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copybot: #20/#21 dark flags — entry_mode maker + exit_mode hold (defaults unchanged: taker/mirror)

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entry_mode=maker (#20): GTC limit at the sharp's own price via
place_limit_order; live bids park in the pending registry with
maker_ttl_s=60 (registry-side cancel — venue GTD needs >=3min); instant
partial crosses cancel their remainder (07-10 invariant). Paper leg: a
paper_maker registry filled from RTDS prints <= bid, expired by heartbeat
sweep into honest misses. maker_stats counters; fills rows tagged maker;
ba_at_signal recorded (taker counterfactual).

exit_mode=hold (#21): _handle_their_sell choke-point returns without
ordering; every ignored sell -> copybot_ignored_exits[.live].jsonl +
state tail (the mirror counterfactual's forward control). Reconcile
logs hold-through once per position (no backstop spam, no EXIT-STUCK
alarms in hold mode).

Dark by default: real configs boot byte-identical banners; all 8 test
scripts pass; flip = one config change at Friday's read per the
pre-registrations.

Co-Authored-By: Claude Fable 5 <noreply@anthropic.com>
This commit is contained in:
jaxperro
2026-07-23 13:30:32 -04:00
parent efb33e0e8b
commit e2621fa53d
2 changed files with 266 additions and 10 deletions
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copytrade.py
+64 -7
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@@ -261,6 +261,16 @@ class PaperExecutor:
f"(paper model: {gone})", "paper": True}
return {"ok": True, "filled_shares": shares, "price": price, "paper": True}
def maker_buy(self, token_id, shares, price, meta):
"""#20 dark path (paper): a resting bid never fills at placement —
the host's paper-maker registry fills it from RTDS prints <= bid
within TTL, or expires it into an honest miss."""
import math
sz = math.floor(shares * 100) / 100.0
return {"ok": False, "filled_shares": 0.0, "price": price,
"pending": {"paper_maker": True, "sz": sz, "mode": "maker"},
"paper": True}
def sell(self, token_id, shares, price, meta):
return {"ok": True, "filled_shares": shares, "price": price, "paper": True}
@@ -284,6 +294,10 @@ class CopyTrader:
# trimmed off state["missed"] so the full-history feed keeps every
# skip ever (2026-07-21). None = trimmed rows are simply dropped.
self.on_miss_spool = None
# host-installed hook (#21 hold-through): receives each ignored
# mirror-exit so the sell counterfactual stays exactly computable
# forward. None = ignored exits are only console-logged.
self.on_ignored_exit = None
# -- helpers --
def log(self, msg):
@@ -602,22 +616,46 @@ class CopyTrader:
self.log(f"{kind} {label} — skip (in-play hold already pending "
"on this token)")
return
shares = allowed / price
res = self.ex.buy(token, shares, price, {"title": title, "book": bk})
f = self.cfg.get("follow") or {}
maker = f.get("entry_mode", "taker") == "maker"
if maker:
# #20: rest at THEIR price (not the current ask) — same gated
# opportunity set as taker mode, only the execution differs
entry_px = their_price
shares = allowed / entry_px
res = self.ex.maker_buy(token, shares, entry_px,
{"title": title, "book": bk})
else:
entry_px = price
shares = allowed / price
res = self.ex.buy(token, shares, price,
{"title": title, "book": bk})
if not res["ok"]:
# in-play books ACCEPT orders with a delayed hold — the executor
# reports those as pending (order id + pre-order balance) instead
# of failed. Park the full copy context; the heartbeat resolver
# adopts the fill when it lands or converts to a miss at TTL.
# (Maker bids park the same way with their own, shorter TTL.)
if res.get("pending"):
self.state.setdefault("pending_orders", []).append({
pend = {
**res["pending"], "token": token, "side": "BUY",
"wallet": wallet, "title": title, "outcome": outcome,
"event": event, "cond": cond, "their_price": their_price,
"their_ts": their_ts, "price": price, "is_add": is_add,
"stake": allowed, "ts": time.time(), "ttl_s": 600})
self.log(f"{kind} {label} — PENDING (in-play hold, "
f"order {str(res['pending'].get('order_id'))[:14]}…)")
"their_ts": their_ts, "price": entry_px, "is_add": is_add,
"stake": allowed, "ts": time.time(),
"ttl_s": (float(f.get("maker_ttl_s", 60))
if res["pending"].get("mode") == "maker"
else 600),
"ba_at_signal": (bk or {}).get("ba")}
if res["pending"].get("paper_maker"):
self.state.setdefault("paper_maker", []).append(pend)
self.log(f"{kind} {label} — MAKER bid {entry_px:.3f} "
f"resting (paper, {pend['ttl_s']:.0f}s)")
else:
self.state.setdefault("pending_orders", []).append(pend)
self.log(f"{kind} {label} — PENDING ("
f"{'maker bid' if pend.get('mode') == 'maker' else 'in-play hold'}, "
f"order {str(res['pending'].get('order_id'))[:14]}…)")
self.persist()
return
resp_s = str(res.get("resp"))
@@ -668,6 +706,25 @@ class CopyTrader:
mine = self.state["my_pos"].get(token)
if not mine:
return # we don't hold it
if (self.cfg.get("follow") or {}).get("exit_mode", "mirror") == "hold":
# #21 dark path: never mirror their exits — positions ride to
# resolution. Every ignored sell is logged so the mirror-exit
# counterfactual stays exactly computable forward (the
# pre-registered verdict's control).
frac = 1.0 if their_prev <= 0 else min(1.0, their_size / their_prev)
self.log(f"EXIT {label} — HOLD-THROUGH (exit_mode=hold, "
f"their frac {frac:.2f})")
if self.on_ignored_exit:
self.on_ignored_exit({
"ts": round(time.time(), 1), "token": str(token),
"their_size": their_size, "their_prev": their_prev,
"frac": round(frac, 4),
"shares_held": round(mine.get("shares", 0), 4),
"cost_held": round(mine.get("cost", 0), 2),
"title": (mine.get("title") or "")[:80],
"outcome": mine.get("outcome"),
"wallet": mine.get("wallet", "")})
return
frac = 1.0 if their_prev <= 0 else min(1.0, their_size / their_prev)
sell_shares = min(mine["shares"], mine["shares"] * frac)
if sell_shares <= 0: