end**: wwf-recorder (own silo, no repo clone —
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code baked in image) tapes every platform trade to hour-rotated gz
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segments on a 10GB volume; nightly ingest (daily.sh step, 900s/segment
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timeout after busy hours outgrew 300s; flyctl resolved absolutely — the
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launchd PATH broke night one) pulls into live/rtds.duckdb (own DB file,
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never contends with cache.duckdb). **4.9M trades already banked.**
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Recorder reconnect-clock bug fixed (196 flaps/34h → ~0; 45s stale guard).
|
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- **VALUEBOT v0.1**: sub-bucket study showed a BARBELL (0-0.2c 3.13x in
|
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history but 404 straight live losses = modern adverse selection suspected;
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0.2-1c toxic 0.62-0.70x; 1-2c 1.28x n=424k) — bot now trades 1-2c ONLY;
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0-0.2c shelved pending tape confirmation. Dashboard: jaxperro.com/value.
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- **BENCH rev 5**: five fresh sharps benched in backtest.json (lma0o0o0o,
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leegunner, oliman2, JuiceFarm, 0xb0E43B); ArbTraderRookie EXCLUDED (res_t
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poison history). Verdict next Friday; run insider.py on the 100%-win two.
|
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- **Live book reconciles clean**: +$7.14 chain-over-book folded (platform
|
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auto-redemptions + favorable rounding — the venue auto-redeems winners,
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which also makes our own Redeemer less urgent), +$2.31 drift recognition,
|
||||
BetBoom ghost/zombie purged (data-api lag resurrected a 0.12sh residual
|
||||
the chain zeroed — reconciler trusts the laggy API; ROOT FIX QUEUED:
|
||||
verify residuals against chain balance before resurrecting). auto_redeem
|
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OFF again (Redeemer needs web3 in the live image + ALCHEMY_RPC_URL env
|
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fallback — QUEUED). Realized −$16.94 lifetime after honest recognitions.
|
||||
- **Deep architecture audit run** (read-only agent, 2026-07-19) — findings
|
||||
in the session log; act on the top recommendations next session.
|
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|
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## 2026-07-19: spread skip retired (both books)
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The depth gate's hard spread>0.08 skip was a lag-era relic: fitted at 39-90s
|
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detection when wide spread meant the book repriced under a late copy. At ~4s
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RTDS lag the mechanism is gone (fills ledger: median |slip| 3.7%→1.7% era
|
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over era; Kruto+gkmg in-play mean +0.4%), and the skip fired on the informed
|
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wallets' best moments — 17 resolved skips would have run 12W/5L (+$11 live /
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+$674 paper, Tauson tennis +$447 the headline). Overpay stays bounded by the
|
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price guard (+0.05 abs) and FAK protected band; the depth STAKE CAP and dust
|
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skip remain (thin misses were net-protective, 0W/2L). Watch: wide-spread
|
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copies' realized slip on the dashboards — if mean slip degrades past ~+3%,
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revisit with a guard-anchored executable-ask check instead of a spread skip.
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## 2026-07-17: bankroll top-up + USER DIRECTIVE — live mirrors paper EXACTLY
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- **User deposited +$44.14** (Cash App → BTC → bridge, 70241 sats; ~$6 lost
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to Cash App spread + BTC conversion — Polygon USDC is the cheap route).
|
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Book rebased: cash = chain $50.53, bankroll $22.28 → **$66.42 = capital
|
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contributed** (the deposit lives in bankroll_usd ONLY — first attempt also
|
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logged it as an adjustment, double-counting it: realized read −$44, ledger
|
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drift −$38.91; the invariant is cash = bank + Σadj + Σpnl + flows, so a
|
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deposit enters EXACTLY ONE term). Realized preserved at lifetime −$5.14;
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||||
sizing is 4% of working equity (cash+cost basis) ≈ $2.45/bet — bankroll_usd
|
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is baseline/display only.
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- **USER DIRECTIVE (2026-07-16): the live bot mirrors the paper test
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EXACTLY.** Caps were already off (retired 07-10). Parity sync applied:
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risk.max_price 0.95 → **0.99** (paper's), wallet floors synced to paper's
|
||||
current pins, dead `follow.per_wallet_min_usd` block removed (overwritten
|
||||
at load by wallets[] — it had gone stale). DELIBERATE exception:
|
||||
min_order_usd stays $1 (venue physical minimum; paper's $5 never binds at
|
||||
its equity — copying it would force $2.45 signals up to $5 = 8% of equity,
|
||||
DIVERGING from the 4% rule). NOTE: nothing auto-writes the live config —
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floors drift from paper's nightly sync until manually re-synced; check at
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each Friday bench review.
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- **Ops lesson (now README gotcha 15, third corollary)**: `flyctl machine
|
||||
stop` reported stopped while the process ran 25 more minutes — the rebase
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boot came up stale with ⚠ CASH≠CHAIN −$44.12 (alarm correct, money safe).
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A plain restart after the push landed picked everything up cleanly. Before
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state surgery: watch heartbeats actually CEASE.
