32B 实盘 Canary 看板

Phase 2 latest operator packet

{
  "candidate_id": "rank32b_canary",
  "deployment_scope": "phase2_receipt_chain_only",
  "required_receipt_chain": "intent -> ack -> status_sync -> cancel -> final_status",
  "allowed_operator_action": "one isolated test/no-fill receipt-chain replay; no capital deployment",
  "signal": {
    "signal_id": "rank32b-ethusdt-02fbefc00b15b0c3",
    "timestamp": "2026-03-19T03:30:00Z",
    "symbol": "ETHUSDT",
    "side": "short",
    "signal_price": 2208.99,
    "alpha_name": "rank32b_slope_floor_continuation",
    "alpha_version": "canary_phase1_v1",
    "metadata": {
      "asset": "ETH-USD",
      "variant": "ema_cross_plus_slope_floor",
      "fast_slope": -0.0005073818369094596,
      "slow_slope": -0.0007150622332119383,
      "spread_mid": 2235.9527018988338,
      "atr_ready": true,
      "bar_close_price": 2208.99
    }
  },
  "intention": {
    "intention_id": "intent-b339ad22433dc6",
    "signal_id": "rank32b-ethusdt-02fbefc00b15b0c3",
    "symbol": "ETHUSDT",
    "side": "short",
    "order_role": "entry",
    "order_type": "limit",
    "target_price": 2209.4317979999996,
    "qty": 1.0,
    "ttl_minutes": 15,
    "created_at": "2026-03-19T03:30:00Z",
    "status": "created",
    "trace_id": "trace-9afee2211a86",
    "metadata": {
      "fallback_to_taker": true,
      "config_version": "0ced340cd9b58032",
      "alpha_name": "rank32b_slope_floor_continuation",
      "alpha_version": "canary_phase1_v1"
    },
    "phase": 2,
    "capital_deployed": false
  },
  "order": {
    "broker_order_id": "ord-2590837d09f27f",
    "intention_id": "intent-b339ad22433dc6",
    "signal_id": "rank32b-ethusdt-02fbefc00b15b0c3",
    "symbol": "ETHUSDT",
    "side": "short",
    "order_role": "entry",
    "order_type": "limit",
    "target_price": 2209.4317979999996,
    "qty": 1.0,
    "status": "CANCELLED",
    "submit_mode": "test_no_fill",
    "submit_at": "2026-03-19T14:05:25Z",
    "last_update_at": "2026-03-19T14:05:25Z",
    "filled_qty": 0.0,
    "avg_fill_price": null,
    "venue_ref": "sim://ord-2590837d09f27f",
    "metadata": {
      "no_fill": true,
      "ack_only": true,
      "capital_deployed": false
    },
    "query_stage": "post_cancel_final"
  },
  "receipt_chain": {
    "trace_id": "trace-9afee2211a86",
    "signal_id": "rank32b-ethusdt-02fbefc00b15b0c3",
    "intention_id": "intent-b339ad22433dc6",
    "broker_order_id": "ord-2590837d09f27f",
    "symbol": "ETHUSDT",
    "stage": "cancelled_no_fill",
    "complete": true,
    "capital_deployed": false,
    "steps": [
      "intent",
      "ack",
      "status_sync",
      "cancel",
      "final_status"
    ],
    "refs": {
      "intention_id": "intent-b339ad22433dc6",
      "broker_order_id": "ord-2590837d09f27f",
      "venue_ref": "sim://ord-2590837d09f27f"
    },
    "notes": [
      "Phase 2 is an isolated receipt-chain experiment.",
      "No capital deployed.",
      "This does not move the whole project back into paper trading."
    ]
  }
}

Phase 3 account snapshot

{
  "generated_at_utc": "2026-03-19T14:34:42Z",
  "query_only": true,
  "venues": {
    "binance": {
      "account_keys": [
        "feeTier",
        "canTrade",
        "canDeposit",
        "canWithdraw",
        "feeBurn",
        "tradeGroupId",
        "updateTime",
        "multiAssetsMargin",
        "totalInitialMargin",
        "totalMaintMargin",
        "totalWalletBalance",
        "totalUnrealizedProfit",
        "totalMarginBalance",
        "totalPositionInitialMargin",
        "totalOpenOrderInitialMargin",
        "totalCrossWalletBalance",
        "totalCrossUnPnl",
        "availableBalance",
        "maxWithdrawAmount",
        "assets"
      ],
      "position_count": 1386,
      "usdt_balance": {
        "currency": "USDT",
        "wallet_balance": "482.99690149",
        "available_balance": "435.10397389",
        "margin_balance": "484.40744989",
        "unrealized_pnl": "1.41054840"
      }
    },
    "lighter": {
      "position_count": 2,
      "funding_symbol_count": 2
    }
  }
}

