diff --git a/executor/executor.py b/executor/executor.py
index df1e032..dea2323 100644
--- a/executor/executor.py
+++ b/executor/executor.py
@@ -31,7 +31,7 @@ import uuid
 from collections import deque
 from dataclasses import dataclass, field
 from datetime import datetime
-from decimal import Decimal
+from decimal import Decimal, ROUND_DOWN
 from pathlib import Path
 from typing import Optional
 
@@ -189,6 +189,7 @@ class ExecutionReport:
     effective_bps: float = 0.0
     error: str = ""
     book_ts_ms: int = 0
+    book_tops: list[dict] = field(default_factory=list)
 
 
 @dataclass
@@ -419,6 +420,7 @@ class Executor:
         """
         exec_start_ts = time.perf_counter()
         timings: list[dict] = []
+        predicted_bps = signal.get("predicted_bps", 0.0)
         executor_receive_ts_ms = signal.get("_receiver_ts_ms") or int(time.time() * 1000)
         signal_ts_ms = signal.get("ts_ms", 0)
         book_ts_ms = signal.get("book_ts_ms", 0)
@@ -439,6 +441,16 @@ class Executor:
         self._log.debug("execute_triangle_entered", correlation_id=correlation_id)
         legs = signal.get("legs", [])
         books = signal.get("books", [])
+        book_tops = []
+        for bk in books[:3]:
+            asks = bk.get("asks", [])
+            bids = bk.get("bids", [])
+            book_tops.append({
+                "ask_px": str(asks[0]["price"]) if asks else "",
+                "ask_sz": str(asks[0]["size"]) if asks else "",
+                "bid_px": str(bids[0]["price"]) if bids else "",
+                "bid_sz": str(bids[0]["size"]) if bids else "",
+            })
         live = signal.get("live", False)
         log_prefix = "" if live else "[PAPER] "
 
@@ -466,6 +478,8 @@ class Executor:
             side = leg.get("side", "")
             order_param = Decimal(str(leg.get("order_param", "0")))
             base_min_size = Decimal(str(leg.get("base_min_size", "0")))
+            base_increment = Decimal(str(leg.get("base_increment", "0")))
+            quote_increment = Decimal(str(leg.get("quote_increment", "0")))
             fee_rate = Decimal(str(leg.get("fee_rate", "0.001")))
             fee_ccy = leg.get("fee_currency", "")
 
@@ -482,7 +496,7 @@ class Executor:
 
             if live:
                 # --- LIVE MODE ---
-                client_oid = f"live-{correlation_id}-{i}-{uuid.uuid4().hex[:8]}"
+                client_oid = f"t{correlation_id[-24:]}-{i}-{uuid.uuid4().hex[:4]}"
                 t0 = time.perf_counter()
 
                 if self._ws_client is None or not self._ws_client.is_connected:
@@ -512,23 +526,9 @@ class Executor:
                 else:
                     prev = fills[i - 1]
                     input_vol = prev.filled_volume
-
-                if base_min_size > 0 and side == "sell" and input_vol < base_min_size:
-                    self._log.info("execution_aborted_below_min",
-                        correlation_id=correlation_id, leg=i, pair=pair,
-                        base_vol=str(input_vol), min_base=str(base_min_size),
-                    )
-                    report = ExecutionReport(
-                        correlation_id=correlation_id,
-                        triangle_key=signal.get("triangle_key", []),
-                        status="aborted",
-                        fills=fills,
-                        predicted_bps=0.0,
-                        ts_ms=int(time.time() * 1000),
-                        error="volume_below_minimum",
-                    )
-                    self._emit_report(report)
-                    return
+                    inc = quote_increment if side == "buy" else base_increment
+                    if inc > 0:
+                        input_vol = (input_vol / inc).to_integral_value(rounding=ROUND_DOWN) * inc
 
                 if side == "buy":
                     ok, err_msg, order_id = await self._api.order_place(
@@ -554,27 +554,52 @@ class Executor:
                     correlation_id=correlation_id,
                     leg=i,
                     pair=pair,
+                    side=side,
                     order_id=order_id,
                     client_oid=client_oid,
+                    volume=str(input_vol),
                     place_latency_ms=round(place_latency_ms, 2),
                 )
+                self._log.write_plain(
+                    f"{time.strftime('%Y-%m-%dT%H:%M:%S.', time.gmtime())}{int(time.time() * 1000) % 1000:03d}Z "
+                    f"ORDER | corr={correlation_id} | leg{i} | {pair} | {side} | "
+                    f"vol={str(input_vol)} | order_id={order_id} | lat={place_latency_ms:.1f}ms"
+                )
 