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- Docs sweep: README follow-set (Set E rev 4), chain-seed + FAK-parity +
|
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edge.py coverage, stale "tiny test caps" pointer fixed.
|
||||
|
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## Operating boundary set by the user (2026-07-13, "away for a while")
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**Full autonomy on BOTH bots**; real-money bot **stays ARMED**. Never touch
|
||||
the private key, never raise/loosen caps, never rotate the Discord webhook
|
||||
(needs their login — STILL OPEN). If something looks genuinely dangerous,
|
||||
DISARM the live bot (`flyctl secrets unset LIVE_CONFIRM`) rather than push
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through it.
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## Bench review 2026-07-16 (follow set rev 4: AIcAIc re-added, no bench promotions)
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Forward table = portfolio.json resolved rows (model $-weighted), two windows:
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since 07-11 and since the 07-13 21:30Z swap. Verdict:
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- **NO promotion for Vahan88 (−21.6% / −30.5%) or EdwardIN (−11.1% / −8.9%)**
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— both negative in both windows (EdwardIN ate two ~$1k Norway–England
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halftime props). Both stay benched in backtest.json.
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||||
- **AIcAIc RE-ADDED (6th wallet, auto p80 floor)**: +25.6% since 07-11 and
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+21.9% across 11 bets since being dropped — spread across many LoL markets,
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not one hit. The Esports World Cup (its exact niche) runs through August;
|
||||
the 07-13 drop was made mid-bad-stretch, right as its season started.
|
||||
WHIPSAW RISK acknowledged: the drop and the re-add are both ~2-week-noise
|
||||
decisions; the tiebreaker is the seasonal catalyst + the informed-niche
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prior (June replay). If AIcAIc is negative again next Friday, it goes for
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good and the slot rule tightens.
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- **Kruto2027 stays** (floor 80 pinned): inert (3 model bets, −12.8%) but an
|
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idle wallet costs nothing and its 30d +$3.5k says it's worth the seat.
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- **BikesAreTheBikes stays**: −3.7%/−6.1% on n≤12 — too early to cut.
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- **LSB1 note**: +21.4% post-swap (16 bets) but −7.5% on the longer window
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and −$438 all-time paper — NOT re-added; re-check next Friday.
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- Guard/floor counterfactuals: re-validated 07-14 by the missed-bets audit
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(guard skips net-negative would-be on both books) — unchanged.
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- **BANKROLL decision instrumented (live/edge.py, in daily.sh + digest
|
||||
footer)**: parity-era per-signal paper edge vs the MEASURED live fee
|
||||
hurdle (1.9% of stake — real, not the 3-4% guess; extreme-price copies
|
||||
keep p(1−p) small) + matched live-paper drag (6.4pp @ $1 stakes).
|
||||
Decision rule: size up only when edge > hurdle+2pp on n≥30 parity-era
|
||||
resolved signals (~end of July). history/edge.csv accrues one row/day;
|
||||
`python3 live/edge.py` any time for the current verdict. RECOMMENDED to
|
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the user (2026-07-16, no decision yet): ~$30-50 coverage top-up now at
|
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most (the free-cash gate is skipping signals at $6 free), big sizing
|
||||
waits for the measurement; caps bind at ~$60-125 equity anyway and stay
|
||||
untouched. Deposits are the user's to make — never move funds.
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## Shipped since rev 12 (2026-07-15)
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- **PAPER FAK PARITY**: PaperExecutor BUYs now model live FAK reality — if
|
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the depth gate's book snapshot (threaded through meta["book"], no second
|
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fetch) has no ask ≤ quote×1.05 (live.max_slippage_pct default), the paper
|
||||
"fill" is a rejection and the engine records the same "order rejected: no
|
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orders found to match" miss live logs. Rationale: post-chain-seed this is
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live's #1 miss class (10/33) and paper pretended to fill them (it "filled"
|
||||
the Claude Opus bet live's FAK couldn't) — biasing the live-vs-paper
|
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per-signal ratio (the top-up number) OPTIMISTIC. Chain-seed verdict after
|
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41h: detection misses 23→3 live / 35→2 paper; the residual tail is
|
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no-trigger-at-all. Resting-limit fix for live FAK no-match evaluated and
|
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REJECTED for now: recent 10-row sample is −$0.97 would-be net + a resting
|
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bid is adversely selected (fills when price falls through it, not when
|
||||
we're right). Revisit only with paper-parity data showing real cost.
|
||||
Fail-open on dead book fetch; SELLs stay optimistic (exits need the
|
||||
retry/pending machinery to model honestly — out of scope). Live book
|
||||
unaffected (meta ignored). Tests: tests/test_paper_fak.py (8 paths);
|
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LedgerPaperExecutor no longer appends a fill row for a rejection.
|
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Deploy: paper app restart only. Expect paper misses like "order rejected:
|
||||
no orders found … (paper model: best ask 0.900 > cap 0.840)".
