@senpi/runtime 3.0.129 → 3.0.130

package/dist/actions/event-derivation.js

@@ -7,10 +7,22 @@
  * we reuse the pure builders ({@link buildSignalEvaluated} → {@link buildDecisionMade} /
  * {@link buildSignalOutcomes}), which are pure and already battle-tested, then project their records
  * onto the event contract. Body lines are deterministic narratives; reasoning (decision.made) and any
- * error text reach `redact`; the raw scanner `meta` bag is dropped.
+ * error text reach `redact`; the raw scanner `meta` bag rides one JSON string attribute, never
+ * interpreted — it is operator-authored content and must not carry secrets. Whether it is scrubbed
+ * depends on where it lands: the on-disk event ring and the OTLP exporter carry it as the scanner
+ * wrote it, while the live telemetry websocket redacts every string attribute on the way out and
+ * drops this one whole, unmarked, while no redactor is registered.
+ *
+ * The only side effects are the serializers' rate-limited WARNs when a risk-gate or meta bag
+ * cannot be emitted whole — silent loss on a trust surface is worse than a log line. The returned
+ * events are unaffected by them; the loss itself is on the wire as `senpi.risk.gates_truncated` /
+ * `senpi.signal.meta_truncated`.
  */
 import { buildDecisionMade, buildSignalEvaluated, buildSignalOutcomes, } from "../telemetry/event-builders.js";
+import { jsonUnderCap } from "../telemetry/attributes.js";
 import { EVENT_NAME, JOIN_ATTR, eventAttrs, fmtThousands } from "../utils/event-catalog.js";
+import { createLogger } from "../utils/logger.js";
+const derivationLog = createLogger("[senpi-core][event-derivation]");
 /**
  * Build then emit a single {@link EmittableEvent} through a logger, with build + emit guarded as one
  * unit so neither a throwing builder nor a telemetry failure can disturb the host (trading/scan/
@@ -73,7 +85,7 @@ function decisionBody(d) {
     return line;
 }
 /** decision.made attributes: the decision's safe scalars; reasoning goes to `redact`, not here. */
-function decisionAttributes(d) {
+function decisionAttributes(d, ids) {
     return eventAttrs({
         "senpi.decision.mode": d.mode,
         "senpi.decision.by_llm": d.byLlm,
@@ -85,6 +97,8 @@ function decisionAttributes(d) {
         "senpi.decision.model": d.model,
         "senpi.decision.tokens_used": d.tokensUsed ?? undefined,
         "senpi.decision.duration_ms": d.durationMs,
+        "senpi.tick.id": ids.tickId,
+        "senpi.signal.correlation_id": ids.correlationId,
     });
 }
 const DISPOSITION_NARRATIVE = {
@@ -115,18 +129,236 @@ function outcomeBody(o, ev) {
     }
     return `${head}${score} → ${verb}${detail}`;
 }
-/** signal.outcome attributes: the queryable scalar surface; the raw `meta` bag is dropped. */
-function outcomeAttributes(o) {
+/**
+ * Which optional per-gate fields survive one serialization attempt. Tried in order; the first
+ * projection that fits {@link MAX_ATTR_VALUE_CHARS} wins.
+ */
+const GATE_TIERS = [
+    { metrics: true, reason: true },
+    { metrics: false, reason: true },
+    { metrics: false, reason: false },
+];
+/**
+ * The healthy sentinel of the runtime's failure enum, bound to the enum's own type so removing or
+ * renaming the member is a compile error here instead of a silent "every gate failed" downstream.
+ */
+const NO_FAILURE = "none";
+/**
+ * Each warn below fires once per process — none is a routine path, and if one does trip it trips on
+ * every outcome of every pass. The three are tracked separately because they are different faults
+ * with different fixes, and one must never burn another's flag: a bag that lost fields to the size
+ * budget is a cardinality problem, a bag `JSON.stringify` refused is a producer bug, and a bag
+ * dropped whole means the attribute is not on the wire at all.
+ */
+let warnedGateShed = false;
+let warnedGateUnserializable = false;
+let warnedGateDropped = false;
+/** Reachable from both exits of the tier ladder — a bag JSON refused may still end up dropped. */
+function warnGateUnserializable(log, gateCount) {
+    if (warnedGateUnserializable)
+        return;
+    warnedGateUnserializable = true;
+    log.warn("Risk gate bag unserializable; shed metrics", { gateCount });
+}
+/**
+ * Metrics with every non-finite number removed. `JSON.stringify` renders `NaN`/`Infinity` as `null`,
+ * which is indistinguishable from a metric the guard legitimately reported as null — so the key is
+ * dropped instead, and the catalog states the contract: a metric number is finite or absent.
+ * Shallow, matching the guard's flat scalar bags; the original object is returned untouched when it
+ * is already clean, so the common path allocates nothing.
+ */
+function finiteMetrics(metrics) {
+    const isNonFinite = (v) => typeof v === "number" && !Number.isFinite(v);
+    const entries = Object.entries(metrics);
+    if (!entries.some(([, v]) => isNonFinite(v)))
+        return metrics;
+    return Object.fromEntries(entries.filter(([, v]) => !isNonFinite(v)));
+}
+/**
+ * One gate's wire projection. `gateName` is omitted — it is a static function of `gateId`, so
+ * putting it on every row buys nothing. The three reliability fields ride only when they say
+ * something: a healthy gate is `evaluationOk: true`, `fallbackApplied: false`, `failureKind: "none"`,
+ * and repeating that on every gate of every pass is noise. Their presence marks the fail-closed
+ * gate, which is the one a reader must not mistake for a real breach.
+ */
+function projectGate(g, tier) {
+    return {
+        gateId: g.gateId,
+        status: g.status,
+        ...(tier.reason && g.reason !== undefined ? { reason: g.reason } : {}),
+        ...(g.evaluationOk === false ? { evaluationOk: false } : {}),
+        ...(g.fallbackApplied === true ? { fallbackApplied: true } : {}),
+        ...(g.failureKind !== undefined && g.failureKind !== NO_FAILURE ? { failureKind: g.failureKind } : {}),
