src/evaluate.c:
- Add cross-leg increment floor after each leg's output
- Fix sell-leg min_volume conversion (was understated by rates[leg])
- Change ceil to floor for all leg rounding (round input down, then compute)
executor/ws_client.py:
- Subscribe to /account/balance via Classic WS (subject: account.balance)
- Add await_balance() with ack tracking and per-currency futures
- Handle balance events and store latest available per currency
executor/executor.py:
- Reject order detail included in fills list with real attempted volume/latency
- Screen/log output shows fills, book tops, profit for all statuses
- side field in order_placed/order_rejected logs
- predicted_bps read early from signal (no more hardcoded 0.0)
- timings in failed/aborted reports
- Paper mode rounding: buy funds/base floored to qi/bi
Engine (ws_client.c/h):
- Replace cJSON with jsmn (stack tokens, zero malloc) for book updates
- Quick-route message frames ("type":"message") to jsmn, bypass cJSON
- Coalesce same-symbol updates within one SSL_read burst: evaluate once
- ws_client_process_frame returns symbol_idx for batch tracking
- Restore book->sequence field update from sequence/sequenceNum
Executor (ws_client.py):
- Fix race: fill event arriving before await_fill registers future
is now detected via FillAccumulator._done flag, resolved immediately
Two-process architecture: a C17 fused engine (WebSocket order book
mirror, triangle enumeration, real-time profitability evaluation)
communicating via Unix domain socket to a Python 3 executor (order
placement with paper/live trading modes, REST control API).
Targets KuCoin spot market.
nicolas