- Restore post-simulation threshold gate using cascade net_bps (catches
edge cases where cumulative formula sign differs from cascade result)
- Restore STATUS line with eval count (pre-simulation, every 30s)
- Move best_net_bps/worst tracking before post-simulation gate so all
cascade-evaluated triangles contribute
- Remove executor idle diagnostic line
- Remove cooldown from evaluator (last_signal_ts_ms field removed)
- Move cooldown check before max_volume computation to save CPU
- Remove apply_fee_hold from input path (legs 1-2) — fee hold
is already applied at end-of-leg cascade. Both evaluate.c and executor.c.
- Fix sell order_param: set from base amount instead of quote_volume
(A5/A8). Sell order size was incorrectly computed as a quote-equivalent.
- Add concurrent_slots config (fused_engine section, default 1)
- Create executor_shared_t with shared in_flight table + queue mutex for multi-thread
- Move in_flight state from executor_thread_t to executor_shared_t (cross-thread isolation)
- event_executor_thread: per-thread entry point, N threads created in main.c
- Add fundsIncrement to trading_pair_t, triangle_t, signal_leg_t (fetch from KuCoin API)
- Use funds_increment for rounding market buy quote_cost (evaluate.c) and increment floor (executor.c)
- Fix leg 0: remove double-counted apply_fee_hold (evaluate already accounts via ff)
- Remove executor/ and common/ Python directories (dead code after C migration)
- Remove src/http_server.c/.h (was for Python executor, generates warnings)
- Remove dead config keys: socket_path, executor_socket_path, send_signals, rest_host, rest_port
- Remove dead UDS code in events.c/h (send_signal_to_executor, unix_* functions)
- Fix fee hold on leg 0 buys (apply_fee_hold to prevent Balance insufficient)
- Fix PnL leg0_in to use fills[0][4] instead of wrong currency field
- Fix REST keepalive warmup currency (use initial_capital[0] instead of hardcoded USDT)
- Add balance wait between legs via /account/balance WS + eventfd wake
- Fix all strncpy truncation warnings in config.c, symbols_api.c, ws_client.c
- Remove zero-alloc JSON fast parser (caused CPU increase, reverted to cJSON)
- Add descriptive legends to timing fields (t-1_snapshot, t0_arrival, t1_signal, etc.)
- Fix t2 missing when order fires at exec_start (guard on fills[l][0] not timing value)
- Cache log_write timestamp to avoid time()+localtime_r() per call
- Collapse 4 now_ms_impl() calls to 1 for WS mask generation
- Add fill_drop_warn counter for lost fill events (rate-limited warning)
- Add fill_drop_warn field to ws_client_t
- t-2_book_snapshot uses sig->book_ts_ms (not sig->ts_ms)
- All pipeline timings relative to exec_start_rt (realtime clock)
- Leg timings use monotonic clock (leg_timings array)
- execution_complete uses now_mono_ms() - exec_start_mono (not (now - now))
- Only include timing entries for fields that are non-zero
Replace the Python executor with direct C execution in a dedicated
executor thread. Removes UDS JSON serialization, Python async
overhead, and the 2+ms pipeline gap between signal creation and
order fire.
New components:
- src/rest_client.c/h: Keepalive HTTPS, HMAC-SHA256 signing,
order_place, order_test, Content-Length response parsing
- src/fill_handler.c/h: SPSC ring buffer for WS match events,
hot thread -> executor thread fill dispatch
- src/executor.c/h: execute_triangle() cascade, fee hold
reduction, increment floor, paper mode simulation, PnL,
concurrency isolation, reporting
Modified:
- src/ws_client.c: Subscribe to tradeOrdersV2 + account.balance,
dispatch orderChange match events to fill SPSC, private token
fetch via bullet-private, token cleared on reconnect
- src/http_client.c: Added https_post_auth() for signed POST
- src/events.c: Cold thread replaced with executor thread
(poll on wake_fd + fill_fd, direct execution)
- config.yaml.example: initial_capital moved to fused_engine,
added cooldown_seconds, kcs_discount_active
Removed:
- src/kucoin_sign.c/h (redundant with http_client.c helpers)
nicolas