@senpi/runtime 3.0.154 → 3.0.156

package/dist/runtime/risk-guard.js

@@ -10,9 +10,16 @@
  * If any risk API call fails, the gate is CLOSED (fail-closed).
  *
  * Evaluation is stateless, but enforcement of the halt-class gates (daily loss, drawdown) is
- * not: each of their evaluations passes through the lifecycle tracker's `applyLatch`, which
+ * not: each live evaluation of them passes through the lifecycle tracker's `applyLatch`, which
  * keeps a genuinely-breached halt CLOSED until its release rule (UTC day rollover) fires, so a
- * mark-to-market bounce back under the limit cannot reopen entries mid-day.
+ * mark-to-market bounce back under the limit cannot reopen entries mid-day. Setting or releasing
+ * a latch there is what pauses or resumes the strategy for these two gates.
+ *
+ * A per-signal check skips the PnL snapshot fetch while the first snapshot-using halt gate (daily
+ * loss when configured, else drawdown) holds a latch that is active by the box clock. It returns
+ * that gate's latched block from `activeLatchBlock`, which never sets or releases a latch. When
+ * daily loss is configured and not latched, the snapshot is fetched as usual. `evaluateAll`
+ * (status and health) always fetches.
  *
  * Supports two modes:
  *   - Default (short-circuit): returns on first non-OPEN gate.
@@ -47,13 +54,14 @@ export function configuredHaltGates(guardRails) {
     return gates;
 }
 export function createRiskGuardStub() {
+    async function checkGate(_address, opts) {
+        if (opts?.evaluateAll) {
+            return { gate: "OPEN", gates: [] };
+        }
+        return { gate: "OPEN" };
+    }
     return {
-        async checkGate(_address, opts) {
-            if (opts?.evaluateAll) {
-                return { gate: "OPEN", gates: [] };
-            }
-            return { gate: "OPEN" };
-        },
+        checkGate,
         async getGateForStrategies(addresses) {
             const out = {};
             for (const addr of addresses)
@@ -91,6 +99,49 @@ function makeEval(gateId, source, overrides) {
         ...overrides,
     };
 }
+/** The status word in each code is the status that gate returns on that path. */
+const GATE_REASON_CODES = {
+    daily_loss_halt: {
+        blocked: "risk_gate_closed_daily_loss_limit",
+        failed: "risk_gate_closed_error_daily_loss_limit",
+    },
+    drawdown_halt: {
+        blocked: "risk_gate_closed_drawdown_limit",
+        failed: "risk_gate_closed_error_drawdown_limit",
+    },
+    consecutive_loss: {
+        blocked: "risk_gate_cooldown_consecutive_losses",
+        failed: "risk_gate_closed_error_consecutive_losses",
+    },
+    per_asset_cooldown: {
+        blocked: "risk_gate_cooldown_same_asset",
+        failed: "risk_gate_cooldown_error_same_asset",
+    },
+    max_entries_day: {
+        blocked: "risk_gate_closed_max_entries_day",
+        failed: "risk_gate_closed_error_max_entries_day",
+    },
+};
+/** Max-entries codes when the profit bypass decided the verdict. */
+const MAX_ENTRIES_NOT_IN_PROFIT_CODES = {
+    blocked: "risk_gate_closed_max_entries_day_not_in_profit",
+    failed: "risk_gate_closed_error_max_entries_day_not_in_profit",
+};
+/**
+ * Reason code for a blocking evaluation. A fail-closed verdict (`evaluationOk: false` or
+ * `fallbackApplied: true`) maps to the gate's `failed` code. The max-entries gate uses the
+ * not-in-profit codes when the evaluator set `maxEntriesProfitBypass`.