                 if not ok:
+                    fills.append(LegFill(
+                        leg=i, order_id=order_id or "",
+                        side=side, pair=pair,
+                        input_currency=input_ccy, output_currency=output_ccy,
+                        fee_currency=fee_ccy,
+                        filled_volume=input_vol, deal_funds=_D0,
+                        avg_price=_D0, fee=_D0,
+                        latency_ms=round(place_latency_ms, 2),
+                    ))
                     self._log.error(
                         f"{log_prefix}order_rejected",
                         correlation_id=correlation_id,
                         leg=i,
                         pair=pair,
+                        side=side,
+                        volume=str(input_vol),
                         error=err_msg,
                     )
+                    self._log.write_plain(
+                        f"{time.strftime('%Y-%m-%dT%H:%M:%S.', time.gmtime())}{int(time.time() * 1000) % 1000:03d}Z "
+                        f"REJECTED | corr={correlation_id} | leg{i} | {pair} | {side} | "
+                        f"vol={str(input_vol)} | error={err_msg} | lat={place_latency_ms:.1f}ms"
+                    )
                     report = ExecutionReport(
                         correlation_id=correlation_id,
                         triangle_key=signal.get("triangle_key", []),
                         status="failed",
                         fills=fills,
-                        predicted_bps=0.0,
+                        predicted_bps=predicted_bps,
                         ts_ms=int(time.time() * 1000),
+                        timings=timings,
                         error=err_msg or "order_rejected",
+                        book_tops=book_tops,
                     )
                     self._emit_report(report)
                     return
@@ -599,8 +624,9 @@ class Executor:
                         triangle_key=signal.get("triangle_key", []),
                         status="aborted",
                         fills=fills,
-                        predicted_bps=0.0,
+                        predicted_bps=predicted_bps,
                         ts_ms=int(time.time() * 1000),
+                        timings=timings,
                         error="cancelled",
                     )
                     self._emit_report(report)
@@ -623,9 +649,11 @@ class Executor:
                         triangle_key=signal.get("triangle_key", []),
                         status="failed",
                         fills=fills,
-                        predicted_bps=0.0,
+                        predicted_bps=predicted_bps,
                         ts_ms=int(time.time() * 1000),
+                        timings=timings,
                         error=f"fill_timeout_leg{i}",
+                        book_tops=book_tops,
                     )
                     self._emit_report(report)
                     return
@@ -650,6 +678,7 @@ class Executor:
                 avg_price = weighted_avg_price if weighted_avg_price > 0 else _D0
                 fee = _D0
 
+                filled_vol_val = total_size if side == "buy" else total_funds
                 fills.append(LegFill(
                     leg=i,
                     order_id=order_id,
@@ -658,12 +687,22 @@ class Executor:
                     input_currency=input_ccy,
                     output_currency=output_ccy,
                     fee_currency=fee_ccy,
-                    filled_volume=total_size if side == "buy" else total_funds,
+                    filled_volume=filled_vol_val,
                     deal_funds=total_funds,
                     avg_price=avg_price,
                     fee=fee,
                     latency_ms=latency_ms,
                 ))
+                self._log.write_plain(
+                    f"{time.strftime('%Y-%m-%dT%H:%M:%S.', time.gmtime())}{int(time.time() * 1000) % 1000:03d}Z "
+                    f"FILL | corr={correlation_id} | leg{i} | {pair} | {side} | "
+                    f"out={str(filled_vol_val)}@{str(avg_price)} | "
+                    f"fee={str(fee)} {fee_ccy} | lat={latency_ms:.1f}ms"
+                )
+                if i < 2:
+                    await self._ws_client.await_balance(
+                        output_ccy, fills[-1].filled_volume, 2000
+                    )
                 in_flight.last_trade_ts_ms = int(time.time() * 1000)
                 continue
 