|
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|
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## Shipped since rev 11 (2026-07-14)
|
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- **CHAIN SEED (T0b)**: the missed-bets review found the one remaining
|
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detection leak — RTDS doesn't emit every market (the "Credible public
|
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sale" sweep was missed on BOTH books at 20:18Z despite the rev-11 fix:
|
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RTDS silent + data-api indexer past the 600s window; badaf's detection
|
||||
misses are the only +EV ones, +$34.60/10 on paper). Now the Alchemy push
|
||||
carries its tx hashes into `on_wallet_activity(hint_txs=…)`; any hash the
|
||||
data-api fetch didn't return is decoded straight from the receipt
|
||||
(`fills_from_tx`: OrderFilled logs, maker==wallet row; gamma lookup for
|
||||
title/outcome/cond; block ts). Validated 200/200 against shadow-ledger
|
||||
fills and end-to-end on the actual missed Credible txs. Fail-open on any
|
||||
RPC/gamma error (backstops unchanged); forged-event-safe (only the two
|
||||
new-stack exchange contracts 0xe111…996b / 0xe2222…0f59 are trusted
|
||||
emitters — a dust transfer can trigger the webhook, so this matters).
|
||||
Tests: tests/test_chainseed.py (6 stub paths). Both boxes have
|
||||
ALCHEMY_RPC_URL, so the path is live on deploy. Watch for the first
|
||||
`chainseed:` line — expected on badaf niche markets during RTDS flaps.
|
||||
- **Missed-bets audit verdict** (what prompted this): price guard skips are
|
||||
net-NEGATIVE would-be P&L on both books (validated again — leave at 0.05);
|
||||
old detection misses were -EV and all from since-dropped wallets; conform/
|
||||
sub-$1/sub-penny categories all fixed pre-rev-11. Remaining candidates NOT
|
||||
built: thin-book FAK no-match → resting limit via the pending registry
|
||||
(small now, scales with stakes), paper thin-book modeling parity (biases the
|
||||
live-vs-paper ratio optimistic).
|
||||
|
||||
## Shipped since rev 10 (all deployed + verified)
|
||||
- **RTDS-seed lag fix** (the big one): RTDS detected trades at ~0.3s but the
|
||||
copy landed 130-305s later — `on_wallet_activity` threw the RTDS payload
|
||||
away and re-fetched the data-api, whose indexer lagged that long on
|
||||
badaf/1kto1m crypto+index markets, so the 300s backstop poll did the copy.
|
||||
Now the RTDS message SEEDS the funnel directly (deduped by tx; re-fetch +
|
||||
fill-split merge still run). Verified live: first RTDS-era copy landed at
|
||||
**4s lag** (heartbeat `24h lag 4s`). This was "option B done as augmentation".
|
||||
- **Tick-conform protected prices**: the sub-penny 4dp bound violated tick
|
||||
size on 1c books ('max_price must conform to tick size 0.01' — cost a
|
||||
winning SPX copy). Bound now rounds to the QUOTE's own precision (a quote
|
||||
is always a tick multiple → its decimals are the finest safe precision).
|
||||
- **Cursor cold-start**: `_fetch_since_cursor` with no cursor now seeds at
|
||||
now-600s (fresh only). The bug walked 500 rows/wallet of history at the
|
||||
02:10 boot → ~230 phantom "too slow (20,000m late)" missed rows/book;
|
||||
purged both books.
|
||||
- **Dashboard**: exec-lag tile falls back to lifetime avg when the 24h window
|
||||
is empty; per-copy `lag_s` now renders in the Slip cell. `/live` verified.
|
||||
- **floor_pin + audit** (3-agent clobber audit of every automated writer):
|
||||
sync_floors.py was silently reverting manual floors to p80 nightly (Kruto
|
||||
80→125.61) — the paper book diverged from the live book. Fixed with a
|
||||
`floor_pin` field it honors; Kruto pinned 80 across paper+live+backtest.
|
||||
Audit also fixed: pin now really mirrors to backtest.json (comment lied),
|
||||
a loud warning when reverting an unpinned hand-edited floor, watch_sharps
|
||||
add/drop diff logging + generated-only doc, class_pct paper/backtest parity
|
||||
guard in daily.sh. **Audit verdict: otherwise CLEAN** — sync_floors is the
|
||||
ONLY pipeline step that mutates a manual-knob file, and it round-trips the
|
||||
whole JSON touching only `floor`; config.live.example.json is untouched by
|
||||
every automated writer (safe by neglect).
|
||||
|
||||
## Known live quirk (not a bug): RTDS stream FLAPS
|
||||
The undocumented RTDS socket drops a few times a day and hits the 60s
|
||||
reconnect-backoff cap; heartbeat shows `⚠ rtds down` briefly then `rtds up`.
|
||||
Detection is covered by the Alchemy webhook (~3s) + 300s poll + the 120s
|
||||
silent-stale guard throughout. This is the layered-fallback design working.
|
||||
If it ever flaps CONSTANTLY, that's when to investigate (RTDS deprecation?).
|
||||
|
||||
## Current state (2026-07-13 ~20:40Z)
|
||||
- **Live** (`wwf-copybot-live`, ARMED): ~$16 equity, 32 copies, realized
|
||||
−$5.33 (day-1 incident still dominates), `rtds up · userws up`, books
|
||||
chain-exact. Follow set: Kruto2027(floor 80), 0xbadaf319, gkmgkldfmg,
|
||||
AIcAIc, 1kto1m.