+ */
+function gateReasonCode(ev) {
+    const codes = ev.gateId === "max_entries_day" && ev.maxEntriesProfitBypass === true
+        ? MAX_ENTRIES_NOT_IN_PROFIT_CODES
+        : GATE_REASON_CODES[ev.gateId];
+    return !ev.evaluationOk || ev.fallbackApplied ? codes.failed : codes.blocked;
+}
+/** Short-circuit verdict for the first blocking gate. */
+function blockedResult(ev) {
+    return { gate: ev.status, reason: ev.reason, reasonCode: gateReasonCode(ev) };
+}
 function deriveEffective(gates) {
     let gate = "OPEN";
     let reason;
@@ -122,6 +173,7 @@ export function createRiskGuard(config) {
                 address: sk,
                 gate: result.gate,
                 reason: result.reason,
+                reasonCode: "reasonCode" in result ? result.reasonCode : undefined,
                 candidateAsset,
             });
         }
@@ -129,11 +181,10 @@ export function createRiskGuard(config) {
         if (prev !== curr) {
             prevGateState.set(stateKey, curr);
         }
-        // P2: self-pause is owned by the stateful strategy-lifecycle component, not RiskGuard.
-        // RiskGuard only reports the per-gate evaluations; the lifecycle tracker remembers
-        // which gates are paused and fires the hook + notification on a running→paused
-        // transition (deduped by address+gateId, re-armed only on an explicit OPEN — which, for the
-        // latched halt gates, can only arrive after the latch released on a UTC day rollover).
+        // Self-pause is owned by the stateful strategy-lifecycle component, not RiskGuard.
+        // RiskGuard only reports the per-gate evaluations. `observe` drives the pause of the
+        // non-latched gates (deduped by address+gateId, re-armed only on an explicit OPEN); it
+        // ignores the latched halt gates, whose pause and resume come from `applyLatch`.
         config.lifecycleTracker?.observe(address, sk, evaluations ?? [], source);
         if (config.auditLog) {
             await config.auditLog.append({
@@ -398,6 +449,7 @@ export function createRiskGuard(config) {
                     fallbackApplied: true,
                     failureKind: "empty_data",
                     metrics: { ...baseMetrics, bypassMaxEntriesPerDayOnProfit: true },
+                    maxEntriesProfitBypass: true,
                 });
             }
             if (snapshotCtx.snapAttempted && snap) {
@@ -421,6 +473,7 @@ export function createRiskGuard(config) {
                         fallbackApplied: true,
                         failureKind: "transport",
                         metrics: { ...baseMetrics, bypassMaxEntriesPerDayOnProfit: true },
+                        maxEntriesProfitBypass: true,
                     });
                 }
                 if (!snap) {
@@ -431,6 +484,7 @@ export function createRiskGuard(config) {
                         fallbackApplied: true,
                         failureKind: "empty_data",
                         metrics: { ...baseMetrics, bypassMaxEntriesPerDayOnProfit: true },
+                        maxEntriesProfitBypass: true,
                     });
                 }
             }
@@ -442,6 +496,7 @@ export function createRiskGuard(config) {
                     fallbackApplied: true,
                     failureKind: "empty_data",
                     metrics: { ...baseMetrics, bypassMaxEntriesPerDayOnProfit: true },
+                    maxEntriesProfitBypass: true,
                 });
             }
             const pnlDeltaSinceOpen = snap.pnl.delta_since_open;
@@ -456,12 +511,14 @@ export function createRiskGuard(config) {
                 return makeEval("max_entries_day", source, {
                     reason: `Max entries cap bypassed: intraday PnL delta $${pnlDeltaSinceOpen.toFixed(2)} > 0 (${entriesToday}/${maxEntriesPerDay} entries today)`,
                     metrics: { ...bypassMetrics, maxEntriesBypassApplied: true },
+                    maxEntriesProfitBypass: true,
                 });
             }
             return makeEval("max_entries_day", source, {
                 status: "CLOSED",
                 reason: `Max entries: ${entriesToday}/${maxEntriesPerDay} entries today (bypass off: PnL delta $${pnlDeltaSinceOpen.toFixed(2)} ≤ 0)`,
                 metrics: bypassMetrics,
+                maxEntriesProfitBypass: true,
             });
         }
         catch (err) {
@@ -482,9 +539,31 @@ export function createRiskGuard(config) {
      */
     async function latched(address, ev, releaseOnDayRollover) {
         const apply = config.lifecycleTracker?.applyLatch;
-        return apply ? apply.call(config.lifecycleTracker, address, ev, { releaseOnDayRollover }) : ev;
+        return apply
+            ? apply.call(config.lifecycleTracker, address, ev, { releaseOnDayRollover, label: strategyKey(address) })
+            : ev;
+    }
+    /**
+     * The latched block of the first snapshot-using halt gate when that gate holds an active latch,
+     * else null. Only the first gate counts: when daily loss is configured and not latched, the
+     * snapshot is needed anyway, so a latched drawdown is enforced through the normal path.
