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Adopt live maker inventory and add position reconciliation#208

Merged
wjllance merged 1 commit into
mainfrom
codex/maker-paper
Jul 10, 2026
Merged

Adopt live maker inventory and add position reconciliation#208
wjllance merged 1 commit into
mainfrom
codex/maker-paper

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Summary

  • Adopt the venue’s starting position at maker startup and baseline live PnL from the current mark.
  • Scope live order IDs to the current run so fills, reconnect validation, and exit orders are attributed deterministically.
  • Reconcile observed venue position against current-run fills, with an immediate fail-safe on unexplained drift.
  • Emit richer fill metadata in maker output and add coverage for reconciliation and scoped client order IDs.

Testing

  • Added unit tests for current-run fill deduplication, session boundary validation, scoped order IDs, and immediate reconciliation exits.
  • Updated reconnect snapshot tests to use the new run-order prefix.
  • Not run (not requested).

@wjllance wjllance merged commit 22e5949 into main Jul 10, 2026
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@wjllance wjllance deleted the codex/maker-paper branch July 10, 2026 15:52
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2 participants