Delta-neutral funding carry: multi-asset support, hardening & tests - #1

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jzbtc101 wants to merge 95 commits into

khromalabs:dev011from

jzbtc101:ainara-arbitrage

Commits on Jul 15, 2026

Add Anthropic-style skill scaffolding and voice-triggered skill creation.

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15b59d2
Add cross-venue funding-carry trading skills (read-only + decision layer)

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Add isolated trading executor daemon foundation

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a01cfc7
Wire Hyperliquid live order placement + cancel (tested on testnet)

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Wire dYdX permissioned-key signing mode + validation; make selftest safe

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Add executor HTTP surface (Flask), tested against live HL leg

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Add Orakle thin-client skill for the executor daemon

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Add always-on watchdog (leg-liquidation / broken-hedge guard), tested live

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Wire dYdX live order placement + cancel via permissioned key (tested)

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91eed0e
Wire watchdog dYdX auto-close; symmetric two-leg protection

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a7cdeef
Add Conductor plan + self-contained carry_engine decide action (step 5)

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0f7f053

Commits on Jul 16, 2026

Add standalone launcher for the position watchdog

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8b0ced0
Add funding-arb capability description + operational runbook

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bb48e5e
Runbook: build executor venv with Python 3.12 (signing SDKs lack 3.13 wheels)

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b16d8f6
Add hard per-order notional cap in the executor (safety ceiling)

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Add margin-based dynamic sizing, slippage-aware net, and daemon margin backstop

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11c2ddd
Runbook: document the four risk controls and sizing config

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fc7976d

Commits on Jul 17, 2026

chore: ignore executor/.venv

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d32d2fb
Bureau: load plans from the configured dir, and report the real agent error

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Conductor: fail a skill step when the skill returns a structured error

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a58b875
Framework: honour data.directory in the components that bypassed it

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234a8dd
Executor: deterministic two-leg hedge open/close in the daemon

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fa2e75b
Executor: wire the dYdX liquidation math (it was never monitored)

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Watchdog: verify, escalate, and back off — stop failing silently

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e195fe4
carry_engine: add the exit decision, and make the guards fail closed

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Trading plans: take the LLM off the order path, and add the exit plan

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docs: progress report for upstream

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0afcd14
docs: bring the funding-arb docs up to date with the current architecture

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3c89c16

Commits on Jul 19, 2026

Executor: wire dYdX mainnet, and quantize hedge size to the venue step

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e724fd3
setup_dydx_permission: take the main mnemonic from the environment

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a527d60

Commits on Jul 23, 2026

Commits on Jul 24, 2026

Trading: add carry-trade ledger and realized-vs-predicted analytics

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Docs: add end-user operator guide for the delta-neutral funding carry

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Scheduler: supervise the executor daemon + position watchdog as managed services

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387417d

Commits on Jul 25, 2026

Trading: multi-asset support (per-coin watchdog + coin-parameterized plans)

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Executor: cross-limit rounding must be directional (fixes SOL open)

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Trading: portfolio skill handles the whole book + multi-position dYdX liq

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Trading: forward-paginate HL funding so the live signal reaches now

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0b7e598
Trading: committed test suite for the delta-neutral stack

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Docs: cover multi-asset in the funding-carry guides

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9d25a8d

Commits on Jul 26, 2026

Trading: portfolio never hides other open positions in a coin-scoped answer

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165986a
Docs: restore README.md clobbered by a bad merge

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9f85944

Commits on Jul 27, 2026

Watchdog: act on liquidation proximity, and alarm off-box

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d5a403a
Notify: cap message length, and document the Discord + dead-man pairing

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Notify: send a real User-Agent, and log the failure body

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a7e0604

Commits on Jul 28, 2026

Venue state: an unreadable venue is UNKNOWN, never flat

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Ledger: record the size the venues FILLED, not the size the engine planned

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Scheduler: append managed-service logs instead of truncating them

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Scheduler: executor logs live with every other Ainara log, and survive a stop

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Executor: stop logging a werkzeug line for every successful /health probe

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dYdX: one coin per subaccount, so liquidation is visible again

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Skill: let Ainara run a Conductor plan, not reassemble one from parts

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dYdX: tooling to fund isolated subaccounts, without rotating the bot key

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setup_dydx_permission: authorize a range once, not a coin at a time

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setup_dydx_permission: refuse a seed that is not the configured account's

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setup_dydx_permission: --verify, and read the SUBACCOUNT filter not the market one

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392768d

Commits on Jul 29, 2026

dYdX validate(): check the CONFIGURED authenticator, not the first one found

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fund_subaccounts: advance the account sequence between transfers

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Docs: config reference for isolation + plan-running, and a mergeable template

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Docs: troubleshooting reference, drawn from failures we actually hit

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Executor: push a Discord alert when a hedge closes

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Autostart: opt-in logon task so a reboot does not leave a hedge unguarded

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Autostart: delay past network start, no execution limit; subaccounts viewable seedless

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Docs: Part 6 of the upstream report — mainnet session, incident, framework changes

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Nexus: live delta-neutral positions dashboard (skill + component)

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Nexus: expose positions dashboard to routing; fix dropped nexus matcher_info

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Config: deep-merge update_config; fail loud when the wizard can't read config

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Dashboard: light/dark toggle; per-leg margin used + leverage

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88a130c

Commits on Jul 30, 2026

Config: versioned off-sync backups on save; recovery runbook

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Polaris: idempotent service launch — attach instead of duplicating

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Watchdog: batch dYdX market-risk into one all-markets read; runbook note

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4f20f28

Commits on Jul 31, 2026

Dashboard: sharpen matcher_info so visual verbs beat "delta neutral"

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899494c

Commits on Aug 1, 2026

Executor: authorize HYPE-USD market (clobPairId 319) in the dYdX authenticator

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Executor: price crossing limits to the real venue tick (any-priced asset)

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fund_subaccounts: --allow-funded-source to fund a new coin while others open

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5e38a6b

Commits on Aug 2, 2026

Bureau: write forensic reports to the configured logging.directory, not OneDrive

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2e6c314

Commits on Aug 10, 2026

Polaris: setup wizard toggles for launch-at-login and trading automation

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platform_utils: default Windows paths to AppData, not OneDrive-synced Documents

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carry_engine: backtest exit-threshold/min-hold modeling; book-wide exposure cap

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Watchdog: book-wide Hyperliquid margin-utilization monitor (alert-only)

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scheduler: rotate the managed-services' own captured logs

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docs: update runbook and progress report for this session's risk-control work

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4bb1361

Commits on Aug 18, 2026

Merge upstream/dev011 (v0.11) into ainara-arbitrage

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Fix Saved Games folder resolution, which never actually worked

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config: find an existing AppData config, and keep backups out of the migration path

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cdd8cf2

Commits on Aug 20, 2026

Merge remote-tracking branch 'upstream/dev011' into ainara-arbitrage
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Commits on Aug 28, 2026

Merge remote-tracking branch 'upstream/dev011' into ainara-arbitrage
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Add the Oreka desk's three read-only Orakle skills

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Stop the carry reporting layer stating things that are not true

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Make the trading tests runnable in both virtualenvs, and say when they are not

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Stop guardrailing the orakle syntax we tell the model to produce

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Ask whether the timing rule beats simply holding the hedge

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Make the held-hedge benchmark opt-in, and bring the skill doc current

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Stop calling a broken hedge a measurement fault, and find the fills the stamps miss

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