+     */
+    async function activeHaltLatchBlock(address, guardRails, source) {
+        const lookup = config.lifecycleTracker?.activeLatchBlock;
+        if (!lookup)
+            return null;
+        if (hasDailyLossLimit(guardRails)) {
+            return lookup.call(config.lifecycleTracker, address, makeEval("daily_loss_halt", source, {}), {
+                releaseOnDayRollover: true,
+            });
+        }
+        if (hasDrawdownHalt(guardRails)) {
+            return lookup.call(config.lifecycleTracker, address, makeEval("drawdown_halt", source, {}), {
+                releaseOnDayRollover: guardRails.drawdownResetOnDayRollover === true,
+            });
+        }
+        return null;
     }
-    // ── Main checkGate ───────────────────────────────────────────────
     async function checkGate(address, opts) {
         const guardRails = config.strategies.get(address)?.guardRails;
         if (!guardRails) {
@@ -499,6 +578,17 @@ export function createRiskGuard(config) {
         // Gates 1a + 1b share one API call
         const hasLossLimit = hasDailyLossLimit(guardRails);
         const hasDrawdown = hasDrawdownHalt(guardRails);
+        // An active halt latch decides the per-signal verdict on its own: return it without fetching
+        // the snapshot. evaluateAll still reads live PnL for status and health.
+        if (!evaluateAll) {
+            const latchedBlock = await activeHaltLatchBlock(address, guardRails, source);
+            if (latchedBlock) {
+                gates.push(latchedBlock);
+                const result = blockedResult(latchedBlock);
+                await logAndNotify(address, result, source, candidateAsset, gates);
+                return result;
+            }
+        }
         let snap = null;
         let snapFailed = false;
         const snapAttempted = hasLossLimit || hasDrawdown;
@@ -520,7 +610,7 @@ export function createRiskGuard(config) {
             const ev = await latched(address, await evalDailyLossHalt(guardRails, snap, source, snapFailed), true);
             gates.push(ev);
             if (!evaluateAll && ev.status !== "OPEN" && ev.status !== "N_A") {
-                const result = { gate: ev.status, reason: ev.reason };
+                const result = blockedResult(ev);
                 await logAndNotify(address, result, source, candidateAsset, gates);
                 return result;
             }
@@ -529,7 +619,7 @@ export function createRiskGuard(config) {
             const ev = await latched(address, await evalDrawdownHalt(guardRails, snap, source, snapFailed), guardRails.drawdownResetOnDayRollover === true);
             gates.push(ev);
             if (!evaluateAll && ev.status !== "OPEN" && ev.status !== "N_A") {
-                const result = { gate: ev.status, reason: ev.reason };
+                const result = blockedResult(ev);
                 await logAndNotify(address, result, source, candidateAsset, gates);
                 return result;
             }
@@ -539,7 +629,7 @@ export function createRiskGuard(config) {
             const ev = await evalConsecutiveLoss(address, guardRails, source);
             gates.push(ev);
             if (!evaluateAll && ev.status !== "OPEN" && ev.status !== "N_A") {
-                const result = { gate: ev.status, reason: ev.reason };
+                const result = blockedResult(ev);
                 await logAndNotify(address, result, source, candidateAsset, gates);
                 return result;
             }
@@ -549,7 +639,7 @@ export function createRiskGuard(config) {
             const ev = await evalPerAssetCooldown(address, guardRails, candidateAsset, source);
             gates.push(ev);
             if (!evaluateAll && ev.status !== "OPEN" && ev.status !== "N_A") {