|
||||
- **Paper** (`wwf-copybot`): +$1,347 realized, 107 copies. Same 5 wallets.
|
||||
- **Backtest** proves 11 (bench: Vahan88, 42021, BikesAreTheBikes, EdwardIN).
|
||||
- Two persistent monitors were watching failure signatures this session
|
||||
(they end with the session — re-arm in the next one if desired).
|
||||
|
||||
## Next-session priorities
|
||||
1. **Friday bench review**: pull the per-wallet forward table for the 4
|
||||
backtest candidates + re-read guard/floor counterfactuals; decide
|
||||
promotions and the bankroll top-up size (the live-vs-paper per-signal
|
||||
ratio is the number — now clean & comparable on both books).
|
||||
2. Watch the exec-lag tile fall toward ~1-2s as RTDS-era copies replace the
|
||||
pre-RTDS average.
|
||||
3. The protected-price/amount rounding (5 lines in copybot.py `_order`) has
|
||||
been the buggiest corner — 4 fixes now, each for a different quote class.
|
||||
Believed done (tests pin every class) but it's the first place to look if
|
||||
an `ORDER FAILED: … conform/amount` line appears.
|
||||
4. User to-do still open: rotate the Discord webhook (their login).
|
||||
|
||||
## Items 2-4 shipped (2026-07-13, evidence from a 3-agent analysis workflow)
|
||||
|
||||
- **DEPTH GATE** (copytrade.book_depth + gate in _handle_their_buy;
|
||||
config.depth_gate, both books). Fitted on 131 book-annotated fills:
|
||||
before ordering, SKIP if spread>0.08 (market mid-move, median |slip|
|
||||
~14%) or ask5c<$50 (dust books mispriced every fill), else cap stake at
|
||||
10% of 5c ask depth (impact <~2%; >20% of depth → >+2% slip 33-50% of
|
||||
the time). Fail-open on a book-fetch error. This is what lets stakes
|
||||
SCALE — binds mainly on slow-market wallets (badaf median 23% of depth
|
||||
at $40-100). 5 stub paths pass.
|
||||
- **PRICE GUARD validated, unchanged**: counterfactuals put 0.05 exactly at
|
||||
the EV knee (0.05-0.10 moves ≈ breakeven, >0.10 = -20% ROI). Comment
|
||||
records it. The +9-14% slip tail is lag-drift in deep esports books —
|
||||
a detection problem RTDS ~1s already addresses, not a guard problem.
|
||||
- **clob_user OWN-FILL PUSH** (UserFillsListener, live only): streams our
|
||||
order/trade lifecycle from ws-subscriptions-clob/ws/user (auth =
|
||||
client.credentials; all-markets). A matching order id fires an IMMEDIATE
|
||||
resolve_pendings() — in-play holds adopt on match, not on the 60s tick.
|
||||
Events only TRIGGER; get_order stays the arbiter (2026-07-12 invariant).
|
||||
resolve_pendings is now re-entrancy-locked (ws + heartbeat race). 60s
|
||||
poll stays as fallback; ws failure degrades to today. Heartbeat shows
|
||||
`userws up`. VERIFIED connected on the live box.
|
||||
- **Sub-$1 BUY fix**: gated $1.00 stakes shaved to $0.99 by share-flooring
|
||||
→ 7 of 13 live rejections. Now bumped to the $1 venue minimum.
|
||||
- Follow-set (rev 9→10): 5 wallets live (dropped imwalkinghere, demoted
|
||||
LSB1; Kruto floor 80 pinned in backtest too for comparability). Backtest
|
||||
proves 11 (bench: Vahan88, 42021, BikesAreTheBikes, EdwardIN).
|
||||
|
||||
## Since rev 8 (2026-07-11 → 07-13)
|
||||
|
||||
- **RTDS shadow verdict: GO** — 916 detections, p50 0.8s / p99 6.4s / max
|
||||
9.9s (in-play emits within 10s). **RTDS_DETECT=1 is live on the
|
||||
real-money bot**; detections stream on both books; Alchemy + 300s poll
|
||||
remain backstops. Silent-stale guard force-reconnects a 120s-quiet
|
||||
socket (the stream once sat "up" delivering nothing for 35 min).
|
||||
- **Phantom-cash incident (+$7.86, book-only, alarms caught it)**:
|
||||
overlapping pendings on one token each read the same balance move —
|
||||
one real 1.48-share sell booked 3×. FIXED: order-size caps every
|
||||
adoption, balance-diff only when the exchange no longer answers, SELLs
|
||||
cap at book holdings, ONE pending per token (engine + retries refuse
|
||||
while the resolver owns a token). Book rebuilt from chain ($11.21,
|
||||
drift 0, poisoned bets corrected from real fills, residual −$0.08).
|
||||
- **No price floor** (user call after a 0.001 longshot was blocked):
|
||||
risk.min_price 0 on both books, cap stays 0.95; executor protected
|
||||
prices now 4dp and price-proportional (2dp zeroed sub-penny bounds).
