Commit Graph

1309 Commits

Author SHA1 Message Date
copybot[bot] cf99e34bb6 copybot: live paper feed [skip ci] 2026-07-13 10:23:29 +00:00
copybot[bot] df05b9cf7f copybot: live paper feed [skip ci] 2026-07-13 09:54:32 +00:00
copybot[bot] 2b0a3ea29f copybot: live paper feed [skip ci] 2026-07-13 09:50:20 +00:00
copybot[bot] 9d4687d09e copybot: live paper feed [skip ci] 2026-07-13 09:50:20 +00:00
copybot[bot] a1b78a5109 copybot: live paper feed [skip ci] 2026-07-13 09:48:00 +00:00
copybot[bot] aa62845a90 copybot: live paper feed [skip ci] 2026-07-13 09:33:31 +00:00
copybot[bot] b51c60145d copybot: live paper feed [skip ci] 2026-07-13 09:31:42 +00:00
copybot[bot] 9850d156de copybot: live paper feed [skip ci] 2026-07-13 09:27:16 +00:00
copybot[bot] 32a65da49f copybot: live paper feed [skip ci] 2026-07-13 09:19:02 +00:00
copybot[bot] 0c64eb22f6 copybot: live paper feed [skip ci] 2026-07-13 09:18:57 +00:00
copybot[bot] 18ccf58157 copybot: live paper feed [skip ci] 2026-07-13 09:10:37 +00:00
copybot[bot] 3dbcc14c39 copybot: live paper feed [skip ci] 2026-07-13 09:06:35 +00:00
copybot[bot] c6e9a2c9d6 copybot: live paper feed [skip ci] 2026-07-13 09:06:20 +00:00
copybot[bot] c3202e5df9 copybot: live paper feed [skip ci] 2026-07-13 07:44:29 +00:00
copybot[bot] 66f52875ce copybot: live paper feed [skip ci] 2026-07-13 07:42:30 +00:00
copybot[bot] 134211fb95 copybot: live paper feed [skip ci] 2026-07-13 07:40:25 +00:00
copybot[bot] 204a692833 copybot: live paper feed [skip ci] 2026-07-13 07:40:20 +00:00
copybot[bot] 9140184de6 copybot: live paper feed [skip ci] 2026-07-13 05:00:22 +00:00
copybot[bot] 3b98eceaa0 copybot: live paper feed [skip ci] 2026-07-13 04:59:29 +00:00
copybot[bot] 24eecf65a4 copybot: live paper feed [skip ci] 2026-07-13 04:29:36 +00:00
copybot[bot] 18ca9a532e copybot: live paper feed [skip ci] 2026-07-13 04:28:10 +00:00
copybot[bot] ec0c7897c1 copybot: live paper feed [skip ci] 2026-07-13 04:07:03 +00:00
copybot[bot] 0bf21b66a5 copybot: live paper feed [skip ci] 2026-07-13 04:04:38 +00:00
jaxperro 14aa3f67f1 docs: sweep for the RTDS era, depth gate, curated set, gotcha 17-corollary + 18
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>
2026-07-12 23:39:17 -04:00
jaxperro a0baeaf37a HANDOFF rev 10: depth gate, guard validated, clob_user own-fill push
Co-Authored-By: Claude Fable 5 <noreply@anthropic.com>
2026-07-12 23:30:11 -04:00
copybot[bot] 1369a4f42a copybot: live paper feed [skip ci] 2026-07-13 03:29:31 +00:00
copybot[bot] 46adc91761 copybot: live paper feed [skip ci] 2026-07-13 03:27:40 +00:00
jaxperro 97eedd6c9f heartbeat shows user-ws status (like rtds) — boot 'connected' line scrolls out
Co-Authored-By: Claude Fable 5 <noreply@anthropic.com>
2026-07-12 23:27:25 -04:00
copybot[bot] 0ec7b5d511 copybot: live paper feed [skip ci] 2026-07-13 03:20:35 +00:00
copybot[bot] 1640e2d3e5 copybot: live paper feed [skip ci] 2026-07-13 03:19:59 +00:00
jaxperro e0679a40d9 items 2-4: depth gate + guard validated + clob_user own-fill push
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>
2026-07-12 23:18:54 -04:00
jaxperro f96a0d58c5 backtest: pin Kruto floor 80 to match the live books (comparability)
Co-Authored-By: Claude Fable 5 <noreply@anthropic.com>
2026-07-12 22:56:05 -04:00
copybot[bot] 71d0c25aea copybot: live paper feed [skip ci] 2026-07-13 02:42:37 +00:00
copybot[bot] c671b0e3f4 copybot: live paper feed [skip ci] 2026-07-13 02:32:52 +00:00
copybot[bot] c3dcf2c88e copybot: live paper feed [skip ci] 2026-07-13 02:20:36 +00:00
copybot[bot] 1c34bc105e copybot: live paper feed [skip ci] 2026-07-13 02:19:43 +00:00
jaxperro 4ffe20d6b8 follow set: drop imwalkinghere + demote LSB1, Kruto floor 126.84→80, bench 4
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>
2026-07-12 22:19:27 -04:00
copybot[bot] f77b8b7f85 copybot: live paper feed [skip ci] 2026-07-13 02:18:24 +00:00
copybot[bot] ee905a0144 copybot: live paper feed [skip ci] 2026-07-13 02:16:21 +00:00
copybot[bot] d0e2d9bbda copybot: live paper feed [skip ci] 2026-07-13 02:16:15 +00:00
copybot[bot] b4a8753dd3 copybot: live paper feed [skip ci] 2026-07-13 02:12:11 +00:00
copybot[bot] bafb738ff5 copybot: live paper feed [skip ci] 2026-07-13 02:11:42 +00:00
jaxperro c94588a588 HANDOFF rev 9: RTDS both books, oversell+H3 fixed, clone-guard verified
Co-Authored-By: Claude Fable 5 <noreply@anthropic.com>
2026-07-12 22:07:13 -04:00
copybot[bot] 562520e508 copybot: live paper feed [skip ci] 2026-07-13 02:07:11 +00:00
copybot[bot] da3b950243 copybot: live paper feed [skip ci] 2026-07-13 02:05:41 +00:00
copybot[bot] fb89f4ec54 copybot: live paper feed [skip ci] 2026-07-13 02:05:07 +00:00
jaxperro 7d20588c6f clone-guard: verify over the git transport (ls-remote), not the REST API
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>
2026-07-12 22:04:40 -04:00
copybot[bot] 3db093a690 copybot: live paper feed [skip ci] 2026-07-13 02:03:22 +00:00
copybot[bot] c4e46c8463 copybot: live paper feed [skip ci] 2026-07-13 02:01:41 +00:00
jaxperro 476c1059c8 overnight batch: H3 cursor fetch, Bearer clone-guard, SDK preflight, 5c drift alarm
- 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>
2026-07-12 22:00:41 -04:00