-                const result = { gate: ev.status, reason: ev.reason };
+                const result = blockedResult(ev);
                 await logAndNotify(address, result, source, candidateAsset, gates);
                 return result;
             }
@@ -559,7 +649,7 @@ export function createRiskGuard(config) {
             const ev = await evalMaxEntriesDay(address, guardRails, source, { snap, snapFailed, snapAttempted });
             gates.push(ev);
             if (!evaluateAll && ev.status !== "OPEN" && ev.status !== "N_A") {
-                const result = { gate: ev.status, reason: ev.reason };
+                const result = blockedResult(ev);
                 await logAndNotify(address, result, source, candidateAsset, gates);
                 return result;
             }
@@ -575,9 +665,7 @@ export function createRiskGuard(config) {
         return result;
     }
     return {
-        async checkGate(address, opts) {
-            return checkGate(address, opts);
-        },
+        checkGate,
         async getGateForStrategies(addresses) {
             const out = {};
             for (const addr of addresses) {

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package/dist/runtime/strategy-lifecycle.d.ts

@@ -4,10 +4,13 @@
  * crash-safe (SQLite) version is §5 merge work.
  *
  * Owns the self-pause state that RiskGuard used to hold. RiskGuard is now a stateless
- * gate evaluator that only reports; this component remembers which gates are currently
- * paused per strategy and fires the hook event + user notification on a genuine
- * running→paused transition, deduped so it alerts once per breach and re-arms only on
- * an explicit OPEN (re-running) of the same gate.
+ * gate evaluator that only reports. A pause fires the hook event, the user notification and
+ * `runtime.paused`; a resume fires `runtime.resumed`. When they fire depends on the gate:
+ *   - `max_entries_day` (no latch): {@link StrategyLifecycle.observe} remembers which gates are
+ *     paused per strategy in memory. It pauses on a genuine running→paused transition, once per
+ *     breach, and resumes only on an explicit OPEN of the same gate.
+ *   - The latched gates below: the latch is the pause state. Setting a latch pauses; releasing or
+ *     dropping one resumes. `observe` ignores these gates.
  *
  * It also owns the halt LATCH for the halt-class gates in {@link LATCHED_GATES}
  * (daily loss, drawdown). Their live inputs are mark-to-market, so a strategy sitting
@@ -25,8 +28,7 @@
  * runtime's StateManager, file `<stateDir>/<address>/risk-halt-latch.json`), so a latch survives
  * a gateway restart, an npm auto-update and a fleet redeploy: the restarted runtime reloads it on
  * the strategy's first halt check and enforces it exactly as before, with the same release rules.
- * The self-pause state above is still in memory only, so a restored latch announces its pause
- * once more after a restart.
+ * A restored latch was announced by the process that set it, so loading it fires nothing.
  */
 import type { RiskGateEvaluation, RiskGateId, RiskSource } from "../health/types.js";
 import type { HookSystem } from "../types/hooks.js";
@@ -102,6 +104,8 @@ export interface ApplyLatchOpts {
      * daily_loss_halt; `drawdown_reset_on_day_rollover` for drawdown_halt.
      */
     releaseOnDayRollover: boolean;
+    /** Human strategy label for the pause hook event. Defaults to the address. */
+    label?: string;
 }
 /** What a latch remembers about the breach that set it. Also its persisted per-gate shape. */
 export interface HaltLatch {
@@ -122,7 +126,9 @@ export interface PersistedHaltLatches {
 }
 export interface StrategyLifecycle {
     /**
-     * Observe one risk evaluation pass for a strategy and drive its self-pause state.