Phase 3 operator packet

{
  "candidate_id": "rank32b_canary",
  "phase": 3,
  "query_only": true,
  "fr_monitor_root": "/root/jerry/wlfi/FR_Monitor",
  "local_private_path": "/root/clawd/jerry/momentum/config/private/fr_monitor_config_private.py",
  "venue_health": [
    {
      "name": "binance.private_query",
      "ok": true,
      "payload": {
        "account": true,
        "positions": true,
        "balance": true
      }
    },
    {
      "name": "lighter.private_query",
      "ok": true,
      "payload": {
        "balance": true,
        "funding": true
      }
    }
  ],
  "ledger_summary": {
    "rows": 4,
    "finalized_rows": 4,
    "live_rows": 0,
    "expired_rows": 0
  },
  "notes": [
    "Phase 3 uses real private query surfaces via FR_Monitor bridge.",
    "No order placement in this phase.",
    "This prepares the ground for one isolated minimal live-order experiment in the next phase."
  ]
}

Phase 4 execution receipt

{
  "generated_at_utc": "2026-03-19T14:46:47Z",
  "venue": "binance",
  "mode": "binance_test_order",
  "capital_deployed": false,
  "order_receipt": {
    "http_status": 200,
    "payload": {
      "orderId": 0,
      "symbol": "",
      "status": "",
      "clientOrderId": "",
      "price": "",
      "origQty": "",
      "executedQty": "",
      "cumQuote": "",
      "timeInForce": "",
      "type": "",
      "reduceOnly": false,
      "closePosition": false,
      "side": "",
      "stopPrice": "",
      "priceProtect": false,
      "origType": "",
      "updateTime": 0
    },
    "symbol": "ETHUSDT",
    "side": "BUY",
    "quantity": "0.01",
    "reduce_only": false,
    "client_order_id": "rank32b-p4-144647",
    "endpoint": "/fapi/v1/order/test"
  },
  "account_before_summary": {
    "top_level_keys": [
      "feeTier",
      "canTrade",
      "canDeposit",
      "canWithdraw",
      "feeBurn",
      "tradeGroupId",
      "updateTime",
      "multiAssetsMargin",
      "totalInitialMargin",
      "totalMaintMargin",
      "totalWalletBalance",
      "totalUnrealizedProfit",
      "totalMarginBalance",
      "totalPositionInitialMargin",
      "totalOpenOrderInitialMargin",
      "totalCrossWalletBalance",
      "totalCrossUnPnl",
      "availableBalance",
      "maxWithdrawAmount",
      "assets"
    ],
    "totalWalletBalance": "482.99690149",
    "totalMarginBalance": "484.42840189",
    "asset_count": 11,
    "position_count": 1386
  },
  "account_after_summary": {
    "top_level_keys": [
      "feeTier",
      "canTrade",
      "canDeposit",
      "canWithdraw",
      "feeBurn",
      "tradeGroupId",
      "updateTime",
      "multiAssetsMargin",
      "totalInitialMargin",
      "totalMaintMargin",
      "totalWalletBalance",
      "totalUnrealizedProfit",
      "totalMarginBalance",
      "totalPositionInitialMargin",
      "totalOpenOrderInitialMargin",
      "totalCrossWalletBalance",
      "totalCrossUnPnl",
      "availableBalance",
      "maxWithdrawAmount",
      "assets"
    ],
    "totalWalletBalance": "482.99690149",
    "totalMarginBalance": "484.42840189",
    "asset_count": 11,
    "position_count": 1386
  }
}

Phase 4 operator packet

{
  "candidate_id": "rank32b_canary",
  "phase": 4,
  "experiment_type": "minimal_real_order_path_no_fill",
  "venue": "binance",
  "endpoint": "/fapi/v1/order/test",
  "capital_deployed": false,
  "symbol": "ETHUSDT",
  "side": "BUY",
  "quantity": "0.01",
  "notes": [
    "Real private key signing path was used.",
    "Real Binance private endpoint was used.",
    "Endpoint is /fapi/v1/order/test, so no position or capital deployment occurs."
  ]
}