|
||||
- **H3 fixed**: per-wallet trade cursor + paginated activity fetch (5×100,
|
||||
walks to the last processed ts) — bursts can't scroll past a page.
|
||||
- **clone-guard works now**: verifies over `git ls-remote` (the REST API
|
||||
is unreachable from Fly boxes — Bearer 401 + anon rate-limit; it failed
|
||||
open on every boot until 07-13). Both boots log `clone verified @ sha`.
|
||||
- preflight_live.py rewritten for the unified SDK (deposit wallet, pUSD,
|
||||
book access, RTDS stream, geo). Drift ALARM floor 1c→5c (penny rounding
|
||||
isn't a bug; the self-heal path keeps its threshold).
|
||||
- Live book truth: 31 copies, realized −$5.32 lifetime (day-one incident
|
||||
dominates), ~$11.2 cash + LAB + 1 small open. User to-dos: polymarket.us
|
||||
key REVOKED, $32 RESOLVED; Discord webhook rotation still open.
|
||||
|
||||
## RTDS shadow run (started 2026-07-10 22:26Z)
|
||||
|
||||
**T0 detection is deployed**: `RtdsListener` in copybot.py streams
|
||||
Polymarket's real-time trade socket (`wss://ws-live-data.polymarket.com`,
|
||||
topic `activity`/type `trades` — undocumented but official; probe measured
|
||||
**median 0.8s delivery**, ~45 msg/s peak firehose, zero drops in 45 min).
|
||||
Client-side Set E filter → the same `on_wallet_activity` funnel as the
|
||||
Alchemy push. Heartbeat shows `rtds up Ns` / `⚠ rtds down`.
|
||||
|
||||
- **Paper: ON by default** — this IS the 24h shadow run. Compare `rtds:`
|
||||
detection lines vs Alchemy-path lag; watch the in-play tail (does RTDS
|
||||
emit held esports matches at match time or settlement?).
|
||||
- **Live: OFF until the shadow validates.** Enable with
|
||||
`flyctl secrets set RTDS_DETECT=1 -a wwf-copybot-live` (restarts armed).
|
||||
- Expected outcome: 24h lag stat drops toward ~1-2s and the
|
||||
"not copied in the detection window" misses go near-zero on paper.
|
||||
- Phase 2 (researched, not built): RTDS `clob_user` topic streams OUR order
|
||||
lifecycle (auth: CLOB api creds) — would make the pending-order registry
|
||||
event-driven instead of 60s polling.
|
||||
|
||||
## Retune (2026-07-10 ~21:20Z, USER-directed — supersedes the rule-0.6 caps)
|
||||
|
||||
- **Hard caps RETIRED** (user decision): risk block mirrors the paper
|
||||
sentinels. Sizing = paper-parity **4% of equity** (class_pct 0.04/0.12),
|
||||
floored at the venue's $1 min order. Bankroll REBASED to the real
|
||||
**$22.28** equity (heartbeat reads `free $17/$22`); spend tracker reset.
|
||||
- **Price guard is ABSOLUTE +0.05** (both books, identical rules):
|
||||
0.14→0.15 follows, 0.14→0.20 skips. Key renamed `price_guard_abs`.
|
||||
- **Pending-order registry**: in-play `delayed` holds are handed to
|
||||
`state.pending_orders` (full copy context) instead of a 20s cancel; the
|
||||
heartbeat resolver adopts fills whenever they land or cancels at TTL 600s
|
||||
→ honest miss. Stub-tested (adopt + expire). Watch the first
|
||||
`PENDING FILLED` line in production.
|
||||
- Both bots restarted on the new rules (paper +$1,378, 60 copies at reboot).
|
||||
- GOTCHA REMINDER proven again today: a boot can clone a stale GitHub
|
||||
replica — the 17:18 boot ran pre-push config for 4h (harmless here);
|
||||
ALWAYS verify the first heartbeat shows the numbers you shipped.
|
||||
|
||||
## INCIDENT 2026-07-10 (resolved in code; bot left DISARMED)
|
||||
|
||||
Push mode worked (~6s detection) — and exposed an executor bug: **in-play
|
||||
markets accept orders with status `delayed` and ZERO matched at response
|
||||
time**. The port read matched==0 as a rejection, logged an honest miss, and
|
||||
forgot the order — six such orders then **filled at the exchange untracked**
|
||||
(09:10–13:14Z, $30 real spend vs $5 booked; caps stopped binding; exits never
|
||||
mirrored; CASH≠CHAIN alarmed exactly as designed). Damage net **≈ −$2.7**
|
||||
(G2 g2/g3 and PlayTime g1 lost; Rune Eaters +$7.50 and Aurora g1 +$3.77 won,
|
||||
platform auto-redeemed; Aurora g2 won, redeem pending). First diagnosis
|
||||
wrongly blamed a second bot instance — the missed ledger's
|
||||
"order rejected: {'order_id': …}" rows matching on-chain fills to the second
|
||||
settled it: it was THIS bot.