@@ -735,9 +774,13 @@ class Executor:
             if side == "buy":
                 asks = book_snapshot.get("asks", [])
                 price = Decimal(str(asks[0]["price"])) if asks else _D0
-                # For a buy with funds=X, you get X/price base units.
-                base_vol = order_param / price if price > 0 else _D0
-                deal_funds = order_param
+                funds = order_param
+                if quote_increment > 0:
+                    funds = (funds / quote_increment).to_integral_value(rounding=ROUND_DOWN) * quote_increment
+                base_vol = funds / price if price > 0 else _D0
+                if base_increment > 0:
+                    base_vol = (base_vol / base_increment).to_integral_value(rounding=ROUND_DOWN) * base_increment
+                deal_funds = funds
                 fee = base_vol * fee_rate if fee_ccy == base_ccy else order_param * fee_rate
                 filled_volume = base_vol
 
@@ -761,8 +804,9 @@ class Executor:
             else:
                 bids = book_snapshot.get("bids", [])
                 price = Decimal(str(bids[0]["price"])) if bids else _D0
-                # For a sell with size=X, you get X*price quote units.
                 base_vol = order_param
+                if base_increment > 0:
+                    base_vol = (base_vol / base_increment).to_integral_value(rounding=ROUND_DOWN) * base_increment
                 quote_vol = base_vol * price if price > 0 else _D0
                 # Fee depends on whether KuCoin charges it in base or quote.
                 if fee_ccy == base_ccy:
@@ -808,7 +852,6 @@ class Executor:
             ))
             in_flight.last_trade_ts_ms = int(time.time() * 1000)
 
-        predicted_bps = signal.get("predicted_bps", 0.0)
         # Compute actual profit in the primary quote currency.
         # Leg 2 output: if buy, the received base (filled_volume); if sell, the received
         # quote (deal_funds, already net when fee is in quote).
@@ -839,6 +882,7 @@ class Executor:
             ts_ms=int(time.time() * 1000),
             timings=timings,
             book_ts_ms=book_ts_ms,
+            book_tops=book_tops,
         )
         self._last_trade_ts_ms[in_flight.triangle_key] = report.ts_ms
         self._emit_report(report)
@@ -854,14 +898,20 @@ class Executor:
         fills_repr = ", ".join(fills_lines)
         self._reports.append(report)
         error_suffix = f" | error={report.error}" if report.error else ""
-        profit_repr = f"profit={report.profit:.4f}" if report.status == "filled" else ""
+        profit_repr = f"profit={report.profit:.4f}"
         timing_parts = " ".join(f"{t['step']}={t['elapsed_ms']:.1f}ms" for t in report.timings) if report.timings else ""
+        bt_lines = []
+        for bt in report.book_tops:
+            bt_lines.append(f"{bt.get('ask_px','?')}/{bt.get('bid_px','?')}")
+        book_top_repr = " | ".join(bt_lines) if bt_lines else ""
         ts_iso = datetime.utcnow().strftime("%Y-%m-%dT%H:%M:%S.") + f"{report.ts_ms % 1000:03d}Z"
+        books_suffix = f" | books=[{book_top_repr}]" if book_top_repr else ""
         msg = (
             f"{ts_iso} {report.status.upper()} | corr={report.correlation_id} | "
             f"triangle={report.triangle_key} | predicted_bps={report.predicted_bps:.2f} | "
             f"effective_bps={report.effective_bps:.2f} | "
-            f"{profit_repr} | timings=[{timing_parts}] | fills=[{fills_repr}]{error_suffix}"
+            f"book_ts={report.book_ts_ms} | "
+            f"{profit_repr} | timings=[{timing_parts}] | fills=[{fills_repr}]{books_suffix}{error_suffix}"
         )
         self._log.write_plain(msg)
 
@@ -870,7 +920,7 @@ class Executor:
             f"triangle={report.triangle_key} | predicted_bps={report.predicted_bps:.2f} | "
             f"effective_bps={report.effective_bps:.2f} | "
             f"book_ts={report.book_ts_ms} | "
-            f"profit={report.profit:.4f}"
+            f"{profit_repr} | fills=[{fills_repr}]{books_suffix}"
             f"{f' | error={report.error}' if report.error else ''}",
             flush=True,
         )
diff --git a/executor/ws_client.py b/executor/ws_client.py
index a68a395..ac03e1a 100644
--- a/executor/ws_client.py
+++ b/executor/ws_client.py
@@ -100,9 +100,10 @@ class KuCoinWSClient:
         self._ping_timeout: float = 10.0
         self._fill_futures: dict[str, asyncio.Future] = {}
         self._accumulators: dict[str, FillAccumulator] = {}
+        self._balance_futures: dict[str, asyncio.Future] = {}
+        self._latest_balance: dict[str, Decimal] = {}
         self._worker_task: Optional[asyncio.Task] = None
-        self._subscribe_ack_event: Optional[asyncio.Event] = None
-        self._subscribe_ack_id: Optional[str] = None
+        self._pending_acks: dict[str, asyncio.Event] = {}
 