Phase 5 interpretation

• 这一步已经是真正的 live order，不再是 test order。
• 订单类型是 LIMIT + GTX，价格故意挂在当前价外侧，并在 ack 后立即撤单，以降低真实成交概率。
• quantity 会自动抬到满足 Binance 最小下单限制，不会因为 minQty / minNotional 被拒。

Phase 5 execution receipt

{
  "generated_at_utc": "2026-03-20T02:15:09Z",
  "venue": "binance",
  "mode": "live_limit_then_cancel",
  "capital_deployed_target": "minimal_live_order",
  "symbol": "ETHUSDT",
  "side": "BUY",
  "last_price": 2144.68,
  "limit_offset_bps": 300.0,
  "limit_price_requested": 2080.3396,
  "rules": {
    "symbol": "ETHUSDT",
    "min_qty": "0.001",
    "step_size": "0.001",
    "min_notional": "20",
    "tick_size": "0.01",
    "price_precision": 2,
    "quantity_precision": 3
  },
  "sizing_floor": {
    "symbol": "ETHUSDT",
    "last_price": 2144.68,
    "min_qty": "0.001",
    "step_size": "0.001",
    "min_notional": "20",
    "min_qty_notional_at_last_price": 2.14468,
    "qty_needed_for_min_notional": 0.00932540052595259,
    "effective_min_qty": "0.010",
    "effective_min_notional": 21.4468,
    "binding_constraint": "min_notional"
  },
  "buffer_mult": 1.0,
  "target_notional_usdt": 21.4468,
  "chosen_notional_usdt": 21.4468,
  "quantity_info": {
    "quantity": "0.01",
    "last_price": 2144.68,
    "effective_min_qty": "0.010",
    "effective_min_notional": 21.4468,
    "adjusted_for_min_floor": false,
    "binding_constraint": "min_notional"
  },
  "place_ack": {
    "http_status": 200,
    "payload": {
      "orderId": 8389766134143755186,
      "symbol": "ETHUSDT",
      "status": "NEW",
      "clientOrderId": "rank32b-p5-021508-r1",
      "price": "2080.33",
      "avgPrice": "0.00",
      "origQty": "0.010",
      "executedQty": "0.000",
      "cumQty": "0.000",
      "cumQuote": "0.00000",
      "timeInForce": "GTX",
      "type": "LIMIT",
      "reduceOnly": false,
      "closePosition": false,
      "side": "BUY",
      "positionSide": "LONG",
      "stopPrice": "0.00",
      "workingType": "CONTRACT_PRICE",
      "priceProtect": false,
      "origType": "LIMIT",
      "priceMatch": "NONE",
      "selfTradePreventionMode": "EXPIRE_MAKER",
      "goodTillDate": 0,
      "updateTime": 1773972908822
    },
    "symbol": "ETHUSDT",
    "side": "BUY",
    "quantity": "0.01",
    "price": "2080.33",
    "reduce_only": null,
    "position_side": "LONG",
    "client_order_id": "rank32b-p5-021508-r1",
    "endpoint": "/fapi/v1/order",
    "timeInForce": "GTX",
    "type": "LIMIT",
    "order_id": 8389766134143755186,
    "status": "NEW"
  },
  "order_snapshot_after_place": {
    "orderId": 8389766134143755186,
    "symbol": "ETHUSDT",
    "status": "NEW",
    "clientOrderId": "rank32b-p5-021508-r1",
    "price": "2080.33",
    "avgPrice": "0.00",
    "origQty": "0.010",
    "executedQty": "0.000",
    "cumQuote": "0.00000",
    "timeInForce": "GTX",
    "type": "LIMIT",
    "reduceOnly": false,
    "closePosition": false,
    "side": "BUY",
    "positionSide": "LONG",
    "stopPrice": "0.00",
    "workingType": "CONTRACT_PRICE",
    "priceProtect": false,