|
||||
|
||||
**Fix (copybot.py, unit-tested with a stub client, 5 paths):** the executor
|
||||
invariant is now *no order outlives `_order()` untracked* — zero-matched
|
||||
acceptances poll `get_order`, cancel the remainder, and measure truth via the
|
||||
exchange's CONDITIONAL balance diff; exception paths sweep all open orders on
|
||||
the token the same way. State surgery done disarmed: cash = chain ($10.03),
|
||||
six fills adopted as bets, spend tracker = the real $35 today (over cap → a
|
||||
re-arm today places nothing new), false miss rows purged, −$0.59 adjustment
|
||||
documented.
|
||||
|
||||
**DISARMED via `flyctl secrets unset LIVE_CONFIRM` (survives restarts —
|
||||
note `machine stop` does NOT: http_service auto-restarts the machine).
|
||||
Re-arm = user types `flyctl secrets set LIVE_CONFIRM="TRADE LIVE"` after
|
||||
reviewing the fix. Recommended: re-run a probe on an IN-PLAY market first.**
|
||||
|
||||
Self-contained pickup for a fresh session (human or AI). Read
|
||||
[README.md](README.md) gotchas 1–16 (16 is the new-stack one),
|
||||
[FINDINGS.md](FINDINGS.md), [ETHERSCAN_MIGRATION.md](ETHERSCAN_MIGRATION.md),
|
||||
[LIVE_ROLLOUT.md](LIVE_ROLLOUT.md). The repo is authoritative.
|
||||
|
||||
## THE CRITICAL PATH IS DONE (2026-07-10 05:08Z)
|
||||
|
||||
Every link from rev 4 closed, in order, all proven on the live box:
|
||||
|
||||
1. **Root cause of the wrap revert found on-chain** (not caller-gating): the
|
||||
pUSD CollateralToken accepts BOTH native USDC and USDC.e by contract, but
|
||||
the public CollateralOnramp `0x93070a…` has native USDC **paused**
|
||||
(`paused(0x3c499c…)=1`). Docs claiming "must be USDC.e" are downstream of
|
||||
that pause, and the ts-sdk has NO wrap helper — the UI converts via the
|
||||
Bridge.
|
||||
2. **Bankroll converted via the sanctioned path** (`host/wrap_via_bridge.py`,
|
||||
stage-gated $3 test slice first): gasless ERC-20 transfer → per-wallet
|
||||
bridge address (`POST bridge.polymarket.com/deposit`) → delivered back
|
||||
**already wrapped as pUSD, fee-free** ($24.73 in → $24.73 pUSD out).
|
||||
`get_balance_allowance(COLLATERAL)` = 24730000 with max-uint allowances.
|
||||
3. **Executor ported** (copybot.py `LedgerLiveExecutor`): unified SDK
|
||||
`SecureClient.create(private_key)` — deposit wallet auto-resolves, no
|
||||
api_key at runtime; `place_market_order` FAK with protected prices
|
||||
(quoted ± `live.max_slippage_pct`, default 5%, clamped [0.01,0.99] so the
|
||||
SDK's band check can't raise); never raises into the trade loop.
|
||||
`chain_cash_gap` repointed at the deposit wallet's pUSD (the +24.73 alarm
|
||||
is gone). Old tick-rounding machinery deleted — the SDK owns tick/negrisk.
|
||||
4. **$5 FAK round trip FILLED on the new image**
|
||||
(polymarket-client==0.1.0b16 in fly.Dockerfile): BUY matched 7.35294 sh
|
||||
@ 0.68 ($5.00), SELL matched 7.35 sh @ 0.67 ($4.92 gross). Fill-field
|
||||
semantics confirmed: BUY making=USD given / taking=shares got; SELL
|
||||
reversed. Round trip cost 23.7¢ = 1c spread + ~3.2% taker fee on the
|
||||
sell + 0.003 sh dust — the modeled `TAKER_FEE_RATE 0.03` tracks reality.
|
||||
5. **Armed bot restarted on the ported code**: geo TRADABLE, LIVE banner,
|
||||
baseline clean, heartbeat `[1] open 0 · free $25/$25` with NO drift/chain
|
||||
alarm. The bot can now actually place.
|
||||
|
||||
## THE ONE REMAINING STEP — first organic fill ⇒ Phase 4
|
||||
|
||||
When the first real copy fills, walk LIVE_ROLLOUT **Phase 4** and report
|
||||
every link: order id → fills ledger row → position visible in the Polymarket
|
||||
UI (the DEPOSIT WALLET `0x455e252e45Ee46d6C4cc1c8fAdD3899d68f245a1`, not the
|
||||
legacy proxy) → /live feed row → cash math → Polygonscan.
|
||||
|
||||
## PUSH MODE (added 2026-07-10 05:41Z — user wanted push-speed detection)
|
||||
|
||||
The live app now runs its OWN Alchemy address-activity webhook
|
||||
(`wh_98s36kdtcaf9t9xx` → https://wwf-copybot-live.fly.dev/alchemy, 7 Set E
|
||||
addresses, id also in gitignored config.json as `alchemy_webhook_id_live`)
|
||||
— fully separate from the paper app's webhook; the two books still share
|
||||
nothing. Detection ~3s vs the poll era's ~39s avg. Verified: boot banner
|
||||
`push mode · signature-verify ON · heartbeat 60s · backstop poll 300s`,
|
||||
public /health "alive", Fly health check passing, unsigned POST → 401.