+        ...(tier.metrics && g.metrics !== undefined ? { metrics: finiteMetrics(g.metrics) } : {}),
+    };
+}
+/**
+ * The gate bag as a JSON array string, with a flag saying whether anything was lost getting there.
+ *
+ * The logger caps every string attribute at {@link MAX_ATTR_VALUE_CHARS}, and a cap applied to JSON
+ * yields unparseable garbage — so the budget is spent here instead: shed `metrics`, then `reason`,
+ * and give up rather than emit a fragment. What comes out is always valid JSON or nothing.
+ *
+ * An empty `gates` array serializes to `"[]"` on purpose: "the gates ran and none are configured"
+ * is a fact the drill-down needs, distinct from the absent attribute's "there is no snapshot".
+ *
+ * A `metrics` bag that `JSON.stringify` refuses (a BigInt, a throwing `toJSON`) fails only its own
+ * tier — the metrics-less tiers below it still produce a bag. That fall is a producer bug, not a
+ * size problem, so it warns on its own flag: letting it fire the budget warning would both misname
+ * the fault and burn the one-shot flag a genuine overflow later needs.
+ *
+ * `log` is injectable so the once-per-process warnings can be observed in a test; production call
+ * sites take the default.
+ */
+export function serializeRiskGates(gates, log = derivationLog) {
+    // The two ways a tier can fail, tracked apart so the warning names the real fault.
+    let stringifyFailed = false;
+    let overBudget = false;
+    for (const tier of GATE_TIERS) {
+        let projected;
+        try {
+            projected = gates.map((g) => projectGate(g, tier));
+        }
+        catch {
+            // A gate whose own projection throws is the same fault as one stringify refuses.
+            stringifyFailed = true;
+            continue;
+        }
+        // The shared whole-or-nothing serializer owns the cap: no `json` with `truncated` means it
+        // serialized and was too big, no `json` without it means stringify refused the value.
+        const { json, truncated: overCap } = jsonUnderCap(projected);
+        if (json === undefined) {
+            if (overCap)
+                overBudget = true;
+            else
+                stringifyFailed = true;
+            continue;
+        }
+        if (stringifyFailed)
+            warnGateUnserializable(log, gates.length);
+        if (overBudget && !warnedGateShed) {
+            warnedGateShed = true;
+            log.warn("Risk gate bag exceeded the attribute budget; shed fields to fit", {
+                gateCount: gates.length,
+                keptReason: tier.reason,
+                keptMetrics: tier.metrics,
+            });
+        }
+        return { json, truncated: stringifyFailed || overBudget };
+    }
+    if (stringifyFailed)
+        warnGateUnserializable(log, gates.length);
+    if (!warnedGateDropped) {
+        warnedGateDropped = true;
+        log.warn("Risk gate bag exceeded the attribute budget even bare; dropped", {
+            gateCount: gates.length,
+        });
+    }
+    return { truncated: true };
+}
+/**
+ * `"<scannerId>:<fault>"` keys already warned about. Rate-limits the per-signal drop warn to one line
+ * per scanner per fault: a scanner that produces the same bag every tick must not repeat it, and a
+ * broken scanner must not be masked by an unrelated one that broke first. Both faults are keyed
+ * separately, so one firing never silences the other.
+ */
+const warnedMetaDrops = new Set();
+/**
+ * Report a dropped bag ONCE per (scanner, fault), without letting the report become a second, worse
+ * fault. The bag is scanner-controlled all the way down, so even counting its keys can throw (a proxy
+ * with a hostile `ownKeys` trap) — an uncountable bag is reported with no `keyCount` rather than with
+ * an escaping throw, and the emit itself is guarded so a failing logger cannot escape either. A throw
+ * here would leave `serializeSignalMeta` through the mapper and cost the caller its ENTIRE event
+ * array, so one hostile bag would blank the pass it rode in on: the diagnostic must never cost more
+ * than the bag.
+ */
+function warnMetaDropped(log, fault, message, meta, source, extra) {
+    const key = `${source.scannerId ?? ""}:${fault}`;
+    if (warnedMetaDrops.has(key))
+        return;
+    warnedMetaDrops.add(key);
+    let keyCount;
+    try {
+        keyCount = Object.keys(meta).length;
+    }
+    catch {
+        keyCount = undefined;
+    }
+    try {
+        log.warn(message, {
+            ...(source.scannerId !== undefined ? { scannerId: source.scannerId } : {}),
+            ...(source.asset !== undefined ? { asset: source.asset } : {}),
+            ...(keyCount !== undefined ? { keyCount } : {}),
+            ...extra,
+        });
+    }
+    catch {
+        // The drop stands; there is nowhere left to report it to.
+    }
+}
+/**
+ * The scanner's `meta` bag as ONE JSON string attribute, plus whether a bag arrived and was lost.
+ *
+ * The bag is scanner-defined and NOT interpreted here: no key is lifted, dropped, or reordered — the
+ * JSON is emitted whole or not at all. A bag over the per-value attribute cap is therefore dropped
+ * rather than truncated (a cut JSON string is unparseable) and rather than thinned (choosing which
+ * scanner keys survive would be interpretation). An empty bag legitimately serializes to `"{}"`, but
+ * that value only says a bag arrived: ingest normalizes a missing bag to `{}`, so a scanner that sent
+ * an empty one and a scanner that sent none both land here as `{}` and cannot be told apart. A drop
+ * is NOT silent on the wire either: `dropped` raises `senpi.signal.meta_truncated`, so an absent
+ * attribute WITH the marker (bag lost) is distinguishable from an absent attribute without one (no
+ * bag at all).
+ *
+ * The warn payload carries the bag's origin and its key count — the bag's own content is scanner