    "origType": "LIMIT",
    "priceMatch": "NONE",
    "selfTradePreventionMode": "EXPIRE_MAKER",
    "goodTillDate": 0,
    "time": 1773972908822,
    "updateTime": 1773972908822
  },
  "cancel_result": {
    "orderId": 8389766134143755186,
    "symbol": "ETHUSDT",
    "status": "CANCELED",
    "clientOrderId": "rank32b-p5-021508-r1",
    "price": "2080.33",
    "avgPrice": "0.00",
    "origQty": "0.010",
    "executedQty": "0.000",
    "cumQty": "0.000",
    "cumQuote": "0.00000",
    "timeInForce": "GTX",
    "type": "LIMIT",
    "reduceOnly": false,
    "closePosition": false,
    "side": "BUY",
    "positionSide": "LONG",
    "stopPrice": "0.00",
    "workingType": "CONTRACT_PRICE",
    "priceProtect": false,
    "origType": "LIMIT",
    "priceMatch": "NONE",
    "selfTradePreventionMode": "EXPIRE_MAKER",
    "goodTillDate": 0,
    "updateTime": 1773972909030
  },
  "cancel_error": null,
  "final_status": {
    "orderId": 8389766134143755186,
    "symbol": "ETHUSDT",
    "status": "CANCELED",
    "clientOrderId": "rank32b-p5-021508-r1",
    "price": "2080.33",
    "avgPrice": "0.00",
    "origQty": "0.010",
    "executedQty": "0.000",
    "cumQuote": "0.00000",
    "timeInForce": "GTX",
    "type": "LIMIT",
    "reduceOnly": false,
    "closePosition": false,
    "side": "BUY",
    "positionSide": "LONG",
    "stopPrice": "0.00",
    "workingType": "CONTRACT_PRICE",
    "priceProtect": false,
    "origType": "LIMIT",
    "priceMatch": "NONE",
    "selfTradePreventionMode": "EXPIRE_MAKER",
    "goodTillDate": 0,
    "time": 1773972908822,
    "updateTime": 1773972909030
  },
  "time_in_force": "GTX",
  "account_before_summary": {
    "top_level_keys": [
      "feeTier",
      "canTrade",
      "canDeposit",
      "canWithdraw",
      "feeBurn",
      "tradeGroupId",
      "updateTime",
      "multiAssetsMargin",
      "totalInitialMargin",
      "totalMaintMargin",
      "totalWalletBalance",
      "totalUnrealizedProfit",
      "totalMarginBalance",
      "totalPositionInitialMargin",
      "totalOpenOrderInitialMargin",
      "totalCrossWalletBalance",
      "totalCrossUnPnl",
      "availableBalance",
      "maxWithdrawAmount",
      "assets"
    ],
    "totalWalletBalance": "482.68624899",
    "totalMarginBalance": "483.18408939",
    "asset_count": 11,
    "position_count": 1386
  },
  "account_after_summary": {
    "top_level_keys": [
      "feeTier",
      "canTrade",
      "canDeposit",
      "canWithdraw",
      "feeBurn",
      "tradeGroupId",
      "updateTime",
      "multiAssetsMargin",
      "totalInitialMargin",
      "totalMaintMargin",
      "totalWalletBalance",
      "totalUnrealizedProfit",
      "totalMarginBalance",
      "totalPositionInitialMargin",
      "totalOpenOrderInitialMargin",
      "totalCrossWalletBalance",
      "totalCrossUnPnl",
      "availableBalance",
      "maxWithdrawAmount",
      "assets"
    ],
    "totalWalletBalance": "482.68624899",
    "totalMarginBalance": "483.18408939",
    "asset_count": 11,
    "position_count": 1386
  }
}