+     * Observe one risk evaluation pass for a strategy and drive the in-memory self-pause state of
+     * the non-latched gates. {@link LATCHED_GATES} are skipped: their pause and resume fire from
+     * {@link applyLatch} and {@link pruneLatches}.
      * @param address  strategy wallet address
      * @param label    human strategy label (name or truncated address) for messages
      * @param evaluations  per-gate evaluations from the risk guard
@@ -139,26 +145,43 @@ export interface StrategyLifecycle {
      *   `evaluationOk: true` — the evaluation itself succeeded; the gate is closed by the latch.
      * - The latch is released only by a successful evaluation from a later UTC day, and only
      *   when `opts.releaseOnDayRollover` is true. The fresh evaluation is then enforced as-is.
+     * - Setting a latch fires the pause (hook, notification, `runtime.paused`) once, built from the
+     *   breaching evaluation and its live metrics. Releasing one fires `runtime.resumed`. A release
+     *   and a new breach in the same call fire both: the old halt ended, a new one started.
      *
      * Async because of persistence: the strategy's persisted latches are loaded on its first call,
      * and a set or release is written before the verdict returns. It cannot throw.
      * - A failed load fails closed for that call: CLOSED with `evaluationOk: false`,
      *   `fallbackApplied: true`, `failureKind: "transport"`, like a failed snapshot fetch. A latch on
      *   disk this process has not read must not read as OPEN. Nothing is set or released on that
-     *   call, so no pause fires; the next call retries the load.
+     *   call, so no pause or resume fires; the next call retries the load.
      * - A failed write is logged and never changes the verdict: the in-memory latch keeps enforcing.
      */
     applyLatch(address: string, evaluation: RiskGateEvaluation, opts: ApplyLatchOpts): Promise<RiskGateEvaluation>;
     /**
-     * Drop the latches (and the matching pause state) of latched gates that are no longer
-     * configured for `address`. Called when the recipe is rebuilt: a gate whose rail was removed
-     * no longer enforces anything, so its latch must not resurface if the rail is added back later.
-     * Emits `runtime.resumed` for a dropped gate that was paused.
+     * Drop the latches of latched gates that are no longer configured for `address`. Called when
+     * the recipe is rebuilt: a gate whose rail was removed no longer enforces anything, so its latch
+     * must not resurface if the rail is added back later. Emits `runtime.resumed` for each dropped
+     * latch, including one restored from disk.
      *
      * Loads the persisted latches first (so a latch saved by an earlier process is pruned too) and
-     * writes the result. Never throws: the rebuild commit that calls it must not fail on disk IO.
+     * writes the result. When that load fails, the drop is applied on the next successful load and
+     * `runtime.resumed` fires then. Never throws: the rebuild commit that calls it must not fail on
+     * disk IO.
      */
     pruneLatches(address: string, configured: ReadonlySet<RiskGateId>): Promise<void>;
+    /**
+     * The latched block for `baseline`'s gate when that gate holds a latch that is active by the box
+     * clock, else null. `baseline` is the gate's not-yet-evaluated evaluation (identity and source).
+     * The result is CLOSED with the latched reason, and the latch facts are its only metrics. It has
+     * the shape {@link applyLatch} enforces over a fresh OPEN, but carries no live metrics. A caller
+     * uses it to skip the live check while the latch holds.
+     *
+     * Returns null for a non-latched gate, for no or an expired latch, and when the persisted latches
+     * cannot be loaded (the caller then runs the normal path, which fails closed). Never sets,
+     * releases or writes a latch, so it never fires a pause or a resume. It cannot throw.
+     */
+    activeLatchBlock(address: string, baseline: RiskGateEvaluation, opts: ApplyLatchOpts): Promise<RiskGateEvaluation | null>;
 }
 export declare function createStrategyLifecycle(deps?: StrategyLifecycleDeps): StrategyLifecycle;
 export {};

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