executor/executor.py:
- Replace unauthenticated /api/v1/time warmup with authenticated /api/v1/accounts
- Keepalive interval 15s -> 30s, uses authenticated warmup_session
- After sell leg, override filled_volume with latest balance from WS (net of fee)
executor/kucoin_api.py:
- Add warmup_session() method for GET /api/v1/accounts (authenticated)
- Pre-heats TCP/TLS connection pool to reduce first-order latency
executor/ws_client.py:
- Add latest_balance() method to expose WS balance cache
src/events.c:
- Always include book tops in signal (remove !sig->live gate)
- Only serialize top bid/ask level (not all 5)
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