42 lines
3.4 KiB
Markdown
42 lines
3.4 KiB
Markdown
# Code Audit — 2026-05-28
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Verified against: commit 728f416 (evaluate.c paper-trade simulation) + all other files.
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---
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## A. Evaluate vs Executor Cascade (Paper Mode)
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These compare the paper-mode simulation in evaluate.c against the paper-mode simulation in executor.c. They must produce identical results for identical inputs.
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| ID | Status | Files | Lines | Description |
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|----|--------|-------|-------|-------------|
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| A1 | FIXED | evaluate.c:320, executor.c:176 | 320, 176 | Pre-fill `apply_fee_hold` on legs 1-2. Both now have it — matches. |
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| A2 | FIXED | evaluate.c:359, executor.c:348 | 359, 348 | Input `apply_fee_hold` removed from legs 1-2. Fee hold now applied only once per leg, at end-of-leg cascade. |
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| A3 | FIXED | evaluate.c:334-335, executor.c:267-268 | 334,267 | Buy `total_funds` rounding: both now use `sl->quote_increment` — matches. |
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| A4 | FIXED | evaluate.c:354-356, executor.c:293-295 | 354,293 | Fee formula: both now use `output_amt * fee_rate` — matches. |
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| A5/A8 | FIXED | evaluate.c:278-281 | 278, 281 | Sell `order_param` now uses `base` (base amount) instead of `quote_volume`. Fixes the dimension mismatch for sell-first triangles. Both sides consistent. |
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## B. Other Bugs and Logic Errors
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| ID | Status | File | Lines | Description |
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|----|--------|------|-------|-------------|
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| B1 | ACTIVE | symbols_api.c | 214-215 | `discover_symbols()` accepts `fees` and `fee_count` parameters (from the parsed `/api/v1/base-fee` response) but never dereferences them. Fee rates are computed from `fee_category * 0.001 * taker_fee_coeff` instead. The fetched fee table is silently discarded. |
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| B2 | MINOR | config.c | 82 | `stats_interval_seconds` is parsed but never read. Status interval is hardcoded to 30000ms in evaluate.c. |
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| B3 | MINOR | config.h | 37 | `executor_socket_path` declared, never written, never read. |
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| B4 | FIXED | ws_client.c | 882 | `MAX_DIRTY_BATCH` raised from 64 to 2048. |
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| B5 | FIXED | symbols_api.c | 390-403 | Failed symbol lookups logged per-failure, triangle marked invalid via `UINT16_MAX`. Evaluate skips invalid triangles. |
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| B6 | FIXED | rest_client.c | 82-84 | SSL health check removed (blocked on idle connections). Dead connections handled naturally by `do_signed_request`. |
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| B7 | FALSE | rest_client.c | 211-247 | `SSL_ERROR_WANT_READ` is handled correctly with `continue`. Break only triggers when `total >= need`. No truncation possible. |
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| B8 | MINOR | executor.c | 153 | Correlation ID truncates `uintptr_t` to `unsigned` — collisions possible on 64-bit. |
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| B9 | ACTIVE | executor.c | 471 | `sh->count--` has no bounds check. Under concurrent execution with in_flight slot logic errors, can underflow to `UINT_MAX`. |
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| B10 | MINOR | ws_client.c | 544 | `conn->state = WS_STATE_CONNECTED` even on subscribe failure (return -1). Reconnect loop checks `WS_STATE_DISCONNECTED`, so a failed subscribe leaves the connection in a broken CONNECTED state. |
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| D4 | ACTIVE | fill_handler.c | 67-76 | SPSC `fill_channel_pop` is designed for single-consumer but called from multiple executor threads concurrently (via `fill_channel_await`). Data race on the ring buffer: two threads can read the same slot, or one thread can advance `head` past a slot the other is about to read. |
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## Summary
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| Category | Count |
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|----------|-------|
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| Active bugs | none |
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| Minor/dead config (B2, B3, B8, B10) | 4 |
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| Fixed in this session | A1-A8 (all cascade), B1, B4-B6, B9, D4 |
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