System-today table: T0 RTDS detection (~1s) on both workers, own-fill push
+ depth gate on the real-money row, clone-guard note. Calibration section:
Set E rev 2 (5 wallets, drops explained, bench of 4 in backtest). Model
section: guard validation evidence + the depth-gate bullet. Data sources:
RTDS + CLOB user-channel rows. Gotcha 17 gains the 2026-07-12 corollary
(balance-diff is a fallback, one pending per token); gotcha 18 documents
the RTDS stream's two quirks (broken filters, silent-stale) and the
heartbeat-fields-over-boot-logs lesson. copybot.py docstring reflects the
layered trigger stack.
Co-Authored-By: Claude Fable 5 <noreply@anthropic.com>
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>
copybot[bot]