|
||||
Remaining soft link: the first REAL Alchemy push accepted (a key mismatch
|
||||
would print `⚠ bad signature — rejected` on every Set E trade — watch for
|
||||
that; the 5-min backstop poll covers detection meanwhile).
|
||||
|
||||
- `live/sync_webhook.py` now syncs BOTH webhooks on every deploy_bot.sh run.
|
||||
- **The live app has its watchdog now**: Fly /health check (self-heal) +
|
||||
watchdog.yml probes both apps → Discord (notify). A DISARMED live app
|
||||
idles WITHOUT HTTP — its watchdog page is expected, not a fault.
|
||||
- start.sh live role: ALCHEMY_SIGNING_KEY present → push, absent → 60s poll
|
||||
fallback (so `flyctl secrets unset ALCHEMY_SIGNING_KEY` is the way back).
|
||||
- Cosmetic: on restarts the push server exits with a KeyboardInterrupt
|
||||
traceback in the logs (SIGINT path) — harmless, not a crash.
|
||||
|
||||
## Known small offsets (do NOT fix while the bot runs — gotcha 15)
|
||||
|
||||
- Book cash $25.00 vs chain pUSD $24.49: fixed $0.51 offset (config
|
||||
bankroll $25 vs $24.73 deposited, + the probe's 23.7¢ round trip which
|
||||
correctly bypassed the book). Below the $1 CASH≠CHAIN alarm. Fold into
|
||||
the state at the next natural machine-stop surgery if desired.
|
||||
- The probe's trade is deliberately absent from the fills ledger/feed.
|
||||
|
||||
## System state (2026-07-10 05:10Z)
|
||||
|
||||
- **Live bot** (`wwf-copybot-live`, poll 60s, arn): ARMED, $24.49 pUSD,
|
||||
caps $5/trade · $25/day · $30 exposure — NEVER raise without the user.
|
||||
Disarm: `flyctl secrets unset LIVE_CONFIRM` or `flyctl apps stop`.
|
||||
- **Paper bot** (`wwf-copybot`, push mode): Set E, $1,000 book of
|
||||
2026-07-08 — Day 1½ realized +$1,107.57 (36 copies) at rev-4 time; check
|
||||
the dashboard for current.
|
||||
- **Set E** both books: LSB1, imwalkinghere, Kruto2027, 0xbadaf319,
|
||||
gkmgkldfmg, AIcAIc, 1kto1m (watch list & demotion candidates in rev 4 /
|
||||
FINDINGS).
|
||||
- **Dashboards**: jaxperro.com/trading (paper), jaxperro.com/live (real).
|
||||
- **Ops utilities** (all need the box's env): `host/wrap_via_bridge.py`
|
||||
(bankroll conversion — done, idempotent), `host/order_probe_v2.py`
|
||||
($5 round-trip probe; now polls the indexer and self-revokes its builder
|
||||
key), `host/flatten_positions.py` (market-sell everything — the
|
||||
emergency exit).
|
||||
|
||||
## New-stack facts a future session must not relearn (also gotcha 16)
|
||||
|
||||
- py-clob-client: ARCHIVED. Reads OK, placement dead everywhere.
|
||||
- polymarket-client (`SecureClient`): placement, gasless
|
||||
`execute_transaction`, `get_balance_allowance` (`.balance` int base
|
||||
units). `create()` is ready-to-use; `with` only closes transports.
|
||||
- Protected prices (`max_price`/`min_price`) raise outside [tick, 1−tick];
|
||||
we clamp to [0.01, 0.99] before calling.
|
||||
- Builder API keys: revocable ONLY via their own secret (HMAC DELETE) —
|
||||
always `atexit`-revoke in-process keys. 9 inert ones from bring-up sit on
|
||||
the account; only the UI (settings→builder) can clear them. Runtime bot
|
||||
needs NO key (approvals persist on-chain).
|
||||
- Bridge: `POST /deposit {address}` → per-wallet EVM address (ours:
|
||||
`0x66C1A4b43824CB0DDa54c94F118fc868A6270b91`, pinned in
|
||||
wrap_via_bridge.py); Polygon native USDC accepted ($2 min); delivery is
|
||||
pUSD directly; `/status/{bridge_addr}` tracks; `/quote` previews.
|
||||
|
||||
## Queued work (unchanged priorities)
|
||||
|
||||
1. ETHERSCAN_MIGRATION.md phases 0→5.
|
||||
2. Empirical fill model from `book` snapshots; depth gate before sizing up.
|
||||
3. Funding-cluster tracer port to Etherscan logs.
|
||||
4. Live-app watchdog (poll mode has no /health).
|
||||
5. Decide the leftover $32 on polymarket.us (withdraw or abandon).
|
||||
6. `preflight_live.py` still validates the ARCHIVED stack — port or retire.