+ * free-text and never safe as an attribute. `log` is injectable so the warns are observable.
+ */
+export function serializeSignalMeta(meta, source = {}, log = derivationLog) {
+    const { json, truncated, chars } = jsonUnderCap(meta);
+    if (truncated) {
+        warnMetaDropped(log, "oversize", "scanner signal meta dropped: JSON is over the per-attribute size cap", meta, source, {
+            ...(chars !== undefined ? { jsonChars: chars } : {}),
+        });
+        return { dropped: true };
+    }
+    // The attribute is contracted as a JSON OBJECT that a consumer renders as a key-value map, but a
+    // bag carrying its own `toJSON` can render as any JSON value. A scalar or an array is the same
+    // fault as one that does not render at all — the bag did not come out a bag — so it takes the same
+    // path. This tests the shape of the whole value, never the meaning of a key inside it.
+    if (json === undefined || !json.startsWith("{")) {
+        warnMetaDropped(log, "unserializable", "scanner signal meta dropped: the bag does not serialize to a JSON object", meta, source);
+        return { dropped: true };
+    }
+    return { json, dropped: false };
+}
+/**
+ * signal.outcome attributes: the queryable scalar surface, plus the scanner's `meta` bag as one
+ * uninterpreted JSON string (see {@link serializeSignalMeta}).
+ *
+ * `gates` is the pass's already-serialized bag, threaded in rather than re-derived: it is identical
+ * for every outcome of the pass, and stringifying it once per signal would pay the whole cost N
+ * times in the producer's synchronous emit path.
+ */
+function outcomeAttributes(o, ids, gates) {
+    const bag = o.rawSignal?.meta;
+    const meta = bag !== undefined
+        ? serializeSignalMeta(bag, { scannerId: o.scannerId, asset: o.asset })
+        : undefined;
     return eventAttrs({
         [JOIN_ATTR.positionId]: o.positionId,
         [JOIN_ATTR.orderId]: o.orderId,
         "senpi.scanner.id": o.scannerId,
+        // Which action produced the outcome — an open accept and a close accept are both `accepted`.
+        "senpi.action.type": o.actionType,
         "senpi.signal.type": o.signalType,
         "senpi.signal.asset": o.asset,
         "senpi.signal.direction": o.direction ?? undefined,
         // Always a number off the record builder (`num(...) ?? 0`); the fallback mirrors that and keeps
         // score a required, always-queryable scalar.
         "senpi.signal.score": o.score ?? 0,
+        "senpi.signal.meta": meta?.json,
+        // Marker, not a value: absent attribute + absent marker = no bag ever arrived; absent attribute
+        // + marker = a bag arrived and was lost. Only ever `true` (never emitted as `false`).
+        "senpi.signal.meta_truncated": meta?.dropped === true ? true : undefined,
         "senpi.outcome.result": o.result,
         "senpi.outcome.reason_code": o.reasonCode,
         "senpi.outcome.margin_amount": o.marginAmount,
@@ -135,6 +367,12 @@ function outcomeAttributes(o) {
         "senpi.outcome.leverage": o.leverage,
         "senpi.outcome.notional_value": o.notionalValue,
         "senpi.outcome.size": o.size,
+        "senpi.tick.id": ids.tickId,
+        "senpi.signal.correlation_id": ids.correlationId,
+        "senpi.risk.gates": gates?.json,
+        // Emitted only when true, like the per-gate reliability flags: absence is the healthy case, and
+        // stamping `false` on every outcome of every pass would be noise.
+        "senpi.risk.gates_truncated": gates?.truncated === true ? true : undefined,
     });
 }
 /**
@@ -148,20 +386,25 @@ export function deriveActionResultEvents(input) {
     if (pass === null)
         return [];
     const events = [];
+    const ids = { tickId: pass.tickId, correlationId: pass.correlationId };
     const decision = buildDecisionMade(pass);
     if (decision !== null) {
         events.push({
             name: EVENT_NAME.decisionMade,
             level: "info",
             body: decisionBody(decision),
-            attributes: decisionAttributes(decision),
+            attributes: decisionAttributes(decision, ids),
             ...(decision.reasoning ? { redact: { reasoning: decision.reasoning } } : {}),
         });
     }
+    // Serialized ONCE per pass. Every outcome carries the same pass-level bag (buildSignalOutcomes
+    // copies the one array onto each), so this is the same string N times — and this runs inside the
+    // producer's synchronous emit path, where an N-signal batch must not pay N stringifies.
+    const gates = pass.riskGates !== undefined ? serializeRiskGates(pass.riskGates) : undefined;
     // buildSignalOutcomes and pass.evaluations are both one-per-evaluation, same order — zipped so the
     // narrative can template the fill (entryPrice) and the error text rides `redact` from the same
-    // evaluation. The record carries the queryable scalar surface (no raw `meta`); the evaluation
-    // carries the free-text error and the entry fill the body templates.
+    // evaluation. The record carries the queryable scalar surface plus the raw `meta` bag (on its
+    // `rawSignal`); the evaluation carries the free-text error and the entry fill the body templates.
     const outcomes = buildSignalOutcomes(pass);
     outcomes.forEach((outcome, i) => {
         const ev = pass.evaluations[i];
@@ -171,7 +414,7 @@ export function deriveActionResultEvents(input) {
             // ERROR when the outcome failed (the level arg escalates above the INFO floor).
             level: isError ? "error" : "info",
             body: outcomeBody(outcome, ev),
-            attributes: outcomeAttributes(outcome),
+            attributes: outcomeAttributes(outcome, ids, gates),
             ...(isError && ev.outcome.error ? { redact: { error: ev.outcome.error } } : {}),
         });
     });