Phase 5 operator packet

{
  "candidate_id": "rank32b_canary",
  "phase": 5,
  "experiment_type": "minimal_live_limit_then_cancel",
  "venue": "binance",
  "capital_deployed_target": "minimal_live_order",
  "symbol": "ETHUSDT",
  "side": "BUY",
  "target_notional_usdt": 21.4468,
  "chosen_notional_usdt": 21.4468,
  "sizing_floor": {
    "symbol": "ETHUSDT",
    "last_price": 2144.68,
    "min_qty": "0.001",
    "step_size": "0.001",
    "min_notional": "20",
    "min_qty_notional_at_last_price": 2.14468,
    "qty_needed_for_min_notional": 0.00932540052595259,
    "effective_min_qty": "0.010",
    "effective_min_notional": 21.4468,
    "binding_constraint": "min_notional"
  },
  "buffer_mult": 1.0,
  "limit_offset_bps": 300.0,
  "time_in_force": "GTX",
  "client_order_id": "rank32b-p5-021508",
  "notes": [
    "This is a real live order, not a test order.",
    "Quantity is automatically adjusted to pass Binance min quantity / min notional filters.",
    "Default is post-only GTX; runner can cancel immediately after ack."
  ]
}

Phase 1 说明（摘录）

# Rank 32b Canary / Phase 1 Skeleton

## 这一步做什么
- 把 32b canary 从“长文档计划”变成一个能手动跑一轮的最小执行骨架。
- 先落地：
  - Signal Adapter
  - Risk Guard
  - Order Intention Layer
  - Event Bus / Audit Log
  - Dashboard JSON / 网页

## 这一步明确不做什么
- 不自动下真实单
- 不接管 bot2 / bot3 / bot6 / bot7 既有定时任务
- 不把整个项目退回 paper trade 阶段
- 不在这一轮实现 trailing / break-even / position sync 闭环

## 当前运行方式
- 手动运行：`python scripts/run_rank32b_canary_phase1.py`
- 结果写到：`reports/artifacts/rank32b_canary/`
- 网页看板：`reports/site/factors/rank32b_canary/report.html`

Phase 2 说明（摘录）

# Rank 32b Canary / Phase 2 Minimal Receipt-Chain Loop

## 目标
把 Phase 1 的 `signal -> risk -> intention` 再往前推进一小步，变成一个最小但真实的订单生命周期实验：

- place
- ack
- query / status sync
- cancel
- final status

## 重要约束
- 这不是把整个 32b 项目重新拉回 paper trade 阶段。
- 这里只允许做 **最小轮次订单实验**。
- 当前默认模式是 `test/no-fill`：
  - 不部署资金
  - 不留下真实仓位
  - 目标只是拿到完整 receipt chain
- 与 bot2 / bot3 / bot6 / bot7 的既有定时任务链路完全隔离。

## 当前实现
- runner：`python scripts/run_rank32b_canary_phase2.py`

Phase 3 说明（摘录）

# Rank 32b Canary / Phase 3 Query Surface + Ledger + TTL

## 目标
在不直接进入真实下单的前提下，把 canary 推进到更接近真实运行的层：

- 连接真实私有 query surface（Binance / Lighter）
- 生成 venue health / account snapshot
- 维护本地 order ledger
- 计算 TTL lifecycle / expiry state

## 重要约束
- 这一步仍然不自动发真实订单。
- 允许复用 FR_Monitor 的 connector / private config，但 secrets 必须放在当前项目的本地私密路径，并加入 `.gitignore`。
- 这一步的意义是把 canary 从“假 broker 回执链”推进到“真 query + 真状态观察”，给下一步的一次性最小 live order 实验铺路。

## 当前实现口径
- 优先读取：`config/private/fr_monitor_config_private.py`
- 兼容桥接：`/root/jerry/wlfi/FR_Monitor`
- 当前只用到：
  - Binance private query
  - Lighter private query
  - Phase 2 订单链的本地 ledger / TTL 推导

Phase 4 说明（摘录）

# Rank 32b Canary / Phase 4 Minimal Real Order Experiment

## 目标
做一次最小、最克制、最安全的“真实下单通道实验”。

## 这轮的定义
- 使用真实私钥签名
- 使用真实交易所私有接口
- 但优先走 **Binance Futures TEST order**
- 不部署资金
- 不留下真实持仓

## 为什么这么做
这比直接发真实市价单更安全，但又比本地模拟更接近真实世界：
- API key / secret / signing 路径是真的
- 权限、签名、风控、参数校验都是真的
- 但不会成交，不会动资金

## 当前口径
- venue：Binance USDT-M perp
- endpoint：`POST /fapi/v1/order/test`
- 附带前后账户快照对比

Phase 5 说明（摘录）

# Rank 32b Canary / Phase 5 Minimal Live Order Gate

## 目标
执行一次真正的 live order，但把风险压到尽可能低：
- 只 1 笔
- 极小 notional
- 尽量不成交
- 拿到完整 live receipt chain

## 当前设计
- venue：Binance USDT-M perp
- order type：LIMIT + GTX（post-only）
- side：由配置指定
- price：挂在当前价外侧（默认 100bps）
- qty：自动抬到满足 Binance 最小下单限制（minQty / stepSize / minNotional）
- ack 后立即 cancel

## 关键约束
- 这一步已经是 live order，不再是 test order。
- 但目标不是成交，而是验证真实 live order admission + cancel + final status。
- 任何时候都不自动循环，不接现有 bot2 / bot3 / bot6 / bot7。

## 成功标准
- live order 被 Binance 接受