|
||||
|
||||
## User to-dos (security/hygiene)
|
||||
|
||||
- ~~Revoke the polymarket.us API key~~ DONE (user, 2026-07-10).
|
||||
- ~~Decide the leftover $32 on polymarket.us~~ RESOLVED (user moved it,
|
||||
2026-07-10).
|
||||
- Rotate the Discord webhook committed pre-2026-07-09 (spam risk only) —
|
||||
STILL OPEN.
|
||||
- Optional: clear the 9 inert builder keys at
|
||||
polymarket.com/settings?tab=builder.
|
||||
|
||||
## Hardening trio (2026-07-10 late — all stub-tested)
|
||||
|
||||
- **Exit-retry (LIVE_ROLLOUT 1.6 built)**: failed mirror-exits queue in
|
||||
`state.exit_retries`; the heartbeat re-attempts up to 10 ticks (recovered
|
||||
exits ping Discord), then pages **⚠ EXIT STUCK** and lets the position
|
||||
ride knowingly. In-play holds hand off to the pending registry.
|
||||
- **RTDS shadow ledger**: every Set E detection appends to
|
||||
`rtds_shadow.jsonl` (live: `rtds_shadow.live.jsonl`) — ts, lat_s, and
|
||||
whether another trigger saw the tx first. Rides the publish commit;
|
||||
capped ~2000 lines. This file is the 24h go/no-go data for RTDS_DETECT=1.
|
||||
- **Boot stale-clone guard (start.sh)**: clone HEAD verified against the
|
||||
GitHub API (re-clone up to 4×) — kills the stale-replica boots that hit
|
||||
twice on 2026-07-10.
|
||||
|
||||
## Operational quick-reference
|
||||
## Snapshot (2026-07-19)
|
||||
- **wwf-copybot-live** (REAL, ARMED): ~$59 equity ($66.42 contributed,
|
||||
realized −$16.94 lifetime — day-one incident + honest recognitions),
|
||||
6-wallet Set E rev 4, 4% of working equity/bet, alarm-free after the
|
||||
07-19 reconcile. **wwf-copybot** (paper $1k): same set, FAK-parity fills.
|
||||
Both on the audit-hardened build (locks, chain-gated sweep, boot-id
|
||||
single-writer guard, TLS'd user-ws — HANDOFF_ARCHIVE rev 16).
|
||||
- **wwf-recorder**: tapes every platform trade → nightly ingest →
|
||||
`live/rtds.duckdb` (5M+ rows). The current-era ground truth for research.
|
||||
- **VALUE experiment: CLOSED 2026-07-19** — sub-2¢ hypothesis refuted
|
||||
(1W/993L, 0.075x); post-mortem in value/PLAN.md; app destroyed.
|
||||
- **Verdicts pending**: edge/size-up (#14, ~end of July, pre-registered) ·
|
||||
bench review Friday (#13: five new sharps + AIcAIc's prove-it week).
|
||||
- Dashboards: jaxperro.com/{trading,live,value} · daily pipeline on the Mac
|
||||
at 08:00 (launchd, lockfile) — floors, bench forward table, edge row,
|
||||
tape ingest, Discord digest.
|
||||
|
||||
## Ops quick-reference
|
||||
- Follow-set change: edit live/copybot.paper.json → `./live/deploy_bot.sh`;
|
||||
keep backtest.json mirrored.
|
||||
- State surgery: `flyctl machine stop` FIRST → edit → push → restart →
|
||||
VERIFY first heartbeat (gotcha 15).
|
||||
- Never 2 Fly machines per app (`flyctl scale count 1`).
|
||||
- Bot commits its own state — `git pull --rebase --autostash` before pushing.
|
||||
- Image changes (fly.Dockerfile, host/) → `flyctl deploy --remote-only -c
|
||||
fly.live.toml -a wwf-copybot-live`; code/config → push + `flyctl apps
|
||||
restart` (a deploy also wipes /tmp clones on the box).
|
||||
- Box one-offs: `flyctl ssh console -a wwf-copybot-live -C "bash -c '…'"`;
|
||||
clone to /tmp with the box's GITHUB_TOKEN; run python with `-u`.
|
||||
mirror config.live.example.json (nothing auto-writes it) + backtest.json.
|
||||
- State surgery: stop the machine, **watch heartbeats actually CEASE**
|
||||
(gotcha 15c — and the boot-id guard now makes a zombie writer yield),
|
||||
pull → edit → push → start → verify the first heartbeat.
|
||||
- Code deploy: push + `flyctl apps restart <app>` (boots clone main,
|
||||
clone-guard verifies). Image changes: `flyctl deploy --remote-only -c
|
||||
<toml> --ha=false`. Never two machines per app.
|
||||
- The bots commit their own state — always `git pull --rebase --autostash`
|
||||
before pushing from a session.
|
||||
- Read next: README.md (architecture + gotchas 1-18) · FINDINGS.md (research
|
||||
story) · value/PLAN.md (the refutation) · HANDOFF_ARCHIVE.md (history).
|
||||
|
||||
Reference in New Issue
Block a user