     @property
     def is_connected(self) -> bool:
@@ -125,6 +126,13 @@ class KuCoinWSClient:
                 future.set_result((False, {}))
         self._fill_futures.clear()
         self._accumulators.clear()
+        for future in self._balance_futures.values():
+            if not future.done():
+                future.set_result(False)
+        self._balance_futures.clear()
+        for evt in self._pending_acks.values():
+            evt.set()
+        self._pending_acks.clear()
         if self._worker_task is not None and not self._worker_task.done():
             self._worker_task.cancel()
         if self._ws is not None:
@@ -196,6 +204,41 @@ class KuCoinWSClient:
             del self._accumulators[client_oid]
         return result
 
+    async def await_balance(
+        self, currency: str, min_available: Decimal, timeout_ms: float
+    ) -> bool:
+        """
+        Wait until the available balance for *currency* reaches at least *min_available*.
+
+        If the latest known balance already meets the threshold, returns immediately.
+        Otherwise registers a future and waits for a balance WS event.
+
+        Returns True once the threshold is met, False on timeout.
+        """
+        key = currency.upper()
+        current = self._latest_balance.get(key, _D0)
+        if current >= min_available:
+            return True
+
+        future: asyncio.Future = asyncio.Future()
+        self._balance_futures[key] = future
+        try:
+            await asyncio.wait_for(future, timeout=timeout_ms / 1000.0)
+            return True
+        except asyncio.TimeoutError:
+            self._log.warning(
+                "await_balance_timeout",
+                currency=key,
+                min_available=str(min_available),
+                latest=str(self._latest_balance.get(key, _D0)),
+            )
+            return False
+        except asyncio.CancelledError:
+            raise
+        finally:
+            if self._balance_futures.get(key) is future:
+                del self._balance_futures[key]
+
     async def _connection_worker(self) -> None:
         """Main connection loop with exponential backoff reconnection."""
         while self._running:
@@ -267,30 +310,38 @@ class KuCoinWSClient:
             self._connected = False
 
     async def _subscribe(self) -> None:
-        """Subscribe to the global tradeOrdersV2 topic."""
+        """Subscribe to tradeOrdersV2 and balance channels."""
         if self._ws is None:
             return
 
-        ack_id = int(time.time() * 1000)
-        self._subscribe_ack_id = str(ack_id)
-        self._subscribe_ack_event = asyncio.Event()
-
+        ack_id1 = str(int(time.time() * 1000))
+        evt1 = asyncio.Event()
+        self._pending_acks[ack_id1] = evt1
         sub_msg = {
-            "id": ack_id,
+            "id": int(ack_id1),
             "type": "subscribe",
             "topic": "/spotMarket/tradeOrdersV2",
             "response": True,
             "privateChannel": "true",
         }
-
         await self._ws.send(json.dumps(sub_msg))
         self._log.info("subscribe_sent", topic="/spotMarket/tradeOrdersV2")
 
-        try:
-            await asyncio.wait_for(self._subscribe_ack_event.wait(), timeout=15.0)
-            self._log.info("subscription_confirmed", topic="/spotMarket/tradeOrdersV2")
-        except asyncio.TimeoutError:
-            self._log.warning("subscription_ack_timeout", topic="/spotMarket/tradeOrdersV2")
+        ack_id2 = str(int(time.time() * 1000) + 1)
+        evt2 = asyncio.Event()
+        self._pending_acks[ack_id2] = evt2
+        bal_msg = {
+            "id": int(ack_id2),
+            "type": "subscribe",
+            "topic": "/account/balance",
+            "response": True,
+            "privateChannel": "true",
+        }
+        await self._ws.send(json.dumps(bal_msg))
+        self._log.info("bal_subscribe_sent", topic="/account/balance")
+
+        await asyncio.wait_for(evt2.wait(), timeout=5.0)
+        self._log.info("bal_subscribe_ack_received")
 
