Skip to content

Session Log — Saturday, April 11 2026

What We Worked On

  • NEO Trading Engine — completed full live deployment sequence: wallet seed conversion, config fixes, QuickNode endpoint setup, engine launch
  • Infrastructure debugging — resolved stale RPC client (dead TCP fix), stale ledger false positives, secp256k1 vs ed25519 wallet derivation bug
  • Sessions 8–13 live runs — first full stable 1-hour sessions, fills on both sides, 0 toxicity across all sessions
  • Dashboard — built quote quality panel, active orders table, skew-adjusted intended offsets, anchor mode fix (engine_state write), queue position metric designed, portfolio/accounting section added
  • Accounting layer — built capital_events table, WAC cost basis, realized/unrealized PnL split, valuation snapshots, dashboard portfolio section
  • Tuning framework — locked decision rules for sell offset (18→16): min_sell_dist ≤3 bps + fill conversion stable + toxicity=0; currently HOLD (Session 10 returned 4.3 bps, regime shift)
  • Capital injection plan — Stage 1 designed: ~2x capital (~90 RLUSD target), RLUSD-heavy bias, modest max_inventory_usd increase (5→10), order sizes unchanged

What Was Built or Changed

  • config/config_live_session1.yaml — mainnet config, recovery block added (Sessions 1–13 config)
  • config/config_live_stage1.yaml — new post-injection config (to be created from current live config before injection)
  • strategy_engine.py — secp256k1 fix, order size constants corrected
  • xrpl_gateway.py — secp256k1 wallet derivation fix, actNotFound handling, stale client reconnection fix
  • dashboard.py — quote quality panel, skew-adjusted offsets, anchor mode from engine_state, queue position section, portfolio accounting section, Session PnL, avg XRP cost, unrealized/realized inv PnL
  • tools/convert_secret_numbers.py — Xaman Secret Numbers → XRPL family seed converter
  • 02 Projects/NEO Trading Engine/NEO Whitepaper.pdf — added to project folder
  • WAC module — _rebuild_wac(), apply_fill(), apply_deposit() — gap: _rebuild_wac() does not replay capital_events on restart, must fix before injection

Continuation Session — Audit Review & Pre-Injection Lock

What We Worked On

  • Reviewed Manus Agent Pre-Capital Injection Audit Report — validated core findings, adjusted two conclusions
  • Locked final pre-injection execution plan: three fixes must ship before Session 15, Session 15 = validation run, inject after pass
  • Confirmed spread dominance interpretation framework for post-Session 15 review

Key Decisions

  • Session 12 anomaly (10.52 bps avg spread) explained: 10 dust fills (sub-1e-6 RLUSD) inflated equally-weighted average → volume-weighted spread metric required
  • Dashboard 21 vs 18 fills discrepancy: downgraded from blocker to telemetry issue — DB is source of truth, investigate during Session 15 not before
  • Manus "45 round-trip trades" drawdown recovery math: discarded, off ~17x
  • fills.realized_inventory_pnl_rlusd NaN: confirmed as real data quality bug — correct behavior is non-null on sell fills only, null on buy fills is expected
  • Spread dominance framework locked: 30–50% acceptable at current scale; improvement order is measure → control inventory → improve conversion → tune offsets (do not jump to tightening)

Pre-Injection Action List (Final)

  1. Fix per-fill realized_inventory_pnl_rlusd population (sell fills only)
  2. Implement volume-weighted realized spread metric
  3. _rebuild_wac() capital_events replay — confirmed implemented Session 15 checklist: per-fill PnL populated, VW spread no dust distortion, dashboard fill count matches DB (or discrepancy understood), 0 restarts preferred

Still Open

  • VS Code Claude to ship fixes 1 and 2 above before Session 15
  • Session 15 = final validation run — all fixes must be live for it to count
  • Stage 1 injection after Session 15 passes all checklist items
  • Queue position metric designed but not yet confirmed implemented
  • Terminal summary "no fills yet" read path bug in summarize_paper_run.py (non-blocking)

Start Here Tomorrow

Ship per-fill realized_inventory_pnl_rlusd fix and volume-weighted spread metric to VS Code Claude, then run Session 15 as full validation. If Session 15 passes all checklist items, execute Stage 1 injection (~28 RLUSD + ~10 XRP, RLUSD-heavy bias) using config/config_live_stage1.yaml.