DEPTH GATE (copytrade.book_depth + gate in _handle_their_buy, fitted on
131 book-annotated fills): pre-order, skip if spread>0.08 (market mid-move,
median |slip| ~14%) or ask5c<$50 (dust books mispriced every fill), else
cap the stake at 10% of 5c ask depth (keeps impact <~2%; >20% of depth made
>+2% slip 33-50% likely). Fail-open: a failed book fetch declines to bind.
This is what lets stakes scale — binds mainly on slow-market wallets like
0xbadaf319 (median 23% of depth at $40-100 stakes). config.depth_gate;
paper+live inherit DEFAULT_CONFIG.
GUARD: counterfactuals VALIDATED the 0.05 absolute guard — it sits at the
EV knee (0.05-0.10 moves ≈ breakeven, >0.10 = -20% ROI). No change, comment
records the evidence. (The +9-14% lag-drift tail in deep esports books is a
detection-lag problem the depth gate can't see; RTDS ~1s already addresses
it — protected max_price is the backstop.)
CLOB_USER: UserFillsListener streams our order/trade lifecycle from
ws-subscriptions-clob/ws/user (auth = client.credentials, the SDK's derived
L2 creds; all-markets, no per-market mgmt). A matching order id triggers 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
anti-phantom-cash invariant intact). resolve_pendings now re-entrancy-locked
(ws + heartbeat race). 60s poll stays as the fallback; ws failure degrades
to today. Live role only.
Also: sub-$1 BUY amount bumped to the $1 venue minimum (share-flooring
shaved gated $1.00 stakes to $0.99 — 7 of 13 live rejections).
Co-Authored-By: Claude Fable 5 <noreply@anthropic.com>
5-day forward sample (101 paper + 31 live copies): imwalkinghere produced
ZERO copies — his flow is 5-min BTC Up/Down markets that resolve faster
than any copy can act, and his missed bets would have LOST $390. LSB1 is
the worst forward performer (−$397, 2-4; misses also negative) → demoted
to backtest.json for re-proving. Kruto: +$736 from TWO copies at the
highest z on the table (19.3) — floor lowered to catch more flow. Bench
adds to backtest for forward proving: Vahan88, 42021, BikesAreTheBikes,
EdwardIN. badaf vindicated (+$310, 6-0 + the 0.001 counterfactual) and
stays; AIcAIc gets a week under RTDS before judgment.
Co-Authored-By: Claude Fable 5 <noreply@anthropic.com>
api.github.com is effectively unreachable from the Fly boxes (Bearer 401,
anonymous rate-limited on shared egress) — the guard failed open on every
boot. ls-remote rides the same authenticated smart-HTTP path the clone
itself uses, so it works by construction.
Co-Authored-By: Claude Fable 5 <noreply@anthropic.com>
- H3 (burst overflow): per-wallet trade cursor + paginated activity fetch
(up to 5×100, walks back to the last processed timestamp) — a gkmg-scale
clip burst can no longer scroll past a single newest-100 page. Cursor
only advances after a fetch; 600s overlap re-serves boundary rows into
the seen-tx dedupe. offset pagination verified against the data-api.
- clone-guard: Bearer auth (fine-grained PATs reject the 'token' scheme)
with unauthenticated fallback + 40-hex sanity on the answer — Fly's
shared egress IPs rate-limit the anonymous path.
- preflight_live.py rewritten for the unified SDK: deposit-wallet auth,
pUSD collateral, order-book reach, RTDS stream delivery, geo verdict.
- ledger-drift ALARM floor 1c → 5c (4dp fill rounding accumulates pennies
across 60+ copies; the check stays for real bugs — it caught $15.45 and
$7.24. The self-heal path keeps its own threshold.)
Co-Authored-By: Claude Fable 5 <noreply@anthropic.com>
User call 2026-07-13 after a big 0.001 longshot was floor-blocked (the
same band class that blocked the 16x Hive copy at 0.05). Executor's
protected prices now round to 4dp and scale with the price — the old 2dp
rounding zeroed the bound on sub-penny books (BUY never bounds below the
quoted cross; SELL never above the quoted bid; verified at 0.001/0.002).
Co-Authored-By: Claude Fable 5 <noreply@anthropic.com>
2026-07-12 phantom-cash incident (+$7.86 book-only, alarms caught it):
overlapping pendings on one token each read the same balance drop via
max(matched, diff) — one real 1.48-share sell booked 3×. No real money
moved wrongly (the CLOB rejects oversells); the book just self-inflated.
Fixes: (1) order's own size caps every adoption fill; (2) the balance
diff is consulted ONLY when the exchange no longer answers for the order
(a definitive killed/0 is final); (3) SELL adoptions cap at book
holdings; (4) ONE outstanding pending per token — engine buy/sell and
exit-retries refuse while the resolver owns a token. Regression suite:
the incident scenario books exactly the real fill; phantoms zero.
Surgery (machine stopped): cash → chain $11.206, the two poisoned bets
corrected from real chain fills (residual adjustment −$0.08), drift 0.
Co-Authored-By: Claude Fable 5 <noreply@anthropic.com>
copybot[bot]