     async def _handle_message(self, msg: str) -> None:
         """Parse incoming WS message and dispatch fill events."""
@@ -310,16 +361,26 @@ class KuCoinWSClient:
 
         if msg_type == "ack":
             ack_id = str(data.get("id", ""))
-            if ack_id == self._subscribe_ack_id and self._subscribe_ack_event is not None:
-                self._subscribe_ack_event.set()
-                self._subscribe_ack_event = None
-                self._subscribe_ack_id = None
-            return
-
-        if msg_type != "message":
+            evt = self._pending_acks.pop(ack_id, None)
+            if evt is not None:
+                evt.set()
             return
 
         subject = data.get("subject", "")
+
+        if subject == "account.balance":
+            payload = data.get("data", {})
+            currency = (payload.get("currency", "")).upper()
+            available_raw = payload.get("available")
+            if currency and available_raw is not None:
+                available = Decimal(str(available_raw))
+                self._latest_balance[currency] = available
+                self._log.debug("balance_update", currency=currency, available=str(available))
+                future = self._balance_futures.get(currency)
+                if future is not None and not future.done():
+                    future.set_result(True)
+            return
+
         if subject != "orderChange":
             return
 
diff --git a/src/evaluate.c b/src/evaluate.c
index d89a812..0505d1e 100644
--- a/src/evaluate.c
+++ b/src/evaluate.c
@@ -220,7 +220,12 @@ bool evaluate_symbol(evaluator_t *ev, uint16_t symbol_idx, int64_t t_sock_arrive
             double min_quote = fmax(bms * price, qms);
             if (qi > 0) min_quote = ceil(min_quote / qi - 1e-12) * qi;
 
-            leg_min_starting[leg] = min_quote / cumulative_rate;
+            if (is_buy) {
+                leg_min_starting[leg] = min_quote / cumulative_rate;
+            } else {
+                double denom = cumulative_rate * (price > 0 ? price : 1.0);
+                leg_min_starting[leg] = min_quote / denom;
+            }
             cumulative_rate *= rates[leg];
         }
 
@@ -279,22 +284,36 @@ bool evaluate_symbol(evaluator_t *ev, uint16_t symbol_idx, int64_t t_sock_arrive
             double leg_output;
 
             if (is_buy) {
-                double ceiling = (qi > 0) ? ceil(leg_input / qi - 1e-12) * qi : leg_input;
-                double net = ceiling * ff;
+                double quote_input = (qi > 0) ? floor(leg_input / qi - 1e-12) * qi : leg_input;
+                double net = quote_input * ff;
                 double base = (bi > 0) ? floor(net / price / bi + 1e-12) * bi : (net / price);
-                double quote_cost = (qi > 0) ? ceil(base * price / qi - 1e-12) * qi : (base * price);
+                double quote_cost = (qi > 0) ? floor(base * price / qi - 1e-12) * qi : (base * price);
                 leg_quote_vol[leg] = quote_cost;
                 sig.legs.legs[leg].quote_volume = quote_cost;
                 leg_base_size[leg] = base;
                 leg_output = base;
             } else {
                 double base = (bi > 0) ? floor(leg_input / bi + 1e-12) * bi : leg_input;
-                double gross = (qi > 0) ? ceil(base * price / qi - 1e-12) * qi : (base * price);
+                double gross = (qi > 0) ? floor(base * price / qi - 1e-12) * qi : (base * price);
                 leg_quote_vol[leg] = gross;
                 sig.legs.legs[leg].quote_volume = gross;
                 leg_base_size[leg] = base;
                 leg_output = gross * ff;
             }
+
+            /* Floor leg_output to the next leg's input increment so the
+               cascade always produces valid order parameters downstream.
+               For the last leg (leg 2) there is no next leg to constrain. */
+            if (leg < 2) {
+                bool next_buy = !tri->use_bid[leg + 1];
+                double next_incr = next_buy
+                    ? tri->quote_increment[leg + 1]
+                    : tri->base_increment[leg + 1];
+                if (next_incr > 0) {
+                    leg_output = floor(leg_output / next_incr - 1e-12) * next_incr;
+                }
+            }
+
             leg_input = leg_output;
         }
         sig.starting_volume = leg_quote_vol[0];