package/dist/actions/event-derivation.js.map

@@ -1 +1 @@
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package/dist/actions/open-position/open-position.action.d.ts

@@ -33,6 +33,14 @@ export declare class OpenPositionAction implements Action {
     handle(event: HookEvent): Promise<ActionResult>;
     /** The pending-opens ledger this action counts against — the context's when it has one. */
     private pendingOpens;
+    /**
+     * The bounded book read, failing closed on both an unreadable response and a throw. A throw
+     * — including one the deadline aborts — is the same situation as an unreadable response, an
+     * unknown book, so it resolves undefined and reaches the skip rather than escaping the action
+     * with no per-signal outcome recorded. Shared by the gate at the top of `handle` and the
+     * stale-view refetch in the signal loop.
+     */
+    private readClearinghouseView;
     /**
      * Edge-triggered full-book log: once on the transition into full, then at most once per
      * {@link NO_SLOTS_LOG_INTERVAL_MS} with the count it suppressed in between.
@@ -49,8 +57,10 @@ export declare class OpenPositionAction implements Action {
      * rather than risk a duplicate or an over-margined open.
      *
      * Shared by both read sites (the gate at the top of `handle`, and the stale-view refetch in
-     * the signal loop). `sorted` is empty at the early site — there is no decision, hence no
-     * candidates, yet — which is why the entries are built from it rather than assumed.
+     * the signal loop). The rows come from the caller because the two sites attribute to
+     * different inputs: the scan's own signals before a decision exists, the decision's
+     * candidates after. `riskSnapshot` is undefined at the early site, where no gate snapshot
+     * has been taken yet.
      */
     private skipClearinghouseUnknown;
     private normalizeSignals;

package/dist/actions/open-position/open-position.action.d.ts.map

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